The following pages link to (Q3150922):
Displaying 50 items.
- Estimation of order-restricted means of two normal populations under the LINEX loss function (Q361879) (← links)
- On nonparametric estimation of the mathematical expectation of a function of random variables with identical distributions (Q521114) (← links)
- Tests of homoscedasticity, normality, and missing completely at random for incomplete multivariate data (Q615670) (← links)
- Robust kernel ridge regression based on M-estimation (Q616560) (← links)
- Multivariate linear regression with non-normal errors: a solution based on mixture models (Q637985) (← links)
- On simultaneous confidence intervals for all contrasts in the means of the intraclass correlation model with missing data (Q855908) (← links)
- Minimum distance classification rules for high dimensional data (Q855920) (← links)
- An imputation method for categorical variables with application to nonlinear principal component analysis (Q901642) (← links)
- Explicit estimators under \(m\)-dependence for a multivariate normal distribution (Q907081) (← links)
- Multivariate significance testing and model calibration under uncertainty (Q929034) (← links)
- Error and variability characterization in structural dynamics modeling (Q929058) (← links)
- A \(p\)-value for testing the equivalence of the variances of a bivariate normal distribution (Q951058) (← links)
- A note on Srivastava and Hui's tests of multivariate normality (Q957319) (← links)
- High-dimensional asymptotic expansions for the distributions of canonical correlations (Q958920) (← links)
- Errors in discrimination with monotone missing data from multivariate normal populations (Q959348) (← links)
- Separability in the fixed part of multilevel models (Q959377) (← links)
- An unbiased \(C_p\) criterion for multivariate ridge regression (Q962216) (← links)
- Correlation analysis of principal components from two populations (Q1020134) (← links)
- Input selection and shrinkage in multiresponse linear regression (Q1020828) (← links)
- A note on the Cook's distance. (Q1421946) (← links)
- A multivariate linear regression analysis using finite mixtures of \(t\) distributions (Q1621290) (← links)
- Modelling the role of variables in model-based cluster analysis (Q1702292) (← links)
- Minimax multivariate empirical Bayes estimators under multicollinearity (Q1776877) (← links)
- A note on kernel principal component regression (Q1938788) (← links)
- Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods (Q1940034) (← links)
- Selection of model selection criteria for multivariate ridge regression (Q1952458) (← links)
- Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification (Q2015078) (← links)
- Strong consistency of log-likelihood-based information criterion in high-dimensional canonical correlation analysis (Q2023829) (← links)
- Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size (Q2041755) (← links)
- High-dimensional asymptotic expansion of the null distribution for \(L 2\) norm based MANOVA testing statistic under general distribution (Q2112252) (← links)
- A risk perspective of estimating portfolio weights of the global minimum-variance portfolio (Q2176327) (← links)
- A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables (Q2180065) (← links)
- A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
- Profile analysis in high dimensions (Q2223159) (← links)
- Ridge parameters optimization based on minimizing model selection criterion in multivariate generalized ridge regression (Q2230004) (← links)
- A paradoxical argument about domination (Q2297102) (← links)
- On the likelihood ratio test for the equality of multivariate normal populations with two-step monotone missing data (Q2323200) (← links)
- Bayesian variable selection in linear regression models with non-normal errors (Q2324308) (← links)
- Small-area estimation with missing data using a multivariate linear random effects model (Q2329834) (← links)
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large (Q2346518) (← links)
- Empirical Bayes regression analysis with many regressors but fewer observations (Q2382899) (← links)
- High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices (Q2397130) (← links)
- Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality (Q2418080) (← links)
- Preliminary test estimators in intraclass correlation model under unequal family sizes (Q2437886) (← links)
- On nonparametric estimation of expectation of random variables function under dependent observations (Q2455405) (← links)
- Inference on mean sub-vectors of two multivariate normal populations with unequal covariance matrices (Q2479337) (← links)
- An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition (Q2489765) (← links)
- Statistical inference for location and scale of elliptically contoured models with monotone missing data (Q2495829) (← links)
- Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis (Q2571809) (← links)
- Simple unbiased estimators for seemingly unrelated regressions with incomplete data (Q2683622) (← links)
