Pages that link to "Item:Q998988"
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The following pages link to Robust tests for the common principal components model (Q998988):
Displaying 12 items.
- Raw data maximum likelihood estimation for common principal component models: a state space approach (Q316724) (← links)
- Robust discrimination under a hierarchy on the scatter matrices (Q928868) (← links)
- Robust tests for the common principal components model (Q998988) (← links)
- Robust plug-in estimators in proportional scatter models. (Q1429879) (← links)
- Robust tests for one or more allometric lines (Q1790763) (← links)
- Unconstrained representation of orthogonal matrices with application to common principal components (Q2032213) (← links)
- Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components (Q2237828) (← links)
- Optimal rank-based tests for common principal components (Q2435252) (← links)
- A Comparison of Some Methods for the Selection of a Common Eigenvector Model for the Covariance Matrices of Two Groups (Q2821061) (← links)
- Testing for Common Principal Components under Heterokurticity (Q3068110) (← links)
- Weighted chi-squared tests for partial common principal component subspaces (Q4455420) (← links)
- Preliminary Multiple-Test Estimation, With Applications to <i>k</i>-Sample Covariance Estimation (Q6110709) (← links)