scientific article; zbMATH DE number 3314854
From MaRDI portal
Publication:5595935
zbMath0197.44904MaRDI QIDQ5595935
Publication date: 1969
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Conditional tests for elliptical symmetry, Unnamed Item, Scan statistics for detecting a local change in variance for normal data with unknown population variance, Bayesian estimation of the dispersion matrix of a multivariate normal distribution, Multivariate risk premiums, The geometrical interpretation of statistical tests in multivariate linear regression, On component analyses, NESTED DESIGNS WITH MULTIVARIATE MEASUREMENT: AN ILLUSTRATION OF THE STRUCTURAL APPROACH TO RANDOM EFFECTS MULTIVARIATE ANALYSIS OF VARIANCE, Partial inversion for linear systems and partial closure of independence graphs, Joint Response Graphs and Separation Induced by Triangular Systems, A Bayesian algorithm for functional mapping of dynamic complex traits, Gaussian random fields: with and without covariances, Linear algebra and multivariate analysis in statistics: development and interconnections in the twentieth century, Unnamed Item, Robust shrinkage estimators of the location parameter for elliptically symmetric distributions, A unified approach to testing mean vectors with large dimensions, Covariance chains, Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss, A unified approach to coordinate-free multivariate analysis, Sequences of regressions and their independences, Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors, Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix, Non-nested linear models: A conditional confidence approach, Test martingales, Bayes factors and \(p\)-values, A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting, Application of the Moore-Penrose inverse of a data matrix in multiple regression, Principal components analysis and optimization of graphical displays, Locally minimax tests in symmetrical distributions, Affinely invariant matching methods with discriminant mixtures of proportional ellipsoidally symmetric distributions, A linear model for gauss elimination, A characterization of the distributions that imply mean-variance utility functions, Estimation of the Cholesky decomposition in a conditional independent normal model with missing data, Improved estimates of location in the presence of an unknown scale, A pointwise criterion for controller robustness, Doing Least Squares: Perspectives from Gauss and Yule, Intrinsic autoregressions at multiple resolutions, Comparing regressions when measurement error variances are known, Visualizing hypothesis tests in multivariate linear models: the \texttt{heplots} package for R, Mixture model clustering for mixed data with missing information, Regression estimation for bivariate normal distributions, Complex elliptical distributions with application to shape analysis, Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach, Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution, Population correlation matrices for sampling experiments, Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review, Extendibility of spherical matrix distributions, Sobre la reduccion de la dimension en analisis estadistico multivariante, A theory of Gaussian belief functions, The reducibility of matrix sweeping operations: a computational issue in linear belief functions, Matrix representations and independencies in directed acyclic graphs, A Generic Path Algorithm for Regularized Statistical Estimation, Permutation inference distribution for linear regression and related models, The estimation of variance-covariance and correlation matrices from incomplete data, A bayes, sweep-operational construction for raos unified theory of linear estimation, An overview of multivariate data analysis, Techniques for dealing with incomplete data: a tutorial and survey, Assessment of Athens's Metro Passenger Behaviour Via a Multiranked Probit Model, Classification procedures using principal component analysis and stepwise discriminant function, On the geometric approach to multivariate selection, Nonconjugate Bayesian regression on many variables, Visualizing Tests for Equality of Covariance Matrices, An analysis and synthesis of multiple correspondence analysis, optimal scaling, dual scaling, homogeneity analysis and other methods for quantifying categorical multivariate data, Imaginary numbers for combining linear equation models via Dempster's rule, Elliptical insights: understanding statistical methods through elliptical geometry
