SAS Global Forum[removed]SAS Presents

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Date: 2010-04-07 09:03:23 Robust statistics Summary statistics Econometrics SAS Principal component analysis Quantile Outlier Sample mean and sample covariance Linear regression Statistics Data analysis Multivariate statistics		SAS Global Forum[removed]SAS Presents Add to Reading List Source URL: support.sas.com Download Document from Source Website File Size: 438,47 KB Share Document on Facebook

	University of Zurich Department of Economics DocID: 1pVUB - View Document
	Ann Inst Stat Math:765–785 DOIs10463Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices Huiqin Li · Zhi Dong Bai · Jiang Hu DocID: 1pKXD - View Document
	This article has been accepted for publication in a future issue of this journal, but has not been fully edited. Content may change prior to final publication. Citation information: DOITKDE, IEEE Tr DocID: 1p82T - View Document
	More information on R functions arraymax: find the maximum value in an array and the associated dim names. Any NAs in the array are ignored. This function calls the function dnelement which the user must create (source DocID: 1p734 - View Document
	Introduction Testing Covariance Matrices Testing Bandedness Power Analysis Simulation DocID: 1nSc8 - View Document