The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Asymptotically efficient two-sample rank tests for modal directions on spheres (Q1000572) (← links)
- A note on bias due to fitting prospective multivariate generalized linear models to categorical outcomes ignoring retrospective sampling schemes (Q1000573) (← links)
- Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions (Q1000574) (← links)
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- A family of kurtosis orderings for multivariate distributions (Q1000577) (← links)
- A test for the mean vector with fewer observations than the dimension under non-normality (Q1000578) (← links)
- Distribution of quadratic forms under skew normal settings (Q1000579) (← links)
- Asymptotic properties of a conditional quantile estimator with randomly truncated data (Q1000581) (← links)
- Diagonal distribution of a complex non-central Wishart matrix: A new trivariate non-central chi-squared density (Q1002340) (← links)
- Bivariate generalized exponential distribution (Q1002341) (← links)
- Peakedness and peakedness ordering in symmetric distributions (Q1002343) (← links)
- A local spectral approach for assessing time series model misspecification (Q1002344) (← links)
- Distribution-free tests for polynomial regression based on simplicial depth (Q1002345) (← links)
- Model checking for partially linear models with missing responses at random (Q1002346) (← links)
- Nonlinear principal components. II: Characterization of normal distributions (Q1002347) (← links)
- Towards theory of generic principal component analysis (Q1002348) (← links)
- On weighting of bivariate margins in pairwise likelihood (Q1002349) (← links)
- On the least squares estimator in a nearly unstable sequence of stationary spatial AR models (Q1002350) (← links)
- Principal component geodesics for planar shape spaces (Q1002351) (← links)
- Monitoring parameter change in AR\((p)\) time series models (Q1002353) (← links)
- Improved estimation in multiple linear regression models with measurement error and general constraint (Q1002354) (← links)
- Estimation of the precision matrix of multivariate Kotz type model (Q1002355) (← links)
- On depth measures and dual statistics. A methodology for dealing with general data (Q1002356) (← links)
- On an additive decomposition of the BLUE in a multiple-partitioned linear model (Q1002357) (← links)
- On the geometry of generalized Gaussian distributions (Q1002358) (← links)
- Existence and consistency of the maximum likelihood estimator for the extreme value index (Q1002359) (← links)
- Corrigendum to: ``The centred parametrization for the multivariate skew-normal distribution'' (Q1002360) (← links)
- Characterization of the \(p\)-generalized normal distribution (Q1006663) (← links)
- Signed-rank tests for location in the symmetric independent component model (Q1006664) (← links)
- Probability density estimation for survival data with censoring indicators missing at random (Q1006665) (← links)
- Dealing with label switching in mixture models under genuine multimodality (Q1006666) (← links)
- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors (Q1006667) (← links)
- Multivariate generalized S-estimators (Q1006669) (← links)
- Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large (Q1006670) (← links)
- Asymptotic expansions in mean and covariance structure analysis (Q1006671) (← links)
- Shrinkage estimation in the frequency domain of multivariate time series (Q1006672) (← links)
- Asymptotic normality of test statistics under alternative hypotheses (Q1006673) (← links)
- Multivariate order statistics via multivariate concomitants (Q1006674) (← links)
- Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables (Q1006675) (← links)
- Uncertainty under a multivariate nested-error regression model with logarithmic transforma\-tion (Q1006676) (← links)
- Nonparametric likelihood based estimation for a multivariate Lipschitz density (Q1006677) (← links)
- Local Whittle estimator for anisotropic random fields (Q1006678) (← links)
- Extreme value theory for stochastic integrals of Legendre polynomials (Q1006679) (← links)
- A refined Jensen's inequality in Hilbert spaces and empirical approximations (Q1006680) (← links)
- Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model (Q1006682) (← links)
- Functional estimation for Lévy measures of semimartingales with Poissonian jumps (Q1012526) (← links)
- Multivariate dependence of spacings of generalized order statistics (Q1012527) (← links)
- A weighted multivariate signed-rank test for cluster-correlated data (Q1012529) (← links)
- The determinants of cumulative endogeneity bias in multivariate analysis (Q1012531) (← links)
- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
