The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior (Q1026370) (← links)
- Uniform distributions in a class of convex polyhedrons with applications to drug combination studies (Q1026371) (← links)
- Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model (Q1036777) (← links)
- An extended class of minimax generalized Bayes estimators of regression coefficients (Q1036778) (← links)
- The limit of the partial sums process of spatial least squares residuals (Q1036780) (← links)
- On least squares estimation for long-memory lattice processes (Q1036782) (← links)
- Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities (Q1036783) (← links)
- Regression analysis of multivariate recurrent event data with time-varying covariate effects (Q1036784) (← links)
- Nearest neighbor conditional estimation for Harris recurrent Markov chains (Q1036785) (← links)
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
- Estimation of a change-point in the mean function of functional data (Q1036788) (← links)
- Independent rule in classification of multivariate binary data (Q1036789) (← links)
- Mean width of random polytopes in a reasonably smooth convex body (Q1036792) (← links)
- Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix (Q1036793) (← links)
- Sphericity test in a GMANOVA-MANOVA model with normal error (Q1036794) (← links)
- Initial classification of joint data in EM estimation of latent class joint model (Q1036795) (← links)
- Hessian orders and multinormal distributions (Q1036796) (← links)
- On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix (Q1036797) (← links)
- Analysis of multivariate skew normal models with incomplete data (Q1036799) (← links)
- Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
- Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators (Q1036801) (← links)
- Robustness of Stein-type estimators under a non-scalar error covariance structure (Q1036802) (← links)
- Statistical estimation in varying coefficient models with surrogate data and validation sampling (Q1036803) (← links)
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data (Q1041059) (← links)
- A nonparametric approach to 3D shape analysis from digital camera images. I. (Q1041060) (← links)
- Noncentral elliptical configuration density (Q1041061) (← links)
- On hazard rate ordering of the sums of heterogeneous geometric random variables (Q1041062) (← links)
- Study of some measures of dependence between order statistics and systems (Q1041063) (← links)
- Energy discriminant analysis, quantum logic, and fuzzy sets (Q1041065) (← links)
- Representations of SO(3) and angular polyspectra (Q1041066) (← links)
- High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound (Q1041067) (← links)
- Bivariate Birnbaum-Saunders distribution and associated inference (Q1041068) (← links)
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
- Projection based scatter depth functions and associated scatter estimators (Q1041070) (← links)
- Extending the multivariate generalised \(t\) and generalised \(VG\) distributions (Q1041071) (← links)
- On the right spread order of convolutions of heterogeneous exponential random variables (Q1041072) (← links)
- Bounds for the sum of dependent risks having overlapping marginals (Q1041073) (← links)
- Compatibility of discrete conditional distributions with structural zeros (Q1041074) (← links)
- Thresholding methods to estimate copula density (Q1041077) (← links)
- Empirical likelihood for median regression model with designed censoring variables (Q1041079) (← links)
- Tail dependence functions and vine copulas (Q1041080) (← links)
- An integral transform method for estimating the central mean and central subspaces (Q1041081) (← links)
- Multivariate comonotonicity (Q1041082) (← links)
- Special issue: Statistical methods and problems in infinite-dimensional spaces. Selected papers based on the presentations at the meeting, Toulouse, France, June 19--21, 2008 (Q1047710) (← links)
- Functional semiparametric partially linear model with autoregressive errors (Q1049535) (← links)
- \(K\)-sample subsampling in general spaces: the case of independent time series (Q1049536) (← links)
- Measures of influence for the functional linear model with scalar response (Q1049538) (← links)
- Wiener processes with random effects for degradation data (Q1049539) (← links)
- Testing the stability of the functional autoregressive process (Q1049540) (← links)
- Inference on periodograms of infinite dimensional discrete time periodically correlated processes (Q1049541) (← links)
