The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Operator trigonometry of multivariate finance (Q1049542) (← links)
- On the integral with respect to the tensor product of two random measures (Q1049543) (← links)
- Thresholding projection estimators in functional linear models (Q1049544) (← links)
- Cokriging for spatial functional data (Q1049545) (← links)
- Functional nonparametric estimation of conditional extreme quantiles (Q1049546) (← links)
- Singular value decomposition of large random matrices (for two-way classification of microarrays) (Q1049547) (← links)
- Robustness of reweighted least squares kernel based regression (Q1049548) (← links)
- Inference under functional proportional and common principal component models (Q1049549) (← links)
- Estimation of the regression operator from functional fixed-design with correlated errors (Q1049550) (← links)
- Mesures majorantes et loi du logarithme iteré pour les variables aléatoires sous-gaussiennes (Q1049994) (← links)
- Local Bahadur efficiency of rank tests for the independence problem (Q1050050) (← links)
- Multiple autoregressive models with random coefficients (Q1050058) (← links)
- Weak convergence of linear forms in D[0,1] (Q1050698) (← links)
- On alpha-symmetric multivariate distributions (Q1050699) (← links)
- The inverse partial correlation function of a time series and its applications (Q1050734) (← links)
- Characterization of limits of Bayes procedures (Q1051357) (← links)
- On near neighbour estimates of a multivariate density (Q1051370) (← links)
- Positive dependence properties of elliptically symmetric distributions (Q1051376) (← links)
- Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces (Q1051974) (← links)
- Arbitrariness of the pilot estimator in adaptive kernel methods (Q1052004) (← links)
- Admissibility of the natural estimator of the mean of a Gaussian process (Q1052763) (← links)
- Special functions and characterizations of probability distributions by zero regression properties (Q1053379) (← links)
- The rate of strong uniform consistency for the multivariate product-limit estimator (Q1053388) (← links)
- The maximum of the periodogram (Q1053404) (← links)
- On the decomposition of the convolution of a Gaussian and Poisson distribution on locally compact Abelian groups (Q1054061) (← links)
- Central limit theorems for non-linear functionals of Gaussian fields (Q1054065) (← links)
- Entrance laws for Feller diffusions on (0,infinity) and Doob's h-path transformation (Q1054085) (← links)
- Limit laws for upper and lower extremes from stationary mixing sequences (Q1054092) (← links)
- Point processes and multivariate extreme values (Q1054368) (← links)
- On a class of martingale inequalities (Q1055090) (← links)
- On a number of Poisson matrices in bang-bang representations for 3x3 embeddable matrices (Q1055094) (← links)
- Asymptotic normal distribution of multidimensional statistics of dependent random variables (Q1055106) (← links)
- Estimating the mean function of a Gaussian process and the Stein effect (Q1055133) (← links)
- Absolute continuity of operator-self-decomposable distributions on \(R^ n\) (Q1056127) (← links)
- Measuring the efficiency of trigonometric series estimates of a density (Q1056161) (← links)
- Note on Creasy's confidence limits for the gradient in the linear functional relationship (Q1056496) (← links)
- The multitype branching random walk, II (Q1056988) (← links)
- The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend (Q1057607) (← links)
- Multi-stage nonparametric estimation of density function using orthonormal systems (Q1060510) (← links)
- Some partial orderings of exchangeable random variables by positive dependence (Q1062384) (← links)
- Tests for dimensionality and interactions of mean vectors under general and reducible covariance structures (Q1062386) (← links)
- Interval estimates for posterior probabilities in a multivariate normal classification model (Q1062388) (← links)
- Stochastic bounds for attained levels (Q1062700) (← links)
- Second-order risk comparison of SLSE with GLSE and MLE in a regression with serial correlation (Q1062705) (← links)
- Laws of large numbers for classes of functions (Q1063315) (← links)
- On probabilities of large deviations in some classes of k-dimensional Borel sets (Q1063928) (← links)
- Regularity and decomposition of two-parameter supermartingales (Q1063936) (← links)
- Estimation of first crossing time distribution for N-parameter Brownian motion processes relative to upper class boundaries (Q1065467) (← links)
- Strong approximations of the quantile process of the product-limit estimator (Q1065478) (← links)
- Multivariate extreme value distributions for stationary Gaussian sequences (Q1066546) (← links)
