The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Linear sufficiency and some applications in multilinear estimation (Q1066565) (← links)
- On the theory of Banach space valued multifunctions. I: Integration and conditional expectation (Q1067034) (← links)
- On the theory of Banach space valued multifunctions. II: Set valued martingales and set valued measures (Q1067035) (← links)
- M-methods in multivariate linear models (Q1067330) (← links)
- Asymptotic normality of spectral estimates (Q1067335) (← links)
- Prediction of multivariate time series by autoregressive model fitting (Q1067337) (← links)
- On the increments of the local time of a Wiener sheet (Q1067692) (← links)
- The empirical distribution function and strong laws for functions of order statistics of uniform spacings (Q1067714) (← links)
- Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators (Q1068436) (← links)
- Stochastic integration on partially ordered sets (Q1068449) (← links)
- Cramér-von Mises statistics based on the sample quantile function and estimated parameters (Q1069225) (← links)
- Invariant prediction regions with smallest expected measure (Q1069233) (← links)
- On Neyman's conjecture: A characterization of the multinomials (Q1069236) (← links)
- Computation of variance components by the MINQUE method (Q1069247) (← links)
- A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction (Q1069253) (← links)
- p-norm bounds on the expectation of the maximum of a possibly dependent sample (Q1069606) (← links)
- The asymptotic distribution of a goodness of fit statistic for factorial invariance (Q1069622) (← links)
- On the expansion of \(C^*_{\rho}(V+I)\) as a sum of zonal polynomials (Q1069624) (← links)
- Inference for thinned point processes, with application to Cox processes (Q1069630) (← links)
- Limit theorems for the multivariate binomial distribution (Q1070643) (← links)
- The multivariate Laplace-de Moivre theorem (Q1070644) (← links)
- Learn-merge invariance of priors: A characterization of the Dirichlet distributions and processes (Q1070681) (← links)
- Testing for independence by the empirical characteristic function (Q1070713) (← links)
- Multilinear forms and measures of dependence between random variables (Q1071436) (← links)
- On the Radon-Nikodým theorem for measures with values in vector lattices (Q1071885) (← links)
- Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions (Q1072272) (← links)
- A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics (Q1072280) (← links)
- The problem of identification of parameters by the distribution of the maximum random variable (Q1074213) (← links)
- Strongly and weakly harmonizable stochastic processes of H-valued random variables (Q1074220) (← links)
- Edgeworth expansions for sampling without replacement from finite populations (Q1074258) (← links)
- Computation of the maximum likelihood estimate of a noncentrality parameter (Q1074263) (← links)
- Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented (Q1074274) (← links)
- Applications of autoreproducing kernel Grammian moduli to \({\mathcal S}(U,H)\)-valued stationary random functions (Q1074948) (← links)
- Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria (Q1074986) (← links)
- A comparison of Kriging with nonparametric regression methods (Q1074990) (← links)
- Some sojourn time problems for 2-dimensional Gaussian processes (Q1076416) (← links)
- On the errors-in-variables problem for time series (Q1076466) (← links)
- Prophet regions and sharp inequalities for pth absolute moments of martingales (Q1077068) (← links)
- Central limit theorem for perturbed empirical distribution functions evaluated at a random point (Q1077112) (← links)
- Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes (Q1077855) (← links)
- A characterization of spherical distributions (Q1078955) (← links)
- The distribution of a generalized least squares estimator with covariance adjustment (Q1078956) (← links)
- Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem (Q1079864) (← links)
- Two LIL-type results for the Brownian bridge (Q1079868) (← links)
- Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality (Q1079869) (← links)
- Optimal designs for minimax extrapolation (Q1079904) (← links)
- Domains of attraction of nonnormal operator-stable laws (Q1080264) (← links)
- Local times of continuous N-parameter strong martingales (Q1081201) (← links)
- Approximating hierarchical normal priors using a vague component (Q1081225) (← links)
- Gaussian measures on Orlicz spaces and abstract Wiener spaces (Q1081947) (← links)
