The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Three limit theorems for vacancy in multivariate coverage problems (Q1081950) (← links)
- On certain random simplices in \({\mathbb{R}}^ n\) (Q1081953) (← links)
- Supplements to operator-stable and operator-semistable laws on Euclidean spaces (Q1081955) (← links)
- Multidimensional large deviation local limit theorems (Q1081959) (← links)
- Random creation and dispersion of mass (Q1081961) (← links)
- Applications of integration by parts formula for infinite-dimensional semimartingales (Q1081963) (← links)
- Transformations preserving normality and Wishart-ness (Q1082008) (← links)
- Invariance and independence in multivariate distribution theory (Q1082009) (← links)
- On a decision rule using dichotomies for identifying the nonnegligible parameter in certain linear models (Q1082014) (← links)
- Invariance principles under weak dependence (Q1082711) (← links)
- Robust estimation in the linear model with asymmetric error distributions (Q1082742) (← links)
- Positive definite symmetric functions on finite dimensional spaces. I: Applications of the Radon transform (Q1083107) (← links)
- Rates of convergence for classes of functions: The non-i.i.d. case (Q1083113) (← links)
- Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions (Q1083123) (← links)
- Selecting a minimax estimator doing well at a point (Q1083151) (← links)
- On powerful distributional tests based on sample spacings (Q1083795) (← links)
- The greatest invariance-group of multivariate models (Q1083802) (← links)
- Characterization of Hilbert spaces by the strong law of large numbers (Q1084740) (← links)
- Uniform bound in the central limit theorem for Banach space valued dependent random variables (Q1084741) (← links)
- On the angle between past and future for multivariate stationary stochastic processes (Q1084753) (← links)
- On stochastic integral representation of stable processes with sample paths in Banach spaces (Q1084754) (← links)
- On a characterization of the normal distribution by means of identically distributed linear forms (Q1084782) (← links)
- The nonnegative MINQUE estimate (Q1084805) (← links)
- Parametric estimation for simple branching diffusion processes. II (Q1084823) (← links)
- Spectral factorization of wide sense stationary processes on \({\mathbb{Z}}^ 2\) (Q1085518) (← links)
- Hitting a boundary point by diffusions in the closed half space (Q1085897) (← links)
- Random approximations to some measures of accuracy in nonparametric curve estimation (Q1085912) (← links)
- The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes (Q1086934) (← links)
- Third order efficient tests in exponential lattice models (Q1086948) (← links)
- Elimination of randomization in statistical decision theory reconsidered (Q1088316) (← links)
- Limits of translation invariant experiments (Q1088319) (← links)
- Asymptotic theory for robust principal components (Q1088340) (← links)
- Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes (Q1088354) (← links)
- On a class of asymptotically stationary harmonizable processes (Q1089676) (← links)
- Comparison between the locally most powerful unbiased and Rao's tests (Q1089696) (← links)
- Cross-validation and the smoothing of orthogonal series density estimators (Q1089698) (← links)
- Correction to ''Strong approximations of the quantile process of the product-limit estimator'' (Q1089699) (← links)
- Strong consistency and rates for recursive probability density estimators of stationary processes (Q1089711) (← links)
- Spectral representation of semistable processes, and semistable laws on Banach spaces (Q1089984) (← links)
- Generalized least squares estimation of the functional multivariate linear errors-in-variables model (Q1090032) (← links)
- A simple alternative derivation of a useful theorem in linear ''errors-in- variables'' regression models together with some clarifications (Q1090033) (← links)
- Optimal stratification and clustering on the line using the \(L_ 1\)- norm (Q1090035) (← links)
- A random CLT for dependent random variables (Q1091025) (← links)
- Nonlinear prediction of the degree n of a Gaussian N-ple Markov process (Q1091033) (← links)
- Stationary fields with positive angle (Q1091037) (← links)
- Exponential bounds of mean error for the nearest neighbor estimates of regression functions (Q1091060) (← links)
- Multivariate splines: a probabilistic perspective (Q1091551) (← links)
- A central limit theorem for non-instantaneous filters of a stationary Gaussian process (Q1091664) (← links)
- Central limit theorem for quadratic forms for sparse tables (Q1091690) (← links)
- Asymptotics of special functions and the central limit theorem on the space \({\mathcal P}_ n\) of positive \(n\times n\) matrices (Q1092357) (← links)
