The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- On dominations between measures of dependence (Q1092495) (← links)
- Necessary and sufficient consistency conditions for a recursive kernel regression estimate (Q1092555) (← links)
- A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables (Q1092560) (← links)
- Bivariate CDF iterations and asymptotic independence (Q1092568) (← links)
- Strong consistency of least squares estimates in linear regression models driven by semimartingales (Q1092578) (← links)
- Minimaxity of Pitman estimators (Q1093271) (← links)
- Stochastic rearrangement inequalities (Q1093984) (← links)
- Restricted risk Bayes estimation for the mean of the multivariate normal distribution (Q1094018) (← links)
- An everywhere convergent series representation of the distribution of Hotelling's generalized \(T^ 2_ 0\) (Q1094041) (← links)
- Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\) (Q1094062) (← links)
- Dimensions of spaces of homogeneous zero regression polynomials (Q1094782) (← links)
- Strictly operator-stable distributions (Q1095486) (← links)
- Second-order linearity of the general signed-rank statistic (Q1095527) (← links)
- Bandwidth choice for differentiation (Q1095530) (← links)
- The intersection local time of fractional Brownian motion in the plane (Q1096249) (← links)
- Asymptotically optimal selection of a piecewise polynomial estimator of a regression function (Q1096279) (← links)
- Some new approaches to multivariate probability distributions (Q1096284) (← links)
- Multivariate reciprocal stationary Gaussian processes (Q1097574) (← links)
- Comparison theorems for Brownian motions on Riemannian manifolds and their applications (Q1097589) (← links)
- Some families of multivariate symmetric distributions related to exponential distribution (Q1097606) (← links)
- An identity for multidimensional continuous exponential families and its applications (Q1097608) (← links)
- White noise approach to stochastic integration (Q1098168) (← links)
- Multivariate Liouville distributions (Q1098196) (← links)
- Asymptotic optimality of multivariate linear hypothesis tests (Q1098198) (← links)
- A type 2 inequality for functions of bounded variation (Q1098475) (← links)
- On sample path properties of semistable processes (Q1098486) (← links)
- Multi-dimensional multivariate Gaussian Markov random fields with application to image processing (Q1098490) (← links)
- Consistent nonparametric multiple regression: the fixed design case (Q1098517) (← links)
- On multivariate mean remaining life functions (Q1098519) (← links)
- Test for a specified signal when the noise covariance matrix is unknown (Q1098520) (← links)
- On the study of some functions of multivariate ARMA processes (Q1098529) (← links)
- A general principle for limit theorems in finitely additive probability: The dependent case (Q1099476) (← links)
- Moments of distributions attracted to operator-stable laws (Q1099477) (← links)
- Inequalities for probability contents of convex sets via geometric average (Q1100797) (← links)
- Detecting change in a random sequence (Q1100836) (← links)
- Limit theorems for randomly weighted sums of random elements in normed linear spaces (Q1101760) (← links)
- Joint stable attraction of two sums of products (Q1102026) (← links)
- Convergence of stochastic empirical measures (Q1102049) (← links)
- Employing vague prior information in the construction of confidence sets (Q1102654) (← links)
- A test of independence for the coordinates of bivariate censored data (Q1102661) (← links)
- On the identifiability of multivariate survival distribution functions (Q1102665) (← links)
- Comparison of powers of a class of tests for multivariate linear hypothesis and independence (Q1102666) (← links)
- Strong convergence of weighted sums of random elements through the equivalence of sequences of distributions (Q1103937) (← links)
- The rate of convergence in the central limit theorem for non-stationary dependent random vectors (Q1103945) (← links)
- The almost sure behavior of maximal and minimal multivariate \(k_ n\)- spacings (Q1103953) (← links)
- On characterization of linear admissible estimators: An extension of a result due to C. R. Rao (Q1104673) (← links)
- Parametric estimation for the mean of a Gaussian process by the method of sieves (Q1104674) (← links)
- Series representations and Karhunen processes (Q1105275) (← links)
- Multivariate arrangement increasing functions with applications in probability and statistics (Q1105300) (← links)
- In memoriam P. R. Krishnaiah (1932-1987) (Q1105573) (← links)
