The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Simultaneous estimation of Poisson means (Q1158897) (← links)
- Weak association of random variables (Q1158905) (← links)
- A note on Sheppard's corrections for grouping and maximum likelihood estimation (Q1159418) (← links)
- A general approach to optimal control of a regression experiment (Q1159428) (← links)
- The multitype branching diffusion (Q1161208) (← links)
- Some multivariate linear regression testing problems with additional observations (Q1162083) (← links)
- Bahadur deficiency of likelihood ratio tests in exponential families (Q1162314) (← links)
- Some extensions of the Kantorovich inequality and statistical applications (Q1162561) (← links)
- On admissible shifts of generalized white noises (Q1162751) (← links)
- An inequality for the multivariate normal distribution (Q1163290) (← links)
- Weak consistency of least-squares estimators in linear models (Q1163323) (← links)
- Some properties of the parameterization of ARMA systems with unknown order (Q1163327) (← links)
- Correction to: An identity for the Wishart distribution with applications (Q1163821) (← links)
- Weak and strong convergence of amarts in Frechet spaces (Q1164305) (← links)
- Absolute continuity of multivariate distributions of class L (Q1164306) (← links)
- A general theory of some positive dependence notions (Q1164920) (← links)
- An asymptotic decomposition for multivariate distribution-free tests of independence (Q1164928) (← links)
- Two strong limit theorems for processes with independent increments (Q1165517) (← links)
- Convergence of estimates. I, II (Q1165532) (← links)
- On Fourier transform of generalized Brownian functionals (Q1167476) (← links)
- Some limit theorems for the eigenvalues of a sample covariance matrix (Q1167486) (← links)
- Bounds for the uniform deviation of empirical measures (Q1167976) (← links)
- Remark on strong martingales and the linear embedding of tactics (Q1167986) (← links)
- Reverse processes and some limit theorems of multitype Galton-Watson processes (Q1167997) (← links)
- Asymptotic normality of finite Fourier transforms of stationary generalized processes (Q1168636) (← links)
- On the spectral representation of symmetric stable processes (Q1168641) (← links)
- Contracting towards subspaces when estimating the mean of a multivariate normal distribution (Q1168670) (← links)
- Cramer-von Mises type estimation of the regression parameter: The rank analogue (Q1169220) (← links)
- Multivariate linear rank statistics for profile analysis (Q1169225) (← links)
- The estimation of multivariate random coefficient autoregressive models (Q1169230) (← links)
- On r-quick limit sets for empirical and related processes based on mixing random variables (Q1169748) (← links)
- The global Markov property for lattice systems (Q1169974) (← links)
- Asymptotic distributions of the likelihood ratio test statistics for covariance structures of the complex multivariate normal distributions (Q1169988) (← links)
- Local asymptotic normality for progressively censored likelihood ratio statistics and applications (Q1169990) (← links)
- Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations (Q1170841) (← links)
- Probabilities of maximal deviations for nonparametric regression function estimates (Q1170845) (← links)
- Maximizing the probability of correctly ordering random variables using linear predictors (Q1170852) (← links)
- On the accuracy of normal approximation (Q1171810) (← links)
- Properties of fourth-order strong mixing rates and its application to random set theory (Q1171820) (← links)
- Recurrence and ergodicity of diffusions (Q1171837) (← links)
- Robust M-estimators of location vectors (Q1171849) (← links)
- A new proof of admissibility of tests in the multivariate analysis of variance (Q1171853) (← links)
- Diffusion approximation of the two-type Galton-Watson process with mean matrix close to the identity (Q1172335) (← links)
- The Frechet distance between multivariate normal distributions (Q1172355) (← links)
- Asymptotic properties of projections with applications to stochastic regression problems (Q1172362) (← links)
- Estimating the dimension of a linear system (Q1172612) (← links)
- Local times for stochastic processes which are subordinate to Gaussian processes (Q1172883) (← links)
- Eigenfunctions of expected value operators in the Wishart distribution. II (Q1173357) (← links)
- A bivariate local limit theorem (Q1173953) (← links)
- Regularization of trajectories for multiparameter additive processes in groups (Q1173965) (← links)
