The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Optimal parameter choice for error minimization in bivariate histograms (Q1174800) (← links)
- Sample path properties of stochastic processes represented as multiple stable integrals (Q1174801) (← links)
- Covariance bounds for multivariate unimodal distributions and a characterization of uniformity (Q1175666) (← links)
- Expansions for the multivariate chi-square distribution (Q1175667) (← links)
- A Cramér-Rao type lower bound for estimators with values in a manifold (Q1175669) (← links)
- Pseudoisotropic random walks on free groups and semigroups (Q1175670) (← links)
- A local breakdown property of robust tests in linear regression (Q1175671) (← links)
- Convergence of weighted sums of random functions in \(D[0,1]\) (Q1175672) (← links)
- Rate of convergence in CLT on stratified groups (Q1175673) (← links)
- Asymptotic variance estimation in multivariate distributions (Q1175675) (← links)
- On the calculation of cumulants of estimators arising from a linear time series regression model (Q1176224) (← links)
- A smooth conditional quantile estimator and related applications of conditional empirical processes (Q1176227) (← links)
- Comparing sweep strategies for stochastic relaxation (Q1176229) (← links)
- A weak law for normed weighted sums of random elements in Rademacher type \(p\) Banach spaces (Q1176230) (← links)
- Rates of convergence in multivariate extreme value theory (Q1176291) (← links)
- On rates of convergence of stochastic relaxation for Gaussian and non- Gaussian distributions (Q1176292) (← links)
- Asymptotic behavior of regression quantiles in non-stationary, dependent cases (Q1176293) (← links)
- Marcinkiewicz-type strong laws for partially exchangeable arrays (Q1176294) (← links)
- Curve estimation for \(m_ n\)-decomposable time series including bilinear processes (Q1176296) (← links)
- Time series analysis via rank order theory: Signed-rank tests for ARMA models (Q1182743) (← links)
- On Hadamard differentiability of extended statistical functional (Q1182744) (← links)
- A class of limit theorems for singular diffusions (Q1182745) (← links)
- Bernstein operators and finite exchangeability (Q1182746) (← links)
- Gaussian conditional structure of the second order and the Kagan classification of multivariate distributions (Q1182747) (← links)
- Normal approximation in regression (Q1182748) (← links)
- Some parametric models on the simplex (Q1182749) (← links)
- LBI tests for multivariate normality in exponential power distributions (Q1182751) (← links)
- On a multivariate gamma (Q1182752) (← links)
- Multivariate versions of Cochran's theorems (Q1182753) (← links)
- On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence (Q1182754) (← links)
- Entropy inequalities for some multivariate distributions (Q1182755) (← links)
- Functional equations for multivariate exponential distributions (Q1182756) (← links)
- Estimating a survival function with incomplete cause-of-death data (Q1182758) (← links)
- Recursive approximate maximum likelihood estimation for a class of counting process models (Q1182759) (← links)
- Global nonparametric estimation of conditional quantile functions and their derivatives (Q1182760) (← links)
- Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold (Q1182761) (← links)
- Parameter estimation in linear filtering (Q1182763) (← links)
- Improved estimates of location in the presence of an unknown scale (Q1182764) (← links)
- Ergodicity of asymptotically mean stationary channels (Q1182765) (← links)
- Quadratic errors for nonparametric estimates under dependence (Q1182766) (← links)
- The excess-mass ellipsiod (Q1182767) (← links)
- A log log law for unstable ARMA models with applications to time series analysis (Q1185829) (← links)
- Two LDF characterizations of the normal as a spherical distribution (Q1185830) (← links)
- \(L_ 1\)-optimal estimates for a regression type function in \(R^ d\) (Q1185831) (← links)
- Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances (Q1185832) (← links)
- Quadratic discriminant functions with constraints on the covariance matrices: Some asymptotic results (Q1185835) (← links)
- Fixed design regression for time series: Asymptotic normality (Q1185836) (← links)
- Radiance variation relative to the solar-inclination over a Gaussian model of relief (Q1185837) (← links)
- An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator (Q1185838) (← links)
- On Hoeffding-Fréchet bounds and cyclic monotone relations (Q1185841) (← links)
