The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions (Q1206448) (← links)
- Optimizing in the class of Fuller modified limited information maximum likelihood estimators (Q1206451) (← links)
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes (Q1206452) (← links)
- An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes (Q1206453) (← links)
- A class of \(U\)-statistics and asymptotic normality of the number of \(k\)- clusters (Q1206454) (← links)
- On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations (Q1206455) (← links)
- Interpolation with uncertain spatial covariances: A Bayesian alternative to Kriging (Q1206456) (← links)
- On the problem of more than one kurtosis parameter in multivariate analysis (Q1209603) (← links)
- Nearest neighbor estimators for random fields (Q1209604) (← links)
- Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes (Q1209605) (← links)
- On the greatest class of conjugate priors and sensitivity of multivariate normal posterior distributions (Q1209606) (← links)
- High dimensional asymptotic expansions for the matrix Langevin distributions on the Stiefel manifold (Q1209607) (← links)
- On a characterization of uniform distributions (Q1209608) (← links)
- Rate of convergence of the empirical Radon transform (Q1209609) (← links)
- Multivariate versions of Cochran's theorems. II (Q1209610) (← links)
- Comparison of two factor subspaces (Q1209612) (← links)
- Integration by parts for Poisson processes (Q1209876) (← links)
- Quadratic negligibility and the asymptotic normality of operator normed sums (Q1209877) (← links)
- All admissible linear estimates of the mean matrix (Q1209878) (← links)
- Non-central limit theorems for non-linear functionals of \(k\) Gaussian fields (Q1209880) (← links)
- Some characteristic properties of the Fisher information matrix via Cacoullos-type inequalities (Q1209881) (← links)
- On the convergence of \(U\)-statistics with stable limit distribution (Q1209882) (← links)
- Admissibility under the frequentist's validity constraint in estimating the loss of the least-squares estimator (Q1209883) (← links)
- Kernel approximations for universal kriging predictors (Q1209884) (← links)
- A functional central limit theorem for positively dependent random variables (Q1209885) (← links)
- On the performance of kernel estimators for high-dimensional, sparse binary data (Q1209886) (← links)
- On the first-order Edgeworth expansion for a Markov chain (Q1209887) (← links)
- Some remarks on spherically invariant distributions (Q1211766) (← links)
- On the empirical process of multivariate, dependent random variables (Q1211771) (← links)
- On Strassen's version of the law of the iterated logarithm for the two- parameter Gaussian process (Q1211783) (← links)
- On bounded maximum width sequential confidence ellipsoids based on generalized U-statistics (Q1211821) (← links)
- Coding theory in white Gaussian channel with feedback (Q1211944) (← links)
- Some remarks on the direct limits of measure spaces (Q1213029) (← links)
- Operators as spectral integrals of operator-valued functions from the study of multivariate stationary stochastic processes (Q1213155) (← links)
- Bayesian inference in error-in-variables models (Q1213267) (← links)
- Arithmétique des lois de probabilité definies sur un espace de Hilbert séparable (Q1213688) (← links)
- An asymptotic expansion for the distribution of asymptotic maximum likelihood estimators of vector parameters (Q1213709) (← links)
- A note on the union-intersection character of some MANOVA procedures (Q1213715) (← links)
- On testing for clusters using the sample covariance (Q1213719) (← links)
- A vector multivariate hazard rate (Q1214206) (← links)
- Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix (Q1214219) (← links)
- Distribution of the likelihood ratio criterion for testing \(\Sigma=\Sigma_0\), \(\mu =\mu_0\) (Q1214225) (← links)
- Joint asymptotic multinormality for a class of rank order statistics in multivariate paired comparisons (Q1214227) (← links)
- Absolute continuity of information channels (Q1214631) (← links)
- An identity on the maximum of a set of random variables (Q1215222) (← links)
- Stochastic evolution equations and related measure processes (Q1215223) (← links)
- Looking at a Gaussian process through a window (Q1216895) (← links)
- Asymptotic properties of dynamic stochastic parameter estimates. III (Q1218709) (← links)
- On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix (Q1219126) (← links)
- Gaussian channels and the optimal coding (Q1219243) (← links)
