The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Nonparametric tests for multiple regression under progressive censoring (Q1250668) (← links)
- The arithmetic of probability distributions (Q1251025) (← links)
- A locally most powerful invariant test for the equality of means associated with covariate discriminant analysis (Q1251438) (← links)
- Martingales and the Robbins-Monro procedure in \(D[0,1]\) (Q1251880) (← links)
- On almost sure convergence of Cesaro averages of subsequences of vector- valued functions (Q1252667) (← links)
- On the approximate behavior of the posterior distribution for an extreme multivariate observation (Q1252682) (← links)
- Properties of certain symmetric stable distributions (Q1252686) (← links)
- Correlations of functions of normal variables (Q1252687) (← links)
- Mixed autoregressive-moving average multivariate processes with time- dependent coefficients (Q1252691) (← links)
- On deviations between empirical and quantile processes for mixing random variables (Q1253071) (← links)
- A class of bivariate Poisson processes (Q1253491) (← links)
- Extendibility of spherical matrix distributions (Q1254065) (← links)
- The weak convergence of uniform measures (Q1254769) (← links)
- On fair coin-tossing games (Q1254778) (← links)
- Addendum to ``A third-order optimum property of the maximum likelihood estimator'' (Q1254797) (← links)
- Representations of general stochastic processes (Q1255258) (← links)
- Quantum mechanical Wiener processes (Q1255269) (← links)
- A quantum-mechanical functional central limit theorem (Q1255270) (← links)
- Note on multidimensional empirical processes for \(\Phi\)-mixing random vectors (Q1255722) (← links)
- Minimax estimators for a multinormal precision matrix (Q1255738) (← links)
- Some remarks on the strong law of large numbers for Banach-space valued weakly integrable random variables (Q1256253) (← links)
- The likelihood ratio and its applications in sequential analysis (Q1256267) (← links)
- A note on confidence sequences in multiparameter exponential families (Q1256276) (← links)
- Minimisation of functions of a positive semidefinite matrix A subject to AX=0 (Q1256277) (← links)
- On the central limit theorem in Banach spaces (Q1256782) (← links)
- Representation of certain infinitely divisible probability measures on Banach spaces (Q1256783) (← links)
- Asymptotic expansions for the distributions of functions of a correlation matrix (Q1257313) (← links)
- A note on rates of convergence in the multidimensional CLT for maximum partial sums (Q1257734) (← links)
- Two clarifications on the likelihood surface in functional models (Q1257743) (← links)
- Multivariate k-nearest neighbor density estimates (Q1257746) (← links)
- Multivariate nonparametric tests for independence (Q1257748) (← links)
- Orderamarts: A class of asymptotic martingales (Q1258132) (← links)
- Summability and vector amarts (Q1258133) (← links)
- On the maximum likelihood estimation of a linear structural relationship when the intercept is known (Q1258144) (← links)
- On necessary and sufficient conditions for uniform strong consistency of estimators of a density and its derivatives (Q1258146) (← links)
- Multivariate distributions having Weibull properties (Q1258147) (← links)
- On the invariance principle for sums of independent identically distributed random variables (Q1258555) (← links)
- Nonparametric estimation of location parameter after a preliminary test on regression in the multivariate case (Q1258572) (← links)
- On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices (Q1258578) (← links)
- The influence of the nonrecent past in prediction for stochastic processes (Q1258584) (← links)
- Some multivariate statistical characterization theorems (Q1259114) (← links)
- A bivariate stable characterization and domains of attraction (Q1259115) (← links)
- Counterexample - An inadmissible estimator which is generalized Bayes for a prior with ''light'' tails (Q1259116) (← links)
- On the asymptotic power of some k-sample statistics based on the multivariate empirical process (Q1259117) (← links)
- Spherically invariant processes: Their nonlinear structure, discrimination, and estimation (Q1259364) (← links)
- Minimax Bayes estimators of a multivariate normal mean (Q1259385) (← links)
- Classical limit theorems for measure-valued Markov processes (Q1260437) (← links)
- Robustification of estimators by winsorizing on ellipsoids (Q1261294) (← links)
- Characterisations of classes of multivalued processes using Riesz approximations (Q1261296) (← links)
- Stein estimation for non-normal spherically symmetric location families in three dimensions (Q1261297) (← links)
