The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Density estimation on the Stiefel manifold (Q1268016) (← links)
- Error process indexed by bandwidth matrices in multivariate local linear smoothing (Q1268017) (← links)
- The probability content of cones in isotropic random fields (Q1268019) (← links)
- Minimax risk inequalities for the location parameter classification problem (Q1268020) (← links)
- The catline for deep regression (Q1268021) (← links)
- Spherical deconvolution (Q1272741) (← links)
- Kernel density and hazard rate estimation for censored dependent data (Q1272742) (← links)
- Improved estimation in measurement error models through Stein rule procedure (Q1272743) (← links)
- Functional ANOVA models for generalized regression (Q1272744) (← links)
- Multivariate extensions of univariate life distributions (Q1272745) (← links)
- Multivariate stable densities as functions of one dimensional projections (Q1272746) (← links)
- On the Poisson-Dirichlet limit (Q1272747) (← links)
- The asymptotic loss of information for grouped data (Q1272749) (← links)
- Permutation tests for reflected symmetry (Q1275409) (← links)
- Variational inequalities for arbitrary multivariate distributions (Q1275410) (← links)
- Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity (Q1275411) (← links)
- Some general characterizations of the bivariate Gumbel distribution and the bivariate Lomax distribution based on truncated expectations (Q1275412) (← links)
- Algebraic descriptions of nominal multivariate discrete data (Q1275413) (← links)
- Mean location and sample mean location on manifolds: Asymptotics, tests, confidence regions (Q1275414) (← links)
- A local parameterization of orthogonal and semi-orthogonal matrices with applications (Q1275415) (← links)
- Prediction and classification of non-stationary categorical time series (Q1275416) (← links)
- A generalization of Rao's covariance structure with applications to several linear models (Q1275417) (← links)
- A note on the comedian for elliptical distributions (Q1275418) (← links)
- Kaplan-Meier estimator under association (Q1275419) (← links)
- More higher-order efficiency: Concentration probability (Q1275420) (← links)
- Convergence rates for logspline tomography (Q1275421) (← links)
- Multidimensional limit theorems allowing large deviations for densities of regular variation (Q1275424) (← links)
- Weak limits for multivariate random sums (Q1275425) (← links)
- Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model (Q1275427) (← links)
- Multivariate density estimation with general flat-top kernels of infinite order (Q1283845) (← links)
- Data driven smooth tests for bivariate normality (Q1283846) (← links)
- Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals (Q1283847) (← links)
- Asymptotic normality for density kernel estimators in discrete and continuous time (Q1283848) (← links)
- Testing for changes in multivariate dependent observations with an application to temperature changes (Q1283849) (← links)
- Rates of convergence for spline estimates of additive principal components (Q1283851) (← links)
- Universally consistent regression function estimation using hierarchical \(B\)-splines (Q1283852) (← links)
- Independence distribution preserving covariance structures for the multivariate linear model (Q1283918) (← links)
- Improving on the best affine equivariant estimator of the ratio of generalized variances (Q1283919) (← links)
- A nonsymmetric correlation inequality for Gaussian measure (Q1283920) (← links)
- Extreme values in FGM random sequences (Q1283921) (← links)
- Geometrical aspects of discrimination by multilayer perceptrons (Q1283923) (← links)
- Predictive inference for the elliptical linear model (Q1283924) (← links)
- Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution (Q1283925) (← links)
- Two-stage likelihood ratio and union-intersection tests for one-sided alternatives multivariate mean with nuisance dispersion matrix (Q1283926) (← links)
- Characterization theorems when variables are measured with error (Q1283928) (← links)
- An extension of the bivariate method of polynomials and a reduction formula for Bonferroni-type inequalities (Q1290932) (← links)
- Screening among multivariate normal data (Q1290935) (← links)
- Estimation of partial linear error-in-variables models with validation data (Q1290936) (← links)
- On Burbea-Rao divergence based goodness-of-fit tests for multinomial models (Q1290938) (← links)
- Radial positive definite functions generated by Euclid's hat (Q1290939) (← links)
