The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Moments for left elliptically contoured random matrices (Q1323842) (← links)
- Empirical likelihood confidence intervals for linear regression coefficients (Q1323843) (← links)
- Asymptotics for multivariate \(t\)-statistic and Hotelling's \(T^ 2\)- statistic under infinite second moments via bootstrapping (Q1323844) (← links)
- Principal components selection by the criterion of the minimum mean difference of complexity (Q1323846) (← links)
- The law of large numbers for product partial sum processes indexed by sets (Q1323847) (← links)
- A simple approximation to the bivariate normal distribution with large correlation coefficient (Q1323848) (← links)
- Bootstrapping multivariate \(U\)-quantiles and related statistics (Q1323849) (← links)
- Asymptotic properties of the estimators for multivariate components of variance (Q1323851) (← links)
- A locally correlated process and its applications in Bayesian estimation (Q1323853) (← links)
- Uniform strong consistent estimation of an IFRA distribution function (Q1323854) (← links)
- Characteristic functions of a class of elliptical distributions (Q1323855) (← links)
- Linear regression with censoring (Q1328348) (← links)
- Optimality properties of empirical estimators for multivariate point processes (Q1328349) (← links)
- Exponential mixture models with long-term survivors and covariates (Q1328351) (← links)
- A simple wavelet approach to nonparametric regression from recursive partitioning schemes (Q1328352) (← links)
- On bootstrapping \(M\)-estimated residual processes in multiple linear regression models (Q1328353) (← links)
- Unitary actions of Lévy flows of diffeomorphisms (Q1328354) (← links)
- Law of the logarithm for density and hazard rate estimation for censored data (Q1328355) (← links)
- Convergence of adaptive direction sampling (Q1328357) (← links)
- Exact behavior of Gaussian measures of translated balls in Hilbert spaces (Q1333188) (← links)
- The Kaplan-Meier estimate for dependent failure time observations (Q1333189) (← links)
- Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates (Q1333190) (← links)
- On the dependence of structure of multivariate processes and corresponding hitting times (Q1333191) (← links)
- Optimal linear filtering and smoothing for a discrete-time stable linear model (Q1333192) (← links)
- Consistency of \(M\)-estimates in general regression models (Q1333193) (← links)
- Optimal stopping-related inequalities for i.i.d. random variables when the future is discounted (Q1333194) (← links)
- On some integer-valued autoregressive moving average models (Q1333195) (← links)
- Asymptotic normality of random fields of positively or negatively associated processes (Q1333196) (← links)
- Series estimation of semilinear models (Q1333197) (← links)
- Aligned rank tests for linear models with autocorrelated error terms (Q1333198) (← links)
- The asymptotic distribution of singular values with applications to canonical correlations and correspondence analysis (Q1333200) (← links)
- Maximin estimation of multidimensional boundaries (Q1333201) (← links)
- Maximum likelihood estimation of means and variances from normal populations under simultaneous order restrictions (Q1333202) (← links)
- Sample partial autocorrelation function of a multivariate time series (Q1333203) (← links)
- Principal component analysis for a stationary random function defined on a locally compact abelian group (Q1340275) (← links)
- Strong approximation of the quantile processes and its applications under strong mixing properties (Q1340277) (← links)
- Some properties of the homogeneous multivariate Pareto (IV) distribution (Q1340278) (← links)
- Likelihood ratio and cumulative sum tests for a change-point in linear regression (Q1340279) (← links)
- \(L^ p\)-convergence of conditional \(U\)-statistics (Q1340280) (← links)
- Improved nonnegative estimation of variance components in balanced multivariate mixed models (Q1340282) (← links)
- Algorithms in convex analysis to fit \(\ell_ p\)-distance matrices (Q1340283) (← links)
- On the validity of Edgeworth and saddlepoint approximations (Q1340284) (← links)
- Consistency property of elliptical probability density functions (Q1340285) (← links)
- Asymptotics of generalized \(S\)-estimators (Q1340286) (← links)
- New perspectives on linear calibration (Q1340287) (← links)
- A test to determine closeness of multivariate Satterthwaite's approximation (Q1340289) (← links)
- Corrigendum to: ``Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices'' (Q1340290) (← links)
- Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case (Q1340291) (← links)
- Uniform convergence of probability measures: Topological criteria (Q1340292) (← links)
- Combining independent tests in multivariate linear models (Q1340293) (← links)
