The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Projection method for moment bounds on order statistics from restricted families. II: Independent case (Q1383919) (← links)
- Maximum likelihood estimation of isotonic normal means with unknown variances (Q1383920) (← links)
- A unified and broadened class of admissible minimax estimators of a multivariate normal mean (Q1383921) (← links)
- Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix (Q1393798) (← links)
- Multivariate \(\theta\)-generalized normal distributions (Q1393913) (← links)
- Laws of iterated logarithm of multiparameter Wiener processes (Q1394067) (← links)
- A construction of the UMVU estimator for simple quadratic natural exponential families (Q1400005) (← links)
- Dimension reduction in partly linear error-in-response models with validation data (Q1400006) (← links)
- Bayesian graphical model determination using decision theory (Q1400007) (← links)
- Wavelet regression estimation in nonparametric mixed effect models (Q1400008) (← links)
- Information and asymptotic efficiency of the case-cohort sampling design in Cox's regression model (Q1400009) (← links)
- Approximations to the distribution of the sample correlation matrix (Q1400011) (← links)
- Asymptotic laws for disparity statistics in product multinomial models. (Q1400012) (← links)
- Descriptive measures of multivariate scatter and linear dependence (Q1400014) (← links)
- Concentrated matrix Langevin distributions (Q1400015) (← links)
- Asymptotic relative Pitman efficiency in group models. (Q1400016) (← links)
- Empirical likelihood inference for median regression models for censored survival data (Q1400017) (← links)
- Unbiased estimation in the multivariate natural exponential family with simple quadratic variance function (Q1400139) (← links)
- Estimation of a parameter vector when some components are restricted (Q1400140) (← links)
- Estimating the covariance matrix: A new approach (Q1400141) (← links)
- Are copulas unimodal? (Q1400143) (← links)
- Using wavelet methods to solve noisy Abel-type equations with discontinuous inputs (Q1400144) (← links)
- Spatio-temporal stationary covariance models (Q1400145) (← links)
- A criterion for a continuous spectral density (Q1400146) (← links)
- Asymptotic properties of conditional maximum likelihood estimator in a certain exponential model (Q1400147) (← links)
- On the risk of estimates for block decreasing densities (Q1400148) (← links)
- Nonparametric likelihood ratio goodness-of-fit tests for survival data (Q1400149) (← links)
- Clusters, outliers, and regression: Fixed point clusters (Q1400150) (← links)
- Efficient estimation in conditional single-index regression (Q1403413) (← links)
- Consistent estimation of coefficients in measurement error models with replicated observations (Q1403414) (← links)
- Best affine unbiased response decomposition (Q1403416) (← links)
- On the admissibility of stable spherical multivariate tests (Q1403417) (← links)
- Nonparametric estimation of distributions with categorical and continuous data (Q1403418) (← links)
- Constructing fixed rank optimal estimators with method of best recurrent approximations (Q1403419) (← links)
- Semi-parametric multivariate modelling when the marginals are the same (Q1403420) (← links)
- Local polynomial fitting under association (Q1403421) (← links)
- Hypothesis testing for the generalized multivariate modified Bessel model (Q1403423) (← links)
- Reducing variance in nonparametric surface estimation (Q1403424) (← links)
- Precise asymptotics in some strong limit theorems for multidimensionally indexed random variables (Q1403425) (← links)
- Multivariate quadratic forms of random vectors (Q1414597) (← links)
- Identification of graphical models for nonignorable nonresponse of binary outcomes in longitudinal studies (Q1414599) (← links)
- Characterization of the partial autocorrelation function of nonstationary time series. (Q1414600) (← links)
- Empirical Bayesian estimation of normal variances and covariances (Q1414602) (← links)
- Semiparametric estimation based on parametric modeling of the cause-specific hazard ratios in competing risks (Q1414605) (← links)
- Survival function estimation when lifetime and censoring time are dependent (Q1414607) (← links)
- Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes (Q1414608) (← links)
- Rank estimation in reduced-rank regression (Q1414609) (← links)
- Kronecker product permutation matrices and their application to moment matrices of the normal distribution (Q1414610) (← links)
- Nonparametric estimation of the location of a maximum in a response surface. (Q1414612) (← links)
- On some testing problems for sparse contingency tables. (Q1421854) (← links)
