The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Combining the data from two normal populations to estimate the mean of one when their means difference is bounded (Q1421855) (← links)
- Some properties and characterizations for generalized multivariate Pareto distributions (Q1421856) (← links)
- Kernel density estimation for spatial processes: The \(L_{1}\) theory (Q1421857) (← links)
- Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models (Q1421859) (← links)
- Robust weighted orthogonal regression in the errors-in-variables model (Q1421860) (← links)
- A chi-square test for dimensionality with non-Gaussian data (Q1421861) (← links)
- An extension of the factorization theorem to the non-positive case. (Q1421863) (← links)
- Improved estimation of a covariance matrix in an elliptically contoured matrix distribution (Q1421865) (← links)
- A connection between supermodular ordering and positive/negative association. (Q1421866) (← links)
- Spatial autoregression and related spatio-temporal models. (Q1421867) (← links)
- A test of uniformity on shape spaces. (Q1421868) (← links)
- Generalized \(p\)-values and generalized confidence regions for the multivariate Behrens-Fisher problem and MANOVA. (Q1421869) (← links)
- On a new multivariate two-sample test. (Q1421870) (← links)
- Inequalities associated with intra-inter-class correlation matrices. (Q1421871) (← links)
- Testing for affine equivalence of elliptically symmetric distributions. (Q1421873) (← links)
- Estimation of cusp in nonregular nonlinear regression models. (Q1421874) (← links)
- Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. (Q1421875) (← links)
- Complexity penalized support estimation. (Q1421876) (← links)
- Nonparametric ANCOVA with two and three covariates (Q1421878) (← links)
- Stein's idea and minimax admissible estimation of a multivariate normal mean (Q1421879) (← links)
- Reference priors for exponential families with simple quadratic variance function (Q1421880) (← links)
- Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis. (Q1426342) (← links)
- Large and moderate deviations for infinite-dimensional autoregressive processes. (Q1426344) (← links)
- The efficiency of adjusted least squares in the linear functional relationship. (Q1426346) (← links)
- Invariant tests for symmetry about an unspecified point based on the empirical characteristic function. (Q1426348) (← links)
- The skew elliptical distributions and their quadratic forms. (Q1426349) (← links)
- Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model. (Q1426350) (← links)
- The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies. (Q1426351) (← links)
- Factor models for multivariate count data. (Q1426353) (← links)
- Tail behaviour of Gaussian processes with applications to the Brownian pillow. (Q1426355) (← links)
- On familial longitudinal Poisson mixed models with gamma random effects. (Q1426356) (← links)
- The distribution of symmetric matrix quotients. (Q1426357) (← links)
- Results in statistical discriminant analysis: A review of the former Soviet Union literature. (Q1427521) (← links)
- Exact probabilities of correct classifications for uncorrelated repeated measurements from elliptically contoured distributions. (Q1427523) (← links)
- Optimal global rate of convergence in nonparametric regression with left-truncated and right-censored data. (Q1427524) (← links)
- On inadmissibility of Hotelling \(T^{2}\)-tests for restricted alternatives. (Q1427525) (← links)
- Local polynomial maximum likelihood estimation for Pareto-type distributions. (Q1427526) (← links)
- Structural decompositions of multivariate distributions with applications in moment and cumulant. (Q1427528) (← links)
- Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing. (Q1427529) (← links)
- On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530) (← links)
- A multivariate skew normal distribution. (Q1427531) (← links)
- Error bounds for asymptotic approximations of the linear discriminant function when the sample sizes and dimensionality are large (Q1570286) (← links)
- Estimation of densities and derivatives of densities with directional data. (Q1570287) (← links)
- A determinant representation for the distribution of a generalised quadratic form in complex normal vectors (Q1570289) (← links)
- Robustness of deepest regression (Q1570291) (← links)
- Some remarks on the supermodular order (Q1570292) (← links)
- On parameters of increasing dimensions (Q1570293) (← links)
- Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence (Q1570294) (← links)
- A determinant representation for the distribution of quadratic forms in complex normal vectors (Q1578055) (← links)
- Asymptotic properties of backfitting estimators (Q1578056) (← links)
