The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- The structure of a linear model: sufficiency, ancillarity, invariance, equivariance, and the normal distribution (Q1578057) (← links)
- The construction of multivariate distributions from Markov random fields (Q1578058) (← links)
- Noninformative priors for multivariate linear calibration (Q1578059) (← links)
- Limit laws for symmetric \(k\)-tensors of regularly varying measures (Q1578060) (← links)
- Stochastic comparisons and dependence among concomitants of order statistics (Q1578061) (← links)
- A note on the multivariate normal hazard (Q1578062) (← links)
- Optimal tests for the general two-sample problem (Q1582627) (← links)
- Multivariate normal distributions parametrized as a Riemannian symmetric space (Q1582628) (← links)
- Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity. (Q1582629) (← links)
- General properties and estimation of conditional Bernoulli models (Q1582631) (← links)
- Bivariate density estimation with randomly truncated data. (Q1582632) (← links)
- Variable bandwidth selection in varying-coefficient models (Q1582633) (← links)
- Combining different procedures for adaptive regression (Q1582634) (← links)
- On the conditional variance for scale mixtures of normal distributions (Q1587358) (← links)
- M-estimators converging to a stable limit (Q1587359) (← links)
- Spectral density for third order cumulants under strong mixing conditions (Q1587360) (← links)
- Estimation of linear error-in-covariables models with validation data under random censorship (Q1587361) (← links)
- Multivariate dispersion models (Q1587362) (← links)
- Degeneracy in heteroscedastic regression models (Q1587364) (← links)
- Normal approximation rate and bias reduction for data-driven kernel smoothing estimator in a semiparametric regression model (Q1599064) (← links)
- Optimal spherical deconvolution (Q1599065) (← links)
- On distribution-free tests for the multivariate two-sample location-scale model (Q1599066) (← links)
- Concentration probabilities for restricted and unrestricted MLEs (Q1599067) (← links)
- A simple derivation of a complicated prophet region (Q1599069) (← links)
- Prediction from randomly right censored data (Q1599072) (← links)
- Bayesian inference for multivariate survival data with a cure fraction (Q1599073) (← links)
- Averaged singular integral estimation as a bias reduction technique (Q1599074) (← links)
- Eigenstructures of spatial design matrices (Q1599076) (← links)
- Empirical likelihood ratio in terms of cumulative hazard function for censored data (Q1599077) (← links)
- Limit theorems for the nonlinear functional of stationary Gaussian processes (Q1599236) (← links)
- Nonnegative minimum biased quadratic estimation in mixed linear models (Q1599237) (← links)
- Set-indexed conditional empirical and quantile processes based on dependent data (Q1599238) (← links)
- Wavelet threshold estimation of a regression function with random design (Q1599239) (← links)
- Minimax hierarchical empirical Bayes estimation in multivariate regression (Q1599240) (← links)
- Likelihood-based local polynomial fitting for single-index models (Q1599242) (← links)
- Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency (Q1599243) (← links)
- On stochastic orders for sums of independent random variables (Q1599244) (← links)
- The sample covariance is not efficient for elliptical distributions (Q1599245) (← links)
- An adaptive design for multi-arm clinical trials (Q1604614) (← links)
- On the covariance between functions (Q1604615) (← links)
- An almost surely optimal combined classification rule (Q1604616) (← links)
- Asymptotic expansions and bootstrap approximations in factor analysis (Q1604617) (← links)
- Graph-theoretic procedures for dimension identification (Q1604619) (← links)
- Marginal replacement in multivariate densities, with application to skewing spherically symmetric distributions (Q1604620) (← links)
- Spatially adaptive splines for statistical linear inverse problems (Q1604621) (← links)
- A characterization of Poisson-Gaussian families by convolution-stability (Q1604622) (← links)
- On the dependence structure of certain multi-dimensional Ito processes and corresponding hitting times (Q1604623) (← links)
- The deepest regression method (Q1604624) (← links)
- R-estimation in autoregression with square-integrable score function (Q1604625) (← links)
- Local and global temporal correlations for longitudinal data (Q1661323) (← links)
