The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Describing the concentration of income populations by functional principal component analysis on Lorenz curves (Q1733264) (← links)
- An RKHS model for variable selection in functional linear regression (Q1733266) (← links)
- Robust sieve estimators for functional canonical correlation analysis (Q1733269) (← links)
- Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
- Local polynomial estimation of regression operators from functional data with correlated errors (Q1733272) (← links)
- Data depth for measurable noisy random functions (Q1733273) (← links)
- The spatial sign covariance operator: asymptotic results and applications (Q1733274) (← links)
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
- Multivariate and functional robust fusion methods for structured big data (Q1733276) (← links)
- Multi-aspect local inference for functional data: analysis of ultrasound tongue profiles (Q1733279) (← links)
- Strongly consistent autoregressive predictors in abstract Banach spaces (Q1733280) (← links)
- Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data (Q1733281) (← links)
- Quantifying prediction uncertainty for functional-and-scalar to functional autoregressive models under shape constraints (Q1733283) (← links)
- High-dimensional functional time series forecasting: an application to age-specific mortality rates (Q1733284) (← links)
- Commuter of operators in a Hilbert space (Q1733285) (← links)
- Spatial functional principal component analysis with applications to brain image data (Q1733286) (← links)
- Modeling spatially dependent functional data via regression with differential regularization (Q1733289) (← links)
- Estimation and testing for partially functional linear errors-in-variables models (Q1733291) (← links)
- Inference for sparse and dense functional data with covariate adjustments (Q1733292) (← links)
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (Q1742727) (← links)
- The joint projected normal and skew-normal: a distribution for poly-cylindrical data (Q1742728) (← links)
- Single-index copulas (Q1742729) (← links)
- Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes (Q1742730) (← links)
- Statistics of ambiguous rotations (Q1742731) (← links)
- Testing for serial correlation in hierarchical linear models (Q1742734) (← links)
- Multivariate generalized Pareto distributions: parametrizations, representations, and properties (Q1742736) (← links)
- On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots (Q1742738) (← links)
- MATS: inference for potentially singular and heteroscedastic MANOVA (Q1742739) (← links)
- Fisher dispersion index for multivariate count distributions: a review and a new proposal (Q1742740) (← links)
- Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
- Identification problem of transition models for repeated measurement data with nonignorable missing values (Q1742743) (← links)
- Multivariate goodness-of-fit on flat and curved spaces via nearest neighbor distances (Q1742744) (← links)
- Generalized ridge estimator and model selection criteria in multivariate linear regression (Q1742745) (← links)
- Minimax linear estimation at a boundary point (Q1742746) (← links)
- Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method (Q1742747) (← links)
- Simultaneous inference for the mean of repeated functional data (Q1742748) (← links)
- Efficient test-based variable selection for high-dimensional linear models (Q1749977) (← links)
- On masking and swamping robustness of leading nonparametric outlier identifiers for multivariate data (Q1749978) (← links)
- Extreme-value copulas associated with the expected scaled maximum of independent random variables (Q1749979) (← links)
- Analysis of ordinal longitudinal data under nonignorable missingness and misreporting: an application to Alzheimer's disease study (Q1749982) (← links)
- Variable selection in multivariate linear models with high-dimensional covariance matrix estimation (Q1749984) (← links)
- Scale and shape mixtures of multivariate skew-normal distributions (Q1749985) (← links)
- Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution (Q1749987) (← links)
- Spatial modeling of rainfall accumulated over short periods of time (Q1749988) (← links)
- Strictly positive definite multivariate covariance functions on spheres (Q1749989) (← links)
- On the weak convergence of the empirical conditional copula under a simplifying assumption (Q1749990) (← links)
- Semiparametric inference on the means of multiple nonnegative distributions with excess zero observations (Q1749991) (← links)
- Higher-order asymptotic theory of shrinkage estimation for general statistical models (Q1749993) (← links)
- Efron's monotonicity property for measures on \(\mathbb{R}^2\) (Q1749994) (← links)
- Semiparametric Bayesian analysis of transformation linear mixed models (Q1749995) (← links)
