The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
- Adaptively weighted large-margin angle-based classifiers (Q1750000) (← links)
- Nonparametric density estimation for spatial data with wavelets (Q1750001) (← links)
- Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q1750003) (← links)
- Trace-class Monte Carlo Markov chains for Bayesian multivariate linear regression with non-Gaussian errors (Q1750005) (← links)
- Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process (Q1755107) (← links)
- Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← links)
- A tail adaptive approach for change point detection (Q1755109) (← links)
- Bayesian simultaneous estimation for means in \(k\)-sample problems (Q1755111) (← links)
- Fast Monte Carlo Markov chains for Bayesian shrinkage models with random effects (Q1755112) (← links)
- Connecting pairwise geodesic spheres by depth: DCOPS (Q1755114) (← links)
- On total positivity of exchangeable random variables obtained by symmetrization, with applications to failure-dependent lifetimes (Q1755116) (← links)
- Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients (Q1755118) (← links)
- Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
- A class of optimal estimators for the covariance operator in reproducing kernel Hilbert spaces (Q1755120) (← links)
- Optimal estimation of slope vector in high-dimensional linear transformation models (Q1755121) (← links)
- Reduced rank modeling for functional regression with functional responses (Q1755122) (← links)
- Functional response regression analysis (Q1755123) (← links)
- General Gaussian estimation (Q1755124) (← links)
- On parameter estimation of the hidden Ornstein-Uhlenbeck process (Q1755125) (← links)
- A copula model for non-Gaussian multivariate spatial data (Q1755126) (← links)
- Improved loss estimation for a normal mean matrix (Q1755127) (← links)
- Robust two-sample test of high-dimensional mean vectors under dependence (Q1755128) (← links)
- Approximation of some multivariate risk measures for Gaussian risks (Q1755129) (← links)
- Central limit theorem and bootstrap procedure for Wasserstein's variations with an application to structural relationships between distributions (Q1755132) (← links)
- Asymptotics of generalized depth-based spread processes and applications (Q1755133) (← links)
- Inference from multiple samples of Weibull sequential order statistics (Q1755135) (← links)
- Detection of block-exchangeable structure in large-scale correlation matrices (Q1755136) (← links)
- Improving on the mle of a bounded location parameter for spherical distributions (Q1765612) (← links)
- Extension of the variance function of a steep exponential family (Q1765613) (← links)
- Modeling shape distributions and inferences for assessing differences in shapes (Q1765614) (← links)
- Matrix shrinkage of high-dimensional expectation vectors (Q1765615) (← links)
- Operator geometric stable laws (Q1765616) (← links)
- Estimation of the entropy of a multivariate normal distribution (Q1765618) (← links)
- Characterization of rankings generated by linear discriminant analysis (Q1765619) (← links)
- Simple consistent cluster methods based on redescending M-estimators with an application to edge identification in images (Q1765621) (← links)
- Jackknifing in partially linear regression models with serially correlated errors (Q1765622) (← links)
- Some laws of the iterated logarithm in Hilbertian autoregressive models (Q1765623) (← links)
- On Pickands coordinates in arbitrary dimensions (Q1765624) (← links)
- The admissibility of the empirical mean location for the matrix von Mises-Fisher family (Q1765625) (← links)
- Similar tests for covariance structures in multivariate linear models (Q1776867) (← links)
- Checking the adequacy of the multivariate semiparametric location shift model (Q1776869) (← links)
- The general common Hermitian nonnegative-definite solution to the matrix equations \(AXA=BB\) and \(CXC=DD\) with applications in statistics (Q1776870) (← links)
- On the distribution of Pickands coordinates in bivariate EV and GP models (Q1776871) (← links)
- Singular random matrix decompositions: Jacobians (Q1776872) (← links)
- Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes (Q1776873) (← links)
- Normative selection of Bayesian networks (Q1776874) (← links)
- Regularized classification for mixed continuous and categorical variables under across-location heteroscedasticity (Q1776875) (← links)
- Test for parameter change in stochastic processes based on conditional least-squares estimator (Q1776876) (← links)
- Minimax multivariate empirical Bayes estimators under multicollinearity (Q1776877) (← links)
