The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation (Q1776878) (← links)
- Archimedean copulae and positive dependence (Q1776879) (← links)
- Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (Q1795566) (← links)
- Shape-preserving wavelet-based multivariate density estimation (Q1795568) (← links)
- Joint sufficient dimension reduction for estimating continuous treatment effect functions (Q1795569) (← links)
- Classified mixed logistic model prediction (Q1795570) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- Sparse estimation for functional semiparametric additive models (Q1795572) (← links)
- Robust network-based analysis of the associations between (epi)genetic measurements (Q1795573) (← links)
- \(D\)-optimal design for the heteroscedastic Berman model on an arc (Q1795574) (← links)
- Generalized principal Hessian directions for mixture multivariate skew elliptical distributions (Q1795575) (← links)
- On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings (Q1795576) (← links)
- Stochastic comparisons and multivariate dependence for the epoch times of trend renewal processes (Q1795578) (← links)
- Efficient likelihood computations for some multivariate Gaussian Markov random fields (Q1795579) (← links)
- An RKHS-based approach to double-penalized regression in high-dimensional partially linear models (Q1795582) (← links)
- Approximate least squares estimators of a two-dimensional chirp model and their asymptotic properties (Q1795584) (← links)
- Time-varying correlation structure estimation and local-feature detection for spatio-temporal data (Q1795586) (← links)
- Membership testing for Bernoulli and tail-dependence matrices (Q1795588) (← links)
- Robust estimation in linear regression models for longitudinal data with covariate measurement errors and outliers (Q1795590) (← links)
- Simplicial variances, potentials and Mahalanobis distances (Q1795591) (← links)
- Representation of multivariate Bernoulli distributions with a given set of specified moments (Q1795592) (← links)
- Cumulative damage and times of occurrence for a multicomponent system: a discrete time approach (Q1795596) (← links)
- Broken adaptive ridge regression and its asymptotic properties (Q1795597) (← links)
- Shortcomings of generalized affine invariant skewness measures (Q1808833) (← links)
- Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences. (Q1808834) (← links)
- Stochastic comparisons for multivariate shock models (Q1808835) (← links)
- Application of the limit of truncated isotonic regression in optimization subject to isotonic and bounding constraints (Q1808836) (← links)
- On maximum entropy characterization of Pearson's type II and VII multivariate distributions (Q1808837) (← links)
- An almost sure central limit theorem for stochastic approximation algorithms (Q1808838) (← links)
- Spatial sampling design based on stochastic complexity. (Q1808839) (← links)
- Covariance adjustments in discrimination of mixed discrete and continuous variables (Q1808840) (← links)
- Strong universal pointwise consistency of some regression function estimates (Q1808841) (← links)
- Moment estimator for random vectors with heavy tails (Q1808842) (← links)
- Wishart distributions associated with matrix quadratic forms (Q1810701) (← links)
- Predictivistic characterizations of multivariate Student-\(t\) models (Q1810702) (← links)
- Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix (Q1810703) (← links)
- A multivariate dispersion ordering based on quantiles more widely separated (Q1810706) (← links)
- Functional canonical analysis for square integrable stochastic processes (Q1810707) (← links)
- On the monotone convergence of vector means (Q1810708) (← links)
- Finite sample tail behavior of multivariate location estimators (Q1810709) (← links)
- Multivariate nonparametric tests in a randomized complete block design (Q1810710) (← links)
- On same-realization prediction in an infinite-order autoregressive process. (Q1810711) (← links)
- Nonparametric estimation of competing risks models with covariates (Q1810712) (← links)
- Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields (Q1810713) (← links)
- Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series (Q1813537) (← links)
- Multivariate concordance (Q1813538) (← links)
- Resampling \(U\)-statistics using \(p\)-stable laws (Q1813935) (← links)
- Marginal symmetry and quasi symmetry of general order (Q1814044) (← links)
- Prophet inequalities for cost of observation stopping problems (Q1814046) (← links)
- Strassen's LIL for the Lorenz curve (Q1817485) (← links)
