The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- On the multivariate compound distributions (Q1817486) (← links)
- Bivariate extension of Lomax and finite range distributions through characterization approach (Q1817487) (← links)
- Expansion of perturbed random variables based on generalized Wiener functionals (Q1817488) (← links)
- Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models (Q1817489) (← links)
- Likelihood inference in the errors-in-variables model (Q1817490) (← links)
- A geometric approach to an asymptotic expansion for large deviation probabilities of Gaussian random vectors (Q1817492) (← links)
- A characterization of halfspace depth (Q1817493) (← links)
- Covariate screening in mixed linear models (Q1817495) (← links)
- Bayesian local influence for the growth curve model with Rao's simple covariance structure (Q1817496) (← links)
- Characterization of discrete random vectors by conditional expectations (Q1817497) (← links)
- The distribution of the covariance matrix for a subset of elliptical distributions with extension to two kurtosis parameters (Q1817498) (← links)
- Nonparametric estimation of the bivariate survival function with truncated data (Q1817499) (← links)
- Incorporating extra information in nonparametric smoothing (Q1817512) (← links)
- Estimation of multinomial probabilities under a model constraint (Q1817513) (← links)
- Bivariate tensor-product \(B\)-splines in a partly linear model (Q1817514) (← links)
- A note on the asymptotic normality of sample autocorrelations for a linear stationary sequence (Q1817515) (← links)
- Multivariate variational inequalities and the central limit theorem (Q1817516) (← links)
- On Kendall's process (Q1817517) (← links)
- Recent contribution to the embedding problem for probability measures on a locally compact group (Q1819811) (← links)
- Approximation of intermediate quantile processes (Q1819813) (← links)
- Almost sure \(L_ 1\)-norm convergence for data-based histogram density estimates (Q1819852) (← links)
- Limiting spectral distribution for a class of random matrices (Q1819859) (← links)
- On tests for selection of variables and independence under multivariate regression models (Q1819865) (← links)
- Sufficiency and completeness in the linear model (Q1819869) (← links)
- Bimeasures and measures induced by planar stochastic integrators (Q1820497) (← links)
- On the limiting Pitman efficiency of some rank tests of independence (Q1820528) (← links)
- On estimation of matrix of normal mean (Q1820529) (← links)
- Strong approximations of the Q-Q process (Q1821422) (← links)
- Convergence properties of an empirical error criterion for multivariate density estimation (Q1821451) (← links)
- A differential equations approach to the modal location for a family of bivariate gamma distributions (Q1821454) (← links)
- Compact group actions, spherical Bessel functions, and invariant random variables (Q1822125) (← links)
- Extremality and the global Markov property. I: The Euclidean fields on a lattice (Q1822136) (← links)
- On detection of the number of signals in presence of white noise (Q1822170) (← links)
- On detection of the number of signals when the noise covariance matrix is arbitrary (Q1822171) (← links)
- On the performance of the linear discriminant function for spherical distributions (Q1822173) (← links)
- A remark on semiparametric models (Q1822425) (← links)
- A class of infinitely divisible multivariate negative binomial distributions (Q1822426) (← links)
- The asymptotic distributions of some estimators for a factor analysis model (Q1822428) (← links)
- Second order asymptotics in nonlinear regression (Q1822431) (← links)
- Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series (Q1822435) (← links)
- R-estimators and confidence regions for treatment effects in multi- response experiments (Q1822863) (← links)
- Extreme value theory for multivariate stationary sequences (Q1822865) (← links)
- Distribution theory for some tests of independence of seemingly unrelated regressions (Q1822866) (← links)
- Improved estimation of a patterned covariance matrix (Q1822867) (← links)
- Semi-parametric estimation of a stationary, non-necessary causal AR(P) process with infinite variance (Q1822873) (← links)
- Order of convergence of regression parameter estimates in models with infinite variance (Q1822874) (← links)
- Uniform and nonuniform estimates in the CLT for Banach valued dependent random variables (Q1823532) (← links)
- The central limit theorem on spaces of positive definite matrices (Q1823538) (← links)
- Improved confidence sets of spherically symmetric distributions (Q1823582) (← links)
- On the best equivariant estimator of mean of a multivariate normal population (Q1823586) (← links)
