The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- A generalized \(\varphi\)-divergence for asymptotically multivariate normal models. (Q1861387) (← links)
- Estimation under \(\ell_{1}\)-symmetry (Q1861389) (← links)
- Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
- The Tukey depth characterizes the atomic measure (Q1861391) (← links)
- Continuity of halfspace depth contours and maximum depth estimators: Diagnostics of depth-related methods (Q1861393) (← links)
- A characterization of joint distribution of two-valued random variables and its applications (Q1861394) (← links)
- Robust Bayesian inference for seemingly unrelated regressions with elliptical errors (Q1861396) (← links)
- AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397) (← links)
- Partial influence functions (Q1861398) (← links)
- Empirical likelihood semiparametric regression analysis under random censorship (Q1861399) (← links)
- Inapplicability of asymptotic results on the minimal spanning tree in statistical testing (Q1861400) (← links)
- Compactly supported correlation functions (Q1861401) (← links)
- Multivariate discrete distributions with a product-type dependence (Q1861402) (← links)
- Asymptotic properties of HPD regions in the discrete case. (Q1867130) (← links)
- Continuous elliptical and exponential power linear dynamic models (Q1867132) (← links)
- A maximal extension of the Gauss-Markov theorem and its nonlinear version. (Q1867133) (← links)
- Change point estimation by local linear smoothing (Q1867136) (← links)
- Asymptotic distribution of the Kaplan-Meier \(U\)-statistics. (Q1867137) (← links)
- Distribution of sum of squares and products matrices for the generalized multilinear matrix-\(T\) model (Q1867138) (← links)
- A treatment of multivariate skewness, kurtosis, and related statistics. (Q1867139) (← links)
- Improved multivariate prediction in a general linear model with an unknown error covariance matrix. (Q1867141) (← links)
- Saddlepoint expansions in linear regression. (Q1867142) (← links)
- Distribution-function-based bivariate quantiles. (Q1867144) (← links)
- Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis. (Q1867145) (← links)
- Bias and efficiency loss due to categorizing an explanatory variable. (Q1867146) (← links)
- Inference for the invariance of canonical analysis under linear transformations. (Q1867190) (← links)
- Consistent estimation of the intensity function of a cyclic Poisson process. (Q1867191) (← links)
- Optimal prediction for linear regression with infinitely many parameters. (Q1867192) (← links)
- Asymptotic theory for multivariate GARCH processes. (Q1867194) (← links)
- On smoothness properties of spatial processes (Q1867196) (← links)
- Empirical likelihood confidence region for parameter in the errors-in-variables models. (Q1867197) (← links)
- A robust and efficient adaptive reweighted estimator of multivariate location and scatter. (Q1867198) (← links)
- Robust factor analysis. (Q1867199) (← links)
- Multivariate hazard rate orders (Q1867200) (← links)
- Efficient estimators and LAN in canonical bivariate POT models. (Q1867201) (← links)
- Application of fast spherical Fourier transform to density estimation (Q1873106) (← links)
- Asymptotic expansion of the null distribution of test statistic for linear hypothesis in nonnormal linear model (Q1873107) (← links)
- Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← links)
- A strong limit theorem on gambling systems (Q1873109) (← links)
- Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions (Q1873110) (← links)
- Conditional tests for elliptical symmetry (Q1873111) (← links)
- Bootstraps of sums of independent but not identically distributed stochastic processes (Q1873112) (← links)
- Convergence rate of the best-\(r\)-point-average estimator for the maximizer of a nonparametric regression function. (Q1873113) (← links)
- Multivariate aging properties of epoch times of nonhomogeneous processes (Q1873115) (← links)
- Exact tests in simple growth curve models and one-way ANOVA with equicorrelation error structure (Q1873117) (← links)
- The effect of across-location heteroscedasticity on the classification of mixed categorical and continuous data (Q1873118) (← links)
- Bayesian networks for discrete multivariate data: An algebraic approach to inference (Q1873119) (← links)
- Some equivalence results concerning multiplicative lattice decompositions of multivariate densities (Q1873120) (← links)
- An extension of Bar-Hen's preliminary test procedure (Q1873121) (← links)
- Determining and analyzing differentially expressed genes from cDNA microarray experiments with complementary designs (Q1876972) (← links)
