The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Improving on the positive part of the UMVUE of a noncentrality parameter of a noncentral chi-square distribution (Q1893352) (← links)
- Asymptotic behaviors of some measures of accuracy in nonparametric curve estimation with dependent observations (Q1893353) (← links)
- Single linkage clustering and continuum percolation (Q1893354) (← links)
- Multivariate exponential and geometric distributions with limited memory (Q1893355) (← links)
- Expansion of the scale mixture of the multivariate normal distribution with error bound evaluated in the \(L_ 1\)-norm (Q1893356) (← links)
- Missing data imputation using the multivariate \(t\) distribution (Q1893357) (← links)
- The law of the iterated logarithm for the multivariate nearest neighbor density estimators (Q1893358) (← links)
- Conditional distributions and characterizations of multivariate stable distribution (Q1893359) (← links)
- Shrinkage positive rule estimators for spherically symmetric distributions (Q1893360) (← links)
- On the power of \(F\) tests under regression models with nested error structure (Q1893361) (← links)
- Large quantile estimation in a multivariate setting (Q1893362) (← links)
- On linear discriminant analysis with adaptive ridge classification rules (Q1893363) (← links)
- Convergence of weighted sums and laws of large numbers in \(D([0,1]; E)\) (Q1893366) (← links)
- Parametric Schur convexity and arrangement monotonicity properties of partial sums (Q1893367) (← links)
- Loss estimation for spherically symmetric distributions (Q1893368) (← links)
- Generalization of the Mahalanobis distance in the mixed case (Q1893369) (← links)
- Multivariate Liouville distributions. IV (Q1898393) (← links)
- Large sample asymptotic theory of tests for uniformity on the Grassmann manifold (Q1898394) (← links)
- How to measure the error of an \(M\)-estimate and report it conservatively (Q1898395) (← links)
- Asymptotic distribution of smoothers based on local means and local medians under dependence (Q1898396) (← links)
- Testing multivariate symmetry (Q1898397) (← links)
- Nonnegative minimum biased quadratic estimation in the linear regression models (Q1898398) (← links)
- Score tests for fixed effects and overdispersion components in nonlinear models for repeated measures (Q1898399) (← links)
- Improvement of some multidimensional estimates by reduction of dimensionality (Q1898400) (← links)
- Likelihood based inference for cause specific hazard rates under order restrictions (Q1898401) (← links)
- On the empirical distribution of eigenvalues of a class of large dimensional random matrices (Q1898402) (← links)
- Bahadur representation of the kernel quantile estimator under random censorship (Q1898403) (← links)
- Some simple \(U\)-statistic tests for uniformity on certain homogeneous spaces (Q1898404) (← links)
- Asymptotic normality of \(L_ 1\)-estimators in nonlinear regression (Q1898405) (← links)
- Strassen's law of the iterated logarithm for the Lorenz curves (Q1898407) (← links)
- Nonparametric regression with censored covariates (Q1898408) (← links)
- On the uniform approximation of Laplace's prior by t-priors in location problems (Q1898409) (← links)
- Analysis of the limiting spectral distribution of large dimensional random matrices (Q1898410) (← links)
- Robust hierarchical Bayes estimation of small area characteristics in the presence of covariates and outliers (Q1898411) (← links)
- Divergence-based estimation and testing of statistical models of classification (Q1898412) (← links)
- Bounds for the breakdown point of the simplicial median (Q1907804) (← links)
- Hadamard differentiability on \(D[0,1]^p\) (Q1907805) (← links)
- A Bahadur-Kiefer theorem beyond the largest observation (Q1907806) (← links)
- On estimating a linear combination of strata means with random sample sizes (Q1907807) (← links)
- Density estimation under qualitative assumptions in higher dimensions (Q1907808) (← links)
- Asymptotic properties of maximum likelihood estimates in a class of space-time regression models (Q1907810) (← links)
- Factor analysis and principal components (Q1907812) (← links)
- An extension of a theorem on gambling systems (Q1907813) (← links)
- Functional limit theorems for row and column exchangeable arrays (Q1907814) (← links)
- Minimal moments and cumulants of symmetric matrices: An application to the Wishart distribution (Q1907815) (← links)
- Asymptotic distributions of some test criteria for the covariance matrix in elliptical distributions under local alternatives (Q1907816) (← links)
- Consistency of posterior mixtures in the Gaussian family on a Hilbert space and its applications (Q1907817) (← links)
- Estimation of non-sharp support boundaries (Q1907818) (← links)
- Bivariate discrete measures via a power series conditional distribution and a regression function (Q1907819) (← links)
- Interval estimation in structural errors-in-variables model with partial replication (Q1907820) (← links)
