The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Deconvolving a density from partially contaminated observations (Q1907821) (← links)
- Constructing multivariate distributions with specific marginal distributions (Q1907823) (← links)
- Bayesian analysis for random coefficient regression models using noninformative priors (Q1907824) (← links)
- A Hotelling's \(T^ 2\)-type statistic for testing against one-sided hypotheses (Q1907825) (← links)
- Cone order association (Q1907826) (← links)
- Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices (Q1907827) (← links)
- Asymptotics of multivariate randomness statistics (Q1907828) (← links)
- Asymptotic distribution of restricted canonical correlations and relevant resampling methods (Q1907829) (← links)
- Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals (Q1907830) (← links)
- On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models (Q1907831) (← links)
- A measure of association for bivariate frailty distribution (Q1907832) (← links)
- Bivariate dependence properties of order statistics (Q1907833) (← links)
- On joint estimation of regression and overdispersion parameters in generalized linear models for longitudinal data (Q1907834) (← links)
- On the rate of approximations for maximum likelihood tests in change-point models (Q1907835) (← links)
- WBF property and stochastical monotonicity of the Markov process associated to Schur-constant survival functions (Q1907836) (← links)
- On the accuracy of binned kernel density estimators (Q1914682) (← links)
- Penalized likelihood-type estimators for generalized nonparametric regression (Q1914683) (← links)
- Identification of refined ARMA echelon form models for multivariate time series (Q1914685) (← links)
- A Bayesian decision theory approach to classification problems (Q1914687) (← links)
- Double shrinkage estimators in the GMANOVA model (Q1914688) (← links)
- Nonparametric approach for non-Gaussian vector stationary processes (Q1914689) (← links)
- Extreme value asymptotics for multivariate renewal processes (Q1914690) (← links)
- Some asymptotic formulae for Gaussian distributions (Q1914691) (← links)
- A multivariate CLT for local dependence with \(n^{-1/2}\log n\) rate and applications to multivariate graph related statistics (Q1914692) (← links)
- Order determination for multivariate autoregressive processes using resampling methods (Q1914694) (← links)
- Estimation of the location of the maximum of a regression function using extreme order statistics (Q1914695) (← links)
- Strong consistency of Bayes estimates in stochastic regression models (Q1914696) (← links)
- The limit distribution of the largest interpoint distance from a symmetric Kotz sample (Q1914698) (← links)
- Multivariate distributions from mixtures of max-infinitely divisible distributions (Q1914699) (← links)
- A preliminary test in discriminant analysis (Q1914700) (← links)
- Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes (Q1914701) (← links)
- Asymptotic expansions for perturbed systems on Wiener space: Maximum likelihood estimators (Q1915352) (← links)
- The number of points of an empirical or Poisson process covered by unions of sets (Q1915353) (← links)
- Second-order Pitman admissibility and Pitman closeness: The multiparameter case and Stein-rule estimators (Q1915354) (← links)
- Stochastic orders for spacings of heterogeneous exponential random variables (Q1915355) (← links)
- Conditional \(U\)-statistics for dependent random variables (Q1915356) (← links)
- Asymptotic normality for a vector stochastic difference equation with applications in stochastic approximation (Q1915357) (← links)
- Resampling permutations in regression without second moments (Q1915358) (← links)
- On the Studentisation of random vectors (Q1915359) (← links)
- Projection method for moment bounds on order statistics from restricted families (Q1915360) (← links)
- Influence measures on corrected score estimators in functional heteroscedastic measurement error models (Q1931846) (← links)
- Non-Gaussian modeling of spatial data using scale mixing of a unified skew Gaussian process (Q1931847) (← links)
- Determinants, permanents and some applications to statistical shape theory (Q1931848) (← links)
- Efficient inference for autoregressive coefficients in the presence of trends (Q1931850) (← links)
- On regularized general empirical Bayes estimation of normal means (Q1931851) (← links)
- Empirical likelihood for generalized linear models with longitudinal data (Q1931853) (← links)
- Maximum likelihood estimation for conditional distribution single-index models under censoring (Q1931855) (← links)
- Extremal dependence of copulas: a tail density approach (Q1931856) (← links)
- Geometric structures arising from kernel density estimation on Riemannian manifolds (Q1931857) (← links)
- Sparse principal component analysis by choice of norm (Q1931858) (← links)
