The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- A revisit to efficient forecasting in linear regression models (Q1931859) (← links)
- Embedding in space forms (Q1931861) (← links)
- Efficient penalized estimating method in the partially varying-coefficient single-index model (Q1931862) (← links)
- Dependence structure of bivariate order statistics with applications to Bayramoglu's distribu\-tions (Q1931863) (← links)
- Resistant estimators in Poisson and gamma models with missing responses and an application to outlier detection (Q1931864) (← links)
- Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity (Q1931865) (← links)
- The multivariate Watson distribution: maximum-likelihood estimation and other aspects (Q1931867) (← links)
- Gaussian fluctuations for sample covariance matrices with dependent data (Q1931868) (← links)
- Kernel smoothers and bootstrapping for semiparametric mixed effects models (Q1931869) (← links)
- Third-order local power properties of tests for a composite hypothesis (Q1931870) (← links)
- Sibuya copulas (Q1931871) (← links)
- Likelihood ratio order of spacings from two heterogeneous samples (Q1931872) (← links)
- Asymptotic properties of the Bayes and pseudo Bayes estimators of ability in item response theory (Q1931873) (← links)
- Comparison of confidence intervals for correlation coefficients based on incomplete monotone samples and those based on listwise deletion (Q1931874) (← links)
- Asymptotic properties of canonical correlation analysis for one group with additional observa\-tions (Q1931875) (← links)
- On the generalized domain of attraction of the multivariate normal law and asymptotic normality of the multivariate Student \(t\)-statistic (Q1931876) (← links)
- A generalization of the Dirichlet distribution (Q1931879) (← links)
- A subspace estimator for fixed rank perturbations of large random matrices (Q1931881) (← links)
- On the existence of non-central Wishart distributions (Q1931882) (← links)
- Moment bounds and central limit theorems for Gaussian subordinated arrays (Q1931883) (← links)
- Archimedean survival processes (Q1941420) (← links)
- Nonparametric tests for change-point detection à la Gombay and Horváth (Q1941421) (← links)
- The cluster bootstrap consistency in generalized estimating equations (Q1941423) (← links)
- On the extensions of Barlow-Proschan importance index and system signature to dependent lifetimes (Q1941424) (← links)
- ANOVA kernels and RKHS of zero mean functions for model-based sensitivity analysis (Q1941425) (← links)
- Semiparametric Bayesian analysis of nonlinear reproductive dispersion mixed models for longitudinal data (Q1941427) (← links)
- Optimal transformation: a new approach for covering the central subspace (Q1941428) (← links)
- Comparison of binary discrimination methods for high dimension low sample size data (Q1941430) (← links)
- Multidimensional p-p plots and precedence tests for point processes on \(\mathfrak R^d\) (Q1941432) (← links)
- The dictionary approach for spherical deconvolution (Q1941433) (← links)
- Score tests in the presence of errors in covariates in matched case-control studies (Q1941436) (← links)
- A parametric bootstrap approach for two-way ANOVA in presence of possible interactions with unequal variances (Q1941439) (← links)
- A simplified model for studying bivariate mortality under right-censoring (Q1941440) (← links)
- Robustness of designs for model discrimination (Q1941441) (← links)
- Tests for multivariate analysis of variance in high dimension under non-normality (Q1941442) (← links)
- Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations (Q1941443) (← links)
- Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series (Q1941444) (← links)
- Smoothed jackknife empirical likelihood inference for the difference of ROC curves (Q1941445) (← links)
- Weak conditions for shrinking multivariate nonparametric density estimators (Q1941446) (← links)
- Modified estimators of the contribution rates of population eigenvalues (Q1941447) (← links)
- Consistency of sparse PCA in high dimension, low sample size contexts (Q1941448) (← links)
- Likelihood ratio tests for positivity in polynomial regressions (Q1941449) (← links)
- Information preserving sufficient summaries for dimension reduction (Q1941450) (← links)
- Optimal robust M-estimators using Rényi pseudodistances (Q1941451) (← links)
- Robust monitoring of CAPM portfolio betas (Q1941452) (← links)
- Estimation of the conditional distribution of a multivariate variable given that one of its components is large: additional constraints for the Heffernan and Tawn model (Q1941454) (← links)
- A frequency domain bootstrap for Whittle estimation under long-range dependence (Q1941455) (← links)
- Using \textsc{Bagidis} in nonparametric functional data analysis: predicting from curves with sharp local features (Q1941457) (← links)
- Variable selection for general transformation models with right censored data via nonconcave penalties (Q1941458) (← links)
- Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws (Q1941459) (← links)
