The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- A new index to measure positive dependence in trivariate distributions (Q1941461) (← links)
- Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension (Q1941462) (← links)
- Extrapolation of stable random fields (Q1941464) (← links)
- Influence function and efficiency of the minimum covariance determinant scatter matrix estimator (Q1969078) (← links)
- Asymptotic normality of a combined regression estimator (Q1969079) (← links)
- Dependent hazards in multivariate survival problems (Q1969080) (← links)
- Functional principal components analysis by choice of norm (Q1969082) (← links)
- Properties of prior and posterior distributions for multivariate categorical response data models (Q1969083) (← links)
- On the loss of information due to nonrandom truncation (Q1969721) (← links)
- Universal inadmissibility of least squares estimator (Q1969722) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- Properties of likelihood inference for order restricted models (Q1969724) (← links)
- Restricted regression quantiles (Q1969725) (← links)
- Canonical analysis applied to multivariate analysis of variance (Q1969726) (← links)
- Optimum designs for a multiresponse regression model (Q1969727) (← links)
- Empirical likelihood for partially linear models (Q1969728) (← links)
- A note on a vector-variate normal distribution and a stationary autoregressive process (Q1975076) (← links)
- High breakdown estimation for multiple populations with applications to discriminant analysis (Q1975521) (← links)
- On the joint distribution of a quadratic and a linear form in normal variables (Q1975522) (← links)
- Adaptive semiparametric estimation of the memory parameter. (Q1975523) (← links)
- Singularly perturbed Markov chains: Convergence and aggregation (Q1975524) (← links)
- Inferences on correlation coefficients in some classes of nonnormal distributions (Q1975525) (← links)
- Transformations with improved chi-squared approximations (Q1975526) (← links)
- The accuracy and the computational complexity of a multivariate binned kernel density estima\-tor. (Q1975527) (← links)
- Editorial for the special issue on dependence models (Q2001080) (← links)
- A framework for measuring association of random vectors via collapsed random variables (Q2001082) (← links)
- Dependence in a background risk model (Q2001084) (← links)
- Partially Schur-constant models (Q2001085) (← links)
- Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (Q2001086) (← links)
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
- Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
- Geometry of discrete copulas (Q2001094) (← links)
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097) (← links)
- Adjustable network reconstruction with applications to CDS exposures (Q2001099) (← links)
- Reconstructing the topology of financial networks from degree distributions and reciprocity (Q2001101) (← links)
- Roy's largest root under rank-one perturbations: the complex valued case and applications (Q2008213) (← links)
- Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates (Q2008214) (← links)
- High-dimensional integrative analysis with homogeneity and sparsity recovery (Q2008216) (← links)
- Dependence properties and Bayesian inference for asymmetric multivariate copulas (Q2008218) (← links)
- Random matrix-improved estimation of covariance matrix distances (Q2008220) (← links)
- Sparse network estimation for dynamical spatio-temporal array models (Q2008222) (← links)
- An innovative strategy on the construction of multivariate multimodal linear mixed-effects models (Q2008224) (← links)
- Composite likelihood estimation for a Gaussian process under fixed domain asymptotics (Q2008225) (← links)
- A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
- Classification with many classes: challenges and pluses (Q2008227) (← links)
- A two-sample test for the equality of univariate marginal distributions for high-dimensional data (Q2008229) (← links)
- Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← links)
- Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis (Q2008231) (← links)
- Dimension reduction estimation for central mean subspace with missing multivariate response (Q2008232) (← links)
