The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- \(K\)-expectiles clustering (Q2078530) (← links)
- Tangent functional canonical correlation analysis for densities and shapes, with applications to multimodal imaging data (Q2078531) (← links)
- Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions (Q2078532) (← links)
- Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
- Biclustering analysis of functionals via penalized fusion (Q2078535) (← links)
- Principal components analysis and cyclostationarity (Q2078536) (← links)
- Optimal Bayesian smoothing of functional observations over a large graph (Q2078537) (← links)
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- Functional ANOVA based on empirical characteristic functionals (Q2078540) (← links)
- Conformal prediction bands for multivariate functional data (Q2078543) (← links)
- Integrated shape-sensitive functional metrics (Q2078545) (← links)
- Financial risk meter FRM based on expectiles (Q2078547) (← links)
- Smoothly adaptively centered ridge estimator (Q2078549) (← links)
- Resolvent estimators for functional autoregressive processes with random coefficients (Q2078551) (← links)
- Anomaly detection: a functional analysis perspective (Q2078552) (← links)
- Consistently recovering the signal from noisy functional data (Q2078554) (← links)
- Extremal dependence measure for functional data (Q2078556) (← links)
- Analysis of multivariate non-Gaussian functional data: a semiparametric latent process approach (Q2078559) (← links)
- Testing equality of spectral density operators for functional processes (Q2078561) (← links)
- On projection methods for functional time series forecasting (Q2078562) (← links)
- The correction term in a small-ball probability factorization for random curves (Q2078563) (← links)
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Inference for spatial regression models with functional response using a permutational approach (Q2078566) (← links)
- Invariant tests for functional data with application to an earthquake impact study (Q2078568) (← links)
- Framelet block thresholding estimator for sparse functional data (Q2078569) (← links)
- Special issue on functional data analysis and related fields (Q2078570) (← links)
- Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
- Measuring dependence between random vectors via optimal transport (Q2078573) (← links)
- On linearization of nonparametric deconvolution estimators for repeated measurements model (Q2078574) (← links)
- A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications (Q2078575) (← links)
- Level set and density estimation on manifolds (Q2078576) (← links)
- Reproducible learning in large-scale graphical models (Q2078577) (← links)
- Consistency of the objective general index in high-dimensional settings (Q2078579) (← links)
- Latent Gaussian copula models for longitudinal binary data (Q2078580) (← links)
- Spatial rank-based high-dimensional change point detection via random integration (Q2078581) (← links)
- Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution (Q2078582) (← links)
- Response envelopes for linear coregionalization models (Q2079594) (← links)
- Spatially clustered varying coefficient model (Q2079597) (← links)
- Functional linear regression with truncated signatures (Q2079598) (← links)
- Approximate least squares estimators of a two-dimensional chirp model (Q2079600) (← links)
- Inference of a time-varying coefficient regression model for multivariate panel count data (Q2079601) (← links)
- Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings (Q2079602) (← links)
- Edge statistics of large dimensional deformed rectangular matrices (Q2079603) (← links)
- Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework (Q2079605) (← links)
- Order selection for regression-based hidden Markov model (Q2079607) (← links)
- On the tail behaviour of aggregated random variables (Q2079609) (← links)
- The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate (Q2079610) (← links)
- Nonparametric variable screening for multivariate additive models (Q2079611) (← links)
- Canonical quantile regression (Q2079612) (← links)
- Estimation of multivariate asymmetric power GARCH models (Q2079614) (← links)
