The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Scalable interpretable learning for multi-response error-in-variables regression (Q2196126) (← links)
- Uniform joint screening for ultra-high dimensional graphical models (Q2196128) (← links)
- Continuous time hidden Markov model for longitudinal data (Q2196129) (← links)
- Linear orderings of the scale mixtures of the multivariate skew-normal distribution (Q2196130) (← links)
- Testing for the significance of functional covariates (Q2196131) (← links)
- Scale and shape mixtures of matrix variate extended skew normal distributions (Q2196133) (← links)
- Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions (Q2196135) (← links)
- A Conway-Maxwell-multinomial distribution for flexible modeling of clustered categorical data (Q2196136) (← links)
- Multivariate tests of independence and their application in correlation analysis between financial markets (Q2196137) (← links)
- Bayesian shrinkage estimation of negative multinomial parameter vectors (Q2196138) (← links)
- Estimating sparse networks with hubs (Q2196140) (← links)
- Copula-based regression models with data missing at random (Q2201548) (← links)
- Nonlinear functional canonical correlation analysis via distance covariance (Q2201549) (← links)
- Locally optimal designs for multivariate generalized linear models (Q2201550) (← links)
- Surface functional models (Q2201551) (← links)
- Asymptotics and practical aspects of testing normality with kernel methods (Q2201553) (← links)
- Bivariate gamma model (Q2201556) (← links)
- Testing for spherical and elliptical symmetry (Q2201558) (← links)
- Dimensionality reduction for binary data through the projection of natural parameters (Q2201560) (← links)
- Single-index composite quantile regression for massive data (Q2201561) (← links)
- On the structure of exchangeable extreme-value copulas (Q2201562) (← links)
- A note on the regularity of optimal-transport-based center-outward distribution and quantile functions (Q2201563) (← links)
- Dynamic tilted current correlation for high dimensional variable screening (Q2222224) (← links)
- Widening the scope of an eigenvector stochastic approximation process and application to streaming PCA and related methods (Q2222226) (← links)
- Analysis of the rate of convergence of fully connected deep neural network regression estimates with smooth activation function (Q2222227) (← links)
- Approximating smooth functions by deep neural networks with sigmoid activation function (Q2222228) (← links)
- On the specification of multivariate association measures and their behaviour with increasing dimension (Q2222230) (← links)
- Testing multivariate quantile by empirical likelihood (Q2222231) (← links)
- On the copula correlation ratio and its generalization (Q2222232) (← links)
- Ordering results for elliptical distributions with applications to risk bounds (Q2222233) (← links)
- Testing independence of functional variables by angle covariance (Q2222234) (← links)
- Optimal designs for mixed continuous and binary responses with quantitative and qualitative factors (Q2222236) (← links)
- Block-band behavior of spatial correlations: an analytical asymptotic study in a spatial exponential family data setup (Q2237805) (← links)
- A semiparametric latent factor model for large scale temporal data with heteroscedasticity (Q2237806) (← links)
- On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables (Q2237807) (← links)
- On shrinkage estimation of a spherically symmetric distribution for balanced loss functions (Q2237809) (← links)
- Estimation of canonical correlation directions: from Gaussian to sub-Gaussian population (Q2237811) (← links)
- Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
- Test for high-dimensional mean vector under missing observations (Q2237813) (← links)
- Ordinal pattern dependence as a multivariate dependence measure (Q2237816) (← links)
- Simple construction of a toroidal distribution from independent circular distributions (Q2237817) (← links)
- Kernel variable selection for multicategory support vector machines (Q2237819) (← links)
- Functional, randomized and smoothed multivariate quantile regions (Q2237820) (← links)
- Efron's asymptotic monotonicity property in the Gaussian stable domain of attraction (Q2237821) (← links)
- Omnibus test for covariate effects in conditional copula models (Q2237822) (← links)
- Variable importance assessments and backward variable selection for multi-sample problems (Q2237823) (← links)
- Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection (Q2237824) (← links)
- A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses (Q2237825) (← links)
- Analysis of dependent data aggregated into intervals (Q2237827) (← links)
- Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components (Q2237828) (← links)
