The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Sharp lower and upper bounds for the Gaussian rank of a graph (Q2350060) (← links)
- A bivariate Gompertz-Makeham life distribution (Q2350061) (← links)
- Model detection and estimation for single-index varying coefficient model (Q2350062) (← links)
- Prediction of stationary Gaussian random fields with incomplete quarterplane past (Q2350063) (← links)
- On mixtures of copulas and mixing coefficients (Q2350064) (← links)
- High dimensional single index models (Q2350065) (← links)
- On idempotent \(D\)-norms (Q2350066) (← links)
- Parametric transformed Fay-Herriot model for small area estimation (Q2350067) (← links)
- A unified approach to estimating a normal mean matrix in high and low dimensions (Q2350068) (← links)
- Semiparametric estimation with missing covariates (Q2350069) (← links)
- A two-step estimation method for grouped data with connections to the extended growth curve model and partial least squares regression (Q2350070) (← links)
- Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions (Q2350071) (← links)
- On the convergence of the spectrum of finite order approximations of stationary time series (Q2350656) (← links)
- Empirical likelihood for partially linear proportional hazards models with growing dimensions (Q2350657) (← links)
- Optimal generalized truncated sequential Monte Carlo test (Q2350658) (← links)
- Support vector machine quantile regression approach for functional data: simulation and application studies (Q2350659) (← links)
- An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index (Q2350660) (← links)
- A Bayesian semiparametric dynamic two-level structural equation model for analyzing non-normal longitudinal data (Q2350661) (← links)
- Bayesian estimation of order-restricted and unrestricted association models (Q2350662) (← links)
- Strictly stationary solutions of ARMA equations in Banach spaces (Q2350664) (← links)
- Efficient estimation for semiparametric cure models with interval-censored data (Q2350665) (← links)
- Kernel density estimation for directional-linear data (Q2350666) (← links)
- Asymptotics of randomly weighted image- and image-statistics: application to bootstrap (Q2350667) (← links)
- Best permutation analysis (Q2350668) (← links)
- A necessary test for complete independence in high dimensions using rank-correlations (Q2350669) (← links)
- Domains of weak continuity of statistical functionals with a view toward robust statistics (Q2359672) (← links)
- Reduced form vector directional quantiles (Q2359673) (← links)
- Dirichlet ARMA models for compositional time series (Q2359674) (← links)
- A new minimum contrast approach for inference in single-index models (Q2359675) (← links)
- Unbiased risk estimates for matrix estimation in the elliptical case (Q2359676) (← links)
- Estimation of parameters under a generalized growth curve model (Q2359677) (← links)
- Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components (Q2359678) (← links)
- Nonparametric tests for multi-parameter \(M\)-estimators (Q2359679) (← links)
- A pointwise almost sure Bahadur-Kiefer-type representation for the product limit estimator (Q2365594) (← links)
- Comparison between the locally most mean power unbiased and Rao's tests in the multiparameter case (Q2365595) (← links)
- On probabilities of linear sets (Q2365596) (← links)
- A necessary test of goodness of fit for sphericity (Q2365597) (← links)
- Improved multivariate prediction under a general linear model (Q2365598) (← links)
- Stable limits for empirical processes on Vapnik-Červonenkis classes of functions (Q2365599) (← links)
- Consistent estimation under random censorship when covariables are present (Q2365600) (← links)
- Robust \(M\)-estimators on spheres (Q2365601) (← links)
- Bootstrapping the mean integrated squared error (Q2365602) (← links)
- Independent variables with independent sum and difference: \(S{^ 1}\)- case (Q2366542) (← links)
- Weighted approximation of the renewal spacing processes (Q2366543) (← links)
- Best constants in Kahane-Khintchine inequalities in Orlicz spaces (Q2366544) (← links)
- The asymptotic distribution of REML estimators (Q2366545) (← links)
- Orthogonally invariant sequences as Gaussian scale mixtures: An alternate proof (Q2366546) (← links)
- On noncentral generalized Laplacianness of quadratic forms in normal variables (Q2366547) (← links)
- Bootstrapping the studentized sample mean of lattice variables (Q2366548) (← links)
- Multivariate recursive \(M\)-estimators of location and scatter for dependent sequences (Q2366549) (← links)
