The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Exactly and almost compatible joint distributions for high-dimensional discrete conditional distributions (Q2397134) (← links)
- Asymptotic Fisher information matrix of Markov switching VARMA models (Q2397135) (← links)
- A statistical framework for pathway and gene identification from integrative analysis (Q2400810) (← links)
- Bayesian prediction with multiple-samples information (Q2400811) (← links)
- Distribution-free detection of a submatrix (Q2400812) (← links)
- Regularized partially functional quantile regression (Q2400814) (← links)
- Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions (Q2400815) (← links)
- High-dimensional tests for functional networks of brain anatomic regions (Q2400816) (← links)
- Semi-parametric order-based generalized multivariate regression (Q2400819) (← links)
- On local linear regression for strongly mixing random fields (Q2400820) (← links)
- Estimation and model identification of longitudinal data time-varying nonparametric models (Q2400821) (← links)
- Extremal properties of order statistic distributions for dependent samples with partially known multidimensional marginals (Q2401351) (← links)
- Goodness-of-fit tests in semiparametric transformation models using the integrated regression function (Q2401352) (← links)
- On stochastic comparisons of maximum order statistics from the location-scale family of distributions (Q2401353) (← links)
- Cross-validation estimation of covariance parameters under fixed-domain asymptotics (Q2401354) (← links)
- Nonparametric estimation of a function from noiseless observations at random points (Q2401355) (← links)
- Model specification test in a semiparametric regression model for longitudinal data (Q2401356) (← links)
- A new test of independence for bivariate observations (Q2401357) (← links)
- Robust inference in a linear functional model with replications using the \(t\) distribution (Q2401358) (← links)
- On optimal grouping and stochastic comparisons for heterogeneous items (Q2401359) (← links)
- Convergence rate of Bayesian supervised tensor modeling with multiway shrinkage priors (Q2401360) (← links)
- Optimal detection of weak positive latent dependence between two sequences of multiple tests (Q2401361) (← links)
- Symmetric Gaussian mixture distributions with GGC scales (Q2401362) (← links)
- SURE estimates under dependence and heteroscedasticity (Q2404405) (← links)
- Sparse representation of multivariate extremes with applications to anomaly detection (Q2404407) (← links)
- Multivariate intensity estimation via hyperbolic wavelet selection (Q2404408) (← links)
- Estimation and incommutativity in mixed models (Q2404410) (← links)
- A class of functional partially linear single-index models (Q2404411) (← links)
- Some high-dimensional one-sample tests based on functions of interpoint distances (Q2404413) (← links)
- Vector quantile regression beyond the specified case (Q2404414) (← links)
- Variable selection and structure identification for varying coefficient Cox models (Q2404416) (← links)
- Assessing skewness, kurtosis and normality in linear mixed models (Q2404417) (← links)
- Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering (Q2404418) (← links)
- Automated learning of \(t\) factor analysis models with complete and incomplete data (Q2404419) (← links)
- Robust sparse Gaussian graphical modeling (Q2404420) (← links)
- Principal component analysis in an asymmetric norm (Q2418501) (← links)
- Substationarity for spatial point processes (Q2418502) (← links)
- Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data (Q2418503) (← links)
- Nonparametric estimation of the marginal effect in fixed-effect panel data models (Q2418504) (← links)
- Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models (Q2418505) (← links)
- Multivariate discrete distributions via sums and shares (Q2418506) (← links)
- A generalized spatial sign covariance matrix (Q2418507) (← links)
- Point-wise estimation for anisotropic densities (Q2418508) (← links)
- A novel mixture model using the multivariate normal mean-variance mixture of Birnbaum-Saunders distributions and its application to extrasolar planets (Q2418509) (← links)
- A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
- Predictor ranking and false discovery proportion control in high-dimensional regression (Q2418511) (← links)
- Wild bootstrapping rank-based procedures: multiple testing in nonparametric factorial repeated measures designs (Q2418513) (← links)
- Transformed statistics for tests of conditional independence in \(J \times K \times L\) contingency tables (Q2418514) (← links)
- PAC-Bayesian risk bounds for group-analysis sparse regression by exponential weighting (Q2418515) (← links)
- Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage (Q2418516) (← links)
