The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Graph-based sparse linear discriminant analysis for high-dimensional classification (Q2418517) (← links)
- Penalized generalized empirical likelihood in high-dimensional weakly dependent data (Q2418518) (← links)
- Feature screening in ultrahigh-dimensional varying-coefficient Cox model (Q2418519) (← links)
- Wavelet variance ratio cointegration test and wavestrapping (Q2418520) (← links)
- Semiparametric regression for measurement error model with heteroscedastic error (Q2418521) (← links)
- Sufficient dimension reduction and prediction in regression: asymptotic results (Q2418522) (← links)
- Simultaneous estimation and variable selection for incomplete event history studies (Q2418523) (← links)
- Model robust inference with two-stage maximum likelihood estimation for copulas (Q2418525) (← links)
- Large-sample estimation and inference in multivariate single-index models (Q2418527) (← links)
- Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data (Q2418528) (← links)
- High-dimensional testing for proportional covariance matrices (Q2418529) (← links)
- Tail densities of skew-elliptical distributions (Q2418530) (← links)
- Harmonic analysis and distribution-free inference for spherical distributions (Q2418531) (← links)
- Finite mixture of varying coefficient model: estimation and component selection (Q2418532) (← links)
- Note of clarification on ``Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering'' (Q2418533) (← links)
- Asymptotic normality of the sample mean and covariances of evanescent fields in noise (Q2426735) (← links)
- On the exact distribution of linear combinations of order statistics from dependent random variables (Q2426736) (← links)
- Randomly censored partially linear single-index models (Q2426737) (← links)
- Penalized empirical likelihood estimation of semiparametric models (Q2426738) (← links)
- Deconvolution from panel data with unknown error distribution (Q2426739) (← links)
- On posterior consistency in nonparametric regression problems (Q2426740) (← links)
- Partial size-and-shape distributions (Q2426741) (← links)
- Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis (Q2426742) (← links)
- Reply to ``M. C. Jones, The distribution of the ratio \(X/Y\) for all centred elliptically symmetric distributions'' (Q2426743) (← links)
- Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices (Q2438626) (← links)
- On standard conjugate families for natural exponential families with bounded natural parameter space (Q2438627) (← links)
- Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\) (Q2438628) (← links)
- Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model (Q2438629) (← links)
- A class of smooth models satisfying marginal and context specific conditional independencies (Q2438630) (← links)
- Bayesian influence analysis of generalized partial linear mixed models for longitudinal data (Q2438631) (← links)
- Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables (Q2438632) (← links)
- Some counterexamples concerning maximal correlation and linear regression (Q2438633) (← links)
- Multivariate Archimax copulas (Q2438634) (← links)
- Coefficient of determination for multiple measurement error models (Q2438635) (← links)
- Compound \(p\)-value statistics for multiple testing procedures (Q2438636) (← links)
- Strong consistency and robustness of the forward search estimator of multivariate location and scatter (Q2438637) (← links)
- Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data (Q2443251) (← links)
- Self-consistent estimation of conditional multivariate extreme value distributions (Q2443252) (← links)
- Sufficient dimension reduction on marginal regression for gaps of recurrent events (Q2443253) (← links)
- Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions (Q2443255) (← links)
- On the Lorenz ordering of order statistics from exponential populations and some applications (Q2443256) (← links)
- \(U\)-max-statistics and limit theorems for perimeters and areas of random polygons (Q2443258) (← links)
- Some prediction problems for stationary random fields with quarter-plane past (Q2443260) (← links)
- Independence tests for continuous random variables based on the longest increasing subsequence (Q2443261) (← links)
- On usual multivariate stochastic ordering of order statistics from heterogeneous beta variables (Q2443262) (← links)
- On construction of general classes of bivariate distributions (Q2443263) (← links)
- Bayesian estimation of a bounded precision matrix (Q2443264) (← links)
- Estimation of the number of spikes, possibly equal, in the high-dimensional case (Q2443265) (← links)
- Fast learning from \(\alpha\)-mixing observations (Q2443266) (← links)
- Copula based factorization in Bayesian multivariate infinite mixture models (Q2443267) (← links)
