The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- On the asymptotic properties of multivariate sample autocovariances (Q2486171) (← links)
- The restricted EM algorithm under inequality restrictions on the parameters (Q2486172) (← links)
- Robustness of one-sided cross-validation to autocorrelation (Q2486174) (← links)
- Rao distances (Q2486175) (← links)
- Extensions of the conjugate prior through the Kullback--Leibler separators (Q2486176) (← links)
- A decomposition for a stochastic matrix with an application to MANOVA (Q2486177) (← links)
- Dependence orderings for some functionals of multivariate point processes (Q2486178) (← links)
- A generalized Mahalanobis distance for mixed data (Q2486181) (← links)
- Covariate selection for semiparametric hazard function regression models (Q2486182) (← links)
- A semiparametric density estimator based on elliptical distributions (Q2486183) (← links)
- Progressive type II censored order statistics for multivariate observations (Q2489486) (← links)
- Influence functions for a general class of depth-based generalized quantile functions (Q2489487) (← links)
- A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix (Q2489488) (← links)
- Statistical inference in a panel data semiparametric regression model with serially correlated errors (Q2489489) (← links)
- Non-white Wishart ensembles (Q2489490) (← links)
- The hyper-Dirichlet process and its discrete approximations: The butterfly model (Q2489492) (← links)
- Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example (Q2489494) (← links)
- Consistent variable selection in large panels when factors are observable (Q2489495) (← links)
- Gauss inequalities on ordered linear spaces (Q2489496) (← links)
- Kernel estimation of density level sets (Q2489497) (← links)
- Sequences of elliptical distributions and mixtures of normal distributions (Q2489755) (← links)
- Rates of convergence for partitioning and nearest neighbor regression estimates with unbounded data (Q2489756) (← links)
- Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model (Q2489757) (← links)
- On the ratio \(X/Y\) for some elliptically symmetric distributions (Q2489758) (← links)
- Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices (Q2489759) (← links)
- Conditional independence models for seemingly unrelated regressions with incomplete data (Q2489760) (← links)
- A statistical model for random rotations (Q2489761) (← links)
- Estimation of two ordered bivariate mean residual life functions (Q2489762) (← links)
- Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution (Q2489763) (← links)
- The likelihood ratio test for homogeneity in bivariate normal mixtures (Q2489764) (← links)
- An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition (Q2489765) (← links)
- Estimation of location parameters for spherically symmetric distributions (Q2489766) (← links)
- Bounds for functions of multivariate risks (Q2489767) (← links)
- Nonlinear least-squares estimation (Q2489768) (← links)
- Asymptotic properties of Bayes estimators for Gaussian Itô\,-\,processes with noisy observations (Q2489769) (← links)
- New insights into best linear unbiased estimation and the optimality of least-squares (Q2489770) (← links)
- Asymptotic results on a class of adaptive multi-treatment designs (Q2489771) (← links)
- Special variance structures in the growth curve model (Q2489772) (← links)
- Restricted expected multivariate least squares (Q2489773) (← links)
- Strong consistency of least-squares estimation in linear regression models with vague concepts (Q2489774) (← links)
- A trivariate chi-squared distribution derived from the complex Wishart distribution (Q2489775) (← links)
- Analysis of two-sample truncated data using generalized logistic models (Q2489776) (← links)
- Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data (Q2489777) (← links)
- Consistency of the generalized MLE of a joint distribution function with multivariate interval-censored data (Q2489778) (← links)
- Selecting mixed-effects models based on a generalized information criterion (Q2489780) (← links)
- Best affine unbiased representations of the fully restricted general Gauss--Markov model (Q2489781) (← links)
- Measuring stochastic dependence using \(\phi\)-divergence (Q2489782) (← links)
- The matrix-\(t\) distribution and its applications in predictive inference (Q2489783) (← links)
- A likelihood ratio test for separability of covariances (Q2493131) (← links)
- Limit distributions of least squares estimators in linear regression models with vague concepts (Q2493132) (← links)
