The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case (Q2493133) (← links)
- Modified Whittle estimation of multilateral models on a lattice (Q2493134) (← links)
- Asymptotic robustness of standard errors in multilevel structural equation models (Q2493135) (← links)
- Nonparametric regression function estimation with surrogate data and validation sampling (Q2493136) (← links)
- Semi-parametric estimation of partially linear single-index models (Q2493137) (← links)
- Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors (Q2493138) (← links)
- Preserving multivariate dispersion: an application to the Wishart distribution (Q2493139) (← links)
- Parameter estimation under ambiguity and contamination with the spurious model (Q2493140) (← links)
- Total positivity order and the normal distribution (Q2493141) (← links)
- On improved estimation of normal precision matrix and discriminant coefficients (Q2499072) (← links)
- Simple and efficient improvements of multivariate local linear regression (Q2499073) (← links)
- Robust Gaussian graphical modeling (Q2499075) (← links)
- Characterization of dependence of multidimensional Lévy processes using Lévy copulas (Q2499076) (← links)
- A matrix-valued Bernoulli distribution (Q2499077) (← links)
- Empirical likelihood inference for linear transformation models (Q2499078) (← links)
- Robust estimation for the multivariate linear model based on a \(\tau\)-scale (Q2499081) (← links)
- An indexed multivariate dispersion ordering based on the Hausdorff distance (Q2499082) (← links)
- Maximum likelihood estimation for all-pass time series models (Q2499083) (← links)
- Robust estimation of Cronbach's alpha (Q2499084) (← links)
- Sample mean, covariance and \(T^{2}\) statistic of the skew elliptical model (Q2499085) (← links)
- Power of edge exclusion tests for graphical log-linear models (Q2507738) (← links)
- Estimating the support of multivariate densities under measurement error (Q2507739) (← links)
- Unbiased invariant minimum norm estimation in generalized growth curve model (Q2507740) (← links)
- A multivariate nonparametric test of independence (Q2507741) (← links)
- Choosing joint distributions so that the variance of the sum is small (Q2507742) (← links)
- On location estimation for LARCH processes (Q2507743) (← links)
- Local influence analysis of multivariate probit latent variable models (Q2507744) (← links)
- Prediction of Euclidean distances with discrete and continuous outcomes (Q2507747) (← links)
- A class of proper priors for Bayesian simultaneous prediction of independent Poisson observ\-a\-bles (Q2507748) (← links)
- The distribution of the residual from a general elliptical multivariate linear model (Q2507749) (← links)
- On the prediction of vector-valued random fields and the spectral distribution of their evanescent component (Q2507750) (← links)
- Methods for tracking support boundaries with corners (Q2507751) (← links)
- A unified approach to testing for and against a set of linear inequality constraints in the product multinomial setting (Q2507752) (← links)
- The covariance structure and likelihood function for multivariate dyadic data (Q2507753) (← links)
- Maximum entropy characterizations of the multivariate Liouville distributions (Q2507754) (← links)
- State space models on special manifolds (Q2507755) (← links)
- Empirical likelihood for single-index models (Q2507756) (← links)
- PLS regression: a directional signal-to-noise ratio approach (Q2507757) (← links)
- Testing marginal homogeneity against stochastically ordered marginals for \(r\times r\) contingency tables (Q2507758) (← links)
- Negative dependence in the balls and bins experiment with applications to order statistics (Q2507759) (← links)
- On the unlinking conjecture of independent polynomial functions (Q2507760) (← links)
- Estimation of intrinsic processes affected by additive fractal noise (Q2507761) (← links)
- Eigenvalues of large sample covariance matrices of spiked population models (Q2507762) (← links)
- An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses (Q2507763) (← links)
- Optimum two level fractional factorial plans for model identification and discrimination (Q2507764) (← links)
- Asymptotic Bayesian structure learning using graph supports for Gaussian graphical models (Q2507765) (← links)
- Duality between matrix variate \(t\) and matrix variate V.G. distributions (Q2507766) (← links)
- Maximum likelihood estimation for multivariate skew normal mixture models (Q2519038) (← links)
- Estimators for alternating nonlinear autoregression (Q2519039) (← links)
- Analysis of correlated binary data under partially linear single-index logistic models (Q2519040) (← links)
