The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices (Q272068) (← links)
- Efficiency in multivariate functional nonparametric models with autoregressive errors (Q272071) (← links)
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors (Q272074) (← links)
- Simultaneous variable selection and de-coarsening in multi-path change-point models (Q272078) (← links)
- Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors (Q272079) (← links)
- Detecting weak signals in high dimensions (Q272081) (← links)
- On the Tracy-Widom approximation of Studentized extreme eigenvalues of Wishart matrices (Q272083) (← links)
- Semi-parametric survival function estimators deduced from an identifying Volterra type integral equation (Q272086) (← links)
- Local linear regression on correlated survival data (Q272088) (← links)
- Decomposition of an autoregressive process into first order processes (Q272090) (← links)
- Corrigendum to: ``Contributions to the diagonal expansion of a bivariate copula with continuous extensions'' (Q272092) (← links)
- Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961) (← links)
- On conditional prediction errors in mixed models with application to small area estimation (Q276964) (← links)
- Weighted composite quantile regression for single-index models (Q276965) (← links)
- Exploratory factor analysis -- parameter estimation and scores prediction with high-dimensional data (Q276966) (← links)
- Estimation in singular linear models with stepwise inclusion of linear restrictions (Q276968) (← links)
- Analysis of bivariate zero inflated count data with missing responses (Q276972) (← links)
- Stochastic orderings for elliptical random vectors (Q276975) (← links)
- Model-free sure screening via maximum correlation (Q276978) (← links)
- A general setting for symmetric distributions and their relationship to general distributions (Q276980) (← links)
- On local asymptotic normality for functional autoregressive processes (Q276983) (← links)
- Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates (Q276984) (← links)
- Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (Q276985) (← links)
- Characterizations of the class of bivariate Gompertz distributions (Q276986) (← links)
- Statistical consistency of coefficient-based conditional quantile regression (Q290691) (← links)
- Confidence intervals for high-dimensional partially linear single-index models (Q290693) (← links)
- Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean (Q290695) (← links)
- Maximum likelihood inference for the multivariate \(t\) mixture model (Q290698) (← links)
- Adaptive jump-preserving estimates in varying-coefficient models (Q290702) (← links)
- On permutation tests for predictor contribution in sufficient dimension reduction (Q290705) (← links)
- Gaussian and robust Kronecker product covariance estimation: existence and uniqueness (Q290708) (← links)
- Marčenko-Pastur law for Tyler's M-estimator (Q290712) (← links)
- More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
- Bias correction of the Akaike information criterion in factor analysis (Q290715) (← links)
- Composite partial likelihood estimation for length-biased and right-censored data with competing risks (Q290718) (← links)
- Asymptotic properties of multivariate tapering for estimation and prediction (Q290722) (← links)
- A simpler spatial-sign-based two-sample test for high-dimensional data (Q290723) (← links)
- High-dimensional consistency of rank estimation criteria in multivariate linear model (Q290726) (← links)
- Extended likelihood approach to multiple testing with directional error control under a hidden Markov random field model (Q311793) (← links)
- Partially linear single-index proportional hazards model with current status data (Q311797) (← links)
- A randomness test for functional panels (Q311801) (← links)
- Best estimation of functional linear models (Q311804) (← links)
- Limit laws of the empirical Wasserstein distance: Gaussian distributions (Q311810) (← links)
- Adaptive global thresholding on the sphere (Q311812) (← links)
- Constrained inference in linear regression (Q311814) (← links)
- High-dimensional inference on covariance structures via the extended cross-data-matrix methodology (Q311815) (← links)
- Group-wise semiparametric modeling: a SCSE approach (Q321904) (← links)
- Kummer and gamma laws through independences on trees -- another parallel with the Matsumoto-Yor property (Q321906) (← links)
- Tests for large-dimensional covariance structure based on Rao's score test (Q321908) (← links)
- On the family of multivariate chi-square copulas (Q321910) (← links)
