The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Linear shrinkage estimation of large covariance matrices using factor models (Q321913) (← links)
- A nonparametric test for the evaluation of group sequential clinical trials with covariate information (Q321918) (← links)
- Empirical likelihood confidence tubes for functional parameters in plug-in estimation (Q321919) (← links)
- Semiparametric varying-coefficient model with right-censored and length-biased data (Q321921) (← links)
- The use of a common location measure in the invariant coordinate selection and projection pursuit (Q321924) (← links)
- Graphical models via joint quantile regression with component selection (Q321929) (← links)
- Sparse PCA-based on high-dimensional Itô processes with measurement errors (Q321930) (← links)
- Latent variable selection in structural equation models (Q321933) (← links)
- Variable selection for additive partial linear quantile regression with missing covariates (Q321935) (← links)
- A proportional hazards model for time-to-event data with epidemiological bias (Q321939) (← links)
- Strict positive definiteness of multivariate covariance functions on compact two-point homogeneous spaces (Q321941) (← links)
- Limitations on detecting row covariance in the presence of column covariance (Q321943) (← links)
- Generalized linear latent models for multivariate longitudinal measurements mixed with hidden Markov models (Q321946) (← links)
- Functional contour regression (Q391505) (← links)
- Retraction notice to: ``Regression estimation with locally stationary long-memory errors'' (Q391508) (← links)
- Regression estimation with locally stationary long-memory errors (Q391509) (← links)
- Schur-convexity of 2nd order, certain subclass of multivariate arrangement increasing functions with applications in statistics (Q391511) (← links)
- Feasible ridge estimator in partially linear models (Q391512) (← links)
- Minimax optimal estimation of general bandable covariance matrices (Q391515) (← links)
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications (Q391516) (← links)
- On sample ranges from two sets of heterogenous random variables (Q391519) (← links)
- Tail estimation of the spectral density for a stationary Gaussian random field (Q391522) (← links)
- Radial basis function regularization for linear inverse problems with random noise (Q391523) (← links)
- Dense classes of multivariate extreme value distributions (Q391525) (← links)
- Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (Q391528) (← links)
- Optimal rank-based tests for block exogeneity in vector autoregressions (Q391529) (← links)
- On elliptical quantiles in the quantile regression setup (Q391531) (← links)
- Frontier estimation with kernel regression on high order moments (Q391532) (← links)
- Corrected portmanteau tests for VAR models with time-varying variance (Q391534) (← links)
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
- Generalized multivariate Birnbaum-Saunders distributions and related inferential issues (Q391538) (← links)
- Information based model selection criteria for generalized linear mixed models with unknown variance component parameters (Q391541) (← links)
- Intrinsic dimension identification via graph-theoretic methods (Q391544) (← links)
- Robust and efficient estimation of the residual scale in linear regression (Q391548) (← links)
- Equality of the BLUPs under the mixed linear model when random components and errors are correlated (Q391549) (← links)
- Model-based principal components of correlation matrices (Q391551) (← links)
- Binary response models with \(M\)-phase case-control data (Q391555) (← links)
- Two-step adaptive model selection for vector autoregressive processes (Q391558) (← links)
- Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559) (← links)
- Minimaxity in predictive density estimation with parametric constraints (Q391561) (← links)
- Empirical likelihood for linear transformation models with interval-censored failure time data (Q391563) (← links)
- Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension (Q391567) (← links)
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
- Properties and applications of Fisher distribution on the rotation group (Q391572) (← links)
- Posterior consistency in conditional distribution estimation (Q391574) (← links)
- Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
- A correlated random effects model for non-homogeneous Markov processes with nonignorable missingness (Q391578) (← links)
- Strong consistency of \(k\)-parameters clustering (Q391580) (← links)
- Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors (Q391581) (← links)
- Multivariate truncated moments (Q391583) (← links)
