The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Estimation of mean squared error of model-based estimators of small area means under a nested error linear regression model (Q391586) (← links)
- Degrees of freedom and model selection in semiparametric additive monotone regression (Q391588) (← links)
- Test of independence for functional data (Q391591) (← links)
- Mixtures of common factor analyzers for high-dimensional data with missing information (Q391593) (← links)
- Generalized \(F\) test for high dimensional linear regression coefficients (Q391594) (← links)
- Nonparametric LAD cointegrating regression (Q391595) (← links)
- Sparse-smooth regularized singular value decomposition (Q391596) (← links)
- Bayesian regression based on principal components for high-dimensional data (Q391598) (← links)
- The distance correlation \(t\)-test of independence in high dimension (Q391599) (← links)
- On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (Q391603) (← links)
- Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions (Q391606) (← links)
- Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← links)
- Robust multivariate association and dimension reduction using density divergences (Q391608) (← links)
- The holonomic gradient method for the distribution function of the largest root of a Wishart matrix (Q391611) (← links)
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology (Q391612) (← links)
- Hypothesis testing in a generic nesting framework for general distributions (Q391613) (← links)
- Distances between models of generalized order statistics (Q391617) (← links)
- Densities of nested Archimedean copulas (Q391619) (← links)
- Change-point detection in multinomial data using phi-divergence test statistics (Q391620) (← links)
- Reconstruction of a low-rank matrix in the presence of Gaussian noise (Q391623) (← links)
- Further results on the \(h\)-test of Durbin for stable autoregressive processes (Q391625) (← links)
- A simple method for obtaining the maximal correlation coefficient and related characterizations (Q391627) (← links)
- Quadratic inference functions for partially linear single-index models with longitudinal data (Q391628) (← links)
- Identity tests for high dimensional data using RMT (Q391630) (← links)
- Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters (Q391631) (← links)
- Vine constructions of Lévy copulas (Q391652) (← links)
- Fisher information in different types of perfect and imperfect ranked set samples from finite mixture models (Q391654) (← links)
- On multivariate extensions of value-at-risk (Q391656) (← links)
- Supervised component generalized linear regression using a PLS-extension of the Fisher scoring algorithm (Q391661) (← links)
- Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
- Regression analysis of multivariate panel count data with an informative observation process (Q391664) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
- Kernel density estimation on the rotation group and its application to crystallographic texture analysis (Q391669) (← links)
- Asymptotic cumulants of ability estimators using fallible item parameters (Q391670) (← links)
- Nonparametric two-sample tests on homogeneous Riemannian manifolds, Cholesky decompositions and diffusion tensor image analysis (Q391675) (← links)
- Predictive power of principal components for single-index model and sufficient dimension reduction (Q391676) (← links)
- Empirical and weighted conditional likelihoods for matched case-control studies with missing covariates (Q391680) (← links)
- Inverse circular-circular regression (Q391681) (← links)
- Corrigendum to ``A two sample test in high dimensional data'' (Q391682) (← links)
- Conditional estimation for dependent functional data (Q391792) (← links)
- Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
- Information on parameters of interest decreases under transformations (Q391795) (← links)
- Kernel estimation of conditional density with truncated, censored and dependent data (Q391797) (← links)
- On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes (Q391800) (← links)
- Factor copula models for multivariate data (Q391802) (← links)
- Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices (Q391804) (← links)
- Functional analysis techniques to improve similarity matrices in discrimination problems (Q391805) (← links)
- The \(L_1\) penalized LAD estimator for high dimensional linear regression (Q391806) (← links)
- A closed-form estimator for the multivariate GARCH(1,1) model (Q391807) (← links)
