The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Model assisted Cox regression (Q391940) (← links)
- Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models (Q391941) (← links)
- Transformed goodness-of-fit statistics for a generalized linear model of binary data (Q391945) (← links)
- Efficient estimation of semiparametric copula models for bivariate survival data (Q391946) (← links)
- Multi-index regression models with missing covariates at random (Q391947) (← links)
- A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data (Q391949) (← links)
- Estimation of the covariance matrix in multivariate partially linear models (Q391951) (← links)
- A note on the fourth cumulant of a finite mixture distribution (Q391952) (← links)
- On compatibility of discrete full conditional distributions: a graphical representation approach (Q392041) (← links)
- Asymptotically efficient estimation under semi-parametric random censorship models (Q392043) (← links)
- Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss-Markoff model under a balanced loss function (Q392044) (← links)
- Maximal non-exchangeability in dimension \(d\) (Q392046) (← links)
- A statistical view of clustering performance through the theory of \(U\)-processes (Q392047) (← links)
- D-optimal designs for multiresponse linear models with a qualitative factor (Q392048) (← links)
- Estimation and inference of semi-varying coefficient models with heteroscedastic errors (Q392053) (← links)
- General directional regression (Q392056) (← links)
- Stochastic comparisons of order statistics and their concomitants (Q392057) (← links)
- A revisit to correlation analysis for distortion measurement error data (Q392060) (← links)
- Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
- Series expansion for functional sufficient dimension reduction (Q392062) (← links)
- An optimal test for variance components of multivariate mixed-effects linear models (Q392066) (← links)
- Multivariate measurement error models using finite mixtures of skew-Student \(t\) distributions (Q392070) (← links)
- Model determination and estimation for the growth curve model via group SCAD penalty (Q392072) (← links)
- Sensitivity to hyperprior parameters in Gaussian Bayesian networks (Q392077) (← links)
- Subsignatures of systems (Q392078) (← links)
- Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions (Q392081) (← links)
- A Bayesian analysis of normalized VAR models (Q392083) (← links)
- Objective Bayesian analysis for autoregressive models with nugget effects (Q392085) (← links)
- A new adjusted maximum likelihood method for the Fay-Herriot small area model (Q392088) (← links)
- On Cauchy-Stieltjes kernel families (Q392092) (← links)
- Functional data analysis with increasing number of projections (Q392095) (← links)
- Minimax covariance estimation using commutator subgroup of lower triangular matrices (Q392096) (← links)
- On the Bingham distribution with large dimension (Q392098) (← links)
- Consistency, bias and efficiency of the normal-distribution-based MLE: the role of auxiliary variables (Q392100) (← links)
- Bayesian model diagnostics using functional Bregman divergence (Q392102) (← links)
- Schur\(^2\)-concavity properties of Gaussian measures, with applications to hypotheses testing (Q392103) (← links)
- Application of second generation wavelets to blind spherical deconvolution (Q392105) (← links)
- A robust extension of the bivariate Birnbaum-Saunders distribution and associated inference (Q392107) (← links)
- Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes (Q392108) (← links)
- Bayesian robust inference of sample selection using selection-\(t\) models (Q392110) (← links)
- Asymptotics of hierarchical clustering for growing dimension (Q392113) (← links)
- A note on the asymptotic behavior of the Bernstein estimator of the copula density (Q392114) (← links)
- Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502) (← links)
- Distributions on matrix moment spaces (Q406505) (← links)
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions (Q406508) (← links)
- Exchangeable Hoeffding decompositions over finite sets: a combinatorial characterization and counterexamples (Q406511) (← links)
- Varying coefficient subdistribution regression for left-truncated semi-competing risks data (Q406514) (← links)
- Posterior analysis of rare variants in Gibbs-type species sampling models (Q406516) (← links)
- Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (Q406518) (← links)
- A derivation of anti-Wishart distribution (Q406522) (← links)
