The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Asymptotic expansion of the posterior density in high dimensional generalized linear models (Q406525) (← links)
- Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528) (← links)
- An analysis of longitudinal data with nonignorable dropout using the truncated multivariate normal distribution (Q406530) (← links)
- High-dimensional sparse MANOVA (Q406532) (← links)
- Preserving relationships between variables with MIVQUE based imputation for missing survey data (Q406536) (← links)
- On binary and categorical time series models with feedback (Q406539) (← links)
- Distribution of matrix quadratic forms under skew-normal settings (Q406541) (← links)
- Second-order asymptotic theory for calibration estimators in sampling and missing-data problems (Q406543) (← links)
- A characterization of elliptical distributions and some optimality properties of principal components for functional data (Q406547) (← links)
- Maximal correlation in a non-diagonal case (Q406550) (← links)
- On relations between BLUEs under two transformed linear models (Q406552) (← links)
- A new test for the proportionality of two large-dimensional covariance matrices (Q406556) (← links)
- Efficient Hellinger distance estimates for semiparametric models (Q413737) (← links)
- Phase transition in limiting distributions of coherence of high-dimensional random matrices (Q413738) (← links)
- Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors (Q413740) (← links)
- A study of the effect of kurtosis on discriminant analysis under elliptical populations (Q413743) (← links)
- On the test for the homogeneity of a parameter matrix with some rows constrained by synchronized order restrictions (Q413746) (← links)
- Nonparametric estimation of multivariate scale mixtures of uniform densities (Q413749) (← links)
- Graphical models for multivariate Markov chains (Q413752) (← links)
- Unconstrained models for the covariance structure of multivariate longitudinal data (Q413755) (← links)
- Model selection and estimation in the matrix normal graphical model (Q413758) (← links)
- Improved chi-squared tests for a composite hypothesis (Q413759) (← links)
- On the border of extreme and mild spiked models in the HDLSS framework (Q413760) (← links)
- A generalized multivariate kurtosis ordering and its applications (Q413762) (← links)
- A direct bootstrapping technique and its application to a novel goodness of fit test (Q413764) (← links)
- A simple and efficient Bayesian procedure for selecting dimensionality in multidimensional scaling (Q413766) (← links)
- A conditional independence test for dependent data based on maximal conditional correlation (Q413769) (← links)
- A new mixture representation for multivariate \(t\) (Q413770) (← links)
- James-Stein type estimators of variances (Q413774) (← links)
- Bootstrap confidence bands and partial linear quantile regression (Q413777) (← links)
- Error covariance matrix correction based approach to functional coefficient regression models with generated covariates (Q413779) (← links)
- Parameter estimation in a spatial unilateral unit root autoregressive model (Q413780) (← links)
- Trimmed regions induced by parameters of a probability (Q413782) (← links)
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- Quantiles for finite and infinite dimensional data (Q414539) (← links)
- Efficient algorithm for estimating the parameters of a chirp signal (Q414540) (← links)
- Bayesian nonlinear regression for large \(p\) small \(n\) problems (Q414543) (← links)
- On the upper bound of the number of modes of a multivariate normal mixture (Q414546) (← links)
- Estimation of parameters in the growth curve model via an outer product least squares approach for covariance (Q414550) (← links)
- Characteristic function-based hypothesis tests under weak dependence (Q414551) (← links)
- On the sample ranges from heterogeneous exponential variables (Q432286) (← links)
- Regression when both response and predictor are functions (Q432289) (← links)
- Theoretical and practical considerations on the convergence properties of the Fisher-EM algorithm (Q432292) (← links)
- Hierarchical likelihood methods for nonlinear and generalized linear mixed models with missing data and measurement errors in covariates (Q432295) (← links)
- Small area estimation using survey weights under a nested error linear regression model with structural measurement error (Q432297) (← links)
- On model-free conditional coordinate tests for regressions (Q432300) (← links)
- Distribution of the product of determinants of noncentral bimatrix beta variates (Q432301) (← links)
- Bayesian spatial models with a mixture neighborhood structure (Q432302) (← links)
- On the Durbin-Wagle randomization device and some of its applications (Q432303) (← links)
- Model selection in linear mixed effect models (Q432304) (← links)
