The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Bivariate gamma-geometric law and its induced Lévy process (Q432306) (← links)
- Multivariate random effect models with complete and incomplete data (Q432309) (← links)
- Variable selection in robust regression models for longitudinal data (Q432312) (← links)
- Exploring the varying covariate effects in proportional odds models with censored data (Q432313) (← links)
- Boundary behavior in high dimension, low sample size asymptotics of PCA (Q432317) (← links)
- Detecting and estimating changes in dependent functional data (Q432320) (← links)
- Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
- Testing for symmetries in multivariate inverse problems (Q432325) (← links)
- Smoothed empirical likelihood for ROC curves with censored data (Q432326) (← links)
- Special issue: Copula modeling and dependence. Selected papers based on the presentations at the workshop, Montréal, Canada, June 6--9, 2011 (Q436939) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Time-dependent copulas (Q443766) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- Semiparametric estimation of conditional copulas (Q443773) (← links)
- Beyond simplified pair-copula constructions (Q443776) (← links)
- Comparison of estimators for pair-copula constructions (Q443778) (← links)
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes (Q443781) (← links)
- A test for Archimedeanity in bivariate copula models (Q443784) (← links)
- Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
- \(H\)-extendible copulas (Q443789) (← links)
- The multivariate piecing-together approach revisited (Q443790) (← links)
- Nonparametric Bayes classification and hypothesis testing on manifolds (Q444946) (← links)
- \(U\)-statistic with side information (Q444948) (← links)
- Combining quasi and empirical likelihoods in generalized linear models with missing responses (Q444951) (← links)
- Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions (Q444955) (← links)
- Asymptotic normality of posterior distributions for generalized linear mixed models (Q444957) (← links)
- Bootstrapping in non-regular smooth function models (Q444959) (← links)
- A combined beta and normal random-effects model for repeated, overdispersed binary and binomial data (Q444960) (← links)
- Limiting distributions of high-dimensional multivariate beta-type distributions (Q444961) (← links)
- The singular values and vectors of low rank perturbations of large rectangular random matrices (Q444963) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications (Q444965) (← links)
- The inverse Riesz probability distribution on symmetric matrices (Q444968) (← links)
- Moments of MGOU processes and positive semidefinite matrix processes (Q444969) (← links)
- Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model (Q444973) (← links)
- Likelihood inference in small area estimation by combining time-series and cross-sectional data (Q444975) (← links)
- Peakedness and peakedness ordering (Q444976) (← links)
- Some aspects of modeling dependence in copula-based Markov chains (Q444977) (← links)
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (Q444979) (← links)
- On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix (Q444980) (← links)
- New estimation and inference procedures for a single-index conditional distribution model (Q444982) (← links)
- Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function (Q444985) (← links)
- On matrix-variate regression analysis (Q444987) (← links)
- Detecting changes in functional linear models (Q444989) (← links)
- On sample ranges in multiple-outlier models (Q444990) (← links)
- Pattern recognition based on canonical correlations in a high dimension low sample size context (Q444992) (← links)
- Asymptotic theory for the test for multivariate normality by Cox and Small (Q444994) (← links)
- Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models (Q444995) (← links)
- Gaussian approximation of conditional elliptical copulas (Q444996) (← links)
- Nonlinear models with measurement errors subject to single-indexed distortion (Q450847) (← links)
