The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Expected predictive least squares for model selection in covariance structures (Q512004) (← links)
- Smooth predictive model fitting in regression (Q512005) (← links)
- Stationary Gaussian Markov processes as limits of stationary autoregressive time series (Q512009) (← links)
- Efficient dimension reduction for multivariate response data (Q512012) (← links)
- Linear hypothesis testing in high-dimensional one-way MANOVA (Q512013) (← links)
- High-dimensional rank tests for sphericity (Q512015) (← links)
- A natural parametrization of multivariate distributions with limited memory (Q512017) (← links)
- An innovations algorithm for the prediction of functional linear processes (Q512020) (← links)
- Wishart distributions: advances in theory with Bayesian application (Q512024) (← links)
- Optimal Berry-Esseen bound for statistical estimations and its application to SPDE (Q512025) (← links)
- Testing block-diagonal covariance structure for high-dimensional data under non-normality (Q512027) (← links)
- Multivariate dependence modeling based on comonotonic factors (Q512029) (← links)
- Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation (Q512032) (← links)
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- On qualitative robustness of support vector machines (Q538179) (← links)
- On the Gaussian approximation of vector-valued multiple integrals (Q538180) (← links)
- Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality (Q538181) (← links)
- On the maximum of covariance estimators (Q538182) (← links)
- A copula-based model of speculative price dynamics in discrete time (Q538184) (← links)
- Bahadur representation for \(U\)-quantiles of dependent data (Q538185) (← links)
- Asymptotic expansions for a class of tests for a general covariance structure under a local alternative (Q538188) (← links)
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality (Q538191) (← links)
- Characteristic functions of scale mixtures of multivariate skew-normal distributions (Q548642) (← links)
- Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes (Q548644) (← links)
- Nonparametric additive model-assisted estimation for survey data (Q548647) (← links)
- Consistent tuning parameter selection in high dimensional sparse linear regression (Q548648) (← links)
- Bayesian MAP model selection of chain event graphs (Q548650) (← links)
- Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
- Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model (Q549917) (← links)
- Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance (Q549918) (← links)
- Improved transformed deviance statistic for testing a logistic regression model (Q549919) (← links)
- Estimates of MM type for the multivariate linear model (Q549921) (← links)
- Characterization theorems for some classes of covariance functions associated to vector valued random fields (Q549922) (← links)
- Semiparametric analysis in double-sampling designs via empirical likelihood (Q549923) (← links)
- Superefficient estimation of the marginals by exploiting knowledge on the copula (Q549925) (← links)
- A new class of minimum power divergence estimators with applications to cancer surveillance (Q550171) (← links)
- Flexible bivariate beta distributions (Q550172) (← links)
- Moderate deviations of generalized method of moments and empirical likelihood estimators (Q550173) (← links)
- All admissible linear estimators of a regression coefficient under a balanced loss function (Q550174) (← links)
- Optimal vector quantization in terms of Wasserstein distance (Q550175) (← links)
- Laplace approximations to hypergeometric functions of two matrix arguments (Q557986) (← links)
- Adequateness and interpretability of objective functions in ordinal data analysis (Q557988) (← links)
- On the minimization of multinomial tails and the Gupta-Nagel conjecture (Q557990) (← links)
- Singular random matrix decompositions: distributions (Q557991) (← links)
- On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships (Q557994) (← links)
- On the dependence structure of order statistics (Q557998) (← links)
- Dependence structures of multivariate Bernoulli random vectors (Q558000) (← links)
- Density estimation by the penalized combinatorial method (Q558002) (← links)
- Item response theory for longitudinal data: population parameter estimation (Q558049) (← links)
- On a combination method of VDR and patchwork for generating uniform random points on a unit sphere (Q558050) (← links)
