The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Asymptotically optimal tests for parametric functions against ordered functional alternatives (Q558053) (← links)
- Asymptotics in Bayesian decision theory with applications to global robustness (Q558055) (← links)
- Stochastic response restrictions (Q558058) (← links)
- Block thresholding for density estimation: local and global adaptivity (Q558059) (← links)
- Efficiency of test for independence after Box--Cox transformation (Q558061) (← links)
- Goodness-of-fit tests for copulas (Q558063) (← links)
- Depth estimators and tests based on the likelihood principle with application to regression (Q558064) (← links)
- Censored multiple regression by the method of average derivatives (Q558066) (← links)
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited (Q558069) (← links)
- The central limit theorem for weighted empirical processes indexed by sets (Q578731) (← links)
- Approximations for multivariate U-statistics (Q578787) (← links)
- Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators (Q578802) (← links)
- Nuclear subspace of \(L^ 0\) and the kernel of a linear measure (Q580808) (← links)
- A central limit theorem applicable to robust regression estimators (Q580843) (← links)
- Convergence results for maximum likelihood type estimators in multivariable ARMA models (Q580858) (← links)
- Strong approximation of continuous time stochastic processes (Q581920) (← links)
- Representation of strongly harmonizable periodically correlated processes and their covariances (Q581923) (← links)
- On the predictor of non-full-rank bivariate stochastic processes (Q581924) (← links)
- An asymptotic minimax theorem of order \(n^{-1/2}\) (Q581954) (← links)
- On non-null distributions connected with testing that a real normal distribution is complex (Q581963) (← links)
- A class of tests for a general covariance structure (Q581964) (← links)
- A generalized Cramér-Rao analogue for median-unbiased estimators (Q581966) (← links)
- An optimal property of the Gauss-Markov estimator (Q581967) (← links)
- Improved estimation under collinearity and squared error loss (Q581970) (← links)
- Convergence rates for inverse Toeplitz matrix forms (Q581984) (← links)
- Intensity-based inference for planar point processes (Q581985) (← links)
- On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix (Q583703) (← links)
- A matricial extension of the Helson-Sarason theorem and a characterization of some multivariate linearly completely regular processes (Q583715) (← links)
- Ito stochastic integral in the dual of a nuclear space (Q583718) (← links)
- Stochastic differential equations on the plane: Smoothness of the solution (Q583719) (← links)
- On the laws of large numbers for nonnegative random variables (Q584824) (← links)
- Asymptotic properties of Cramer-Smirnov statistics. A new approach (Q584854) (← links)
- Entropy differential metric, distance and divergence measures in probability spaces: A unified approach (Q594457) (← links)
- The past of a stopping point and stopping for two-parameter processes (Q594467) (← links)
- The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance (Q594514) (← links)
- The weak and strong Gaussian probabilistic realization problem (Q595264) (← links)
- Limit theorems for weighted sums of random elements in separable Banach spaces (Q600157) (← links)
- Parametric estimation for a simple branching diffusion process (Q600204) (← links)
- On the estimation of the parameters of a power spectrum (Q600205) (← links)
- Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339) (← links)
- Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties (Q604340) (← links)
- \(M\)-type smoothing spline ANOVA for correlated data (Q604343) (← links)
- On decompositional algorithms for uniform sampling from \(n\)-spheres and \(n\)-balls (Q604345) (← links)
- An approach to multiway contingency tables based on \(\phi \)-divergence test statistics (Q604347) (← links)
- The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
- Limiting distributions of maxima under triangular schemes (Q604350) (← links)
- Depth notions for orthogonal regression (Q604352) (← links)
- Asymptotic expansion of the minimum covariance determinant estimators (Q604353) (← links)
- Multivariate logistic regression with incomplete covariate and auxiliary information (Q604354) (← links)
- Concordance measures for multivariate non-continuous random vectors (Q604355) (← links)
