The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Vectors of two-parameter Poisson-Dirichlet processes (Q631612) (← links)
- Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613) (← links)
- Local likelihood estimation for nonstationary random fields (Q631615) (← links)
- Multivariate linear recursions with Markov-dependent coefficients (Q631617) (← links)
- Autoregressive process modeling via the Lasso procedure (Q631620) (← links)
- A link-free method for testing the significance of predictors (Q631622) (← links)
- Log-linear Poisson autoregression (Q631623) (← links)
- Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625) (← links)
- Statistical inference using a weighted difference-based series approach for partially linear regression models (Q631626) (← links)
- Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components (Q631629) (← links)
- Restricted one way analysis of variance using the empirical likelihood ratio test (Q631630) (← links)
- Conditional and unconditional methods for selecting variables in linear mixed models (Q631631) (← links)
- Blockwise empirical likelihood for time series of counts (Q631632) (← links)
- Composing the cumulative quantile regression function and the Goldie concentration curve (Q631634) (← links)
- Estimation of a multivariate stochastic volatility density by kernel deconvolution (Q631636) (← links)
- Quadratic minimisation problems in statistics (Q631640) (← links)
- Applications of quadratic minimisation problems in statistics (Q631641) (← links)
- Empirical likelihood for semiparametric regression model with missing response data (Q632744) (← links)
- Some theoretical properties of Silverman's method for smoothed functional principal component analysis (Q632745) (← links)
- High dimensional data analysis using multivariate generalized spatial quantiles (Q632748) (← links)
- Convergence proof of matrix dynamics for online linear discriminant analysis (Q632750) (← links)
- A numerical method for minimum distance estimation problems (Q632751) (← links)
- Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions (Q632753) (← links)
- Tests for independence in non-parametric heteroscedastic regression models (Q632754) (← links)
- \(\sqrt n\)-consistent robust integration-based estimation (Q632755) (← links)
- Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices (Q632757) (← links)
- Erratum to ``Construction of asymmetric multivariate copulas'' (Q632759) (← links)
- Difference based estimation for partially linear regression models with measurement errors (Q634544) (← links)
- Consistent multiple testing for change points (Q634546) (← links)
- The complete mixability and convex minimization problems with monotone marginal densities (Q634547) (← links)
- Classification of a screened data into one of two normal populations perturbed by a screening scheme (Q634548) (← links)
- Variable selection in model-based discriminant analysis (Q634551) (← links)
- On a model selection problem from high-dimensional sample covariance matrices (Q634554) (← links)
- Generalized Marshall-Olkin distributions and related bivariate aging properties (Q634555) (← links)
- On signature-based expressions of system reliability (Q634556) (← links)
- Empirical Bayes predictive densities for high-dimensional normal models (Q634558) (← links)
- A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators (Q634559) (← links)
- An approach to modeling asymmetric multivariate spatial covariance structures (Q634560) (← links)
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- Testing model assumptions in functional regression models (Q634563) (← links)
- Cornish-Fisher expansions using sample cumulants and monotonic transformations (Q642218) (← links)
- Hierarchical subspace models for contingency tables (Q642219) (← links)
- Qualitative and infinitesimal robustness of tail-dependent statistical functionals (Q642220) (← links)
- Testing for positive evidence of equally likely outcomes (Q642221) (← links)
- Time-varying coefficient estimation in differential equation models with noisy time-varying covariates (Q642222) (← links)
- Admissible prediction in superpopulation models with random regression coefficients under matrix loss function (Q642224) (← links)
- Statistical theory of shape under elliptical models and singular value decompositions (Q642225) (← links)
- On prediction rate in partial functional linear regression (Q642226) (← links)
- Some notes on extremal discriminant analysis (Q642227) (← links)
- Partially linear single-index beta regression model and score test (Q642228) (← links)
