The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Nonparametric and semiparametric optimal transformations of markers (Q642230) (← links)
- On computing signatures of coherent systems (Q642232) (← links)
- On the asymptotics of numbers of observations in random regions determined by order statistics (Q642233) (← links)
- A note on the power superiority of the restricted likelihood ratio test (Q643291) (← links)
- Adaptive nonparametric regression on spin fiber bundles (Q643292) (← links)
- On a dimension reduction regression with covariate adjustment (Q643293) (← links)
- Jackknife-blockwise empirical likelihood methods under dependence (Q643294) (← links)
- Multivariate measures of skewness for the skew-normal distribution (Q643295) (← links)
- An adaptive estimation of MAVE (Q643296) (← links)
- A note on testing hypotheses for stationary processes in the frequency domain (Q643297) (← links)
- A test of location for exchangeable multivariate normal data with unknown correlation (Q643300) (← links)
- Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions (Q643301) (← links)
- Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances (Q643304) (← links)
- Relational models for contingency tables (Q643306) (← links)
- Score test for the covariance matrix of the elliptical \(t\)-distribution (Q689316) (← links)
- Approximation of multidimensional stable densities (Q689318) (← links)
- Functional characterization of some positively dependent bivariate random vectors (Q689320) (← links)
- Multivariate maximum entropy spectrum (Q689322) (← links)
- Zero-one laws for multilinear forms in Gaussian and other infinitely divisible random variables (Q689325) (← links)
- Asymptotic properties of conjugate Bayes discrete discrimination (Q689326) (← links)
- A method of functional estimation for stationary processes (Q689329) (← links)
- Use of moments in distribution theory: A multivariate case (Q689331) (← links)
- Generalized Bayes Stein-type estimators for regression parameters under linear constraints (Q689333) (← links)
- ML characterization of the multivariate normal distribution (Q689334) (← links)
- Unbiased tests for normal order restricted hypotheses (Q689336) (← links)
- Asymptotic expansion of the misclassification probabilities of D- and A- criteria for discrimination from two high dimensional populations using the theory of large dimensional random matrices (Q689338) (← links)
- Likelihood ratio tests for covariance structure in random effects models (Q689339) (← links)
- Bartlett's decomposition of the posterior distribution of the covariance for normal monotone ignorable missing data (Q689340) (← links)
- On multivariate extremal processes (Q689342) (← links)
- Asymptotic analysis of a multiple frequency estimation method (Q689345) (← links)
- Identity reproducing multivariate nonparametric regression (Q689346) (← links)
- Estimation of a mean vector in a two-sample problem (Q689347) (← links)
- Parametric families of multivariate distributions with given margins (Q689348) (← links)
- Kernel estimators for cell probabilities (Q689350) (← links)
- A comparative study of goodness-of-fit tests for multivariate normality (Q689353) (← links)
- Optimal coupling of multivariate distributions and stochastic processes (Q689356) (← links)
- Reliability measures in the discrete bivariate set-up and related characterization results for a bivariate geometric distribution (Q689357) (← links)
- Multiparameter bandwidth processes and adaptive surface smoothing (Q689359) (← links)
- \(U\)-estimators of regression coefficients (Q689361) (← links)
- Estimating a multidimensional extreme-value distribution (Q689363) (← links)
- Asymptotic confidence spheres in certain Banach spaces via covariance operators (Q689365) (← links)
- Asymptotically optimal estimators of general regression functionals (Q689366) (← links)
- A weak invariance principle for weighted \(U\)-statistics with varying kernels (Q689368) (← links)
- Correcting the negativity of high-order kernel density estimators (Q689370) (← links)
- Proxy and instrumental variable methods in a regression model with one of the regressors missing (Q689372) (← links)
- The law of the iterated logarithm for \(U\)-processes (Q689373) (← links)
- A mixed limit theorem for stable random fields (Q689375) (← links)
- Asymptotic properties of serial covariances for nonlinear stationary processes (Q689377) (← links)
- New discrete Appell and Humbert distributions with relevance to bivariate accident data (Q690952) (← links)
- Multivariate distributions and the moment problem (Q690953) (← links)
