The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Sparse estimation in functional linear regression (Q764470) (← links)
- Multivariate versions of Bartlett's formula (Q764471) (← links)
- Robust empirical likelihood inference for generalized partial linear models with longitudinal data (Q764472) (← links)
- Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data (Q764473) (← links)
- Functions operating on multivariate distribution and survival functions - With applications to classical mean-values and to copulas (Q764474) (← links)
- One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic (Q764475) (← links)
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters (Q764476) (← links)
- Second-order accuracy of depth-based bootstrap confidence regions (Q764478) (← links)
- Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location (Q764479) (← links)
- Multivariate Behrens-Fisher problem with missing data (Q764482) (← links)
- Direct variable selection for discrimination among several groups (Q764483) (← links)
- Difference based ridge and Liu type estimators in semiparametric regression models (Q764485) (← links)
- Tail dependence between order statistics (Q764486) (← links)
- Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations (Q764487) (← links)
- On the convergence of row-modification algorithm for matrix projections (Q764490) (← links)
- An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (Q764492) (← links)
- Exceedance probability of the integral of a stochastic process (Q764493) (← links)
- Data sharpening methods in multivariate local quadratic regression (Q764494) (← links)
- Corrected empirical likelihood inference for right-censored partially linear single-index model (Q764495) (← links)
- Estimation for a marginal generalized single-index longitudinal model (Q764497) (← links)
- Bayesian analysis of multivariate t linear mixed models using a combination of IBF and Gibbs samplers (Q764498) (← links)
- General linear mixed model and signal extraction problem with constraint (Q764500) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- Estimation of high-dimensional linear factor models with grouped variables (Q764504) (← links)
- Self-consistent estimation of censored quantile regression (Q764505) (← links)
- Parametrizations and reference priors for multinomial decomposable graphical models (Q764506) (← links)
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates (Q764508) (← links)
- The Schur concavity, Schur multiplicative and harmonic convexities of the second dual form of the Hamy symmetric function with applications (Q764509) (← links)
- Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data (Q764510) (← links)
- Parametric bootstrap methods for bias correction in linear mixed models (Q765823) (← links)
- Large deviations for random matricial moment problems (Q765824) (← links)
- Local Walsh-average regression (Q765825) (← links)
- Smoothness of conditional independence models for discrete data (Q765826) (← links)
- Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
- Application of H-likelihood to factor analysis models with binary response data (Q765830) (← links)
- Information, data dimension and factor structure (Q765833) (← links)
- Asymptotic normality of support vector machine variants and other regularized kernel methods (Q765834) (← links)
- Edgeworth expansions for GEL estimators (Q765836) (← links)
- Root- estimability of some missing data models (Q765837) (← links)
- On sample eigenvalues in a generalized spiked population model (Q765838) (← links)
- Characterization of multivariate heavy-tailed distribution families via copula (Q765839) (← links)
- Semiparametric likelihood estimation in survival models with informative censoring (Q765840) (← links)
- Covariance selection and multivariate dependence (Q765841) (← links)
- Central limit theorem for integrated square error of multivariate nonparametric density estimators (Q786474) (← links)
- The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors (Q787626) (← links)
- Stability of sums of weighted nonnegative random variables (Q788387) (← links)
- Hyperamarts: Conditions for regularity of continuous parameter processes (Q788392) (← links)
- Bivariate step processes and random evolutions (Q788399) (← links)
- Limiting behavior of the eigenvalues of a multivariate F matrix (Q788420) (← links)
- On the reverse process of a critical multitype Galton-Watson processes without variances (Q789110) (← links)
