The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Decision theoretic analysis of spherical regression (Q803684) (← links)
- Zero regression of linear statistic on another one and operator- semistable laws (Q803690) (← links)
- On the conditional probability density functions of multivariate uniform random vectors and multivariate normal random vectors (Q803691) (← links)
- Testing for and against a stochastic ordering between multivariate multinomial populations (Q803693) (← links)
- On the prediction theory of two-parameter stationary random fields (Q804088) (← links)
- Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-Gaussian random fields (Q805065) (← links)
- Quantum stochastic processes with independent additive increments (Q805088) (← links)
- Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case (Q805096) (← links)
- Limit distributions for measures of multivariate skewness and kurtosis based on projections (Q805098) (← links)
- Third-order asymptotic properties of a class of test statistics under a local alternative (Q805099) (← links)
- On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles (Q805107) (← links)
- Improved estimators for the GMANOVA problem with application to Monte Carlo simulation (Q805111) (← links)
- Some properties of BLUE in a linear model and canonical correlations associated with linear transformations (Q808129) (← links)
- An elementary proof for an extended version of the Choquet-Deny theorem (Q808511) (← links)
- An empirical process central limit theorem for dependent non-identically distributed random variables (Q808514) (← links)
- A generalization of the Chung-Mogul'skii law of the iterated logarithm (Q808519) (← links)
- Elliptical symmetry and exchangeability with characterizations (Q808583) (← links)
- The conditional expectation as estimator of normally distributed random variables with values in infinitely dimensional Banach spaces (Q808592) (← links)
- M-convergence, et régularité des martingales multivoques: Epi- martingales. (M-convergence and regularity of multivalued martingales: Epi-martingales) (Q809471) (← links)
- On the dependence function of Sibuya in multivariate extreme value theory (Q809504) (← links)
- An approach to improving the James-Stein estimator (Q809506) (← links)
- Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process (Q809524) (← links)
- Nonparametric regression estimation in models with weak error's structure (Q811055) (← links)
- Nonparametric inference for extrinsic means on size-and-(reflection)-shape manifolds with applications in medical imaging (Q842906) (← links)
- Finite-sample inference with monotone incomplete multivariate normal data. I. (Q842908) (← links)
- Normal distribution based pseudo ML for missing data: with applications to mean and covariance structure analysis (Q842909) (← links)
- Multiple imputation and other resampling schemes for imputing missing observations (Q842911) (← links)
- A mixture model-based approach to the clustering of exponential repeated data (Q842912) (← links)
- Moderate deviation principle for autoregressive processes (Q842914) (← links)
- Weyl eigenvalue asymptotics and sharp adaptation on vector bundles (Q842915) (← links)
- Quadratic prediction and quadratic sufficiency in finite populations (Q842916) (← links)
- Generating random correlation matrices based on vines and extended onion method (Q842918) (← links)
- Influence diagnostics and outlier tests for varying coefficient mixed models (Q842919) (← links)
- Maximum likelihood inference for the Cox regression model with applications to missing covariates (Q842920) (← links)
- Bayesian analysis of non-linear structural equation models with non-ignorable missing outcomes from reproductive dispersion models (Q842921) (← links)
- On asymptotic theory for multivariate GARCH models (Q842922) (← links)
- Concentration inequality for evolutionary trees (Q842924) (← links)
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (Q842925) (← links)
- A quantile-copula approach to conditional density estimation (Q842926) (← links)
- Automatic model selection for partially linear models (Q842929) (← links)
- Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA (Q842930) (← links)
- Robust and accurate inference for generalized linear models (Q842932) (← links)
- A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its ageing and dependence properties (Q847405) (← links)
- Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability (Q847406) (← links)
- Semiparametric Bayesian measurement error modeling (Q847408) (← links)
- PRIM analysis (Q847410) (← links)
- Likelihood ratio tests of correlated multivariate samples (Q847411) (← links)
- The Dirichlet Markov ensemble (Q847412) (← links)
- Three-way analysis of imprecise data (Q847413) (← links)
- Near-exact distributions for the independence and sphericity likelihood ratio test statistics (Q847414) (← links)
