The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Estimation of means of multivariate normal populations with order restriction (Q847415) (← links)
- Finite-sample inference with monotone incomplete multivariate normal data. II (Q847416) (← links)
- On Beveridge-Nelson decomposition and limit theorems for linear random fields (Q847417) (← links)
- Conditional ordering of order statistics (Q847419) (← links)
- Circular law, extreme singular values and potential theory (Q847420) (← links)
- The Stein phenomenon for monotone incomplete multivariate normal data (Q847421) (← links)
- Multivariate failure times regression with a continuous auxiliary covariate (Q847422) (← links)
- The rank of the covariance matrix of an evanescent field (Q847423) (← links)
- Robust estimation in a nonlinear cointegration model (Q847424) (← links)
- Empirical likelihood inference in partially linear single-index models for longitudinal data (Q847425) (← links)
- Asymptotic distribution of the OLS estimator for a mixed spatial model (Q847426) (← links)
- Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427) (← links)
- Optimizing random scan Gibbs samplers (Q853941) (← links)
- Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943) (← links)
- Some statistical applications of Faa di Bruno (Q853944) (← links)
- Linearly interpolated FDH efficiency score for nonconvex frontiers (Q853945) (← links)
- Two-sample inference for normal mean vectors based on monotone missing data (Q853947) (← links)
- Generating random correlation matrices based on partial correlations (Q853948) (← links)
- The spectral decomposition of covariance matrices for the variance components models (Q853949) (← links)
- A Chernoff-Savage result for shape: On the non-admissibility of pseudo-Gaussian methods (Q853950) (← links)
- Application of modified information criterion to multiple change point problems (Q853951) (← links)
- Estimation of covariance matrices in fixed and mixed effects linear models (Q853952) (← links)
- Contributions to multivariate analysis by Professor Yasunori Fujikoshi (Q855899) (← links)
- Multivariate analysis of variance with fewer observations than the dimension (Q855900) (← links)
- Error bounds for asymptotic expansions of Wilks' lambda distribution (Q855902) (← links)
- Edgeworth expansion of Wilks' lambda statistic (Q855903) (← links)
- Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition (Q855905) (← links)
- On simultaneous confidence intervals for all contrasts in the means of the intraclass correlation model with missing data (Q855908) (← links)
- James-Stein estimators for time series regression models (Q855910) (← links)
- Image classification based on Markov random field models with Jeffreys divergence (Q855911) (← links)
- Non-parametric kernel regression for multinomial data (Q855913) (← links)
- Nonlinear regression modeling via regularized wavelets and smoothing parameter selection (Q855915) (← links)
- Interpreting Kullback--Leibler divergence with the Neyman-Pearson Lemma (Q855917) (← links)
- Non-uniform bounds for short asymptotic expansions in the CLT for balls in a Hilbert space (Q855919) (← links)
- Minimum distance classification rules for high dimensional data (Q855920) (← links)
- A family of estimators for multivariate kurtosis in a nonnormal linear regression model (Q860331) (← links)
- Multivariate weighted renewal functions (Q860332) (← links)
- Asymptotic distributions of nonparametric regression estimators for longitudinal or functional data (Q860333) (← links)
- Density testing in a contaminated sample (Q860334) (← links)
- On limit theorem for the eigenvalues of product of two random matrices (Q860335) (← links)
- Reliability and expectation bounds for coherent systems with exchangeable components (Q860336) (← links)
- HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
- Minimax estimation for singular linear multivariate models with mixed uncertainty (Q860340) (← links)
- On the transitivity of the comonotonic and countermonotonic comparison of random variables (Q860341) (← links)
- Geometry and marginals (Q860342) (← links)
- On unit roots for spatial autoregressive models (Q860343) (← links)
- Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants (Q864265) (← links)
- A test for elliptical symmetry (Q864268) (← links)
- Conditional limiting distribution of type III elliptical random vectors (Q864269) (← links)
- Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss (Q864270) (← links)
