The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Estimation for parameters of interest in random effects growth curve models (Q864271) (← links)
- Multivariate dynamic information (Q864272) (← links)
- Densities for random balanced sampling (Q864273) (← links)
- A bivariate interval censorship model for partnership formation (Q864275) (← links)
- Linear discrimination with equicorrelated training vectors (Q864276) (← links)
- Improving on the maximum likelihood estimators of the means in Poisson decomposable graphical models (Q864277) (← links)
- Estimating common vector parameters in interlaboratory studies (Q873611) (← links)
- Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data (Q873612) (← links)
- More on the inadmissibility of step-up (Q873613) (← links)
- Analysis of repeated measures under unequal variances (Q873616) (← links)
- Completeness and unbiased estimation of mean vector in the multivariate group sequential case (Q873618) (← links)
- Limit distribution of the sum and maximum from multivariate Gaussian sequences (Q873619) (← links)
- Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters (Q873620) (← links)
- On rank correlation measures for non-continuous random variables (Q873621) (← links)
- Simultaneous modelling of the Cholesky decomposition of several covariance matrices (Q873623) (← links)
- On the conic section fitting problem (Q873625) (← links)
- Properties of cyclic subspace regression (Q873629) (← links)
- Second order optimality for estimators in time series regression models (Q873630) (← links)
- Two-sample extended empirical likelihood for estimating equations (Q893162) (← links)
- Calibrated multivariate distributions for improved conditional prediction (Q893163) (← links)
- Variable selection in semiparametric hazard regression for multivariate survival data (Q893164) (← links)
- Strong consistency of the distribution estimator in the nonlinear autoregressive time series (Q893165) (← links)
- Optimal design for multivariate observations in seemingly unrelated linear models (Q893167) (← links)
- On predictive density estimation for location families under integrated squared error loss (Q893168) (← links)
- Construction of two new general classes of bivariate distributions based on stochastic orders (Q893169) (← links)
- Half-region depth for stochastic processes (Q893170) (← links)
- Capturing the severity of type II errors in high-dimensional multiple testing (Q893171) (← links)
- Semi-parametric rank regression with missing responses (Q893172) (← links)
- A better approximation of moments of the eigenvalues and eigenvectors of the sample covariance matrix (Q893173) (← links)
- Partially linear transformation models with varying coefficients for multivariate failure time data (Q893174) (← links)
- Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points (Q893175) (← links)
- Multivariate coefficients of variation: comparison and influence functions (Q893177) (← links)
- Convexity issues in multivariate multiple testing of treatments vs. control (Q900787) (← links)
- A definition of qualitative robustness for general point estimators, and examples (Q900788) (← links)
- Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790) (← links)
- Corrigendum to: ``Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions'' (Q900791) (← links)
- Separation of linear and index covariates in partially linear single-index models (Q900792) (← links)
- Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property (Q900793) (← links)
- Bayesian regression analysis of data with random effects covariates from nonlinear longitudinal measurements (Q900794) (← links)
- Inference for high-dimensional differential correlation matrices (Q900795) (← links)
- Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data (Q900797) (← links)
- Isotropic covariance functions on spheres: some properties and modeling considerations (Q900798) (← links)
- Joint analysis of current count and current status data (Q900799) (← links)
- On the weak convergence and central limit theorem of blurring and nonblurring processes with application to robust location estimation (Q900800) (← links)
- Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
- Multivariate families of gamma-generated distributions with finite or infinite support above or below the diagonal (Q900802) (← links)
- Non-asymptotic adaptive prediction in functional linear models (Q900804) (← links)
- Unified improvements in estimation of a normal covariance matrix in high and low dimensions (Q900805) (← links)
- Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals (Q900808) (← links)
- Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound (Q900809) (← links)
