The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Equalities for estimators of partial parameters under linear model with restrictions (Q900810) (← links)
- Singular inverse Wishart distribution and its application to portfolio theory (Q900811) (← links)
- The Fine-Gray model under interval censored competing risks data (Q900812) (← links)
- Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure (Q900816) (← links)
- Shrinkage estimation in spatial autoregressive model (Q900819) (← links)
- A multivariate circular distribution with applications to the protein structure prediction problem (Q900820) (← links)
- Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821) (← links)
- On the uniform consistency of the zonoid depth (Q900822) (← links)
- Extending mixtures of factor models using the restricted multivariate skew-normal distribution (Q900823) (← links)
- Characterization of beta distribution on symmetric cones (Q900824) (← links)
- Higher order density approximations for solutions to estimating equations (Q900825) (← links)
- On the closure of relational models (Q900826) (← links)
- Bias-corrected estimation of stable tail dependence function (Q900828) (← links)
- Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance (Q900830) (← links)
- Robust model-free feature screening via quantile correlation (Q900833) (← links)
- The analysis of multivariate longitudinal data using multivariate marginal models (Q900834) (← links)
- Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data (Q900835) (← links)
- Estimating the conditional extreme-value index under random right-censoring (Q901273) (← links)
- Testing covariates in high dimension linear regression with latent factors (Q901275) (← links)
- Multivariate spline analysis for multiplicative models: estimation, testing and application to climate change (Q901277) (← links)
- Asymptotics of the two-stage spatial sign correlation (Q901278) (← links)
- Reliable inference for complex models by discriminative composite likelihood estimation (Q901279) (← links)
- Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure (Q901280) (← links)
- Least product relative error estimation (Q901281) (← links)
- Consistent estimation of survival functions under uniform stochastic ordering; the \(k\)-sample case (Q901282) (← links)
- Bayesian factor analysis with uncertain functional constraints about factor loadings (Q901283) (← links)
- Tail asymptotics for the bivariate skew normal (Q901284) (← links)
- Elliptical affine shape distributions for real normed division algebras (Q901285) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- Quantile regression of longitudinal data with informative observation times (Q901287) (← links)
- Bivariate one-sample optimal location test for spherical stable densities by Padé' methods (Q901288) (← links)
- New algorithms for \(M\)-estimation of multivariate scatter and location (Q901290) (← links)
- On the worst and least possible asymptotic dependence (Q901291) (← links)
- Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models (Q908623) (← links)
- Continuous dependence of ergodic limits (Q909957) (← links)
- An extension of Lai and Wei's law of the iterated logarithm with applications to time series analysis and regression (Q910090) (← links)
- On complex operator-valued O-U processes, T-positivity, and innovations of Okabe and Masani (Q910824) (← links)
- Region of maximum probability content of fixed diameter (Q911139) (← links)
- Some representations of the multivariate Bernoulli and binomial distributions (Q911185) (← links)
- On a decomposition problem for multivariate probability measures (Q912460) (← links)
- Copulae of probability measures on product spaces (Q912464) (← links)
- Saddlepoint method for obtaining tail probability of Wilk's likelihood ratio test (Q912516) (← links)
- Estimation of the reciprocal of the density quantile function at a point (Q912525) (← links)
- Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case (Q912526) (← links)
- Updating of moments (Q913392) (← links)
- The problem of identification of parameters by the distribution of the maximum random variable: Solution for the trivariate normal case (Q913393) (← links)
- Generalized Hodges-Lehmann estimators for the analysis of variance (Q913400) (← links)
- The matrix angular central Gaussian distribution (Q913411) (← links)
- Distributions of orientations on Stiefel manifolds (Q913412) (← links)
- Inference on covariance matrices under rank restrictions (Q913413) (← links)
