The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Expansions for the multivariate normal (Q962224) (← links)
- Letter to the editor. Correction to ``On the covariance between functions'' (Q962225) (← links)
- Testing the equality of several covariance matrices with fewer observations than the dimension (Q968483) (← links)
- Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix (Q968484) (← links)
- Asymptotic properties of the maximum likelihood estimator for the proportional hazards model with doubly censored data (Q968486) (← links)
- Adaptive confidence region for the direction in semiparametric regressions (Q968488) (← links)
- Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching (Q968489) (← links)
- On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means (Q968490) (← links)
- A new projection estimate for multivariate location with minimax bias (Q968491) (← links)
- Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions (Q968492) (← links)
- Constructing hierarchical archimedean copulas with Lévy subordinators (Q968494) (← links)
- On the singularity of multivariate skew-symmetric models (Q968495) (← links)
- Empirical Hankel transforms and its applications to goodness-of-fit tests (Q968497) (← links)
- An adaptive wavelet shrinkage approach to the Spektor-Lord-Willis problem (Q968498) (← links)
- Applications of average and projected systems to the study of coherent systems (Q968499) (← links)
- Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution (Q968500) (← links)
- Stochastic properties of INID progressive type-II censored order statistics (Q968501) (← links)
- Estimation of a distribution under generalized censoring (Q968503) (← links)
- Smoothed jackknife empirical likelihood method for ROC curve (Q968504) (← links)
- Generating random \(\mathrm{AR}(p)\) and \(\mathrm{MA}(q)\) Toeplitz correlation matrices (Q968505) (← links)
- General canonical correlations with applications to group symmetry models (Q972888) (← links)
- Entropy based constrained inference for some HDLSS genomic models: UI tests in a Chen-Stein perspective (Q972889) (← links)
- Statistical inference of minimum BD estimators and classifiers for varying-dimensional models (Q972890) (← links)
- On sparse estimation for semiparametric linear transformation models (Q972891) (← links)
- The efficiency of logistic regression compared to normal discriminant analysis under class-conditional classification noise (Q972892) (← links)
- Comparison of Bartlett-type adjusted tests in the multiparameter case (Q972893) (← links)
- Simultaneous confidence band and hypothesis test in generalised varying-coefficient models (Q972894) (← links)
- Detection of a change point based on local-likelihood (Q972895) (← links)
- Bartlett correctable two-sample adjusted empirical likelihood (Q972896) (← links)
- Autoregressive frequency detection using regularized least squares (Q972897) (← links)
- Sparse Bayesian hierarchical modeling of high-dimensional clustering problems (Q972898) (← links)
- Meta densities and the shape of their sample clouds (Q972901) (← links)
- Sharp estimates for the CDF of quadratic forms of MPE random vectors (Q979230) (← links)
- From Archimedean to Liouville copulas (Q979231) (← links)
- High-dimensional Edgeworth expansion of a test statistic on independence and its error bound (Q979234) (← links)
- A van Trees inequality for estimators on manifolds (Q979235) (← links)
- Sequential order statistics with an order statistics prior (Q979236) (← links)
- On the covariance of the asymptotic empirical copula process (Q979237) (← links)
- Semiparametric inference for transformation models via empirical likelihood (Q979238) (← links)
- A class of models for uncorrelated random variables (Q979239) (← links)
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models (Q979240) (← links)
- Random block matrices generalizing the classical Jacobi and Laguerre ensembles (Q979241) (← links)
- On an asymptotically more efficient estimation of the single-index model (Q979243) (← links)
- Estimating cumulative incidence functions when the life distributions are constrained (Q990876) (← links)
- Complexity-penalized estimation of minimum volume sets for dependent data (Q990877) (← links)
- The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix (Q990879) (← links)
- Asymptotics of Bayesian median loss estimation (Q990880) (← links)
- Some equalities for estimations of variance components in a general linear model and its restricted and transformed models (Q990881) (← links)
- Conditional information criteria for selecting variables in linear mixed models (Q990882) (← links)
- Statistical inference for the \(\epsilon \)-entropy and the quadratic Rényi entropy (Q990884) (← links)
