The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure (Q990886) (← links)
- Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band (Q990887) (← links)
- Sieve maximum likelihood estimation for doubly semiparametric zero-inflated Poisson models (Q990888) (← links)
- Nonparametric comparison of regression functions (Q990889) (← links)
- Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix (Q990890) (← links)
- Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates (Q990891) (← links)
- The multivariate Behrens-Fisher distribution (Q990893) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- A two-sample test for comparison of long memory parameters (Q990895) (← links)
- Bootstrap of deviation probabilities with applications (Q990896) (← links)
- Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory (Q990897) (← links)
- Robust estimation of periodic autoregressive processes in the presence of additive outliers (Q990899) (← links)
- Exploring uses of persistent homology for statistical analysis of landmark-based shape data (Q990901) (← links)
- On the concept of matrix derivative (Q990902) (← links)
- Quantization and clustering with Bregman divergences (Q990903) (← links)
- Smooth depth contours characterize the underlying distribution (Q990904) (← links)
- A note on the maximum correlation for Baker's bivariate distributions with fixed marginals (Q990905) (← links)
- Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
- Some conditional expectation identities for the multivariate normal (Q990907) (← links)
- Weak convergence of non-stationary multivariate marked processes with applications to martingale testing (Q996976) (← links)
- Hazard rate estimation on random fields (Q996977) (← links)
- Moving estimates test with time varying bandwidth (Q996978) (← links)
- Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory (Q996979) (← links)
- Partitioning a non-symmetric measure of association for three-way contingency tables (Q996980) (← links)
- Fisher information for generalised linear mixed models (Q996981) (← links)
- Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models (Q996982) (← links)
- Scan clustering: A false discovery approach (Q996986) (← links)
- Estimation in partially linear models with missing responses at random (Q996987) (← links)
- Characterizations of Arnold and Strauss' and related bivariate exponential models (Q996989) (← links)
- A new class of bivariate distributions and its mixture (Q996990) (← links)
- Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices (Q997001) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Identification of parameters by the distribution of the minimum: The tri-variate normal case with negative correlations (Q997003) (← links)
- Locally best rotation-invariant rank tests for modal location (Q997004) (← links)
- Nonnegative quadratic estimation and quadratic sufficiency in general linear models (Q997005) (← links)
- Homogeneity tests based on several progressively type-II censored samples (Q997007) (← links)
- Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence (Q997008) (← links)
- Weak convergence in the functional autoregressive model (Q997009) (← links)
- Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses (Q997010) (← links)
- Exponential families of mixed Poisson distributions (Q997013) (← links)
- On the Student's \(t\)-distribution and the \(t\)-statistic (Q997014) (← links)
- Three general multivariate semi-Pareto distributions and their characterizations (Q997015) (← links)
- Nonparametric regression estimation with general parametric error covariance (Q1000563) (← links)
- Integral representations of one-dimensional projections for multivariate stable densities (Q1000564) (← links)
- The penalized profile sampler (Q1000565) (← links)
- A continuous spectral density for a random field of continuous-index (Q1000567) (← links)
- Testing for equality between two copulas (Q1000568) (← links)
- Empirical likelihood for heteroscedastic partially linear models (Q1000569) (← links)
- Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms (Q1000570) (← links)
- Optimal tests for homogeneity of covariance, scale, and shape (Q1000571) (← links)
