The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Approximating the integral of a multifunction (Q1105722) (← links)
- On the \(L^ 1_{{\mathcal F}}\) convergence for conditional Amarts (Q1105907) (← links)
- Filtrations for the two parameter jump process (Q1105915) (← links)
- Multiple stochastic integrals with dependent integrators (Q1105916) (← links)
- Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions (Q1105934) (← links)
- Normed likelihood as saddlepoint approximation (Q1105935) (← links)
- Isotonic M-estimation of location: Union-intersection principle and preliminary test versions (Q1105941) (← links)
- Conditionally ordered distributions (Q1105945) (← links)
- Equivariant estimation of a mean vector \(\mu\) of N(\(\mu\) ,\(\Sigma\) ) with \(\mu '\Sigma ^{-1}\mu =1\) or \(\Sigma ^{-}\mu =c\) or \(\Sigma =\sigma\) 2\(\mu\) '\(\mu\) I (Q1105947) (← links)
- Minimal complete classes of invariant tests for equality of normal covariance matrices and sphericity (Q1105950) (← links)
- Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population (Q1105951) (← links)
- Poisson approximations of multinomial distributions and point processes (Q1106546) (← links)
- On the representation of finite multiple Markov chains by weighted circuits (Q1106555) (← links)
- Random walks on \(Z^n_2\) (Q1106556) (← links)
- A characterization of translation-invariant experiments admitting adaptive estimates (Q1106582) (← links)
- Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions (Q1106588) (← links)
- A note on the largest eigenvalue of a large dimensional sample covariance matrix (Q1107209) (← links)
- Adaptive nonparametric estimation of a multivariate regression function (Q1107923) (← links)
- A generalized Cauchy-Binet formula and applications to total positivity and majorization (Q1107928) (← links)
- A note on generalized Gaussian random fields (Q1108661) (← links)
- Association of probability measures on partially ordered spaces (Q1109402) (← links)
- On the area of the circles covered by a random walk (Q1109422) (← links)
- An elementary proof of the Knight-Meyer characterization of the Cauchy distribution (Q1109443) (← links)
- On the second order local comparison between perturbed maximum likelihood estimators and Rao's statistic as test statistics (Q1109448) (← links)
- Asymptotic results in robust quasi-Bayesian estimation (Q1109450) (← links)
- Asymptotics of conditional empirical processes (Q1109453) (← links)
- Smoothness properties of the conditional expectation in finitely additive white noise filtering (Q1110191) (← links)
- Invariance principles for changepoint problems (Q1110211) (← links)
- The demographic variation process of branching random fields (Q1110902) (← links)
- An application of a multivariate central limit theorem to sampling without replacement (Q1110937) (← links)
- A characterisation of Dirichlet distributions (Q1110938) (← links)
- On the use of compactly supported density estimates in problems of discrimination (Q1110948) (← links)
- On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic (Q1110954) (← links)
- Multivariate calibration: A generalization of the classical estimator (Q1110962) (← links)
- Maximum likelihood estimation for birth and multidimensional Brownian process (Q1110968) (← links)
- A discounted cost relationship (Q1110970) (← links)
- Nonminimum phase non-Gaussian deconvolution (Q1111235) (← links)
- Ergodicity and central limit theorems for a class of Markov processes (Q1111244) (← links)
- Estimation of parameters for Hilbert space-valued partially observable stochastic processes (Q1111295) (← links)
- A note on the exponentiality of total hazards before failure (Q1112449) (← links)
- Proof of a necessary and sufficient condition for admissibility in discrete multivariate problems (Q1112484) (← links)
- Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case (Q1112497) (← links)
- Some asymptotic inferential problems connected with elliptical distributions (Q1112498) (← links)
- Inference properties of a one-parameter curved exponential family of distributions with given marginals (Q1112508) (← links)
- Analysis of odds ratios in \(2\times n\) ordinal contingency tables (Q1112510) (← links)
- Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes (Q1112518) (← links)
- Inference in a model with at most one slope-change point (Q1112520) (← links)
- An improved estimation method for univariate autoregressive models (Q1112521) (← links)
- Paradoxes in conditional probability (Q1113226) (← links)
- Kernel density and hazard function estimation in the presence of censoring (Q1113236) (← links)
