The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- A note on Edgeworth expansions for the von Mises functionals (Q1114254) (← links)
- Concentration inequalities for Gauss-Markov estimators (Q1114269) (← links)
- A prediction problem for the Brownian sheet (Q1115010) (← links)
- On the structure of admissible linear estimators (Q1115047) (← links)
- Consistency of a nonparametric estimate of a density function for dependent variables (Q1115056) (← links)
- On confidence bands in nonparametric density estimation and regression (Q1115059) (← links)
- Robustness study for a linear growth model (Q1115063) (← links)
- All-pass matrices, the positive real lemma, and unit canonical correlations between future and past (Q1115074) (← links)
- Admissible linear estimation in a general Gauss-Markov model with an incorrectly specified dispersion matrix (Q1116216) (← links)
- On the estimation of the derivatives of a function with the derivatives of an estimate (Q1116228) (← links)
- Characterizations of some bivariate life-distributions (Q1116231) (← links)
- Empirical and hierarchical Bayes competitors of preliminary test estimators in two sample problems (Q1116232) (← links)
- Reduced-rank models for interaction in unequally replicated two-way classifications (Q1116240) (← links)
- Invariance principles for renewal processes when only moments of low order exist (Q1116529) (← links)
- Likelihood process in parametric model of censored data with staggered entry-asymptotic properties and applications (Q1116581) (← links)
- Optimal clustering on the real line (Q1116592) (← links)
- Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap (Q1117631) (← links)
- Exponential bounds of mean error for the kernel estimate of regression functions (Q1117632) (← links)
- Asymptotic maximal deviation of M-smoothers (Q1117633) (← links)
- Asymptotic optimality of nonparametric tests for restricted alternatives in some multivariate mixed models (Q1117635) (← links)
- Confidence bands for percentile residual lifetime under random censorship model (Q1117636) (← links)
- A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model (Q1117639) (← links)
- Stein estimation under elliptical distributions (Q1117641) (← links)
- Comparison of factor spaces of two related populations (Q1117644) (← links)
- MANOVA in the multivariate components of variance model (Q1117647) (← links)
- Rank tests for matched pair experiments with censored data (Q1118286) (← links)
- Multivariate functional least squares (Q1118293) (← links)
- Limit theorems arising from sequences of multinomial random vectors (Q1118900) (← links)
- Independent marginals of infinitely divisible and operator semi-stable measures (Q1120181) (← links)
- The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances (Q1120209) (← links)
- On moment conditions for valid formal Edgeworth expansions (Q1120213) (← links)
- A note on Edgeworth expansions for the lattice case (Q1120214) (← links)
- Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators (Q1120234) (← links)
- On weak convergence of measures on Hilbert spaces (Q1120887) (← links)
- The functional law of the iterated logarithm for von Mises functionals and multiple Wiener integrals (Q1120894) (← links)
- Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process (Q1120903) (← links)
- Minimizing \(L_ 1\) distance in nonparametric density estimation (Q1120929) (← links)
- Clipped Gaussian processes are never M-step Markov (Q1121593) (← links)
- Asymptotically precise estimate of the accuracy of Gaussian approximation in Hilbert space (Q1122207) (← links)
- Continuity of symmetric stable processes (Q1122216) (← links)
- A strong law of large numbers for nonparametric regression (Q1122261) (← links)
- Asymptotic expansions for sums of nonidentically distributed Bernoulli random variables (Q1122858) (← links)
- Extensions of results of Komlós, Major, and Tusnády to the multivariate case (Q1122862) (← links)
- On the representation theorem for exchangeable arrays (Q1122865) (← links)
- Error bounds for asymptotic expansions of scale mixtures of univariate and multivariate distributions (Q1122893) (← links)
- Estimation and testing in large binary contingency tables (Q1122904) (← links)
- Optimality of the least squares estimator (Q1122908) (← links)
- On the convergence of finite linear predictors of stationary processes (Q1122914) (← links)
- Stabilité de sommes pondérées de variables aléatoires vectorielles. (Stability of weighted sums of vector random variables) (Q1123470) (← links)
- Some properties of bivariate empirical hazard processes under random censoring (Q1123512) (← links)
