The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- On the eigenvectors of large dimensional sample covariance matrices (Q1124199) (← links)
- I.i.d. representations for the bivariate product limit estimators and the bootstrap versions (Q1124240) (← links)
- Robust shrinkage estimators of the location parameter for elliptically symmetric distributions (Q1124248) (← links)
- A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor? (Q1126152) (← links)
- Asymptotic behavior of sample mean direction for spheres (Q1126153) (← links)
- Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes (Q1126154) (← links)
- On a constrained optimal rule for classification with unknown prior individual group membership (Q1126155) (← links)
- Multivariate locally weighted polynomial fitting and partial derivative estimation (Q1126157) (← links)
- A kernel estimator of a conditional quantile (Q1126159) (← links)
- Effects of smoothing on multivariate statistical properties of the normal to a rough curve or surface (Q1126162) (← links)
- Asymptotic behavior of heat kernels on spheres of large dimensions (Q1126163) (← links)
- An extension of a convolution inequality for \(G\)-monotone functions and an approach to Bartholomew's conjecture (Q1126165) (← links)
- Some new results on stochastic comparisons of spacings from heterogeneous exponential distributions (Q1126166) (← links)
- Mixtures of global and local Edgeworth expansions and their applications (Q1126167) (← links)
- Some new results on covariances involving order statistics from dependent random variables (Q1126168) (← links)
- Operator-stable distributions and stable marginals (Q1131791) (← links)
- On the value of a stopped set function process (Q1131796) (← links)
- A canonical decomposition of the probability measure of sets of isotropic random points in \(\mathbb{R}^n\) (Q1133258) (← links)
- A note on computing the distribution of the norm of Hilbert space valued Gaussian random variables (Q1133844) (← links)
- Definition and characterization of multivariate negative binomial distribution (Q1133851) (← links)
- Asymptotic expansions for conditional distributions (Q1133854) (← links)
- Erratum to: Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations (Q1133855) (← links)
- Third order efficiency of conditional tests for exponential families (Q1133856) (← links)
- A comment on ''Minimization of functions of a positive semidefinite matrix A subject to AX=0'' (Q1133865) (← links)
- An identity for the Wishart distribution with applications (Q1134473) (← links)
- On the construction of Wold decomposition for multivariate stationary processes (Q1135060) (← links)
- Class L of multivariate distributions and its subclasses (Q1135566) (← links)
- Point processes of exits by bivariate Gaussian processes and extremal theory for the \(\chi^2\)-process and its concomitants (Q1135573) (← links)
- Limit theorems for polylinear forms (Q1136172) (← links)
- Conditional expectations and weak and strong compactness in spaces of Bochner integrable functions (Q1136310) (← links)
- Characterizations of multivariate normality II. Through linear regressions (Q1136440) (← links)
- Semistable measures on a Hilbert space (Q1137299) (← links)
- General theorems on ''Little-\(\mathcal O\)'' rates of closeness of two weighted sums of independent Hilbert space valued random variables with applications (Q1137303) (← links)
- Convergence of weighted sums of random elements in \(D[0,1]\) (Q1138286) (← links)
- Convergence rates in the central limit theorem for stationary mixing sequences of random vectors (Q1138290) (← links)
- The necessary and sufficient conditions for dependent quadratic forms to be distributed as multivariate gamma (Q1138317) (← links)
- The empirical characteristic function and large sample hypothesis testing (Q1138863) (← links)
- Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss (Q1138864) (← links)
- Robustness to nonnormality of some transformations of the sample correlation coefficient (Q1139336) (← links)
- An optimum tolerance region for multivariate regression (Q1139908) (← links)
- Representation of Banach space valued quasimartingales by real quasimartingales (Q1140357) (← links)
- Maximum likelihood estimation of a multivariate linear functional relationship (Q1140381) (← links)
- On the quadratic estimation of covariance matrices in multivariate linear models (Q1140382) (← links)
- On Hsu's theorem in multivariate regression (Q1140383) (← links)
- A characterization of Levy probability distribution functions on Euclidean spaces (Q1141970) (← links)
- The use of the tetrachoric series for evaluating multivariate normal probabilities (Q1141993) (← links)
- Asplund operators and a.e. convergence (Q1142481) (← links)
- Spatially homogeneous random evolutions (Q1142487) (← links)
- Cramer-von Mises tests for independence (Q1142508) (← links)
- Some asymptotic properties of a progressively censored nonparametric test for multiple regression (Q1142510) (← links)
