The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- A remark on the tail probability of a distribution (Q1245519) (← links)
- The generalized variance of a stationary autoregressive process (Q1245522) (← links)
- On multiple Markov chains (Q1245532) (← links)
- Minimax estimation of a multivariate normal mean under polynomial loss (Q1245538) (← links)
- A third-order optimum property of the maximum likelihood estimator (Q1245541) (← links)
- On the square root of a positive \(B(\mathfrak X\mathfrak X^*)\)-valued function (Q1246194) (← links)
- Some properties and generalizations of multivariate Eyraud-Gumbel- Morgenstern distributions (Q1246217) (← links)
- Minimax estimators of the multinormal mean: Autoregressive priors (Q1246218) (← links)
- Uniform distribution on a Stiefel manifold (Q1246221) (← links)
- An inequality for approximate likelihood ratios (Q1246790) (← links)
- Generalizations of P. Levy's inversion theorem (Q1246854) (← links)
- A characterization of the multivariate normal distribution (Q1246979) (← links)
- Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations (Q1246980) (← links)
- A note on the asymptotic behavior of an entire characteristic function of a multivariate probability law (Q1247102) (← links)
- On the unimodality of multivariate symmetric distribution functions of class L (Q1247103) (← links)
- A multidimensional Newton-Raphson method and its applications to the existence of asymptotic \(F_N\)-estimators and their stochastic expansions (Q1247133) (← links)
- Tests on multiple correlation coefficient and multiple partial correlation coefficient (Q1247139) (← links)
- Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test (Q1247140) (← links)
- Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem (Q1247683) (← links)
- Scaling limits of Gaussian vector fields (Q1247685) (← links)
- Necessary conditions for normed convergence of critical multitype Bienayme-Galton-Watson processes without variance (Q1247688) (← links)
- Some properties of bivariate Gumbel type a distributions with proportional hazard rates (Q1247700) (← links)
- Improved estimates for multivariate complex-normal regression with application to analysis of linear time-invariant relation-ships (Q1247711) (← links)
- Reduction of variance for Gaussian densities via restriction to convex sets (Q1248269) (← links)
- A property of random processes with unit multiplicity (Q1248273) (← links)
- Asymptotic distributions for the elementary symmetric functions of two matrices under the assumption of linearity (Q1248293) (← links)
- Statistical inference for a certain class of bivariate distributions (Q1248303) (← links)
- On the multivariate two-sample problem using strong approximations of the EDF (Q1248304) (← links)
- Radon-Nikodym theorems for set-valued measures (Q1248592) (← links)
- General theorems on rates of convergence in distribution of random variables I. General limit theorems (Q1248835) (← links)
- General theorems on rates of convergence in distribution of random variables II. Applications to the stable limit laws and weak law of large numbers (Q1248836) (← links)
- On monotonicity of the modified likelihood ratio test for the equality of two covariances (Q1248857) (← links)
- A uniform bound for the deviation of empirical distribution functions (Q1248867) (← links)
- A convergence theorem for spectral factorization (Q1248990) (← links)
- The distribution of the likelihood ratio for additive processes (Q1249379) (← links)
- Asymptotic nonnull distributions for tests for reality of a covariance matrix (Q1249400) (← links)
- The information matrices of the parameters of multiple mixed time series (Q1249405) (← links)
- Optimum designs when the observations are second-order processes (Q1249822) (← links)
- Infinite-variate wide-sense Markov processes and functional analysis for bounded operator-forming vectors (Q1249900) (← links)
- A class of bivariate distributions including the bivariate logistic (Q1249905) (← links)
- On the asymptotic distribution of multivariate M-estimates (Q1249906) (← links)
- Certain characterizations with linearity of regression in additive damage models (Q1249908) (← links)
- Inference in canonical correlation analysis (Q1249910) (← links)
- Nonnull distributions of some statistics associated with testing for the equality of two covariance matrices (Q1249911) (← links)
- Testing independence of variates in an infinitely divisible random vector (Q1249912) (← links)
- A class of multivariate symmetric stable distributions (Q1249913) (← links)
- Some optimization problems with applications to canonical correlations and sphericity tests (Q1250148) (← links)
- Measurable linear transformations on abstract Wiener spaces (Q1250311) (← links)
- Collision problems of random walks in two-dimensional time (Q1250487) (← links)
- An approximation theorem for likelihood ratios (Q1250654) (← links)
