The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Probability distributions with given multivariate marginals and given dependence structure (Q1261299) (← links)
- On conditional distributions of nearest neighbors (Q1261301) (← links)
- Nonnegative estimation of variance components in unbalanced mixed models with two variance components (Q1261302) (← links)
- On the power superiority of likelihood ratio tests for restricted alternatives (Q1261304) (← links)
- Hölder classes of vector-valued functions and convergence of the best predictor (Q1261305) (← links)
- D-optimal designs for a multivariate regression model (Q1261306) (← links)
- Bias-robust estimators of multivariate scatter based on projections (Q1261307) (← links)
- On the calculation of derived variables in the analysis of multivariate responses (Q1261308) (← links)
- Asymptotically most powerful rank tests for multivariate randomness against serial dependence (Q1262052) (← links)
- The Fourier transform in white noise calculus (Q1262604) (← links)
- On the expectation of a ratio of quadratic forms in normal variables (Q1262655) (← links)
- Maximum likelihood estimators in multivariate linear normal models (Q1262656) (← links)
- \(\alpha\)-stable limit theorems for sums of dependent random vectors (Q1263159) (← links)
- On improving the shortest length confidence interval for the generalized variance. (Q1263182) (← links)
- Estimation of multivariate binary density using orthogonal functions (Q1263194) (← links)
- Diffusions of perturbed principal component analysis (Q1263197) (← links)
- Subset regression time series and its modeling procedures (Q1263208) (← links)
- Limit theorems for the negative parts of weighted multivariate empirical processes with application (Q1263864) (← links)
- The law of the iterated logarithm for empirical processes on Vapnik- Červonenkis classes (Q1263867) (← links)
- The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability (Q1263897) (← links)
- Robust nonparametric regression estimation (Q1263900) (← links)
- A characterization of random variables with minimum \(L^ 2\)-distance (Q1263903) (← links)
- The Dirichlet distributions and polynomial regression (Q1263904) (← links)
- Estimation of dimension for spatially distributed data and related limit theorems (Q1263905) (← links)
- Estimating multiple rater agreement for a rare diagnosis (Q1263907) (← links)
- On ARX(\(\infty)\) approximation (Q1263912) (← links)
- Semiparametric estimation in the multivariate Liouville model. (Q1264500) (← links)
- Perturbation inequalities and confidence sets for functions of a scatter matrix. (Q1264501) (← links)
- Elliptical functional models. (Q1264503) (← links)
- Cyclic subspace regression (Q1264508) (← links)
- Combining estimates of tectonic plate rotations: an extension of Welch's method to spherical regression (Q1264511) (← links)
- Pointwise improvement of multivariate kernel density estimates. (Q1264513) (← links)
- Infinite divisibility of random objects in locally compact positive convex cones. (Q1264514) (← links)
- Nonparametric estimation of the measurement error model using multiple indicators. (Q1264515) (← links)
- Approximation of the power of kurtosis test for multinormality. (Q1264516) (← links)
- Dimensionality in MANOVA tested by a closed testing procedure. (Q1264518) (← links)
- Outliers in multivariate regression models. (Q1264519) (← links)
- The Hilbert kernel regression estimate. (Q1264520) (← links)
- Testing of spherical symmetry of a multivariate distribution. (Q1264522) (← links)
- Asymptotics of estimating equations under natural conditions. (Q1264523) (← links)
- Conditional iterative proportional fitting for Gaussian distributions (Q1264524) (← links)
- Model-building problem of periodically correlated \(m\)-variate moving average processes (Q1268004) (← links)
- On the geometrical convergence of Gibbs sampler in \(\mathbb R^d\) (Q1268005) (← links)
- On covariance estimators of factor loadings in factor analysis (Q1268006) (← links)
- Fixed-width simultaneous confidence intervals for multinormal means in several intraclass correlation models (Q1268007) (← links)
- A conditional test for a non-negative mean vector based on a Hotelling's \(T^2\)-type statistic (Q1268008) (← links)
- On polynomial estimators of frontiers and boundaries (Q1268010) (← links)
- On the rate of strong consistency of the total time on test statistic (Q1268011) (← links)
- On the efficiency of affine invariant multivariate rank tests (Q1268014) (← links)
- Normal linear regression models with recursive graphical Markov structure (Q1268015) (← links)
