The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- On the rate of multivariate Poisson convergence (Q1290940) (← links)
- Halfspace depth and regression depth characterize the empirical distribution (Q1290941) (← links)
- Generalized MLE of a joint distribution function with multivariate interval-censored data (Q1293659) (← links)
- Permutation tests for multivariate location problems (Q1293660) (← links)
- A characterization of quasi-copulas (Q1293663) (← links)
- Efficient ML estimation of the multivariate normal distribution from incomplete data (Q1293664) (← links)
- On confidence intervals in nonparametric binary regression via Edgeworth expansions (Q1293665) (← links)
- Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution (Q1293666) (← links)
- A strong representation of the product-limit estimator for left truncated and right censored data (Q1293667) (← links)
- Addendum to the paper ``The generalized integer gamma distribution -- A basis for distributions in multivariate statistics'' (Q1293668) (← links)
- Asymptotic theory for canonical correlation analysis (Q1301588) (← links)
- On robust Bayesian analysis for location and scale parameters (Q1301590) (← links)
- A central limit theorem for local polynomial backfitting estimators (Q1301591) (← links)
- Bayesian statistical inference on elliptical matrix distributions (Q1301592) (← links)
- On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model (Q1301593) (← links)
- Bayesian estimation for spherically symmetric distributions (Q1301595) (← links)
- Weighting games in robust linear regression (Q1301597) (← links)
- Spectral approximation to the likelihood for an intrinsic Gaussian random field (Q1301599) (← links)
- Joint distributions of the numbers of visits for finite-state Markov chains (Q1303853) (← links)
- Nonparametric regression with singular design. (Q1303854) (← links)
- Spherically symmetric logistic distribution. (Q1303856) (← links)
- Normal approximation rate of the kernel smoothing estimator in a partial linear model. (Q1303858) (← links)
- On the underfitting and overfitting sets of models chosen by order selection criteria. (Q1303860) (← links)
- Conditional empirical processes defined by nonstationary absolutely regular sequences (Q1303861) (← links)
- Rank-score tests in factorial designs with repeated measures (Q1303863) (← links)
- Higher order asymptotic theory for discriminant analysis in exponential families of distributions (Q1319949) (← links)
- Halfplane trimming for bivariate distributions (Q1319951) (← links)
- Invariant measures for transient reflected Brownian motion in a wedge: Existence and uniqueness (Q1319952) (← links)
- Statistical analysis of curved probability densities (Q1319953) (← links)
- The asymptotic distribution of sample autocorrelations for a class of linear filters (Q1319954) (← links)
- On the likelihood ratio for two-parameter discrete space stochastic processes (Q1319955) (← links)
- Weak convergence of weighted empirical \(U\)-statistics processes for dependent random variables (Q1319956) (← links)
- Holomorphic processes in Banach spaces and Banach algebras (Q1319957) (← links)
- Optimal choice of sample fraction in extreme-value estimation (Q1321980) (← links)
- Sequential estimation of the mean vector of a multivariate linear process (Q1321981) (← links)
- Strong representations of the survival function estimator for truncated and censored data with applications (Q1321982) (← links)
- Asymptotic behavior of the perturbed empirical distribution functions evaluated at a random point for absolutely regular sequences (Q1321983) (← links)
- Exponential bounds for the uniform deviation of a kind of empirical processes. II (Q1321984) (← links)
- Majorants and minorants for elliptical measures on \(\mathbb{R}^ k\) (Q1321985) (← links)
- Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices (Q1321987) (← links)
- Nonparametric resampling for homogeneous strong mixing random fields (Q1321988) (← links)
- Simultaneous estimation of independent normal mean vectors with unknown covariance matrices (Q1321989) (← links)
- On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes (Q1323139) (← links)
- Distributions and expectations of order statistics for possibly dependent random variables (Q1323140) (← links)
- Limit theorems for change in linear regression (Q1323141) (← links)
- Does asymptotic linearity of the regression extend to stable domains of attraction? (Q1323143) (← links)
- Bayes compound and empirical Bayes estimation of the mean of a Gaussian distribution on a Hilbert space (Q1323144) (← links)
- An identity for the noncentral Wishart distribution with application (Q1323145) (← links)
- On the number of points of a homogeneous Poisson process (Q1323146) (← links)
- Schur properties of convolutions of exponential and geometric random variables (Q1323147) (← links)
