The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Comparing empirical likelihood and bootstrap hypothesis tests (Q1340294) (← links)
- On the asymptotic relative efficiency of Gaussian and least squares estimators for vector ARMA models (Q1340296) (← links)
- Regression quantiles and related processes under long range dependent errors (Q1340297) (← links)
- An extension of the Csörgő-Horváth functional limit theorem and its applications to changepoint problems (Q1340298) (← links)
- Asymptotically optimal balloon density estimates (Q1340300) (← links)
- On the applications of divergence type measures in testing statistical hypotheses (Q1340301) (← links)
- Random quadratic forms and the bootstrap for \(U\)-statistics (Q1340302) (← links)
- Mixed limit theorems for pattern analysis (Q1340303) (← links)
- Domains of semi-stable attraction of nonnormal semi-stable laws (Q1340304) (← links)
- A continuous metric scaling solution for a random variable (Q1343345) (← links)
- Limit behavior of quadratic forms of moving averages and statistical solutions of the Burgers' equation (Q1343346) (← links)
- The repeated median intercept estimator: Influence function and asymptotic normality (Q1343347) (← links)
- Some continuous Edgeworth expansions for Markov chains with applications to bootstrap (Q1343348) (← links)
- Strong approximation theorems for independent random variables and their applications (Q1343349) (← links)
- Bivariate extension of the method of polynomials for Bonferroni-type inequalities (Q1343350) (← links)
- Estimation of the variance of partial sums for \(\rho\)-mixing random variables (Q1343351) (← links)
- Central limit theorem, weak law of large numbers for martingales in Banach spaces, and weak invariance principle -- a quantitative study (Q1343352) (← links)
- Minimax estimators of the mean vector in normal mixed linear models (Q1343353) (← links)
- On the strong law of large numbers and the law of the logarithm for weighted sums of independent random variables with multidimensional indices (Q1347079) (← links)
- Generalized Poisson distributions as limits of sums for arrays of dependent random vectors (Q1347080) (← links)
- Likelihood ratio tests for principal components (Q1347081) (← links)
- Asymptotic normality of a class of adaptive statistics with applications to synthetic data methods for censored regression (Q1347082) (← links)
- Moments of generalized Wishart distributions (Q1347083) (← links)
- On Rohlf's method for the detection of outliers in multivariate data (Q1347084) (← links)
- Estimation of a normal covariance matrix with incomplete data under Stein's loss (Q1347085) (← links)
- The effects of nonnormality on tests for dimensionality in canonical correlation and MANOVA models (Q1347086) (← links)
- Shrinkage estimators under spherical symmetry for the general linear model (Q1347087) (← links)
- Addendum to: ``Characteristic functions of a class of elliptical distributions'' (Q1347088) (← links)
- Discriminant analysis for regression models with stationary long-memory disturbances (Q1360298) (← links)
- Symmetry and unimodality in linear inference (Q1360299) (← links)
- The probability that a random real Gaussian matrix has \(k\) real eigenvalues, related distributions, and the circular law (Q1360300) (← links)
- On sequential fixed-size confidence regions for the mean vector (Q1360301) (← links)
- Multivariate Gini indices (Q1360303) (← links)
- Variable selection for the growth curve model (Q1360305) (← links)
- Multivariate exponential distributions with constant failure rates (Q1361805) (← links)
- Combining independent information in a multivariate calibration problem (Q1361806) (← links)
- An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality (Q1361807) (← links)
- Rates of convergence for bivariate extremes (Q1361808) (← links)
- On rankings generated by pairwise linear discriminant analysis of \(m\) populations (Q1364664) (← links)
- Tests for equality of parameter matrices in two multivariate linear models (Q1364665) (← links)
- A cross-validation bandwidth choice for kernel density estimates with selection biased data (Q1364666) (← links)
- Simultaneous estimation in a restricted linear model (Q1364667) (← links)
- On the asymptotics of quantizers in two dimensions (Q1364668) (← links)
- Supermodular stochastic orders and positive dependence of random vectors (Q1364669) (← links)
- Efficiency comparisons in multivariate multiple regression with missing outcomes (Q1364671) (← links)
- Wishart and chi-square distributions associated with matrix quadratic forms (Q1364672) (← links)
- LAD regression for detecting outliers in response and explanatory variables (Q1364673) (← links)
- A new approach to the BHEP tests for multivariate normality (Q1365546) (← links)
- Convergence of Dirichlet measures arising in context of Bayesian analysis of competing risks models (Q1365548) (← links)
- Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function (Q1365549) (← links)
