The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Robust factor number specification for large-dimensional elliptical factor model (Q2008233) (← links)
- Quantile predictions for elliptical random fields (Q2011511) (← links)
- Likelihood ratio test for partial sphericity in high and ultra-high dimensions (Q2011514) (← links)
- Smooth copula-based estimation of the conditional density function with a single covariate (Q2011515) (← links)
- Non-linear models for extremal dependence (Q2011517) (← links)
- Skew-rotationally-symmetric distributions and related efficient inferential procedures (Q2011518) (← links)
- Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
- Score tests for covariate effects in conditional copulas (Q2011520) (← links)
- Corrigendum to: ``Asymptotic results in segmented multiple regression'' (Q2011521) (← links)
- Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix (Q2011522) (← links)
- Finite mixture modeling of censored data using the multivariate Student-\(t\) distribution (Q2011524) (← links)
- Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525) (← links)
- Multivariate initial sequence estimators in Markov chain Monte Carlo (Q2011526) (← links)
- Dirichlet distribution through neutralities with respect to two partitions (Q2015050) (← links)
- Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit (Q2015052) (← links)
- Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function (Q2015053) (← links)
- Modified conditional AIC in linear mixed models (Q2015054) (← links)
- Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula (Q2015055) (← links)
- Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution (Q2015056) (← links)
- Stochastic comparison of multivariate conditionally dependent mixtures (Q2015057) (← links)
- Using linear interpolation to reduce the order of the coverage error of nonparametric prediction intervals based on right-censored data (Q2015058) (← links)
- The asymptotic behaviors for least square estimation of multi-casting autoregressive processes (Q2015059) (← links)
- Inference on the shape of elliptical distributions based on the MCD (Q2015060) (← links)
- A stochastic inequality for the largest order statistics from heterogeneous gamma variables (Q2015061) (← links)
- Feasible generalized least squares estimation of multivariate GARCH(1,1) models (Q2015062) (← links)
- Joint density of correlations in the correlation matrix with chordal sparsity patterns (Q2015063) (← links)
- On the estimation of the medial axis and inner parallel body (Q2015064) (← links)
- Linear transformations to symmetry (Q2015065) (← links)
- Jackknife empirical likelihood inference with regression imputation and survey data (Q2015066) (← links)
- Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample (Q2015067) (← links)
- Some strong consistency results in stochastic regression (Q2015068) (← links)
- A robust and efficient estimation and variable selection method for partially linear single-index models (Q2015069) (← links)
- An identity on order statistics of a set of random variables (Q2015070) (← links)
- A note on the article ``Inference for multivariate normal mixtures'' by J. Chen and X. Tan (Q2015072) (← links)
- Estimation in skew-normal linear mixed measurement error models (Q2018592) (← links)
- Extreme negative dependence and risk aggregation (Q2018593) (← links)
- Optimal partial ridge estimation in restricted semiparametric regression models (Q2018594) (← links)
- Heteroscedasticity checks for single index models (Q2018595) (← links)
- Shrinkage ridge estimators in semiparametric regression models (Q2018596) (← links)
- On testing common indices for two multi-index models: a link-free approach (Q2018597) (← links)
- Covariance components selection in high-dimensional growth curve model with random coefficients (Q2018598) (← links)
- Shift outliers in linear inference (Q2018599) (← links)
- Evaluating panel data forecasts under independent realization (Q2018600) (← links)
- Semi-parametric modeling of excesses above high multivariate thresholds with censored data (Q2018601) (← links)
- Bayesian structure learning in graphical models (Q2018602) (← links)
- Parametric and semiparametric reduced-rank regression with flexible sparsity (Q2018603) (← links)
- Diagnostics in a simple correspondence analysis model: an approach based on Cook's distance for log-linear models (Q2018604) (← links)
- Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach (Q2022540) (← links)
- Subspace rotations for high-dimensional outlier detection (Q2022542) (← links)
- Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix (Q2022544) (← links)
