The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Canonical correlation analysis for elliptical copulas (Q2022547) (← links)
- Joint mean-covariance estimation via the horseshoe (Q2022549) (← links)
- Discussion about inaccuracy measure in information theory using co-copula and copula dual functions (Q2022552) (← links)
- Shrinkage estimation with singular priors and an application to small area estimation (Q2022554) (← links)
- Reconstruction of atomic measures from their halfspace depth (Q2022556) (← links)
- Compound vectors of subordinators and their associated positive Lévy copulas (Q2022558) (← links)
- A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation (Q2022559) (← links)
- Asymptotic properties on high-dimensional multivariate regression M-estimation (Q2022560) (← links)
- Generalized Schott type tests for complete independence in high dimensions (Q2022562) (← links)
- Variable selection for partially linear models via Bayesian subset modeling with diffusing prior (Q2022563) (← links)
- Semiparametric method and theory for continuously indexed spatio-temporal processes (Q2022565) (← links)
- Depth-based classification for relational data with multiple attributes (Q2034448) (← links)
- Projection theorems and estimating equations for power-law models (Q2034450) (← links)
- A geometric investigation into the tail dependence of vine copulas (Q2034451) (← links)
- Heckman selection-\(t\) model: parameter estimation via the EM-algorithm (Q2034452) (← links)
- A topologically valid construction of depth for functional data (Q2034453) (← links)
- Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix (Q2034455) (← links)
- An association test for functional data based on Kendall's tau (Q2034457) (← links)
- A new general class of RC association models: estimation and main properties (Q2034458) (← links)
- Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes (Q2034460) (← links)
- Distance-based tests for planar shape (Q2034464) (← links)
- Minimum average variance estimation with group Lasso for the multivariate response central mean subspace (Q2034465) (← links)
- On classification with nonignorable missing data (Q2034467) (← links)
- Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings (Q2034468) (← links)
- Expectile depth: theory and computation for bivariate datasets (Q2034470) (← links)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- Inference in high dimensional linear measurement error models (Q2034474) (← links)
- Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant (Q2034475) (← links)
- On the asymptotic normality and efficiency of Kronecker envelope principal component analysis (Q2034476) (← links)
- A high dimensional nonparametric test for proportional covariance matrices (Q2034477) (← links)
- Bayesian multivariate quantile regression using dependent Dirichlet process prior (Q2048107) (← links)
- Locally isometric embeddings of quotients of the rotation group modulo finite symmetries (Q2048109) (← links)
- Adaptive function-on-scalar regression with a smoothing elastic net (Q2048111) (← links)
- Exact variance formula for the estimated mean outcome with external intervention based on the front-door criterion in Gaussian linear structural equation models (Q2048113) (← links)
- Simultaneous inference for Kendall's tau (Q2048115) (← links)
- Kernel density estimation for partial linear multivariate responses models (Q2048116) (← links)
- Fast implementation of partial least squares for function-on-function regression (Q2048118) (← links)
- Dependence structure estimation using copula recursive trees (Q2048120) (← links)
- Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies (Q2048121) (← links)
- Testing the equality of a large number of means of functional data (Q2048122) (← links)
- Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings (Q2048123) (← links)
- A formulation for continuous mixtures of multivariate normal distributions (Q2048124) (← links)
- Eigenvector-based sparse canonical correlation analysis: fast computation for estimation of multiple canonical vectors (Q2048126) (← links)
- \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models (Q2048127) (← links)
- Asymptotic properties of Bernstein estimators on the simplex (Q2048128) (← links)
- Hierarchical Aitchison-Silvey models for incomplete binary sample spaces (Q2057831) (← links)
- Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference \(L^2\)-norm based test (Q2057832) (← links)
- Nonparametric spectral methods for multivariate spatial and spatial-temporal data (Q2057833) (← links)
- Cotrending: testing for common deterministic trends in varying means model (Q2057835) (← links)
- Consistent estimation of a joint model for multivariate longitudinal and survival data with latent variables (Q2057836) (← links)
