The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Statistical analysis of a hierarchical clustering algorithm with outliers (Q2079616) (← links)
- Estimation of functional-coefficient autoregressive models with measurement error (Q2079617) (← links)
- High-dimensional robust approximated \(M\)-estimators for mean regression with asymmetric data (Q2079618) (← links)
- Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation (Q2079620) (← links)
- Conditions on which cokriging does not do better than kriging (Q2079621) (← links)
- Functional delta residuals and applications to simultaneous confidence bands of moment based statistics (Q2079624) (← links)
- Laplace approximations for hypergeometric functions with Hermitian matrix argument (Q2079625) (← links)
- Sub-dimensional Mardia measures of multivariate skewness and kurtosis (Q2079626) (← links)
- Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency (Q2079627) (← links)
- Estimation of spatial autoregressive models with covariate measurement errors (Q2079628) (← links)
- One-way MANOVA for functional data via Lawley-Hotelling trace test (Q2079629) (← links)
- Subgroup analysis for high-dimensional functional regression (Q2079631) (← links)
- Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
- Bivariate symmetric Heckman models and their characterization (Q2101460) (← links)
- Regression based thresholds in principal loading analysis (Q2101461) (← links)
- Enriched standard conjugate priors and the right invariant prior for Wishart distributions (Q2101463) (← links)
- Robust inference for change points in high dimension (Q2101465) (← links)
- Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences (Q2101467) (← links)
- A new distance based measure of asymmetry (Q2101469) (← links)
- On the eigenvectors of large-dimensional sample spatial sign covariance matrices (Q2101471) (← links)
- Conditional independence testing via weighted partial copulas (Q2101473) (← links)
- Nonparametric estimation of conditional marginal excess moments (Q2101474) (← links)
- Likelihood ratio tests under model misspecification in high dimensions (Q2101476) (← links)
- Principal component analysis of infinite variance functional data (Q2101477) (← links)
- Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error (Q2101478) (← links)
- Tnn: a transfer learning classifier based on weighted nearest neighbors (Q2101480) (← links)
- CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures (Q2101482) (← links)
- Bivariate covariance functions of Pólya type (Q2111060) (← links)
- Extreme partial least-squares (Q2111063) (← links)
- Robust penalized estimators for functional linear regression (Q2111064) (← links)
- Generating MCMC proposals by randomly rotating the regular simplex (Q2111065) (← links)
- On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (Q2111066) (← links)
- A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data (Q2111067) (← links)
- On skewed Gaussian graphical models (Q2111068) (← links)
- Weighted shrinkage estimators of normal mean matrices and dominance properties (Q2111070) (← links)
- Moderate deviation principle for likelihood ratio test in multivariate linear regression model (Q2111071) (← links)
- Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices (Q2140845) (← links)
- Some clustering-based exact distribution-free \(k\)-sample tests applicable to high dimension, low sample size data (Q2140846) (← links)
- Generalized empirical likelihood for nonsmooth estimating equations with missing data (Q2140848) (← links)
- A generalized Wilcoxon-Mann-Whitney type test for multivariate data through pairwise distance (Q2140849) (← links)
- Graph-valued regression: prediction of unlabelled networks in a non-Euclidean graph space (Q2140851) (← links)
- A generative approach to modeling data with quantitative and qualitative responses (Q2140852) (← links)
- Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution (Q2140853) (← links)
- Mixture regression for longitudinal data based on joint mean-covariance model (Q2140854) (← links)
- A generalized Mallows model based on \(\phi\)-divergence measures (Q2140855) (← links)
- Perturbation theory for cross data matrix-based PCA (Q2140856) (← links)
- Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes (Q2140857) (← links)
- Asymptotic properties of high-dimensional spatial median in elliptical distributions with application (Q2140858) (← links)
- Minimax and pointwise sequential changepoint detection and identification for general stochastic models (Q2140860) (← links)
- Diagonal nonlinear transformations preserve structure in covariance and precision matrices (Q2140863) (← links)
