The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Inference in functional linear quantile regression (Q2140865) (← links)
- Quadratic discriminant analysis by projection (Q2140867) (← links)
- Anisotropic spectral cut-off estimation under multiplicative measurement errors (Q2140868) (← links)
- Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction (Q2140870) (← links)
- Influence functions for linear discriminant analysis: sensitivity analysis and efficient influence diagnostics (Q2140872) (← links)
- Targeted principal components regression (Q2140873) (← links)
- Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds (Q2140874) (← links)
- Max-linear models in random environment (Q2140875) (← links)
- GARCH-type factor model (Q2140876) (← links)
- Bayesian joint inference for multiple directed acyclic graphs (Q2146452) (← links)
- Estimating multivariate density and its derivatives for mixed measurement error data (Q2146454) (← links)
- CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions (Q2146455) (← links)
- Closed-form and bias-corrected estimators for the bivariate gamma distribution (Q2146456) (← links)
- Limiting spectral distribution of large dimensional Spearman's rank correlation matrices (Q2146458) (← links)
- On weighted multivariate sign functions (Q2146460) (← links)
- Online statistical inference for parameters estimation with linear-equality constraints (Q2146461) (← links)
- Dimension-wise scaled normal mixtures with application to finance and biometry (Q2146462) (← links)
- Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path (Q2146463) (← links)
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (Q2146464) (← links)
- \(t\)-copula from the viewpoint of tail dependence matrices (Q2146466) (← links)
- Fréchet kernel sliced inverse regression (Q2146468) (← links)
- On attainability of Kendall's tau matrices and concordance signatures (Q2146469) (← links)
- Measures of concordance and testing of independence in multivariate structure (Q2146470) (← links)
- Density ratio model with data-adaptive basis function (Q2146471) (← links)
- A central limit theorem for extrinsic antimeans and estimation of Veronese-Whitney means and antimeans on planar Kendall shape spaces (Q2181714) (← links)
- Pairwise sparse + low-rank models for variables of mixed type (Q2181716) (← links)
- Kurtosis test of modality for rotationally symmetric distributions on hyperspheres (Q2181718) (← links)
- Trinity tests of functions for conditional moment models (Q2181719) (← links)
- Likelihood ratio tests for many groups in high dimensions (Q2181720) (← links)
- An objective prior for hyperparameters in normal hierarchical models (Q2181721) (← links)
- Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
- Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (Q2181723) (← links)
- Joint and marginal causal effects for binary non-independent outcomes (Q2181724) (← links)
- On Kendall's regression (Q2181725) (← links)
- Model-free feature screening for ultrahigh dimensional classification (Q2181726) (← links)
- Parametrising correlation matrices (Q2181727) (← links)
- Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims (Q2181729) (← links)
- Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
- Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application (Q2181731) (← links)
- An independence test based on recurrence rates (Q2181733) (← links)
- Pseudo-quantile functional data clustering (Q2181734) (← links)
- Testing for independence of high-dimensional variables: \(\rho V\)-coefficient based approach (Q2181735) (← links)
- Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings (Q2196118) (← links)
- Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors (Q2196119) (← links)
- Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix (Q2196120) (← links)
- Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions (Q2196121) (← links)
- Testing normality of data on a multivariate grid (Q2196122) (← links)
- A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification (Q2196123) (← links)
- Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix (Q2196124) (← links)
- Univariate likelihood projections and characterizations of the multivariate normal distribution (Q2196125) (← links)
