The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks (Q2252881) (← links)
- Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor (Q2252883) (← links)
- Estimations for some functions of covariance matrix in high dimension under non-normality and its applications (Q2252884) (← links)
- Analyzing right-censored and length-biased data with varying-coefficient transformation model (Q2252885) (← links)
- Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation (Q2252886) (← links)
- High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood (Q2252887) (← links)
- The spatial sign covariance matrix with unknown location (Q2252888) (← links)
- Specification test for Markov models with measurement errors (Q2252889) (← links)
- Dependence properties of multivariate max-stable distributions (Q2252890) (← links)
- Semiparametric estimation of a class of generalized linear models without smoothing (Q2252891) (← links)
- Infinitely divisible multivariate and matrix gamma distributions (Q2252892) (← links)
- Goodness of fit tests for linear mixed models (Q2252893) (← links)
- A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894) (← links)
- Higher-order accuracy of multiscale-double bootstrap for testing regions (Q2252895) (← links)
- Tests for real and complex unit roots in vector autoregressive models (Q2252897) (← links)
- Stochastic comparison of lifetimes of two \((n - k + 1)\)-out-of-\(n\) systems with heterogeneous dependent components (Q2252898) (← links)
- Binary distributions of concentric rings (Q2252899) (← links)
- Identifiability of cure models revisited (Q2252900) (← links)
- Empirical likelihood for partly linear models with errors in all variables (Q2252901) (← links)
- Tests for covariance matrices in high dimension with less sample size (Q2252902) (← links)
- Generalized canonical correlation analysis for classification (Q2252903) (← links)
- Multivariate copulas with hairpin support (Q2252904) (← links)
- Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
- Partially linear single index models for repeated measurements (Q2252906) (← links)
- Semiparametric efficiency for partially linear single-index regression models (Q2252907) (← links)
- Phi-divergence statistics for the likelihood ratio order: an approach based on log-linear models (Q2252908) (← links)
- Variable selection and estimation for longitudinal survey data (Q2252909) (← links)
- Canonical correlation analysis for irregularly and sparsely observed functional data (Q2254156) (← links)
- On modular decompositions of system signatures (Q2254157) (← links)
- Sparse wavelet regression with multiple predictive curves (Q2254158) (← links)
- Central tolerance regions and reference regions for multivariate normal populations (Q2254159) (← links)
- Covariance matrices associated to general moments of a random vector (Q2254160) (← links)
- Robust inverse regression for dimension reduction (Q2254161) (← links)
- Robust linear functional mixed models (Q2254162) (← links)
- Robust estimating equation-based sufficient dimension reduction (Q2254163) (← links)
- Sibuya-type bivariate lack of memory property (Q2254164) (← links)
- Tie the straps: uniform bootstrap confidence bands for semiparametric additive models (Q2254165) (← links)
- A possibly asymmetric multivariate generalization of the Möbius distribution for directional data (Q2254166) (← links)
- Corrigendum to ``The spatial sign covariance matrix with unknown location'' (Q2254167) (← links)
- A sufficient condition for the convergence of the mean shift algorithm with Gaussian kernel (Q2256740) (← links)
- A semi-infinite programming based algorithm for determining T-optimum designs for model discrimination (Q2256741) (← links)
- MDR method for nonbinary response variable (Q2256742) (← links)
- A Bayesian method for analyzing combinations of continuous, ordinal, and nominal categorical data with missing values (Q2256744) (← links)
- Achieving semiparametric efficiency bound in longitudinal data analysis with dropouts (Q2256745) (← links)
- Transformation-based nonparametric estimation of multivariate densities (Q2256747) (← links)
- Spatial sign correlation (Q2256748) (← links)
- Nonparametric confidence regions for the central orientation of random rotations (Q2256751) (← links)
- A parametric registration model for warped distributions with Wasserstein's distance (Q2256753) (← links)
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
- Fast and adaptive sparse precision matrix estimation in high dimensions (Q2256755) (← links)
