The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Joint prior distributions for variance parameters in Bayesian analysis of normal hierarchical models (Q2256756) (← links)
- Sparse semiparametric discriminant analysis (Q2256757) (← links)
- On some continuity and differentiability properties of paths of Gaussian processes (Q2264388) (← links)
- Characterization of regular Markov chains for asymptotically independent variables (Q2264391) (← links)
- A distribution-free test for symmetry in hierarchical data (Q2264519) (← links)
- On some tests of growth curve model under Behrens-Fisher situation (Q2264525) (← links)
- Multivariate time series analysis (Q2264530) (← links)
- Jensen's inequality for a convex vector-valued function on an infinite-dimensional space (Q2265082) (← links)
- Projective limits of probability spaces (Q2265233) (← links)
- On a property of bivariate distributions (Q2265729) (← links)
- Statistical decision theory for quantum systems (Q2265753) (← links)
- An axiomatic foundation for a multivariate measure of affinity among a number of distributions (Q2265758) (← links)
- Nonnull distributions of two test criteria for independence under local alternatives (Q2265773) (← links)
- On the monotonicity of the power functions of tests based on traces of multivariate beta matrices (Q2265774) (← links)
- On the parametrization of autoregressive models by partial autocorrelations (Q2265777) (← links)
- Kernel-transformed empirical processes (Q2266306) (← links)
- Convergence of nonhomogeneous stochastic chains with countable states (Q2266508) (← links)
- A note on harmonizable and V-bounded processes (Q2266521) (← links)
- Properties of Hida processes on \({\mathbb{R}}^ 2\). II. Prediction and interpolation problems for processes on \({\mathbb{R}}^ 2\) (Q2266526) (← links)
- Stationary distributions of the simplest dynamical systems in \(R^ n\) perturbed by generalized Poisson process (Q2266527) (← links)
- Nonparametric tests for conditional independence in two-way contingency tables (Q2267580) (← links)
- On Riesz and Wishart distributions associated with decomposable undirected graphs (Q2267581) (← links)
- Residual variance estimation using a nearest neighbor statistic (Q2267583) (← links)
- Tests for multiple regression based on simplicial depth (Q2267584) (← links)
- Model selection by sequentially normalized least squares (Q2267585) (← links)
- Bias-corrected empirical likelihood in a multi-link semiparametric model (Q2267586) (← links)
- Estimation and inference for dependence in multivariate data (Q2267587) (← links)
- An adjusted maximum likelihood method for solving small area estimation problems (Q2267588) (← links)
- Multivariate semi-logistic distributions (Q2267589) (← links)
- On connectivity of fibers with positive marginals in multiple logistic regression (Q2267590) (← links)
- Asymptotics of the norm of elliptical random vectors (Q2267591) (← links)
- Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient (Q2267592) (← links)
- Boundary kernels for adaptive density estimators on regions with irregular boundaries (Q2267593) (← links)
- Some new results on multivariate dispersive ordering of generalized order statistics (Q2267594) (← links)
- The extent of the maximum likelihood estimator for the extreme value index (Q2267595) (← links)
- Trimmed portmanteau test for linear processes with infinite variance (Q2267596) (← links)
- Asymptotic distributions of two ``synthetic data'' estimators for censored single-index models (Q2267597) (← links)
- Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications (Q2267598) (← links)
- Statistical inference for the index parameter in single-index models (Q2267599) (← links)
- Good (K-means) clusterings are unique (up to small perturbations) (Q2274925) (← links)
- On efficient prediction and predictive density estimation for normal and spherically symmetric models (Q2274926) (← links)
- The generalized degrees of freedom of multilinear principal component analysis (Q2274928) (← links)
- A semiparametric efficient estimator in case-control studies for gene-environment independent models (Q2274929) (← links)
- Integrated rank-weighted depth (Q2274931) (← links)
- Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress (Q2274932) (← links)
- Calibration estimation of semiparametric copula models with data missing at random (Q2274933) (← links)
- Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects (Q2274934) (← links)
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (Q2274935) (← links)
- Nonparametric multiple contrast tests for general multivariate factorial designs (Q2274938) (← links)
- Bivariate integer-autoregressive process with an application to mutual fund flows (Q2274940) (← links)
