The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Sparse model identification and learning for ultra-high-dimensional additive partially linear models (Q2274941) (← links)
- Local angles and dimension estimation from data on manifolds (Q2274942) (← links)
- Adaptive optimal kernel density estimation for directional data (Q2274943) (← links)
- Forward regression for Cox models with high-dimensional covariates (Q2274944) (← links)
- Asymptotic confidence sets for the jump curve in bivariate regression problems (Q2274946) (← links)
- Prediction and calibration for multiple correlated variables (Q2274948) (← links)
- Functional continuum regression (Q2274949) (← links)
- Projection sparse principal component analysis: an efficient least squares method (Q2274951) (← links)
- Observed best selective prediction in small area estimation (Q2274952) (← links)
- Robust functional regression based on principal components (Q2274953) (← links)
- Low-rank model with covariates for count data with missing values (Q2274954) (← links)
- Screening and selection for quantile regression using an alternative measure of variable importance (Q2274955) (← links)
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (Q2274956) (← links)
- Sufficient variable selection using independence measures for continuous response (Q2274957) (← links)
- Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data (Q2274958) (← links)
- On the estimation of population sizes in capture-recapture experiments (Q2274960) (← links)
- Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (Q2274962) (← links)
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples (Q2274963) (← links)
- Robust feature screening for elliptical copula regression model (Q2274965) (← links)
- Inferential procedures for partially observed functional data (Q2274966) (← links)
- On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967) (← links)
- The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions (Q2274968) (← links)
- Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data (Q2274969) (← links)
- Quasi-Bayesian estimation of large Gaussian graphical models (Q2274970) (← links)
- Rank reduction for high-dimensional generalized additive models (Q2274971) (← links)
- Quantization and clustering on Riemannian manifolds with an application to air traffic analysis (Q2274972) (← links)
- Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
- Uniformly consistently estimating the proportion of false null hypotheses via Lebesgue-Stieltjes integral equations (Q2274975) (← links)
- Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix (Q2277697) (← links)
- Estimation of generalized additive models (Q2277702) (← links)
- On the cumulants of affine equivariant estimators in elliptical families (Q2277712) (← links)
- On determination of the order of an autoregressive model (Q2277731) (← links)
- Model specification and selection for multivariate time series (Q2293377) (← links)
- Model-based clustering of time-evolving networks through temporal exponential-family random graph models (Q2293378) (← links)
- Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
- Multivariate estimation of Poisson parameters (Q2293381) (← links)
- Degrees of freedom in submodular regularization: a computational perspective of Stein's unbiased risk estimate (Q2293382) (← links)
- Generalized linear mixed models with Gaussian mixture random effects: inference and application (Q2293384) (← links)
- On asymptotic normality of cross data matrix-based PCA in high dimension low sample size (Q2293385) (← links)
- Test for conditional independence with application to conditional screening (Q2293386) (← links)
- On shrinkage estimation for balanced loss functions (Q2293387) (← links)
- Multivariate reciprocal inverse Gaussian distributions from the Sabot-Tarrès-Zeng integral (Q2293388) (← links)
- Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach (Q2293389) (← links)
- A consistent variable selection method in high-dimensional canonical discriminant analysis (Q2293390) (← links)
- Adaptive group bridge selection in the semiparametric accelerated failure time model (Q2293393) (← links)
- The estimation of frequency in the multichannel sinusoidal model (Q2293395) (← links)
- Some remarks on Koziol's kurtosis (Q2293396) (← links)
- Conditional probability estimation based classification with class label missing at random (Q2293539) (← links)
- Distributed simultaneous inference in generalized linear models via confidence distribution (Q2293540) (← links)
- Independent component analysis for multivariate functional data (Q2293541) (← links)
