The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Estimation of the impulse response coefficients of a linear process with infinite variance (Q2366550) (← links)
- Bounds on the size of the likelihood ratio test of independence in a contingency table (Q2366552) (← links)
- UI score tests for some restricted alternatives in exponential families (Q2366553) (← links)
- Distribution and characteristic functions for correlated complex Wishart matrices (Q2370519) (← links)
- On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices (Q2370520) (← links)
- A penalized criterion for variable selection in classification (Q2370521) (← links)
- Statistical inference using higher-order information (Q2370522) (← links)
- Likelihood ratio orderings of spacings of heterogeneous exponential random variables (Q2370524) (← links)
- Dependence properties and bounds for ruin probabilities in multivariate compound risk models (Q2370525) (← links)
- A multilinear form inequality (Q2370527) (← links)
- Bayesian reference analysis for Gaussian Markov random fields (Q2370528) (← links)
- Maximum likelihood factor analysis with rank-deficient sample covariance matrices (Q2370530) (← links)
- On minimaxity and admissibility of hierarchical Bayes estimators (Q2370531) (← links)
- Hierarchical Bayes variable selection and microarray experiments (Q2370539) (← links)
- Comparing clusterings -- an information based distance (Q2372133) (← links)
- REML estimation for binary data in GLMMs (Q2372134) (← links)
- On the convergence of Newton's method when estimating higher dimensional parameters (Q2372135) (← links)
- Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions (Q2372136) (← links)
- Estimation of Wishart mean matrices under simple tree ordering (Q2372137) (← links)
- A note about measures and Jacobians of singular random matrices (Q2372138) (← links)
- On kernel method for sliced average variance estimation (Q2372139) (← links)
- Moderate deviations for quadratic forms in Gaussian stationary processes (Q2372140) (← links)
- Model checking for additive hazards model with multivariate survival data (Q2372141) (← links)
- A reliability model for multivariate exponential distributions (Q2373447) (← links)
- Algorithms and error estimations for monotone regression on partially preordered sets (Q2373448) (← links)
- On nonparametric classification with missing covariates (Q2373449) (← links)
- Asymptotic confidence intervals for Poisson regression (Q2373450) (← links)
- On the classification problem for Poisson point processes (Q2374396) (← links)
- An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns (Q2374397) (← links)
- A bivariate failure time model with random shocks and mixed effects (Q2374398) (← links)
- Bayesian estimators in uncertain nested error regression models (Q2374399) (← links)
- Scale and curvature effects in principal geodesic analysis (Q2374401) (← links)
- Third-order average local powers of Bartlett-type adjusted tests: ordinary \textit{versus} adjusted profile likelihood (Q2374402) (← links)
- Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data (Q2374403) (← links)
- Mean vector testing for high-dimensional dependent observations (Q2374404) (← links)
- Spectral covariance and limit theorems for random fields with infinite variance (Q2374405) (← links)
- Data-driven \(k\)NN estimation in nonparametric functional data analysis (Q2374407) (← links)
- Multivariate nonparametric test of independence (Q2374408) (← links)
- Penalized spline estimation in the partially linear model (Q2374410) (← links)
- A link-free approach for testing common indices for three or more multi-index models (Q2374411) (← links)
- Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function (Q2374412) (← links)
- Permuting longitudinal data in spite of the dependencies (Q2374413) (← links)
- Joint rank and variable selection for parsimonious estimation in a high-dimensional finite mixture regression model (Q2397123) (← links)
- Bayesian sparse reduced rank multivariate regression (Q2397124) (← links)
- Multivariate elliptical truncated moments (Q2397126) (← links)
- A calibration method for non-positive definite covariance matrix in multivariate data analysis (Q2397127) (← links)
- A weighted localization of halfspace depth and its properties (Q2397129) (← links)
- High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices (Q2397130) (← links)
- Multiple correspondence analysis and the multilogit bilinear model (Q2397131) (← links)
- Bayesian inference for higher-order ordinary differential equation models (Q2397132) (← links)
