The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Wishartness and independence of matrix quadratic forms in a normal random matrix (Q2476151) (← links)
- The distribution of the ratio \(X/Y\) for all centred elliptically symmetric distributions (Q2476152) (← links)
- On the dependence between the extreme order statistics in the proportional hazards model (Q2482128) (← links)
- Adaptive estimation of the transition density of a particular hidden Markov chain (Q2482129) (← links)
- The one- and multi-sample problem for functional data with application to projective shape analysis (Q2482130) (← links)
- Nonparametric time series prediction: A semi-functional partial linear modeling (Q2482131) (← links)
- On Mardia's and Song's measures of kurtosis in elliptical distributions (Q2482132) (← links)
- Generalized partially linear models with missing covariates (Q2482133) (← links)
- Exact confidence coefficients of simultaneous confidence intervals for multinomial proportions (Q2482134) (← links)
- Stein's lemma for elliptical random vectors (Q2482135) (← links)
- Estimation and confidence bands of a conditional survival function with censoring indicators missing at random (Q2482136) (← links)
- Sample covariance shrinkage for high dimensional dependent data (Q2482137) (← links)
- Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
- Corrigendum to ``On the exact distribution of linear combinations of order statistics from dependent random variables'' (Q2482139) (← links)
- Optimal adaptive generalized Pólya urn design for multi-arm clinical trials (Q2482603) (← links)
- Approximating posterior probabilities in a linear model with possibly noninvertible moving average errors (Q2482605) (← links)
- Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family (Q2482606) (← links)
- Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions (Q2482607) (← links)
- Innovations algorithm asymptotics for periodically stationary time series with heavy tails (Q2482609) (← links)
- Parameter estimation of selfsimilarity exponents (Q2482610) (← links)
- Stein's phenomenon in estimation of means restricted to a polyhedral convex cone (Q2482611) (← links)
- Sharp adaptation for spherical inverse problems with applications to medical imaging (Q2482612) (← links)
- Detecting abrupt changes in a piecewise locally stationary time series (Q2482613) (← links)
- Empirical likelihood inference for censored median regression model via nonparametric kernel estimation (Q2482614) (← links)
- Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model (Q2482615) (← links)
- Functional-coefficient partially linear regression model (Q2482616) (← links)
- Erratum to ``The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption'' (Q2482617) (← links)
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618) (← links)
- Nonparametric inference under competing risks and selection-biased sampling (Q2482619) (← links)
- High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus (Q2482620) (← links)
- Singular matrix variate beta distribution (Q2482621) (← links)
- Empirical likelihood analysis of the Buckley-James estimator (Q2482622) (← links)
- A central limit theorem for measurements on the logarithmic scale and its application to dimension estimates (Q2482623) (← links)
- A nonparametric regression cross spectrum for multivariate time series (Q2482624) (← links)
- Peaks-over-threshold stability of multivariate generalized Pareto distributions (Q2482625) (← links)
- Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions (Q2482626) (← links)
- Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues (Q2482627) (← links)
- Estimation of regression contour clusters -- an application of the excess mass approach to regression (Q2485989) (← links)
- A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors (Q2485990) (← links)
- Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix (Q2485991) (← links)
- Monte Carlo approximation through Gibbs output in generalized linear mixed models (Q2485993) (← links)
- A class of stationary random fields with a simple correlation structure (Q2485994) (← links)
- Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models (Q2485995) (← links)
- Nonlinearity effects in multidimensional scaling (Q2485997) (← links)
- Covariance estimation under spatial dependence (Q2485998) (← links)
- A skewed Kalman filter (Q2485999) (← links)
- Asymptotic efficiency of the two-stage estimation method for copula-based models (Q2486000) (← links)
- Asymptotic distribution of inequality-restricted canonical correlation with application to tests for independence in ordered contingency tables (Q2486001) (← links)
- Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process (Q2486169) (← links)
- Estimation in generalized linear models for functional data via penalized likelihood (Q2486170) (← links)
