The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- An affine invariant \(k\)-nearest neighbor regression estimate (Q450849) (← links)
- Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses (Q450850) (← links)
- Uniqueness of linear factorizations into independent subspaces (Q450852) (← links)
- Jackknife empirical likelihood tests for error distributions in regression models (Q450853) (← links)
- Nonstationary modeling for multivariate spatial processes (Q450855) (← links)
- A criterion-based model comparison statistic for structural equation models with heterogeneous data (Q450860) (← links)
- Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression (Q450861) (← links)
- Parametric component detection and variable selection in varying-coefficient partially linear models (Q450863) (← links)
- Nonparametric bootstrap tests of conditional independence in two-way contingency tables (Q450866) (← links)
- On variance estimation in a negative binomial time series regression model (Q450867) (← links)
- Testing the structure of the covariance matrix with fewer observations than the dimension (Q450870) (← links)
- Empirical likelihood inferences for the semiparametric additive isotonic regression (Q450872) (← links)
- Estimation of generalized linear latent variable models via fully exponential Laplace approximation (Q450873) (← links)
- Poisson intensity estimation for the Spektor-Lord-Willis problem using a wavelet shrinkage approach (Q450875) (← links)
- Dimension reduction for the conditional \(k\)th moment via central solution space (Q450876) (← links)
- Markov bases for typical block effect models of two-way contingency tables (Q450877) (← links)
- A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets (Q450878) (← links)
- Moments and cumulants for the complex Wishart (Q450879) (← links)
- On the consistency of coordinate-independent sparse estimation with BIC (Q450881) (← links)
- Corrigendum to ``On depth measures and dual statistics. A methodology for dealing with general data'' [JMVA 100 (2009) 753-766] (Q450883) (← links)
- A contribution to the visualisation of three-way arrays (Q458623) (← links)
- The analysis of distance of grouped data with categorical variables: categorical canonical variate analysis (Q458625) (← links)
- Two-sample location-scale estimation from semiparametric random censorship models (Q458627) (← links)
- A permutation approach for ranking of multivariate populations (Q458629) (← links)
- Robust monitoring of CAPM portfolio betas. II (Q458632) (← links)
- A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families (Q458633) (← links)
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data (Q458634) (← links)
- On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model (Q458639) (← links)
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis (Q458641) (← links)
- Biobjective sparse principal component analysis (Q458642) (← links)
- Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures (Q458645) (← links)
- Smoothed and iterated bootstrap confidence regions for parameter vectors (Q458648) (← links)
- Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample (Q458650) (← links)
- Optimal global rates of convergence for noiseless regression estimation problems with adaptively chosen design (Q458651) (← links)
- Characterization of Gaussian distribution on a Hilbert space from samples of random size (Q458652) (← links)
- On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
- An improved nonparametric estimator of sub-distribution function for bivariate competing risk models (Q458658) (← links)
- Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
- Self-consistency and a generalized principal subspace theorem (Q476214) (← links)
- Conditional density estimation in measurement error problems (Q476215) (← links)
- Nonparametric significance testing and group variable selection (Q476217) (← links)
- Asymptotic normality in the maximum entropy models on graphs with an increasing number of parameters (Q476218) (← links)
- Adaptive estimation of an additive regression function from weakly dependent data (Q476220) (← links)
- Nonparametric estimation of fixed effects panel data varying coefficient models (Q476223) (← links)
- The additive and block decompositions about the WLSEs of parametric functions for a multiple partitioned linear regression model (Q476225) (← links)
- A test for using the sum score to obtain a stochastic ordering of subjects (Q476226) (← links)
- High dimensional mean-variance optimization through factor analysis (Q476227) (← links)
- A unified approach to decision-theoretic properties of the MLEs for the mean directions of several Langevin distributions (Q476229) (← links)
- Influence function of projection-pursuit principal components for functional data (Q476230) (← links)
- Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
