The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Tensor sliced inverse regression (Q476235) (← links)
- Does modeling lead to more accurate classification? A study of relative efficiency in linear classification (Q476236) (← links)
- Multivariate and multiradial Schoenberg measures with their dimension walks (Q476239) (← links)
- Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors (Q476242) (← links)
- Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval (Q476245) (← links)
- Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices (Q476247) (← links)
- Ordering properties of order statistics from random variables of Archimedean copulas with applications (Q476248) (← links)
- SCAD penalized rank regression with a diverging number of parameters (Q476249) (← links)
- Extremes of aggregated Dirichlet risks (Q476250) (← links)
- Estimation in mixed-effects functional ANOVA models (Q476254) (← links)
- A robust predictive approach for canonical correlation analysis (Q476257) (← links)
- On the use of coordinate-free matrix calculus (Q476258) (← links)
- Inference for mixed models of ANOVA type with high-dimensional data (Q476259) (← links)
- Rank inversions in the scoring of examinations consisting of several subtests (Q495337) (← links)
- Multiple hidden Markov models for categorical time series (Q495338) (← links)
- Density deconvolution from repeated measurements without symmetry assumption on the errors (Q495339) (← links)
- Optimal level sets for bivariate density representation (Q495340) (← links)
- Copulae on products of compact Riemannian manifolds (Q495341) (← links)
- Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344) (← links)
- Predictive nonlinear biplots: maps and trajectories (Q495346) (← links)
- Third-order local power properties of tests for a composite hypothesis. II (Q495347) (← links)
- Parametric and nonparametric bootstrap methods for general MANOVA (Q495351) (← links)
- Smoothed jackknife empirical likelihood inference for ROC curves with missing data (Q495353) (← links)
- All admissible linear predictors in the finite populations with respect to inequality constraints under a balanced loss function (Q495355) (← links)
- Entropy measure for the quantification of upper quantile interdependence in multivariate distributions (Q495358) (← links)
- A high dimensional two-sample test under a low dimensional factor structure (Q495362) (← links)
- Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function (Q495365) (← links)
- Asymptotic properties of the misclassification rates for Euclidean distance discriminant rule in high-dimensional data (Q495367) (← links)
- Robust spiked random matrices and a robust G-MUSIC estimator (Q495368) (← links)
- Minimax rate of convergence for an estimator of the functional component in a semiparametric multivariate partially linear model (Q495369) (← links)
- Identifiability of a model for discrete frequency distributions with a multidimensional parameter space (Q495370) (← links)
- Consistency of non-integrated depths for functional data (Q495373) (← links)
- On an independence test approach to the goodness-of-fit problem (Q495375) (← links)
- Semiparametric regression of multivariate panel count data with informative observation times (Q495379) (← links)
- Vector quantization and clustering in the presence of censoring (Q495381) (← links)
- Estimation of the mean vector in a singular multivariate normal distribution (Q495383) (← links)
- A class of multivariate copulas based on products of bivariate copulas (Q495386) (← links)
- Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models (Q495387) (← links)
- Discrete Schur-constant models (Q495392) (← links)
- On estimation in the reduced-rank regression with a large number of responses and predictors (Q495393) (← links)
- Minimax prediction for functional linear regression with functional responses in reproducing kernel Hilbert spaces (Q495394) (← links)
- Weak convergence of multivariate partial maxima processes (Q511987) (← links)
- Asymptotic properties of a component-wise ARH(1) plug-in predictor (Q511989) (← links)
- The empirical beta copula (Q511991) (← links)
- Properties of extremal dependence models built on bivariate MAX-linearity (Q511993) (← links)
- Testing proportionality between the first-order intensity functions of spatial point processes (Q511995) (← links)
- Simultaneous confidence bands for contrasts between several nonlinear regression curves (Q511997) (← links)
- Monitoring multivariate time series (Q511999) (← links)
- Some asymptotic theory for Silverman's smoothed functional principal components in an abstract Hilbert space (Q512001) (← links)
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models (Q512003) (← links)
