The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- The \(L_{1}\)-consistency of Dirichlet mixtures in multivariate Bayesian density estimation (Q604357) (← links)
- Combining conditional and unconditional moment restrictions with missing responses (Q604358) (← links)
- On the limiting spectral distribution of the covariance matrices of time-lagged processes (Q604359) (← links)
- A modified functional delta method and its application to the estimation of risk functionals (Q604360) (← links)
- Projection-pursuit approach to robust linear discriminant analysis (Q604363) (← links)
- Stochastic comparisons of multivariate mixtures (Q604364) (← links)
- On the layered nearest neighbour estimate, the bagged nearest neighbour estimate and the random forest method in regression and classification (Q604365) (← links)
- Marginal parameterizations of discrete models defined by a set of conditional independencies (Q604366) (← links)
- Spline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraints (Q604367) (← links)
- A dimensionally reduced finite mixture model for multilevel data (Q604368) (← links)
- A multivariate version of Hoeffding's phi-square (Q604371) (← links)
- Bayesian inference for dependent elliptical measurement error models (Q604372) (← links)
- On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
- On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375) (← links)
- A characterization of multivariate normality through univariate projections (Q604376) (← links)
- Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences (Q604378) (← links)
- Statistical inference in partially-varying-coefficient single-index model (Q608318) (← links)
- Dual divergence estimators and tests: robustness results (Q608319) (← links)
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320) (← links)
- Local asymptotic normality in a stationary model for spatial extremes (Q608321) (← links)
- Semiparametric analysis of longitudinal zero-inflated count data (Q608323) (← links)
- On local times, density estimation and supervised classification from functional data (Q608325) (← links)
- Fiducial inference on the largest mean of a multivariate normal distribution (Q608327) (← links)
- Multiple imputations and the missing censoring indicator model (Q608328) (← links)
- Low dimensional semiparametric estimation in a censored regression model (Q608330) (← links)
- Dimension estimation in sufficient dimension reduction: a unifying approach (Q608333) (← links)
- Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions (Q608334) (← links)
- Empirical likelihood for linear models under negatively associated errors (Q608335) (← links)
- Modifying estimators of ordered positive parameters under the Stein loss (Q608336) (← links)
- Robust inference for sparse cluster-correlated count data (Q608339) (← links)
- On directional multiple-output quantile regression (Q618143) (← links)
- Principal points of a multivariate mixture distribution (Q618144) (← links)
- Random change on a Lie group and mean glaucomatous projective shape change detection from stereo pair images (Q618145) (← links)
- A novel trace test for the mean parameters in a multivariate growth curve model (Q618147) (← links)
- An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples (Q618149) (← links)
- Restricted estimation in multivariate measurement error regression model (Q618150) (← links)
- Partial sum process to check regression models with multiple correlated response: with an application for testing a change-point in profile data (Q618153) (← links)
- Spatial autoregressive and moving average Hilbertian processes (Q618154) (← links)
- Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals (Q618155) (← links)
- On spline regression under Gaussian subordination with long memory (Q618157) (← links)
- An asymptotics look at the generalized inference (Q618158) (← links)
- On linear models with long memory and heavy-tailed errors (Q618159) (← links)
- On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q618160) (← links)
- A profile-type smoothed score function for a varying coefficient partially linear model (Q618161) (← links)
- A multivariate ultrastructural errors-in-variables model with equation error (Q618162) (← links)
- Monotonicity properties of multivariate distribution and survival functions -- with an application to Lévy-frailty copulas (Q631606) (← links)
- Weighted-mean trimming of multivariate data (Q631607) (← links)
- Structural test in regression on functional variables (Q631609) (← links)
- Wavelet estimation of conditional density with truncated, censored and dependent data (Q631610) (← links)
- Nonparametric estimation of the anisotropic probability density of mixed variables (Q631611) (← links)
