The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- The distribution of the product of powers of independent uniform random variables -- a simple but useful tool to address and better understand the structure of some distributions (Q690954) (← links)
- The multilinear normal distribution: introduction and some basic properties (Q690955) (← links)
- Scale mixtures of Kotz-Dirichlet distributions (Q690957) (← links)
- Multivariate generalized Laplace distribution and related random fields (Q690958) (← links)
- The centred parameterization and related quantities of the skew-\(t\) distribution (Q690959) (← links)
- A necessary test of fit of specific elliptical distributions based on an estimator of Song's measure (Q690961) (← links)
- From the Huang-Kotz FGM distribution to Baker's bivariate distribution (Q690964) (← links)
- Reliability properties of bivariate conditional proportional hazard rate models (Q690965) (← links)
- The distribution of the amplitude and phase of the mean of a sample of complex random variables (Q690966) (← links)
- Hazard rate comparison of parallel systems with heterogeneous gamma components (Q690967) (← links)
- Geometric generalization of the exponential law (Q697450) (← links)
- Large deviations for quadratic forms of locally stationary processes (Q697451) (← links)
- Testing for ordered trends of binary responses between contingency tables (Q697453) (← links)
- On the \(n\)-coupling problem (Q697454) (← links)
- Fixed width confidence region for the mean of a multivariate normal distribution (Q697456) (← links)
- A statistic for testing the null hypothesis of elliptical symmetry (Q697459) (← links)
- Asymptotics for the Tukey median (Q697461) (← links)
- Bayesian object identification: variants (Q697462) (← links)
- Asymptotic approximations for the distributions of the multinomial goodness-of-fit statistics under local alternatives (Q697463) (← links)
- Density deconvolution in the circular structural model (Q697464) (← links)
- The meta-elliptical distributions with given marginals (Q697465) (← links)
- Assessing goodness-of-fit of generalized logit models based on case-control data (Q697466) (← links)
- Estimating risk and the mean squared error matrix in Stein estimation (Q697467) (← links)
- Parameter estimation in linear models with heteroscedastic variances subject to order restrictions (Q697470) (← links)
- New multivariate product density estimators (Q697471) (← links)
- Variance estimation for high-dimensional regression models (Q697472) (← links)
- Some extensions of Tukey's depth function (Q697473) (← links)
- Local polynomial fitting in semivarying coefficient model (Q697474) (← links)
- Two-step likelihood estimation procedure for varying-coefficient models (Q697475) (← links)
- On two approaches to approximation of multidimensional stable laws (Q697476) (← links)
- Moment properties of the multivariate Dirichlet distributions (Q697477) (← links)
- Measures of association for Hilbertian subspaces and some applications (Q700135) (← links)
- Exact misclassification probabilities for plug-in normal quadratic discriminant functions. II: The heterogeneous case (Q700136) (← links)
- Large sample properties of mixture models with covariates for competing risks (Q700137) (← links)
- More on stochastic comparisons and dependence among concomitants of order statistics (Q700139) (← links)
- The optimal classification using a linear discriminant for two point classes having known mean and covariance (Q700142) (← links)
- Measurement error models with nonconstant covariance matrices (Q700144) (← links)
- On the power function of the likelihood ratio test for MANOVA (Q700145) (← links)
- A formula for the tail probability of a multivariate normal distribution and its applications (Q700147) (← links)
- Linear least squares estimation of regression models for two-dimensional random fields (Q700149) (← links)
- Efficient estimation of two seemingly unrelated regression equations (Q700150) (← links)
- Principal component analysis from the multivariate familial correlation matrix (Q700153) (← links)
- On a small sample adjustment for the profile score function in semiparametric smoothing models (Q700154) (← links)
- On the asymptotics of trimmed best \(k\)-nets (Q700155) (← links)
- Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion (Q707391) (← links)
- Auto-associative models and generalized principal component analysis (Q707393) (← links)
- Constraints on concordance measures in bivariate discrete data (Q707394) (← links)
- A new test for multivariate normality (Q707395) (← links)
- Evaluation of reproducibility for paired functional data (Q707397) (← links)
- High breakdown mixture discriminant analysis (Q707399) (← links)
