The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Stochastic comparisons of order statistics from gamma distributions (Q707401) (← links)
- Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
- Testing multivariate normality in incomplete data of small sample size (Q707404) (← links)
- Angular Gaussian and Cauchy estimation (Q707406) (← links)
- B-splines and discretization in an inverse problem for Poisson processes (Q707407) (← links)
- Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach (Q716165) (← links)
- The proportional hazards model for survey data from independent and clustered super-popu\-lations (Q716167) (← links)
- Bounds for mixtures of order statistics from exponentials and applications (Q716169) (← links)
- Numbers of near bivariate record-concomitant observations (Q716170) (← links)
- Parametric estimation of a bivariate stable Lévy process (Q716171) (← links)
- Extensions of system signatures to dependent lifetimes: explicit expressions and interpretations (Q716172) (← links)
- Efficient empirical-likelihood-based inferences for the single-index model (Q716173) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- Some new results on convolutions of heterogeneous gamma random variables (Q716175) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- Distance correlation coefficients for Lancaster distributions (Q730422) (← links)
- Quantile index coefficient model with variable selection (Q730423) (← links)
- Robust estimators in semi-functional partial linear regression models (Q730425) (← links)
- An offspring of multivariate extreme value theory: the \(\max\)-characteristic function (Q730426) (← links)
- Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors (Q730427) (← links)
- Nonparametric estimation of a latent variable model (Q730430) (← links)
- Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes (Q730432) (← links)
- Improved model checking methods for parametric models with responses missing at random (Q730434) (← links)
- Parametrizations, fixed and random effects (Q730435) (← links)
- Hotelling's \(T^2\) tests in paired and independent survey samples: an efficiency comparison (Q730436) (← links)
- Gaussian tree constraints applied to acoustic linguistic functional data (Q730439) (← links)
- Calibration tests for multivariate Gaussian forecasts (Q730441) (← links)
- Bayesian regularized quantile structural equation models (Q730442) (← links)
- Density ratio model for multivariate outcomes (Q730445) (← links)
- Semi-parametric inference for semi-varying coefficient panel data model with individual effects (Q730446) (← links)
- On the CLT for discrete Fourier transforms of functional time series (Q730448) (← links)
- Continuously dynamic additive models for functional data (Q739578) (← links)
- Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings (Q739581) (← links)
- Posterior convergence for Bayesian functional linear regression (Q739583) (← links)
- Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data (Q739584) (← links)
- Classification into Kullback-Leibler balls in exponential families (Q739585) (← links)
- A local factor nonparametric test for trend synchronism in multiple time series (Q739586) (← links)
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix (Q739588) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Bivariate Conway-Maxwell-Poisson distribution: formulation, properties, and inference (Q739592) (← links)
- Single index quantile regression for heteroscedastic data (Q739594) (← links)
- Minimax convergence rates for kernel CCA (Q739596) (← links)
- Illumination problems in digital images. A statistical point of view (Q739600) (← links)
- Conditioned limit laws for inverted max-stable processes (Q739601) (← links)
- Model identification using the efficient determination criterion (Q739604) (← links)
- On the consistency of inversion-free parameter estimation for Gaussian random fields (Q739606) (← links)
- Simultaneous estimation of linear conditional quantiles with penalized splines (Q746864) (← links)
- The Matsumoto-Yor property on trees for matrix variates of different dimensions (Q746865) (← links)
- Simultaneous prediction for independent Poisson processes with different durations (Q746866) (← links)
- Quantile regression for dynamic partially linear varying coefficient time series models (Q746867) (← links)
