The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models (Q746868) (← links)
- Influence assessment in censored mixed-effects models using the multivariate Student's-\(t\) distribution (Q746870) (← links)
- Consistent test of error-in-variables partially linear model with auxiliary variables (Q746872) (← links)
- Penalized regression across multiple quantiles under random censoring (Q746873) (← links)
- Generalized additive models for conditional dependence structures (Q746876) (← links)
- On high dimensional two-sample tests based on nearest neighbors (Q746878) (← links)
- Nonparametric and semiparametric compound estimation in multiple covariates (Q746882) (← links)
- Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883) (← links)
- A robust test for sphericity of high-dimensional covariance matrices (Q746886) (← links)
- Bartlett-type modification for Rao's efficient score statistic (Q749071) (← links)
- Multivariate data-driven k-NN function estimation (Q749100) (← links)
- Bahadur-Kiefer theorems for the product-limit process (Q749103) (← links)
- Characterizations of multidimensional exponential families by Cacoullos- type inequalities (Q749106) (← links)
- Tests for independence in contingency tables with ordered categories (Q749118) (← links)
- Chain rule density estimates (Q750040) (← links)
- Limiting values of large deviation probabilities of quadratic statistics (Q750050) (← links)
- Uniformly minimum variance unbiased estimation for symmetric normal distributions (Q750053) (← links)
- Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes (Q751116) (← links)
- Improved estimation for a model arising in reliability and competing risks (Q751122) (← links)
- Second-order properties for multiple-bilinear models (Q751717) (← links)
- Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space (Q753271) (← links)
- Admissibility of MLE for simultaneous estimation in negative binomial problems (Q753318) (← links)
- On the asymptotic distributions of weighted uniform mulitivariate empirical processes (Q753321) (← links)
- Asymptotic distribution of rank statistics under dependencies with multivariate application (Q753322) (← links)
- On estimation of a matrix of normal means with unknown covariance matrix (Q753347) (← links)
- Normal distribution assumption and least squares estimation function in the model of polynomial regression (Q753352) (← links)
- Maximum a posteriori estimation of elliptic Gaussian fields observed via a noisy nonlinear channel (Q753374) (← links)
- On delayed averages of Brownian motion in Banach spaces (Q754557) (← links)
- On confidence sequences for the mean vector of a multivariate normal distribution (Q754571) (← links)
- Strong consistency of least squares estimates in multiple regression II (Q754579) (← links)
- On some distribution problems in Manova and discriminant analysis (Q755270) (← links)
- Central limit theorems for random walks on \({\mathbb{N}}_ 0\) that are associated with orthogonal polynomials (Q756243) (← links)
- Prophet region for independent random variables with a discount factor (Q756263) (← links)
- Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions (Q756264) (← links)
- Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems (Q756327) (← links)
- Some asymptotic inferential problems connected with complex elliptical distribution (Q756880) (← links)
- Bootstrap approximation of nearest neighbor regression function estimates (Q756890) (← links)
- White noise approach to multiparameter stochastic integration (Q757990) (← links)
- High dimensional limit theorems and matrix decompositions on the Stiefel manifold (Q758047) (← links)
- Nonparametric tests for ordered alternatives in the bivariate case (Q758828) (← links)
- On the exact finite series distribution of the smallest or the largest root of matrices in three situations (Q758829) (← links)
- Asymptotic formulas for the distributions of the determinant and the trace of a noncentral beta matrix (Q758830) (← links)
- The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model (Q760111) (← links)
- Comments on a result of Yin, Bai, and Krishnaiah for large dimensional multivariate F matrices (Q760112) (← links)
- On the convergence rate of maximal deviation distribution for kernel regression estimates (Q760119) (← links)
- A test for the independence of two Gaussian processes (Q760741) (← links)
- Asymptotic expansions in functional limit theorems (Q761694) (← links)
- Nonparametric iterative estimation of multivariate binary density (Q762854) (← links)
- The distribution of matrix quotients (Q762855) (← links)
- Test for independence of two multivariate regression equations with different design matrices (Q762856) (← links)
