The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Conditional limiting distribution of beta-independent random vectors (Q935338) (← links)
- Joint distributions of numbers of occurrences of a discrete pattern and weak convergence of an empirical process for the pattern (Q935339) (← links)
- Techniques for controlling bivariate grouped observations (Q935340) (← links)
- Order restricted inference for sequential \(k\)-out-of-\(n\) systems (Q935342) (← links)
- Best linear unbiased prediction for linear combinations in general mixed linear models (Q943595) (← links)
- On the block thresholding wavelet estimators with censored data (Q943596) (← links)
- Analysis of variance with general errors and grouped and non-grouped data: some iterative algorithms (Q943597) (← links)
- Conditionally specified models and dimension reduction in the exponential families (Q943598) (← links)
- New families of estimators and test statistics in log-linear models (Q943599) (← links)
- A two-stage approach to semilinear in-slide models (Q943600) (← links)
- Nonparametric methods for unbalanced multivariate data and many factor levels (Q943601) (← links)
- Estimating the parametric component of nonlinear partial spline model (Q943603) (← links)
- A comparative study of Gaussian geostatistical models and Gaussian Markov random field models (Q943606) (← links)
- Exact distribution of the generalized Wilks's statistic and applications (Q943607) (← links)
- Multivariate dynamic model for ordinal outcomes (Q943610) (← links)
- Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion (Q943611) (← links)
- A class of weighted multivariate normal distributions and its properties (Q943612) (← links)
- Likelihood ratio tests for equality of shape under varying degrees of orientation invariance (Q943613) (← links)
- Large deviations of bootstrapped \(U\)-statistics (Q943614) (← links)
- Bootstrap approximation of tail dependence function (Q943615) (← links)
- Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression (Q943616) (← links)
- Diagnostic checking for multivariate regression models (Q953847) (← links)
- Case deletion diagnostics in multilevel models (Q953848) (← links)
- Multivariate stress-strength reliability model and its evaluation for coherent structures (Q953849) (← links)
- Bayesian shrinkage prediction for the regression problem (Q953850) (← links)
- Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data (Q953851) (← links)
- Extreme inaccuracies in Gaussian Bayesian networks (Q953854) (← links)
- Estimation, prediction and the Stein phenomenon under divergence loss (Q953855) (← links)
- Properties of spatial cross-periodograms using fixed-domain asymptotics (Q953857) (← links)
- Allometric extension model for conditional distributions (Q953858) (← links)
- Mixture representation for order statistics from INID progressive censoring and its applications (Q953859) (← links)
- Asymptotic results in segmented multiple regression (Q953860) (← links)
- \(U\)-max-statistics (Q953861) (← links)
- Robust parameter estimation with a small bias against heavy contamination (Q953862) (← links)
- Limit theorems for hybridization reactions on oligonucleotide microarrays (Q953864) (← links)
- Characterizations of multivariate life distributions (Q953865) (← links)
- A multivariate version of the Benjamini-Hochberg method (Q953866) (← links)
- Enhanced one-sided confidence regions for a multivariate location parameter (Q953867) (← links)
- Regression with strongly correlated data (Q953868) (← links)
- Simultaneous change point analysis and variable selection in a regression problem (Q953869) (← links)
- A new dependence ordering with applications (Q953870) (← links)
- Exact rates in density support estimation (Q957304) (← links)
- Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance (Q957306) (← links)
- A unified and generalized set of shrinkage bounds on minimax Stein estimates (Q957307) (← links)
- Construction of asymmetric multivariate copulas (Q957308) (← links)
- Admissibility and minimaxity of Bayes estimators for a normal mean matrix (Q957309) (← links)
- Preliminary test estimators and phi-divergence measures in generalized linear models with binary data (Q957310) (← links)
- On Stein's lemma, dependent covariates and functional monotonicity in multi-dimensional modeling (Q957312) (← links)
- The Tukey and the random Tukey depths characterize discrete distributions (Q957314) (← links)
- An order-statistics-based method for constructing multivariate distributions with fixed margin\-als (Q957315) (← links)
