The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 18 items.
- Bayesian structure learning in graphical models (Q2018602) (← links)
- A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894) (← links)
- A sufficient condition for the convergence of the mean shift algorithm with Gaussian kernel (Q2256740) (← links)
- Fast and adaptive sparse precision matrix estimation in high dimensions (Q2256755) (← links)
- A semiparametric efficient estimator in case-control studies for gene-environment independent models (Q2274929) (← links)
- Forward regression for Cox models with high-dimensional covariates (Q2274944) (← links)
- Sampling, conditionalizing, counting, merging, searching regular vines (Q2350035) (← links)
- The random matrix regime of Maronna's M-estimator with elliptically distributed samples (Q2350052) (← links)
- Bayesian inference for higher-order ordinary differential equation models (Q2397132) (← links)
- Feature screening in ultrahigh-dimensional varying-coefficient Cox model (Q2418519) (← links)
- Large-sample estimation and inference in multivariate single-index models (Q2418527) (← links)
- Note of clarification on ``Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering'' (Q2418533) (← links)
- Bayesian influence analysis of generalized partial linear mixed models for longitudinal data (Q2438631) (← links)
- Strong consistency and robustness of the forward search estimator of multivariate location and scatter (Q2438637) (← links)
- The joint distribution of Studentized residuals under elliptical distributions (Q2451629) (← links)
- Analysis of correlated binary data under partially linear single-index logistic models (Q2519040) (← links)
- Sampling properties of color independent component analysis (Q2657200) (← links)
- A skew Gaussian decomposable graphical model (Q5964274) (← links)
