The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- On the moments of ratios of quadratic forms in normal random variables (Q57675) (← links)
- Sparse clustering of functional data (Q61004) (← links)
- Unifying compactly supported and Matérn covariance functions in spatial statistics (Q69403) (← links)
- Finite mixture modeling of censored data using the multivariate Student-t distribution (Q78786) (← links)
- Principal loading analysis (Q82192) (← links)
- A note on fast envelope estimation (Q82609) (← links)
- Efficient Variable Screening for Multivariate Analysis (Q82632) (← links)
- Robust factor analysis (Q87203) (← links)
- Searching for a source of difference in graphical models (Q88388) (← links)
- Sequential estimation of Spearman rank correlation using Hermite series estimators (Q89438) (← links)
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
- Variable selection for partially linear models via partial correlation (Q96600) (← links)
- Heckman selection-t model: Parameter estimation via the EM-algorithm (Q96864) (← links)
- High-dimensional multivariate posterior consistency under global–local shrinkage priors (Q100728) (← links)
- Kernel estimators of density function of directional data (Q104408) (← links)
- Leveraging mixed and incomplete outcomes via reduced-rank modeling (Q105484) (← links)
- Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution (Q107346) (← links)
- Updating of the Gaussian graphical model through targeted penalized estimation (Q108069) (← links)
- On small area estimation under a sub-area level model (Q109357) (← links)
- On Kendall’s regression (Q110514) (← links)
- Identifiability and estimation of meta-elliptical copula generators (Q110522) (← links)
- Extremal attractors of Liouville copulas (Q110549) (← links)
- Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices (Q111617) (← links)
- A general algorithm for covariance modeling of discrete data (Q113808) (← links)
- Robust functional principal component analysis for non-Gaussian longitudinal data (Q115416) (← links)
- Some clustering-based exact distribution-free k-sample tests applicable to high dimension, low sample size data (Q115520) (← links)
- Integrative sparse principal component analysis (Q117095) (← links)
- Single-index quantile regression (Q117474) (← links)
- Semiparametric linear transformation model with differential measurement error and validation sampling (Q119623) (← links)
- Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
- Copula-based dynamic models for multivariate time series (Q123371) (← links)
- M-estimation with incomplete and dependent multivariate data (Q128879) (← links)
- Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557) (← links)
- Angle-based joint and individual variation explained (Q130628) (← links)
- Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model (Q131450) (← links)
- Some results on the multivariate truncated normal distribution (Q134685) (← links)
- Rank test for heteroscedastic functional data (Q135484) (← links)
- The distance correlation<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si38.gif" display="inline" overflow="scroll"><mml:mi>t</mml:mi></mml:math>-test of independence in high dimension (Q136775) (← links)
- A two sample test in high dimensional data (Q137110) (← links)
- On the behavior of the DFA and DCCA in trend-stationary processes (Q141549) (← links)
- Semi-parametric copula-based models under non-stationarity (Q142233) (← links)
- Wishart and Pseudo-Wishart Distributions and Some Applications to Shape Theory (Q142603) (← links)
- A model selection approach for multiple sequence segmentation and dimensionality reduction (Q143696) (← links)
- Non-asymptotic error controlled sparse high dimensional precision matrix estimation (Q145307) (← links)
- Comparing clusterings—an information based distance (Q146494) (← links)
- A goodness-of-fit test for elliptical distributions with diagnostic capabilities (Q146501) (← links)
- Reliability Measures in the Discrete Bivariate Set-Up and Related Characterization Results for a Bivariate Geometric Distribution (Q147901) (← links)
- A new test for sphericity of the covariance matrix for high dimensional data (Q149043) (← links)
- Equivariant minimax dominators of the MLE in the array normal model (Q149115) (← links)
