The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- A general algorithm for covariance modeling of discrete data (Q113808) (← links)
- Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model (Q131450) (← links)
- A model selection approach for multiple sequence segmentation and dimensionality reduction (Q143696) (← links)
- Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence (Q151604) (← links)
- Shape classification based on interpoint distance distributions (Q268763) (← links)
- Asymptotic properties of multivariate tapering for estimation and prediction (Q290722) (← links)
- The use of a common location measure in the invariant coordinate selection and projection pursuit (Q321924) (← links)
- Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559) (← links)
- Posterior consistency in conditional distribution estimation (Q391574) (← links)
- A correlated random effects model for non-homogeneous Markov processes with nonignorable missingness (Q391578) (← links)
- A frailty model for interaction between multiple events (Q391874) (← links)
- Nonparametric estimation of multivariate elliptic densities via finite mixture sieves (Q391911) (← links)
- An optimal test for variance components of multivariate mixed-effects linear models (Q392066) (← links)
- Quantiles for finite and infinite dimensional data (Q414539) (← links)
- Nonparametric Bayes classification and hypothesis testing on manifolds (Q444946) (← links)
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (Q444979) (← links)
- Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures (Q458645) (← links)
- Conditional density estimation in measurement error problems (Q476215) (← links)
- A characterization of multivariate normality through univariate projections (Q604376) (← links)
- Quadratic minimisation problems in statistics (Q631640) (← links)
- Generating random correlation matrices based on vines and extended onion method (Q842918) (← links)
- Automatic model selection for partially linear models (Q842929) (← links)
- Inference for high-dimensional differential correlation matrices (Q900795) (← links)
- Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band (Q990887) (← links)
- Sieve maximum likelihood estimation for doubly semiparametric zero-inflated Poisson models (Q990888) (← links)
- The penalized profile sampler (Q1000565) (← links)
- Multidimensional Bhattacharyya matrices and exponential families (Q1372220) (← links)
- Robust variable selection of joint frailty model for panel count data (Q1661331) (← links)
- The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
- Probabilistic partial least squares model: identifiability, estimation and application (Q1661363) (← links)
- On dual model-free variable selection with two groups of variables (Q1661367) (← links)
- Asymptotic performance of PCA for high-dimensional heteroscedastic data (Q1661372) (← links)
- Inference for eigenvalues and eigenvectors in exponential families of random symmetric matrices (Q1679571) (← links)
- Asymptotic normality of quadratic forms with random vectors of increasing dimension (Q1686240) (← links)
- Efficient test-based variable selection for high-dimensional linear models (Q1749977) (← links)
- Semiparametric Bayesian analysis of transformation linear mixed models (Q1749995) (← links)
- Adaptively weighted large-margin angle-based classifiers (Q1750000) (← links)
- Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q1750003) (← links)
- Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process (Q1755107) (← links)
- Improved loss estimation for a normal mean matrix (Q1755127) (← links)
- Robust network-based analysis of the associations between (epi)genetic measurements (Q1795573) (← links)
- Time-varying correlation structure estimation and local-feature detection for spatio-temporal data (Q1795586) (← links)
- Broken adaptive ridge regression and its asymptotic properties (Q1795597) (← links)
- Efficient inference for autoregressive coefficients in the presence of trends (Q1931850) (← links)
- Semiparametric Bayesian analysis of nonlinear reproductive dispersion mixed models for longitudinal data (Q1941427) (← links)
- A parametric bootstrap approach for two-way ANOVA in presence of possible interactions with unequal variances (Q1941439) (← links)
- Score tests for covariate effects in conditional copulas (Q2011520) (← links)
- Finite mixture modeling of censored data using the multivariate Student-\(t\) distribution (Q2011524) (← links)
- Joint density of correlations in the correlation matrix with chordal sparsity patterns (Q2015063) (← links)
- On the estimation of the medial axis and inner parallel body (Q2015064) (← links)
