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ORCIDJournal of Multivariate Analysis, Volume 178
Volume 178, July 2020
- Yunfan Wang, Vic Patrangenaru, Ruite Guo:
A Central Limit Theorem for extrinsic antimeans and estimation of Veronese-Whitney means and antimeans on planar Kendall shape spaces. 104600
- Frank Nussbaum, Joachim Giesen:
Pairwise sparse + low-rank models for variables of mixed type. 104601 - Gilles R. Ducharme, Pierre Lafaye de Micheaux
:
A goodness-of-fit test for elliptical distributions with diagnostic capabilities. 104602 - Byungwon Kim, Jörn Schulz, Sungkyu Jung:
Kurtosis test of modality for rotationally symmetric distributions on hyperspheres. 104603 - Jing Tao:
Trinity tests of functions for conditional moment models. 104604 - Holger Dette, Nina Dörnemann:
Likelihood ratio tests for many groups in high dimensions. 104605 - James O. Berger, Dongchu Sun, Chengyuan Song:
An objective prior for hyperparameters in normal hierarchical models. 104606 - Yuri Goegebeur, Armelle Guillou, Nguyen Khanh Le Ho, Jing Qin:
Robust nonparametric estimation of the conditional tail dependence coefficient. 104607 - Ryota Yuasa, Tatsuya Kubokawa:
Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution. 104608 - Monia Lupparelli, Alessandra Mattei:
Joint and marginal causal effects for binary non-independent outcomes. 104609 - Alexis Derumigny, Jean-David Fermanian:
On Kendall's regression. 104610 - Ying Sheng, Qihua Wang:
Model-free feature screening for ultrahigh dimensional classification. 104618 - Peter J. Forrester, Jiyuan Zhang:
Parametrising correlation matrices. 104619 - Saeed Ariyafar, Mahbanoo Tata, Mohsen Rezapour, Mohsen Madadi:
Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims. 104620 - Wessel N. van Wieringen, Koen A. Stam, Carel F. W. Peeters, Mark A. van de Wiel:
Updating of the Gaussian graphical model through targeted penalized estimation. 104621 - Takamitsu Kurita:
Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data. 104622 - Arup Bose, Walid Hachem:
Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application. 104623 - Juan Kalemkerian, Diego Fernández:
An independence test based on recurrence rates. 104624 - Joonpyo Kim, Hee-Seok Oh:
Pseudo-quantile functional data clustering. 104626 - Masashi Hyodo, Takahiro Nishiyama, Tatjana Pavlenko:
Testing for independence of high-dimensional variables: ρV-coefficient based approach. 104627
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