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ORCIDJournal of Multivariate Analysis, Volume 183
Volume 183, May 2021
- Yongli Zhang, Craig Rolling, Yuhong Yang:
Estimating and forecasting dynamic correlation matrices: A nonlinear common factor approach. 104710 - Hee Cheol Chung
, Jeongyoun Ahn:
Subspace rotations for high-dimensional outlier detection. 104713 - Koki Shimizu, Hiroki Hashiguchi:
Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix. 104714 - Benjamin W. Langworthy, Rebecca L. Stephens, John H. Gilmore, Jason P. Fine:
Canonical correlation analysis for elliptical copulas. 104715 - Yunfan Li, Jyotishka Datta, Bruce A. Craig, Anindya Bhadra:
Joint mean-covariance estimation via the horseshoe. 104716 - Toktam Hosseini, Mehdi Jabbari Nooghabi:
Discussion about inaccuracy measure in information theory using co-copula and copula dual functions. 104725 - Ryumei Nakada, Tatsuya Kubokawa, Malay Ghosh, Sayar Karmakar:
Shrinkage estimation with singular priors and an application to small area estimation. 104726 - Petra Laketa, Stanislav Nagy:
Reconstruction of atomic measures from their halfspace depth. 104727 - Alan Riva-Palacio, Fabrizio Leisen:
Compound vectors of subordinators and their associated positive Lévy copulas. 104728 - Haruhiko Ogasawara:
A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation. 104729 - Hao Ding, Shanshan Qin, Yuehua Wu, Yaohua Wu:
Asymptotic properties on high-dimensional multivariate regression M-estimation. 104730 - Daojiang He, Huanyu Liu, Kai Xu, Ming-Xiang Cao:
Generalized Schott type tests for complete independence in high dimensions. 104731 - Jia Wang, Xizhen Cai, Runze Li:
Variable selection for partially linear models via Bayesian subset modeling with diffusing prior. 104733 - Jialuo Liu, Tingjin Chu, Jun Zhu, Haonan Wang:
Semiparametric method and theory for continuously indexed spatio-temporal processes. 104735
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