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ORCIDJournal of Multivariate Analysis, Volume 197
Volume 197, September 2023
- Rakheon Kim
, Mohsen Pourahmadi, Tanya P. Garcia:
Positive-definite thresholding estimators of covariance matrices with zeros. 105186 - Chengxin Wu, Nengxiang Ling, Philippe Vieu, Wenjuan Liang:
Partially functional linear quantile regression model and variable selection with censoring indicators MAR. 105189 - Pankaj Bhagwat, Éric Marchand:
Predictive density estimators with integrated L1 loss. 105190 - Christopher Dörr, Martin Schlather:
Covariance models for multivariate random fields resulting from pseudo cross-variograms. 105199 - Dennis Müller:
Minimax estimation of the mode of functional data. 105200 - Taiki Tezuka, Manabu Kuroki:
An unbiased estimator of the causal effect on the variance based on the back-door criterion in Gaussian linear structural equation models. 105201 - Raanju R. Sundararajan:
Factor modeling of multivariate time series: A frequency components approach. 105202 - Chunhui Liang, Wenqing Ma, Yanchun Xing:
Multivariate mix-GEE models for longitudinal data with multiple outcomes. 105203 - Yilin Zhang, Liping Zhu:
Projection divergence in the reproducing kernel Hilbert space: Asymptotic normality, block-wise and slicing estimation, and computational efficiency. 105204 - Zhanting Long, Zeng Li, Ruitao Lin, Jiaxin Qiu:
On singular values of large dimensional lag-τ sample auto-correlation matrices. 105205 - Juan Chen, Yingchun Zhou:
A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments. 105207 - Koji Tsukuda, Shun Matsuura:
High-dimensional hypothesis testing for allometric extension model. 105208
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