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Publication search results
found 14 matches
- 2013
- Christophe Crambes, Ali Gannoun, Yousri Henchiri:
Support vector machine quantile regression approach for functional data: Simulation and application studies. J. Multivar. Anal. 121: 50-68 (2013) - Miklós Csörgo, Masoud M. Nasari:
Asymptotics of randomly weighted uu- and vv-statistics: Application to bootstrap. J. Multivar. Anal. 121: 176-192 (2013) - Haydar Demirhan:
Bayesian estimation of order-restricted and unrestricted association models. J. Multivar. Anal. 121: 109-126 (2013) - Goedele Dierckx, Yuri Goegebeur, Armelle Guillou:
An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index. J. Multivar. Anal. 121: 70-86 (2013) - Eduardo García-Portugués, Rosa M. Crujeiras, Wenceslao González-Manteiga:
Kernel density estimation for directional-linear data. J. Multivar. Anal. 121: 152-175 (2013) - Syamantak Datta Gupta, Ravi R. Mazumdar, Peter W. Glynn:
On the convergence of the spectrum of finite order approximations of stationary time series. J. Multivar. Anal. 121: 1-21 (2013) - Tao Hu, Liming Xiang:
Efficient estimation for semiparametric cure models with interval-censored data. J. Multivar. Anal. 121: 139-151 (2013) - Xin Liu, Qing-Wen Wang:
Corrigendum to "Equality of the BLUPs under the mixed linear model when random components and errors are correlated" [J. Multivariate Anal. 116 (2013) 297-309]. J. Multivar. Anal. 121: 69 (2013) - Bala Rajaratnam, Julia Salzman:
Best permutation analysis. J. Multivar. Anal. 121: 193-223 (2013) - Ivair R. Silva, Renato M. Assunção:
Optimal generalized truncated sequential Monte Carlo test. J. Multivar. Anal. 121: 33-49 (2013) - Xin-Yuan Song, Fei Chen, Zhaohua Lu:
A Bayesian semiparametric dynamic two-level structural equation model for analyzing non-normal longitudinal data. J. Multivar. Anal. 121: 87-108 (2013) - Felix Spangenberg:
Strictly stationary solutions of ARMA equations in Banach spaces. J. Multivar. Anal. 121: 127-138 (2013) - Xingyu Tang, Jianbo Li, Heng Lian:
Empirical likelihood for partially linear proportional hazards models with growing dimensions. J. Multivar. Anal. 121: 22-32 (2013) - Guanghui Wang, Changliang Zou, Zhaojun Wang:
A necessary test for complete independence in high dimensions using rank-correlations. J. Multivar. Anal. 121: 224-232 (2013)
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