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Publication search results
found 23 matches
- 2015
- Mátyás Barczy, Kristóf Körmendi, Gyula Pap:
Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration. J. Multivar. Anal. 139: 92-123 (2015) - Emanuel Ben-David:
Sharp lower and upper bounds for the Gaussian rank of a graph. J. Multivar. Anal. 139: 207-218 (2015) - Francesco Bravo:
Semiparametric estimation with missing covariates. J. Multivar. Anal. 139: 329-346 (2015) - Raymond Cheng:
Prediction of stationary Gaussian random fields with incomplete quarterplane past. J. Multivar. Anal. 139: 245-258 (2015) - Romain Couillet, Frédéric Pascal, Jack W. Silverstein:
The random matrix regime of Maronna's M-estimator with elliptically distributed samples. J. Multivar. Anal. 139: 56-78 (2015) - Carles M. Cuadras:
Contributions to the diagonal expansion of a bivariate copula with continuous extensions. J. Multivar. Anal. 139: 28-44 (2015) - Paul Doukhan, Denys Pommeret, Laurence Reboul:
Data driven smooth test of comparison for dependent sequences. J. Multivar. Anal. 139: 147-165 (2015) - Michael Falk:
On idempotent D-norms. J. Multivar. Anal. 139: 283-294 (2015) - Sanying Feng, Liugen Xue:
Model detection and estimation for single-index varying coefficient model. J. Multivar. Anal. 139: 227-244 (2015) - Bilgehan Güven:
A mixed model for complete three or higher-way layout with two random effects factors. J. Multivar. Anal. 139: 45-55 (2015) - Ananya Lahiri, Debasis Kundu, Amit Mitra:
Estimating the parameters of multiple chirp signals. J. Multivar. Anal. 139: 189-206 (2015) - Olivier Ledoit, Michael Wolf:
Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions. J. Multivar. Anal. 139: 360-384 (2015) - Christophe Ley, Davy Paindaveine, Thomas Verdebout:
High-dimensional tests for spherical location and spiked covariance. J. Multivar. Anal. 139: 79-91 (2015) - Ying Li, Peter Udén, Dietrich von Rosen:
A two-step estimation method for grouped data with connections to the extended growth curve model and partial least squares regression. J. Multivar. Anal. 139: 347-359 (2015) - Martial Longla:
On mixtures of copulas and mixing coefficients. J. Multivar. Anal. 139: 259-265 (2015) - Albert W. Marshall, Ingram Olkin:
A bivariate Gompertz-Makeham life distribution. J. Multivar. Anal. 139: 219-226 (2015) - Rahul Mukerjee, S. H. Ong:
Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavity. J. Multivar. Anal. 139: 1-6 (2015) - Kairat T. Mynbaev, Carlos Martins-Filho:
Consistency and asymptotic normality for a nonparametric prediction under measurement errors. J. Multivar. Anal. 139: 166-188 (2015) - Damien Passemier, Matthew R. McKay, Yang Chen:
Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models. J. Multivar. Anal. 139: 124-146 (2015) - Peter Radchenko:
High dimensional single index models. J. Multivar. Anal. 139: 266-282 (2015) - Shonosuke Sugasawa, Tatsuya Kubokawa:
Parametric transformed Fay-Herriot model for small area estimation. J. Multivar. Anal. 139: 295-311 (2015) - Hisayuki Tsukuma, Tatsuya Kubokawa:
A unified approach to estimating a normal mean matrix in high and low dimensions. J. Multivar. Anal. 139: 312-328 (2015) - Takayuki Yamada, Tetsuto Himeno:
Testing homogeneity of mean vectors under heteroscedasticity in high-dimension. J. Multivar. Anal. 139: 7-27 (2015)
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