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Publication search results
found 16 matches
- 2017
- Deepak Nag Ayyala, Junyong Park, Anindya Roy:
Mean vector testing for high-dimensional dependent observations. J. Multivar. Anal. 153: 136-155 (2017) - Ming-Xiang Cao, Daojiang He:
Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function. J. Multivar. Anal. 153: 246-254 (2017) - Alejandro Cholaquidis, Liliana Forzani, Pamela Llop, Leonardo Moreno:
On the classification problem for Poisson point processes. J. Multivar. Anal. 153: 1-15 (2017) - Julius Damarackas, Vygantas Paulauskas:
Spectral covariance and limit theorems for random fields with infinite variance. J. Multivar. Anal. 153: 156-175 (2017) - Yanan Fan, Pierre Lafaye de Micheaux, Spiridon I. Penev, Donna Salopek:
Multivariate nonparametric test of independence. J. Multivar. Anal. 153: 189-210 (2017) - Christian Francq, Genaro Sucarrat:
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns. J. Multivar. Anal. 153: 16-32 (2017) - Sarah Friedrich, Edgar Brunner, Markus Pauly:
Permuting longitudinal data in spite of the dependencies. J. Multivar. Anal. 153: 255-265 (2017) - Ashley D. Holland:
Penalized spline estimation in the partially linear model. J. Multivar. Anal. 153: 211-235 (2017) - Yoshihide Kakizawa:
Third-order average local powers of Bartlett-type adjusted tests: Ordinary versus adjusted profile likelihood. J. Multivar. Anal. 153: 98-120 (2017) - Lydia-Zaitri Kara, Ali Laksaci, Mustapha Rachdi, Philippe Vieu:
Data-driven kNN estimation in nonparametric functional data analysis. J. Multivar. Anal. 153: 176-188 (2017) - Drew Lazar, Lizhen Lin:
Scale and curvature effects in principal geodesic analysis. J. Multivar. Anal. 153: 64-82 (2017) - Remigijus Leipus, Anne Philippe, Vytaute Pilipauskaite, Donatas Surgailis:
Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data. J. Multivar. Anal. 153: 121-135 (2017) - Xuejing Liu, Lei Huo, Xuerong Meggie Wen, Robert Paige:
A link-free approach for testing common indices for three or more multi-index models. J. Multivar. Anal. 153: 236-245 (2017) - Ruiyan Luo, Xin Qi:
Signal extraction approach for sparse multivariate response regression. J. Multivar. Anal. 153: 83-97 (2017) - Sophie Mercier, Hai Ha Pham:
A bivariate failure time model with random shocks and mixed effects. J. Multivar. Anal. 153: 33-51 (2017) - Shonosuke Sugasawa, Tatsuya Kubokawa:
Bayesian estimators in uncertain nested error regression models. J. Multivar. Anal. 153: 52-63 (2017)
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