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Publication search results
found 22 matches
- 2018
- Patrice Abry, Gustavo Didier:
Wavelet eigenvalue regression for n-variate operator fractional Brownian motion. J. Multivar. Anal. 168: 75-104 (2018) - Carlos Aya-Moreno, Gery Geenens, Spiridon I. Penev
:
Shape-preserving wavelet-based multivariate density estimation. J. Multivar. Anal. 168: 30-47 (2018) - Francisco Germán Badía, Carmen Sangüesa
, Ji Hwan Cha:
Stochastic comparisons and multivariate dependence for the epoch times of trend renewal processes. J. Multivar. Anal. 168: 174-184 (2018) - Fei Chen, Lei Shi, Xuehu Zhu, Lixing Zhu:
Generalized principal Hessian directions for mixture multivariate skew elliptical distributions. J. Multivar. Anal. 168: 142-159 (2018) - Wenquan Cui
, Haoyang Cheng
, Jiajing Sun
:
An RKHS-based approach to double-penalized regression in high-dimensional partially linear models. J. Multivar. Anal. 168: 201-210 (2018) - Linlin Dai, Kani Chen, Zhihua Sun, Zhenqiu Liu, Gang Li
:
Broken adaptive ridge regression and its asymptotic properties. J. Multivar. Anal. 168: 334-351 (2018) - Raúl Fierro
, Víctor Leiva
, Jean Paul Maidana
:
Cumulative damage and times of occurrence for a multicomponent system: A discrete time approach. J. Multivar. Anal. 168: 323-333 (2018) - Roberto Fontana, Patrizia Semeraro
:
Representation of multivariate Bernoulli distributions with a given set of specified moments. J. Multivar. Anal. 168: 290-303 (2018) - Rhythm Grover, Debasis Kundu, Amit Mitra:
Approximate least squares estimators of a two-dimensional chirp model and their asymptotic properties. J. Multivar. Anal. 168 (2018) - Ming-Yueh Huang
, Kwun Chuen Gary Chan:
Joint sufficient dimension reduction for estimating continuous treatment effect functions. J. Multivar. Anal. 168: 48-62 (2018) - Masashi Hyodo, Hiroki Watanabe, Takashi Seo
:
On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings. J. Multivar. Anal. 168: 160-173 (2018) - Luigi Ippoliti, R. J. Martin, Luca Romagnoli
:
Efficient likelihood computations for some multivariate Gaussian Markov random fields. J. Multivar. Anal. 168: 185-200 (2018) - Ze Jin
, David S. Matteson
:
Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics. J. Multivar. Anal. 168: 304-322 (2018) - Daniel Krause, Matthias Scherer, Jonas Schwinn, Ralf Werner
:
Membership testing for Bernoulli and tail-dependence matrices. J. Multivar. Anal. 168: 240-260 (2018) - Xin Liu, Rong-Xian Yue
, Weng Kee Wong:
D-optimal design for the heteroscedastic Berman model on an arc. J. Multivar. Anal. 168: 131-141 (2018) - Luc Pronzato, Henry P. Wynn
, Anatoly A. Zhigljavsky
:
Simplicial variances, potentials and Mahalanobis distances. J. Multivar. Anal. 168: 276-289 (2018) - Peijun Sang, Richard A. Lockhart
, Jiguo Cao
:
Sparse estimation for functional semiparametric additive models. J. Multivar. Anal. 168: 105-118 (2018) - Hanmei Sun, Thuan Nguyen, Yihui Luan, Jiming Jiang:
Classified mixed logistic model prediction. J. Multivar. Anal. 168: 63-74 (2018) - Jun Wen:
Estimation of two high-dimensional covariance matrices and the spectrum of their ratio. J. Multivar. Anal. 168: 1-29 (2018) - Cen Wu, Qingzhao Zhang
, Yu Jiang
, Shuangge Ma:
Robust network-based analysis of the associations between (epi)genetic measurements. J. Multivar. Anal. 168: 119-130 (2018) - Yuexia Zhang, Guoyou Qin
, Zhongyi Zhu, Jiajia Zhang:
Robust estimation in linear regression models for longitudinal data with covariate measurement errors and outliers. J. Multivar. Anal. 168: 261-275 (2018) - Xueying Zheng, Lan Xue, Annie Qu:
Time-varying correlation structure estimation and local-feature detection for spatio-temporal data. J. Multivar. Anal. 168: 221-239 (2018)
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