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Publication search results
found 110 matches
- 2011
- Chunrong Ai, Jinhong You, Yong Zhou:
Statistical inference using a weighted difference-based series approach for partially linear regression models. J. Multivar. Anal. 102(3): 601-618 (2011) - Casper J. Albers, Frank Critchley, John C. Gower:
Quadratic minimisation problems in statistics. J. Multivar. Anal. 102(3): 698-713 (2011) - Casper J. Albers, Frank Critchley, John C. Gower:
Applications of quadratic minimisation problems in statistics. J. Multivar. Anal. 102(3): 714-722 (2011) - Ethan B. Anderes, Michael L. Stein:
Local likelihood estimation for nonstationary random fields. J. Multivar. Anal. 102(3): 506-520 (2011) - Barry C. Arnold, Hon Keung Tony Ng:
Flexible bivariate beta distributions. J. Multivar. Anal. 102(8): 1194-1202 (2011) - Ismihan Bairamov, A. Stepanov:
Numbers of near bivariate record-concomitant observations. J. Multivar. Anal. 102(5): 908-917 (2011) - N. Balakrishnan, Enkelejd Hashorva:
On Pearson-Kotz Dirichlet distributions. J. Multivar. Anal. 102(5): 948-957 (2011) - Andriëtte Bekker, Jacobus J. J. Ehlers, Mohammad Arashi:
Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components. J. Multivar. Anal. 102(3): 619-628 (2011) - Jan Beran, Arno Weiershäuser:
On spline regression under Gaussian subordination with long memory. J. Multivar. Anal. 102(2): 315-335 (2011) - Wolfgang Bischoff, A. Gegg:
Partial sum process to check regression models with multiple correlated response: With an application for testing a change-point in profile data. J. Multivar. Anal. 102(2): 281-291 (2011) - Axel Bücher, Holger Dette, Gabriele Wieczorek:
Testing model assumptions in functional regression models. J. Multivar. Anal. 102(10): 1472-1488 (2011) - Efstathia Bura, Jiao Yang:
Dimension estimation in sufficient dimension reduction: A unifying approach. J. Multivar. Anal. 102(1): 130-142 (2011) - Christopher K. Carter, Frederick Wong, Robert Kohn:
Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach. J. Multivar. Anal. 102(5): 871-883 (2011) - Cristiano Cervellera, Danilo Macciò:
A numerical method for minimum distance estimation problems. J. Multivar. Anal. 102(4): 789-800 (2011) - Kuo-mei Chen, Arthur Cohen, Harold Sackrowitz:
Consistent multiple testing for change points. J. Multivar. Anal. 102(10): 1339-1343 (2011) - Jiaqi Chen, Bernard Delyon, Jianfeng Yao:
On a model selection problem from high-dimensional sample covariance matrices. J. Multivar. Anal. 102(10): 1388-1398 (2011) - Umberto Cherubini, Sabrina Mulinacci, Silvia Romagnoli:
A copula-based model of speculative price dynamics in discrete time. J. Multivar. Anal. 102(6): 1047-1063 (2011) - Martin Crane, Vic Patrangenaru:
Random change on a Lie group and mean glaucomatous projective shape change detection from stereo pair images. J. Multivar. Anal. 102(2): 225-237 (2011) - Laurent Delsol, Frédéric Ferraty, Philippe Vieu:
Structural test in regression on functional variables. J. Multivar. Anal. 102(3): 422-447 (2011) - K. D. Prathapasinghe Dharmawansa, Matthew R. McKay:
Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices. J. Multivar. Anal. 102(4): 847-868 (2011) - José A. Díaz-García, Ramón Gutiérrez Jáimez:
Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions. J. Multivar. Anal. 102(1): 143-152 (2011) - Rainer Dyckerhoff, Karl Mosler:
Weighted-mean trimming of multivariate data. J. Multivar. Anal. 102(3): 405-421 (2011) - Sam Efromovich:
Nonparametric estimation of the anisotropic probability density of mixed variables. J. Multivar. Anal. 102(3): 468-481 (2011) - John H. J. Einmahl, Ramon van den Akker:
Superefficient estimation of the marginals by exploiting knowledge on the copula. J. Multivar. Anal. 102(9): 1315-1319 (2011) - Bert Van Es, Peter Spreij:
Estimation of a multivariate stochastic volatility density by kernel deconvolution. J. Multivar. Anal. 102(3): 683-697 (2011) - Habib Esmaeili, Claudia Klüppelberg:
Parametric estimation of a bivariate stable Lévy process. J. Multivar. Anal. 102(5): 918-930 (2011) - Michael Falk:
Local asymptotic normality in a stationary model for spatial extremes. J. Multivar. Anal. 102(1): 48-60 (2011) - Jiarui Feng, Zhongyi Zhu:
Semiparametric analysis of longitudinal zero-inflated count data. J. Multivar. Anal. 102(1): 61-72 (2011) - Dietmar Ferger, Michael Scholz:
Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals. J. Multivar. Anal. 102(2): 306-314 (2011) - Konstantinos Fokianos, Dag Tjøstheim:
Log-linear Poisson autoregression. J. Multivar. Anal. 102(3): 563-578 (2011)
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