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Publication search results
found 21 matches
- 2012
- Silvia Bianconcini
, Silvia Cagnone
:
Estimation of generalized linear latent variable models via fully exponential Laplace approximation. J. Multivar. Anal. 112: 183-193 (2012) - Gérard Biau, Luc Devroye, Vida Dujmovic, Adam Krzyzak:
An affine invariant k-nearest neighbor regression estimate. J. Multivar. Anal. 112: 24-34 (2012) - Guang Cheng, Yichuan Zhao, Bo Li:
Empirical likelihood inferences for the semiparametric additive isotonic regression. J. Multivar. Anal. 112: 172-182 (2012) - Bogdan Cmiel
:
Poisson intensity estimation for the Spektor-Lord-Willis problem using a wavelet shrinkage approach. J. Multivar. Anal. 112: 194-206 (2012) - Antonio Cuevas
, Ricardo Fraiman
:
Corrigendum to "On depth measures and dual statistics. A methodology for dealing with general data" [JMVA 100 (2009) 753-766]. J. Multivar. Anal. 112: 256 (2012) - Yuexiao Dong, Zhou Yu:
Dimension reduction for the conditional kth moment via central solution space. J. Multivar. Anal. 112: 207-218 (2012) - Huijun Feng, Liang Peng:
Jackknife empirical likelihood tests for error distributions in regression models. J. Multivar. Anal. 112: 63-75 (2012) - Harold W. Gutch, Fabian J. Theis
:
Uniqueness of linear factorizations into independent subspaces. J. Multivar. Anal. 112: 48-62 (2012) - Francis K. C. Hui, Gery Geenens:
Nonparametric bootstrap tests of conditional independence in two-way contingency tables. J. Multivar. Anal. 112: 130-144 (2012) - Kshitij Khare, James P. Hobert:
Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression. J. Multivar. Anal. 112: 108-116 (2012) - William Kleiber
, Douglas W. Nychka:
Nonstationary modeling for multivariate spatial processes. J. Multivar. Anal. 112: 76-91 (2012) - Yun-Xian Li, Yutaka Kano, Jun-Hao Pan, Xin-Yuan Song:
A criterion-based model comparison statistic for structural equation models with heterogeneous data. J. Multivar. Anal. 112: 92-107 (2012) - Majid Mojirsheibani:
A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets. J. Multivar. Anal. 112: 230-241 (2012) - Mitsunori Ogawa, Akimichi Takemura:
Markov bases for typical block effect models of two-way contingency tables. J. Multivar. Anal. 112: 219-229 (2012) - Shalabh, Gaurav Garg, C. Heumann:
Performance of double k-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses. J. Multivar. Anal. 112: 35-47 (2012) - Muni S. Srivastava, N. Reid:
Testing the structure of the covariance matrix with fewer observations than the dimension. J. Multivar. Anal. 112: 156-171 (2012) - Dewei Wang, K. B. Kulasekera:
Parametric component detection and variable selection in varying-coefficient partially linear models. J. Multivar. Anal. 112: 117-129 (2012) - Christopher S. Withers
, Saralees Nadarajah:
Moments and cumulants for the complex Wishart. J. Multivar. Anal. 112: 242-247 (2012) - Rongning Wu:
On variance estimation in a negative binomial time series regression model. J. Multivar. Anal. 112: 145-155 (2012) - Jun Zhang
, Li-Xing Zhu
, Hua Liang:
Nonlinear models with measurement errors subject to single-indexed distortion. J. Multivar. Anal. 112: 1-23 (2012) - Changliang Zou, Xin Chen:
On the consistency of coordinate-independent sparse estimation with BIC. J. Multivar. Anal. 112: 248-255 (2012)
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