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Publication search results
found 35 matches
- 2016
- Anthony Almudevar:
Higher order density approximations for solutions to estimating equations. J. Multivar. Anal. 143: 424-439 (2016) - Narayanaswamy Balakrishnan, Miroslav M. Ristic:
Multivariate families of gamma-generated distributions with finite or infinite support above or below the diagonal. J. Multivar. Anal. 143: 194-207 (2016) - Jan Beirlant, Mikael Escobar-Bach, Yuri Goegebeur, Armelle Guillou:
Bias-corrected estimation of stable tail dependence function. J. Multivar. Anal. 143: 453-466 (2016) - Taras Bodnar, Stepan Mazur, Krzysztof Podgórski:
Singular inverse Wishart distribution and its application to portfolio theory. J. Multivar. Anal. 143: 314-326 (2016) - Élodie Brunel, André Mas, Angelina Roche:
Non-asymptotic adaptive prediction in functional linear models. J. Multivar. Anal. 143: 208-232 (2016) - T. Tony Cai, Anru Zhang:
Inference for high-dimensional differential correlation matrices. J. Multivar. Anal. 143: 107-126 (2016) - Ignacio Cascos, Miguel López-Díaz:
On the uniform consistency of the zonoid depth. J. Multivar. Anal. 143: 394-397 (2016) - Ting-Li Chen, Hironori Fujisawa, Su-Yun Huang, Chii-Ruey Hwang:
On the weak convergence and Central Limit Theorem of blurring and nonblurring processes with application to robust location estimation. J. Multivar. Anal. 143: 165-184 (2016) - Marco Chiani:
Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance. J. Multivar. Anal. 143: 467-471 (2016) - Hyunkeun Cho:
The analysis of multivariate longitudinal data using multivariate marginal models. J. Multivar. Anal. 143: 481-491 (2016) - Arthur Cohen, Harold Sackrowitz:
Convexity issues in multivariate multiple testing of treatments vs. control. J. Multivar. Anal. 143: 1-11 (2016) - Romain Couillet, Abla Kammoun, Frédéric Pascal:
Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals. J. Multivar. Anal. 143: 249-274 (2016) - Rolando De la Cruz, Cristian Meza, Ana Arribas-Gil, Raymond J. Carroll:
Bayesian regression analysis of data with random effects covariates from nonlinear longitudinal measurements. J. Multivar. Anal. 143: 94-106 (2016) - Kai Dong, Herbert Pang, Tiejun Tong, Marc G. Genton:
Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data. J. Multivar. Anal. 143: 127-142 (2016) - Dominique Fourdrinier, Fatiha Mezoued, Martin T. Wells:
Estimation of the inverse scatter matrix of an elliptically symmetric distribution. J. Multivar. Anal. 143: 32-55 (2016) - Liya Fu, You-Gan Wang:
Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data. J. Multivar. Anal. 143: 492-502 (2016) - Francesco Giordano, Maria Lucia Parrella:
Bias-corrected inference for multivariate nonparametric regression: Model selection and oracle property. J. Multivar. Anal. 143: 71-93 (2016) - Joseph Guinness, Montserrat Fuentes:
Isotropic covariance functions on spheres: Some properties and modeling considerations. J. Multivar. Anal. 143: 143-152 (2016) - Sungsu Kim, Ashis SenGupta, Barry C. Arnold:
A multivariate circular distribution with applications to the protein structure prediction problem. J. Multivar. Anal. 143: 374-382 (2016) - Anna Klimova, Tamás Rudas:
On the closure of relational models. J. Multivar. Anal. 143: 440-452 (2016) - Bartosz Kolodziejek:
Characterization of beta distribution on symmetric cones. J. Multivar. Anal. 143: 414-423 (2016) - Chenxi Li:
The Fine-Gray model under interval censored competing risks data. J. Multivar. Anal. 143: 327-344 (2016) - Heng Lian, Yongdai Kim:
Nonconvex penalized reduced rank regression and its oracle properties in high dimensions. J. Multivar. Anal. 143: 383-393 (2016) - Heng Lian, Hua Liang:
Separation of linear and index covariates in partially linear single-index models. J. Multivar. Anal. 143: 56-70 (2016) - Tsung-I Lin, Geoffrey J. McLachlan, Sharon X. Lee:
Extending mixtures of factor models using the restricted multivariate skew-normal distribution. J. Multivar. Anal. 143: 398-413 (2016) - Xuejun Ma, Jingxiao Zhang:
Robust model-free feature screening via quantile correlation. J. Multivar. Anal. 143: 472-480 (2016) - Ignacio Montes, Susana Montes:
Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound. J. Multivar. Anal. 143: 275-298 (2016) - Simone A. Padoan:
Corrigendum to "Multivariate extreme models based on underlying skew-t and skew-normal distributions" [J. Multivariate Analyis 102 (2011) 977-991]. J. Multivar. Anal. 143: 503 (2016) - Amresh Bahadur Pal, Ashutosh Kumar Dubey, Anoop Chaturvedi:
Shrinkage estimation in spatial autoregressive model. J. Multivar. Anal. 143: 362-373 (2016) - Beata Ros, Fetsje Bijma, Jan C. de Munck, Mathisca C. M. de Gunst:
Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure. J. Multivar. Anal. 143: 345-361 (2016)
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