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Central limit theorems for random walks on N0 that are associated with orthogonal polynomials

JOURNAL ARTICLE published August 1990 in Journal of Multivariate Analysis

Authors: Michael Voit

On Robust Bayesian Analysis for Location and Scale Parameters

JOURNAL ARTICLE published July 1999 in Journal of Multivariate Analysis

Authors: Rubén A. Haro-López | Adrian F.M. Smith

No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix

JOURNAL ARTICLE published January 2009 in Journal of Multivariate Analysis

Authors: Debashis Paul | Jack W. Silverstein

Testing marginal homogeneity against stochastically ordered marginals for r×r contingency tables

JOURNAL ARTICLE published July 2006 in Journal of Multivariate Analysis

Authors: Wei Gao | Satoshi Kuriki

Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm

JOURNAL ARTICLE published September 2022 in Journal of Multivariate Analysis

Authors: Yesim Guney | Olcay Arslan | Fulya Gokalp Yavuz

Least squares estimators for discretely observed stochastic processes driven by small Lévy noises

JOURNAL ARTICLE published April 2013 in Journal of Multivariate Analysis

Research funded by JSPS KAKENHI (24740061) | NSERC (311945-2008)

Authors: Hongwei Long | Yasutaka Shimizu | Wei Sun

The analysis of multivariate longitudinal data using multivariate marginal models

JOURNAL ARTICLE published January 2016 in Journal of Multivariate Analysis

Authors: Hyunkeun Cho

Stochastic processes with independent increments, taking values in a Hilbert space

JOURNAL ARTICLE published September 1976 in Journal of Multivariate Analysis

Authors: Jeffrey L Spielman

Editorial Board

JOURNAL ARTICLE published October 1989 in Journal of Multivariate Analysis

Convergence of weighted sums of random functions in D[0, 1]

JOURNAL ARTICLE published August 1991 in Journal of Multivariate Analysis

Authors: Peter Z Daffer

Editorial Board

JOURNAL ARTICLE published May 2014 in Journal of Multivariate Analysis

A note on cuts for contingency tables

JOURNAL ARTICLE published November 2008 in Journal of Multivariate Analysis

Authors: Edward H. Ip | Yuchung J. Wang

Spectral Density for Third Order Cumulants under Strong Mixing Conditions

JOURNAL ARTICLE published August 2000 in Journal of Multivariate Analysis

Authors: Curtis Miller

The Asymptotic Loss of Information for Grouped Data

JOURNAL ARTICLE published October 1998 in Journal of Multivariate Analysis

Authors: Klaus Felsenstein | Klaus Pötzelberger

Stochastic comparisons of order statistics and their concomitants

JOURNAL ARTICLE published February 2014 in Journal of Multivariate Analysis

Research funded by NSA (H98230-12-1-0222)

Authors: Ismihan Bairamov | Baha-Eldin Khaledi | Moshe Shaked

Inference for the invariance of canonical analysis under linear transformations

JOURNAL ARTICLE published January 2003 in Journal of Multivariate Analysis

Authors: Guy Martial Nkiet

Certain characterizations with linearity of regression in additive damage models

JOURNAL ARTICLE published December 1977 in Journal of Multivariate Analysis

Authors: G.P. Patil | M.V. Ratnaparkhi

Hyperamarts: Conditions for regularity of continuous parameter processes

JOURNAL ARTICLE published April 1984 in Journal of Multivariate Analysis

Authors: Bong Dae Choi

The distribution of matrix quotients

JOURNAL ARTICLE published February 1985 in Journal of Multivariate Analysis

Authors: P.C.B. Phillips

Editorial Board

JOURNAL ARTICLE published February 2011 in Journal of Multivariate Analysis