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Admissibility and minimaxity of Bayes estimators for a normal mean matrix

JOURNAL ARTICLE published November 2008 in Journal of Multivariate Analysis

Authors: Hisayuki Tsukuma

https://doi.org/10.1016/j.jmva.2008.02.012 Actions

A two-stage approach to semilinear in-slide models

JOURNAL ARTICLE published September 2008 in Journal of Multivariate Analysis

Authors: Jinhong You | Haibo Zhou

https://doi.org/10.1016/j.jmva.2008.01.013 Actions

Limit theorems for hybridization reactions on oligonucleotide microarrays

JOURNAL ARTICLE published October 2008 in Journal of Multivariate Analysis

Authors: Grzegorz A. Rempala | Iwona Pawlikowska

https://doi.org/10.1016/j.jmva.2008.02.014 Actions

On information pooling, adaptability and superefficiency in nonparametric function estimation

JOURNAL ARTICLE published March 2008 in Journal of Multivariate Analysis

Authors: T. Tony Cai

https://doi.org/10.1016/j.jmva.2006.11.010 Actions

Forecasting time series with multivariate copulas

JOURNAL ARTICLE published 28 May 2015 in Dependence Modeling

Authors: Clarence Simard | Bruno Rémillard

https://doi.org/10.1515/demo-2015-0005 Actions

Extreme-value copulas associated with the expected scaled maximum of independent random variables

JOURNAL ARTICLE published July 2018 in Journal of Multivariate Analysis

Authors: Jan-Frederik Mai

https://doi.org/10.1016/j.jmva.2018.02.005 Actions

Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters

JOURNAL ARTICLE published March 2007 in Journal of Multivariate Analysis

Authors: Olivier Scaillet

https://doi.org/10.1016/j.jmva.2006.05.006 Actions

Flexible modeling based on copulas in nonparametric median regression

JOURNAL ARTICLE published July 2009 in Journal of Multivariate Analysis

Authors: Roel Braekers | Ingrid Van Keilegom

https://doi.org/10.1016/j.jmva.2008.11.009 Actions

Nonparametric maximum likelihood estimation for dependent truncation data based on copulas

JOURNAL ARTICLE published September 2012 in Journal of Multivariate Analysis

Authors: Takeshi Emura | Weijing Wang

https://doi.org/10.1016/j.jmva.2012.03.012 Actions

Dissolution point and isolation robustness: Robustness criteria for general cluster analysis methods

JOURNAL ARTICLE published July 2008 in Journal of Multivariate Analysis

Authors: Christian Hennig

https://doi.org/10.1016/j.jmva.2007.07.002 Actions

Simultaneous control of false positives and false negatives in multiple hypotheses testing

JOURNAL ARTICLE published March 2008 in Journal of Multivariate Analysis

Authors: Nader Ebrahimi

https://doi.org/10.1016/j.jmva.2006.12.006 Actions

The noncentral Wishart as an exponential family, and its moments

JOURNAL ARTICLE published August 2008 in Journal of Multivariate Analysis

Authors: Gérard Letac | Hélène Massam

https://doi.org/10.1016/j.jmva.2008.04.006 Actions

Multivariate Distributions and Copulas

OTHER published 18 December 2013 in Mathematics and Statistics for Financial Risk Management

https://doi.org/10.1002/9781118819616.ch5 Actions

Bounds on integrals with respect to multivariate copulas

JOURNAL ARTICLE published 5 December 2016 in Dependence Modeling

Authors: Michael Preischl

https://doi.org/10.1515/demo-2016-0016 Actions

Multivariate Markov Families of Copulas

JOURNAL ARTICLE published 26 October 2015 in Dependence Modeling

Authors: Ludger Overbeck | Wolfgang M. Schmidt

https://doi.org/10.1515/demo-2015-0011 Actions

Multivariate Option Pricing With Copulas

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Umberto Cherubini | Elisa Luciano

https://doi.org/10.2139/ssrn.269868 Actions

Estimating the parametric component of nonlinear partial spline model

JOURNAL ARTICLE published September 2008 in Journal of Multivariate Analysis

Authors: Tzee-Ming Huang | Hung Chen

https://doi.org/10.1016/j.jmva.2008.01.007 Actions

Parametric tail copula estimation and model testing

JOURNAL ARTICLE published July 2008 in Journal of Multivariate Analysis

Authors: Laurens de Haan | Cláudia Neves | Liang Peng

https://doi.org/10.1016/j.jmva.2007.08.003 Actions

Nonparametric inference under competing risks and selection-biased sampling

JOURNAL ARTICLE published April 2008 in Journal of Multivariate Analysis

Authors: Jean-Yves Dauxois | Agathe Guilloux

https://doi.org/10.1016/j.jmva.2007.02.001 Actions

Copulas & Multivariate Extremes

BOOK CHAPTER published 2019 in Multivariate Extreme Value Theory and D-Norms

Authors: Michael Falk

https://doi.org/10.1007/978-3-030-03819-9_3 Actions
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