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Consistency of Finite Multivariate Conditional Markov Chains BOOK CHAPTER published 31 August 2020 in Structured Dependence between Stochastic Processes |
Multivariate Spatial Measures BOOK CHAPTER published 1998 in Applied Multivariate Statistics in Geohydrology and Related Sciences |
Pseudo-inverse multivariate/matrix-variate distributions JOURNAL ARTICLE published September 2007 in Journal of Multivariate Analysis |
Volume Contents JOURNAL ARTICLE published November 2007 in Journal of Multivariate Analysis |
Multiway Dependence in Exponential Family Conditional Distributions JOURNAL ARTICLE published November 2001 in Journal of Multivariate Analysis |
Bivariate Discrete Measures via a Power Series Conditional Distribution and a Regression JOURNAL ARTICLE published November 1995 in Journal of Multivariate Analysis |
Membership testing for Bernoulli and tail-dependence matrices JOURNAL ARTICLE published November 2018 in Journal of Multivariate Analysis |
Multivariate weighted renewal functions JOURNAL ARTICLE published January 2007 in Journal of Multivariate Analysis |
Characterizations of Arnold and Strauss’ and related bivariate exponential models JOURNAL ARTICLE published August 2007 in Journal of Multivariate Analysis |
A reliability model for multivariate exponential distributions JOURNAL ARTICLE published May 2007 in Journal of Multivariate Analysis |
Multivariate dynamic information JOURNAL ARTICLE published February 2007 in Journal of Multivariate Analysis |
Measures of dependence for multivariate Lévy distributions PROCEEDINGS ARTICLE published 2001 in AIP Conference Proceedings |
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion JOURNAL ARTICLE published January 2024 in Journal of Multivariate Analysis |
A smooth conditional quantile estimator and related applications of conditional empirical processes JOURNAL ARTICLE published May 1991 in Journal of Multivariate Analysis |
Acknowledgement of Referees JOURNAL ARTICLE published May 2007 in Journal of Multivariate Analysis |
Bias-corrected estimation of stable tail dependence function JOURNAL ARTICLE published January 2016 in Journal of Multivariate Analysis Research funded by VILLUM FONDEN (VKR023480) | KU Leuven Herstartkrediet (HSTRT/14/001) |
Homogeneous distributions—And a spectral representation of classical mean values and stable tail dependence functions JOURNAL ARTICLE published May 2013 in Journal of Multivariate Analysis |
Model checking for additive hazards model with multivariate survival data JOURNAL ARTICLE published May 2007 in Journal of Multivariate Analysis |
Three general multivariate semi-Pareto distributions and their characterizations JOURNAL ARTICLE published July 2007 in Journal of Multivariate Analysis |
Symmetrised M-estimators of multivariate scatter JOURNAL ARTICLE published September 2007 in Journal of Multivariate Analysis |