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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

Authors: Charles E. Brown

Pseudo-inverse multivariate/matrix-variate distributions

JOURNAL ARTICLE published September 2007 in Journal of Multivariate Analysis

Authors: Zhihua Zhang

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

Authors: Jaehyung Lee | Mark S. Kaiser | Noel Cressie

Bivariate Discrete Measures via a Power Series Conditional Distribution and a Regression

JOURNAL ARTICLE published November 1995 in Journal of Multivariate Analysis

Authors: J. Wesolowski

Membership testing for Bernoulli and tail-dependence matrices

JOURNAL ARTICLE published November 2018 in Journal of Multivariate Analysis

Authors: Daniel Krause | Matthias Scherer | Jonas Schwinn | Ralf Werner

Multivariate weighted renewal functions

JOURNAL ARTICLE published January 2007 in Journal of Multivariate Analysis

Authors: F. Mallor | E. Omey | J. Santos

Characterizations of Arnold and Strauss’ and related bivariate exponential models

JOURNAL ARTICLE published August 2007 in Journal of Multivariate Analysis

Authors: Samuel Kotz | Jorge Navarro | Jose M. Ruiz

A reliability model for multivariate exponential distributions

JOURNAL ARTICLE published May 2007 in Journal of Multivariate Analysis

Authors: Rong-Tsorng Wang

Multivariate dynamic information

JOURNAL ARTICLE published February 2007 in Journal of Multivariate Analysis

Authors: Nader Ebrahimi | S.N.U.A. Kirmani | Ehsan S. Soofi

Measures of dependence for multivariate Lévy distributions

PROCEEDINGS ARTICLE published 2001 in AIP Conference Proceedings

Authors: J. Boland

Test of conditional independence in factor models via Hilbert–Schmidt independence criterion

JOURNAL ARTICLE published January 2024 in Journal of Multivariate Analysis

Authors: Kai Xu | Qing Cheng

A smooth conditional quantile estimator and related applications of conditional empirical processes

JOURNAL ARTICLE published May 1991 in Journal of Multivariate Analysis

Authors: K.L Mehra | M Sudhakara Rao | S.P Upadrasta

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)

Authors: Jan Beirlant | Mikael Escobar-Bach | Yuri Goegebeur | Armelle Guillou

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

Authors: Paul Ressel

Model checking for additive hazards model with multivariate survival data

JOURNAL ARTICLE published May 2007 in Journal of Multivariate Analysis

Authors: Guosheng Yin

Three general multivariate semi-Pareto distributions and their characterizations

JOURNAL ARTICLE published July 2007 in Journal of Multivariate Analysis

Authors: Hsiaw-Chan Yeh

Symmetrised M-estimators of multivariate scatter

JOURNAL ARTICLE published September 2007 in Journal of Multivariate Analysis

Authors: Seija Sirkiä | Sara Taskinen | Hannu Oja