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primary 59 Copula 15 Asymptotic normality 14 Variable selection 14 Bootstrap 12 Order statistics 11 Consistency 10 Covariance matrix 10 Dimension reduction 10 Longitudinal data 10 Nonparametric regression 10 asymptotic normality 10 EM algorithm 9 Empirical likelihood 9 Oracle property 9 Robust estimation 9 Hypothesis testing 8 Kernel smoothing 8 Nonparametric estimation 8 Elliptical distribution 7 Elliptically contoured distribution 7 Empirical Bayes 7 High-dimensional data 7 Multivariate normal distribution 7 Sufficient dimension reduction 7 Central limit theorem 6 Linear mixed model 6 Model selection 6 Principal component analysis 6 SCAD 6 Sliced inverse regression 6 U-statistic 6 Dirichlet distribution 5 Discriminant analysis 5 Estimating equations 5 Heteroscedasticity 5 Majorization 5 Markov chain Monte Carlo 5 Maximum likelihood estimator 5 Missing at random 5
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Undetermined 3,562
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Article 3,562
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Hall, Peter 26 Fujikoshi, Yasunori 24 Balakrishnan, N. 23 Kubokawa, Tatsuya 20 Khatri, C. G. 19 Krishnaiah, P. R. 19 Sen, Pranab Kumar 19 Takemura, Akimichi 18 Bai, Z. D. 17 Horváth, Lajos 16 Srivastava, M. S. 16 Strawderman, William E. 16 Wang, Qihua 16 Puri, Madan L. 15 Rao, C. Radhakrishna 15 Srivastava, Muni S. 15 Zhu, Lixing 15 Ghosh, Malay 13 Gupta, Arjun K. 13 Joe, Harry 13 Zhu, Li-Xing 12 Hu, Taizhong 11 Nadarajah, Saralees 11 Richards, Donald St. P. 11 Shaked, Moshe 11 Tsai, Ming-Tien 11 You, Jinhong 11 Arellano-Valle, Reinaldo B. 10 Boente, Graciela 10 Fourdrinier, Dominique 10 Genton, Marc G. 10 Lian, Heng 10 Scarsini, Marco 10 Díaz-García, José A. 9 Kariya, Takeaki 9 Mathew, Thomas 9 Peng, Liang 9 Silverstein, Jack W. 9 von Rosen, Dietrich 9 Chikuse, Yasuko 8
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Journal of Multivariate Analysis 3,562
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RePEc 3,562
Showing 1,111 - 1,120 of 3,562
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New families of estimators and test statistics in log-linear models
Martín, Nirian; Pardo, Leandro - In: Journal of Multivariate Analysis 99 (2008) 8, pp. 1590-1609
In this paper we consider categorical data that are distributed according to a multinomial, product-multinomial or Poisson distribution whose expected values follow a log-linear model and we study the inference problem of hypothesis testing in a log-linear model setting. The family of test...
Persistent link: https://www.econbiz.de/10005221264
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Empirical likelihood inference for censored median regression model via nonparametric kernel estimation
Zhao, Yichuan; Chen, Feiming - In: Journal of Multivariate Analysis 99 (2008) 2, pp. 215-231
An alternative to the accelerated failure time model is to regress the median of the failure time on the covariates. In the recent years, censored median regression models have been shown to be useful for analyzing a variety of censored survival data with the robustness property. Based on...
Persistent link: https://www.econbiz.de/10005221295
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Functional-coefficient partially linear regression model
Wong, Heung; Zhang, Riquan; Ip, Wai-cheung; Li, Guoying - In: Journal of Multivariate Analysis 99 (2008) 2, pp. 278-305
In this paper, the functional-coefficient partially linear regression (FCPLR) model is proposed by combining nonparametric and functional-coefficient regression (FCR) model. It includes the FCR model and the nonparametric regression (NPR) model as its special cases. It is also a generalization...
Persistent link: https://www.econbiz.de/10005221356
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Some properties of projectors associated with the WLSE under a general linear model
Tian, Yongge; Takane, Yoshio - In: Journal of Multivariate Analysis 99 (2008) 6, pp. 1070-1082
Projectors associated with a particular estimator in a general linear model play an important role in characterizing statistical properties of the estimator. A variety of new properties were derived on projectors associated with the weighted least-squares estimator (WLSE). These properties...
Persistent link: https://www.econbiz.de/10005221367
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Innovations algorithm asymptotics for periodically stationary time series with heavy tails
Anderson, Paul L.; Kavalieris, Laimonis; Meerschaert, … - In: Journal of Multivariate Analysis 99 (2008) 1, pp. 94-116
The innovations algorithm can be used to obtain parameter estimates for periodically stationary time series models. In this paper we compute the asymptotic distribution for these estimates in the case where the underlying noise sequence has infinite fourth moment but finite second moment. In...
Persistent link: https://www.econbiz.de/10005221369
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Estimation and confidence bands of a conditional survival function with censoring indicators missing at random
Wang, Qihua; Shen, Junshan - In: Journal of Multivariate Analysis 99 (2008) 5, pp. 928-948
The nonparametric estimator of the conditional survival function proposed by Beran is a useful tool to evaluate the effects of covariates in the presence of random right censoring. However, censoring indicators of right censored data may be missing for different reasons in many applications. We...
Persistent link: https://www.econbiz.de/10005221388
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A note on cuts for contingency tables
Ip, Edward H.; Wang, Yuchung J. - In: Journal of Multivariate Analysis 99 (2008) 10, pp. 2356-2363
In this note, we propose a general method to find cuts for a contingency table. Useful cuts are, in many cases, statistics S-sufficient for the nuisance parameter and S-ancillary for the parameter of interest. In general, cuts facilitate a strong form of parameter separation known to be useful...
Persistent link: https://www.econbiz.de/10005221398
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The one- and multi-sample problem for functional data with application to projective shape analysis
Munk, A.; Paige, R.; Pang, J.; Patrangenaru, V.; … - In: Journal of Multivariate Analysis 99 (2008) 5, pp. 815-833
In this paper tests are derived for testing neighborhood hypotheses for the one- and multi-sample problem for functional data. Our methodology is used to generalize testing in projective shape analysis, which has traditionally involving data consisting of finite number of points, to the...
Persistent link: https://www.econbiz.de/10005221411
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Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
Maruyama, Yazo; Takemura, Akimichi - In: Journal of Multivariate Analysis 99 (2008) 1, pp. 50-73
We give a sufficient condition for admissibility of generalized Bayes estimators of the location vector of spherically symmetric distribution under squared error loss. Compared to the known results for the multivariate normal case, our sufficient condition is very tight and is close to being a...
Persistent link: https://www.econbiz.de/10005221421
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Letter to the Editor
Nadarajah, Saralees; Kotz, Samuel - In: Journal of Multivariate Analysis 99 (2008) 2, pp. 306-307
Persistent link: https://www.econbiz.de/10005221460
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