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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 1,441 - 1,450 of 3,562
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Stochastic comparisons of order statistics from gamma distributions
Lihong, Sun; Xinsheng, Zhang - In: Journal of Multivariate Analysis 93 (2005) 1, pp. 112-121
Let (X1,X2,...,Xn) and (Y1,Y2,...,Yn) be gamma random vectors with common shape parameter [alpha] (0<[alpha][less-than-or-equals, slant]1) and scale parameters ([lambda]1,[lambda]2,...,[lambda]n), ([mu]1,[mu]2,...,[mu]n), respectively. Let X()=(X(1),X(2),...,X(n)), Y()=(Y(1),Y(2),...,Y(n)) be the order statistics of (X1,X2,...,Xn) and (Y1,Y2,...,Yn). Then ([lambda]1,[lambda]2,...,[lambda]n) majorizes ([mu]1,[mu]2,...,[mu]n) implies that X() is stochastically larger than Y(). However if the common shape parameter [alpha]>1, we can only compare the the first- and last-order statistics. Some earlier results on stochastically comparing proportional hazard functions are shown to be special cases of our results.
Persistent link: https://www.econbiz.de/10005106947
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On the consistency properties of linear and quadratic discriminant analyses
Velilla, Santiago; Hernández, Adolfo - In: Journal of Multivariate Analysis 96 (2005) 2, pp. 219-236
The limit behavior of the conditional probability of error of linear and quadratic discriminant analyses is studied under wide assumptions on the class conditional distributions. Results obtained may help to explain analytically the behavior in applications of linear and quadratic discrimination...
Persistent link: https://www.econbiz.de/10005106950
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A measure of independence for a multivariate normal distribution and some connections with factor analysis
Knott, Martin - In: Journal of Multivariate Analysis 96 (2005) 2, pp. 374-383
This paper gives results for the population value of a measure of the goodness-of-fit of a general multivariate normal distribution to the simpler hypothesis of independent normal variables. The measure was introduced by Rudas, Clogg and Lindsay in 1994, who gave the value for the bivariate...
Persistent link: https://www.econbiz.de/10005106956
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Rate optimal estimation with the integration method in the presence of many covariates
Hengartner, Nicolas W.; Sperlich, Stefan - In: Journal of Multivariate Analysis 95 (2005) 2, pp. 246-272
For multivariate regressors, integrating the Nadaraya-Watson regression smoother produces estimators of the lower-dimensional marginal components that are asymptotically normally distributed, at the optimal rate of convergence. Some heuristics, based on consistency of the pilot estimator,...
Persistent link: https://www.econbiz.de/10005106970
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Influence of observations on the misclassification probability in quadratic discriminant analysis
Croux, Christophe; Joossens, Kristel - In: Journal of Multivariate Analysis 96 (2005) 2, pp. 384-403
In this paper it is studied how observations in the training sample affect the misclassification probability of a quadratic discriminant rule. An approach based on partial influence functions is followed. It allows to quantify the effect of observations in the training sample on the performance...
Persistent link: https://www.econbiz.de/10005106973
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Decomposition of search for v-structures in DAGs
Geng, Zhi; Wang, Chi; Zhao, Qiang - In: Journal of Multivariate Analysis 96 (2005) 2, pp. 282-294
We show that the problem of searching for v-structures in a directed acyclic graph can be decomposed into searches in its decomposed subgraphs. This result simplifies the search for v-structures and the recovery of local causal relationships.
Persistent link: https://www.econbiz.de/10005106974
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Asymptotic distribution of inequality-restricted canonical correlation with application to tests for independence in ordered contingency tables
Kuriki, Satoshi - In: Journal of Multivariate Analysis 94 (2005) 2, pp. 420-449
For two-way ordered categorical data, correspondence analysis and the RC association model (the row-column-effect association model) with order-restricted scores have been proposed mainly for descriptive purposes. In this paper, tests for independence in two-way ordered contingency tables based...
Persistent link: https://www.econbiz.de/10005021312
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On a combination method of VDR and patchwork for generating uniform random points on a unit sphere
Yang, Zhenhai; Pang, W.K.; Hou, S.H.; Leung, P.K. - In: Journal of Multivariate Analysis 95 (2005) 1, pp. 23-36
In this paper, we use a combination of VDR theory and patchwork method to derive an efficient algorithm for generating uniform random points on a unit d-sphere. We first propose an algorithm to generate random vector with uniform distribution on a unit 2-sphere on the plane. Then we use VDR...
Persistent link: https://www.econbiz.de/10005021319
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On the asymptotic properties of multivariate sample autocovariances
Boshnakov, Georgi N. - In: Journal of Multivariate Analysis 92 (2005) 1, pp. 42-52
We show that if a process can be obtained by filtering an autoregressive process, then the asymptotic distribution of sample autocovariances of the former is the same as the asymptotic distribution of linear combinations of sample autocovariances of the latter. This result is used to show that...
Persistent link: https://www.econbiz.de/10005021320
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Estimation in generalized linear models for functional data via penalized likelihood
Cardot, HervĂ©; Sarda, Pacal - In: Journal of Multivariate Analysis 92 (2005) 1, pp. 24-41
We analyze in a regression setting the link between a scalar response and a functional predictor by means of a Functional Generalized Linear Model. We first give a theoretical framework and then discuss identifiability of the model. The functional coefficient of the model is estimated via...
Persistent link: https://www.econbiz.de/10005021330
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