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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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Undetermined 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 1,481 - 1,490 of 3,562
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Estimation of the entropy of a multivariate normal distribution
Misra, Neeraj; Singh, Harshinder; Demchuk, Eugene - In: Journal of Multivariate Analysis 92 (2005) 2, pp. 324-342
Motivated by problems in molecular biosciences wherein the evaluation of entropy of a molecular system is important for understanding its thermodynamic properties, we consider the efficient estimation of entropy of a multivariate normal distribution having unknown mean vector and covariance...
Persistent link: https://www.econbiz.de/10005153145
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Testing goodness of fit for the distribution of errors in multivariate linear models
Jiménez Gamero, M.D.; Muñoz García, J.; Pino Mejías, R. - In: Journal of Multivariate Analysis 95 (2005) 2, pp. 301-322
In this paper, to test goodness of fit to any fixed distribution of errors in multivariate linear models, we consider a weighted integral of the squared modulus of the difference between the empirical characteristic function of the residuals and the characteristic function under the null...
Persistent link: https://www.econbiz.de/10005153157
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Testing multivariate normality in incomplete data of small sample size
Tan, Ming; Fang, Hong-Bin; Tian, Guo-Liang; Wei, Gang - In: Journal of Multivariate Analysis 93 (2005) 1, pp. 164-179
In longitudinal studies with small samples and incomplete data, multivariate normal-based models continue to be a powerful tool for analysis. This has included a broad scope of biomedical studies. Testing the assumption of multivariate normality (MVN) is critical. Although many methods are...
Persistent link: https://www.econbiz.de/10005153179
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Nonlinearity effects in multidimensional scaling
Gower, John C.; Ngouenet, Roger F. - In: Journal of Multivariate Analysis 94 (2005) 2, pp. 344-365
When multidimensional scaling of n cases is derived from dissimilarities that are functions of p basic continuous variables, the question arises of how to relate the values of the variables to the configuration of n points. We provide a methodology based on nonlinear biplots that expresses...
Persistent link: https://www.econbiz.de/10005153205
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A new test for multivariate normality
Szekely, Gábor J.; Rizzo, Maria L. - In: Journal of Multivariate Analysis 93 (2005) 1, pp. 58-80
We propose a new class of rotation invariant and consistent goodness-of-fit tests for multivariate distributions based on Euclidean distance between sample elements. The proposed test applies to any multivariate distribution with finite second moments. In this article we apply the new method for...
Persistent link: https://www.econbiz.de/10005153219
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Mixtures of factor analyzers: an extension with covariates
Fokoué, Ernest - In: Journal of Multivariate Analysis 95 (2005) 2, pp. 370-384
This paper examines the analysis of an extended finite mixture of factor analyzers (MFA) where both the continuous latent variable (common factor) and the categorical latent variable (component label) are assumed to be influenced by the effects of fixed observed covariates. A polytomous logistic...
Persistent link: https://www.econbiz.de/10005153291
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Robustness of one-sided cross-validation to autocorrelation
Hart, Jeffrey D.; Lee, Cherng-Luen - In: Journal of Multivariate Analysis 92 (2005) 1, pp. 77-96
The effects of moderate levels of serial correlation on one-sided and ordinary cross-validation in the context of local linear and kernel smoothing is investigated. It is shown both theoretically and by simulation that one-sided cross-validation is much less adversely affected by correlation...
Persistent link: https://www.econbiz.de/10005153316
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On Hadamard differentiability in k-sample semiparametric models--with applications to the assessment of structural relationships
Freitag, Gudrun; Munk, Axel - In: Journal of Multivariate Analysis 94 (2005) 1, pp. 123-158
Semiparametric models to describe the functional relationship between k groups of observations are broadly applied in statistical analysis, ranging from nonparametric ANOVA to proportional hazard (ph) rate models in survival analysis. In this paper we deal with the empirical assessment of the...
Persistent link: https://www.econbiz.de/10005160351
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Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models
Yuan, Ke-Hai; Bentler, Peter M. - In: Journal of Multivariate Analysis 94 (2005) 2, pp. 328-343
Data in social and behavioral sciences are often hierarchically organized. Special statistical procedures have been developed to analyze such data while taking into account the resulting dependence of observations. Most of these developments require a multivariate normality distribution...
Persistent link: https://www.econbiz.de/10005160399
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Correlation in Lp-spaces
Kowalski, Aleksander; Rudiuk, Edmund - In: Journal of Multivariate Analysis 96 (2005) 1, pp. 20-29
An extension to an Lp-spaces, p>1, of Pearson-Kolmogorov-Renyi correlation ratio is constructed. It is proved that correlation does not exceed , and can be used as a measure of dependence of the random variable from a sigmafield.
Persistent link: https://www.econbiz.de/10005160427
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