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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 1,521 - 1,530 of 3,562
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Some properties and characterizations for generalized multivariate Pareto distributions
Yeh, Hsiaw-Chan - In: Journal of Multivariate Analysis 88 (2004) 1, pp. 47-60
In this paper, several distributional properties and characterization theorems of the generalized multivariate Pareto distributions are studied. It is found that the multivariate Pareto distributions have many mixture properties. They are mixed either by geometric, Weibull, or exponential...
Persistent link: https://www.econbiz.de/10005106946
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Ontology concepts and tools for statistical genomics
Carey, V.J. Vincent J. - In: Journal of Multivariate Analysis 90 (2004) 1, pp. 213-228
In computer science, an ontology is any formally structured vocabulary covering a conceptual domain. Gene Ontology (GO) is a structured collection of terms defining biological processes, cellular components, or molecular functions for the purpose of characterizing gene products and functions....
Persistent link: https://www.econbiz.de/10005106990
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Problems in gene clustering based on gene expression data
Bryan, Jenny - In: Journal of Multivariate Analysis 90 (2004) 1, pp. 44-66
In this work, we assess the suitability of cluster analysis for the gene grouping problem confronted with microarray data. Gene clustering is the exercise of grouping genes based on attributes, which are generally the expression levels over a number of conditions or subpopulations. The hope is...
Persistent link: https://www.econbiz.de/10005152800
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Weighted bootstrap for U-statistics
Wang, Qiying; Jing, Bing-Yi - In: Journal of Multivariate Analysis 91 (2004) 2, pp. 177-198
In this paper we investigate the weighted bootstrap for U-statistics and its properties. Under very general choices of random weights and certain regularity conditions, we show that the weighted bootstrap method with U-statistics provides second-order accurate approximations to the distribution...
Persistent link: https://www.econbiz.de/10005152975
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Tail probabilities of the limiting null distributions of the Anderson-Stephens statistics
Kuriki, Satoshi; Takemura, Akimichi - In: Journal of Multivariate Analysis 89 (2004) 2, pp. 261-291
For the purpose of testing the spherical uniformity based on i.i.d. directional data (unit vectors) zi, i=1,...,n, Anderson and Stephens (Biometrika 59 (1972) 613-621) proposed testing procedures based on the statistics Smax=maxu S(u) and Smin=minu S(u), where u is a unit vector and nS(u) is the...
Persistent link: https://www.econbiz.de/10005006391
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Structural decompositions of multivariate distributions with applications in moment and cumulant
Ip, Edward H.; Wang, Yuchung J.; Yeh, Yeong-nan - In: Journal of Multivariate Analysis 89 (2004) 1, pp. 119-134
We provide lattice decompositions for multivariate distributions. The lattice decompositions reveal the structural relationship between the Lancaster/Bahadur model and the model of Streitberg (Ann. Statist. 18 (1990) 1878). For multivariate categorical data, the decompositions allows modeling...
Persistent link: https://www.econbiz.de/10005006410
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Best-possible bounds on sets of bivariate distribution functions
Nelsen, Roger B.; Molina, José Juan Quesada; Lallena, … - In: Journal of Multivariate Analysis 90 (2004) 2, pp. 348-358
The fundamental best-possible bounds inequality for bivariate distribution functions with given margins is the Frechet-Hoeffding inequality: If H denotes the joint distribution function of random variables X and Y whose margins are F and G, respectively, then...
Persistent link: https://www.econbiz.de/10005006416
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Construction of conservative test for change-point problem in two-dimensional random fields
Ninomiya, Yoshiyuki - In: Journal of Multivariate Analysis 89 (2004) 2, pp. 219-242
This paper is concerned with a change-point problem in random fields. Tests for detecting a change-structure in a two-way table are constructed. Solutions to this problem require calculations of multiple integrals, but the calculations become difficult as the table gets large. To overcome this...
Persistent link: https://www.econbiz.de/10005006591
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On a new multivariate two-sample test
Baringhaus, L.; Franz, C. - In: Journal of Multivariate Analysis 88 (2004) 1, pp. 190-206
In this paper we propose a new test for the multivariate two-sample problem. The test statistic is the difference of the sum of all the Euclidean interpoint distances between the random variables from the two different samples and one-half of the two corresponding sums of distances of the...
Persistent link: https://www.econbiz.de/10005093709
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Results in statistical discriminant analysis: a review of the former Soviet Union literature
Raudys, Sarunas; Young, Dean M. - In: Journal of Multivariate Analysis 89 (2004) 1, pp. 1-35
Much work in discriminant analysis and statistical pattern recognition has been performed in the former Soviet Union. However, most results derived by former Soviet Union researchers are unknown to statisticians and statistical pattern recognition researchers in the West. We attempt to give a...
Persistent link: https://www.econbiz.de/10005093733
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