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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 1,671 - 1,680 of 3,562
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On smoothness properties of spatial processes
Banerjee, S.; Gelfand, A. E. - In: Journal of Multivariate Analysis 84 (2003) 1, pp. 85-100
For inferential analysis of spatial data, probability modelling in the form of a spatial stochastic process is often adopted. In the univariate case, a realization of the process is a surface over the region of interest. The specification of the process has implications for the smoothness of...
Persistent link: https://www.econbiz.de/10005199513
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Asymptotic expansion of the null distribution of test statistic for linear hypothesis in nonnormal linear model
Yanagihara, Hirokazu - In: Journal of Multivariate Analysis 84 (2003) 2, pp. 222-246
This paper is concerned with the null distribution of test statistic T for testing a linear hypothesis in a linear model without assuming normal errors. The test statistic includes typical ANOVA test statistics. It is known that the null distribution of T converges to [chi]2 when the sample size...
Persistent link: https://www.econbiz.de/10005199514
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Asymptotic relative Pitman efficiency in group models
Chang, Ted; Tsai, Ming-Tien - In: Journal of Multivariate Analysis 85 (2003) 2, pp. 395-415
The notion of asymptotic efficacy due to Hannan for multivariate statistics in a location problem is reformulated for manifolds. The matrices used in Hannan's definition are reformulated as Riemannian metrics on a manifold and hence are seen not to depend upon the particular parameterization of...
Persistent link: https://www.econbiz.de/10005199530
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The affine equivariant sign covariance matrix: asymptotic behavior and efficiencies
Ollila, Esa; Oja, Hannu; Croux, Christophe - In: Journal of Multivariate Analysis 87 (2003) 2, pp. 328-355
We consider the affine equivariant sign covariance matrix (SCM) introduced by Visuri et al. (J. Statist. Plann. Inference 91 (2000) 557). The population SCM is shown to be proportional to the inverse of the regular covariance matrix. The eigenvectors and standardized eigenvalues of the...
Persistent link: https://www.econbiz.de/10005199550
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Functional canonical analysis for square integrable stochastic processes
He, Guozhong; Müller, Hans-Georg; Wang, Jane-Ling - In: Journal of Multivariate Analysis 85 (2003) 1, pp. 54-77
We study the extension of canonical correlation from pairs of random vectors to the case where a data sample consists of pairs of square integrable stochastic processes. Basic questions concerning the definition and existence of functional canonical correlation are addressed and sufficient...
Persistent link: https://www.econbiz.de/10005199559
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Finite sample tail behavior of multivariate location estimators
Zuo, Yijun - In: Journal of Multivariate Analysis 85 (2003) 1, pp. 91-105
A finite sample performance measure of multivariate location estimators is introduced based on "tail behavior". The tail performance of multivariate "monotone" location estimators and the halfspace depth based "non-monotone" location estimators including the Tukey halfspace median and...
Persistent link: https://www.econbiz.de/10005199602
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On familial longitudinal Poisson mixed models with gamma random effects
Sutradhar, Brajendra C.; Jowaheer, Vandna - In: Journal of Multivariate Analysis 87 (2003) 2, pp. 398-412
Poisson mixed models are used to analyze a wide variety of cluster count data. These models are commonly developed based on the assumption that the random effects have either the log-normal or the gamma distribution. Obtaining consistent as well as efficient estimates for the parameters involved...
Persistent link: https://www.econbiz.de/10005199618
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Factor models for multivariate count data
Wedel, Michel; Böckenholt, Ulf; Kamakura, Wagner A. - In: Journal of Multivariate Analysis 87 (2003) 2, pp. 356-369
We develop a general class of factor-analytic models for the analysis of multivariate (truncated) count data. Dependencies in multivariate counts are of interest in many applications, but few approaches have been proposed for their analysis. Our model class allows for a variety of distributions...
Persistent link: https://www.econbiz.de/10005199633
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Empirical likelihood inference for median regression models for censored survival data
Qin, Gengsheng; Tsao, Min - In: Journal of Multivariate Analysis 85 (2003) 2, pp. 416-430
Recent advances in median regression model have made it possible to use this model for analyzing a variety of censored survival data. For inference on the model parameter vector, there are now semiparametric procedures based on normal approximation that are valid without strong conditions on the...
Persistent link: https://www.econbiz.de/10005199650
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Semiparametric estimation based on parametric modeling of the cause-specific hazard ratios in competing risks
Suzukawa, A.; Taneichi, N. - In: Journal of Multivariate Analysis 87 (2003) 1, pp. 80-100
This paper is intended as an investigation of estimating cause-specific cumulative hazard and cumulative incidence functions in a competing risks model. The proportional model in which ratios of the cause-specific hazards to the overall hazard are assumed to be constant (independent of time) is...
Persistent link: https://www.econbiz.de/10005199694
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