EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: isPartOf:"Journal of Multivariate Analysis"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
Online availability
All
Undetermined 3,562
Type of publication
All
Article 3,562
Language
All
Undetermined 3,562
Author
All
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
more ... less ...
Published in...
All
Journal of Multivariate Analysis 3,562
Source
All
RePEc 3,562
Showing 2,151 - 2,160 of 3,562
Cover Image
Shrinkage Estimators under Spherical Symmetry for the General Linear Model
Cellier, D.; Fourdrinier, D. - In: Journal of Multivariate Analysis 52 (1995) 2, pp. 338-351
This paper is primarily concerned with extending the results of Brandwein and Strawderman in the usual canonical setting of a general linear model when sampling from a spherically symmetric distribution. When the location parameter belongs to a proper linear subspace of the sampling space, we...
Persistent link: https://www.econbiz.de/10005093909
Saved in:
Cover Image
Central Limit Theorem, Weak Law of Large Numbers for Martingales in Banach Spaces, and Weak Invariance Principle - A Quantitative Study
Anastassiou, G. A. - In: Journal of Multivariate Analysis 52 (1995) 1, pp. 158-180
This article deals with quantitative results by involving the standard modulus of continuity in Banach spaces. These concern convergence in distribution for Banach space-valued martingale difference sequences and weak convergence of the distribution of random polygonal lines to the...
Persistent link: https://www.econbiz.de/10005106955
Saved in:
Cover Image
The Effects of Nonnormality of Tests for Dimensionality in Canonical Correlation and MANOVA Models
Seo, T.; Kanda, T.; Fujikoshi, Y. - In: Journal of Multivariate Analysis 52 (1995) 2, pp. 325-337
In this paper we consider the usual test statistics for dimensionality in canonical correlation and MANOVA models for nonnormal populations. In order to know the effects of the null distributions of the test statistics when the populations depart from normality, perturbation expansions for test...
Persistent link: https://www.econbiz.de/10005106981
Saved in:
Cover Image
A Continuous Metric Scaling Solution for a Random Variable
Cuadras, C. M.; Fortiana, J. - In: Journal of Multivariate Analysis 52 (1995) 1, pp. 1-14
As a generalization of the classical metric scaling solution for a finite set of points, a countable set of uncorrelated random variables is obtained from an arbitary continuous random variable X. The properties of these variables allow us to regard them as principal axes for X with respect to...
Persistent link: https://www.econbiz.de/10005021305
Saved in:
Cover Image
Hadamard Differentiability on D[0,1]p
Ren, J. J.; Sen, P. K. - In: Journal of Multivariate Analysis 55 (1995) 1, pp. 14-28
We show that a statistical functional is asymptotically normal if it induces a Hadamard differentiable functional defined on the space D[0, 1]p. This work involves p-dimensional empirical processes. As an example we illustrate the use of the von Mises method in proving the asymptotic normality...
Persistent link: https://www.econbiz.de/10005221200
Saved in:
Cover Image
Principal Points and Self-Consistent Points of Symmetrical Multivariate Distributions
Tarpey, T. - In: Journal of Multivariate Analysis 53 (1995) 1, pp. 39-51
The k principal points [xi]1, ..., [xi]k of a random vector X are the points that approximate the distribution of X by minimizing the expected squared distance of X to the nearest of the [xi]j. A given set of k points y1, ..., yk partition p into domains of attraction D1, ..., Dk respectively,...
Persistent link: https://www.econbiz.de/10005221207
Saved in:
Cover Image
On Estimating a Linear Combination of Strata Means with Random Sample Sizes
He, K. - In: Journal of Multivariate Analysis 55 (1995) 1, pp. 39-60
In finite sampling it is widely believed that the probability sampling distribution is irrelevant for inference from a given sample. A super-population model in stratified sampling is investigated to show that the probability sampling distribution is relevant. It is proved that the traditional...
Persistent link: https://www.econbiz.de/10005221211
Saved in:
Cover Image
Asymptotic Properties of Maximum Likelihood Estimates in a Class of Space-Time Regression Models
Niu, X. F. - In: Journal of Multivariate Analysis 55 (1995) 1, pp. 82-104
For statistical analyses of satellite ozone data, Niu and Tiao introduced a class of space-time regression models which took into account temporal and spatial dependence of the observations. In this paper, asymptotic properties of maximum likelihood estimates of parameters in the models are...
Persistent link: https://www.econbiz.de/10005221292
Saved in:
Cover Image
Generalized Poisson Distributions as Limits of Sums for Arrays of Dependent Random Vectors
Kobus, M. - In: Journal of Multivariate Analysis 52 (1995) 2, pp. 199-244
Arrays of random vectors with values in Rd stationary in rows, are investigated. By the assumptions related to the ones used in the extreme value theory a limit thoerem for sums is proved. Necessary and sufficient conditions for the convergence in distribution of sums to some generalized Poisson...
Persistent link: https://www.econbiz.de/10005221322
Saved in:
Cover Image
Bounds for the Breakdown Point of the Simplicial Median
Chen, Z. Q. - In: Journal of Multivariate Analysis 55 (1995) 1, pp. 1-13
Upper and lower bounds are given for the breakdown point of Liu's empirical simplicial median. This median has a strictly positive breakdown point but is a less robust location estimator than the median based on Tukey's data depth (D. Donoho and M. Gasko, Ann. Statist.20 (1992), 1803-1827).
Persistent link: https://www.econbiz.de/10005221333
Saved in:
  • First
  • Prev
  • 211
  • 212
  • 213
  • 214
  • 215
  • 216
  • 217
  • 218
  • 219
  • 220
  • 221
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...