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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 2,861 - 2,870 of 3,562
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Some new approaches to multivariate probability distributions
Shanbhag, D. N.; Kotz, S. - In: Journal of Multivariate Analysis 22 (1987) 2, pp. 189-211
We extend and generalize to the multivariate set-up our earlier investigations related to expected remaining life functions and general hazard measures including representations and stability theorems for arbitrary probability distributions in terms of these concepts. (The univariate case is...
Persistent link: https://www.econbiz.de/10005199800
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Nuclear subspace of L0 and the Kernel of a linear measure
Okazaki, Yoshiaki; Takahashi, Yasuji - In: Journal of Multivariate Analysis 22 (1987) 1, pp. 65-73
Let E be a locally convex space. Then E is nuclear metrizable if and only if there exists a [sigma]-additive measure [mu] on E' such that L: E -- L0(E', [mu]), L(x) = <x, ·>, is an isomorphism. Let E be quasi-complete or barrelled. Suppose that there exists a [sigma]-additive measure [nu] on E...</x,>
Persistent link: https://www.econbiz.de/10005199803
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Stationary fields with positive angle
Makagon, A.; Salehi, H. - In: Journal of Multivariate Analysis 22 (1987) 1, pp. 106-125
An analytic characterization of stationary fields with a positive angle between the vertical past and future, in the sense of Helson and Lowdenslager, is given. The connection between the positivity of the angle and the convergence of the Fourier series for certain functions is studied. The case...
Persistent link: https://www.econbiz.de/10005199815
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On a class of asymptotically stationary harmonizable processes
Dehay, Dominique - In: Journal of Multivariate Analysis 22 (1987) 2, pp. 251-257
We prove that every harmonizable process with [sigma]-finite bimeasure is asymptotically stationary and we give its associated spectral measure.
Persistent link: https://www.econbiz.de/10005199859
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On dominations between measures of dependence
Bradley, Richard C.; Bryc, Wlodzimierz; Janson, Svante - In: Journal of Multivariate Analysis 23 (1987) 2, pp. 312-329
Suppose one has two measures of dependence between two or more families of random variables. One of the measures is said to "dominate" the other if the latter becomes arbitrarily small as the former becomes sufficiently small. A description is given of the entire pattern of dominations between...
Persistent link: https://www.econbiz.de/10005199866
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Asymptotically optimal selection of a piecewise polynomial estimator of a regression function
Chen, Keh-Wei - In: Journal of Multivariate Analysis 22 (1987) 2, pp. 230-244
Let (X, Y) be a pair of random variables such that X = (X1,..., Xd) ranges over a nondegenerate compact d-dimensional interval C and Y is real-valued. Let the conditional distribution of Y given X have mean [theta](X) and satisfy an appropriate moment condition. It is assumed that the...
Persistent link: https://www.econbiz.de/10005199885
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Multidimensional large deviation local limit theorems
Chaganty, Narasinga R.; Sethuraman, J. - In: Journal of Multivariate Analysis 20 (1986) 2, pp. 190-204
An earlier paper by the author ([4], 97-114) established large deviation local limit theorems for arbitrary sequences of real valued random variables. This work showed clearly the connection between the Cramér series and large deviation rates. In this article we present large deviation local...
Persistent link: https://www.econbiz.de/10005221654
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Optimal stratification and clustering on the line using the 1-norm
Butler, Ronald W. - In: Journal of Multivariate Analysis 19 (1986) 1, pp. 142-155
A random sample of continuous measurements can be partitioned into g groups or clusters by minimizing the within group dispersion as measured by the 1-norm. The central limit theory associated with such partitions which are universally optimal or locally optimal is derived. A procedure is...
Persistent link: https://www.econbiz.de/10005160330
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On estimation of matrix of normal mean
Zheng, Z. - In: Journal of Multivariate Analysis 18 (1986) 1, pp. 70-82
Persistent link: https://www.econbiz.de/10005160490
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Invariant prediction regions with smallest expected measure
Hooper, Peter M. - In: Journal of Multivariate Analysis 18 (1986) 1, pp. 117-126
A method is given for constructing a prediction region having smallest expected measure within the class of invariant level [beta] prediction regions. The main assumptions are that the invariance group acts transitively on the parameter space and that the measure satisfies a certain invariance...
Persistent link: https://www.econbiz.de/10005199445
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