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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 2,971 - 2,980 of 3,562
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Applications of autoreproducing kernel grammian moduli to (U, H)-valued stationary random functions
Truong-Van, B. - In: Journal of Multivariate Analysis 17 (1985) 1, pp. 56-75
It is shown that the analytical characterizations of q-variate interpolable and minimal stationary processes obtained by H. Salehi (Ark. Mat., 7 (1967), 305-311; Ark. Mat., 8 (1968), 1-6; J. Math. Anal. Appl., 25 (1969), 653-662), and later by A. Weron (Studia Math., 49 (1974), 165-183), can be...
Persistent link: https://www.econbiz.de/10005160428
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p-Norm bounds on the expectation of the maximum of a possibly dependent sample
Arnold, Barry C. - In: Journal of Multivariate Analysis 17 (1985) 3, pp. 316-332
Let X1, X2,..., Xn be identically distributed possibly dependent random variables with finite pth absolute moment assumed without loss of generality to be equal to 1. Denote the order statistics by X1:n, X2:n,..., Xn:n. Bounds are derived for E(Xn:n) when it is assumed that the Xi's are (i)...
Persistent link: https://www.econbiz.de/10005160452
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On the Radon-Nikodym theorem for measures with values in vector lattices
Mussmann, Dieter - In: Journal of Multivariate Analysis 17 (1985) 1, pp. 99-106
Measures with values in a countably order-complete vector lattice are considered. The underlying [sigma]-algebra is assumed to be [sigma]-isomorphic to the Borel sets of the real line. Given one such measure, densities are searched which are not necessarily scalar-valued for smaller measures....
Persistent link: https://www.econbiz.de/10005160503
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Multivariate extreme value distributions for stationary Gaussian sequences
Amram, Fred - In: Journal of Multivariate Analysis 16 (1985) 2, pp. 237-240
Under weak regularity conditions of the covariance sequence, it is shown that the joint limiting distribution of the maxima on each coordinate of a stationary Gaussian multivariate sequence is that of independent random variables with marginal Gumbel distributions.
Persistent link: https://www.econbiz.de/10005160573
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Tests for dimensionality and interactions of mean vectors under general and reducible covariance structures
Rao, C. Radhakrishna - In: Journal of Multivariate Analysis 16 (1985) 2, pp. 173-184
Likelihood ratio tests are derived for testing the structure of mean values in a two-way classification. The most general hypothesis considered is when the mean values are subject to row and column effects and interaction has a given complexity. The observations corresponding to a row or a...
Persistent link: https://www.econbiz.de/10005160642
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Some partial orderings of exchangeable random variables by positive dependence
Shaked, Moshe; Tong, Y. L. - In: Journal of Multivariate Analysis 17 (1985) 3, pp. 333-349
Some partial orderings of positively dependent exchangeable random variables are introduced. The interrelations among them, the inequalities which follow from them and two models which yield such partial orderings are then discussed. Particular examples include ordering multivariate normal, t,...
Persistent link: https://www.econbiz.de/10005199384
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A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics
Denker, Manfred; Puri, Madan L.; Rösler, Uwe - In: Journal of Multivariate Analysis 17 (1985) 2, pp. 148-167
A new approach to the asymptotic normality of the multivariate linear rank statistics is provided along with the Berry-Esséen and the Prohorov distance estimates for the remainder term in the convergence to normality.
Persistent link: https://www.econbiz.de/10005199462
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On the theory of Banach space valued multifunctions. 2. Set valued martingales and set valued measures
Papageorgiou, Nikolaos S. - In: Journal of Multivariate Analysis 17 (1985) 2, pp. 207-227
This second part of the work on Banach space valued multifunctions begins with a detailed study of set valued martingales, which have their values in a Banach space. Several new convergence theorems are established for different modes of convergence. The profile of a multifunction in connection...
Persistent link: https://www.econbiz.de/10005199500
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Multi-stage nonparametric estimation of density function using orthonormal systems
Liang, Wen-Qi; Krishnaiah, P. R. - In: Journal of Multivariate Analysis 17 (1985) 2, pp. 228-241
In this note, the authors propose a new nonparametric method of estimation of density using orthonormal systems iteratively. The asymptotic mean integrated square error of the estimate at each stage is less than or equal to that of the preceding stage. The new estimate is better, in some cases,...
Persistent link: https://www.econbiz.de/10005199636
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Laws of large numbers for classes of functions
Yukich, J. E. - In: Journal of Multivariate Analysis 17 (1985) 3, pp. 245-260
Let (X, , P) be a probability space and n, n = 1, a sequence of classes of measurable complex-valued functions on (X, , P). Under a weak metric entropy condition on n and sup {||g||[infinity]: g [set membership, variant] n}, Glivenko-Cantelli theorems are established for the classes n with...
Persistent link: https://www.econbiz.de/10005199738
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