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 HorvĂ¡th, 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 DĂ­az-GarcĂ­a, JosĂ© 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 3,281 - 3,290 of 3,562
Cover Image
Operators as spectral integrals of operator-valued functions from the study of multivariate stationary stochastic processes
Rosenberg, Milton - In: Journal of Multivariate Analysis 4 (1974) 2, pp. 166-209
P. Masani and the author have previously answered the question, "When is an operator on a Hilbert space the integral of a complex-valued function with respect to a given spectral (projection-valued) measure?" In this paper answers are given to the question, "When is a linear operator from q to p...
Persistent link: https://www.econbiz.de/10005093770
Saved in:
Cover Image
Certain characterizations with linearity of regression in additive damage models
Patil, G. P.; Ratnaparkhi, M. V. - In: Journal of Multivariate Analysis 7 (1977) 4, pp. 598-601
This paper investigates the characterizations of certain discrete distributions within the framework of a multivariate additive damage model. The univariate case for such a model appeared in an article by [2]. In this model a p-dimensional observation is subjected to damage according to a...
Persistent link: https://www.econbiz.de/10005093771
Saved in:
Cover Image
Planar semi-martingales
Brennan, Michael D. - In: Journal of Multivariate Analysis 9 (1979) 4, pp. 465-486
The concept of a semi-martingale is extended to processes with index set in the plane. The definitions of planar semi-martingales are similar to those of two parameter bounded variation. Necessary and sufficient conditions for a Doob-Meyer decomposition are obtained, and a maximal inequality and...
Persistent link: https://www.econbiz.de/10005093775
Saved in:
Cover Image
A characterization of the multivariate normal distribution
Li, Hung C. - In: Journal of Multivariate Analysis 8 (1978) 2, pp. 255-261
Let Xj (j = 1,...,n) be i.i.d. random variables, and let Y' = (Y1,...,Ym) and X' = (X1,...,Xn) be independently distributed, and A = (ajk) be an n - n random coefficient matrix with ajk = ajk(Y) for j, K = 1,...,n. Consider the equation U = AX, Kingman and Graybill [Ann. Math. Statist. 41...
Persistent link: https://www.econbiz.de/10005093795
Saved in:
Cover Image
On the general problem of mean estimation
Holevo, A. S. - In: Journal of Multivariate Analysis 3 (1973) 3, pp. 262-275
Mean estimation for a random function is considered in its most general context, including both the case of infinite dimensional mean and exact estimation. The existence theorem for the best linear unbiased estimates is established. The general definition of the pseudobest estimate is given;...
Persistent link: https://www.econbiz.de/10005093798
Saved in:
Cover Image
Separation theorems for singular values of matrices and their applications in multivariate analysis
Rao, C. Radhakrishna - In: Journal of Multivariate Analysis 9 (1979) 3, pp. 362-377
Separation theorems for singular values of a matrix, similar to the Poincaré separation theorem for the eigenvalues of a Hermitian matrix, are proved. The results are applied to problems in approximating a given r.v. by an r.v. in a specified class. In particular, problems of canonical...
Persistent link: https://www.econbiz.de/10005093811
Saved in:
Cover Image
On necessary and sufficient conditions for uniform strong consistency of estimators of a density and its derivatives
Singh, R. S. - In: Journal of Multivariate Analysis 9 (1979) 1, pp. 157-164
Based on a random sample from a population with (unknown) probability density f, this note exhibits a class of statistics f(p) for each fixed integer p [greater, double equals] 0. It is shown that f(p) are uniformly strongly consistent estimators of f(p), the pth order derivative of f, if and...
Persistent link: https://www.econbiz.de/10005093812
Saved in:
Cover Image
Some generalizations of the T-method in simultaneous inference
Hochberg, Yosef - In: Journal of Multivariate Analysis 4 (1974) 2, pp. 224-234
Two extensions of the T-method for multiple comparisons on a set of parameters are discussed, which are easily applied to cases where the allied random variables do not satisfy the usual conditions imposed by the T-method. The two generalized T-procedures are compared with the S and the...
Persistent link: https://www.econbiz.de/10005093813
Saved in:
Cover Image
Parametric estimation for a simple branching diffusion process
Kulperger, Reg - In: Journal of Multivariate Analysis 9 (1979) 1, pp. 101-115
A simple branching diffusion process is given as an elementary model of spatial evolution. A parametric estimation theory is presented for this model. As side results, a spatial central limit theorem and spatial strong law of large numbers are also obtained.
Persistent link: https://www.econbiz.de/10005093819
Saved in:
Cover Image
Multivariate k-nearest neighbor density estimates
Mack, Y. P.; Rosenblatt, M. - In: Journal of Multivariate Analysis 9 (1979) 1, pp. 1-15
Under appropriate assumptions, expressions describing the asymptotic behavior of the bias and variance of k-nearest neighbor density estimates with weight function w are obtained. The behavior of these estimates is compared with that of kernel estimates. Particular attention is paid to the...
Persistent link: https://www.econbiz.de/10005093820
Saved in:
  • First
  • Prev
  • 324
  • 325
  • 326
  • 327
  • 328
  • 329
  • 330
  • 331
  • 332
  • 333
  • 334
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...