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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 3,331 - 3,340 of 3,562
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On the choice of flattening constants for estimating multinomial probabilities
Fienberg, Stephen E.; Holland, Paul W. - In: Journal of Multivariate Analysis 2 (1972) 1, pp. 127-134
Bayesian estimation of the cell probabilities for the multinomial distribution (under a symmetric Dirichlet prior) leads to the use of a flattening constant [alpha] to smooth the raw cell proportions. The unsmoothed estimator corresponds to [alpha] = 0. The risk functions (under quadratic loss)...
Persistent link: https://www.econbiz.de/10005221285
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Some remarks on multivariate stable distributions
Paulauskas, V. J. - In: Journal of Multivariate Analysis 6 (1976) 3, pp. 356-368
This paper deals with multivariate stable distributions. [6], 444-462]. We present counter-examples and correct proofs of some of the statements of Press. The properties of multivariate stable distributions, connected with the spectral measure [Gamma], present in the expression of the...
Persistent link: https://www.econbiz.de/10005221286
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On large deviations of Kolmogorov-Smirnov-Renyi type statistics
Krumbholz, W. - In: Journal of Multivariate Analysis 6 (1976) 4, pp. 644-652
One result of Smirnov's important paper [Uspehi Mat. Nauk. 10, 179-206, (in Russian)] yields exponential bounds for the large deviations of his one-sided Smirnov statistic and the two-sided Kolmogorov statistic. In the present paper exponential bounds are given for the large deviations of a wide...
Persistent link: https://www.econbiz.de/10005221308
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Integration of direct limits of real random variables
Vasilach, Serge - In: Journal of Multivariate Analysis 3 (1973) 1, pp. 17-25
In our preceding paper [1], we have studied the fundamental properties of the direct limits of measure spaces. The present article is devoted to the study of the integration of direct limits of direct systems of real measurable functions, and in particular, of direct limits of systems of real...
Persistent link: https://www.econbiz.de/10005221325
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Tests on multiple correlation coefficient and multiple partial correlation coefficient
Gupta, Somesh Das - In: Journal of Multivariate Analysis 7 (1977) 1, pp. 82-88
Let X1(1 - 1), X2(1 - p2), and X3(1 - p3) be three sets of random variables distributed jointly as a normal distribution. Let [varrho]1.23 and [varrho]1.2 be the multiple correlation coefficients between X1 and (X2, X3) and between X1 and X2, respectively. Invariant tests for the following four...
Persistent link: https://www.econbiz.de/10005221328
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On some nonparametric tests for profile analysis of several multivariate samples
Bhapkar, V. P.; Patterson, Kenneth W. - In: Journal of Multivariate Analysis 7 (1977) 2, pp. 265-277
For profile analysis of independent samples from several multivariate populations, a nonparametric analog of the hypothesis of parallelism of population profiles is formulated. A class of asymptotically distribution-free statistics is offered to test this hypothesis. These are based on...
Persistent link: https://www.econbiz.de/10005221330
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Uniform distribution on a Stiefel manifold
Mardia, K. V.; Khatri, C. G. - In: Journal of Multivariate Analysis 7 (1977) 3, pp. 468-473
We derive various results for the uniform distribution on a Stiefel manifold and propose a test of uniformity.
Persistent link: https://www.econbiz.de/10005221335
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On [alpha]-factors of multivariate infinitely divisible probabilities
Cuppens, Roger - In: Journal of Multivariate Analysis 6 (1976) 3, pp. 455-471
Let p be an infinitely divisible n-variate probability having [mu] for Poisson measure. We give here some sufficient conditions for p to belong to the class of n-variate probabilities having only infinitely divisible [alpha]-factors. These results are interesting since they are concerned with...
Persistent link: https://www.econbiz.de/10005221342
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Characterization of regular Markov chains for asymptotically independent variables
Takano, Seiji - In: Journal of Multivariate Analysis 3 (1973) 4, pp. 490-493
The characterization problem of a homogeneous Markov chain (with either finitely many or a countable number of states) is considered for the class of the variables satisfying the asymptotic independence. An allied result when some state distribution is given beforehand at some step is also...
Persistent link: https://www.econbiz.de/10005221355
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Generalizations of P. Lévy's inversion theorem
Masani, P. - In: Journal of Multivariate Analysis 7 (1977) 2, pp. 292-335
We extend the Lévy inversion formula for the recovery of a bounded measure over from its Fourier-Stieltjes transform to bounded complex-valued, orthogonally scattered Hilbert space-valued, and spectral projection operator-valued measures over any first countable locally compact Abelian group....
Persistent link: https://www.econbiz.de/10005221359
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