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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 3,481 - 3,490 of 3,562
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Multivariate power series distributions and Neyman's properties for multinomials
Ghosh, J. K.; Sinha, Bikas Kumar; Sinha, Bimal Kumar - In: Journal of Multivariate Analysis 7 (1977) 3, pp. 397-408
A probelm of J. Neyman (in Classical and Contagious Discrete Distributions (G. P. Patil, Ed.), 1965, pp. 4-14) regarding a characterization of positive and negative multinomial distributions is studied in this paper. Some properties of multivariate power series distributions in general which...
Persistent link: https://www.econbiz.de/10005160587
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Hájek-Sidák approach to the asymptotic distribution of multivariate rank order statistics
Patel, Kantilal M. - In: Journal of Multivariate Analysis 3 (1973) 1, pp. 57-70
Let X[alpha] = (X1[alpha],..., Xp[alpha]), 1 <= [alpha] <= N[nu], [nu] >= 1 be N[nu] independent observations from a density function f(x) where x [set membership, variant] Rp, the p-dimensional real space. Let R[nu]j[alpha] denote the rank of Xj[alpha] in the ordered array of Xj1 ,..., XjN[nu]; 1 <= j <= p and consider the multivariate rank order statistics where the constants, c[nu][alpha], 1 <= [alpha] <= N[nu] satisfy the Noether condition and the scores, a[nu]j([alpha]), 1 <= j <= p, 1 <= [alpha] <= N[nu] converge as [nu] --> [infinity], for each j,...</=></=>
Persistent link: https://www.econbiz.de/10005160596
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Some recent developments on complex multivariate distributions
Krishnaiah, P. R. - In: Journal of Multivariate Analysis 6 (1976) 1, pp. 1-30
In this paper, the author gives a review of the literature on complex multivariate distributions. Some new results on these distributions are also given. Finally, the author discusses the applications of the complex multivariate distributions in the area of the inference on multiple time series.
Persistent link: https://www.econbiz.de/10005160598
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Extendibility of spherical matrix distributions
Dawid, A. P. - In: Journal of Multivariate Analysis 8 (1978) 4, pp. 559-566
We investigate the structure of distributions for matrices which can be embedded in arbitrarily large matrices whose distributions have properties of invariance under orthogonal rotations.
Persistent link: https://www.econbiz.de/10005160601
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Testing some covariance structures under a growth curve model
Khatri, C. G. - In: Journal of Multivariate Analysis 3 (1973) 1, pp. 102-116
This paper considers three types of problems: (i) the problem of independence of two sets, (ii) the problem of sphericity of the covariance matrix [Sigma], and (iii) the problem of intraclass model for the covariance matrix [Sigma], when the column vectors of X are independently distributed as...
Persistent link: https://www.econbiz.de/10005160602
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A uniform bound for the deviation of empirical distribution functions
Devroye, Luc P. - In: Journal of Multivariate Analysis 7 (1977) 4, pp. 594-597
If X1, ..., Xn are independent Rd-valued random vectors with common distribution function F, and if Fn is the empirical distribution function for X1, ..., Xn, then, among other things, it is shown that P{supx | Fn(x) | [greater-or-equal, slanted] [epsilon]} [less-than-or-equals, slant]...
Persistent link: https://www.econbiz.de/10005160617
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The general form of the law of the iterated logarithm for generalized Kolmogorov-Smirnov-Renyi statistics
Krumbholz, W. - In: Journal of Multivariate Analysis 6 (1976) 4, pp. 653-658
Chung's general form of the law of the iterated logarithm for the Kolmogorov statistic (Trans. Amer. Math. Soc. 67, 36-50) is generalized to a wide class of statistics including some important Renyi statistics.
Persistent link: https://www.econbiz.de/10005160626
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Mutual information in Gaussian channels
Hitsuda, Masuyuki - In: Journal of Multivariate Analysis 4 (1974) 1, pp. 66-73
In the Gaussian channel Y(t) = [Phi](t) + X(t) = message + noise, where [Phi](t) and X(t) are mutually independent, the information I(Y, [Phi]) is evaluated. One of the results is that I(Y, [Phi]) [infinity] if and only if [Phi] [epsilon] (X) = the reproducing kernel Hilbert space for X(·)....
Persistent link: https://www.econbiz.de/10005160628
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A survey of statistical problems in archaeological dating
Clark, R. M. - In: Journal of Multivariate Analysis 4 (1974) 3, pp. 308-326
This expository paper gives a survey of statistical problems arising in two important and widely used scientific methods of dating archaeological deposits, namely tree-ring-calibrated radiocarbon dates and seriation.
Persistent link: https://www.econbiz.de/10005160629
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Asymptotic expansions for conditional distributions
Michel, R. - In: Journal of Multivariate Analysis 9 (1979) 3, pp. 393-400
It is shown that--under appropriate regularity conditions--the conditional distribution of the first p components of a normalized sum of i.i.d. m-dimensional random vectors, given the complementary subvector, admits a Chebyshev-Cramér asymptotic expansion of order o(n-(s-2)/2), uniformly over...
Persistent link: https://www.econbiz.de/10005160636
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