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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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Undetermined 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 511 - 520 of 3,562
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Principled sure independence screening for Cox models with ultra-high-dimensional covariates
Zhao, Sihai Dave; Li, Yi - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 397-411
It is rather challenging for current variable selectors to handle situations where the number of covariates under consideration is ultra-high. Consider a motivating clinical trial of the drug bortezomib for the treatment of multiple myeloma, where overall survival and expression levels of 44760...
Persistent link: https://www.econbiz.de/10010572279
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Graphical models for multivariate Markov chains
Colombi, R.; Giordano, S. - In: Journal of Multivariate Analysis 107 (2012) C, pp. 90-103
The aim of this paper is to provide a graphical representation of the dynamic relations among the marginal processes of a first order multivariate Markov chain. We show how to read Granger-noncausal and contemporaneous independence relations off a particular type of mixed graph, when directed...
Persistent link: https://www.econbiz.de/10010572280
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Efficient Hellinger distance estimates for semiparametric models
Wu, Jingjing; Karunamuni, Rohana J. - In: Journal of Multivariate Analysis 107 (2012) C, pp. 1-23
Minimum distance techniques have become increasingly important tools for solving statistical estimation and inference problems. In particular, the successful application of the Hellinger distance approach to fully parametric models is well known. The corresponding optimal estimators, known as...
Persistent link: https://www.econbiz.de/10010572281
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A simple and efficient Bayesian procedure for selecting dimensionality in multidimensional scaling
Oh, Man-Suk - In: Journal of Multivariate Analysis 107 (2012) C, pp. 200-209
Multidimensional scaling (MDS) is a technique which retrieves the locations of objects in a Euclidean space (the object configuration) from data consisting of the dissimilarities between pairs of objects. An important issue in MDS is finding an appropriate dimensionality underlying these...
Persistent link: https://www.econbiz.de/10010572282
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Root-n estimability of some missing data models
Yuan, Ao; Xu, Jinfeng; Zheng, Gang - In: Journal of Multivariate Analysis 106 (2012) C, pp. 147-166
It is known that in many missing data models, for example, survival data models, some parameters are root-n estimable while the others are not. When they are, their limiting distributions are often Gaussian and easy to use. When they are not, their limiting distributions, if exists, are often...
Persistent link: https://www.econbiz.de/10010572283
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A generalized multivariate kurtosis ordering and its applications
Wang, Jin; Zhou, Weihua - In: Journal of Multivariate Analysis 107 (2012) C, pp. 169-180
It has been commonly admitted that the meaning of a descriptive feature of distributions is given by an ordering and that the measures for this feature are meaningful only if they preserve the ordering. However, while many multivariate kurtosis measures have been introduced, multivariate...
Persistent link: https://www.econbiz.de/10010572284
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Regression when both response and predictor are functions
Ferraty, F.; Van Keilegom, I.; Vieu, P. - In: Journal of Multivariate Analysis 109 (2012) C, pp. 10-28
We consider a nonparametric regression model where the response Y and the covariate X are both functional (i.e. valued in some infinite-dimensional space). We define a kernel type estimator of the regression operator and we first establish its pointwise asymptotic normality. The double...
Persistent link: https://www.econbiz.de/10010572285
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Efficient algorithm for estimating the parameters of a chirp signal
Lahiri, Ananya; Kundu, Debasis; Mitra, Amit - In: Journal of Multivariate Analysis 108 (2012) C, pp. 15-27
Chirp signals play an important role in the statistical signal processing. Recently Kundu and Nandi (2008) [8] derived the asymptotic properties of the least squares estimators of the unknown parameters of the chirp signals model in the presence of stationary noise. Unfortunately they did not...
Persistent link: https://www.econbiz.de/10010572286
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Estimation for a marginal generalized single-index longitudinal model
Xu, Peirong; Zhu, Lixing - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 285-299
In this paper, we suggest an estimating equations based approach to study a general single-index model with a given out-layer link for longitudinal data and treat the classical one as its special case. Within a wide range of bandwidths which is for estimating the inner-layer nonparametric link,...
Persistent link: https://www.econbiz.de/10010572287
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Theoretical and practical considerations on the convergence properties of the Fisher-EM algorithm
Bouveyron, Charles; Brunet, Camille - In: Journal of Multivariate Analysis 109 (2012) C, pp. 29-41
The Fisher-EM algorithm has been recently proposed in Bouveyron and Brunet (2012) [5] for the simultaneous visualization and clustering of high-dimensional data. It is based on a latent mixture model which fits the data into a latent discriminative subspace with a low intrinsic dimension....
Persistent link: https://www.econbiz.de/10010572288
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