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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 771 - 780 of 3,562
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Entropy based constrained inference for some HDLSS genomic models: UI tests in a Chen-Stein perspective
Tsai, Ming-Tien; Sen, Pranab Kumar - In: Journal of Multivariate Analysis 101 (2010) 7, pp. 1559-1573
For qualitative data models, Gini-Simpson index and Shannon entropy are commonly used for statistical analysis. In the context of high-dimensional low-sample size (HDLSS) categorical models, abundant in genomics and bioinformatics, the Gini-Simpson index, as extended to Hamming distance in a...
Persistent link: https://www.econbiz.de/10008488084
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Sparse Bayesian hierarchical modeling of high-dimensional clustering problems
Lian, Heng - In: Journal of Multivariate Analysis 101 (2010) 7, pp. 1728-1737
Clustering is one of the most widely used procedures in the analysis of microarray data, for example with the goal of discovering cancer subtypes based on observed heterogeneity of genetic marks between different tissues. It is well known that in such high-dimensional settings, the existence of...
Persistent link: https://www.econbiz.de/10008488085
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Autoregressive frequency detection using Regularized Least Squares
Chen, Bei; Gel, Yulia R. - In: Journal of Multivariate Analysis 101 (2010) 7, pp. 1712-1727
Tracking of an unknown frequency embedded in noise is widely applied in a variety of applications. Unknown frequencies can be obtained by approximating generalized spectral density of a periodic process by an autoregressive (AR) model. The advantage is that an AR model has a simple structure and...
Persistent link: https://www.econbiz.de/10008488086
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Rank test for heteroscedastic functional data
Wang, Haiyan; Akritas, Michael G. - In: Journal of Multivariate Analysis 101 (2010) 8, pp. 1791-1805
In this paper, we consider (mid-)rank based inferences for testing hypotheses in a fully nonparametric marginal model for heteroscedastic functional data that contain a large number of within subject measurements from possibly only a limited number of subjects. The effects of several crossed...
Persistent link: https://www.econbiz.de/10008488087
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Sequential order statistics with an order statistics prior
Burkschat, M.; Kamps, U.; Kateri, M. - In: Journal of Multivariate Analysis 101 (2010) 8, pp. 1826-1836
In the model of sequential order statistics, prior distributions are considered for the model parameters, which, for example, describe increasing load put on remaining components. Gamma priors are examined as well as priors out of a class of extended truncated Erlang distributions (ETED), which...
Persistent link: https://www.econbiz.de/10008488088
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High-dimensional Edgeworth expansion of a test statistic on independence and its error bound
Akita, Tomoyuki; Jin, Jinghua; Wakaki, Hirofumi - In: Journal of Multivariate Analysis 101 (2010) 8, pp. 1806-1813
In this paper, we calculate Edgeworth expansion of a test statistic on independence when some of the parameters are large, and simulate the goodness of fit of its approximation. We also calculate an error bound for Edgeworth expansion. Some tables of the error bound are given, which show that...
Persistent link: https://www.econbiz.de/10008488089
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Applications of average and projected systems to the study of coherent systems
Navarro, Jorge; Spizzichino, Fabio; Balakrishnan, N. - In: Journal of Multivariate Analysis 101 (2010) 6, pp. 1471-1482
In this paper, we introduce the concepts of average and projected systems associated to a coherent (parent) system. We analyze several aspects of these notions and show that they can be useful tools in studying the performance of coherent systems with non-exchangeable components. We show that...
Persistent link: https://www.econbiz.de/10008488090
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Generating random AR(p) and MA(q) Toeplitz correlation matrices
Ng, Chi Tim; Joe, Harry - In: Journal of Multivariate Analysis 101 (2010) 6, pp. 1532-1545
Methods are proposed for generating random (p+1)x(p+1) Toeplitz correlation matrices that are consistent with a causal AR(p) Gaussian time series model. The main idea is to first specify distributions for the partial autocorrelations that are algebraically independent and take values in (-1,1),...
Persistent link: https://www.econbiz.de/10008488091
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The Stein phenomenon for monotone incomplete multivariate normal data
Richards, Donald St. P.; Yamada, Tomoya - In: Journal of Multivariate Analysis 101 (2010) 3, pp. 657-678
We establish the Stein phenomenon in the context of two-step, monotone incomplete data drawn from , a (p+q)-dimensional multivariate normal population with mean and covariance matrix . On the basis of data consisting of n observations on all p+q characteristics and an additional N-n observations...
Persistent link: https://www.econbiz.de/10008488092
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Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
Zhang, Wenyang; Peng, Heng - In: Journal of Multivariate Analysis 101 (2010) 7, pp. 1656-1680
Generalised varying-coefficient models (GVC) are very important models. There are a considerable number of literature addressing these models. However, most of the existing literature are devoted to the estimation procedure. In this paper, we systematically investigate the statistical inference...
Persistent link: https://www.econbiz.de/10008488093
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