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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 801 - 810 of 3,562
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A nonparametric approach to 3D shape analysis from digital camera images -- I
Patrangenaru, V.; Liu, X.; Sugathadasa, S. - In: Journal of Multivariate Analysis 101 (2010) 1, pp. 11-31
This article for the first time develops a nonparametric methodology for the analysis of projective shapes of configurations of landmarks on real 3D objects from their regular camera pictures. A fundamental result in computer vision, emulating the principle of human vision in space, claims that,...
Persistent link: https://www.econbiz.de/10008521100
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Robustness of reweighted Least Squares Kernel Based Regression
Debruyne, Michiel; Christmann, Andreas; Hubert, Mia; … - In: Journal of Multivariate Analysis 101 (2010) 2, pp. 447-463
Kernel Based Regression (KBR) minimizes a convex risk over a possibly infinite dimensional reproducing kernel Hilbert space. Recently, it was shown that KBR with a least squares loss function may have some undesirable properties from a robustness point of view: even very small amounts of...
Persistent link: https://www.econbiz.de/10008521101
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Noncentral elliptical configuration density
Caro-Lopera, Francisco J.; Díaz-García, José A.; … - In: Journal of Multivariate Analysis 101 (2010) 1, pp. 32-43
The noncentral configuration density, derived under an elliptical model, generalizes and corrects the Gaussian configuration and some Pearson results. Partition theory is then used to obtain explicit configuration densities associated with matrix variate symmetric Kotz type distributions...
Persistent link: https://www.econbiz.de/10008521104
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Bivariate Birnbaum-Saunders distribution and associated inference
Kundu, Debasis; Balakrishnan, N.; Jamalizadeh, A. - In: Journal of Multivariate Analysis 101 (2010) 1, pp. 113-125
Univariate Birnbaum-Saunders distribution has been used quite effectively to model positively skewed data, especially lifetime data and crack growth data. In this paper, we introduce bivariate Birnbaum-Saunders distribution which is an absolutely continuous distribution whose marginals are...
Persistent link: https://www.econbiz.de/10008521109
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Central limit theorem and the bootstrap for U-statistics of strongly mixing data
Dehling, Herold; Wendler, Martin - In: Journal of Multivariate Analysis 101 (2010) 1, pp. 126-137
The asymptotic normality of U-statistics has so far been proved for iid data and under various mixing conditions such as absolute regularity, but not for strong mixing. We use a coupling technique introduced in 1983 by Bradley [R.C. Bradley, Approximation theorems for strongly mixing random...
Persistent link: https://www.econbiz.de/10008521110
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High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound
Kato, Naohiro; Yamada, Takayuki; Fujikoshi, Yasunori - In: Journal of Multivariate Analysis 101 (2010) 1, pp. 101-112
This paper deals with the null distribution of a likelihood ratio (LR) statistic for testing the intraclass correlation structure. We derive an asymptotic expansion of the null distribution of the LR statistic when the number of variable p and the sample size N approach infinity together, while...
Persistent link: https://www.econbiz.de/10008521111
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Inference under functional proportional and common principal component models
Boente, Graciela; Rodriguez, Daniela; Sued, Mariela - In: Journal of Multivariate Analysis 101 (2010) 2, pp. 464-475
In many situations, when dealing with several populations with different covariance operators, equality of the operators is assumed. Usually, if this assumption does not hold, one estimates the covariance operator of each group separately, which leads to a large number of parameters. As in the...
Persistent link: https://www.econbiz.de/10008521113
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Wiener processes with random effects for degradation data
Wang, Xiao - In: Journal of Multivariate Analysis 101 (2010) 2, pp. 340-351
This article studies the maximum likelihood inference on a class of Wiener processes with random effects for degradation data. Degradation data are special case of functional data with monotone trend. The setting for degradation data is one on which n independent subjects, each with a Wiener...
Persistent link: https://www.econbiz.de/10008521114
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Bounds for the sum of dependent risks having overlapping marginals
Embrechts, Paul; Puccetti, Giovanni - In: Journal of Multivariate Analysis 101 (2010) 1, pp. 177-190
We describe several analytical and numerical procedures to obtain bounds on the distribution function of a sum of n dependent risks having fixed overlapping marginals. As an application, we produce bounds on quantile-based risk measures for portfolios of financial and actuarial interest.
Persistent link: https://www.econbiz.de/10008521115
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Empirical likelihood for median regression model with designed censoring variables
Zhong, Pingshou; Cui, Hengjian - In: Journal of Multivariate Analysis 101 (2010) 1, pp. 240-251
We propose a new and simple estimating equation for the parameters in median regression models with designed censoring variables, and then apply the empirical log likelihood ratio statistic to construct confidence region for the parameters. The empirical log likelihood ratio statistic is shown...
Persistent link: https://www.econbiz.de/10008521116
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