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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 811 - 820 of 3,562
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Functional semiparametric partially linear model with autoregressive errors
Dabo-Niang, Sophie; Guillas, Serge - In: Journal of Multivariate Analysis 101 (2010) 2, pp. 307-315
In this paper, we introduce a functional semiparametric model, where a real-valued random variable is explained by the sum of a unknown linear combination of the components of a multivariate random variable and an unknown transformation of a functional random variable. The errors can be...
Persistent link: https://www.econbiz.de/10008521118
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Extending the multivariate generalised t and generalised VG distributions
Fung, Thomas; Seneta, Eugene - In: Journal of Multivariate Analysis 101 (2010) 1, pp. 154-164
, Journal of Multivariate Analysis 89 (2004) 329-337] and a new generalisation of the VG as special cases. Our approach unifies …, Duality between matrix variate t and matrix variate V.G. distributions, Journal of Multivariate Analysis 97 (2006) 1467 …
Persistent link: https://www.econbiz.de/10008521119
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Cokriging for spatial functional data
Nerini, David; Monestiez, Pascal; Manté, Claude - In: Journal of Multivariate Analysis 101 (2010) 2, pp. 409-418
This work proposes to generalize the method of kriging when data are spatially sampled curves. A spatial functional linear model is constructed including spatial dependencies between curves. Under some regularity conditions of the curves, an ordinary kriging system is established in the infinite...
Persistent link: https://www.econbiz.de/10008521120
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Measures of influence for the functional linear model with scalar response
Febrero-Bande, Manuel; Galeano, Pedro; … - In: Journal of Multivariate Analysis 101 (2010) 2, pp. 327-339
This paper studies how to identify influential observations in the functional linear model in which the predictor is functional and the response is scalar. Measurement of the effects of a single observation on estimation and prediction when the model is estimated by the principal components...
Persistent link: https://www.econbiz.de/10008521121
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Multivariate comonotonicity
Puccetti, Giovanni; Scarsini, Marco - In: Journal of Multivariate Analysis 101 (2010) 1, pp. 291-304
In this paper we consider several multivariate extensions of comonotonicity. We show that naive extensions do not enjoy some of the main properties of the univariate concept. In order to have these properties, more structures are needed than in the univariate case.
Persistent link: https://www.econbiz.de/10008521122
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Thresholding methods to estimate copula density
Autin, F.; Le Pennec, E.; Tribouley, K. - In: Journal of Multivariate Analysis 101 (2010) 1, pp. 200-222
This paper deals with the problem of multivariate copula density estimation. Using wavelet methods we provide two shrinkage procedures based on thresholding rules for which knowledge of the regularity of the copula density to be estimated is not necessary. These methods, said to be adaptive,...
Persistent link: https://www.econbiz.de/10008521123
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Energy discriminant analysis, quantum logic, and fuzzy sets
Melnichenko, Grigorii - In: Journal of Multivariate Analysis 101 (2010) 1, pp. 68-76
In this paper, we show that quantum logic of linear subspaces can be used for recognition of random signals by a Bayesian energy discriminant classifier. The energy distribution on linear subspaces is described by the correlation matrix of the probability distribution. We show that the...
Persistent link: https://www.econbiz.de/10008521124
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Functional nonparametric estimation of conditional extreme quantiles
Gardes, Laurent; Girard, Stéphane; Lekina, Alexandre - In: Journal of Multivariate Analysis 101 (2010) 2, pp. 419-433
We address the estimation of quantiles from heavy-tailed distributions when functional covariate information is available and in the case where the order of the quantile converges to one as the sample size increases. Such "extreme" quantiles can be located in the range of the data or near and...
Persistent link: https://www.econbiz.de/10008521129
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Singular value decomposition of large random matrices (for two-way classification of microarrays)
Bolla, Marianna; Friedl, Katalin; Krámli, András - In: Journal of Multivariate Analysis 101 (2010) 2, pp. 434-446
Asymptotic behavior of the singular value decomposition (SVD) of blown up matrices and normalized blown up contingency tables exposed to random noise is investigated. It is proved that such an mxn random matrix almost surely has a constant number of large singular values (of order ), while the...
Persistent link: https://www.econbiz.de/10008521131
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Exploring uses of persistent homology for statistical analysis of landmark-based shape data
Gamble, Jennifer; Heo, Giseon - In: Journal of Multivariate Analysis 101 (2010) 9, pp. 2184-2199
A method for the use of persistent homology in the statistical analysis of landmark-based shape data is given. Three-dimensional landmark configurations are used as input for separate filtrations, persistent homology is performed, and persistence diagrams are obtained. Groups of configurations...
Persistent link: https://www.econbiz.de/10008861528
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