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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 841 - 850 of 3,562
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Sieve maximum likelihood estimation for doubly semiparametric zero-inflated Poisson models
He, Xuming; Xue, Hongqi; Shi, Ning-Zhong - In: Journal of Multivariate Analysis 101 (2010) 9, pp. 2026-2038
For nonnegative measurements such as income or sick days, zero counts often have special status. Furthermore, the incidence of zero counts is often greater than expected for the Poisson model. This article considers a doubly semiparametric zero-inflated Poisson model to fit data of this type,...
Persistent link: https://www.econbiz.de/10008861575
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The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix
Bai, Z.D.; Zhang, L.X. - In: Journal of Multivariate Analysis 101 (2010) 9, pp. 1927-1949
Let Wn be n×n Hermitian whose entries on and above the diagonal are independent complex random variables satisfying the Lindeberg type condition. Let Tn be n×n nonnegative definitive and be independent of Wn. Assume that almost surely, as n--[infinity], the empirical distribution of the...
Persistent link: https://www.econbiz.de/10008861577
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Spline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraints
Lu, Minggen - In: Journal of Multivariate Analysis 101 (2010) 10, pp. 2528-2542
We study a spline-based likelihood method for the partly linear model with monotonicity constraints. We use monotone B-splines to approximate the monotone nonparametric function and apply the generalized Rosen algorithm to compute the estimators jointly. We show that the spline estimator of the...
Persistent link: https://www.econbiz.de/10008861580
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Multivariate logistic regression with incomplete covariate and auxiliary information
Sinha, Sanjoy K.; Laird, Nan M.; Fitzmaurice, Garrett M. - In: Journal of Multivariate Analysis 101 (2010) 10, pp. 2389-2397
In this article, we propose and explore a multivariate logistic regression model for analyzing multiple binary outcomes with incomplete covariate data where auxiliary information is available. The auxiliary data are extraneous to the regression model of interest but predictive of the covariate...
Persistent link: https://www.econbiz.de/10008861585
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Stochastic comparisons of multivariate mixtures
Khaledi, Baha-Eldin; Shaked, Moshe - In: Journal of Multivariate Analysis 101 (2010) 10, pp. 2486-2498
In this paper we establish multivariate hazard rate, multivariate reverse hazard rate, and multivariate likelihood ratio stochastic orderings among multivariate random mapping (mixture) distributions. The new results streamline and simplify the proofs of some partial results that have recently...
Persistent link: https://www.econbiz.de/10008861586
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A multivariate version of Hoeffding's Phi-Square
Gaißer, Sandra; Ruppert, Martin; Schmid, Friedrich - In: Journal of Multivariate Analysis 101 (2010) 10, pp. 2571-2586
A multivariate measure of association is proposed, which extends the bivariate copula-based measure Phi-Square introduced by Hoeffding [22]. We discuss its analytical properties and calculate its explicit value for some copulas of simple form; a simulation procedure to approximate its value is...
Persistent link: https://www.econbiz.de/10008861587
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Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences
Peng, Zuoxiang; Cao, Lunfeng; Nadarajah, Saralees - In: Journal of Multivariate Analysis 101 (2010) 10, pp. 2641-2647
Let be a sequence of d-dimensional stationary Gaussian vectors, and let denote the partial maxima of . Suppose that there are missing data in each component of and let denote the partial maxima of the observed variables. In this note, we study two kinds of asymptotic distributions of the random...
Persistent link: https://www.econbiz.de/10008861591
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Depth notions for orthogonal regression
Wellmann, Robin; Müller, Christine H. - In: Journal of Multivariate Analysis 101 (2010) 10, pp. 2358-2371
Global depth, tangent depth and simplicial depths for classical and orthogonal regression are compared in examples, and properties that are useful for calculations are derived. The robustness of the maximum simplicial depth estimates is shown in examples. Algorithms for the calculation of depths...
Persistent link: https://www.econbiz.de/10008861592
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A note on the maximum correlation for Baker's bivariate distributions with fixed marginals
Lin, G.D.; Huang, J.S. - In: Journal of Multivariate Analysis 101 (2010) 9, pp. 2227-2233
We investigate Baker's bivariate distributions with fixed marginals which are based on order statistics, and find conditions under which the correlation converges to the maximum for Fréchet-Hoeffding upper bound as the sample size tends to infinity. The convergence rate of the correlation is...
Persistent link: https://www.econbiz.de/10008861594
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Bayesian inference for dependent elliptical measurement error models
Vidal, Ignacio; Arellano-Valle, Reinaldo B. - In: Journal of Multivariate Analysis 101 (2010) 10, pp. 2587-2597
In this article we provide a Bayesian analysis for dependent elliptical measurement error models considering nondifferential and differential errors. In both cases we compute posterior distributions for structural parameters by using squared radial prior distributions for the precision...
Persistent link: https://www.econbiz.de/10008861595
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