Contact information of Elsevier
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Content
2023, Volume 196, Issue C
- S0047259X23000106 Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables
by Cavicchioli, Maddalena
- S0047259X23000118 Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels
by Lee, Yoonseok & Sul, Donggyu
- S0047259X23000209 Likelihood-based inference for the multivariate skew-t regression with censored or missing responses
by Valeriano, Katherine A.L. & Galarza, Christian E. & Matos, Larissa A. & Lachos, Victor H.
- S0047259X23000210 Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions
by Green, Brittany & Lian, Heng & Yu, Yan & Zu, Tianhai
- S0047259X23000222 A Cramér–Wold theorem for elliptical distributions
by Fraiman, Ricardo & Moreno, Leonardo & Ransford, Thomas
- S0047259X23000234 Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity
by Mondal, Anjana & Sattler, Paavo & Kumar, Somesh
- S0047259X23000246 Region selection in Markov random fields: Gaussian case
by Soloveychik, Ilya & Tarokh, Vahid
- S0047259X23000258 On the exploration of regression dependence structures in multidimensional contingency tables with ordinal response variables
by Wei, Zheng & Wang, Li & Liao, Shu-Min & Kim, Daeyoung
- S0047259X23000271 Selecting the number of clusters, clustering models, and algorithms. A unifying approach based on the quadratic discriminant score
by Coraggio, Luca & Coretto, Pietro
- S0047259X23000283 Nonparametric goodness-of-fit testing for a continuous multivariate parametric model
by Bagkavos, Dimitrios & Patil, Prakash N. & Wood, Andrew T.A.
- S0047259X23000295 Finite sample t-tests for high-dimensional means
by Li, Jun
- S0047259X23000301 Tyler’s and Maronna’s M-estimators: Non-asymptotic concentration results
by Romanov, Elad & Kur, Gil & Nadler, Boaz
- S0047259X23000313 Exact test theory in Gaussian graphical models
by Bodnar, Olha & Touli, Elena Farahbakhsh
- S0047259X23000337 Spiked singular values and vectors under extreme aspect ratios
by Feldman, Michael J.
- S0047259X23000349 Randomized extrapolation for accelerating EM-type fixed-point algorithms
by Saâdaoui, Foued
- S0047259X2300009X Partial least squares for simultaneous reduction of response and predictor vectors in regression
by Cook, R. Dennis & Forzani, Liliana & Liu, Lan
- S0047259X2300026X Nonparametric testing for the specification of spatial trend functions
by Zhang, Rongmao & Chan, Ngai Hang & Chi, Changxiong
2023, Volume 195, Issue C
- S0047259X22001312 Estimation and order selection for multivariate exponential power mixture models
by Chen, Xiao & Feng, Zhenghui & Peng, Heng
- S0047259X22001324 Mixed membership Gaussians
by Giesen, Joachim & Kahlmeyer, Paul & Laue, Sören & Mitterreiter, Matthias & Nussbaum, Frank & Staudt, Christoph
- S0047259X22001336 Semiparametric estimation of the high-dimensional elliptical distribution
by Liebscher, Eckhard & Okhrin, Ostap
- S0047259X22001348 Renewal type bootstrap for increasing degree U-process of a Markov chain
by Soukarieh, Inass & Bouzebda, Salim
- S0047259X22001427 A distance-based test of independence between two multivariate time series
by Chu, Ba
- S0047259X22001439 The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio
by Ogasawara, Haruhiko
- S0047259X22001440 Multivariate α-stable distributions: VAR(1) processes, measures of dependence and their estimations
by Karling, Maicon J. & Lopes, Sílvia R.C. & de Souza, Roberto M.
- S0047259X22001452 A goodness-of-fit test for the compound Poisson exponential model
by Baringhaus, Ludwig & Gaigall, Daniel
- S0047259X23000015 Robust projected principal component analysis for large-dimensional semiparametric factor modeling
by Yang, Shuquan & Ling, Nengxiang
- S0047259X23000027 Penalized Whittle likelihood for spatial data
by Chen, Kun & Chan, Ngai Hang & Yau, Chun Yip & Hu, Jie
- S0047259X23000039 On portmanteau-type tests for nonlinear multivariate time series
by De Gooijer, Jan G.
- S0047259X23000040 Minimax properties of Dirichlet kernel density estimators
by Bertin, Karine & Genest, Christian & Klutchnikoff, Nicolas & Ouimet, Frédéric
- S0047259X23000052 Envelope-based sparse reduced-rank regression for multivariate linear model
by Guo, Wenxing & Balakrishnan, Narayanaswamy & He, Mu
- S0047259X23000064 Independence tests with random subspace of two random vectors in high dimension
by Qiu, Tao & Xu, Wangli & Zhu, Lixing
- S0047259X23000076 Recovery of partly sparse and dense signals
by Miyazaki, Izuru
- S0047259X23000088 A Behrens–Fisher problem for general factor models in high dimensions
by Hyodo, Masashi & Nishiyama, Takahiro & Pavlenko, Tatjana
- S0047259X2200135X Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space
by Zhang, Wei & Gao, Wei & Ng, Hon Keung Tony
2023, Volume 194, Issue C
- S0047259X22000902 Bivariate covariance functions of Pólya type
by Moreva, Olga & Schlather, Martin
- S0047259X22000926 Extreme partial least-squares
by Bousebata, Meryem & Enjolras, Geoffroy & Girard, Stéphane
- S0047259X22000951 Robust penalized estimators for functional linear regression
by Kalogridis, Ioannis & Van Aelst, Stefan
- S0047259X22000975 Generating MCMC proposals by randomly rotating the regular simplex
by Holbrook, Andrew J.
- S0047259X22001154 On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime
by Loubaton, Philippe & Rosuel, Alexis & Vallet, Pascal
- S0047259X22001191 A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data
by Fang, Jianglin
- S0047259X22001208 On skewed Gaussian graphical models
by Sheng, Tianhong & Li, Bing & Solea, Eftychia
- S0047259X22001294 Weighted shrinkage estimators of normal mean matrices and dominance properties
by Yuasa, Ryota & Kubokawa, Tatsuya
- S0047259X22001300 Moderate deviation principle for likelihood ratio test in multivariate linear regression model
by Bai, Yansong & Zhang, Yong & Liu, Congmin
2023, Volume 193, Issue C
- S0047259X22000896 Bivariate symmetric Heckman models and their characterization
by Saulo, Helton & Vila, Roberto & Cordeiro, Shayane S. & Leiva, Víctor
- S0047259X22000963 Enriched standard conjugate priors and the right invariant prior for Wishart distributions
by Oda, Hidemasa & Komaki, Fumiyasu
- S0047259X22001051 Robust inference for change points in high dimension
by Jiang, Feiyu & Wang, Runmin & Shao, Xiaofeng
- S0047259X22001087 Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences
by Brück, Florian
- S0047259X22001099 A new distance based measure of asymmetry
by Baillien, Jonas & Gijbels, Irène & Verhasselt, Anneleen
- S0047259X22001105 On the eigenvectors of large-dimensional sample spatial sign covariance matrices
by Xu, Yangchang & Xia, Ningning
- S0047259X22001117 Conditional independence testing via weighted partial copulas
by Bianchi, Pascal & Elgui, Kevin & Portier, François
- S0047259X22001129 Nonparametric estimation of conditional marginal excess moments
by Goegebeur, Yuri & Guillou, Armelle & Ho, Nguyen Khanh Le & Qin, Jing
- S0047259X22001130 Likelihood ratio tests under model misspecification in high dimensions
by Dörnemann, Nina
- S0047259X22001142 Principal component analysis of infinite variance functional data
by Kokoszka, Piotr & Kulik, Rafał
- S0047259X22001166 Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error
by Jeon, Jeong Min & Van Keilegom, Ingrid
- S0047259X22001178 TNN: A transfer learning classifier based on weighted nearest neighbors
by Sheng, Haiyang & Yu, Guan
- S0047259X2200094X Regression based thresholds in principal loading analysis
by Bauer, Jan O. & Drabant, Bernhard
- S0047259X2200118X CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures
by Li, Weiming & Zhu, Junpeng
2022, Volume 192, Issue C
- S0047259X22000410 Response envelopes for linear coregionalization models
by May, Paul & Biesecker, Matthew & Rekabdarkolaee, Hossein Moradi
- S0047259X22000458 Spatially clustered varying coefficient model
by Lin, Fangzheng & Tang, Yanlin & Zhu, Huichen & Zhu, Zhongyi
- S0047259X22000483 Functional linear regression with truncated signatures
by Fermanian, Adeline
- S0047259X22000598 Approximate least squares estimators of a two-dimensional chirp model
by Shukla, Abhinek & Grover, Rhythm & Kundu, Debasis & Mitra, Amit
- S0047259X22000604 Inference of a time-varying coefficient regression model for multivariate panel count data
by Guo, Yuanyuan & Sun, Dayu & Sun, Jianguo
- S0047259X22000616 Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings
by Klein, Daniel & Pielaszkiewicz, Jolanta & Filipiak, Katarzyna
- S0047259X22000628 Edge statistics of large dimensional deformed rectangular matrices
by Ding, Xiucai & Yang, Fan
- S0047259X22000690 Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
by Boulin, Alexis & Di Bernardino, Elena & Laloë, Thomas & Toulemonde, Gwladys
- S0047259X22000707 Order selection for regression-based hidden Markov model
by Lin, Yiqi & Song, Xinyuan
- S0047259X22000732 On the tail behaviour of aggregated random variables
by Richards, Jordan & Tawn, Jonathan A.
- S0047259X22000744 The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate
by Lee, Kyoungjae & Jo, Seongil & Lee, Jaeyong
- S0047259X22000756 Nonparametric variable screening for multivariate additive models
by Ding, Hui & Zhang, Jian & Zhang, Riquan
- S0047259X22000768 Canonical quantile regression
by Portnoy, Stephen
- S0047259X22000781 Statistical analysis of a hierarchical clustering algorithm with outliers
by Klutchnikoff, Nicolas & Poterie, Audrey & Rouvière, Laurent
- S0047259X22000793 Estimation of functional-coefficient autoregressive models with measurement error
by Geng, Pei
- S0047259X22000811 Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation
by Zhao, Shaofei & Fu, Guifang
- S0047259X22000823 Conditions on which cokriging does not do better than kriging
by Lim, Chae Young & Wu, Wei-Ying
- S0047259X22000835 Functional delta residuals and applications to simultaneous confidence bands of moment based statistics
by Telschow, Fabian J.E. & Davenport, Samuel & Schwartzman, Armin
- S0047259X22000847 Laplace approximations for hypergeometric functions with Hermitian matrix argument
by Butler, Ronald W. & Wood, Andrew T.A.
- S0047259X22000859 Sub-dimensional Mardia measures of multivariate skewness and kurtosis
by Chowdhury, Joydeep & Dutta, Subhajit & Arellano-Valle, Reinaldo B. & Genton, Marc G.
- S0047259X22000860 Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency
by Kim, Donggyu & Song, Xinyu & Wang, Yazhen
- S0047259X22000872 Estimation of spatial autoregressive models with covariate measurement errors
by Luo, Guowang & Wu, Mixia & Pang, Zhen
- S0047259X22000884 One-way MANOVA for functional data via Lawley–Hotelling trace test
by Zhu, Tianming & Zhang, Jin-Ting & Cheng, Ming-Yen
- S0047259X22000914 Subgroup analysis for high-dimensional functional regression
by Zhang, Xiaochen & Zhang, Qingzhao & Ma, Shuangge & Fang, Kuangnan
- S0047259X22000938 Tests of serial dependence for multivariate time series with arbitrary distributions
by Nasri, Bouchra R.
- S0047259X2200077X Estimation of multivariate asymmetric power GARCH models
by Boubacar Maïnassara, Y. & Kadmiri, O. & Saussereau, B.
- S0047259X2200080X High-dimensional robust approximated M-estimators for mean regression with asymmetric data
by Luo, Bin & Gao, Xiaoli
2022, Volume 191, Issue C
- S0047259X22000355 Bayesian joint inference for multiple directed acyclic graphs
by Lee, Kyoungjae & Cao, Xuan
- S0047259X22000367 Estimating multivariate density and its derivatives for mixed measurement error data
by Guo, Linruo & Song, Weixing & Shi, Jianhong
- S0047259X22000379 CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions
by Zhang, Yangchun & Hu, Jiang & Li, Weiming
- S0047259X22000380 Closed-form and bias-corrected estimators for the bivariate gamma distribution
by Zhao, Jun & Jang, Yu-Hyeong & Kim, Hyoung-Moon
- S0047259X22000392 Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices
by Wu, Zeyu & Wang, Cheng
- S0047259X22000409 On weighted multivariate sign functions
by Majumdar, Subhabrata & Chatterjee, Snigdhansu
- S0047259X22000422 Online statistical inference for parameters estimation with linear-equality constraints
by Liu, Ruiqi & Yuan, Mingao & Shang, Zuofeng
- S0047259X22000434 Dimension-wise scaled normal mixtures with application to finance and biometry
by Punzo, Antonio & Bagnato, Luca
- S0047259X22000446 Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path
by Surya, Budhi Arta
- S0047259X22000471 t-copula from the viewpoint of tail dependence matrices
by Shyamalkumar, Nariankadu D. & Tao, Siyang
- S0047259X22000495 Fréchet kernel sliced inverse regression
by Dong, Yushen & Wu, Yichao
- S0047259X22000501 On attainability of Kendall’s tau matrices and concordance signatures
by McNeil, Alexander J. & Nešlehová, Johanna G. & Smith, Andrew D.
- S0047259X22000513 Measures of concordance and testing of independence in multivariate structure
by Deng, Wenli & Wang, Jinglong & Zhang, Riquan
- S0047259X22000586 Density ratio model with data-adaptive basis function
by Zhang, Archer Gong & Chen, Jiahua
- S0047259X2200046X Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
by Guney, Yesim & Arslan, Olcay & Yavuz, Fulya Gokalp
2022, Volume 190, Issue C
- S0047259X21001615 Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices
by Bettache, Nayel & Butucea, Cristina & Sorba, Marianne
- S0047259X21001743 Some clustering-based exact distribution-free k-sample tests applicable to high dimension, low sample size data
by Paul, Biplab & De, Shyamal K. & Ghosh, Anil K.
- S0047259X21001792 Generalized empirical likelihood for nonsmooth estimating equations with missing data
by Cui, Li-E & Zhao, Puying & Tang, Niansheng
- S0047259X22000021 Graph-valued regression: Prediction of unlabelled networks in a non-Euclidean graph space
by Calissano, Anna & Feragen, Aasa & Vantini, Simone
- S0047259X22000045 A generative approach to modeling data with quantitative and qualitative responses
by Kang, Xiaoning & Kang, Lulu & Chen, Wei & Deng, Xinwei
- S0047259X22000057 Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution
by Tourani-Farani, Fahimeh & Kazemi, Iraj
- S0047259X22000069 Mixture regression for longitudinal data based on joint mean–covariance model
by Yu, Jing & Nummi, Tapio & Pan, Jianxin
- S0047259X22000070 A generalized Mallows model based on ϕ-divergence measures
by Kateri, Maria & Nikolov, Nikolay I.
- S0047259X22000082 Perturbation theory for cross data matrix-based PCA
by Wang, Shao-Hsuan & Huang, Su-Yun
- S0047259X22000094 Identifiability and estimation of meta-elliptical copula generators
by Derumigny, A. & Fermanian, J.-D.
- S0047259X22000100 Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes
by Vexler, Albert & Zou, Li
- S0047259X22000185 Searching for a source of difference in graphical models
by Djordjilović, Vera & Chiogna, Monica
- S0047259X22000197 Asymptotic properties of high-dimensional spatial median in elliptical distributions with application
by Li, Weiming & Xu, Yangchang
- S0047259X22000203 Minimax and pointwise sequential changepoint detection and identification for general stochastic models
by Pergamenchtchikov, Serguei M. & Tartakovsky, Alexander G. & Spivak, Valentin S.
- S0047259X22000252 Diagonal nonlinear transformations preserve structure in covariance and precision matrices
by Morrison, Rebecca & Baptista, Ricardo & Basor, Estelle
- S0047259X22000264 Inference in functional linear quantile regression
by Li, Meng & Wang, Kehui & Maity, Arnab & Staicu, Ana-Maria
- S0047259X22000276 Quadratic discriminant analysis by projection
by Wu, Ruiyang & Hao, Ning
- S0047259X22000288 Anisotropic spectral cut-off estimation under multiplicative measurement errors
by Brenner Miguel, Sergio
- S0047259X22000306 Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics
by Prendergast, Luke A. & Smith, Jodie A.
- S0047259X22000318 Targeted principal components regression
by Ekvall, Karl Oskar
- S0047259X22000331 Max-linear models in random environment
by Klüppelberg, Claudia & Sönmez, Ercan
- S0047259X22000343 GARCH-type factor model
by Li, Yuanbo & Ng, Chi Tim & Yau, Chun Yip
- S0047259X2200001X A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance
by Liu, Jiamin & Ma, Shuangge & Xu, Wangli & Zhu, Liping
- S0047259X2200029X Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction
by Chen, Canyi & Xu, Wangli & Zhu, Liping
- S0047259X2200032X Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds
by Ciobotaru, Corina & Mazza, Christian
2022, Volume 189, Issue C
- S0047259X21001366 Optimal model averaging for multivariate regression models
by Liao, Jun & Wan, Alan T.K. & He, Shuyuan & Zou, Guohua
- S0047259X21001391 On functional data analysis and related topics
by Aneiros, Germán & Horová, Ivana & Hušková, Marie & Vieu, Philippe
- S0047259X21001421 Robust functional principal component analysis for non-Gaussian longitudinal data
by Zhong, Rou & Liu, Shishi & Li, Haocheng & Zhang, Jingxiao
- S0047259X21001433 Tests for proportionality of matrices with large dimension
by Ahmad, Rauf
- S0047259X21001445 Some first inferential tools for spatial regression with differential regularization
by Ferraccioli, Federico & Sangalli, Laura M. & Finos, Livio
- S0047259X21001469 Data driven orthogonal basis selection for functional data analysis
by Basna, Rani & Nassar, Hiba & Podgórski, Krzysztof
- S0047259X21001470 K-expectiles clustering
by Wang, Bingling & Li, Yingxing & Härdle, Wolfgang Karl
- S0047259X21001482 Tangent functional canonical correlation analysis for densities and shapes, with applications to multimodal imaging data
by Cho, Min Ho & Kurtek, Sebastian & Bharath, Karthik
- S0047259X21001500 Uniform limit theorems for a class of conditional Z-estimators when covariates are functions
by Bouzebda, Salim & Chaouch, Mohamed
- S0047259X21001512 Fourier-type tests of mutual independence between functional time series
by Meintanis, Simos G. & Hušková, Marie & Hlávka, Zdeněk
- S0047259X21001524 Biclustering analysis of functionals via penalized fusion
by Fang, Kuangnan & Chen, Yuanxing & Ma, Shuangge & Zhang, Qingzhao
- S0047259X21001536 Principal components analysis and cyclostationarity
by Boudou, Alain & Viguier-Pla, Sylvie
- S0047259X21001548 Optimal Bayesian smoothing of functional observations over a large graph
by Roy, Arkaprava & Ghosal, Subhashis
- S0047259X21001561 Functional ANOVA based on empirical characteristic functionals
by Hlávka, Zdeněk & Hlubinka, Daniel & Koňasová, Kateřina
- S0047259X21001573 Conformal prediction bands for multivariate functional data
by Diquigiovanni, Jacopo & Fontana, Matteo & Vantini, Simone
- S0047259X21001585 Integrated shape-sensitive functional metrics
by Helander, Sami & Laketa, Petra & Ilmonen, Pauliina & Nagy, Stanislav & Van Bever, Germain & Viitasaari, Lauri
- S0047259X21001597 Financial Risk Meter FRM based on Expectiles
by Ren, Rui & Lu, Meng-Jou & Li, Yingxing & Härdle, Wolfgang Karl
- S0047259X21001603 Smoothly adaptively centered ridge estimator
by Belli, Edoardo
- S0047259X21001627 Resolvent estimators for functional autoregressive processes with random coefficients
by Boukhiar, Souad & Mourid, Tahar
- S0047259X21001639 Anomaly detection: A functional analysis perspective
by Castrillón-Candás, Julio E. & Kon, Mark
- S0047259X21001640 Consistently recovering the signal from noisy functional data
by Hörmann, Siegfried & Jammoul, Fatima
- S0047259X21001652 Extremal dependence measure for functional data
by Kim, Mihyun & Kokoszka, Piotr
- S0047259X21001664 Analysis of multivariate non-gaussian functional data: A semiparametric latent process approach
by Jiang, Jiakun & Lin, Huazhen & Zhong, Qingzhi & Li, Yi
- S0047259X21001676 Testing equality of spectral density operators for functional processes
by Leucht, Anne & Paparoditis, Efstathios & Rademacher, Daniel & Sapatinas, Theofanis
- S0047259X21001688 On projection methods for functional time series forecasting
by Elías, Antonio & Jiménez, Raúl & Shang, Han Lin
- S0047259X21001706 Monitoring procedures for strict stationarity based on the multivariate characteristic function
by Lee, Sangyeol & Meintanis, Simos G. & Pretorius, Charl
- S0047259X21001718 Inference for spatial regression models with functional response using a permutational approach
by Římalová, Veronika & Fišerová, Eva & Menafoglio, Alessandra & Pini, Alessia
- S0047259X21001731 Framelet block thresholding estimator for sparse functional data
by Chen, Di-Rong & Cheng, Kun & Liu, Chao
- S0047259X21001810 Design-free estimation of integrated covariance matrices for high-frequency data
by Liu, Cheng & Wang, Moming & Xia, Ningning
- S0047259X21001822 Measuring dependence between random vectors via optimal transport
by Mordant, Gilles & Segers, Johan
- S0047259X21001901 On linearization of nonparametric deconvolution estimators for repeated measurements model
by Kurisu, Daisuke & Otsu, Taisuke
- S0047259X21001913 A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications
by Ouimet, Frédéric
- S0047259X21001925 Level set and density estimation on manifolds
by Cholaquidis, Alejandro & Fraiman, Ricardo & Moreno, Leonardo
- S0047259X21002001 Reproducible learning in large-scale graphical models
by Zhou, Jia & Li, Yang & Zheng, Zemin & Li, Daoji
- S0047259X21002037 Consistency of the objective general index in high-dimensional settings
by Bando, Takuma & Sei, Tomonari & Yata, Kazuyoshi
- S0047259X21002049 Latent Gaussian copula models for longitudinal binary data
by Peng, Cheng & Yang, Yihe & Zhou, Jie & Pan, Jianxin
- S0047259X21002050 Spatial rank-based high-dimensional change point detection via random integration
by Shu, Lei & Chen, Yu & Zhang, Weiping & Wang, Xueqin
- S0047259X21002062 Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution
by Galarza, Christian E. & Matos, Larissa A. & Castro, Luis M. & Lachos, Victor H.
- S0047259X22000033 Unifying compactly supported and Matérn covariance functions in spatial statistics
by Bevilacqua, Moreno & Caamaño-Carrillo, Christian & Porcu, Emilio
- S0047259X2100141X Feature extraction for functional time series: Theory and application to NIR spectroscopy data
by Yang, Yang & Yang, Yanrong & Shang, Han Lin
- S0047259X2100155X Change point analysis of covariance functions: A weighted cumulative sum approach
by Horváth, Lajos & Rice, Gregory & Zhao, Yuqian
- S0047259X2100169X The correction term in a small-ball probability factorization for random curves
by Aubin, Jean-Baptiste & Bongiorno, Enea G. & Goia, Aldo
- S0047259X2100172X Invariant tests for functional data with application to an earthquake impact study
by Huang, Wei-Hsueh & Huang, Li-Shan & Yang, Cheng-Tao
2022, Volume 188, Issue C
- S0047259X21000798 Conditional specification of statistical models: Classical models, new developments and challenges
by Arnold, Barry C. & Sarabia, José María
- S0047259X21000841 From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas
by Li, Yehua & Qiu, Yumou & Xu, Yuhang
- S0047259X21000889 Some aspects of non-standard multivariate analysis
by Battey, H.S. & Cox, D.R.
- S0047259X21000890 Duality for real and multivariate exponential families
by Letac, Gérard
- S0047259X21000907 A slice of multivariate dimension reduction
by Cook, R. Dennis
- S0047259X21000919 An overview of tests on high-dimensional means
by Huang, Yuan & Li, Changcheng & Li, Runze & Yang, Songshan
- S0047259X21000920 Notes on the prehistory of principal components analysis
by Farebrother, Richard W.
- S0047259X21000968 Independence tests in the presence of measurement errors: An invariance law
by Fan, Jinlin & Zhang, Yaowu & Zhu, Liping
- S0047259X21000981 A 50-year personal journey through time with principal component analysis
by Jolliffe, Ian
- S0047259X21000993 Some aspects of response variable selection and estimation in multivariate linear regression
by Hu, Jianhua & Liu, Xiaoqian & Liu, Xu & Xia, Ningning
- S0047259X21001020 Multivariate normality test based on kurtosis with two-step monotone missing data
by Kurita, Eri & Seo, Takashi
- S0047259X21001044 Recent advances in shrinkage-based high-dimensional inference
by Bodnar, Olha & Bodnar, Taras & Parolya, Nestor
- S0047259X21001068 A tribute to P.R. Krishnaiah
by Bai, Zhidong & Silverstein, Jack W.
- S0047259X21001081 Asymptotic and bootstrap tests for subspace dimension
by Nordhausen, Klaus & Oja, Hannu & Tyler, David E.
- S0047259X21001093 On distance-type Gaussian estimation
by Castilla, Elena & Zografos, Konstantinos
- S0047259X21001111 High dimensional change point inference: Recent developments and extensions
by Liu, Bin & Zhang, Xinsheng & Liu, Yufeng
- S0047259X21001147 High-dimensional linear discriminant analysis using nonparametric methods
by Park, Hoyoung & Baek, Seungchul & Park, Junyong
- S0047259X21001226 On the usage of joint diagonalization in multivariate statistics
by Nordhausen, Klaus & Ruiz-Gazen, Anne
- S0047259X21001251 Recent advances on eigenvalues of matrix-valued stochastic processes
by Song, Jian & Yao, Jianfeng & Yuan, Wangjun
- S0047259X21001275 Matrix differential calculus with applications in the multivariate linear model and its diagnostics
by Liu, Shuangzhe & Leiva, Víctor & Zhuang, Dan & Ma, Tiefeng & Figueroa-Zúñiga, Jorge I.
- S0047259X21001287 Geometric classifiers for high-dimensional noisy data
by Ishii, Aki & Yata, Kazuyoshi & Aoshima, Makoto
- S0047259X21001299 An overview on the progeny of the skew-normal family— A personal perspective
by Azzalini, Adelchi
- S0047259X21001305 Advanced topics in Sliced Inverse Regression
by Girard, Stéphane & Lorenzo, Hadrien & Saracco, Jérôme
- S0047259X21001317 An overview of skew distributions in model-based clustering
by Lee, Sharon X. & McLachlan, Geoffrey J.
- S0047259X21001329 On simultaneous best linear unbiased prediction of future order statistics and associated properties
by Balakrishnan, Narayanaswamy & Bhattacharya, Ritwik
- S0047259X21001330 Recent developments in high-dimensional inference for multivariate data: Parametric, semiparametric and nonparametric approaches
by Harrar, Solomon W. & Kong, Xiaoli
- S0047259X21001408 Principal component analysis and clustering on manifolds
by Mardia, Kanti V. & Wiechers, Henrik & Eltzner, Benjamin & Huckemann, Stephan F.
- S0047259X21001494 Variable selection in functional regression models: A review
by Aneiros, Germán & Novo, Silvia & Vieu, Philippe
- S0047259X21001755 A short history of statistical association: From correlation to correspondence analysis to copulas
by Cuadras, Carles M. & Greenacre, Michael
- S0047259X21001779 Growth curve mixture models with unknown covariance structures
by Pan, Yating & Fei, Yu & Ni, Mingming & Nummi, Tapio & Pan, Jianxin
- S0047259X21001780 Spectral PCA for MANOVA and data over binary trees
by Speed, Terence P. & Hicks, Damien G.
- S0047259X2100083X Statistical analysis of multivariate discrete-valued time series
by Fokianos, Konstantinos & Fried, Roland & Kharin, Yuriy & Voloshko, Valeriy
Printed from https://ideas.repec.org/s/eee/jmvana.html
