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Journal of Multivariate Analysis, Volume 195
Volume 195, May 2023
- Xiao Chen, Zhenghui Feng
, Heng Peng:
Estimation and order selection for multivariate exponential power mixture models. 105140 - Joachim Giesen, Paul Kahlmeyer, Sören Laue, Matthias Mitterreiter, Frank Nussbaum
, Christoph Staudt:
Mixed membership Gaussians. 105141 - Eckhard Liebscher, Ostap Okhrin
:
Semiparametric estimation of the high-dimensional elliptical distribution. 105142 - Inass Soukarieh
, Salim Bouzebda
:
Renewal type bootstrap for increasing degree U-process of a Markov chain. 105143 - Wei Zhang, Wei Gao
, Hon Keung Tony Ng:
Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space. 105144 - Ba Chu
:
A distance-based test of independence between two multivariate time series. 105151 - Haruhiko Ogasawara
:
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio. 105152 - Maicon J. Karling
, Sílvia R. C. Lopes
, Roberto M. de Souza:
Multivariate α-stable distributions: VAR(1) processes, measures of dependence and their estimations. 105153 - Ludwig Baringhaus, Daniel Gaigall:
A goodness-of-fit test for the compound Poisson exponential model. 105154 - Shuquan Yang, Nengxiang Ling:
Robust projected principal component analysis for large-dimensional semiparametric factor modeling. 105155 - Kun Chen, Ngai Hang Chan, Chun Yip Yau, Jie Hu
:
Penalized Whittle likelihood for spatial data. 105156 - Jan G. De Gooijer:
On portmanteau-type tests for nonlinear multivariate time series. 105157 - Karine Bertin
, Christian Genest
, Nicolas Klutchnikoff, Frédéric Ouimet
:
Minimax properties of Dirichlet kernel density estimators. 105158 - Wenxing Guo
, Narayanaswamy Balakrishnan
, Mu He
:
Envelope-based sparse reduced-rank regression for multivariate linear model. 105159 - Tao Qiu, Wangli Xu
, Lixing Zhu:
Independence tests with random subspace of two random vectors in high dimension. 105160 - Izuru Miyazaki
:
Recovery of partly sparse and dense signals. 105161 - Masashi Hyodo, Takahiro Nishiyama, Tatjana Pavlenko:
A Behrens-Fisher problem for general factor models in high dimensions. 105162
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