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ORCIDJournal of Multivariate Analysis, Volume 202
Volume 202, 2024
- Ouahiba Litimein, Ali Laksaci, Larbi Ait-Hennani, Mechab Boubaker, Mustapha Rachdi
:
Asymptotic normality of the local linear estimator of the functional expectile regression. 105281 - Yujie Xue, Masanobu Taniguchi, Tong Liu:
Shrinkage estimators of BLUE for time series regression models. 105282 - Shin-ichi Tsukada:
Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension. 105290 - Elena Di Bernardino, Thomas Laloë, Cambyse Pakzad:
Estimation of extreme multivariate expectiles with functional covariates. 105292 - Terence Kevin Manfoumbi Djonguet, Guy Martial Nkiet:
An independence test for functional variables based on kernel normalized cross-covariance operator. 105293 - Xin Wang, Lingchen Kong, Liqun Wang:
Estimation of sparse covariance matrix via non-convex regularization. 105294 - Helmut Finner, Markus Roters:
On positive association of absolute-valued and squared multivariate Gaussians beyond MTP2. 105295 - Haoxiang Li, Qian Qin, Galin L. Jones:
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data. 105296 - Sakineh Dehghan, Mohammad Reza Faridrohani:
A data depth based nonparametric test of independence between two random vectors. 105297 - Xing Qin, Jianhua Hu, Shuangge Ma, Mengyun Wu:
Estimation of multiple networks with common structures in heterogeneous subgroups. 105298 - Jingyu Cui, Grace Y. Yi:
Variable selection in multivariate regression models with measurement error in covariates. 105299 - Joni Virta, Niko Lietzén, Lauri Viitasaari, Pauliina Ilmonen:
Latent model extreme value index estimation. 105300 - Wenchao Xu, Xinyu Zhang, Hua Liang:
Linearized maximum rank correlation estimation when covariates are functional. 105301 - Qi Zhang, Bing Li, Lingzhou Xue:
Nonlinear sufficient dimension reduction for distribution-on-distribution regression. 105302 - Jad Beyhum, François Portier:
High-dimensional nonconvex LASSO-type M-estimators. 105303 - Bikramjit Das, Vicky Fasen-Hartmann:
On heavy-tailed risks under Gaussian copula: The effects of marginal transformation. 105310 - Qirui Hu:
Change point analysis of functional variance function with stationary error. 105311 - Gil González-Rodríguez, Ana Colubi, Wenceslao González-Manteiga, Manuel Febrero-Bande:
A consistent test of equality of distributions for Hilbert-valued random elements. 105312 - Antoine Godichon-Baggioni, Wei Lu:
Online stochastic Newton methods for estimating the geometric median and applications. 105313 - Jaakko Pere, Pauliina Ilmonen, Lauri Viitasaari:
On extreme quantile region estimation under heavy-tailed elliptical distributions. 105314 - Yang Sun, Xiangzhong Fang:
Efficient calibration of computer models with multivariate output. 105315 - Ting Hu, Jing Xiong:
Sparse online regression algorithm with insensitive loss functions. 105316 - Javier Cárcamo, Antonio Cuevas, Luis-Alberto Rodríguez:
A uniform kernel trick for high and infinite-dimensional two-sample problems. 105317 - Jin-Ting Zhang, Tianming Zhu:
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data. 105320 - Jeongseop Han, Youngjo Lee:
Enhanced Laplace approximation. 105321
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