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Publication search results
found 195 matches
- 2010
- Jorge Adrover, Victor J. Yohai:
A new projection estimate for multivariate location with minimax bias. J. Multivar. Anal. 101(6): 1400-1411 (2010) - Tomoyuki Akita, Jinghua Jin, Hirofumi Wakaki:
High-dimensional Edgeworth expansion of a test statistic on independence and its error bound. J. Multivar. Anal. 101(8): 1806-1813 (2010) - Steen A. Andersson, Jesse B. Crawford:
General canonical correlations with applications to group symmetry models. J. Multivar. Anal. 101(7): 1547-1558 (2010) - Steen A. Andersson, Thomas Klein:
On Riesz and Wishart distributions associated with decomposable undirected graphs. J. Multivar. Anal. 101(4): 789-810 (2010) - Florent Autin, Erwan Le Pennec, Karine Tribouley:
Thresholding methods to estimate copula density. J. Multivar. Anal. 101(1): 200-222 (2010) - Z. D. Bai, L. X. Zhang:
The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix. J. Multivar. Anal. 101(9): 1927-1949 (2010) - A. A. Balkema, Paul Embrechts, N. Nolde:
Meta densities and the shape of their sample clouds. J. Multivar. Anal. 101(7): 1738-1754 (2010) - Ludwig Baringhaus, Fatemeh Taherizadeh:
Empirical Hankel transforms and its applications to goodness-of-fit tests. J. Multivar. Anal. 101(6): 1445-1457 (2010) - Karim Benhenni, S. Hedli-Griche, Mustapha Rachdi:
Estimation of the regression operator from functional fixed-design with correlated errors. J. Multivar. Anal. 101(2): 476-490 (2010) - Eric Beutner, Henryk Zähle:
A modified functional delta method and its application to the estimation of risk functionals. J. Multivar. Anal. 101(10): 2452-2463 (2010) - Yingtao Bi, Daniel R. Jeske:
The efficiency of logistic regression compared to normal discriminant analysis under class-conditional classification noise. J. Multivar. Anal. 101(7): 1622-1637 (2010) - Gérard Biau, Luc Devroye:
On the layered nearest neighbour estimate, the bagged nearest neighbour estimate and the random forest method in regression and classification. J. Multivar. Anal. 101(10): 2499-2518 (2010) - Olha Bodnar, Taras Bodnar, Arjun K. Gupta:
Estimation and inference for dependence in multivariate data. J. Multivar. Anal. 101(4): 869-881 (2010) - Graciela Boente, Daniela Rodriguez, Mariela Sued:
Inference under functional proportional and common principal component models. J. Multivar. Anal. 101(2): 464-475 (2010) - Marianna Bolla, Katalin Friedl, András Krámli:
Singular value decomposition of large random matrices (for two-way classification of microarrays). J. Multivar. Anal. 101(2): 434-446 (2010) - Denis Bosq:
Tensorial products of functional ARMA processes. J. Multivar. Anal. 101(6): 1352-1363 (2010) - Alain Boudou, Yves Romain:
On the integral with respect to the tensor product of two random measures. J. Multivar. Anal. 101(2): 385-394 (2010) - Taoufik Bouezmarni, Jeroen V. K. Rombouts, Abderrahim Taamouti:
Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data. J. Multivar. Anal. 101(1): 1-10 (2010) - Axel Bücher, Holger Dette:
Some comments on goodness-of-fit tests for the parametric form of the copula based on L2-distances. J. Multivar. Anal. 101(3): 749-763 (2010) - Marco Burkschat, Udo Kamps, Maria Kateri:
Sequential order statistics with an order statistics prior. J. Multivar. Anal. 101(8): 1826-1836 (2010) - Daniela G. Calò, Cinzia Viroli:
A dimensionally reduced finite mixture model for multilevel data. J. Multivar. Anal. 101(10): 2543-2553 (2010) - Alberto Carabarin-Aguirre, B. Gail Ivanoff:
Estimation of a distribution under generalized censoring. J. Multivar. Anal. 101(6): 1501-1519 (2010) - Hervé Cardot, Jan Johannes:
Thresholding projection estimators in functional linear models. J. Multivar. Anal. 101(2): 395-408 (2010) - Francisco J. Caro-Lopera, José A. Díaz-García, Graciela González-Farías:
Noncentral elliptical configuration density. J. Multivar. Anal. 101(1): 32-43 (2010) - María Paz Casanova, Pilar Loreto Iglesias, Heleno Bolfarine, Victor H. Salinas, Alexis Peña:
Semiparametric Bayesian measurement error modeling. J. Multivar. Anal. 101(3): 512-524 (2010) - Eric A. Cator, Hendrik P. Lopuhaä:
Asymptotic expansion of the minimum covariance determinant estimators. J. Multivar. Anal. 101(10): 2372-2388 (2010) - Djalil Chafaï:
The Dirichlet Markov Ensemble. J. Multivar. Anal. 101(3): 555-567 (2010) - Wan-Ying Chang, Donald St. P. Richards:
Finite-sample inference with monotone incomplete multivariate normal data, II. J. Multivar. Anal. 101(3): 603-620 (2010) - Ziqing Chang, Liugen Xue, Lixing Zhu:
On an asymptotically more efficient estimation of the single-index model. J. Multivar. Anal. 101(8): 1898-1901 (2010) - Bei Chen, Yulia R. Gel:
Autoregressive frequency detection using Regularized Least Squares. J. Multivar. Anal. 101(7): 1712-1727 (2010)
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