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ORCIDJournal of Multivariate Analysis, Volume 191
Volume 191, September 2022
- Kyoungjae Lee
, Xuan Cao:
Bayesian joint inference for multiple directed acyclic graphs. 105003 - Linruo Guo, Weixing Song, Jianhong Shi:
Estimating multivariate density and its derivatives for mixed measurement error data. 105005 - Yangchun Zhang, Jiang Hu, Weiming Li:
CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions. 105007 - Jun Zhao, Yu-Hyeong Jang, Hyoung-Moon Kim:
Closed-form and bias-corrected estimators for the bivariate gamma distribution. 105009 - Zeyu Wu, Cheng Wang:
Limiting spectral distribution of large dimensional Spearman's rank correlation matrices. 105011 - Subhabrata Majumdar, Snigdhansu Chatterjee:
On weighted multivariate sign functions. 105013 - Ruiqi Liu, Mingao Yuan, Zuofeng Shang:
Online statistical inference for parameters estimation with linear-equality constraints. 105017 - Antonio Punzo, Luca Bagnato:
Dimension-wise scaled normal mixtures with application to finance and biometry. 105020 - Budhi Arta Surya:
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path. 105021 - Yesim Güney, Olçay Arslan, Fulya Gokalp-Yavuz:
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm. 105026 - Nariankadu D. Shyamalkumar, Siyang Tao:
t-copula from the viewpoint of tail dependence matrices. 105027 - Yushen Dong, Yichao Wu:
Fréchet kernel sliced inverse regression. 105032 - Alexander J. McNeil, Johanna Neslehová, Andrew D. Smith:
On attainability of Kendall's tau matrices and concordance signatures. 105033 - Wenli Deng, Jinglong Wang, Riquan Zhang:
Measures of concordance and testing of independence in multivariate structure. 105035 - Archer Gong Zhang, Jiahua Chen:
Density ratio model with data-adaptive basis function. 105043
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