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ORCIDJournal of Multivariate Analysis, Volume 205
Volume 205, 2025
- H. M. Wiranthe B. Herath, Seyed Yaser Samadi
:
Scaled envelope models for multivariate time series. 105370 - Kai Xu, Mingxiang Cao, Qing Cheng:
A bias-corrected Srivastava-type test for cross-sectional independence. 105371 - Hannah Blocher, Georg Schollmeyer:
Data depth functions for non-standard data by use of formal concept analysis. 105372 - Yanpeng Li:
Large sample correlation matrices with unbounded spectrum. 105373 - Tim Kutta, Agnieszka Jach, Michel Ferreira Cardia Haddad, Piotr Kokoszka, Haonan Wang:
Detection and localization of changes in a panel of densities. 105374 - Erik Mendros, Stanislav Nagy:
Explicit bivariate simplicial depth. 105375 - Olha Bodnar, Taras Bodnar:
Birge ratio method for modeling dark uncertainty in multivariate meta-analyses and inter-laboratory studies. 105376 - Marco Tschimpke:
On the exact region determined by Spearman's ρ and Blest's measure of rank correlation ν for bivariate extreme-value copulas. 105377 - Li Wang, Hongyi Zhou, Weidong Ma, Ying Yang:
A conditional distribution function-based measure for independence and K-sample tests in multivariate data. 105378 - Yacouba Boubacar Maïnassara, Eugen Ursu:
Diagnostic checking of periodic vector autoregressive time series models with dependent errors. 105379 - Lucas Reding, Andrés F. López-Lopera, François Bachoc:
Covariance parameter estimation of Gaussian processes with approximated functional inputs. 105380 - Cristian Castiglione, Eleonora Arnone, Mauro Bernardi, Alessio Farcomeni, Laura M. Sangalli:
PDE-regularised spatial quantile regression. 105381 - Moosup Kim, Sangyeol Lee:
Maximum likelihood estimation of elliptical tail. 105382
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