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Publication search results
found 2,317 matches
- 2024
- Alfredo Alegría
, Xavier Emery:
Matrix-valued isotropic covariance functions with local extrema. J. Multivar. Anal. 200: 105250 (2024) - Sinda Ammous, Jérôme Dedecker, Céline Duval:
Adaptive directional estimator of the density in Rd for independent and mixing sequences. J. Multivar. Anal. 203: 105332 (2024) - Jonathan Ansari, Ludger Rüschendorf:
Supermodular and directionally convex comparison results for general factor models. J. Multivar. Anal. 201: 105264 (2024) - Bilol Banerjee:
Testing distributional equality for functional random variables. J. Multivar. Anal. 203: 105318 (2024) - Marléne Baumeister
, Marc Ditzhaus, Markus Pauly
:
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs. J. Multivar. Anal. 199: 105246 (2024) - Carole Bernard
, Alfred Müller
, Marco Oesting:
Lp-norm spherical copulas. J. Multivar. Anal. 201: 105262 (2024) - Gaspard Bernard, Thomas Verdebout:
On testing the equality of latent roots of scatter matrices under ellipticity. J. Multivar. Anal. 199: 105232 (2024) - Elena Di Bernardino, Thomas Laloë, Cambyse Pakzad:
Estimation of extreme multivariate expectiles with functional covariates. J. Multivar. Anal. 202: 105292 (2024) - Moreno Bevilacqua
, Eloy Alvarado, Christian Caamaño-Carrillo:
A flexible Clayton-like spatial copula with application to bounded support data. J. Multivar. Anal. 201: 105277 (2024) - Jad Beyhum, François Portier:
High-dimensional nonconvex LASSO-type M-estimators. J. Multivar. Anal. 202: 105303 (2024) - Christopher Blier-Wong
, Hélène Cossette, Sebastien Legros, Etienne Marceau:
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions. J. Multivar. Anal. 201: 105261 (2024) - Javier Cárcamo, Antonio Cuevas, Luis-Alberto Rodríguez:
A uniform kernel trick for high and infinite-dimensional two-sample problems. J. Multivar. Anal. 202: 105317 (2024) - Yang Chen, Ziyan Luo
, Lingchen Kong:
Low-rank tensor regression for selection of grouped variables. J. Multivar. Anal. 203: 105339 (2024) - Yici Chen, Tomonari Sei
:
A proper scoring rule for minimum information bivariate copulas. J. Multivar. Anal. 201: 105271 (2024) - Vincenzo Coia, Harry Joe, Natalia Nolde:
Copula-based conditional tail indices. J. Multivar. Anal. 201: 105268 (2024) - Jingyu Cui
, Grace Y. Yi
:
Variable selection in multivariate regression models with measurement error in covariates. J. Multivar. Anal. 202: 105299 (2024) - Bikramjit Das, Vicky Fasen-Hartmann:
On heavy-tailed risks under Gaussian copula: The effects of marginal transformation. J. Multivar. Anal. 202: 105310 (2024) - Sakineh Dehghan
, Mohammad Reza Faridrohani:
A data depth based nonparametric test of independence between two random vectors. J. Multivar. Anal. 202: 105297 (2024) - Antoine Djogbenou
, Razvan Sufana:
Tests for group-specific heterogeneity in high-dimensional factor models. J. Multivar. Anal. 199: 105233 (2024) - Terence Kevin Manfoumbi Djonguet, Guy Martial Nkiet
:
An independence test for functional variables based on kernel normalized cross-covariance operator. J. Multivar. Anal. 202: 105293 (2024) - Wei Dong, Chen Xu, Jinhan Xie, Niansheng Tang
:
Tuning-free sparse clustering via alternating hard-thresholding. J. Multivar. Anal. 203: 105330 (2024) - Kento Egashira, Kazuyoshi Yata
, Makoto Aoshima:
Asymptotic properties of hierarchical clustering in high-dimensional settings. J. Multivar. Anal. 199: 105251 (2024) - Mikael Escobar-Bach
, Salima Helali:
Dependent censoring with simultaneous death times based on the Generalized Marshall-Olkin model. J. Multivar. Anal. 204: 105347 (2024) - Xinyao Fan, Harry Joe:
High-dimensional factor copula models with estimation of latent variables. J. Multivar. Anal. 201: 105263 (2024) - Matteo Farnè
, Angela Montanari:
Large factor model estimation by nuclear norm plus ℓ1 norm penalization. J. Multivar. Anal. 199: 105244 (2024) - Helmut Finner
, Markus Roters:
On positive association of absolute-valued and squared multivariate Gaussians beyond MTP2. J. Multivar. Anal. 202: 105295 (2024) - Sebastian Fuchs
:
Quantifying directed dependence via dimension reduction. J. Multivar. Anal. 201: 105266 (2024) - Sebastian Fuchs
, Marco Tschimpke:
A novel positive dependence property and its impact on a popular class of concordance measures. J. Multivar. Anal. 200: 105259 (2024) - Chiara Galimberti
, Stefano Peluso, Federico Castelletti:
Bayesian inference of graph-based dependencies from mixed-type data. J. Multivar. Anal. 203: 105323 (2024) - Christian Genest
, Johanna G. Neslehová:
On the Mai-Wang stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant. J. Multivar. Anal. 203: 105331 (2024)
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