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Publication search results
found 27 matches
- 2018
- M. Rauf Ahmad, Tatjana Pavlenko:
A U-classifier for high-dimensional data under non-normality. J. Multivar. Anal. 167: 269-283 (2018) - Ahmad Alothman, Yuexiao Dong, Andreas Artemiou:
On dual model-free variable selection with two groups of variables. J. Multivar. Anal. 167: 366-377 (2018) - Ahmed Arafat, Emilio Porcu, Moreno Bevilacqua, Jorge Mateu:
Equivalence and orthogonality of Gaussian measures on spheres. J. Multivar. Anal. 167: 306-318 (2018) - Marek Arendarczyk, Tomasz J. Kozubowski, Anna K. Panorska:
The joint distribution of the sum and maximum of dependent Pareto risks. J. Multivar. Anal. 167: 136-156 (2018) - Ray Bai, Malay Ghosh:
High-dimensional multivariate posterior consistency under global-local shrinkage priors. J. Multivar. Anal. 167: 157-170 (2018) - Mara S. Bernardi, Michelle Carey, James O. Ramsay, Laura M. Sangalli:
Modeling spatial anisotropy via regression with partial differential regularization. J. Multivar. Anal. 167: 15-30 (2018) - Said el Bouhaddani, Hae-Won Uh, Caroline Hayward, Geurt Jongbloed, Jeanine J. Houwing-Duistermaat:
Probabilistic partial least squares model: Identifiability, estimation and application. J. Multivar. Anal. 167: 331-346 (2018) - Bruno M. Castro, Renan B. Lemes, Jonatas Cesar, Tábita Hünemeier, Florencia G. Leonardi:
A model selection approach for multiple sequence segmentation and dimensionality reduction. J. Multivar. Anal. 167: 319-330 (2018) - Maximilian Coblenz, Oliver Grothe, Manuela Schreyer, Wolfgang Trutschnig:
On the length of copula level curves. J. Multivar. Anal. 167: 347-365 (2018) - Gauri S. Datta, Mahmoud Torabi, J. N. K. Rao, Benmei Liu:
Small area estimation with multiple covariates measured with errors: A nested error linear regression approach of combining multiple surveys. J. Multivar. Anal. 167: 49-59 (2018) - Hunter Glanz, Luis Carvalho:
An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing. J. Multivar. Anal. 167: 31-48 (2018) - Armelle Guillou, Simone A. Padoan, Stefano Rizzelli:
Inference for asymptotically independent samples of extremes. J. Multivar. Anal. 167: 114-135 (2018) - Andreas H. Hamel, Daniel Kostner:
Cone distribution functions and quantiles for multivariate random variables. J. Multivar. Anal. 167: 97-113 (2018) - Marius Hofert, Raphaël Huser, Avinash Prasad:
Hierarchical Archimax copulas. J. Multivar. Anal. 167: 195-211 (2018) - David Hong, Laura Balzano, Jeffrey A. Fessler:
Asymptotic performance of PCA for high-dimensional heteroscedastic data. J. Multivar. Anal. 167: 435-452 (2018) - Kun-Lin Kuo, Yuchung J. Wang:
Simulating conditionally specified models. J. Multivar. Anal. 167: 171-180 (2018) - Jingyuan Liu, Lejia Lou, Runze Li:
Variable selection for partially linear models via partial correlation. J. Multivar. Anal. 167: 418-434 (2018) - Chongliang Luo, Jian Liang, Gen Li, Fei Wang, Changshui Zhang, Dipak K. Dey, Kun Chen:
Leveraging mixed and incomplete outcomes via reduced-rank modeling. J. Multivar. Anal. 167: 378-394 (2018) - Shaogao Lv, Mengying You, Huazhen Lin, Heng Lian, Jian Huang:
On the sign consistency of the Lasso for the high-dimensional Cox model. J. Multivar. Anal. 167: 79-96 (2018) - Volodymyr Melnykov, Xuwen Zhu:
On model-based clustering of skewed matrix data. J. Multivar. Anal. 167: 181-194 (2018) - Juan L. Padilla, Caio L. N. Azevedo, Victor H. Lachos:
Multidimensional multiple group IRT models with skew normal latent trait distributions. J. Multivar. Anal. 167: 250-268 (2018) - Spiridon I. Penev, Kanta Naito:
Locally robust methods and near-parametric asymptotics. J. Multivar. Anal. 167: 395-417 (2018) - Kris Peremans, Stefan Van Aelst:
Robust inference for seemingly unrelated regression models. J. Multivar. Anal. 167: 212-224 (2018) - Alessia Pini, Aymeric Stamm, Simone Vantini:
Hotelling's T2 in separable Hilbert spaces. J. Multivar. Anal. 167: 284-305 (2018) - Weiwei Wang, Xianyi Wu, Xiaobing Zhao, Xian Zhou:
Robust variable selection of joint frailty model for panel count data. J. Multivar. Anal. 167: 60-78 (2018) - Rui Wang, Xingzhong Xu:
On two-sample mean tests under spiked covariances. J. Multivar. Anal. 167: 225-249 (2018) - Yang Zhou, Shu-Chin Lin, Jane-Ling Wang:
Local and global temporal correlations for longitudinal data. J. Multivar. Anal. 167: 1-14 (2018)
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