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2024, Volume 204, Issue C
- S0047259X24000514 Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests
by Hudecová, Šárka & Šiman, Miroslav
- S0047259X24000526 Double penalized variable selection for high-dimensional partial linear mixed effects models
by Yang, Yiping & Luo, Chuanqin & Yang, Weiming
- S0047259X24000538 An approximation to peak detection power using Gaussian random field theory
by Zhao, Yu & Cheng, Dan & Schwartzman, Armin
- S0047259X24000617 Two-sample test for high-dimensional covariance matrices: A normal-reference approach
by Wang, Jingyi & Zhu, Tianming & Zhang, Jin-Ting
- S0047259X24000629 Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes
by Petersen, Alexander
- S0047259X24000630 The inner partial least square: An exploration of the “necessary” dimension reduction
by Yin, Yunjian & Liu, Lan
- S0047259X24000642 Conjugacy properties of multivariate unified skew-elliptical distributions
by Karling, Maicon J. & Durante, Daniele & Genton, Marc G.
- S0047259X24000654 Cross projection test for mean vectors via multiple random splits in high dimensions
by Wang, Guanpeng & Wu, Jiujing & Cui, Hengjian
- S0047259X24000666 Bayesian covariance structure modeling of interval-censored multi-way nested survival data
by Baas, Stef & Fox, Jean-Paul & Boucherie, Richard J.
- S0047259X24000678 Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation
by Sang, Yongli & Dang, Xin
- S0047259X2400054X Dependent censoring with simultaneous death times based on the Generalized Marshall–Olkin model
by Escobar-Bach, Mikael & Helali, Salima
- S0047259X2400068X Invariant correlation under marginal transforms
by Koike, Takaaki & Lin, Liyuan & Wang, Ruodu
2024, Volume 203, Issue C
- S0047259X24000253 Testing distributional equality for functional random variables
by Banerjee, Bilol
- S0047259X24000265 Multivariate directional tail-weighted dependence measures
by Li, Xiaoting & Joe, Harry
- S0047259X24000290 Multivariate unified skew-t distributions and their properties
by Wang, Kesen & Karling, Maicon J. & Arellano-Valle, Reinaldo B. & Genton, Marc G.
- S0047259X24000307 Bayesian inference of graph-based dependencies from mixed-type data
by Galimberti, Chiara & Peluso, Stefano & Castelletti, Federico
- S0047259X24000381 On the Mai–Wang stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant
by Genest, Christian & Nešlehová, Johanna G.
- S0047259X24000393 Adaptive directional estimator of the density in Rd for independent and mixing sequences
by Ammous, Sinda & Dedecker, Jérôme & Duval, Céline
- S0047259X24000411 Distribution-on-distribution regression with Wasserstein metric: Multivariate Gaussian case
by Okano, Ryo & Imaizumi, Masaaki
- S0047259X24000423 Tensor recovery in high-dimensional Ising models
by Liu, Tianyu & Mukherjee, Somabha & Biswas, Rahul
- S0047259X24000435 Parametric dependence between random vectors via copula-based divergence measures
by De Keyser, Steven & Gijbels, Irène
- S0047259X24000447 Ordinal pattern dependence and multivariate measures of dependence
by Silbernagel, Angelika & Schnurr, Alexander
- S0047259X24000459 Bias correction for kernel density estimation with spherical data
by Tsuruta, Yasuhito
- S0047259X24000460 Low-rank tensor regression for selection of grouped variables
by Chen, Yang & Luo, Ziyan & Kong, Lingchen
- S0047259X24000472 Max-convolution processes with random shape indicator kernels
by Krupskii, Pavel & Huser, Raphaël
- S0047259X24000484 Fisher’s pioneering work on discriminant analysis and its impact on Artificial Intelligence
by Mardia, Kanti V.
- S0047259X24000496 Exponential bounds for regularized Hotelling’s T2 statistic in high dimension
by Issouani, El Mehdi & Bertail, Patrice & Gautherat, Emmanuelle
- S0047259X24000502 Composite expectile estimation in partial functional linear regression model
by Yu, Ping & Song, Xinyuan & Du, Jiang
- S0047259X2400037X Tuning-free sparse clustering via alternating hard-thresholding
by Dong, Wei & Xu, Chen & Xie, Jinhan & Tang, Niansheng
- S0047259X2400040X Sparse subspace clustering in diverse multiplex network model
by Noroozi, Majid & Pensky, Marianna
2024, Volume 202, Issue C
- S0047259X23001276 Asymptotic normality of the local linear estimator of the functional expectile regression
by Litimein, Ouahiba & Laksaci, Ali & Ait-Hennani, Larbi & Mechab, Boubaker & Rachdi, Mustapha
- S0047259X23001288 Shrinkage estimators of BLUE for time series regression models
by Xue, Yujie & Taniguchi, Masanobu & Liu, Tong
- S0047259X23001367 Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension
by Tsukada, Shin-ichi
- S0047259X23001380 Estimation of extreme multivariate expectiles with functional covariates
by Di Bernardino, Elena & Laloë, Thomas & Pakzad, Cambyse
- S0047259X23001392 An independence test for functional variables based on kernel normalized cross-covariance operator
by Manfoumbi Djonguet, Terence Kevin & Nkiet, Guy Martial
- S0047259X24000010 Estimation of sparse covariance matrix via non-convex regularization
by Wang, Xin & Kong, Lingchen & Wang, Liqun
- S0047259X24000022 On positive association of absolute-valued and squared multivariate Gaussians beyond MTP2
by Finner, Helmut & Roters, Markus
- S0047259X24000034 Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data
by Li, Haoxiang & Qin, Qian & Jones, Galin L.
- S0047259X24000046 A data depth based nonparametric test of independence between two random vectors
by Dehghan, Sakineh & Faridrohani, Mohammad Reza
- S0047259X24000058 Estimation of multiple networks with common structures in heterogeneous subgroups
by Qin, Xing & Hu, Jianhua & Ma, Shuangge & Wu, Mengyun
- S0047259X24000071 Latent model extreme value index estimation
by Virta, Joni & Lietzén, Niko & Viitasaari, Lauri & Ilmonen, Pauliina
- S0047259X24000083 Linearized maximum rank correlation estimation when covariates are functional
by Xu, Wenchao & Zhang, Xinyu & Liang, Hua
- S0047259X24000095 Nonlinear sufficient dimension reduction for distribution-on-distribution regression
by Zhang, Qi & Li, Bing & Xue, Lingzhou
- S0047259X24000101 High-dimensional nonconvex LASSO-type M-estimators
by Beyhum, Jad & Portier, François
- S0047259X24000174 On heavy-tailed risks under Gaussian copula: The effects of marginal transformation
by Das, Bikramjit & Fasen-Hartmann, Vicky
- S0047259X24000186 Change point analysis of functional variance function with stationary error
by Hu, Qirui
- S0047259X24000198 A consistent test of equality of distributions for Hilbert-valued random elements
by González–Rodríguez, Gil & Colubi, Ana & González–Manteiga, Wenceslao & Febrero–Bande, Manuel
- S0047259X24000204 Online stochastic Newton methods for estimating the geometric median and applications
by Godichon-Baggioni, Antoine & Lu, Wei
- S0047259X24000216 On extreme quantile region estimation under heavy-tailed elliptical distributions
by Pere, Jaakko & Ilmonen, Pauliina & Viitasaari, Lauri
- S0047259X24000228 Efficient calibration of computer models with multivariate output
by Sun, Yang & Fang, Xiangzhong
- S0047259X24000241 A uniform kernel trick for high and infinite-dimensional two-sample problems
by Cárcamo, Javier & Cuevas, Antonio & Rodríguez, Luis-Alberto
- S0047259X24000277 A fast and accurate kernel-based independence test with applications to high-dimensional and functional data
by Zhang, Jin-Ting & Zhu, Tianming
- S0047259X24000289 Enhanced Laplace approximation
by Han, Jeongseop & Lee, Youngjo
- S0047259X2400006X Variable selection in multivariate regression models with measurement error in covariates
by Cui, Jingyu & Yi, Grace Y.
- S0047259X2400023X Sparse online regression algorithm with insensitive loss functions
by Hu, Ting & Xiong, Jing
2024, Volume 200, Issue C
- S0047259X23000957 Statistical performance of quantile tensor regression with convex regularization
by Lu, Wenqi & Zhu, Zhongyi & Li, Rui & Lian, Heng
- S0047259X23000969 Matrix-valued isotropic covariance functions with local extrema
by Alegría, Alfredo & Emery, Xavier
- S0047259X23000982 Testing homogeneity in high dimensional data through random projections
by Qiu, Tao & Zhang, Qintong & Fang, Yuanyuan & Xu, Wangli
- S0047259X23001057 A novel positive dependence property and its impact on a popular class of concordance measures
by Fuchs, Sebastian & Tschimpke, Marco
- S0047259X23001069 A multivariate skew-normal-Tukey-h distribution
by Mondal, Sagnik & Genton, Marc G.
- S0047259X23001252 High-dimensional Bernstein–von Mises theorem for the Diaconis–Ylvisaker prior
by Jin, Xin & Bhattacharya, Anirban & Ghosh, Riddhi Pratim
2024, Volume 199, Issue C
- S0047259X23000787 On testing the equality of latent roots of scatter matrices under ellipticity
by Bernard, Gaspard & Verdebout, Thomas
- S0047259X23000799 Tests for group-specific heterogeneity in high-dimensional factor models
by Djogbenou, Antoine & Sufana, Razvan
- S0047259X23000866 Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions
by Yin, Chuancun & Balakrishnan, Narayanaswamy
- S0047259X23000878 Test of conditional independence in factor models via Hilbert–Schmidt independence criterion
by Xu, Kai & Cheng, Qing
- S0047259X23000891 Tests for equality of several covariance matrix functions for multivariate functional data
by Qiu, Zhiping & Fan, Jiangyuan & Zhang, Jin-Ting & Chen, Jianwei
- S0047259X23000908 Large factor model estimation by nuclear norm plus ℓ1 norm penalization
by Farnè, Matteo & Montanari, Angela
- S0047259X23000921 Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs
by Baumeister, Marléne & Ditzhaus, Marc & Pauly, Markus
- S0047259X23000933 Non-asymptotic robustness analysis of regression depth median
by Zuo, Yijun
- S0047259X23000945 On moments of truncated multivariate normal/independent distributions
by Lin, Tsung-I & Wang, Wan-Lun
- S0047259X23000970 Asymptotic properties of hierarchical clustering in high-dimensional settings
by Egashira, Kento & Yata, Kazuyoshi & Aoshima, Makoto
- S0047259X2300088X The skewness of mean–variance normal mixtures
by Loperfido, Nicola
- S0047259X2300091X Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices
by Steland, Ansgar
2023, Volume 198, Issue C
- S0047259X23000520 Tensor Stein-rules in a generalized tensor regression model
by Ghannam, Mai & Nkurunziza, Sévérien
- S0047259X23000556 Extending compositional data analysis from a graph signal processing perspective
by Rieser, Christopher & Filzmoser, Peter
- S0047259X23000568 Testing for changes in linear models using weighted residuals
by Horváth, Lajos & Rice, Gregory & Zhao, Yuqian
- S0047259X23000581 Optimal designs for prediction of random effects in two-groups models with multivariate response
by Prus, Maryna
- S0047259X23000593 Learning Gaussian graphical models with latent confounders
by Wang, Ke & Franks, Alexander & Oh, Sang-Yun
- S0047259X23000684 Nonparametric drift estimation from diffusions with correlated Brownian motions
by Comte, Fabienne & Marie, Nicolas
- S0047259X23000696 Feature screening for multiple responses
by Jiang, Zhenzhen & Guo, Hongping & Wang, Jinjuan
- S0047259X23000702 False discovery rate approach to dynamic change detection
by Du, Lilun & Wen, Mengtao
- S0047259X23000714 Covariance structure estimation with Laplace approximation
by Sung, Bongjung & Lee, Jaeyong
- S0047259X23000726 Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space
by Xie, Haihan & Kong, Linglong
- S0047259X23000738 Exact first moments of the RV coefficient by invariant orthogonal integration
by Bavaud, François
- S0047259X23000751 A nonparametric test for paired data
by Wyłupek, Grzegorz
- S0047259X23000763 Uniformly valid inference based on the Lasso in linear mixed models
by Kramlinger, Peter & Schneider, Ulrike & Krivobokova, Tatyana
- S0047259X23000775 Estimation in nonparametric functional-on-functional models with surrogate responses
by Boumahdi, Mounir & Ouassou, Idir & Rachdi, Mustapha
- S0047259X2300057X Uncovering block structures in large rectangular matrices
by Gong, Tingnan & Zhang, Weiping & Chen, Yu
- S0047259X2300060X Functional additive expectile regression in the reproducing kernel Hilbert space
by Liu, Yuzi & Peng, Ling & Liu, Qing & Lian, Heng & Liu, Xiaohui
- S0047259X2300074X Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation
by Genest, Christian & Hron, Karel & Nešlehová, Johanna G.
2023, Volume 196, Issue C
- S0047259X23000106 Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables
by Cavicchioli, Maddalena
- S0047259X23000118 Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels
by Lee, Yoonseok & Sul, Donggyu
- S0047259X23000209 Likelihood-based inference for the multivariate skew-t regression with censored or missing responses
by Valeriano, Katherine A.L. & Galarza, Christian E. & Matos, Larissa A. & Lachos, Victor H.
- S0047259X23000210 Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions
by Green, Brittany & Lian, Heng & Yu, Yan & Zu, Tianhai
- S0047259X23000222 A Cramér–Wold theorem for elliptical distributions
by Fraiman, Ricardo & Moreno, Leonardo & Ransford, Thomas
- S0047259X23000234 Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity
by Mondal, Anjana & Sattler, Paavo & Kumar, Somesh
- S0047259X23000246 Region selection in Markov random fields: Gaussian case
by Soloveychik, Ilya & Tarokh, Vahid
- S0047259X23000258 On the exploration of regression dependence structures in multidimensional contingency tables with ordinal response variables
by Wei, Zheng & Wang, Li & Liao, Shu-Min & Kim, Daeyoung
- S0047259X23000271 Selecting the number of clusters, clustering models, and algorithms. A unifying approach based on the quadratic discriminant score
by Coraggio, Luca & Coretto, Pietro
- S0047259X23000283 Nonparametric goodness-of-fit testing for a continuous multivariate parametric model
by Bagkavos, Dimitrios & Patil, Prakash N. & Wood, Andrew T.A.
- S0047259X23000295 Finite sample t-tests for high-dimensional means
by Li, Jun
- S0047259X23000301 Tyler’s and Maronna’s M-estimators: Non-asymptotic concentration results
by Romanov, Elad & Kur, Gil & Nadler, Boaz
- S0047259X23000313 Exact test theory in Gaussian graphical models
by Bodnar, Olha & Touli, Elena Farahbakhsh
- S0047259X23000337 Spiked singular values and vectors under extreme aspect ratios
by Feldman, Michael J.
- S0047259X23000349 Randomized extrapolation for accelerating EM-type fixed-point algorithms
by Saâdaoui, Foued
- S0047259X2300009X Partial least squares for simultaneous reduction of response and predictor vectors in regression
by Cook, R. Dennis & Forzani, Liliana & Liu, Lan
- S0047259X2300026X Nonparametric testing for the specification of spatial trend functions
by Zhang, Rongmao & Chan, Ngai Hang & Chi, Changxiong
2023, Volume 195, Issue C
- S0047259X22001312 Estimation and order selection for multivariate exponential power mixture models
by Chen, Xiao & Feng, Zhenghui & Peng, Heng
- S0047259X22001324 Mixed membership Gaussians
by Giesen, Joachim & Kahlmeyer, Paul & Laue, Sören & Mitterreiter, Matthias & Nussbaum, Frank & Staudt, Christoph
- S0047259X22001336 Semiparametric estimation of the high-dimensional elliptical distribution
by Liebscher, Eckhard & Okhrin, Ostap
- S0047259X22001348 Renewal type bootstrap for increasing degree U-process of a Markov chain
by Soukarieh, Inass & Bouzebda, Salim
- S0047259X22001427 A distance-based test of independence between two multivariate time series
by Chu, Ba
- S0047259X22001439 The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio
by Ogasawara, Haruhiko
- S0047259X22001440 Multivariate α-stable distributions: VAR(1) processes, measures of dependence and their estimations
by Karling, Maicon J. & Lopes, Sílvia R.C. & de Souza, Roberto M.
- S0047259X22001452 A goodness-of-fit test for the compound Poisson exponential model
by Baringhaus, Ludwig & Gaigall, Daniel
- S0047259X23000015 Robust projected principal component analysis for large-dimensional semiparametric factor modeling
by Yang, Shuquan & Ling, Nengxiang
- S0047259X23000027 Penalized Whittle likelihood for spatial data
by Chen, Kun & Chan, Ngai Hang & Yau, Chun Yip & Hu, Jie
- S0047259X23000039 On portmanteau-type tests for nonlinear multivariate time series
by De Gooijer, Jan G.
- S0047259X23000040 Minimax properties of Dirichlet kernel density estimators
by Bertin, Karine & Genest, Christian & Klutchnikoff, Nicolas & Ouimet, Frédéric
- S0047259X23000052 Envelope-based sparse reduced-rank regression for multivariate linear model
by Guo, Wenxing & Balakrishnan, Narayanaswamy & He, Mu
- S0047259X23000064 Independence tests with random subspace of two random vectors in high dimension
by Qiu, Tao & Xu, Wangli & Zhu, Lixing
- S0047259X23000076 Recovery of partly sparse and dense signals
by Miyazaki, Izuru
- S0047259X23000088 A Behrens–Fisher problem for general factor models in high dimensions
by Hyodo, Masashi & Nishiyama, Takahiro & Pavlenko, Tatjana
- S0047259X2200135X Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space
by Zhang, Wei & Gao, Wei & Ng, Hon Keung Tony
2023, Volume 194, Issue C
- S0047259X22000902 Bivariate covariance functions of Pólya type
by Moreva, Olga & Schlather, Martin
- S0047259X22000926 Extreme partial least-squares
by Bousebata, Meryem & Enjolras, Geoffroy & Girard, Stéphane
- S0047259X22000951 Robust penalized estimators for functional linear regression
by Kalogridis, Ioannis & Van Aelst, Stefan
- S0047259X22000975 Generating MCMC proposals by randomly rotating the regular simplex
by Holbrook, Andrew J.
- S0047259X22001154 On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime
by Loubaton, Philippe & Rosuel, Alexis & Vallet, Pascal
- S0047259X22001191 A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data
by Fang, Jianglin
- S0047259X22001208 On skewed Gaussian graphical models
by Sheng, Tianhong & Li, Bing & Solea, Eftychia
- S0047259X22001294 Weighted shrinkage estimators of normal mean matrices and dominance properties
by Yuasa, Ryota & Kubokawa, Tatsuya
- S0047259X22001300 Moderate deviation principle for likelihood ratio test in multivariate linear regression model
by Bai, Yansong & Zhang, Yong & Liu, Congmin
2023, Volume 193, Issue C
- S0047259X22000896 Bivariate symmetric Heckman models and their characterization
by Saulo, Helton & Vila, Roberto & Cordeiro, Shayane S. & Leiva, Víctor
- S0047259X22000963 Enriched standard conjugate priors and the right invariant prior for Wishart distributions
by Oda, Hidemasa & Komaki, Fumiyasu
- S0047259X22001051 Robust inference for change points in high dimension
by Jiang, Feiyu & Wang, Runmin & Shao, Xiaofeng
- S0047259X22001087 Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences
by Brück, Florian
- S0047259X22001099 A new distance based measure of asymmetry
by Baillien, Jonas & Gijbels, Irène & Verhasselt, Anneleen
- S0047259X22001105 On the eigenvectors of large-dimensional sample spatial sign covariance matrices
by Xu, Yangchang & Xia, Ningning
- S0047259X22001117 Conditional independence testing via weighted partial copulas
by Bianchi, Pascal & Elgui, Kevin & Portier, François
- S0047259X22001129 Nonparametric estimation of conditional marginal excess moments
by Goegebeur, Yuri & Guillou, Armelle & Ho, Nguyen Khanh Le & Qin, Jing
- S0047259X22001130 Likelihood ratio tests under model misspecification in high dimensions
by Dörnemann, Nina
- S0047259X22001142 Principal component analysis of infinite variance functional data
by Kokoszka, Piotr & Kulik, Rafał
- S0047259X22001166 Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error
by Jeon, Jeong Min & Van Keilegom, Ingrid
- S0047259X22001178 TNN: A transfer learning classifier based on weighted nearest neighbors
by Sheng, Haiyang & Yu, Guan
- S0047259X2200094X Regression based thresholds in principal loading analysis
by Bauer, Jan O. & Drabant, Bernhard
- S0047259X2200118X CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures
by Li, Weiming & Zhu, Junpeng
2022, Volume 192, Issue C
- S0047259X22000410 Response envelopes for linear coregionalization models
by May, Paul & Biesecker, Matthew & Rekabdarkolaee, Hossein Moradi
- S0047259X22000458 Spatially clustered varying coefficient model
by Lin, Fangzheng & Tang, Yanlin & Zhu, Huichen & Zhu, Zhongyi
- S0047259X22000483 Functional linear regression with truncated signatures
by Fermanian, Adeline
- S0047259X22000598 Approximate least squares estimators of a two-dimensional chirp model
by Shukla, Abhinek & Grover, Rhythm & Kundu, Debasis & Mitra, Amit
- S0047259X22000604 Inference of a time-varying coefficient regression model for multivariate panel count data
by Guo, Yuanyuan & Sun, Dayu & Sun, Jianguo
- S0047259X22000616 Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings
by Klein, Daniel & Pielaszkiewicz, Jolanta & Filipiak, Katarzyna
- S0047259X22000628 Edge statistics of large dimensional deformed rectangular matrices
by Ding, Xiucai & Yang, Fan
- S0047259X22000690 Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
by Boulin, Alexis & Di Bernardino, Elena & Laloë, Thomas & Toulemonde, Gwladys
- S0047259X22000707 Order selection for regression-based hidden Markov model
by Lin, Yiqi & Song, Xinyuan
- S0047259X22000732 On the tail behaviour of aggregated random variables
by Richards, Jordan & Tawn, Jonathan A.
- S0047259X22000744 The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate
by Lee, Kyoungjae & Jo, Seongil & Lee, Jaeyong
- S0047259X22000756 Nonparametric variable screening for multivariate additive models
by Ding, Hui & Zhang, Jian & Zhang, Riquan
- S0047259X22000768 Canonical quantile regression
by Portnoy, Stephen
- S0047259X22000781 Statistical analysis of a hierarchical clustering algorithm with outliers
by Klutchnikoff, Nicolas & Poterie, Audrey & Rouvière, Laurent
- S0047259X22000793 Estimation of functional-coefficient autoregressive models with measurement error
by Geng, Pei
- S0047259X22000811 Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation
by Zhao, Shaofei & Fu, Guifang
- S0047259X22000823 Conditions on which cokriging does not do better than kriging
by Lim, Chae Young & Wu, Wei-Ying
- S0047259X22000835 Functional delta residuals and applications to simultaneous confidence bands of moment based statistics
by Telschow, Fabian J.E. & Davenport, Samuel & Schwartzman, Armin
- S0047259X22000847 Laplace approximations for hypergeometric functions with Hermitian matrix argument
by Butler, Ronald W. & Wood, Andrew T.A.
- S0047259X22000859 Sub-dimensional Mardia measures of multivariate skewness and kurtosis
by Chowdhury, Joydeep & Dutta, Subhajit & Arellano-Valle, Reinaldo B. & Genton, Marc G.
- S0047259X22000860 Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency
by Kim, Donggyu & Song, Xinyu & Wang, Yazhen
- S0047259X22000872 Estimation of spatial autoregressive models with covariate measurement errors
by Luo, Guowang & Wu, Mixia & Pang, Zhen
- S0047259X22000884 One-way MANOVA for functional data via Lawley–Hotelling trace test
by Zhu, Tianming & Zhang, Jin-Ting & Cheng, Ming-Yen
- S0047259X22000914 Subgroup analysis for high-dimensional functional regression
by Zhang, Xiaochen & Zhang, Qingzhao & Ma, Shuangge & Fang, Kuangnan
- S0047259X22000938 Tests of serial dependence for multivariate time series with arbitrary distributions
by Nasri, Bouchra R.
- S0047259X2200077X Estimation of multivariate asymmetric power GARCH models
by Boubacar Maïnassara, Y. & Kadmiri, O. & Saussereau, B.
- S0047259X2200080X High-dimensional robust approximated M-estimators for mean regression with asymmetric data
by Luo, Bin & Gao, Xiaoli
2022, Volume 191, Issue C
- S0047259X22000355 Bayesian joint inference for multiple directed acyclic graphs
by Lee, Kyoungjae & Cao, Xuan
- S0047259X22000367 Estimating multivariate density and its derivatives for mixed measurement error data
by Guo, Linruo & Song, Weixing & Shi, Jianhong
- S0047259X22000379 CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions
by Zhang, Yangchun & Hu, Jiang & Li, Weiming
- S0047259X22000380 Closed-form and bias-corrected estimators for the bivariate gamma distribution
by Zhao, Jun & Jang, Yu-Hyeong & Kim, Hyoung-Moon
- S0047259X22000392 Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices
by Wu, Zeyu & Wang, Cheng
- S0047259X22000409 On weighted multivariate sign functions
by Majumdar, Subhabrata & Chatterjee, Snigdhansu
- S0047259X22000422 Online statistical inference for parameters estimation with linear-equality constraints
by Liu, Ruiqi & Yuan, Mingao & Shang, Zuofeng
- S0047259X22000434 Dimension-wise scaled normal mixtures with application to finance and biometry
by Punzo, Antonio & Bagnato, Luca
- S0047259X22000446 Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path
by Surya, Budhi Arta
- S0047259X22000471 t-copula from the viewpoint of tail dependence matrices
by Shyamalkumar, Nariankadu D. & Tao, Siyang
- S0047259X22000495 Fréchet kernel sliced inverse regression
by Dong, Yushen & Wu, Yichao
- S0047259X22000501 On attainability of Kendall’s tau matrices and concordance signatures
by McNeil, Alexander J. & Nešlehová, Johanna G. & Smith, Andrew D.
- S0047259X22000513 Measures of concordance and testing of independence in multivariate structure
by Deng, Wenli & Wang, Jinglong & Zhang, Riquan
- S0047259X22000586 Density ratio model with data-adaptive basis function
by Zhang, Archer Gong & Chen, Jiahua
- S0047259X2200046X Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
by Guney, Yesim & Arslan, Olcay & Yavuz, Fulya Gokalp
2022, Volume 190, Issue C
- S0047259X21001615 Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices
by Bettache, Nayel & Butucea, Cristina & Sorba, Marianne
- S0047259X21001743 Some clustering-based exact distribution-free k-sample tests applicable to high dimension, low sample size data
by Paul, Biplab & De, Shyamal K. & Ghosh, Anil K.
- S0047259X21001792 Generalized empirical likelihood for nonsmooth estimating equations with missing data
by Cui, Li-E & Zhao, Puying & Tang, Niansheng
- S0047259X22000021 Graph-valued regression: Prediction of unlabelled networks in a non-Euclidean graph space
by Calissano, Anna & Feragen, Aasa & Vantini, Simone
- S0047259X22000045 A generative approach to modeling data with quantitative and qualitative responses
by Kang, Xiaoning & Kang, Lulu & Chen, Wei & Deng, Xinwei
- S0047259X22000057 Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution
by Tourani-Farani, Fahimeh & Kazemi, Iraj
- S0047259X22000069 Mixture regression for longitudinal data based on joint mean–covariance model
by Yu, Jing & Nummi, Tapio & Pan, Jianxin
- S0047259X22000070 A generalized Mallows model based on ϕ-divergence measures
by Kateri, Maria & Nikolov, Nikolay I.
- S0047259X22000082 Perturbation theory for cross data matrix-based PCA
by Wang, Shao-Hsuan & Huang, Su-Yun
- S0047259X22000094 Identifiability and estimation of meta-elliptical copula generators
by Derumigny, A. & Fermanian, J.-D.
Printed from https://ideas.repec.org/s/eee/jmvana.html
