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Results: 1-25/598
Authors:
Barme-Delcroix, MF
Brito, M
Citation: Mf. Barme-delcroix et M. Brito, Multivariate stability and strong limiting behaviour of intermediate orderstatistics, J MULT ANAL, 79(2), 2001, pp. 157-170
Authors:
Lee, J
Kaiser, MS
Cressie, N
Citation: J. Lee et al., Multiway dependence in exponential family conditional distributions, J MULT ANAL, 79(2), 2001, pp. 171-190
Authors:
Ghoudi, K
Kulperger, RJ
Remillard, B
Citation: K. Ghoudi et al., A nonparametric test of serial independence for time series and residuals, J MULT ANAL, 79(2), 2001, pp. 191-218
Authors:
Wong, MY
Cox, DR
Citation: My. Wong et Dr. Cox, A test of multivariate independence based on a single factor model, J MULT ANAL, 79(2), 2001, pp. 219-225
Authors:
Wan, ATK
Chaturvedi, A
Citation: Atk. Wan et A. Chaturvedi, Double k-class estimators in regression models with non-spherical disturbances, J MULT ANAL, 79(2), 2001, pp. 226-250
Authors:
Abraham, C
Citation: C. Abraham, Asymptotic limit of the Bayes actions set derived from a class of loss functions, J MULT ANAL, 79(2), 2001, pp. 251-274
Authors:
Gu, H
Fung, WK
Citation: H. Gu et Wk. Fung, Influence diagnostics in common principal components analysis, J MULT ANAL, 79(2), 2001, pp. 275-294
Authors:
Wang, QH
Wang, JL
Citation: Qh. Wang et Jl. Wang, Inference for the mean difference in the two-sample random censorship model, J MULT ANAL, 79(2), 2001, pp. 295-315
Authors:
Murphy, SA
van der Vaart, AW
Citation: Sa. Murphy et Aw. Van Der Vaart, Semiparametric mixtures in case-control studies, J MULT ANAL, 79(1), 2001, pp. 1-32
Authors:
Konno, Y
Citation: Y. Konno, Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence, J MULT ANAL, 79(1), 2001, pp. 33-51
Authors:
Dindar, Z
Citation: Z. Dindar, On the Hausdorff dimension of the set generated by exceptional oscillations of a two-parameter Wiener process, J MULT ANAL, 79(1), 2001, pp. 52-70
Authors:
Lazraq, A
Cleroux, R
Citation: A. Lazraq et R. Cleroux, Statistical inference concerning several redundancy indices, J MULT ANAL, 79(1), 2001, pp. 71-88
Authors:
Guo, JH
Geng, Z
Fung, WK
Citation: Jh. Guo et al., Consecutive collapsibility of odds ratios over an ordinal background variable, J MULT ANAL, 79(1), 2001, pp. 89-98
Authors:
Branco, MD
Dey, DK
Citation: Md. Branco et Dk. Dey, A general class of multivariate skew-elliptical distributions, J MULT ANAL, 79(1), 2001, pp. 99-113
Authors:
Guillou, A
Merlevede, F
Citation: A. Guillou et F. Merlevede, Estimation of the asymptotic variance of kernel density estimators for continuous time processes, J MULT ANAL, 79(1), 2001, pp. 114-137
Authors:
Rivest, LP
Wells, MT
Citation: Lp. Rivest et Mt. Wells, A martingale approach to the copula-graphic estimator for the survival function under dependent censoring, J MULT ANAL, 79(1), 2001, pp. 138-155
Authors:
Gourieroux, C
Tenreiro, C
Citation: C. Gourieroux et C. Tenreiro, Local power properties of kernel based goodness of fit tests, J MULT ANAL, 78(2), 2001, pp. 161-190
Authors:
Li, D
Rao, MB
Tomkins, RJ
Citation: D. Li et al., The law of the iterated logarithm and central limit theorem for L-statistics, J MULT ANAL, 78(2), 2001, pp. 191-217
Authors:
Horvath, L
Citation: L. Horvath, Change-point detection in long-memory processes, J MULT ANAL, 78(2), 2001, pp. 218-234
Authors:
Szewczak, ZS
Citation: Zs. Szewczak, Relative stability for strictly stationary sequences, J MULT ANAL, 78(2), 2001, pp. 235-251
Authors:
Hu, FF
Citation: Ff. Hu, Efficiency and robustness of a resampling M-estimator in the linear model, J MULT ANAL, 78(2), 2001, pp. 252-271
Authors:
Zhang, LX
Citation: Lx. Zhang, The weak convergence for functions of negatively associated random variables, J MULT ANAL, 78(2), 2001, pp. 272-298
Authors:
Cai, ZW
Citation: Zw. Cai, Estimating a distribution function for censored time series data, J MULT ANAL, 78(2), 2001, pp. 299-318
Authors:
Makagon, A
Citation: A. Makagon, Characterization of the spectra of periodically correlated processes, J MULT ANAL, 78(1), 2001, pp. 1-10
Authors:
Ma, YY
Genton, MG
Citation: Yy. Ma et Mg. Genton, Highly robust estimation of dispersion matrices, J MULT ANAL, 78(1), 2001, pp. 11-36