A numerical method for minimum distance estimation problemsCERVELLERA, C; MACCIO, D.Journal of multivariate analysis. 2011, Vol 102, Num 4, pp 789-800, issn 0047-259X, 12 p.Article

A unified approach to non-minimaxity of sets of linear combinations of restricted location estimatorsKUBOKAWA, Tatsuya; STRAWDERMAN, William E.Journal of multivariate analysis. 2011, Vol 102, Num 10, pp 1429-1444, issn 0047-259X, 16 p.Article

All admissible linear estimators of a regression coefficient under a balanced loss functionGUIKAI HU; PING PENG.Journal of multivariate analysis. 2011, Vol 102, Num 8, pp 1217-1224, issn 0047-259X, 8 p.Article

An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samplesSHUTOH, Nobumichi; HYODO, Masashi; SEO, Takashi et al.Journal of multivariate analysis. 2011, Vol 102, Num 2, pp 252-263, issn 0047-259X, 12 p.Article

Autoregressive process modeling via the Lasso procedureNARDI, Y; RINALDO, A.Journal of multivariate analysis. 2011, Vol 102, Num 3, pp 528-549, issn 0047-259X, 22 p.Article

Bayesian MAP model selection of chain event graphsFREEMAN, G; SMITH, J. Q.Journal of multivariate analysis. 2011, Vol 102, Num 7, pp 1152-1165, issn 0047-259X, 14 p.Article

Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approachCARTER, Christopher K; WONG, Frederick; KOHN, Robert et al.Journal of multivariate analysis. 2011, Vol 102, Num 5, pp 871-883, issn 0047-259X, 13 p.Article

Dimension estimation in sufficient dimension reduction: A unifying approachBURA, E; YANG, J.Journal of multivariate analysis. 2011, Vol 102, Num 1, pp 130-142, issn 0047-259X, 13 p.Article

Efficient empirical-likelihood-based inferences for the single-index modelZHENSHENG HUANG; RIQUAN ZHANG.Journal of multivariate analysis. 2011, Vol 102, Num 5, pp 937-947, issn 0047-259X, 11 p.Article

Empirical likelihood for linear models under negatively associated errorsYONGSONG QIN; YINGHUA LI.Journal of multivariate analysis. 2011, Vol 102, Num 1, pp 153-163, issn 0047-259X, 11 p.Article

Estimates of MM type for the multivariate linear modelKUDRASZOW, Nadia L; MARONNA, Ricardo A.Journal of multivariate analysis. 2011, Vol 102, Num 9, pp 1280-1292, issn 0047-259X, 13 p.Article

Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matricesDHARMAWANSA, Prathapasinghe; MCKAY, Matthew R.Journal of multivariate analysis. 2011, Vol 102, Num 4, pp 847-868, issn 0047-259X, 22 p.Article

Fiducial inference on the largest mean of a multivariate normal distributionWANDLER, Damian V; JAN HANNIG.Journal of multivariate analysis. 2011, Vol 102, Num 1, pp 87-104, issn 0047-259X, 18 p.Article

Nonparametric estimation of the anisotropic probability density of mixed variablesEFROMOVICH, Sam.Journal of multivariate analysis. 2011, Vol 102, Num 3, pp 468-481, issn 0047-259X, 14 p.Article

On qualitative robustness of support vector machinesHABLE, Robert; CHRISTMANN, Andreas.Journal of multivariate analysis. 2011, Vol 102, Num 6, pp 993-1007, issn 0047-259X, 15 p.Article

On the maximum of covariance estimatorsJIRAK, Moritz.Journal of multivariate analysis. 2011, Vol 102, Num 6, pp 1032-1046, issn 0047-259X, 15 p.Article

Semi-varying coefficient models with a diverging number of componentsGAORONG LI; LIUGEN XUE; HENG LIAN et al.Journal of multivariate analysis. 2011, Vol 102, Num 7, pp 1166-1174, issn 0047-259X, 9 p.Article

Statistical inference in partially-varying-coefficient single-index modelQIHUA WANG; LIUGEN XUE.Journal of multivariate analysis. 2011, Vol 102, Num 1, pp 1-19, issn 0047-259X, 19 p.Article

Tail order and intermediate tail dependence of multivariate copulasLEI HUA; JOE, Harry.Journal of multivariate analysis. 2011, Vol 102, Num 10, pp 1454-1471, issn 0047-259X, 18 p.Article

An integral transform method for estimating the central mean and central subspacesPENG ZENG; YU ZHU.Journal of multivariate analysis. 2010, Vol 101, Num 1, pp 271-290, issn 0047-259X, 20 p.Article

Bounds for the sum of dependent risks having overlapping marginalsEMBRECHTS, Paul; PUCCETTI, Giovanni.Journal of multivariate analysis. 2010, Vol 101, Num 1, pp 177-190, issn 0047-259X, 14 p.Article

Noncentral elliptical configuration densityCARO-LOPERA, Francisco J; DIAZ-GARCIA, José A; GONZALEZ-FARIAS, Graciela et al.Journal of multivariate analysis. 2010, Vol 101, Num 1, pp 32-43, issn 0047-259X, 12 p.Article

A modified functional delta method and its application to the estimation of risk functionalsBEUTNER, Eric; ZÄHLE, Henryk.Journal of multivariate analysis. 2010, Vol 101, Num 10, pp 2452-2463, issn 0047-259X, 12 p.Article

A van Trees inequality for estimators on manifoldsJUPP, P. E.Journal of multivariate analysis. 2010, Vol 101, Num 8, pp 1814-1825, issn 0047-259X, 12 p.Article

Asymptotic expansion of the minimum covariance determinant estimatorsCATOR, Eric A; LOPUHAÄ, Hendrik P.Journal of multivariate analysis. 2010, Vol 101, Num 10, pp 2372-2388, issn 0047-259X, 17 p.Article