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ORCIDJournal of Multivariate Analysis, Volume 175
Volume 175, January 2020
- David Bauder, Taras Bodnar, Nestor Parolya
, Wolfgang Schmid:
Bayesian inference of the multi-period optimal portfolio for an exponential utility. - Kevin H. Lee, Lingzhou Xue, David R. Hunter:
Model-based clustering of time-evolving networks through temporal exponential-family random graph models. - Rajendra J. Bhansali:
Model specification and selection for multivariate time series. - Emil Aas Stoltenberg, Nils Lid Hjort:
Multivariate estimation of Poisson parameters. - Shao-Hsuan Wang, Su-Yun Huang, Ting-Li Chen:
On asymptotic normality of cross data matrix-based PCA in high dimension low sample size. - Yeqing Zhou, Jingyuan Liu, Liping Zhu:
Test for conditional independence with application to conditional screening. - Éric Marchand, William E. Strawderman:
On shrinkage estimation for balanced loss functions. - Kentaro Minami:
Degrees of freedom in submodular regularization: A computational perspective of Stein's unbiased risk estimate. - Longlong Huang, Karen A. Kopciuk, Xuewen Lu:
Adaptive group bridge selection in the semiparametric accelerated failure time model. - Lanfeng Pan, Yehua Li, Kevin He, Yanming Li, Yi Li:
Generalized linear mixed models with Gaussian mixture random effects: Inference and application. - Andrew J. Grant, Barry G. Quinn:
The estimation of frequency in the multichannel sinusoidal model. - Ryoya Oda, Yuya Suzuki, Hirokazu Yanagihara, Yasunori Fujikoshi:
A consistent variable selection method in high-dimensional canonical discriminant analysis. - Gérard Letac, Jacek Wesolowski:
Multivariate reciprocal inverse Gaussian distributions from the Sabot-Tarrès-Zeng integral. - Alexander Meier, Claudia Kirch, Renate Meyer:
Bayesian nonparametric analysis of multivariate time series: A matrix Gamma Process approach. - Nicola Loperfido:
Some remarks on Koziol's kurtosis.
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