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ORCIDJournal of Multivariate Analysis, Volume 192
Volume 192, November 2022
- Paul B. May
, Matthew Biesecker, Hossein Moradi Rekabdarkolaee:
Response envelopes for linear coregionalization models. 105015 - Fangzheng Lin, Yanlin Tang, Huichen Zhu, Zhongyi Zhu:
Spatially clustered varying coefficient model. 105023 - Adeline Fermanian:
Functional linear regression with truncated signatures. 105031 - Abhinek Shukla, Rhythm Grover, Debasis Kundu, Amit Mitra:
Approximate least squares estimators of a two-dimensional chirp model. 105045 - Yuanyuan Guo, Dayu Sun, Jianguo Sun:
Inference of a time-varying coefficient regression model for multivariate panel count data. 105047 - Daniel Klein, Jolanta Pielaszkiewicz, Katarzyna Filipiak:
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings. 105049 - Xiucai Ding, Fan Yang:
Edge statistics of large dimensional deformed rectangular matrices. 105051 - Alexis Boulin, Elena Di Bernardino, Thomas Laloë, Gwladys Toulemonde:
Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework. 105059 - Yiqi Lin, Xinyuan Song:
Order selection for regression-based hidden Markov model. 105061 - Jordan Richards, Jonathan A. Tawn:
On the tail behaviour of aggregated random variables. 105065 - Kyoungjae Lee, Seongil Jo, Jaeyong Lee:
The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate. 105067 - Hui Ding, Jian Zhang, Riquan Zhang:
Nonparametric variable screening for multivariate additive models. 105069 - Stephen Portnoy:
Canonical quantile regression. 105071 - Y. Boubacar Mainassara, O. Kadmiri, Bruno Saussereau:
Estimation of multivariate asymmetric power GARCH models. 105073 - Nicolas Klutchnikoff, Audrey Poterie, Laurent Rouvìère:
Statistical analysis of a hierarchical clustering algorithm with outliers. 105075 - Pei Geng:
Estimation of functional-coefficient autoregressive models with measurement error. 105077 - Bin Luo, Xiaoli Gao:
High-dimensional robust approximated M-estimators for mean regression with asymmetric data. 105080 - Shaofei Zhao, Guifang Fu:
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation. 105081 - Chae Young Lim, Wei-Ying Wu:
Conditions on which cokriging does not do better than kriging. 105084 - Fabian J. E. Telschow, Samuel Davenport, Armin Schwartzman:
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics. 105085 - Ronald W. Butler, Andrew T. A. Wood:
Laplace approximations for hypergeometric functions with Hermitian matrix argument. 105087 - Joydeep Chowdhury, Subhajit Dutta, Reinaldo Boris Arellano-Valle, Marc G. Genton:
Sub-dimensional Mardia measures of multivariate skewness and kurtosis. 105089 - Donggyu Kim, Xinyu Song, Yazhen Wang:
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency. 105091 - Guowang Luo, Mixia Wu, Zhen Pang:
Estimation of spatial autoregressive models with covariate measurement errors. 105093 - Tianming Zhu, Jin-Ting Zhang, Ming-Yen Cheng:
One-way MANOVA for functional data via Lawley-Hotelling trace test. 105095 - Xiaochen Zhang, Qingzhao Zhang, Shuangge Ma, Kuangnan Fang:
Subgroup analysis for high-dimensional functional regression. 105100 - Bouchra R. Nasri:
Tests of serial dependence for multivariate time series with arbitrary distributions. 105102
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