• case-insensitive prefix search: default
  e.g., sig matches "SIGIR" as well as "signal"
• exact word search: append dollar sign ($) to word
  e.g., graph$ matches "graph", but not "graphics"
• boolean and: separate words by space
  e.g., codd model
• boolean or: connect words by pipe symbol (|)
  e.g., graph|network

Update May 7, 2017: Please note that we had to disable the phrase search operator (.) and the boolean not operator (-) due to technical problems. For the time being, phrase search queries will yield regular prefix search result, and search terms preceded by a minus will be interpreted as regular (positive) search terms.

found 30 matches

• 2019
• 
  Young-Geun Choi, Johan Lim, Anindya Roy, Junyong Park:
  Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage. J. Multivar. Anal. 171: 234-249 (2019)
• 
  Burak Alparslan Eroglu:
  Wavelet variance ratio cointegration test and wavestrapping. J. Multivar. Anal. 171: 298-319 (2019)
• 
  Liliana Forzani, Daniela Rodriguez, Ezequiel Smucler, Mariela Sued:
  Sufficient dimension reduction and prediction in regression: Asymptotic results. J. Multivar. Anal. 171: 339-349 (2019)
• 
  S. Rao Jammalamadaka, György H. Terdik:
  Harmonic analysis and distribution-free inference for spherical distributions. J. Multivar. Anal. 171: 436-451 (2019)
• 
  X. Jessie Jeng, Xiongzhi Chen:
  Predictor ranking and false discovery proportion control in high-dimensional regression. J. Multivar. Anal. 171: 163-175 (2019)
• 
  Harry Joe, Haijun Li:
  Tail densities of skew-elliptical distributions. J. Multivar. Anal. 171: 421-435 (2019)
• 
  M. C. Jones, Éric Marchand:
  Multivariate discrete distributions via sums and shares. J. Multivar. Anal. 171: 83-93 (2019)
• 
  Gwangsu Kim, Taeryon Choi:
  Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models. J. Multivar. Anal. 171: 68-82 (2019)
• 
  Vinnie Ko, Nils Lid Hjort:
  Model robust inference with two-stage maximum likelihood estimation for copulas. J. Multivar. Anal. 171: 362-381 (2019)
• 
  Yoonseok Lee, Debasri Mukherjee, Aman Ullah:
  Nonparametric estimation of the marginal effect in fixed-effect panel data models. J. Multivar. Anal. 171: 53-67 (2019)
• 
  Mengyan Li, Yanyuan Ma, Runze Li:
  Semiparametric regression for measurement error model with heteroscedastic error. J. Multivar. Anal. 171: 320-338 (2019)
• 
  Youming Liu, Cong Wu:
  Point-wise estimation for anisotropic densities. J. Multivar. Anal. 171: 112-125 (2019)
• 
  Jianyu Liu, Guan Yu, Yufeng Liu:
  Graph-based sparse linear discriminant analysis for high-dimensional classification. J. Multivar. Anal. 171: 250-269 (2019)
• 
  Duy Tung Luu, Jalal Fadili, Christophe Chesneau:
  PAC-Bayesian risk bounds for group-analysis sparse regression by exponential weighting. J. Multivar. Anal. 171: 209-233 (2019)
• 
  Paula M. Murray, Ryan P. Browne, Paul D. McNicholas:
  Note of Clarification on 'Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering', by Murray, Browne, and McNicholas, J. Multivariate Anal. 161 (2017) 141-156. J. Multivar. Anal. 171: 475-476 (2019)
• 
  Mehrdad Naderi, Wen-Liang Hung, Tsung-I Lin, Ahad Jamalizadeh:
  A novel mixture model using the multivariate normal mean-variance mixture of Birnbaum-Saunders distributions and its application to extrasolar planets. J. Multivar. Anal. 171: 126-138 (2019)
• 
  Natalie Neumeyer, Marek Omelka, Sárka Hudecová:
  A copula approach for dependence modeling in multivariate nonparametric time series. J. Multivar. Anal. 171: 139-162 (2019)
• 
  Jakob Raymaekers, Peter J. Rousseeuw:
  A generalized spatial sign covariance matrix. J. Multivar. Anal. 171: 94-111 (2019)
• 
  Nobuhiro Taneichi, Yuri Sekiya, Jun Toyama:
  Transformed statistics for tests of conditional independence in J×K×L contingency tables. J. Multivar. Anal. 171: 193-208 (2019)
• 
  Ngoc Mai Tran, Petra Burdejová, Maria Ospienko, Wolfgang K. Härdle:
  Principal component analysis in an asymmetric norm. J. Multivar. Anal. 171: 1-21 (2019)
• 
  Koji Tsukuda, Shun Matsuura:
  High-dimensional testing for proportional covariance matrices. J. Multivar. Anal. 171: 412-420 (2019)
• 
  Maria Umlauft, Marius Placzek, Frank Konietschke, Markus Pauly:
  Wild bootstrapping rank-based procedures: Multiple testing in nonparametric factorial repeated measures designs. J. Multivar. Anal. 171: 176-192 (2019)
• 
  Jingwei Wu, Hanxiang Peng, Wanzhu Tu:
  Large-sample estimation and inference in multivariate single-index models. J. Multivar. Anal. 171: 382-396 (2019)
• 
  Lin Xu, Sijia Xiang, Weixin Yao:
  Robust maximum Lq-likelihood estimation of joint mean-covariance models for longitudinal data. J. Multivar. Anal. 171: 397-411 (2019)
• 
  Guangren Yang, Ling Zhang, Runze Li, Yuan Huang:
  Feature screening in ultrahigh-dimensional varying-coefficient Cox model. J. Multivar. Anal. 171: 284-297 (2019)
• 
  Mao Ye, Zhao-Hua Lu, Yimei Li, Xinyuan Song:
  Finite mixture of varying coefficient model: Estimation and component selection. J. Multivar. Anal. 171: 452-474 (2019)
• 
  Tonglin Zhang, Jorge Mateu:
  Substationarity for spatial point processes. J. Multivar. Anal. 171: 22-36 (2019)
• 
  Jia Zhang, Haoming Shi, Lemeng Tian, Fengjun Xiao:
  Penalized generalized empirical likelihood in high-dimensional weakly dependent data. J. Multivar. Anal. 171: 270-283 (2019)
• 
  Shen Zhang, Peixin Zhao, Gaorong Li, Wangli Xu:
  Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data. J. Multivar. Anal. 171: 37-52 (2019)
• 
  Hui Zhao, Dayu Sun, Gang Li, Jianguo Sun:
  Simultaneous estimation and variable selection for incomplete event history studies. J. Multivar. Anal. 171: 350-361 (2019)