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Journal of Multivariate Analysis, Volume 179
Volume 179, September 2020
- Hiroki Watanabe, Masashi Hyodo, Shigekazu Nakagawa:
Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings. 104625 - Xuan Cao, Kshitij Khare, Malay Ghosh:
Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors. 104628 - Elvira Di Nardo
:
Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix. 104629 - Sheng Wang, Dale L. Zimmerman, Patrick Breheny:
Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew t distributions. 104639 - Lajos Horváth, Piotr Kokoszka, Shixuan Wang
Testing normality of data on a multivariate grid. 104640 - Shan Luo, Zehua Chen
A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification. 104641 - Nobuki Takayama, Lin Jiu
Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix. 104642 - Albert Vexler
Univariate likelihood projections and characterizations of the multivariate normal distribution. 104643 - Jie Wu, Zemin Zheng, Yang Li, Yi Zhang:
Scalable interpretable learning for multi-response error-in-variables regression. 104644 - Zemin Zheng, Haiyu Shi, Yang Li, Hui Yuan:
Uniform joint screening for ultra-high dimensional graphical models. 104645 - Jie Zhou, Xinyuan Song, Liuquan Sun:
Continuous time hidden Markov model for longitudinal data. 104646 - Mehdi Amiri
Linear orderings of the scale mixtures of the multivariate skew-normal distribution. 104647 - Samuel Maistre, Valentin Patilea:
Testing for the significance of functional covariates. 104648 - Amir Rezaei
Scale and shape mixtures of matrix variate extended skew normal distributions. 104649 - Andréas Heinen, Alfonso Valdesogo
Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions. 104650 - Darcy Steeg Morris, Andrew M. Raim, Kimberly F. Sellers:
A Conway-Maxwell-multinomial distribution for flexible modeling of clustered categorical data. 104651 - Long Feng, Xiaoxu Zhang, Binghui Liu:
Multivariate tests of independence and their application in correlation analysis between financial markets. 104652 - Yasuyuki Hamura, Tatsuya Kubokawa:
Bayesian shrinkage estimation of negative multinomial parameter vectors. 104653 - Annaliza McGillivray
Estimating sparse networks with hubs. 104655
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