Current Index to Statistics
Journal of Multivariate Analysis
Some limit theorems for the eigenvalues of a sample covariance matrix
The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance
Akritas, Michael G.
Johnson, Richard A.
Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
Note on Creasy's confidence limits for the gradient in the linear functional relationship
Reverse processes and some limit theorems of multitype Galton-Watson processes
Two strong limit theorems for processes with independent increments
Wright, A. Larry
Weak consistency of least-squares estimators in linear models
Rao, M. Bhaskara
A general theory of some positive dependence notions
Multivariate linear rank statistics for profile analysis
Chinchilli, Vernon M.
Sen, Pranab Kumar
Local asymptotic normality for progressively censored likelihood ratio statistics and applications
Cramer-von Mises type estimation of the regression parameter: The rank analogue
Williamson, Mark A.
Maximizing the probability of correctly ordering random variables using linear predictors
Contracting towards subspaces when estimating the mean of a multivariate normal distribution
Oman, Samuel D.
Weak and strong convergence of amarts in Frechet spaces
An inequality for the multivariate normal distribution
Chen, Louis H. Y.
Local times for stochastic processes which are subordinate to Gaussian processes
Berman, Simeon M.
On convergence of LAD estimates in autoregression with infinite variance
Asymptotic properties of projections with applications to stochastic regression problems
Lai, T. L.
Wei, C. Z.
On the accuracy of normal approximation
Sazonov, V. V.
Ulyanov, V. V.
On the spectral representation of symmetric stable processes
Hardin, Clyde D., Jr
Asymptotic distributions of functions of the eigenvalues of some random matrices for non-normal populations
Krishnaiah, P. R.
Probabilities of maximal deviations for nonparametric regression function estimates
Johnston, Gordon J.
On Fourier transform of generalized Brownian functionals
Comparison of two orthogonal series methods of estimating a density and its derivatives on an interval
The Frechet distance between multivariate normal distributions
Dowson, D. C.
Landau, B. V.
A new proof of admissibility of tests in the multivariate analysis of variance
Anderson, T. W.
Admissibility and complete class results for the multinomial estimation problem with entropy and squared error loss
Robust $M$-estimators of location vectors
Collins, John R.
Diffusion approximation of the two-type Galton-Watson process with mean matrix close to the identity
Buckholtz, P. G.
Wasan, M. T.
On $r$-quick limit sets for empirical and related processes based on mixing variables
The multitype branching random walk, II
Properties of fourth-order strong mixing rates and its application to random set theory
Arbitrariness of the pilot estimator in adaptive kernel methods
Abramson, Ian S.
Admissibility of the natural estimator of the mean of a Gaussian process
Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
Rao, C. Radhakrishna
Asymptotic distributions of the likelihood ratio test statistics for covariance structures of the complex multivariate normal distributions
Krishnaiah, P. R.
Nagarsenker, B. N.
Asymptotic normality of finite Fourier transforms of stationary generalized processes
Brillinger, David R.
Bounds for the uniform deviation of empirical measures
On admissible shifts of generalized white noises
Absolute continuity of multivariate distributions of class $L$
Recurrence and ergodicity of diffusions
Bhattacharya, R. N.