Current Index to Statistics
Journal of Multivariate Analysis
Bounds for the breakdown point of the simplicial median
Factor analysis and principal components
An extension of a theorem on gambling systems
Functional limit theorems for row and column exchangeable arrays
Ivanoff, B. G.
Weber, N. C.
Hadamard differentiability on $D[0,1]^p$
Sen, Pranab Kumar
Minimal moments and cumulants of symmetric matrices: An application to the Wishart distribution
von Rosen, Dietrich
Asymptotic distributions of some test criteria for the covariance matrix in elliptical distributions under local alternatives
Srivastava, M. S.
Consistency of posterior mixtures in the Gaussian family on a Hilbert space and its applications
Estimation of non-sharp support boundaries
Park, B. U.
Tsybakov, A. B.
Bivariate discrete measures via a power series conditional distribution and a regression function
Interval estimation in structural errors-in-variables model with partial replication
Deconvolving a density from partially contaminated observations
Hesse, Christian H.
Constructing multivariate distributions with specific marginal distributions
Koehler, Kenneth J.
Symanowski, James T.
Bayesian analysis for random coefficient regression models using noninformative priors
A Bahadur-Kiefer theorem beyond the largest observation
Einmahl, John H. J.
A Hotelling's $T^2$-type statistic for testing against one-sided hypotheses
Silvapulle, Mervyn J.
Cone order association
Sackrowitz, H. B.
Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
Silverstein, Jack W.
Asymptotics of multivariate randomness statistics
On estimating a linear combination of strata means with random sample sizes
Density estimation under qualitative assumptions in higher dimensions
Asymptotic properties of maximum likelihood estimates in a class of space-time regression models