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ORCIDJournal of Multivariate Analysis, Volume 157
Volume 157, May 2017
- Emilie Devijver:
Joint rank and variable selection for parsimonious estimation in a high-dimensional finite mixture regression model. 1-13 - Gyuhyeong Goh, Dipak K. Dey, Kun Chen
:
Bayesian sparse reduced rank multivariate regression. 14-28 - Juan Carlos Arismendi, Simon A. Broda:
Multivariate elliptical truncated moments. 29-44 - Chao Huang, Daniel Farewell, Jianxin Pan:
A calibration method for non-positive definite covariance matrix in multivariate data analysis. 45-52 - Lukás Kotík, Daniel Hlubinka:
A weighted localization of halfspace depth and its properties. 53-69 - Hirokazu Yanagihara, Ryoya Oda, Yusuke Hashiyama, Yasunori Fujikoshi:
High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices. 70-86 - William Fithian, Julie Josse:
Multiple correspondence analysis and the multilogit bilinear model. 87-102 - Prithwish Bhaumik, Subhashis Ghosal:
Bayesian inference for higher-order ordinary differential equation models. 103-114 - Kun-Lin Kuo, Chwan-Chin Song, Thomas J. Jiang:
Exactly and almost compatible joint distributions for high-dimensional discrete conditional distributions. 115-123 - Maddalena Cavicchioli:
Asymptotic Fisher information matrix of Markov switching VARMA models. 124-135
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