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High-breakdown inference for mixed linear models
Copt, Samuel; Victoria-Feser, Maria-Pia - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 292-300
Persistent link: https://www.econbiz.de/10003309711
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A multivariate extension of the dynamic logit model for longitudinal data based on a latent Markov heterogeneity structure
Bartolucci, Francesco; Farcomeni, Alessio - In: Journal of the American Statistical Association : JASA 104 (2009) 486, pp. 816-831
Persistent link: https://www.econbiz.de/10003885698
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On multivariate runs tests for randomness
Paindaveine, Davy - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1525-1538
Persistent link: https://www.econbiz.de/10003993023
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Multivariate statistical process control using LASSO
Zou, Changliang; Qiu, Peihua - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1586-1596
Persistent link: https://www.econbiz.de/10003993184
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A Bayesian vector multidimensional scaling procedure for the analysis of ordered preference data
Fong, Duncan K. H.; DeSarbo, Wayne; Park, Joonwook; … - In: Journal of the American Statistical Association : JASA 105 (2010) 490, pp. 482-492
Persistent link: https://www.econbiz.de/10008736171
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Nonparametric analysis of clustered multivariate data
Nevalainen, Jaakko; Larocque, Denis; Oja, Hannu; … - In: Journal of the American Statistical Association : JASA 105 (2010) 490, pp. 864-872
Persistent link: https://www.econbiz.de/10008736827
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Matérn cross-covariance functions for multivariate random fields
Gneiting, Tilmann; Kleiber, William; Schlather, Martin - In: Journal of the American Statistical Association : JASA 105 (2010) 491, pp. 1167-1177
Persistent link: https://www.econbiz.de/10008738451
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An approach to multivariate covariate-dependent quantile contours with application to bivariate conditional growth charts
Wei, Ying - In: Journal of the American Statistical Association : JASA 103 (2008) 481, pp. 397-409
Persistent link: https://www.econbiz.de/10003676967
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Smooth accurate multivariate confidence regions
Yang, Bo; Kolassa, John E. - In: Journal of the American Statistical Association : JASA 99 (2004) 468, pp. 1072-1081
Persistent link: https://www.econbiz.de/10002506683
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Multivariate nonparametric tests of independence
Taskinen, Sara; Oja, Hannu; Randles, Ronald H. - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 916-925
Persistent link: https://www.econbiz.de/10003107800