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On a projective resampling method for dimension reduction with multivariate responses
Li, Bing; Wen, Songqiao; Zhu, Lixing - In: Journal of the American Statistical Association : JASA 103 (2008) 483, pp. 1177-1186
Persistent link: https://www.econbiz.de/10003773448
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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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Multiple edit/multiple imputation for multivariate continuous data
Ghosch-Dastidar, Bonnie; Schafer, Joseph L. - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 807-817
Persistent link: https://www.econbiz.de/10001971273
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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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Nonparametric bayes modeling of multivariate categorical data
Dunson, David B.; Xing, Chuanhua - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1042-1051
Persistent link: https://www.econbiz.de/10003902787
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Partially linear hazard regression for multivariate survival data
Cai, Jianwen; Fan, Jianqing; Jiang, Jiancheng; Zhou, Haibo - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 538-551
Persistent link: https://www.econbiz.de/10003490396
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Families of multivariate distributions involving the Rosenblatt construction
Arnold, Barry C.; Castillo, Enrique; Sarabia Alzaga, … - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1652-1662
Persistent link: https://www.econbiz.de/10003406863
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Principal components analysis based on multivariate MM estimators with fast and robust bootstrap
Salibián-Barrera, Matías; Van Aelst, Stefan; Willems, Gert - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1198-1211
Persistent link: https://www.econbiz.de/10003375965
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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