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ORCIDJournal of Multivariate Analysis, Volume 199
Volume 199, January 2024
- Gaspard Bernard, Thomas Verdebout:
On testing the equality of latent roots of scatter matrices under ellipticity. 105232 - Antoine Djogbenou
, Razvan Sufana:
Tests for group-specific heterogeneity in high-dimensional factor models. 105233 - Chuancun Yin, Narayanaswamy Balakrishnan:
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions. 105240 - Kai Xu, Qing Cheng:
Test of conditional independence in factor models via Hilbert-Schmidt independence criterion. 105241 - Nicola Loperfido:
The skewness of mean-variance normal mixtures. 105242 - Zhiping Qiu, Jiangyuan Fan, Jin-Ting Zhang, Jianwei Chen:
Tests for equality of several covariance matrix functions for multivariate functional data. 105243 - Matteo Farnè, Angela Montanari:
Large factor model estimation by nuclear norm plus ℓ1 norm penalization. 105244 - Ansgar Steland:
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices. 105245 - Marléne Baumeister, Marc Ditzhaus, Markus Pauly:
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs. 105246 - Yijun Zuo:
Non-asymptotic robustness analysis of regression depth median. 105247 - Tsung-I Lin, Wan-Lun Wang:
On moments of truncated multivariate normal/independent distributions. 105248 - Kento Egashira, Kazuyoshi Yata, Makoto Aoshima:
Asymptotic properties of hierarchical clustering in high-dimensional settings. 105251
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