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Inequalities associated with intra-inter-class correlation matrices

By Kurata H. in (2004)

Elsevier

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Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors

By Jaschke S., Kluppelberg C., Lindner A. in (2004)

Elsevier

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Complexity penalized support estimation

By Klemela J. in (2004)

Elsevier

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Nonparametric ANCOVA with two and three covariates

By Tsangari H., Akritas M.G. in (2004)

Elsevier

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Testing for affine equivalence of elliptically symmetric distributions

By Gupta A.K., Henze N., Klar B. in (2004)

Elsevier

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Estimation of cusp in nonregular nonlinear regression models

By Prakasa Rao B.L.S. in (2004)

Elsevier

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A well-conditioned estimator for large-dimensional covariance matrices

By Ledoit O., Wolf M. in (2004)

Elsevier

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Stein's idea and minimax admissible estimation of a multivariate normal mean

By Maruyama Y. in (2004)

Elsevier

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A connection between supermodular ordering and positive/negative association

By Christofides T.C., Vaggelatou E. in (2004)

Elsevier

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Kernel density estimation for spatial processes: the L 1 theory

By Hallin M., Lu Z., Tran L.T. in (2004)

Elsevier

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