Journal of Multivariate Analysis
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Publication Venue For
- An objective prior for hyperparameters in normal hierarchical models. 178. 2020
- High-dimensional tests for functional networks of brain anatomic regions.. 156:70-88. 2017
- Stationary Gaussian Markov processes as limits of stationary autoregressive time series. 155:180-186. 2017
- Limitations on detecting row covariance in the presence of column covariance. 152:249-258. 2016
- Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data. 150:55-74. 2016
- Marčenko–Pastur law for Tyler’s M-estimator. 149:114-123. 2016
- Inference for high-dimensional differential correlation matrices. 143:107-126. 2016
- Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data. 143:127-142. 2016
- Posterior consistency in conditional distribution estimation.. 116:456-472. 2013
- Nonparametric Bayes classification and hypothesis testing on manifolds. 111:1-19. 2012
- A review of copula models for economic time series. 110:4-18. 2012
- Hessian orders and multinormal distributions. 100:2324-2330. 2009
- Likelihood ratio tests for equality of shape under varying degrees of orientation invariance. 99:1772-1792. 2008
- Variable screening in predicting clinical outcome with high-dimensional microarrays. 98:1529-1538. 2007
- Likelihood and conditional likelihood inference for generalized additive mixed models for clustered data. 91:90-106. 2004
- Sparse graphical models for exploring gene expression data. 90:196-212. 2004
- On smoothness properties of spatial processes. 84:85-100. 2003
- Dependent Hazards in Multivariate Survival Problems. 71:241-261. 1999
- Improved estimation of a patterned covariance matrix. 31:107-116. 1989
- Estimating the mean function of a Gaussian process and the Stein effect. 13:401-424. 1983
- Minimax estimation of a multivariate normal mean under polynomial loss. 8:173-180. 1978
- Minimax estimation of a multivariate normal mean under arbitrary quadratic loss. 6:256-264. 1976