Journal of Multivariate Analysis

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  Publication Venue For

  • 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
  • Marčenko–Pastur law for Tyler’s M-estimator.  149:114-123. 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