Multivariate Statistics

Estimation in the extended linear model, F. Akdeniz; Discrete optimisation of statistical sample sizes in simulation by using the hierarchical resampling method, A. Andronov and M. Fioshin; Kernel-type estimation of bivariate distribution function for associated random variables, C. Azevedo and P.E. Oliveira; On local dependence function for multivariate distributions, I. Bairamov and S. Kotz; The tuning constant function in regression type models, J.A. Branco and M.M. Souto de Miranda; The usefulness of uniformity in experimental design, K.-T. Fang and Ch.-X. Ma; Approximation of distribution by sphere, M. Karik; Econometric modelling of the Lithuanian economy, Z. Kalinauskas; Non-null distribution of Lauter's f-statistic - a simulation study, T. Kollo and A.-M. Parring; Zero-boundary Voronoi partitions, J. Lember; On expected values of fourth-degree matrix products of a multinormal matrix variate, H. Neudecker; A multivariate Buckley-James estimator, U. Potter; A new algorithm of the linear discriminant function using integer programming, S. Shinmura; Robustification of "approximating approach" in simultaneous equations models, S. Staleuskaya and Yu. Kharin; Data compression and statistical inference, H. Strasser; Estimation on the poverty line as a problem of multivariate statistics, E.-B. Tiit and E. Kaarik; Dependence structure of a multivariate distribution characterised by the correlation matrix, E.-M. Tiit, V. Puusepp and H.-L. Viirsalu; Approximation of multivariate probability functions by empirical marginal distributions and dependence measures, E.-M. Tiit and M. Vahi; Sampling design as a multivariate distribution, I. Traat; Class of sampling designs with given marginals, I. Traat and A. Kukk; A remark on the extended growth model, I. Ziezula.