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Editor: de Leeuw, J.
Description: A central medium for the publication of important research in the general area of multivariate analysis, the Journal of Multivariate Analysis presents articles on fundamental theoretical aspects of the field as well as on other aspects concerned with significant applications of new theoretical methods. Although articles addressing univariate analysis are considered for publication, particular attention is given to papers that discuss problems concerned with more than one variable.
Series handle: RePEc:eee:jmvana
ISSN: 0047-259X
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Content
January 2012, Volume 103, Issue 1
- 35-47 Qualitative and infinitesimal robustness of tail-dependent statistical functionals
by Krätschmer, Volker & Schied, Alexander & Zähle, Henryk
- 48-57 Testing for positive evidence of equally likely outcomes
by Frey, Jesse
- 58-67 Time-varying coefficient estimation in differential equation models with noisy time-varying covariates
by Hong, Zhaoping & Lian, Heng
- 68-76 Admissible prediction in superpopulation models with random regression coefficients under matrix loss function
by Xu, Li-Wen & Yu, Sheng-Hua
- 77-92 Statistical theory of shape under elliptical models and singular value decompositions
by Díaz-García, José A. & Caro-Lopera, Francisco J.
- 93-106 On prediction rate in partial functional linear regression
by Shin, Hyejin & Lee, Myung Hee
- 107-115 Some notes on extremal discriminant analysis
by Manjunath, B.G. & Frick, Melanie & Reiss, Rolf-Dieter
- 116-123 Partially linear single-index beta regression model and score test
by Zhao, Weihua & Zhang, Riquan & Huang, Zhensheng & Feng, Jingyan
- 124-141 Nonparametric and semiparametric optimal transformations of markers
by Chiang, Chin-Tsang & Chiu, Chih-Heng
- 142-150 On computing signatures of coherent systems
by Da, Gaofeng & Zheng, Ben & Hu, Taizhong
- 151-160 On the asymptotics of numbers of observations in random regions determined by order statistics
by Dembinska, Anna & Iliopoulos, George
- 161-162 Letter to the editor
by Cuesta-Albertos, J.A. & del Barrio, E. & Fraiman, R. & Matrán, C.
November 2011, Volume 102, Issue 10
- 1321-1338 Difference based estimation for partially linear regression models with measurement errors
by Zhao, Haibing & You, Jinhong
- 1339-1343 Consistent multiple testing for change points
by Chen, Kuo-mei & Cohen, Arthur & Sackrowitz, Harold
- 1344-1360 The complete mixability and convex minimization problems with monotone marginal densities
by Wang, Bin & Wang, Ruodu
- 1361-1373 Classification of a screened data into one of two normal populations perturbed by a screening scheme
by Kim, Hea-Jung
- 1374-1387 Variable selection in model-based discriminant analysis
by Maugis, C. & Celeux, G. & Martin-Magniette, M.-L.
- 1388-1398 On a model selection problem from high-dimensional sample covariance matrices
by Chen, J. & Delyon, B. & Yao, J.-F.
- 1399-1409 Generalized Marshall-Olkin distributions and related bivariate aging properties
by Li, Xiaohu & Pellerey, Franco
- 1410-1416 On signature-based expressions of system reliability
by Marichal, Jean-Luc & Mathonet, Pierre & Waldhauser, Tamás
- 1417-1428 Empirical Bayes predictive densities for high-dimensional normal models
by Xu, Xinyi & Zhou, Dunke
- 1429-1444 A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators
by Kubokawa, Tatsuya & Strawderman, William E.
- 1445-1453 An approach to modeling asymmetric multivariate spatial covariance structures
by Li, Bo & Zhang, Hao
- 1454-1471 Tail order and intermediate tail dependence of multivariate copulas
by Hua, Lei & Joe, Harry
- 1472-1488 Testing model assumptions in functional regression models
by Bücher, Axel & Dette, Holger & Wieczorek, Gabriele
October 2011, Volume 102, Issue 9
- 1241-1255 Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model
by Kano, Yutaka & Takai, Keiji
- 1256-1262 Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance
by Zinodiny, S. & Strawderman, W.E. & Parsian, A.
- 1263-1279 Improved transformed deviance statistic for testing a logistic regression model
by Taneichi, Nobuhiro & Sekiya, Yuri & Toyama, Jun
- 1280-1292 Estimates of MM type for the multivariate linear model
by Kudraszow, Nadia L. & Maronna, Ricardo A.
- 1293-1301 Characterization theorems for some classes of covariance functions associated to vector valued random fields
by Porcu, Emilio & Zastavnyi, Viktor
- 1302-1314 Semiparametric analysis in double-sampling designs via empirical likelihood
by Yu, Wen
- 1315-1319 Superefficient estimation of the marginals by exploiting knowledge on the copula
by Einmahl, John H.J. & van den Akker, Ramon
September 2011, Volume 102, Issue 8
August 2011, Volume 102, Issue 7
- 1105-1117 Characteristic functions of scale mixtures of multivariate skew-normal distributions
by Kim, Hyoung-Moon & Genton, Marc G.
- 1118-1125 Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes
by Shishebor, Z. & Soltani, A.R. & Zamani, A.
- 1126-1140 Nonparametric additive model-assisted estimation for survey data
by Wang, Li & Wang, Suojin
- 1141-1151 Consistent tuning parameter selection in high dimensional sparse linear regression
by Wang, Tao & Zhu, Lixing
- 1152-1165 Bayesian MAP model selection of chain event graphs
by Freeman, G. & Smith, J.Q.
- 1166-1174 Semi-varying coefficient models with a diverging number of components
by Li, Gaorong & Xue, Liugen & Lian, Heng
July 2011, Volume 102, Issue 6
- 993-1007 On qualitative robustness of support vector machines
by Hable, Robert & Christmann, Andreas
- 1008-1017 On the Gaussian approximation of vector-valued multiple integrals
by Noreddine, Salim & Nourdin, Ivan
- 1018-1031 Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality
by Hwang, S.Y. & Basawa, I.V.
- 1032-1046 On the maximum of covariance estimators
by Jirak, Moritz
- 1047-1063 A copula-based model of speculative price dynamics in discrete time
by Cherubini, Umberto & Mulinacci, Sabrina & Romagnoli, Silvia
- 1064-1079 Bahadur representation for U-quantiles of dependent data
by Wendler, Martin
- 1080-1089 Asymptotic expansions for a class of tests for a general covariance structure under a local alternative
by Shimizu, Hiroaki & Wakaki, Hirofumi
- 1090-1103 Some tests for the covariance matrix with fewer observations than the dimension under non-normality
by Srivastava, Muni S. & Kollo, Tõnu & von Rosen, Dietrich
May 2011, Volume 102, Issue 5
- 871-883 Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach
by Carter, Christopher K. & Wong, Frederick & Kohn, Robert
- 884-895 The proportional hazards model for survey data from independent and clustered super-populations
by Rubin-Bleuer, Susana
- 896-907 Bounds for mixtures of order statistics from exponentials and applications
by Paltanea, Eugen
- 908-917 Numbers of near bivariate record-concomitant observations
by Bairamov, I. & Stepanov, A.
- 918-930 Parametric estimation of a bivariate stable Lévy process
by Esmaeili, Habib & Klüppelberg, Claudia
- 931-936 Extensions of system signatures to dependent lifetimes: Explicit expressions and interpretations
by Marichal, Jean-Luc & Mathonet, Pierre
- 937-947 Efficient empirical-likelihood-based inferences for the single-index model
by Huang, Zhensheng & Zhang, Riquan
- 948-957 On Pearson-Kotz Dirichlet distributions
by Balakrishnan, N. & Hashorva, E.
- 958-976 Some new results on convolutions of heterogeneous gamma random variables
by Zhao, Peng
- 977-991 Multivariate extreme models based on underlying skew-t and skew-normal distributions
by Padoan, Simone A.
April 2011, Volume 102, Issue 4
- 723-740 Empirical likelihood for semiparametric regression model with missing response data
by Xue, Liugen & Xue, Dong
- 741-767 Some theoretical properties of Silverman's method for Smoothed functional principal component analysis
by Qi, Xin & Zhao, Hongyu
- 768-780 High dimensional data analysis using multivariate generalized spatial quantiles
by Mukhopadhyay, Nitai D. & Chatterjee, Snigdhansu
- 781-788 Convergence proof of matrix dynamics for online linear discriminant analysis
by Hiraoka, Kazuyuki
- 789-800 A numerical method for minimum distance estimation problems
by Cervellera, C. & Macciò, D.
- 801-815 Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions
by Sheena, Yo & Takemura, Akimichi
- 816-827 Tests for independence in non-parametric heteroscedastic regression models
by Hlávka, Zdenek & Husková, Marie & Meintanis, Simos G.
- 828-846 -Consistent robust integration-based estimation
by Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan
- 847-868 Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices
by Dharmawansa, Prathapasinghe & McKay, Matthew R.
- 869-870 Erratum to "Construction of asymmetric multivariate copulas" [J. Multivariate Anal. 99 (2008) 2234-2250]
by Liebscher, Eckhard
March 2011, Volume 102, Issue 3
- 393-404 Monotonicity properties of multivariate distribution and survival functions -- With an application to Lévy-frailty copulas
by Ressel, Paul
- 405-421 Weighted-mean trimming of multivariate data
by Dyckerhoff, Rainer & Mosler, Karl
- 422-447 Structural test in regression on functional variables
by Delsol, Laurent & Ferraty, Frédéric & Vieu, Philippe
- 448-467 Wavelet estimation of conditional density with truncated, censored and dependent data
by Liang, Han-Ying & de Uña-Álvarez, Jacobo
- 468-481 Nonparametric estimation of the anisotropic probability density of mixed variables
by Efromovich, Sam
- 482-495 Vectors of two-parameter Poisson-Dirichlet processes
by Leisen, Fabrizio & Lijoi, Antonio
- 496-505 Estimating structural VARMA models with uncorrelated but non-independent error terms
by Boubacar Mainassara, Y. & Francq, C.
- 506-520 Local likelihood estimation for nonstationary random fields
by Anderes, Ethan B. & Stein, Michael L.
- 521-527 Multivariate linear recursions with Markov-dependent coefficients
by Hay, Diana & Rastegar, Reza & Roitershtein, Alexander
- 528-549 Autoregressive process modeling via the Lasso procedure
by Nardi, Y. & Rinaldo, A.
- 550-562 A link-free method for testing the significance of predictors
by Zeng, Peng
- 563-578 Log-linear Poisson autoregression
by Fokianos, Konstantinos & Tjøstheim, Dag
- 579-600 Minimum distance conditional variance function checking in heteroscedastic regression models
by Samarakoon, Nishantha & Song, Weixing
- 601-618 Statistical inference using a weighted difference-based series approach for partially linear regression models
by Ai, Chunrong & You, Jinhong & Zhou, Yong
- 619-628 Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components
by Bekker, A. & Roux, J.J.J. & Arashi, M.
- 629-640 Restricted one way analysis of variance using the empirical likelihood ratio test
by Yu, Wen & El Barmi, Hammou & Ying, Zhiliang
- 641-660 Conditional and unconditional methods for selecting variables in linear mixed models
by Kubokawa, Tatsuya
- 661-673 Blockwise empirical likelihood for time series of counts
by Wu, Rongning & Cao, Jiguo
- 674-682 Composing the cumulative quantile regression function and the Goldie concentration curve
by Tse, SzeMan
- 683-697 Estimation of a multivariate stochastic volatility density by kernel deconvolution
by Van Es, Bert & Spreij, Peter
- 698-713 Quadratic minimisation problems in statistics
by Albers, C.J. & Critchley, F. & Gower, J.C.
- 714-722 Applications of quadratic minimisation problems in statistics
by Albers, C.J. & Critchley, F. & Gower, J.C.
February 2011, Volume 102, Issue 2
- 193-212 On directional multiple-output quantile regression
by Paindaveine, Davy & Siman, Miroslav
- 213-224 Principal points of a multivariate mixture distribution
by Matsuura, Shun & Kurata, Hiroshi
- 225-237 Random change on a Lie group and mean glaucomatous projective shape change detection from stereo pair images
by Crane, M. & Patrangenaru, V.
- 238-251 A novel trace test for the mean parameters in a multivariate growth curve model
by Hamid, Jemila S. & Beyene, Joseph & von Rosen, Dietrich
- 252-263 An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples
by Shutoh, Nobumichi & Hyodo, Masashi & Seo, Takashi
- 264-280 Restricted estimation in multivariate measurement error regression model
by Jain, Kanchan & Singh, Sukhbir & Sharma, Suresh
- 281-291 Partial sum process to check regression models with multiple correlated response: With an application for testing a change-point in profile data
by Bischoff, W. & Gegg, A.
- 292-305 Spatial autoregressive and moving average Hilbertian processes
by Ruiz-Medina, M.D.
- 306-314 Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals
by Ferger, Dietmar & Scholz, Michael
- 315-335 On spline regression under Gaussian subordination with long memory
by Beran, Jan & Weiershäuser, Arno
- 336-348 An asymptotics look at the generalized inference
by Xiong, Shifeng
- 349-362 On linear models with long memory and heavy-tailed errors
by Zhou, Zhou & Wu, Wei Biao
- 363-371 On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix
by Nadler, Boaz
- 372-385 A profile-type smoothed score function for a varying coefficient partially linear model
by Li, Gaorong & Feng, Sanying & Peng, Heng
- 386-392 A multivariate ultrastructural errors-in-variables model with equation error
by Patriota, Alexandre G. & Bolfarine, Heleno & Arellano-Valle, Reinaldo B.
January 2011, Volume 102, Issue 1
- 1-19 Statistical inference in partially-varying-coefficient single-index model
by Wang, Qihua & Xue, Liugen
- 20-36 Dual divergence estimators and tests: Robustness results
by Toma, Aida & Broniatowski, Michel
- 37-47 Nonparametric estimation of an extreme-value copula in arbitrary dimensions
by Gudendorf, Gordon & Segers, Johan
- 48-60 Local asymptotic normality in a stationary model for spatial extremes
by Falk, Michael
- 61-72 Semiparametric analysis of longitudinal zero-inflated count data
by Feng, Jiarui & Zhu, Zhongyi
- 73-86 On local times, density estimation and supervised classification from functional data
by Llop, P. & Forzani, L. & Fraiman, R.
- 87-104 Fiducial inference on the largest mean of a multivariate normal distribution
by Wandler, Damian V. & Hannig, Jan
- 105-117 Multiple imputations and the missing censoring indicator model
by Subramanian, Sundarraman
- 118-129 Low dimensional semiparametric estimation in a censored regression model
by Moral-Arce, Ignacio & Rodríguez-Póo, Juan M. & Sperlich, Stefan
- 130-142 Dimension estimation in sufficient dimension reduction: A unifying approach
by Bura, E. & Yang, J.
- 143-152 Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions
by Díaz-García, José A. & Gutiérrez-Jáimez, Ramón
- 153-163 Empirical likelihood for linear models under negatively associated errors
by Qin, Yongsong & Li, Yinghua
- 164-181 Modifying estimators of ordered positive parameters under the Stein loss
by Tsukuma, Hisayuki & Kubokawa, Tatsuya
- 182-192 Robust inference for sparse cluster-correlated count data
by Hanfelt, John J. & Li, Ruosha & Pan, Yi & Payment, Pierre
November 2010, Volume 101, Issue 10
- 2255-2265 Subsampling tests for variance changes in the presence of autoregressive parameter shifts
by Jin, Hao & Zhang, Jinsuo
- 2266-2281 Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties
by Laib, Naâmane & Louani, Djamal
- 2282-2296 M-type smoothing spline ANOVA for correlated data
by Liu, Anna & Qin, Li & Staudenmayer, John
- 2297-2304 On decompositional algorithms for uniform sampling from n-spheres and n-balls
by Harman, Radoslav & Lacko, Vladimír
- 2305-2319 An approach to multiway contingency tables based on [phi]-divergence test statistics
by Pardo, Julio A.
- 2320-2345 The multiple hybrid bootstrap -- Resampling multivariate linear processes
by Jentsch, Carsten & Kreiss, Jens-Peter
- 2346-2357 Limiting distributions of maxima under triangular schemes
by Frick, Melanie & Reiss, Rolf-Dieter
- 2358-2371 Depth notions for orthogonal regression
by Wellmann, Robin & Müller, Christine H.
- 2372-2388 Asymptotic expansion of the minimum covariance determinant estimators
by Cator, Eric A. & Lopuhaä, Hendrik P.
- 2389-2397 Multivariate logistic regression with incomplete covariate and auxiliary information
by Sinha, Sanjoy K. & Laird, Nan M. & Fitzmaurice, Garrett M.
- 2398-2410 Concordance measures for multivariate non-continuous random vectors
by Mesfioui, Mhamed & Quessy, Jean-François
- 2411-2419 The L1-consistency of Dirichlet mixtures in multivariate Bayesian density estimation
by Wu, Yuefeng & Ghosal, Subhashis
- 2420-2433 Combining conditional and unconditional moment restrictions with missing responses
by Yuan, Xiaohui & Liu, Tianqing & Lin, Nan & Zhang, Baoxue
- 2434-2451 On the limiting spectral distribution of the covariance matrices of time-lagged processes
by Robert, Christian Y. & Rosenbaum, Mathieu
- 2452-2463 A modified functional delta method and its application to the estimation of risk functionals
by Beutner, Eric & Zähle, Henryk
- 2464-2485 Projection-pursuit approach to robust linear discriminant analysis
by Pires, Ana M. & Branco, João A.
- 2486-2498 Stochastic comparisons of multivariate mixtures
by Khaledi, Baha-Eldin & Shaked, Moshe
- 2499-2518 On the layered nearest neighbour estimate, the bagged nearest neighbour estimate and the random forest method in regression and classification
by Biau, Gérard & Devroye, Luc
- 2519-2527 Marginal parameterizations of discrete models defined by a set of conditional independencies
by Forcina, A. & Lupparelli, M. & Marchetti, G.M.
- 2528-2542 Spline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraints
by Lu, Minggen
- 2543-2553 A dimensionally reduced finite mixture model for multilevel data
by Calò, Daniela G. & Viroli, Cinzia
- 2554-2570 A new test for sphericity of the covariance matrix for high dimensional data
by Fisher, Thomas J. & Sun, Xiaoqian & Gallagher, Colin M.
- 2571-2586 A multivariate version of Hoeffding's Phi-Square
by Gaißer, Sandra & Ruppert, Martin & Schmid, Friedrich
- 2587-2597 Bayesian inference for dependent elliptical measurement error models
by Vidal, Ignacio & Arellano-Valle, Reinaldo B.
- 2598-2615 On testing equality of pairwise rank correlations in a multivariate random vector
by Gaißer, Sandra & Schmid, Friedrich
- 2616-2636 On asymptotic normality of sequential LS-estimate for unstable autoregressive process AR(2)
by Galtchouk, Leonid & Konev, Victor
- 2637-2640 A characterization of multivariate normality through univariate projections
by Shao, Yongzhao & Zhou, Ming
- 2641-2647 Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences
by Peng, Zuoxiang & Cao, Lunfeng & Nadarajah, Saralees
October 2010, Volume 101, Issue 9
- 1903-1909 Estimating cumulative incidence functions when the life distributions are constrained
by El Barmi, Hammou & Johnson, Matthew & Mukerjee, Hari
- 1910-1926 Complexity-penalized estimation of minimum volume sets for dependent data
by Di, J. & Kolaczyk, E.
- 1927-1949 The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix
by Bai, Z.D. & Zhang, L.X.
- 1950-1958 Asymptotics of Bayesian median loss estimation
by Yu, Chi Wai & Clarke, Bertrand
- 1959-1969 Some equalities for estimations of variance components in a general linear model and its restricted and transformed models
by Tian, Yongge & Liu, Chunmei
- 1970-1980 Conditional information criteria for selecting variables in linear mixed models
by Srivastava, Muni S. & Kubokawa, Tatsuya
- 1981-1994 Statistical inference for the [epsilon]-entropy and the quadratic Rényi entropy
by Leonenko, Nikolaj & Seleznjev, Oleg
- 1995-2007 Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure
by Peña, Daniel & Prieto, Francisco J. & Viladomat, Júlia
- 2008-2025 Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band
by Song, Qiongxia & Yang, Lijian
- 2026-2038 Sieve maximum likelihood estimation for doubly semiparametric zero-inflated Poisson models
by He, Xuming & Xue, Hongqi & Shi, Ning-Zhong
- 2039-2059 Nonparametric comparison of regression functions
by Srihera, Ramidha & Stute, Winfried
- 2060-2077 Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix
by Yata, Kazuyoshi & Aoshima, Makoto
- 2078-2090 Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates
by Huang, Bin & Wang, Qihua
- 2091-2102 The multivariate Behrens-Fisher distribution
by Girón, Fco. Javier & del Castillo, Carmen
- 2103-2117 The pairwise beta distribution: A flexible parametric multivariate model for extremes
by Cooley, Daniel & Davis, Richard A. & Naveau, Philippe
- 2118-2136 A two-sample test for comparison of long memory parameters
by Lavancier, Frédéric & Philippe, Anne & Surgailis, Donatas
- 2137-2148 Bootstrap of deviation probabilities with applications
by Dasgupta, Ratan
- 2149-2167 Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory
by Ogasawara, Haruhiko
- 2168-2183 Robust estimation of periodic autoregressive processes in the presence of additive outliers
by Sarnaglia, A.J.Q. & Reisen, V.A. & Lévy-Leduc, C.
- 2184-2199 Exploring uses of persistent homology for statistical analysis of landmark-based shape data
by Gamble, Jennifer & Heo, Giseon
- 2200-2206 On the concept of matrix derivative
by Magnus, Jan R.
- 2207-2221 Quantization and clustering with Bregman divergences
by Fischer, Aurélie
- 2222-2226 Smooth depth contours characterize the underlying distribution
by Kong, Linglong & Zuo, Yijun
- 2227-2233 A note on the maximum correlation for Baker's bivariate distributions with fixed marginals
by Lin, G.D. & Huang, J.S.
- 2234-2249 Nonparametric rank-based tests of bivariate extreme-value dependence
by Kojadinovic, Ivan & Yan, Jun
- 2250-2253 Some conditional expectation identities for the multivariate normal
by Withers, Christopher S. & Nadarajah, Saralees
September 2010, Volume 101, Issue 8
- 1755-1771 Sharp estimates for the CDF of quadratic forms of MPE random vectors
by Sadefo Kamdem, J.
- 1772-1790 From Archimedean to Liouville copulas
by McNeil, Alexander J. & Neslehová, Johanna
- 1791-1805 Rank test for heteroscedastic functional data
by Wang, Haiyan & Akritas, Michael G.
- 1806-1813 High-dimensional Edgeworth expansion of a test statistic on independence and its error bound
by Akita, Tomoyuki & Jin, Jinghua & Wakaki, Hirofumi
- 1814-1825 A van Trees inequality for estimators on manifolds
by Jupp, P.E.
- 1826-1836 Sequential order statistics with an order statistics prior
by Burkschat, M. & Kamps, U. & Kateri, M.
- 1837-1845 On the covariance of the asymptotic empirical copula process
by Genest, Christian & Segers, Johan
- 1846-1858 Semiparametric inference for transformation models via empirical likelihood
by Zhao, Yichuan
- 1859-1871 A class of models for uncorrelated random variables
by Ebrahimi, Nader & Hamedani, G.G. & Soofi, Ehsan S. & Volkmer, Hans
- 1872-1883 Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
by Zhao, Peixin & Xue, Liugen
- 1884-1897 Random block matrices generalizing the classical Jacobi and Laguerre ensembles
by Guhlich, Matthias & Nagel, Jan & Dette, Holger
- 1898-1901 On an asymptotically more efficient estimation of the single-index model
by Chang, Ziqing & Xue, Liugen & Zhu, Lixing
August 2010, Volume 101, Issue 7
- 1547-1558 General canonical correlations with applications to group symmetry models
by Andersson, Steen A. & Crawford, Jesse B.
- 1559-1573 Entropy based constrained inference for some HDLSS genomic models: UI tests in a Chen-Stein perspective
by Tsai, Ming-Tien & Sen, Pranab Kumar
- 1574-1593 Statistical inference of minimum BD estimators and classifiers for varying-dimensional models
by Zhang, Chunming
- 1594-1606 On sparse estimation for semiparametric linear transformation models
by Zhang, Hao Helen & Lu, Wenbin & Wang, Hansheng
- 1607-1621 Single-index quantile regression
by Wu, Tracy Z. & Yu, Keming & Yu, Yan
- 1622-1637 The efficiency of logistic regression compared to normal discriminant analysis under class-conditional classification noise
by Bi, Yingtao & Jeske, Daniel R.
- 1638-1655 Comparison of Bartlett-type adjusted tests in the multiparameter case
by Kakizawa, Yoshihide
- 1656-1680 Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
by Zhang, Wenyang & Peng, Heng
- 1681-1700 Detection of a change point based on local-likelihood
by Huh, Jib
- 1701-1711 Bartlett correctable two-sample adjusted empirical likelihood
by Liu, Yukun & Yu, Chi Wai
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