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Content
November 2011, Volume 102, Issue 10
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
- 1712-1727 Autoregressive frequency detection using Regularized Least Squares
by Chen, Bei & Gel, Yulia R.
- 1728-1737 Sparse Bayesian hierarchical modeling of high-dimensional clustering problems
by Lian, Heng
- 1738-1754 Meta densities and the shape of their sample clouds
by Balkema, A.A. & Embrechts, P. & Nolde, N.
July 2010, Volume 101, Issue 6
- 1319-1329 Testing the equality of several covariance matrices with fewer observations than the dimension
by Srivastava, Muni S. & Yanagihara, Hirokazu
- 1330-1338 Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix
by Pan, Guangming
- 1339-1351 Asymptotic properties of the maximum likelihood estimator for the proportional hazards model with doubly censored data
by Kim, Yongdai & Kim, Bumsoo & Jang, Woncheol
- 1352-1363 Tensorial products of functional ARMA processes
by Bosq, Denis
- 1364-1377 Adaptive confidence region for the direction in semiparametric regressions
by Li, Gao-Rong & Zhu, Li-Ping & Zhu, Li-Xing
- 1378-1389 Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching
by Xi, Fubao & Yin, G.
- 1390-1399 On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means
by Fourdrinier, Dominique & Marchand, Éric
- 1400-1411 A new projection estimate for multivariate location with minimax bias
by Adrover, Jorge G. & Yohai, Víctor J.
- 1412-1427 Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
by Jamalizadeh, A. & Balakrishnan, N.
- 1428-1433 Constructing hierarchical Archimedean copulas with Lévy subordinators
by Hering, Christian & Hofert, Marius & Mai, Jan-Frederik & Scherer, Matthias
- 1434-1444 On the singularity of multivariate skew-symmetric models
by Ley, Christophe & Paindaveine, Davy
- 1445-1457 Empirical Hankel transforms and its applications to goodness-of-fit tests
by Baringhaus, Ludwig & Taherizadeh, Fatemeh
- 1458-1470 An adaptive wavelet shrinkage approach to the Spektor-Lord-Willis problem
by Cmiel, Bogdan
- 1471-1482 Applications of average and projected systems to the study of coherent systems
by Navarro, Jorge & Spizzichino, Fabio & Balakrishnan, N.
- 1483-1492 Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution
by Tsukuma, Hisayuki
- 1493-1500 Stochastic properties of INID progressive Type-II censored order statistics
by Mao, Tiantian & Hu, Taizhong
- 1501-1519 Estimation of a distribution under generalized censoring
by Carabarin-Aguirre, Alberto & Ivanoff, B. Gail
- 1520-1531 Smoothed jackknife empirical likelihood method for ROC curve
by Gong, Yun & Peng, Liang & Qi, Yongcheng
- 1532-1545 Generating random AR(p) and MA(q) Toeplitz correlation matrices
by Ng, Chi Tim & Joe, Harry
May 2010, Volume 101, Issue 5
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