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Content
May 2010, Volume 101, Issue 5
- 1055-1066 Optimal designs for estimating the control values in multi-univariate regression models
by Lin, Chun-Sui & Huang, Mong-Na Lo
- 1067-1078 Estimating the error distribution in nonparametric multiple regression with applications to model testing
by Neumeyer, Natalie & Van Keilegom, Ingrid
- 1079-1101 Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors
by You, Jinhong & Zhou, Xian & Zhou, Yong
- 1102-1122 Minimum Hellinger distance estimation in a two-sample semiparametric model
by Wu, Jingjing & Karunamuni, Rohana & Zhang, Biao
- 1123-1142 Nonparametric variance function estimation with missing data
by Pérez-González, A. & Vilar-Fernández, J.M. & González-Manteiga, W.
- 1143-1155 Robust tests based on dual divergence estimators and saddlepoint approximations
by Toma, Aida & Leoni-Aubin, Samuela
- 1156-1167 Testing the equality of linear single-index models
by Lin, Wei & Kulasekera, K.B.
- 1168-1178 Wishart-Laplace distributions associated with matrix quadratic forms
by Masaro, Joe & Wong, Chi Song
- 1179-1189 Nonparametric Berkson regression under normal measurement error and bounded design
by Meister, Alexander
- 1190-1202 On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors
by Roy, Vivekananda & Hobert, James P.
- 1203-1225 Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues
by Mo, M.Y.
- 1226-1238 An unbiased Cp criterion for multivariate ridge regression
by Yanagihara, Hirokazu & Satoh, Kenichi
- 1239-1251 On the structure of the quadratic subspace in discriminant analysis
by Velilla, Santiago
- 1252-1262 Sensitivity of GLS estimators in random effects models
by Vasnev, Andrey L.
- 1263-1273 Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation
by Shaman, Paul
- 1274-1283 On the conjecture of Kochar and Korwar
by Torrado, Nuria & Lillo, Rosa E. & Wiper, Michael P.
- 1284-1295 Explicit estimators of parameters in the Growth Curve model with linearly structured covariance matrices
by Ohlson, Martin & von Rosen, Dietrich
- 1296-1310 On the simplified pair-copula construction -- Simply useful or too simplistic?
by Hobæk Haff, Ingrid & Aas, Kjersti & Frigessi, Arnoldo
- 1311-1316 Expansions for the multivariate normal
by Withers, Christopher S. & Nadarajah, Saralees
- 1317-1318 Letter to the Editor
by Cuadras, Carles M.
April 2010, Volume 101, Issue 4
- 765-788 Nonparametric tests for conditional independence in two-way contingency tables
by Geenens, Gery & Simar, Léopold
- 789-810 On Riesz and Wishart distributions associated with decomposable undirected graphs
by Andersson, Steen A. & Klein, Thomas
- 811-823 Residual variance estimation using a nearest neighbor statistic
by Liitiäinen, Elia & Corona, Francesco & Lendasse, Amaury
- 824-838 Tests for multiple regression based on simplicial depth
by Wellmann, Robin & Müller, Christine H.
- 839-849 Model selection by sequentially normalized least squares
by Rissanen, Jorma & Roos, Teemu & Myllymäki, Petri
- 850-868 Bias-corrected empirical likelihood in a multi-link semiparametric model
by Zhu, Lixing & Lin, Lu & Cui, Xia & Li, Gaorong
- 869-881 Estimation and inference for dependence in multivariate data
by Bodnar, Olha & Bodnar, Taras & Gupta, Arjun K.
- 882-892 An adjusted maximum likelihood method for solving small area estimation problems
by Li, Huilin & Lahiri, P.
- 893-908 Multivariate semi-logistic distributions
by Yeh, Hsiaw-Chan
- 909-925 On connectivity of fibers with positive marginals in multiple logistic regression
by Hara, Hisayuki & Takemura, Akimichi & Yoshida, Ruriko
- 926-935 Asymptotics of the norm of elliptical random vectors
by Hashorva, Enkelejd
- 936-948 Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient
by Ogasawara, Haruhiko
- 949-963 Boundary kernels for adaptive density estimators on regions with irregular boundaries
by Marshall, Jonathan C. & Hazelton, Martin L.
- 964-970 Some new results on multivariate dispersive ordering of generalized order statistics
by Xie, Hongmei & Hu, Taizhong
- 971-983 The extent of the maximum likelihood estimator for the extreme value index
by Zhou, Chen
- 984-998 Trimmed portmanteau test for linear processes with infinite variance
by Lee, Sangyeol & Tim Ng, Chi
- 999-1015 Asymptotic distributions of two "synthetic data" estimators for censored single-index models
by Lu, Xuewen
- 1016-1025 Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications
by Li, Xiaohu & Da, Gaofeng
- 1026-1041 Statistical inference for the index parameter in single-index models
by Zhang, Riquan & Huang, Zhensheng & Lv, Yazhao
March 2010, Volume 101, Issue 3
- 491-499 A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its ageing and dependence properties
by Franco, Manuel & Vivo, Juana-María
- 500-511 Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability
by Sapatinas, Theofanis & Shanbhag, Damodar N.
- 512-524 Semiparametric Bayesian measurement error modeling
by Casanova, María P. & Iglesias, Pilar & Bolfarine, Heleno & Salinas, Victor H. & Peña, Alexis
- 525-540 PRIM analysis
by Polonik, Wolfgang & Wang, Zailong
- 541-554 Likelihood ratio tests of correlated multivariate samples
by Lim, Johan & Li, Erning & Lee, Shin-Jae
- 555-567 The Dirichlet Markov Ensemble
by Chafaï, Djalil
- 568-582 Three-way analysis of imprecise data
by Giordani, Paolo
- 583-593 Near-exact distributions for the independence and sphericity likelihood ratio test statistics
by Coelho, Carlos A. & Marques, Filipe J.
- 594-602 Estimation of means of multivariate normal populations with order restriction
by Ma, Tiefeng & Wang, Songgui
- 603-620 Finite-sample inference with monotone incomplete multivariate normal data, II
by Chang, Wan-Ying & Richards, Donald St. P.
- 621-639 On Beveridge-Nelson decomposition and limit theorems for linear random fields
by Paulauskas, Vygantas
- 640-644 Conditional ordering of order statistics
by Zhuang, Weiwei & Yao, Junchao & Hu, Taizhong
- 645-656 Circular law, extreme singular values and potential theory
by Pan, Guangming & Zhou, Wang
- 657-678 The Stein phenomenon for monotone incomplete multivariate normal data
by Richards, Donald St. P. & Yamada, Tomoya
- 679-691 Multivariate failure times regression with a continuous auxiliary covariate
by Liu, Yanyan & Wu, Yuanshan & Zhou, Haibo
- 692-705 The rank of the covariance matrix of an evanescent field
by Kliger, Mark & Francos, Joseph M.
- 706-717 Robust estimation in a nonlinear cointegration model
by Chen, Jia & Li, Degui & Zhang, Lixin
- 718-732 Empirical likelihood inference in partially linear single-index models for longitudinal data
by Li, Gaorong & Zhu, Lixing & Xue, Liugen & Feng, Sanying
- 733-748 Asymptotic distribution of the OLS estimator for a mixed spatial model
by Mynbaev, Kairat T.
- 749-763 Some comments on goodness-of-fit tests for the parametric form of the copula based on L2-distances
by Bücher, Axel & Dette, Holger
February 2010, Volume 101, Issue 2
- 305-306 High-dimensional data: a fascinating statistical challenge
by Ferraty, F.
- 307-315 Functional semiparametric partially linear model with autoregressive errors
by Dabo-Niang, Sophie & Guillas, Serge
- 316-326 K-sample subsampling in general spaces: The case of independent time series
by Politis, Dimitris N. & Romano, Joseph P.
- 327-339 Measures of influence for the functional linear model with scalar response
by Febrero-Bande, Manuel & Galeano, Pedro & González-Manteiga, Wenceslao
- 340-351 Wiener processes with random effects for degradation data
by Wang, Xiao
- 352-367 Testing the stability of the functional autoregressive process
by Horváth, Lajos & Husková, Marie & Kokoszka, Piotr
- 368-373 Inference on periodograms of infinite dimensional discrete time periodically correlated processes
by Soltani, A.R. & Shishebor, Z. & Zamani, A.
- 374-384 Operator trigonometry of multivariate finance
by Gustafson, Karl
- 385-394 On the integral with respect to the tensor product of two random measures
by Boudou, Alain & Romain, Yves
- 395-408 Thresholding projection estimators in functional linear models
by Cardot, Hervé & Johannes, Jan
- 409-418 Cokriging for spatial functional data
by Nerini, David & Monestiez, Pascal & Manté, Claude
- 419-433 Functional nonparametric estimation of conditional extreme quantiles
by Gardes, Laurent & Girard, Stéphane & Lekina, Alexandre
- 434-446 Singular value decomposition of large random matrices (for two-way classification of microarrays)
by Bolla, Marianna & Friedl, Katalin & Krámli, András
- 447-463 Robustness of reweighted Least Squares Kernel Based Regression
by Debruyne, Michiel & Christmann, Andreas & Hubert, Mia & Suykens, Johan A.K.
- 464-475 Inference under functional proportional and common principal component models
by Boente, Graciela & Rodriguez, Daniela & Sued, Mariela
- 476-490 Estimation of the regression operator from functional fixed-design with correlated errors
by Benhenni, K. & Hedli-Griche, S. & Rachdi, M.
January 2010, Volume 101, Issue 1
- 1-10 Asymptotic properties of the Bernstein density copula estimator for [alpha]-mixing data
by Bouezmarni, Taoufik & Rombouts, Jeroen V.K. & Taamouti, Abderrahim
- 11-31 A nonparametric approach to 3D shape analysis from digital camera images -- I
by Patrangenaru, V. & Liu, X. & Sugathadasa, S.
- 32-43 Noncentral elliptical configuration density
by Caro-Lopera, Francisco J. & Díaz-García, José A. & González-Farías, Graciela
- 44-51 On hazard rate ordering of the sums of heterogeneous geometric random variables
by Zhao, Peng & Hu, Taizhong
- 52-67 Study of some measures of dependence between order statistics and systems
by Navarro, Jorge & Balakrishnan, N.
- 68-76 Energy discriminant analysis, quantum logic, and fuzzy sets
by Melnichenko, Grigorii
- 77-100 Representations of SO(3) and angular polyspectra
by Marinucci, D. & Peccati, G.
- 101-112 High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound
by Kato, Naohiro & Yamada, Takayuki & Fujikoshi, Yasunori
- 113-125 Bivariate Birnbaum-Saunders distribution and associated inference
by Kundu, Debasis & Balakrishnan, N. & Jamalizadeh, A.
- 126-137 Central limit theorem and the bootstrap for U-statistics of strongly mixing data
by Dehling, Herold & Wendler, Martin
- 138-153 Projection based scatter depth functions and associated scatter estimators
by Zhou, Weihua & Dang, Xin
- 154-164 Extending the multivariate generalised t and generalised VG distributions
by Fung, Thomas & Seneta, Eugene
- 165-176 On the right spread order of convolutions of heterogeneous exponential random variables
by Kochar, Subhash & Xu, Maochao
- 177-190 Bounds for the sum of dependent risks having overlapping marginals
by Embrechts, Paul & Puccetti, Giovanni
- 191-199 Compatibility of discrete conditional distributions with structural zeros
by Wang, Yuchung J. & Kuo, Kun-Lin
- 200-222 Thresholding methods to estimate copula density
by Autin, F. & Le Pennec, E. & Tribouley, K.
- 223-239 Testing quasi-independence for truncation data
by Emura, Takeshi & Wang, Weijing
- 240-251 Empirical likelihood for median regression model with designed censoring variables
by Zhong, Pingshou & Cui, Hengjian
- 252-270 Tail dependence functions and vine copulas
by Joe, Harry & Li, Haijun & Nikoloulopoulos, Aristidis K.
- 271-290 An integral transform method for estimating the central mean and central subspaces
by Zeng, Peng & Zhu, Yu
- 291-304 Multivariate comonotonicity
by Puccetti, Giovanni & Scarsini, Marco
November 2009, Volume 100, Issue 10
- 2137-2154 Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model
by Komaki, Fumiyasu
- 2155-2166 An extended class of minimax generalized Bayes estimators of regression coefficients
by Maruyama, Yuzo & Strawderman, William E.
- 2167-2177 The limit of the partial sums process of spatial least squares residuals
by Bischoff, Wolfgang & Somayasa, Wayan
- 2178-2194 On least squares estimation for long-memory lattice processes
by Beran, Jan & Ghosh, Sucharita & Schell, Dieter
- 2195-2213 Convex and star-shaped sets associated with multivariate stable distributions, I: Moments and densities
by Molchanov, Ilya
- 2214-2223 Regression analysis of multivariate recurrent event data with time-varying covariate effects
by Sun, Liuquan & Zhu, Liang & Sun, Jianguo
- 2224-2236 Nearest neighbor conditional estimation for Harris recurrent Markov chains
by Sancetta, Alessio
- 2237-2253 Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
by Konno, Yoshihiko
- 2254-2269 Estimation of a change-point in the mean function of functional data
by Aue, Alexander & Gabrys, Robertas & Horváth, Lajos & Kokoszka, Piotr
- 2270-2286 Independent rule in classification of multivariate binary data
by Park, Junyong
- 2287-2295 Mean width of random polytopes in a reasonably smooth convex body
by Böröczky, K.J. & Fodor, F. & Reitzner, M. & Vígh, V.
- 2296-2304 Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
by Tsukuma, Hisayuki
- 2305-2312 Sphericity test in a GMANOVA-MANOVA model with normal error
by Bai, Peng
- 2313-2323 Initial classification of joint data in EM estimation of latent class joint model
by Han, Jun
- 2324-2330 Hessian orders and multinormal distributions
by Arlotto, Alessandro & Scarsini, Marco
- 2331-2336 On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix
by Ghosh, Malay & Mergel, Victor
- 2337-2351 Analysis of multivariate skew normal models with incomplete data
by Lin, Tsung I. & Ho, Hsiu J. & Chen, Chiang L.
- 2352-2363 Modeling covariance matrices via partial autocorrelations
by Daniels, M.J. & Pourahmadi, M.
- 2364-2375 Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators
by Bissantz, Nicolai & Birke, Melanie
- 2376-2388 Robustness of Stein-type estimators under a non-scalar error covariance structure
by Zhang, Xinyu & Chen, Ti & Wan, Alan T.K. & Zou, Guohua
- 2389-2405 Statistical estimation in varying coefficient models with surrogate data and validation sampling
by Wang, Qihua & Zhang, Riquan
October 2009, Volume 100, Issue 9
- 1867-1882 Nonparametric inference for extrinsic means on size-and-(reflection)-shape manifolds with applications in medical imaging
by Bandulasiri, Ananda & Bhattacharya, Rabi N. & Patrangenaru, Vic
- 1883-1899 Finite-sample inference with monotone incomplete multivariate normal data, I
by Chang, Wan-Ying & Richards, Donald St.P.
- 1900-1918 Normal distribution based pseudo ML for missing data: With applications to mean and covariance structure analysis
by Yuan, Ke-Hai
- 1919-1937 Multiple imputation and other resampling schemes for imputing missing observations
by Srivastava, Muni S. & Dolatabadi, Mohammad
- 1938-1951 A mixture model-based approach to the clustering of exponential repeated data
by Martinez, M.J. & Lavergne, C. & Trottier, C.
- 1952-1961 Moderate deviation principle for autoregressive processes
by Yu, Miao & Si, Shen
- 1962-1978 Weyl eigenvalue asymptotics and sharp adaptation on vector bundles
by Kim, Peter T. & Koo, Ja-Yong & Luo, Zhi-Ming
- 1979-1988 Quadratic prediction and quadratic sufficiency in finite populations
by Liu, Xu-Qing & Wang, Dong-Dong & Rong, Jian-Ying
- 1989-2001 Generating random correlation matrices based on vines and extended onion method
by Lewandowski, Daniel & Kurowicka, Dorota & Joe, Harry
- 2002-2017 Influence diagnostics and outlier tests for varying coefficient mixed models
by Li, Zaixing & Xu, Wangli & Zhu, Lixing
- 2018-2030 Maximum likelihood inference for the Cox regression model with applications to missing covariates
by Chen, Ming-Hui & Ibrahim, Joseph G. & Shao, Qi-Man
- 2031-2043 Bayesian analysis of non-linear structural equation models with non-ignorable missing outcomes from reproductive dispersion models
by Tang, Nian-Sheng & Chen, Xing & Fu, Ying-Zi
- 2044-2054 On asymptotic theory for multivariate GARCH models
by Hafner, Christian M. & Preminger, Arie
- 2055-2064 Concentration inequality for evolutionary trees
by Mariadassou, M. & Bar-Hen, A.
- 2065-2082 On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding
by Pötscher, Benedikt M. & Leeb, Hannes
- 2083-2099 A quantile-copula approach to conditional density estimation
by Faugeras, Olivier P.
- 2100-2111 Automatic model selection for partially linear models
by Ni, Xiao & Zhang, Hao Helen & Zhang, Daowen
- 2112-2125 Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
by Jin, Baisuo & Wang, Cheng & Miao, Baiqi & Lo Huang, Mong-Na
- 2126-2136 Robust and accurate inference for generalized linear models
by Lô, Serigne N. & Ronchetti, Elvezio
September 2009, Volume 100, Issue 8
- 1587-1592 On the range of heterogeneous samples
by Genest, Christian & Kochar, Subhash C. & Xu, Maochao
- 1593-1609 On the sensitivity of the one-sided t test to covariance misspecification
by Qin, Huaizhen & Wan, Alan T.K. & Zou, Guohua
- 1610-1621 Simultaneous credible intervals for small area estimation problems
by Ganesh, N.
- 1622-1633 Consistency of general bootstrap methods for degenerate U-type and V-type statistics
by Leucht, Anne & Neumann, Michael H.
- 1634-1644 Multivariate semi-Weibull distributions
by Yeh, Hsiaw-Chan
- 1645-1656 Decomposability of high-dimensional diversity measures: Quasi-U-statistics, martingales and nonstandard asymptotics
by Pinheiro, Aluísio & Sen, Pranab Kumar & Pinheiro, Hildete Prisco
- 1657-1669 Stochastic comparisons of multivariate mixture models
by Belzunce, Félix & Mercader, José-Angel & Ruiz, José-María & Spizzichino, Fabio
- 1670-1681 An improved model averaging scheme for logistic regression
by Ghosh, D. & Yuan, Z.
- 1682-1690 Characterizations of the beta distribution on symmetric matrices
by Hassairi, A. & Regaig, O.
- 1691-1705 Frontier estimation with local polynomials and high power-transformed data
by Girard, Séphane & Jacob, Pierre
- 1706-1716 A stochastic restricted ridge regression estimator
by Özkale, M. Revan
- 1717-1726 Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
by Ando, Tomohiro
- 1727-1751 Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations
by Kunitomo, Naoto & Matsushita, Yukitoshi
- 1752-1760 Improved variance estimation under sub-space restriction
by Arashi, M. & Tabatabaey, S.M.M.
- 1761-1776 Estimation of autoregressive models with epsilon-skew-normal innovations
by Bondon, Pascal
- 1777-1791 Characterizations of degree one bivariate measures of concordance
by Edwards, H.H. & Taylor, M.D.
- 1792-1801 Mean residual life order of convolutions of heterogeneous exponential random variables
by Zhao, Peng & Balakrishnan, N.
- 1802-1815 Asymptotics for non-parametric likelihood estimation with doubly censored multivariate failure times
by Deng, Dianliang & Fang, Hong-Bin
- 1816-1829 Asymptotics for argmin processes: Convexity arguments
by Kato, Kengo
- 1830-1844 Quasi-arithmetic means of covariance functions with potential applications to space-time data
by Porcu, Emilio & Mateu, Jorge & Christakos, George
- 1845-1853 An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior
by Maruyama, Yuzo
- 1854-1865 Uniform distributions in a class of convex polyhedrons with applications to drug combination studies
by Tian, Guo-Liang & Fang, Hong-Bin & Tan, Ming & Qin, Hong & Tang, Man-Lai
August 2009, Volume 100, Issue 7
- 1329-1337 Asymptotic distributions of robust shape matrices and scales
by Frahm, Gabriel
- 1338-1352 On the degrees of freedom in shrinkage estimation
by Kato, Kengo
- 1353-1366 Empirical likelihood for linear models with missing responses
by Xue, Liugen
- 1367-1383 Inference for multivariate normal mixtures
by Chen, Jiahua & Tan, Xianming
- 1384-1397 Coverage of generalized confidence intervals
by Roy, Anindya & Bose, Arup
- 1398-1411 Multivariate limited translation hierarchical Bayes estimators
by Ghosh, Malay & Papageorgiou, Georgios & Forrester, Janet
- 1412-1431 Two-step generalised empirical likelihood inference for semiparametric models
by Bravo, Francesco
- 1432-1439 Comparison of hyperbolic and constant width simultaneous confidence bands in multiple linear regression under MVCS criterion
by Liu, W. & Hayter, A.J. & Piegorsch, W.W. & Ah-Kine, P.
- 1440-1446 Predictive inference for singular multivariate elliptically contoured distributions
by Liu, Jin Shan & Ip, Wai Cheung & Wong, Heung
- 1447-1464 The simplex dispersion ordering and its application to the evaluation of human corneal endothelia
by Ayala, Guillermo & López-Díaz, Miguel
- 1465-1486 Bandwidth selection for a data sharpening estimator in nonparametric regression
by Naito, Kanta & Yoshizaki, Masahiro
- 1487-1497 Using bimodal kernel for inference in nonparametric regression with correlated errors
by Kim, Tae Yoon & Park, Byeong U. & Moon, Myung Sang & Kim, Chiho
- 1498-1520 Use of prior information in the consistent estimation of regression coefficients in measurement error models
by Shalabh & Garg, Gaurav & Misra, Neeraj
- 1521-1537 Tails of multivariate Archimedean copulas
by Charpentier, Arthur & Segers, Johan
- 1538-1550 Regular variation and related results for the multivariate GARCH(p,q) model with constant conditional correlations
by Fernández, Begoña & Muriel, Nelson
- 1551-1566 Testing independence in nonparametric regression
by Neumeyer, Natalie
- 1567-1585 Lévy-frailty copulas
by Mai, Jan-Frederik & Scherer, Matthias
July 2009, Volume 100, Issue 6
- 1073-1092 Functional estimation for Lvy measures of semimartingales with Poissonian jumps
by Shimizu, Yasutaka
- 1093-1106 Multivariate dependence of spacings of generalized order statistics
by Burkschat, M.
- 1107-1119 A weighted multivariate signed-rank test for cluster-correlated data
by Haataja, Riina & Larocque, Denis & Nevalainen, Jaakko & Oja, Hannu
- 1120-1136 The determinants of cumulative endogeneity bias in multivariate analysis
by Mayston, David
- 1137-1154 Tests of independence among continuous random vectors based on Cramr-von Mises functionals of the empirical copula process
by Kojadinovic, Ivan & Holmes, Mark
- 1155-1167 Branching Markov processes and related asymptotics
by Hwang, S.Y. & Basawa, I.V.
- 1168-1181 Expansions of multivariate Pickands densities and testing the tail dependence
by Frick, Melanie & Reiss, Rolf-Dieter
- 1182-1197 Inference on a regression model with noised variables and serially correlated errors
by You, Jinhong & Zhou, Xian & Zhu, Li-Xing
- 1198-1218 Multivariate mode hunting: Data analytic tools with measures of significance
by Burman, Prabir & Polonik, Wolfgang
- 1219-1231 A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples
by Liang, Han-Ying & de Ua-lvarez, Jacobo
- 1232-1244 On the estimators of model-based and maximal reliability
by Ogasawara, Haruhiko
- 1245-1260 Testing the equality of error distributions from k independent GARCH models
by Chandra, S. Ajay
- 1261-1269 A class of bivariate exponential distributions
by Regoli, Giuliana
- 1270-1281 Flexible modeling based on copulas in nonparametric median regression
by Braekers, Roel & Van Keilegom, Ingrid
- 1282-1290 Canonical representation of conditionally specified multivariate discrete distributions
by Ip, Edward H. & Wang, Yuchung J.
- 1291-1303 Bootstrapping sums of independent but not identically distributed continuous processes with applications to functional data
by Chang, Chung & Todd Ogden, R.
- 1304-1315 Departure from normality of increasing-dimension martingales
by Arbus, Ignacio
- 1316-1327 A note on the Bayes factor in a semiparametric regression model
by Choi, Taeryon & Lee, Jaeyong & Roy, Anindya
May 2009, Volume 100, Issue 5
- 817-820 Characterization of the p-generalized normal distribution
by Sinz, Fabian & Gerwinn, Sebastian & Bethge, Matthias
- 821-834 Signed-rank tests for location in the symmetric independent component model
by Nordhausen, Klaus & Oja, Hannu & Paindaveine, Davy
- 835-850 Probability density estimation for survival data with censoring indicators missing at random
by Wang, Qihua & Liu, Wei & Liu, Chunling
- 851-861 Dealing with label switching in mixture models under genuine multimodality
by Grn, Bettina & Leisch, Friedrich
- 862-875 Nonconcave penalized inverse regression in single-index models with high dimensional predictors
by Zhu, Li-Ping & Zhu, Li-Xing
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