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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
August 2010, Volume 101, Issue 7
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
- 1043-1054 Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data
by Liang, Han-Ying & Peng, Liang
- 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
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