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Content
May 2009, Volume 100, Issue 5
- 876-887 Multivariate generalized S-estimators
by Roelant, E. & Van Aelst, S. & Croux, C.
- 888-901 Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large
by Sakurai, Tetsuro
- 902-912 Asymptotic expansions in mean and covariance structure analysis
by Ogasawara, Haruhiko
- 913-935 Shrinkage estimation in the frequency domain of multivariate time series
by Bhm, Hilmar & von Sachs, Rainer
- 936-945 Asymptotic normality of test statistics under alternative hypotheses
by Shapiro, Alexander
- 946-951 Multivariate order statistics via multivariate concomitants
by Arnold, Barry C. & Castillo, Enrique & Sarabia, Jos Mara
- 952-962 Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables
by Zhao, Peng & Li, Xiaohu & Balakrishnan, N.
- 963-980 Uncertainty under a multivariate nested-error regression model with logarithmic transformation
by Molina, Isabel
- 981-992 Nonparametric likelihood based estimation for a multivariate Lipschitz density
by Carando, Daniel & Fraiman, Ricardo & Groisman, Pablo
- 993-1028 Local Whittle estimator for anisotropic random fields
by Guo, Hongwen & Lim, Chae Young & Meerschaert, Mark M.
- 1029-1043 Extreme value theory for stochastic integrals of Legendre polynomials
by Aue, Alexander & Horvth, Lajos & Huskov, Marie
- 1044-1060 A refined Jensen's inequality in Hilbert spaces and empirical approximations
by Leorato, S.
- 1061-1072 Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model
by Wu, Xiaoyong & Zou, Guohua & Li, Yingfu
April 2009, Volume 100, Issue 4
- 561-580 Diagonal distribution of a complex non-central Wishart matrix: A new trivariate non-central chi-squared density
by Dharmawansa, Prathapasinghe & McKay, Matthew R.
- 581-593 Bivariate generalized exponential distribution
by Kundu, Debasis & Gupta, Rameshwar D.
- 594-603 Peakedness and peakedness ordering in symmetric distributions
by Elbarmi, Hammou & Mukerjee, Hari
- 604-621 A local spectral approach for assessing time series model misspecification
by McElroy, Tucker & Holan, Scott
- 622-635 Distribution-free tests for polynomial regression based on simplicial depth
by Wellmann, Robin & Harmand, Peter & Müller, Christine H.
- 636-651 Model checking for partially linear models with missing responses at random
by Sun, Zhihua & Wang, Qihua & Dai, Pengjie
- 652-660 Nonlinear principal components, II: Characterization of normal distributions
by Salinelli, Ernesto
- 661-669 Towards theory of generic Principal Component Analysis
by Torokhti, Anatoli & Friedland, Shmuel
- 670-685 On weighting of bivariate margins in pairwise likelihood
by Joe, Harry & Lee, Youngjo
- 686-698 On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
by Baran, Sándor & Pap, Gyula
- 699-714 Principal component geodesics for planar shape spaces
by Huckemann, Stephan & Hotz, Thomas
- 715-725 Monitoring parameter change in time series models
by Gombay, Edit & Serban, Daniel
- 726-741 Improved estimation in multiple linear regression models with measurement error and general constraint
by Liang, Hua & Song, Weixing
- 742-752 Estimation of the precision matrix of multivariate Kotz type model
by Sarr, Amadou & Gupta, Arjun K.
- 753-766 On depth measures and dual statistics. A methodology for dealing with general data
by Cuevas, Antonio & Fraiman, Ricardo
- 767-776 On an additive decomposition of the BLUE in a multiple-partitioned linear model
by Tian, Yongge
- 777-793 On the geometry of generalized Gaussian distributions
by Andai, Attila
- 794-815 Existence and consistency of the maximum likelihood estimator for the extreme value index
by Zhou, Chen
- 816-816 Corrigendum to: "The centred parametrization for the multivariate skew-normal distribution" [J. Multivariate Anal. 99 (2008) 1362-1382]
by Arellano-Valle, Reinaldo B. & Azzalini, Adelchi
March 2009, Volume 100, Issue 3
- 309-333 Nonparametric regression estimation with general parametric error covariance
by Martins-Filho, Carlos & Yao, Feng
- 334-344 Integral representations of one-dimensional projections for multivariate stable densities
by Matsui, Muneya & Takemura, Akimichi
- 345-362 The penalized profile sampler
by Cheng, Guang & Kosorok, Michael R.
- 363-376 A continuous spectral density for a random field of continuous-index
by Shaw, Jason
- 377-386 Testing for equality between two copulas
by Rémillard, Bruno & Scaillet, Olivier
- 387-396 Empirical likelihood for heteroscedastic partially linear models
by Lu, Xuewen
- 397-421 Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms
by Bauer, Dietmar
- 422-444 Optimal tests for homogeneity of covariance, scale, and shape
by Hallin, Marc & Paindaveine, Davy
- 445-458 Asymptotically efficient two-sample rank tests for modal directions on spheres
by Tsai, Ming-Tien
- 459-472 A note on bias due to fitting prospective multivariate generalized linear models to categorical outcomes ignoring retrospective sampling schemes
by Mukherjee, Bhramar & Liu, Ivy
- 473-496 Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
by Kakizawa, Yoshihide
- 497-508 Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes
by Zernov, Serguei & Zinde-Walsh, Victoria & Galbraith, John W.
- 509-517 A family of kurtosis orderings for multivariate distributions
by Wang, Jin
- 518-532 A test for the mean vector with fewer observations than the dimension under non-normality
by Srivastava, Muni S.
- 533-545 Distribution of quadratic forms under skew normal settings
by Wang, Tonghui & Li, Baokun & Gupta, Arjun K.
- 546-559 Asymptotic properties of a conditional quantile estimator with randomly truncated data
by Lemdani, Mohamed & Ould-Saïd, Elias & Poulin, Nicolas
February 2009, Volume 100, Issue 2
- 266-277 Estimators for alternating nonlinear autoregression
by Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang
- 278-290 Analysis of correlated binary data under partially linear single-index logistic models
by Yi, Grace Y. & He, Wenqing & Liang, Hua
- 291-300 Quadratic prediction problems in multivariate linear models
by Liu, Xu-Qing & Wang, Dong-Dong & Rong, Jian-Ying
- 301-308 Exact inference on contrasts in means of intraclass correlation models with missing responses
by Wu, Mi-Xia & Yu, Kai F. & Liu, Aiyi
January 2009, Volume 100, Issue 1
- 1-15 Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors
by Liang, Han-Ying & Fan, Guo-Liang
- 16-36 Parametric estimation and tests through divergences and the duality technique
by Broniatowski, Michel & Keziou, Amor
- 37-57 No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
by Paul, Debashis & Silverstein, Jack W.
- 58-69 Optimal discriminant functions for normal populations
by Wakaki, Hirofumi & Aoshima, Makoto
- 70-80 A new statistical model for random unit vectors
by Oualkacha, Karim & Rivest, Louis-Paul
- 81-90 Multivariate order statistics based on dependent and nonidentically distributed random variables
by Barakat, H.M.
- 91-101 Shape mixtures of multivariate skew-normal distributions
by Arellano-Valle, Reinaldo B. & Genton, Marc G. & Loschi, Rosangela H.
- 102-111 Local linear regression for functional predictor and scalar response
by Baíllo, Amparo & Grané, Aurea
- 112-125 Statistical properties of the Hough transform estimator in the presence of measurement errors
by Dattner, I.
- 126-136 Variance function estimation in multivariate nonparametric regression with fixed design
by Cai, T. Tony & Levine, Michael & Wang, Lie
- 137-151 Empirical likelihood based confidence intervals for copulas
by Chen, Jian & Peng, Liang & Zhao, Yichuan
- 152-161 Penalized quadratic inference functions for single-index models with longitudinal data
by Bai, Yang & Fung, Wing K. & Zhu, Zhong Yi
- 162-174 Strong convergence in nonparametric regression with truncated dependent data
by Liang, Han-Ying & Li, Deli & Qi, Yongcheng
- 175-194 Learning from dependent observations
by Steinwart, Ingo & Hush, Don & Scovel, Clint
- 195-209 Robust dimension reduction based on canonical correlation
by Zhou, Jianhui
- 210-230 Nonparametric lack-of-fit tests for parametric mean-regression models with censored data
by Lopez, O. & Patilea, V.
- 231-242 High-dimensional asymptotic expansions for the distributions of canonical correlations
by Fujikoshi, Yasunori & Sakurai, Tetsuro
- 243-256 Orthant tail dependence of multivariate extreme value distributions
by Li, Haijun
November 2008, Volume 99, Issue 10
- 2185-2207 Exact rates in density support estimation
by Biau, Gérard & Cadre, Benoît & Pelletier, Bruno
- 2208-2220 Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
by Wells, Martin T. & Zhou, Gongfu
- 2221-2233 A unified and generalized set of shrinkage bounds on minimax Stein estimates
by Fourdrinier, Dominique & Strawderman, William E.
- 2234-2250 Construction of asymmetric multivariate copulas
by Liebscher, Eckhard
- 2251-2264 Admissibility and minimaxity of Bayes estimators for a normal mean matrix
by Tsukuma, Hisayuki
- 2265-2284 Preliminary test estimators and phi-divergence measures in generalized linear models with binary data
by Menéndez, M.L. & Pardo, L. & Pardo, M.C.
- 2285-2303 On Stein's lemma, dependent covariates and functional monotonicity in multi-dimensional modeling
by Zhang, Chunming & Li, Jialiang & Meng, Jingci
- 2304-2311 The Tukey and the random Tukey depths characterize discrete distributions
by Cuesta-Albertos, J.A. & Nieto-Reyes, A.
- 2312-2327 An order-statistics-based method for constructing multivariate distributions with fixed marginals
by Baker, Rose
- 2328-2338 Multivariate skewness and kurtosis measures with an application in ICA
by Kollo, Tõnu
- 2339-2355 Change point estimators by local polynomial fits under a dependence assumption
by Lin, Zhengyan & Li, Degui & Chen, Jia
- 2356-2363 A note on cuts for contingency tables
by Ip, Edward H. & Wang, Yuchung J.
- 2364-2367 A note on Srivastava and Hui's tests of multivariate normality
by Hanusz, Zofia & Tarasinska, Joanna
- 2368-2388 A moving window approach for nonparametric estimation of the conditional tail index
by Gardes, Laurent & Girard, Stéphane
- 2389-2405 Properties of the singular, inverse and generalized inverse partitioned Wishart distributions
by Bodnar, Taras & Okhrin, Yarema
- 2406-2443 Model checking in errors-in-variables regression
by Song, Weixing
- 2444-2452 Remarks on between estimator in the intraclass correlation model with missing data
by Wu, Mi-Xia & Yu, Kai-Fun
- 2453-2471 Estimation of a tail index based on minimum density power divergence
by Kim, Moosup & Lee, Sangyeol
- 2472-2478 Regression models for multivariate ordered responses via the Plackett distribution
by Forcina, A. & Dardanoni, V.
- 2479-2496 Multivariate lag-windows and group representations
by Berg, Arthur
- 2497-2507 Eigenanalysis on a bivariate covariance kernel
by Cuadras, Carles M. & Cuadras, Daniel
- 2508-2526 Curve forecasting by functional autoregression
by Kargin, V. & Onatski, A.
October 2008, Volume 99, Issue 9
- 1841-1859 Diagnostic checking for multivariate regression models
by Zhu, Lixing & Zhu, Ruoqing & Song, Song
- 1860-1877 Case deletion diagnostics in multilevel models
by Shi, Lei & Chen, Gemai
- 1878-1887 Multivariate stress-strength reliability model and its evaluation for coherent structures
by Eryilmaz, Serkan
- 1888-1905 Bayesian shrinkage prediction for the regression problem
by Kobayashi, Kei & Komaki, Fumiyasu
- 1906-1928 Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
by Kubokawa, Tatsuya & Srivastava, Muni S.
- 1929-1940 Extreme inaccuracies in Gaussian Bayesian networks
by Gómez-Villegas, Miguel A. & Maín, Paloma & Susi, Rosario
- 1941-1961 Estimation, prediction and the Stein phenomenon under divergence loss
by Ghosh, Malay & Mergel, Victor & Datta, Gauri Sankar
- 1962-1984 Properties of spatial cross-periodograms using fixed-domain asymptotics
by Lim, Chae Young & Stein, Michael
- 1985-1998 Allometric extension model for conditional distributions
by Kurata, Hiroshi & Hoshino, Takahiro & Fujikoshi, Yasunori
- 1999-2015 Mixture representation for order statistics from INID progressive censoring and its applications
by Fischer, T. & Balakrishnan, N. & Cramer, E.
- 2016-2038 Asymptotic results in segmented multiple regression
by Kim, Jeankyung & Kim, Hyune-Ju
- 2039-2052 U-max-statistics
by Lao, W. & Mayer, M.
- 2053-2081 Robust parameter estimation with a small bias against heavy contamination
by Fujisawa, Hironori & Eguchi, Shinto
- 2082-2095 Limit theorems for hybridization reactions on oligonucleotide microarrays
by Rempala, Grzegorz A. & Pawlikowska, Iwona
- 2096-2107 Characterizations of multivariate life distributions
by Nair, N. Unnikrishnan & Sankaran, P.G.
- 2108-2124 A multivariate version of the Benjamini-Hochberg method
by Ferreira, J.A. & Nyangoma, S.O.
- 2125-2135 Enhanced one-sided confidence regions for a multivariate location parameter
by Vock, Michael
- 2136-2153 Regression with strongly correlated data
by Jones, Christopher S. & Finn, John M. & Hengartner, Nicolas
- 2154-2171 Simultaneous change point analysis and variable selection in a regression problem
by Wu, Y.
- 2172-2184 A new dependence ordering with applications
by Kochar, Subhash & Xu, Maochao
September 2008, Volume 99, Issue 8
- 1503-1517 Best linear unbiased prediction for linear combinations in general mixed linear models
by Liu, Xu-Qing & Rong, Jian-Ying & Liu, Xiu-Ying
- 1518-1543 On the block thresholding wavelet estimators with censored data
by Li, Linyuan
- 1544-1573 Analysis of variance with general errors and grouped and non-grouped data: Some iterative algorithms
by Anido, Carmen & Rivero, Carlos & Valdés, Teófilo
- 1574-1589 Conditionally specified models and dimension reduction in the exponential families
by Noorbaloochi, Siamak & Nelson, David
- 1590-1609 New families of estimators and test statistics in log-linear models
by Martín, Nirian & Pardo, Leandro
- 1610-1634 A two-stage approach to semilinear in-slide models
by You, Jinhong & Zhou, Haibo
- 1635-1664 Nonparametric methods for unbalanced multivariate data and many factor levels
by Harrar, Solomon W. & Bathke, Arne C.
- 1665-1680 Estimating the parametric component of nonlinear partial spline model
by Huang, Tzee-Ming & Chen, Hung
- 1681-1697 A comparative study of Gaussian geostatistical models and Gaussian Markov random field models
by Song, Hae-Ryoung & Fuentes, Montserrat & Ghosh, Sujit
- 1698-1716 Exact distribution of the generalized Wilks's statistic and applications
by Pham-Gia, T.
- 1717-1732 Multivariate dynamic model for ordinal outcomes
by Chaubert, F. & Mortier, F. & Saint André, L.
- 1733-1757 Successive direction extraction for estimating the central subspace in a multiple-index regression
by Yin, Xiangrong & Li, Bing & Cook, R. Dennis
- 1758-1771 A class of weighted multivariate normal distributions and its properties
by Kim, Hea-Jung
- 1772-1792 Likelihood ratio tests for equality of shape under varying degrees of orientation invariance
by Holland, Finbarr & Roy Choudhury, Kingshuk
- 1793-1806 Large deviations of bootstrapped U -statistics
by Borovskikh, Yuri V. & Robinson, John
- 1807-1824 Bootstrap approximation of tail dependence function
by Peng, Liang & Qi, Yongcheng
- 1825-1839 Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression
by Yoo, Jae Keun
August 2008, Volume 99, Issue 7
- 1362-1382 The centred parametrization for the multivariate skew-normal distribution
by Arellano-Valle, Reinaldo B. & Azzalini, Adelchi
- 1383-1392 Bivariate distributions characterized by one family of conditionals and conditional percentile or mode functions
by Arnold, Barry C. & Castillo, Enrique & Sarabia, José María
- 1393-1417 The noncentral Wishart as an exponential family, and its moments
by Letac, Gérard & Massam, Hélène
- 1418-1437 A bivariate Lévy process with negative binomial and gamma marginals
by Kozubowski, Tomasz J. & Panorska, Anna K. & Podgórski, Krzysztof
- 1438-1459 Conditional limiting distribution of beta-independent random vectors
by Hashorva, Enkelejd
- 1460-1473 Joint distributions of numbers of occurrences of a discrete pattern and weak convergence of an empirical process for the pattern
by Aki, Sigeo
- 1474-1488 Techniques for controlling bivariate grouped observations
by Koutras, M.V. & Maravelakis, P.E. & Bersimis, S.
- 1489-1502 Order restricted inference for sequential k-out-of-n systems
by Balakrishnan, N. & Beutner, E. & Kamps, U.
July 2008, Volume 99, Issue 6
- 1015-1034 Sparse principal component analysis via regularized low rank matrix approximation
by Shen, Haipeng & Huang, Jianhua Z.
- 1035-1050 A universal strong law of large numbers for conditional expectations via nearest neighbors
by Walk, Harro
- 1051-1069 UMVU estimation of the ratio of powers of normal generalized variances under correlation
by Iliopoulos, George
- 1070-1082 Some properties of projectors associated with the WLSE under a general linear model
by Tian, Yongge & Takane, Yoshio
- 1083-1104 Some properties of canonical correlations and variates in infinite dimensions
by Cupidon, J. & Eubank, R. & Gilliam, D. & Ruymgaart, F.
- 1105-1127 Noncentral matrix quadratic forms of the skew elliptical variables
by Fang, B.Q.
- 1128-1153 A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions
by Kakizawa, Yoshihide & Iwashita, Toshiya
- 1154-1176 Dissolution point and isolation robustness: Robustness criteria for general cluster analysis methods
by Hennig, Christian
- 1177-1190 Multivariate Markov-switching ARMA processes with regularly varying noise
by Stelzer, Robert
- 1191-1216 An extension of Fisher's discriminant analysis for stochastic processes
by Shin, Hyejin
- 1217-1231 Multivariate maximum entropy identification, transformation, and dependence
by Ebrahimi, Nader & Soofi, Ehsan S. & Soyer, Refik
- 1232-1259 Confidence intervals for marginal parameters under fractional linear regression imputation for missing data
by Qin, Yongsong & Rao, J.N.K. & Ren, Qunshu
- 1260-1275 Parametric tail copula estimation and model testing
by de Haan, Laurens & Neves, Cláudia & Peng, Liang
- 1276-1287 Bivariate Student t distributions with variable marginal degrees of freedom and independence
by Shaw, W.T. & Lee, K.T.A.
- 1288-1301 Some notes on multivariate generalized Pareto distributions
by Michel, René
- 1302-1331 Theory and inference for regression models with missing responses and covariates
by Chen, Qingxia & Ibrahim, Joseph G. & Chen, Ming-Hui & Senchaudhuri, Pralay
- 1332-1357 Robust discrimination under a hierarchy on the scatter matrices
by Bianco, Ana & Boente, Graciela & Pires, Ana M. & Rodrigues, Isabel M.
May 2008, Volume 99, Issue 5
- 777-786 On the dependence between the extreme order statistics in the proportional hazards model
by Dolati, Ali & Genest, Christian & Kochar, Subhash C.
- 787-814 Adaptive estimation of the transition density of a particular hidden Markov chain
by Lacour, Claire
- 815-833 The one- and multi-sample problem for functional data with application to projective shape analysis
by Munk, A. & Paige, R. & Pang, J. & Patrangenaru, V. & Ruymgaart, F.
- 834-857 Nonparametric time series prediction: A semi-functional partial linear modeling
by Aneiros-Pérez, Germán & Vieu, Philippe
- 858-879 On Mardia's and Song's measures of kurtosis in elliptical distributions
by Zografos, K.
- 880-895 Generalized partially linear models with missing covariates
by Liang, Hua
- 896-911 Exact confidence coefficients of simultaneous confidence intervals for multinomial proportions
by Wang, Hsiuying
- 912-927 Stein's Lemma for elliptical random vectors
by Landsman, Zinoviy & Neslehová, Johanna
- 928-948 Estimation and confidence bands of a conditional survival function with censoring indicators missing at random
by Wang, Qihua & Shen, Junshan
- 949-967 Sample covariance shrinkage for high dimensional dependent data
by Sancetta, Alessio
- 968-1009 Testing nonparametric and semiparametric hypotheses in vector stationary processes
by Eichler, Michael
- 1010-1012 Letter to the Editor
by Nadarajah, Saralees
April 2008, Volume 99, Issue 4
- 577-588 Nonparametric estimation of the dependence function for a multivariate extreme value distribution
by Zhang, Dabao & Wells, Martin T. & Peng, Liang
- 589-605 Nonparametric inference under competing risks and selection-biased sampling
by Dauxois, Jean-Yves & Guilloux, Agathe
- 606-636 High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus
by Baldi, Paolo & Kerkyacharian, Gérard & Marinucci, Domenico & Picard, Dominique
- 637-648 Singular matrix variate beta distribution
by Díaz-García, José A. & Gutiérrez Jáimez, Ramón
- 649-664 Empirical likelihood analysis of the Buckley-James estimator
by Zhou, Mai & Li, Gang
- 665-683 A central limit theorem for measurements on the logarithmic scale and its application to dimension estimates
by Denker, Manfred & Min, Aleksey
- 684-714 A nonparametric regression cross spectrum for multivariate time series
by Beran, Jan & Heiler, Mark A.
- 715-734 Peaks-over-threshold stability of multivariate generalized Pareto distributions
by Falk, Michael & Guillou, Armelle
- 735-750 Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions
by Fourdrinier, Dominique & Strawderman, William E.
- 751-775 Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues
by Sheena, Yo & Takemura, Akimichi
March 2008, Volume 99, Issue 3
- 311-338 The multivariate least-trimmed squares estimator
by Agulló, Jose & Croux, Christophe & Van Aelst, Stefan
- 339-357 Hierarchical orbital decompositions and extended decomposable distributions
by Kamiya, Hidehiko & Takemura, Akimichi
- 358-371 Conditional orderings and positive dependence
by Colangelo, Antonio & Hu, Taizhong & Shaked, Moshe
- 372-385 Dependence structure of conditional Archimedean copulas
by Mesfioui, Mhamed & Quessy, Jean-François
- 386-402 A test for the mean vector with fewer observations than the dimension
by Srivastava, Muni S. & Du, Meng
- 403-420 Frontier estimation via kernel regression on high power-transformed data
by Girard, Stéphane & Jacob, Pierre
- 421-436 On information pooling, adaptability and superefficiency in nonparametric function estimation
by Cai, T. Tony
- 437-450 Simultaneous control of false positives and false negatives in multiple hypotheses testing
by Ebrahimi, Nader
- 451-464 Change detection in autoregressive time series
by Gombay, Edit
- 465-489 An implicit function approach to constrained optimization with applications to asymptotic expansions
by Boik, Robert J.
- 490-509 Grouped Dirichlet distribution: A new tool for incomplete categorical data analysis
by Ng, Kai Wang & Tang, Man-Lai & Tan, Ming & Tian, Guo-Liang
- 510-541 The increment ratio statistic
by Surgailis, Donatas & Teyssière, Gilles & Vaiciulis, Marijus
- 542-554 From moments of sum to moments of product
by Kan, Raymond
- 555-571 Wishartness and independence of matrix quadratic forms in a normal random matrix
by Hu, Jianhua
- 572-573 The distribution of the ratio X/Y for all centred elliptically symmetric distributions
by Jones, M.C.
- 574-575 Letter to the editor
by Nadarajah, Saralees
February 2008, Volume 99, Issue 2
- 165-190 Sharp adaptation for spherical inverse problems with applications to medical imaging
by Koo, Ja-Yong & Kim, Peter T.
- 191-214 Detecting abrupt changes in a piecewise locally stationary time series
by Last, Michael & Shumway, Robert
- 215-231 Empirical likelihood inference for censored median regression model via nonparametric kernel estimation
by Zhao, Yichuan & Chen, Feiming
- 232-244 Shrinkage structure in biased regression
by Druilhet, Pierre & Mom, Alain
- 245-277 Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model
by Mynbaev, Kairat T. & Ullah, Aman
- 278-305 Functional-coefficient partially linear regression model
by Wong, Heung & Zhang, Riquan & Ip, Wai-cheung & Li, Guoying
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