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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
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
- 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.
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