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Content
February 2008, Volume 99, Issue 2
January 2008, Volume 99, Issue 1
- 1-24 Optimal adaptive generalized Polya urn design for multi-arm clinical trials
by Yuan, Ao & Chai, Gen Xiang
- 25-49 Approximating posterior probabilities in a linear model with possibly noninvertible moving average errors
by Pokta, Suriani & Hart, Jeffrey D.
- 50-73 Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
by Maruyama, Yazo & Takemura, Akimichi
- 74-93 Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions
by Fourdrinier, Dominique & Kortbi, Othmane & Strawderman, William E.
- 94-116 Innovations algorithm asymptotics for periodically stationary time series with heavy tails
by Anderson, Paul L. & Kavalieris, Laimonis & Meerschaert, Mark M.
- 117-140 Parameter estimation of selfsimilarity exponents
by Becker-Kern, Peter & Pap, Gyula
- 141-164 Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
by Tsukuma, Hisayuki & Kubokawa, Tatsuya
November 2007, Volume 98, Issue 10
- 1853-1875 Asymptotic normality of the sample mean and covariances of evanescent fields in noise
by Kliger, Mark & Francos, Joseph M.
- 1876-1894 On the exact distribution of linear combinations of order statistics from dependent random variables
by Arellano-Valle, Reinaldo B. & Genton, Marc G.
- 1895-1922 Randomly censored partially linear single-index models
by Lu, Xuewen & Cheng, Tsung-Lin
- 1923-1954 Penalized empirical likelihood estimation of semiparametric models
by Otsu, Taisuke
- 1955-1968 Deconvolution from panel data with unknown error distribution
by Neumann, Michael H.
- 1969-1987 On posterior consistency in nonparametric regression problems
by Choi, Taeryon & Schervish, Mark J.
- 1988-2001 Partial size-and-shape distributions
by Alshabani, A.K.S. & Dryden, I.L. & Litton, C.D.
- 2002-2008 Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis
by Fujikoshi, Yasunori & Yamada, Takayuki & Watanabe, Daisuke & Takakazu Sugiyama
- 2009-2009 Reply to "M.C. Jones, The distribution of the ratio X/Y for all centred elliptically symmetric distributions"
by Nadarajah, Saralees
October 2007, Volume 98, Issue 9
- 1693-1704 Cross-validated bagged learning
by Petersen, Maya L. & Molinaro, Annette M. & Sinisi, Sandra E. & van der Laan, Mark J.
- 1705-1725 Multivariate fractionally integrated CARMA processes
by Marquardt, Tina
- 1726-1750 Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality
by Ogasawara, Haruhiko
- 1751-1764 Entropy estimate for high-dimensional monotonic functions
by Gao, Fuchang & Wellner, Jon A.
- 1765-1781 A contribution to multivariate L-moments: L-comoment matrices
by Serfling, Robert & Xiao, Peng
- 1782-1804 On rates of convergence in functional linear regression
by Li, Yehua & Hsing, Tailen
- 1805-1824 Nonparametric tests of independence between random vectors
by Beran, R. & Bilodeau, M. & Lafaye de Micheaux, P.
- 1825-1839 Some high-dimensional tests for a one-way MANOVA
by Schott, James R.
- 1840-1852 Exact distributions of MLEs of regression coefficients in GMANOVA-MANOVA model
by Bai, Peng & Shi, Lei
September 2007, Volume 98, Issue 8
- 1529-1538 Variable screening in predicting clinical outcome with high-dimensional microarrays
by Shao, Jun & Chow, Shein-Chung
- 1539-1557 Statistical inference of partially linear regression models with heteroscedastic errors
by You, Jinhong & Chen, Gemai & Zhou, Yong
- 1558-1582 Location estimation in nonparametric regression with censored data
by Heuchenne, Cédric & Van Keilegom, Ingrid
- 1583-1591 Extremes of conditioned elliptical random vectors
by Hashorva, Enkelejd
- 1592-1610 Methods for improvement in estimation of a normal mean matrix
by Tsukuma, Hisayuki & Kubokawa, Tatsuya
- 1611-1629 Symmetrised M-estimators of multivariate scatter
by Sirkiä, Seija & Taskinen, Sara & Oja, Hannu
- 1630-1657 Improved transformed statistics for the test of independence in rxs contingency tables
by Taneichi, Nobuhiro & Sekiya, Yuri
- 1658-1683 Robust estimation in generalized semiparametric mixed models for longitudinal data
by Qin, Guoyou & Zhu, Zhongyi
- 1684-1692 Pseudo-inverse multivariate/matrix-variate distributions
by Zhang, Zhihua
August 2007, Volume 98, Issue 7
- 1321-1336 Weak convergence of non-stationary multivariate marked processes with applications to martingale testing
by Escanciano, J. Carlos
- 1337-1355 Hazard rate estimation on random fields
by Li, Jiexiang & Tran, Lanh Tat
- 1356-1375 Moving estimates test with time varying bandwidth
by Na, Okyoung & Lee, Sangyeol
- 1376-1390 Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: L1 and pointwise convergence theory
by Sancetta, Alessio
- 1391-1411 Partitioning a non-symmetric measure of association for three-way contingency tables
by Beh, Eric J. & Simonetti, Biagio & D'Ambra, Luigi
- 1412-1416 Fisher information for generalised linear mixed models
by Wand, M.P.
- 1417-1440 Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models
by Caragea, Petruta C. & Smith, Richard L.
- 1441-1469 Scan clustering: A false discovery approach
by Perone Pacifico, M. & Genovese, C. & Verdinelli, I. & Wasserman, L.
- 1470-1493 Estimation in partially linear models with missing responses at random
by Wang, Qihua & Sun, Zhihua
- 1494-1507 Characterizations of Arnold and Strauss' and related bivariate exponential models
by Kotz, Samuel & Navarro, Jorge & Ruiz, Jose M.
- 1508-1527 A new class of bivariate distributions and its mixture
by Sarhan, Ammar M. & Balakrishnan, N.
July 2007, Volume 98, Issue 6
- 1099-1122 Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices
by Dozier, R. Brent & Silverstein, Jack W.
- 1123-1140 Multivariate conditional versions of Spearman's rho and related measures of tail dependence
by Schmid, Friedrich & Schmidt, Rafael
- 1141-1159 Identification of parameters by the distribution of the minimum: The tri-variate normal case with negative correlations
by Davis, J. & Mukherjea, A.
- 1160-1179 Locally best rotation-invariant rank tests for modal location
by Tsai, Ming-Tien & Sen, Pranab Kumar
- 1180-1194 Nonnegative quadratic estimation and quadratic sufficiency in general linear models
by Liu, Xu-qing & Rong, Jian-ying
- 1195-1213 Homogeneity tests based on several progressively Type-II censored samples
by Alvarez-Andrade, S. & Balakrishnan, N. & Bordes, L.
- 1214-1230 Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence
by Lin, Zhengyan & Li, Degui
- 1231-1261 Weak convergence in the functional autoregressive model
by Mas, André
- 1262-1282 Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses
by Yuan, Ke-Hai & Hayashi, Kentaro & Bentler, Peter M.
- 1283-1292 Exponential families of mixed Poisson distributions
by Ferrari, A. & Letac, G. & Tourneret, J.-Y.
- 1293-1304 On the Student's t-distribution and the t-statistic
by Yang, Zhenhai & Fang, Kai-Tai & Kotz, Samuel
- 1305-1319 Three general multivariate semi-Pareto distributions and their characterizations
by Yeh, Hsiaw-Chan
May 2007, Volume 98, Issue 5
- 873-895 Comparing clusterings--an information based distance
by Meila, Marina
- 896-915 REML estimation for binary data in GLMMs
by Noh, Maengseok & Lee, Youngjo
- 916-931 On the convergence of Newton's method when estimating higher dimensional parameters
by Clarke, Brenton R. & Futschik, Andreas
- 932-944 Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions
by Tsai, Ming-Tien
- 945-959 Estimation of Wishart mean matrices under simple tree ordering
by Tsai, Ming-Tien & Kubokawa, Tatsuya
- 960-969 A note about measures and Jacobians of singular random matrices
by Díaz-García, José A.
- 970-991 On kernel method for sliced average variance estimation
by Zhu, Li-Ping & Zhu, Li-Xing
- 992-1017 Moderate deviations for quadratic forms in Gaussian stationary processes
by Kakizawa, Yoshihide
- 1018-1032 Model checking for additive hazards model with multivariate survival data
by Yin, Guosheng
- 1033-1042 A reliability model for multivariate exponential distributions
by Wang, Rong-Tsorng
- 1043-1050 Algorithms and error estimations for monotone regression on partially preordered sets
by Hansohm, Jürgen
- 1051-1071 On nonparametric classification with missing covariates
by Mojirsheibani, Majid & Montazeri, Zahra
- 1072-1094 Asymptotic confidence intervals for Poisson regression
by Kohler, Michael & Krzyzak, Adam
April 2007, Volume 98, Issue 4
- 661-677 Distribution and characteristic functions for correlated complex Wishart matrices
by Smith, Peter J. & Garth, Lee M.
- 678-694 On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
by Dozier, R. Brent & Silverstein, Jack W.
- 695-705 A penalized criterion for variable selection in classification
by Mary-Huard, Tristan & Robin, Stéphane & Daudin, Jean-Jacques
- 706-742 Statistical inference using higher-order information
by Anh, V.V. & Leonenko, N.N. & Sakhno, L.M.
- 743-756 Likelihood ratio orderings of spacings of heterogeneous exponential random variables
by Wen, Songqiao & Lu, Qingshu & Hu, Taizhong
- 757-773 Dependence properties and bounds for ruin probabilities in multivariate compound risk models
by Cai, Jun & Li, Haijun
- 774-788 A multilinear form inequality
by Picard, Frederic
- 789-812 Bayesian reference analysis for Gaussian Markov random fields
by Ferreira, Marco A.R. & De Oliveira, Victor
- 813-828 Maximum likelihood factor analysis with rank-deficient sample covariance matrices
by Robertson, Donald & Symons, James
- 829-851 On minimaxity and admissibility of hierarchical Bayes estimators
by Kubokawa, Tatsuya & Strawderman, William E.
- 852-872 Hierarchical Bayes variable selection and microarray experiments
by Nott, David J. & Yu, Zeming & Chan, Eva & Cotsapas, Chris & Cowley, Mark J. & Pulvers, Jeremy & Williams, Rohan & Little, Peter
March 2007, Volume 98, Issue 3
- 435-454 Estimating common vector parameters in interlaboratory studies
by Rukhin, Andrew L.
- 455-480 Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data
by Wang, Qihua & Yu, Keming
- 481-492 More on the inadmissibility of step-up
by Cohen, Arthur & Sackrowitz, Harold B.
- 493-504 Analysis of repeated measures under unequal variances
by Ho, Yu-Yun & Weerahandi, Sam
- 505-516 Completeness and unbiased estimation of mean vector in the multivariate group sequential case
by Liu, Aiyi & Wu, Chengqing & Yu, Kai F. & Yuan, Weishi
- 517-532 Limit distribution of the sum and maximum from multivariate Gaussian sequences
by James, Barry & James, Kang & Qi, Yongcheng
- 533-543 Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters
by Scaillet, Olivier
- 544-567 On rank correlation measures for non-continuous random variables
by Neslehová, Johanna
- 568-587 Simultaneous modelling of the Cholesky decomposition of several covariance matrices
by Pourahmadi, Mohsen & Daniels, Michael J. & Park, Trevor
- 588-624 On the conic section fitting problem
by Shklyar, Sergiy & Kukush, Alexander & Markovsky, Ivan & Van Huffel, Sabine
- 625-637 Properties of cyclic subspace regression
by Lang, Patrick & Gironella, Ann & Venema, Rienk
- 638-659 Second order optimality for estimators in time series regression models
by Tamaki, Kenichiro
February 2007, Volume 98, Issue 2
- 227-255 Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter variants
by Furrer, Reinhard & Bengtsson, Thomas
- 256-281 A test for elliptical symmetry
by Huffer, Fred W. & Park, Cheolyong
- 282-294 Conditional limiting distribution of Type III elliptical random vectors
by Hashorva, Enkelejd
- 295-316 Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
by Konno, Yoshihiko
- 317-327 Estimation for parameters of interest in random effects growth curve models
by Ip, Wai-Cheung & Wu, Mi-Xia & Wang, Song-Gui & Wong, Heung
- 328-349 Multivariate dynamic information
by Ebrahimi, Nader & Kirmani, S.N.U.A. & Soofi, Ehsan S.
- 350-369 Densities for random balanced sampling
by Bubenik, Peter & Holbrook, John
- 370-383 A bivariate interval censorship model for partnership formation
by Yuet-Yee Wong, Linda & Yu, Qiqing
- 384-409 Linear discrimination with equicorrelated training vectors
by Leiva, Ricardo
- 410-434 Improving on the maximum likelihood estimators of the means in Poisson decomposable graphical models
by Hara, Hisayuki & Takemura, Akimichi
January 2007, Volume 98, Issue 1
- 1-29 A family of estimators for multivariate kurtosis in a nonnormal linear regression model
by Yanagihara, Hirokazu
- 30-39 Multivariate weighted renewal functions
by Mallor, F. & Omey, E. & Santos, J.
- 40-56 Asymptotic distributions of nonparametric regression estimators for longitudinal or functional data
by Yao, Fang
- 57-75 Density testing in a contaminated sample
by Holzmann, Hajo & Bissantz, Nicolai & Munk, Axel
- 76-101 On limit theorem for the eigenvalues of product of two random matrices
by Bai, Z.D. & Miao, Baiqi & Jin, Baisuo
- 102-113 Reliability and expectation bounds for coherent systems with exchangeable components
by Navarro, Jorge & Rychlik, Tomasz
- 114-144 HAC estimation and strong linearity testing in weak ARMA models
by Francq, Christian & Zakoïan, Jean-Michel
- 145-176 Minimax estimation for singular linear multivariate models with mixed uncertainty
by Pankov, Alexei R. & Siemenikhin, Konstantin V.
- 177-193 On the transitivity of the comonotonic and countermonotonic comparison of random variables
by De Meyer, H. & De Baets, B. & De Schuymer, B.
- 194-208 Geometry and marginals
by Noakes, Lyle
- 209-226 On unit roots for spatial autoregressive models
by Paulauskas, Vygantas
November 2006, Volume 97, Issue 10
- 2071-2100 Optimizing random scan Gibbs samplers
by Levine, Richard A. & Casella, George
- 2101-2130 Estimation of the memory parameter by fitting fractionally differenced autoregressive models
by Bhansali, R.J. & Giraitis, L. & Kokoszka, P.S.
- 2131-2140 Some statistical applications of Faa di Bruno
by Savits, Thomas H.
- 2141-2161 Linearly interpolated FDH efficiency score for nonconvex frontiers
by Jeong, Seok-Oh & Simar, Léopold
- 2162-2176 Two-sample inference for normal mean vectors based on monotone missing data
by Yu, Jianqi & Krishnamoorthy, K. & Pannala, Maruthy K.
- 2177-2189 Generating random correlation matrices based on partial correlations
by Joe, Harry
- 2190-2205 The Spectral Decomposition of Covariance Matrices for the Variance Components Models
by Jian-Hong, Shi & Song-Gui, Wang
- 2206-2220 A Chernoff-Savage result for shape:On the non-admissibility of pseudo-Gaussian methods
by Paindaveine, Davy
- 2221-2241 Application of modified information criterion to multiple change point problems
by Pan, Jianmin & Chen, Jiahua
- 2242-2261 Estimation of covariance matrices in fixed and mixed effects linear models
by Kubokawa, Tatsuya & Tsai, Ming-Tien
October 2006, Volume 97, Issue 9
- 1914-1926 Contributions to multivariate analysis by Professor Yasunori Fujikoshi
by Siotani, Minoru & Wakaki, Hirofumi
- 1927-1940 Multivariate analysis of variance with fewer observations than the dimension
by Srivastava, Muni S. & Fujikoshi, Yasunori
- 1941-1957 Error bounds for asymptotic expansions of Wilks' lambda distribution
by Fujikoshi, Yasunori & Ulyanov, Vladimir V.
- 1958-1964 Edgeworth expansion of Wilks' lambda statistic
by Wakaki, Hirofumi
- 1965-1975 Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition
by Yanagihara, Hirokazu & Tonda, Tetsuji & Matsumoto, Chieko
- 1976-1983 On simultaneous confidence intervals for all contrasts in the means of the intraclass correlation model with missing data
by Seo, Takashi & Kikuchi, Jun & Koizumi, Kazuyuki
- 1984-1996 James-Stein estimators for time series regression models
by Senda, Motohiro & Taniguchi, Masanobu
- 1997-2008 Image classification based on Markov random field models with Jeffreys divergence
by Nishii, Ryuei & Eguchi, Shinto
- 2009-2022 Non-parametric kernel regression for multinomial data
by Okumura, Hidenori & Naito, Kanta
- 2023-2033 Nonlinear regression modeling via regularized wavelets and smoothing parameter selection
by Fujii, Toru & Konishi, Sadanori
- 2034-2040 Interpreting Kullback-Leibler divergence with the Neyman-Pearson lemma
by Eguchi, Shinto & Copas, John
- 2041-2056 Non-uniform bounds for short asymptotic expansions in the CLT for balls in a Hilbert space
by Bogatyrev, S.A. & Götze, F. & Ulyanov, V.V.
- 2057-2070 Minimum distance classification rules for high dimensional data
by Srivastava, Muni S.
September 2006, Volume 97, Issue 8
- 1691-1701 Power of edge exclusion tests for graphical log-linear models
by Fátima Salgueiro, M. & Smith, Peter W.F. & McDonald, John W.
- 1702-1717 Estimating the support of multivariate densities under measurement error
by Meister, Alexander
- 1718-1741 Unbiased invariant minimum norm estimation in generalized growth curve model
by Wu, Xiaoyong & Zou, Guohua & Chen, Jianwei
- 1742-1756 A multivariate nonparametric test of independence
by Bakirov, Nail K. & Rizzo, Maria L. & Szekely, Gábor J.
- 1757-1765 Choosing joint distributions so that the variance of the sum is small
by Knott, Martin & Smith, Cyril
- 1766-1782 On location estimation for LARCH processes
by Beran, Jan
- 1783-1798 Local influence analysis of multivariate probit latent variable models
by Lu, Bin & Song, Xin-Yuan
- 1799-1814 Prediction of Euclidean distances with discrete and continuous outcomes
by Mortier, F. & Robin, S. & Lassalvy, S. & Baril, C.P. & Bar-Hen, A.
- 1815-1828 A class of proper priors for Bayesian simultaneous prediction of independent Poisson observables
by Komaki, Fumiyasu
- 1829-1841 The distribution of the residual from a general elliptical multivariate linear model
by Díaz-García, José A. & Gutiérrez-Jáimez, Ramón
- 1842-1869 On the prediction of vector-valued random fields and the spectral distribution of their evanescent component
by Cuny, Christophe
- 1870-1893 Methods for tracking support boundaries with corners
by Cheng, Ming-Yen & Hall, Peter
- 1894-1912 A unified approach to testing for and against a set of linear inequality constraints in the product multinomial setting
by El Barmi, Hammou & Johnson, Matthew
August 2006, Volume 97, Issue 7
- 1477-1500 On improved estimation of normal precision matrix and discriminant coefficients
by Tsukuma, Hisayuki & Konno, Yoshihiko
- 1501-1524 Simple and efficient improvements of multivariate local linear regression
by Cheng, Ming-Yen & Peng, Liang
- 1525-1550 Robust Gaussian graphical modeling
by Miyamura, Masashi & Kano, Yutaka
- 1551-1572 Characterization of dependence of multidimensional Lévy processes using Lévy copulas
by Kallsen, Jan & Tankov, Peter
- 1573-1585 A matrix-valued Bernoulli distribution
by Lovison, Gianfranco
- 1586-1599 Empirical likelihood inference for linear transformation models
by Lu, Wenbin & Liang, Yu
- 1600-1622 Robust estimation for the multivariate linear model based on a [tau]-scale
by Ben, Marta García & Martínez, Elena & Yohai, Víctor J.
- 1623-1637 An indexed multivariate dispersion ordering based on the Hausdorff distance
by López-Díaz, Miguel
- 1638-1659 Maximum likelihood estimation for all-pass time series models
by Andrews, Beth & Davis, Richard A. & Jay Breidt, F.
- 1660-1674 Robust estimation of Cronbach's alpha
by Christmann, A. & Van Aelst, S.
- 1675-1690 Sample mean, covariance and T2 statistic of the skew elliptical model
by Fang, B.Q.
July 2006, Volume 97, Issue 6
- 1263-1271 The covariance structure and likelihood function for multivariate dyadic data
by Li, Heng
- 1272-1283 Maximum entropy characterizations of the multivariate Liouville distributions
by Bhattacharya, Bhaskar
- 1284-1294 State space models on special manifolds
by Chikuse, Yasuko
- 1295-1312 Empirical likelihood for single-index models
by Xue, Liu-Gen & Zhu, Lixing
- 1313-1329 PLS regression: A directional signal-to-noise ratio approach
by Druilhet, Pierre & Mom, Alain
- 1330-1341 Testing marginal homogeneity against stochastically ordered marginals for rxr contingency tables
by Gao, Wei & Kuriki, Satoshi
- 1342-1354 Negative dependence in the balls and bins experiment with applications to order statistics
by Hu, Taizhong & Xie, Chaode
- 1355-1360 On the unlinking conjecture of independent polynomial functions
by Bhandari, Subir Kumar & Basu, Ayanendranath
- 1361-1381 Estimation of intrinsic processes affected by additive fractal noise
by Fernández-Pascual, Rosaura & Ruiz-Medina, María D. & Angulo, José M.
- 1382-1408 Eigenvalues of large sample covariance matrices of spiked population models
by Baik, Jinho & Silverstein, Jack W.
- 1409-1436 An estimation method for the Neyman chi-square divergence with application to test of hypotheses
by Broniatowski, M. & Leorato, S.
- 1437-1450 Optimum two level fractional factorial plans for model identification and discrimination
by Ghosh, Subir & Tian, Ying
- 1451-1466 Asymptotic Bayesian structure learning using graph supports for Gaussian graphical models
by Marrelec, Guillaume & Benali, Habib
- 1467-1475 Duality between matrix variate t and matrix variate V.G. distributions
by Harrar, Solomon W. & Seneta, Eugene & Gupta, Arjun K.
May 2006, Volume 97, Issue 5
- 1025-1043 A likelihood ratio test for separability of covariances
by Mitchell, Matthew W. & Genton, Marc G. & Gumpertz, Marcia L.
- 1044-1069 Limit distributions of least squares estimators in linear regression models with vague concepts
by Krätschmer, Volker
- 1070-1089 Corrected version of AIC for selecting multivariate normal linear regression models in a general nonnormal case
by Yanagihara, Hirokazu
- 1090-1120 Modified Whittle estimation of multilateral models on a lattice
by Robinson, P.M. & Vidal Sanz, J.
- 1121-1141 Asymptotic robustness of standard errors in multilevel structural equation models
by Yuan, Ke-Hai & Bentler, Peter M.
- 1142-1161 Nonparametric regression function estimation with surrogate data and validation sampling
by Wang, Qihua
- 1162-1184 Semi-parametric estimation of partially linear single-index models
by Xia, Yingcun & Härdle, Wolfgang
- 1185-1207 Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors
by Daniels, Michael J.
- 1208-1220 Preserving multivariate dispersion: An application to the Wishart distribution
by Fernández-Ponce, J.M. & Rodríguez-Griñolo, R.
- 1221-1250 Parameter estimation under ambiguity and contamination with the spurious model
by Teresa Gallegos, María & Ritter, Gunter
- 1251-1261 Total positivity order and the normal distribution
by Rinott, Yosef & Scarsini, Marco
April 2006, Volume 97, Issue 4
- 797-809 Progressive Type II censored order statistics for multivariate observations
by Bairamov, Ismihan
- 810-826 Influence functions for a general class of depth-based generalized quantile functions
by Wang, Jin & Serfling, Robert
- 827-843 A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
by Schott, James R.
- 844-873 Statistical inference in a panel data semiparametric regression model with serially correlated errors
by You, Jinhong & Zhou, Xian
- 874-894 Non-white Wishart ensembles
by Péché, S.
- 895-924 The hyper-Dirichlet process and its discrete approximations: The butterfly model
by Asci, C. & Nappo, G. & Piccioni, M.
- 925-945 Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example
by Gilbert, Scott & Zemcík, Petr
- 946-984 Consistent variable selection in large panels when factors are observable
by Ouysse, Rachida
- 985-998 Gauss inequalities on ordered linear spaces
by Jensen, D.R.
- 999-1023 Kernel estimation of density level sets
by Cadre, BenoI^t
March 2006, Volume 97, Issue 3
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