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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
April 2008, Volume 99, Issue 4
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
- 306-307 Letter to the Editor
by Nadarajah, Saralees & Kotz, Samuel
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
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