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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 2006, Volume 97, Issue 6
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
- 575-585 New insights into best linear unbiased estimation and the optimality of least-squares
by Faliva, Mario & Zoia, Maria Grazia
- 586-605 Asymptotic results on a class of adaptive multi-treatment designs
by Li-Xin, Zhang
- 606-618 Special variance structures in the growth curve model
by Zezula, Ivan
- 619-632 Restricted expected multivariate least squares
by Fang, Kai-Tai & Wang, Song-Gui & von Rosen, Dietrich
- 633-654 Strong consistency of least-squares estimation in linear regression models with vague concepts
by Krätschmer, Volker
- 655-674 A trivariate chi-squared distribution derived from the complex Wishart distribution
by Hagedorn, M. & Smith, P.J. & Bones, P.J. & Millane, R.P. & Pairman, D.
- 675-697 Analysis of two-sample truncated data using generalized logistic models
by Li, Gang & Qin, Jing
- 698-719 Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data
by Sun, Dongchu & Sun, Xiaoqian
- 720-732 Consistency of the generalized MLE of a joint distribution function with multivariate interval-censored data
by Yu, Shaohua & Yu, Qiqing & Wong, George Y.C.
- 733-758 Selecting mixed-effects models based on a generalized information criterion
by Pu, Wenji & Niu, Xu-Feng
- 759-764 Best affine unbiased representations of the fully restricted general Gauss-Markov model
by Haupt, Harry & Oberhofer, Walter
- 765-784 Measuring stochastic dependence using [phi]-divergence
by Micheas, Athanasios C. & Zografos, Konstantinos
- 785-795 The matrix-t distribution and its applications in predictive inference
by Kibria, B.M. Golam
February 2006, Volume 97, Issue 2
- 295-310 Sequences of elliptical distributions and mixtures of normal distributions
by Gómez-Sánchez-Manzano, E. & Gómez-Villegas, M.A. & Marín, J.M.
- 311-323 Rates of convergence for partitioning and nearest neighbor regression estimates with unbounded data
by Kohler, Michael & Krzyzak, Adam & Walk, Harro
- 324-341 Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
by You, Jinhong & Chen, Gemai
- 342-358 On the ratio X/Y for some elliptically symmetric distributions
by Nadarajah, Saralees
- 359-384 Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
by Taskinen, Sara & Croux, Christophe & Kankainen, Annaliisa & Ollila, Esa & Oja, Hannu
- 385-411 Conditional independence models for seemingly unrelated regressions with incomplete data
by Drton, Mathias & Andersson, Steen A. & Perlman, Michael D.
- 412-430 A statistical model for random rotations
by León, Carlos A. & Massé, Jean-Claude & Rivest, Louis-Paul
- 431-454 Estimation of two ordered bivariate mean residual life functions
by Rojo, Javier & Ghebremichael, Musie
- 455-473 Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution
by Schneeweiss, Hans & Cheng, Chi-Lun
- 474-491 The likelihood ratio test for homogeneity in bivariate normal mixtures
by Song Qin, Yong & Smith, Bruce
- 492-513 An asymptotic expansion of the distribution of Rao's U-statistic under a general condition
by Gupta, Arjun K. & Xu, Jin & Fujikoshi, Yasunori
- 514-525 Estimation of location parameters for spherically symmetric distributions
by Xu, Jian-Lun & Izmirlian, Grant
- 526-547 Bounds for functions of multivariate risks
by Embrechts, Paul & Puccetti, Giovanni
- 548-562 Nonlinear least-squares estimation
by Pollard, David & Radchenko, Peter
- 563-573 Asymptotic properties of Bayes estimators for Gaussian Itô-processes with noisy observations
by Deck, T.
January 2006, Volume 97, Issue 1
- 1-18 Spatial design matrices and associated quadratic forms: structure and properties
by Hillier, Grant & Martellosio, Federico
- 19-45 Asymptotics for estimation and testing procedures under loss of identifiability
by Zhu, Hongtu & Zhang, Heping
- 46-78 Some positive dependence stochastic orders
by Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe
- 79-102 Latent models for cross-covariance
by Wegelin, Jacob A. & Packer, Asa & Richardson, Thomas S.
- 103-123 The Matsumoto-Yor property and the structure of the Wishart distribution
by Massam, Hélène & Wesolowski, Jacek
- 124-147 General projection-pursuit estimators for the common principal components model: influence functions and Monte Carlo study
by Boente, Graciela & Pires, Ana M. & Rodrigues, Isabel M.
- 148-178 Asymptotics for testing hypothesis in some multivariate variance components model under non-normality
by Gupta, Arjun K. & Harrar, Solomon W. & Fujikoshi, Yasunori
- 179-197 Bayesian inference in spherical linear models: robustness and conjugate analysis
by Arellano-Valle, R.B. & del Pino, G. & Iglesias, P.
- 198-210 Minimax and maximin efficient designs for estimating the location-shift parameter of parallel models with dual responses
by Lo Huang, Mong-Na & Lin, Chun-Sui
- 211-230 Prospective and retrospective analyses under logistic regression models
by Zhang, Biao
- 231-245 Adaptation under probabilistic error for estimating linear functionals
by Tony Cai, T. & Low, Mark G.
- 246-273 Bayesian multivariate spatial models for roadway traffic crash mapping
by Song, J.J. & Ghosh, M. & Miaou, S. & Mallick, B.
- 274-294 Local efficiency of a Cramer-von Mises test of independence
by Genest, Christian & Quessy, Jean-François & Rémillard, Bruno
October 2005, Volume 96, Issue 2
- 219-236 On the consistency properties of linear and quadratic discriminant analyses
by Velilla, Santiago & Hernández, Adolfo
- 237-264 The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
by Yanagihara, Hirokazu & Tonda, Tetsuji & Matsumoto, Chieko
- 265-281 Skew normal measurement error models
by Arellano-Valle, R.B. & Ozan, S. & Bolfarine, H. & Lachos, V.H.
- 282-294 Decomposition of search for v-structures in DAGs
by Geng, Zhi & Wang, Chi & Zhao, Qiang
- 295-310 When is the mean self-consistent?
by Davidov, Ori
- 311-331 Robust nonparametric estimators of monotone boundaries
by Daouia, Abdelaati & Simar, Léopold
- 332-351 Locally efficient estimation of regression parameters using current status data
by Andrews, Chris & van der Laan, Mark & Robins, James
- 352-373 Cycle-transitive comparison of independent random variables
by De Schuymer, B. & De Meyer, H. & De Baets, B.
- 374-383 A measure of independence for a multivariate normal distribution and some connections with factor analysis
by Knott, Martin
- 384-403 Influence of observations on the misclassification probability in quadratic discriminant analysis
by Croux, Christophe & Joossens, Kristel
- 404-424 Integral trimmed regions
by Cascos, Ignacio & López-Díaz, Miguel
- 425-438 Factorization of moving-average spectral densities by state-space representations and stacking
by Li, Lei M.
September 2005, Volume 96, Issue 1
- 1-19 L1-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized
by Fujikoshi, Y. & Ulyanov, V.V. & Shimizu, R.
- 20-29 Correlation in Lp-spaces
by Kowalski, Aleksander & Rudiuk, Edmund
- 30-54 A formal test for nonstationarity of spatial stochastic processes
by Fuentes, Montserrat
- 55-72 Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis
by Srivastava, M.S. & Ehsanes Saleh, A.K.Md.
- 73-92 Practical tests for randomized complete block designs
by Mahfoud, Ziyad R. & Randles, Ronald H.
- 93-116 On fundamental skew distributions
by Arellano-Valle, Reinaldo B. & Genton, Marc G.
- 117-135 Asymptotics for pooled marginal slicing estimator based on SIR[alpha] approach
by Saracco, Jérôme
- 136-171 Second-order accurate inference on eigenvalues of covariance and correlation matrices
by Boik, Robert J.
- 172-189 Measurement errors in multivariate measurement scales
by Tarkkonen, L. & Vehkalahti, K.
- 190-217 Robust semiparametric M-estimation and the weighted bootstrap
by Ma, Shuangge & Kosorok, Michael R.
August 2005, Volume 95, Issue 2
- 227-245 Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
by Liang, Han-Ying & Jing, Bing-Yi
- 246-272 Rate optimal estimation with the integration method in the presence of many covariates
by Hengartner, Nicolas W. & Sperlich, Stefan
- 273-300 Improved estimation of regression parameters in measurement error models
by Kim, H.M. & Saleh, A.K.Md.Ehsanes
- 301-322 Testing goodness of fit for the distribution of errors in multivariate linear models
by Jiménez Gamero, M.D. & Muñoz García, J. & Pino Mejías, R.
- 323-344 A new construction for skew multivariate distributions
by Dey, Dipak K. & Liu, Junfeng
- 345-369 A multivariate empirical characteristic function test of independence with normal marginals
by Bilodeau, M. & Lafaye de Micheaux, P.
- 370-384 Mixtures of factor analyzers: an extension with covariates
by Fokoué, Ernest
- 385-409 Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach
by Peng, Hanxiang & Schick, Anton
- 410-430 Noncentral quadratic forms of the skew elliptical variables
by Fang, B.Q.
- 431-448 A two-way analysis of variance model with positive definite interaction for homologous factors
by Causeur, David & Dhorne, Thierry & Antoni, Arlette
July 2005, Volume 95, Issue 1
- 1-22 Item response theory for longitudinal data: population parameter estimation
by Andrade, Dalton F. & Tavares, Heliton R.
- 23-36 On a combination method of VDR and patchwork for generating uniform random points on a unit sphere
by Yang, Zhenhai & Pang, W.K. & Hou, S.H. & Leung, P.K.
- 37-49 Asymptotically optimal tests for parametric functions against ordered functional alternatives
by Tsai, Ming-Tien & Sen, Pranab Kumar
- 50-65 Asymptotics in Bayesian decision theory with applications to global robustness
by Abraham, Christophe
- 66-75 Stochastic response restrictions
by Haupt, Harry & Oberhofer, Walter
- 76-106 Block thresholding for density estimation: local and global adaptivity
by Chicken, Eric & Cai, T. Tony
- 107-118 Efficiency of test for independence after Box-Cox transformation
by Freeman, Jade & Modarres, Reza
- 119-152 Goodness-of-fit tests for copulas
by Fermanian, Jean-David
- 153-181 Depth estimators and tests based on the likelihood principle with application to regression
by Müller, Christine H.
- 182-205 Censored multiple regression by the method of average derivatives
by Lu, Xuewen & Burke, M.D.
- 206-226 High breakdown estimators for principal components: the projection-pursuit approach revisited
by Croux, Christophe & Ruiz-Gazen, Anne
June 2005, Volume 94, Issue 2
- 227-249 Estimation of regression contour clusters--an application of the excess mass approach to regression
by Polonik, Wolfgang & Wang, Zailong
- 250-270 A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors
by Shklyar, S. & Schneeweiss, H.
- 271-299 Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix
by Takemura, Akimichi & Sheena, Yo
- 300-312 Monte Carlo approximation through Gibbs output in generalized linear mixed models
by Chan, Jennifer S.K. & Kuk, Anthony Y.C. & Yam, Carrie H.K.
- 313-327 A class of stationary random fields with a simple correlation structure
by Ma, Chunsheng
- 328-343 Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models
by Yuan, Ke-Hai & Bentler, Peter M.
- 344-365 Nonlinearity effects in multidimensional scaling
by Gower, John C. & Ngouenet, Roger F.
- 366-381 Covariance estimation under spatial dependence
by Furrer, Reinhard
- 382-400 A skewed Kalman filter
by Naveau, Philippe & Genton, Marc G. & Shen, Xilin
- 401-419 Asymptotic efficiency of the two-stage estimation method for copula-based models
by Joe, Harry
- 420-449 Asymptotic distribution of inequality-restricted canonical correlation with application to tests for independence in ordered contingency tables
by Kuriki, Satoshi
May 2005, Volume 94, Issue 1
- 1-18 Laplace approximations to hypergeometric functions of two matrix arguments
by Butler, Ronald W. & Wood, Andrew T.A.
- 19-69 Adequateness and interpretability of objective functions in ordinal data analysis
by Herden, Gerhard & Pallack, Andreas
- 70-108 On the minimization of multinomial tails and the Gupta-Nagel conjecture
by Gastaldi, Tommaso
- 109-122 Singular random matrix decompositions: distributions
by Díaz-García, José A. & González-Farías, Graciela
- 123-158 On Hadamard differentiability in k-sample semiparametric models--with applications to the assessment of structural relationships
by Freitag, Gudrun & Munk, Axel
- 159-171 On the dependence structure of order statistics
by Avérous, Jean & Genest, Christian & C. Kochar, Subhash
- 172-195 Dependence structures of multivariate Bernoulli random vectors
by Hu, Taizhong & Xie, Chaode & Ruan, Lingyan
- 196-208 Density estimation by the penalized combinatorial method
by Biau, Gérard & Devroye, Luc
- 209-221 Some results on the multivariate truncated normal distribution
by Horrace, William C.
April 2005, Volume 93, Issue 2
- 223-237 Similar tests for covariance structures in multivariate linear models
by Forchini, G.
- 238-256 Checking the adequacy of the multivariate semiparametric location shift model
by Henze, N. & Klar, B. & Zhu, L. X.
- 257-266 The general common Hermitian nonnegative-definite solution to the matrix equations AXA*=BB* and CXC*=DD* with applications in statistics
by Zhang, Xian
- 267-295 On the distribution of Pickands coordinates in bivariate EV and GP models
by Falk, Michael & Reiss, Rolf-Dieter
- 296-312 Singular random matrix decompositions: Jacobians
by Díaz-García, José A. & González-Farías, Graciela
- 313-339 Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
by Bassan, Bruno & Spizzichino, Fabio
- 340-357 Normative selection of Bayesian networks
by Sebastiani, Paola & Ramoni, Marco
- 358-374 Regularized classification for mixed continuous and categorical variables under across-location heteroscedasticity
by Leung, Chi-Ying
- 375-393 Test for parameter change in stochastic processes based on conditional least-squares estimator
by Lee, Sangyeol & Na, Okyoung
- 394-416 Minimax multivariate empirical Bayes estimators under multicollinearity
by Srivastava, M. S. & Kubokawa, T.
- 417-433 Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation
by Duong, Tarn & Hazelton, Martin L.
- 434-445 Archimedean copulæ and positive dependence
by Müller, Alfred & Scarsini, Marco
March 2005, Volume 93, Issue 1
- 1-20 Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribution
by Gupta, A. K. & Sheena, Y. & Fujikoshi, Y.
- 21-39 Auto-associative models and generalized principal component analysis
by Girard, Stéphane & Iovleff, Serge
- 40-57 Constraints on concordance measures in bivariate discrete data
by Denuit, Michel & Lambert, Philippe
- 58-80 A new test for multivariate normality
by Szekely, Gábor J. & Rizzo, Maria L.
- 81-101 Evaluation of reproducibility for paired functional data
by Li, Runze & Chow, Mosuk
- 102-111 High breakdown mixture discriminant analysis
by Bashir, Shaheena & Carter, E. M.
- 112-121 Stochastic comparisons of order statistics from gamma distributions
by Lihong, Sun & Xinsheng, Zhang
- 122-163 Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors
by Hallin, Marc & Paindaveine, Davy
- 164-179 Testing multivariate normality in incomplete data of small sample size
by Tan, Ming & Fang, Hong-Bin & Tian, Guo-Liang & Wei, Gang
- 180-197 Angular Gaussian and Cauchy estimation
by Auderset, Claude & Mazza, Christian & Ruh, Ernst A.
- 198-221 B-splines and discretization in an inverse problem for Poisson processes
by Szkutnik, Zbigniew
February 2005, Volume 92, Issue 2
- 227-238 Improving on the mle of a bounded location parameter for spherical distributions
by Marchand, Éric & Perron, François
- 239-256 Extension of the variance function of a steep exponential family
by Hassairi, A. & Masmoudi, A.
- 257-280 Modeling shape distributions and inferences for assessing differences in shapes
by Micheas, Athanasios C. & Dey, Dipak K.
- 281-297 Matrix shrinkage of high-dimensional expectation vectors
by Serdobolskii, V. I.
- 298-323 Operator geometric stable laws
by Kozubowski, Tomasz J. & Meerschaert, Mark M. & Panorska, Anna K. & Scheffler, Hans-Peter
- 324-342 Estimation of the entropy of a multivariate normal distribution
by Misra, Neeraj & Singh, Harshinder & Demchuk, Eugene
- 343-358 Characterization of rankings generated by linear discriminant analysis
by Kamiya, Hidehiko & Takemura, Akimichi
- 359-385 Simple consistent cluster methods based on redescending M-estimators with an application to edge identification in images
by Müller, Christine H. & Garlipp, Tim
- 386-404 Jackknifing in partially linear regression models with serially correlated errors
by You, Jinhong & Zhou, Xian & Chen, Gemai
- 405-425 Some laws of the iterated logarithm in Hilbertian autoregressive models
by Menneteau, Ludovic
- 426-453 On Pickands coordinates in arbitrary dimensions
by Falk, Michael & Reiss, Rolf-Dieter
- 454-464 The admissibility of the empirical mean location for the matrix von Mises-Fisher family
by Hendriks, Harrie
January 2005, Volume 92, Issue 1
- 1-23 Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process
by Helmers, Roelof & Mangku, I. Wayan & Zitikis, Ricardas
- 24-41 Estimation in generalized linear models for functional data via penalized likelihood
by Cardot, Hervé & Sarda, Pacal
- 42-52 On the asymptotic properties of multivariate sample autocovariances
by Boshnakov, Georgi N.
- 53-76 The restricted EM algorithm under inequality restrictions on the parameters
by Shi, Ning-Zhong & Zheng, Shu-Rong & Guo, Jianhua
- 77-96 Robustness of one-sided cross-validation to autocorrelation
by Hart, Jeffrey D. & Lee, Cherng-Luen
- 97-115 Rao distances
by A. Micchelli, Charles & Noakes, Lyle
- 116-133 Extensions of the conjugate prior through the Kullback-Leibler separators
by Yanagimoto, Takemi & Ohnishi, Toshio
- 134-144 A decomposition for a stochastic matrix with an application to MANOVA
by Mortarino, Cinzia
- 145-173 Dependence orderings for some functionals of multivariate point processes
by Kulik, Rafal & Szekli, Ryszard
- 174-185 A generalized Mahalanobis distance for mixed data
by de Leon, A. R. & Carrière, K. C.
- 186-204 Covariate selection for semiparametric hazard function regression models
by Bunea, Florentina & McKeague, Ian W.
- 205-225 A semiparametric density estimator based on elliptical distributions
by Liebscher, Eckhard
November 2004, Volume 91, Issue 2
- 119-142 On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(p)
by Galtchouk, L. & Konev, V.
- 143-160 Multivariate Lukacs theorem
by Bobecka, Konstancja & Wesolowski, Jacek
- 161-176 Canonical correlation analysis based on information theory
by Yin, Xiangrong
- 177-198 Weighted bootstrap for U-statistics
by Wang, Qiying & Jing, Bing-Yi
- 199-223 Improvement of approximations for the distributions of multinomial goodness-of-fit statistics under nonlocal alternatives
by Sekiya, Yuri & Taneichi, Nobuhiro
- 224-239 Limit theorems for random permanents with exchangeable structure
by Rempala, Grzegorz A. & Wesolowski, Jacek
- 240-261 Bandwidth choice for local polynomial estimation of smooth boundaries
by Hall, Peter & Park, Byeong U.
- 262-281 Multivariate spatial regression models
by Gamerman, Dani & Moreira, Ajax R. B.
- 282-304 Local influence in multilevel regression for growth curves
by Shi, Lei & Ojeda, Mario Miguel
October 2004, Volume 91, Issue 1
- 1-17 Linear mixed models and penalized least squares
by Bates, Douglas M. & DebRoy, Saikat
- 18-34 A new joint model for longitudinal and survival data with a cure fraction
by Chen, Ming-Hui & Ibrahim, Joseph G. & Sinha, Debajyoti
- 35-52 Likelihood ratio tests for goodness-of-fit of a nonlinear regression model
by Crainiceanu, Ciprian M. & Ruppert, David
- 53-73 Estimation in mixed effects model with errors in variables
by Cui, Hengjian & Ng, Kai W. & Zhu, Lixing
- 74-89 Quantile regression for longitudinal data
by Koenker, Roger
- 90-106 Likelihood and conditional likelihood inference for generalized additive mixed models for clustered data
by Zhang, Daowen & Davidian, Marie
- 107-118 Variance component testing in semiparametric mixed models
by Zhu, Zhongyi & Fung, Wing K.
August 2004, Volume 90, Issue 2
- 229-256 Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function
by Chaturvedi, Anoop & Shalabh
- 257-268 Covariance kernel and the central limit theorem in the total variation distance
by Mikami, Toshio
- 269-281 Improved estimation of accuracy in simple hypothesis versus simple alternative testing
by Wang, Hsiuying
- 282-300 Discriminant analysis for locally stationary processes
by Sakiyama, Kenji & Taniguchi, Masanobu
- 301-326 Higher order representations of the Robbins-Monro process
by Dippon, Jürgen
- 327-347 Asymptotic properties of some subset vector autoregressive process estimators
by Brockwell, Peter J. & Davis, Richard A. & Trindade, A. Alexandre
- 348-358 Best-possible bounds on sets of bivariate distribution functions
by Nelsen, Roger B. & Molina, José Juan Quesada & Lallena, José Antonio Rodríguez & Flores, Manuel Úbeda
- 359-383 Correlation and spectral theory for periodically correlated random fields indexed on Z2
by Hurd, H. & Kallianpur, G. & Farshidi, J.
- 384-392 Sharp minimaxity and spherical deconvolution for super-smooth error distributions
by Kim, Peter T. & Koo, Ja-Yong & Park, Heon Jin
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