Contact information of Elsevier
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Content
April 2004, Volume 89, Issue 1
- 1-35 Results in statistical discriminant analysis: a review of the former Soviet Union literature
by Raudys, Sarunas & Young, Dean M.
- 36-69 Exact probabilities of correct classifications for uncorrelated repeated measurements from elliptically contoured distributions
by Krause, D. & Richter, W. -D.
- 70-86 Optimal global rate of convergence in nonparametric regression with left-truncated and right-censored data
by Park, Jinho
- 87-96 On inadmissibility of Hotelling T2-tests for restricted alternatives
by Tsai, Ming-Tien & Sen, Pranab Kumar
- 97-118 Local polynomial maximum likelihood estimation for Pareto-type distributions
by Beirlant, Jan & Goegebeur, Yuri
- 119-134 Structural decompositions of multivariate distributions with applications in moment and cumulant
by Ip, Edward H. & Wang, Yuchung J. & Yeh, Yeong-nan
- 135-147 Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing
by Inoue, Akihiko & Kasahara, Yukio
- 148-180 On consistent testing for serial correlation of unknown form in vector time series models
by Duchesne, Pierre & Roy, Roch
- 181-190 A multivariate skew normal distribution
by Gupta, Arjun K. & González-Farías, Graciela & Domínguez-Molina, J. Armando
February 2004, Volume 88, Issue 2
- 207-221 Inequalities associated with intra-inter-class correlation matrices
by Kurata, Hiroshi
- 222-242 Testing for affine equivalence of elliptically symmetric distributions
by Gupta, A. K. & Henze, N. & Klar, B.
- 243-251 Estimation of cusp in nonregular nonlinear regression models
by Prakasa Rao, B. L. S.
- 252-273 Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors
by Jaschke, Stefan & Klüppelberg, Claudia & Lindner, Alexander
- 274-297 Complexity penalized support estimation
by Klemelä, Jussi
- 298-319 Nonparametric ANCOVA with two and three covariates
by Tsangari, Haritini & Akritas, Michael G.
- 320-334 Stein's idea and minimax admissible estimation of a multivariate normal mean
by Maruyama, Yuzo
- 335-364 Reference priors for exponential families with simple quadratic variance function
by Consonni, Guido & Veronese, Piero & Gutiérrez-Peña, Eduardo
- 365-411 A well-conditioned estimator for large-dimensional covariance matrices
by Ledoit, Olivier & Wolf, Michael
January 2004, Volume 88, Issue 1
- 1-18 On some testing problems for sparse contingency tables
by Burman, Prabir
- 19-46 Combining the data from two normal populations to estimate the mean of one when their means difference is bounded
by van Eeden, Constance & Zidek, James V.
- 47-60 Some properties and characterizations for generalized multivariate Pareto distributions
by Yeh, Hsiaw-Chan
- 61-75 Kernel density estimation for spatial processes: the L1 theory
by Hallin, Marc & Lu, Zudi & Tran, Lanh T.
- 76-88 Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models
by Yang, Guo-Qing & Wu, Qi-Guang
- 89-108 Robust weighted orthogonal regression in the errors-in-variables model
by Fekri, M. & Ruiz-Gazen, A.
- 109-117 A chi-square test for dimensionality with non-Gaussian data
by Bai, Z. D. & He, Xuming
- 118-130 An extension of the factorization theorem to the non-positive case
by Kopciuszewski, Pawel
- 131-137 Improved estimation of a covariance matrix in an elliptically contoured matrix distribution
by Leung, Pui Lam & Ng, Foon Yip
- 138-151 A connection between supermodular ordering and positive/negative association
by Christofides, Tasos C. & Vaggelatou, Eutichia
- 152-162 Spatial autoregression and related spatio-temporal models
by Ma, Chunsheng
- 163-176 A test of uniformity on shape spaces
by Chikuse, Y. & Jupp, P. E.
- 177-189 Generalized p-values and generalized confidence regions for the multivariate Behrens-Fisher problem and MANOVA
by Gamage, Jinadasa & Mathew, Thomas & Weerahandi, Samaradasa
- 190-206 On a new multivariate two-sample test
by Baringhaus, L. & Franz, C.
November 2003, Volume 87, Issue 2
- 219-240 Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis
by Pivato, Marcus & Seco, Luis
- 241-260 Large and moderate deviations for infinite-dimensional autoregressive processes
by Mas, André & Menneteau, Ludovic
- 261-274 The efficiency of adjusted least squares in the linear functional relationship
by Kukush, Alexander & Maschke, Erich Otto
- 275-297 Invariant tests for symmetry about an unspecified point based on the empirical characteristic function
by Henze, N. & Klar, B. & Meintanis, S. G.
- 298-314 The skew elliptical distributions and their quadratic forms
by Fang, B. Q.
- 315-327 Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model
by Ibarrola, P. & Pérez-Palomares, A.
- 328-355 The affine equivariant sign covariance matrix: asymptotic behavior and efficiencies
by Ollila, Esa & Oja, Hannu & Croux, Christophe
- 356-369 Factor models for multivariate count data
by Wedel, Michel & Böckenholt, Ulf & Kamakura, Wagner A.
- 370-397 Tail behaviour of Gaussian processes with applications to the Brownian pillow
by Koning, Alex J. & Protasov, Vladimir
- 398-412 On familial longitudinal Poisson mixed models with gamma random effects
by Sutradhar, Brajendra C. & Jowaheer, Vandna
- 413-417 The distribution of symmetric matrix quotients
by Gupta, A. K. & Kabe, D. G.
October 2003, Volume 87, Issue 1
- 2-23 Multivariate quadratic forms of random vectors
by Blacher, René
- 24-45 Identification of graphical models for nonignorable nonresponse of binary outcomes in longitudinal studies
by Ma, Wen-Qing & Geng, Zhi & Hu, Yong-Hua
- 46-59 Characterization of the partial autocorrelation function of nonstationary time series
by Dégerine, Serge & Lambert-Lacroix, Sophie
- 60-79 Empirical Bayesian estimation of normal variances and covariances
by Champion, Colin J.
- 80-100 Semiparametric estimation based on parametric modeling of the cause-specific hazard ratios in competing risks
by Suzukawa, A. & Taneichi, N.
- 101-132 Survival function estimation when lifetime and censoring time are dependent
by Ebrahimi, Nader & Molefe, Daniel
- 133-158 Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
by Antoniadis, Anestis & Sapatinas, Theofanis
- 159-176 Rank estimation in reduced-rank regression
by Bura, Efstathia & Cook, R. Dennis
- 177-190 Kronecker product permutation matrices and their application to moment matrices of the normal distribution
by Schott, James R.
- 191-217 Nonparametric estimation of the location of a maximum in a response surface
by Facer, Matthew R. & Müller, Hans-Georg
August 2003, Volume 86, Issue 2
- 213-226 Efficient estimation in conditional single-index regression
by Delecroix, Michel & Härdle, Wolfgang & Hristache, Marian
- 227-241 Consistent estimation of coefficients in measurement error models with replicated observations
by Shalabh
- 242-253 Best affine unbiased response decomposition
by Dhaene, Geert & Schokkaert, Erik & Van de Voorde, Carine
- 254-265 On the admissibility of stable spherical multivariate tests
by Glimm, Ekkehard & Läuter, Jürgen
- 266-292 Nonparametric estimation of distributions with categorical and continuous data
by Li, Qi & Racine, Jeff
- 293-309 Constructing fixed rank optimal estimators with method of best recurrent approximations
by Torokhti, Anatoli & Howlett, Phil
- 310-329 Semi-parametric multivariate modelling when the marginals are the same
by Marron, J. S. & Nakamura, Miguel & Pérez-Abreu, Víctor
- 330-359 Local polynomial fitting under association
by Masry, Elias
- 360-374 Hypothesis testing for the generalized multivariate modified Bessel model
by Thabane, Lehana & Drekic, Steve
- 375-397 Reducing variance in nonparametric surface estimation
by Cheng, Ming-Yen & Hall, Peter
- 398-422 Precise asymptotics in some strong limit theorems for multidimensionally indexed random variables
by Gut, Allan & Spataru, Aurel
July 2003, Volume 86, Issue 1
- 1-13 Unbiased estimation in the multivariate natural exponential family with simple quadratic variance function
by López Blázquez, Fernando & Gutiérrez Rubio, David
- 14-27 Estimation of a parameter vector when some components are restricted
by Fourdrinier, Dominique & Ouassou, Idir & Strawderman, William E.
- 28-47 Estimating the covariance matrix: a new approach
by Kubokawa, T. & Srivastava, M. S.
- 48-71 Are copulas unimodal?
by Cuculescu, Ioan & Theodorescu, Radu
- 72-96 Using wavelet methods to solve noisy Abel-type equations with discontinuous inputs
by Hall, Peter & Paige, Robert & Ruymgaart, Frits H.
- 97-107 Spatio-temporal stationary covariance models
by Ma, Chunsheng
- 108-125 A criterion for a continuous spectral density
by Bradley, Richard C.
- 126-142 Asymptotic properties of conditional maximum likelihood estimator in a certain exponential model
by Fujisawa, Hironori
- 143-165 On the risk of estimates for block decreasing densities
by Biau, Gérard & Devroye, Luc
- 166-182 Nonparametric likelihood ratio goodness-of-fit tests for survival data
by Li, Gang
- 183-212 Clusters, outliers, and regression: fixed point clusters
by Hennig, Christian
May 2003, Volume 85, Issue 2
- 217-233 A construction of the UMVU estimator for simple quadratic natural exponential families
by Pommeret, Denys
- 234-252 Dimension reduction in partly linear error-in-response models with validation data
by Wang, Qihua
- 253-266 Bayesian graphical model determination using decision theory
by Corander, Jukka
- 267-291 Wavelet regression estimation in nonparametric mixed effect models
by Angelini, Claudia & De Canditiis, Daniela & Leblanc, Frédérique
- 292-317 Information and asymptotic efficiency of the case-cohort sampling design in Cox's regression model
by Zhang, Haimeng & Goldstein, Larry
- 318-334 Approximations to the distribution of the sample correlation matrix
by Kollo, Tõnu & Ruul, Kaire
- 335-360 Asymptotic laws for disparity statistics in product multinomial models
by Morales, D. & Pardo, L. & Vajda, I.
- 361-374 Descriptive measures of multivariate scatter and linear dependence
by Peña, Daniel & Rodríguez, Julio
- 375-394 Concentrated matrix Langevin distributions
by Chikuse, Yasuko
- 395-415 Asymptotic relative Pitman efficiency in group models
by Chang, Ted & Tsai, Ming-Tien
- 416-430 Empirical likelihood inference for median regression models for censored survival data
by Qin, Gengsheng & Tsao, Min
April 2003, Volume 85, Issue 1
- 1-9 Wishart distributions associated with matrix quadratic forms
by Masaro, Joe & Wong, Chi Song
- 10-23 Predictivistic characterizations of multivariate student-t models
by Loschi, Rosangela H. & Iglesias, Pilar L. & Arellano-Valle, Reinaldo B.
- 24-39 Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix
by Fourdrinier, Dominique & Strawderman, William E. & Wells, Martin T.
- 40-53 A multivariate dispersion ordering based on quantiles more widely separated
by Fernandez-Ponce, J. M. & Suarez-Llorens, A.
- 54-77 Functional canonical analysis for square integrable stochastic processes
by He, Guozhong & Müller, Hans-Georg & Wang, Jane-Ling
- 78-90 On the monotone convergence of vector means
by Jensen, D. R.
- 91-105 Finite sample tail behavior of multivariate location estimators
by Zuo, Yijun
- 106-129 Multivariate nonparametric tests in a randomized complete block design
by Möttönen, J. & Hüsler, J. & Oja, H.
- 130-155 On same-realization prediction in an infinite-order autoregressive process
by Ing, Ching-Kang & Wei, Ching-Zong
- 156-191 Nonparametric estimation of competing risks models with covariates
by Fermanian, Jean-David
- 192-216 Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields
by Ruiz-Medina, M. D. & Angulo, J. M. & Anh, V. V.
February 2003, Volume 84, Issue 2
- 209-221 Application of fast spherical Fourier transform to density estimation
by Hendriks, Harrie
- 222-246 Asymptotic expansion of the null distribution of test statistic for linear hypothesis in nonnormal linear model
by Yanagihara, Hirokazu
- 247-261 Strong convergence of estimators in nonlinear autoregressive models
by Liebscher, Eckhard
- 262-273 A strong limit theorem on gambling systems
by Liu, Wen & Wang, Jinting
- 274-283 Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions
by Maruyama, Yuzo
- 284-298 Conditional tests for elliptical symmetry
by Zhu, Li-Xing & Neuhaus, Georg
- 299-318 Bootstraps of sums of independent but not identically distributed stochastic processes
by Kosorok, Michael R.
- 319-334 Convergence rate of the best-r-point-average estimator for the maximizer of a nonparametric regression function
by Bai, Zhidong & Chen, Zehua & Wu, Yaohua
- 335-350 Multivariate aging properties of epoch times of nonhomogeneous processes
by Belzunce, Félix & Mercader, José A. & Ruiz, José M.
- 351-368 Exact tests in simple growth curve models and one-way ANOVA with equicorrelation error structure
by Lin, Shu-Hui & Lee, Jack C.
- 369-386 The effect of across-location heteroscedasticity on the classification of mixed categorical and continuous data
by Leung, Chi-Ying
- 387-402 Bayesian networks for discrete multivariate data: an algebraic approach to inference
by Smith, J. Q. & Croft, J.
- 403-409 Some equivalence results concerning multiplicative lattice decompositions of multivariate densities
by Ip, Edward H. & Wang, Yuchung J. & Yeh, Yeong-nan
- 410-412 An extension of Bar-Hen's preliminary test procedure
by Kala, Radoslaw & Krzysko, Miroslaw
January 2003, Volume 84, Issue 1
- 1-18 Inference for the invariance of canonical analysis under linear transformations
by Nkiet, Guy Martial
- 19-39 Consistent estimation of the intensity function of a cyclic Poisson process
by Helmers, Roelof & Wayan Mangku, I. & Zitikis, Ricardas
- 40-60 Optimal prediction for linear regression with infinitely many parameters
by Goldenshluger, Alexander & Tsybakov, Alexandre
- 61-84 Asymptotic theory for multivariate GARCH processes
by Comte, F. & Lieberman, O.
- 85-100 On smoothness properties of spatial processes
by Banerjee, S. & Gelfand, A. E.
- 101-115 Empirical likelihood confidence region for parameter in the errors-in-variables models
by Cui, Hengjian & Chen, Song Xi
- 116-144 A robust and efficient adaptive reweighted estimator of multivariate location and scatter
by Gervini, Daniel
- 145-172 Robust factor analysis
by Pison, Greet & Rousseeuw, Peter J. & Filzmoser, Peter & Croux, Christophe
- 173-189 Multivariate hazard rate orders
by Hu, Taizhong & Khaledi, Baha-Eldin & Shaked, Moshe
- 190-207 Efficient estimators and LAN in canonical bivariate POT models
by Falk, Michael & Reiss, Rolf-Dieter
November 2002, Volume 83, Issue 2
- 265-287 Asymptotic Behavior of Bandwidth Selected by the Cross-Validation Method for Local Polynomial Fitting
by Xia, Yingcun & Li, W. K.
- 288-302 A Generalized [phi]-Divergence for Asymptotically Multivariate Normal Models
by Wegenkittl, Stefan
- 303-323 Estimation under l1-Symmetry
by Fourdrinier, Dominique & Lemaire, Anne-Sophie
- 324-359 Model Specification Tests in Nonparametric Stochastic Regression Models
by Gao, Jiti & Tong, Howell & Wolff, Rodney
- 360-364 The Tukey Depth Characterizes the Atomic Measure
by Koshevoy, Gleb A.
- 365-388 Continuity of Halfspace Depth Contours and Maximum Depth Estimators: Diagnostics of Depth-Related Methods
by Mizera, Ivan & Volauf, Milos
- 389-408 A Characterization of Joint Distribution of Two-Valued Random Variables and Its Applications
by Sharakhmetov, Sh. & Ibragimov, R.
- 409-414 Robust Bayesian Inference for Seemingly Unrelated Regressions with Elliptical Errors
by Ng, Vee Ming
- 415-450 AIC, Overfitting Principles, and the Boundedness of Moments of Inverse Matrices for Vector Autotregressions and Related Models
by Findley, David F. & Wei, Ching-Zong
- 451-468 Partial Influence Functions
by Pires, Ana M. & Branco, João A.
- 469-486 Empirical Likelihood Semiparametric Regression Analysis under Random Censorship
by Wang, Qi-Hua & Li, Gang
- 487-492 Inapplicability of Asymptotic Results on the Minimal Spanning Tree in Statistical Testing
by Caroni, C. & Prescott, P.
- 493-508 Compactly Supported Correlation Functions
by Gneiting, Tilmann
- 509-524 Multivariate Discrete Distributions with a Product-Type Dependence
by Becker, Niels G. & Utev, Sergey
October 2002, Volume 83, Issue 1
- 1-21 Asymptotic Properties of HPD Regions in the Discrete Case
by Rousseau, Judith
- 22-36 Continuous Elliptical and Exponential Power Linear Dynamic Models
by Gómez, E. & Gómez-Villegas, M. A. & Marín, J. M.
- 37-55 A Maximal Extension of the Gauss-Markov Theorem and Its Nonlinear Version
by Kariya, Takeaki & Kurata, Hiroshi
- 56-83 Change Point Estimation by Local Linear Smoothing
by Grégoire, Gérard & Hamrouni, Zouhir
- 84-123 Asymptotic Distribution of the Kaplan-Meier U-Statistics
by Bose, Arup & Sen, Arusharka
- 124-140 Distribution of Sum of Squares and Products Matrices for the Generalized Multilinear Matrix-T Model
by Khan, Shahjahan
- 141-165 A Treatment of Multivariate Skewness, Kurtosis, and Related Statistics
by Klar, Bernhard
- 166-182 Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix
by Chaturvedi, Anoop & Wan, Alan T. K. & Singh, Shri P.
- 183-207 Saddlepoint Expansions in Linear Regression
by Ivanov, Alexander V. & Zwanzig, Silvelyn
- 208-231 Distribution-Function-Based Bivariate Quantiles
by Chen, L. -A. & Welsh, A. H.
- 232-247 Generalized Quantile Processes Based on Multivariate Depth Functions, with Applications in Nonparametric Multivariate Analysis
by Serfling, Robert
- 248-263 Bias and Efficiency Loss Due to Categorizing an Explanatory Variable
by Taylor, Jeremy M. G. & Yu, Menggang
August 2002, Volume 82, Issue 2
- 263-298 Measures of Association for Hilbertian Subspaces and Some Applications
by Dauxois, Jacques & Nkiet, Guy Martial
- 299-330 Exact Misclassification Probabilities for Plug-In Normal Quadratic Discriminant Functions: II. The Heterogeneous Case
by McFarland, H. Richard & Richards, Donald St. P.
- 331-366 Large Sample Properties of Mixture Models with Covariates for Competing Risks
by Choi, K. C. & Zhou, X.
- 367-378 More on Stochastic Comparisons and Dependence among Concomitants of Order Statistics
by Blessinger, Todd
- 379-394 The Optimal Classification Using a Linear Discriminant for Two Point Classes Having Known Mean and Covariance
by Cooke, Tristrom & Peake, Michael
- 395-415 Measurement Error Models with Nonconstant Covariance Matrices
by Arellano-Valle, Reinaldo B. & Bolfarine, Heleno & Gasco, Loreta
- 416-421 On the Power Function of the Likelihood Ratio Test for MANOVA
by Bhaumik, Dulal Kumar & Sarka, Sanat K.
- 422-430 A Formula for the Tail Probability of a Multivariate Normal Distribution and Its Applications
by Hüsler, Jürg & Liu, Regina Y. & Singh, Kesar
- 431-444 Linear Least Squares Estimation of Regression Models for Two-Dimensional Random Fields
by Cohen, Guy & Francos, Joseph M.
- 445-456 Efficient Estimation of Two Seemingly Unrelated Regression Equations
by Liu, Aiyi
- 457-470 Principal Component Analysis from the Multivariate Familial Correlation Matrix
by Bilodeau, Martin & Duchesne, Pierre
- 471-485 On a Small Sample Adjustment for the Profile Score Function in Semiparametric Smoothing Models
by Kauermann, Göran
- 486-516 On the Asymptotics of Trimmed Best k-Nets
by Cuesta-Albertos, J. A. & García-Escudero, L. A. & Gordaliza, A.
July 2002, Volume 82, Issue 1
- 1-16 The Meta-elliptical Distributions with Given Marginals
by Fang, Hong-Bin & Fang, Kai-Tai & Kotz, Samuel
- 17-38 Assessing Goodness-of-Fit of Generalized Logit Models Based on Case-Control Data
by Zhang, Biao
- 39-64 Estimating Risk and the Mean Squared Error Matrix in Stein Estimation
by Kubokawa, T. & Srivastava, M. S.
- 65-87 Parameter Estimation in Linear Models with Heteroscedastic Variances Subject to Order Restrictions
by Hoferkamp, Carol & Das Peddada, Shyamal
- 88-110 New Multivariate Product Density Estimators
by Devroye, Luc & Krzyzak, Adam
- 111-133 Variance Estimation for High-Dimensional Regression Models
by Spokoiny, Vladimir
- 134-165 Some Extensions of Tukey's Depth Function
by Zhang, Jian
- 166-188 Local Polynomial Fitting in Semivarying Coefficient Model
by Zhang, Wenyang & Lee, Sik-Yum & Song, Xinyuan
- 189-209 Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models
by Cai, Zongwu
- 210-239 On Two Aproaches to Approximation of Multidimensional Stable Laws
by Davydov, Yu. & Nagaev, A. V.
- 240-262 Moment Properties of the Multivariate Dirichlet Distributions
by Gupta, Rameshwar D. & Richards, Donald St. P.
May 2002, Volume 81, Issue 2
- 189-204 Geometric Generalization of the Exponential Law
by Henschel, V. & Richter, W. -D.
- 205-228 Large Deviations for Quadratic Forms of Locally Stationary Processes
by Zani, Marguerite
- 229-241 Testing for Ordered Trends of Binary Responses between Contingency Tables
by Park, Chul Gyu
- 242-258 On the n-Coupling Problem
by Rüschendorf, Ludger & Uckelmann, Ludger
- 259-273 Fixed Width Confidence Region for the Mean of a Multivariate Normal Distribution
by Nagao, Hisao & Srivastava, M. S.
- 274-285 A Statistic for Testing the Null Hypothesis of Elliptical Symmetry
by Manzotti, A. & Pérez, Francisco J. & Quiroz, Adolfo J.
- 286-300 Asymptotics for the Tukey Median
by Massé, Jean-Claude
- 301-334 Bayesian Object Identification: Variants
by Ritter, Gunter & Gallegos, María Teresa
- 335-359 Asymptotic Approximations for the Distributions of the Multinomial Goodness-of-Fit Statistics under Local Alternatives
by Taneichi, Nobuhiro & Sekiya, Yuri & Suzukawa, Akio
- 360-375 Density Deconvolution in the Circular Structural Model
by Goldenshluger, Alexander
April 2002, Volume 81, Issue 1
- 1-18 An Adaptive Design for Multi-Arm Clinical Trials
by Bai, Z. D. & Hu, Feifang & Shen, Liang
- 19-27 On the Covariance between Functions
by Cuadras, C. M.
- 28-46 An Almost Surely Optimal Combined Classification Rule
by Mojirsheibani, Majid
- 47-66 Asymptotic Expansions and Bootstrap Approximations in Factor Analysis
by Ichikawa, Masanori & Konishi, Sadanori
- 67-84 Graph-Theoretic Procedures for Dimension Identification
by Brito, María R. & Quiroz, Adolfo J. & Yukich, J. E.
- 85-99 Marginal Replacement in Multivariate Densities, with Application to Skewing Spherically Symmetric Distributions
by Jones, M. C.
- 100-119 Spatially Adaptive Splines for Statistical Linear Inverse Problems
by Cardot, Hervé
- 120-127 A Characterization of Poisson-Gaussian Families by Convolution-Stability
by Koudou, A. E. & Pommeret, D.
- 128-137 On the Dependence Structure of Certain Multi-dimensional Ito Processes and Corresponding Hitting Times
by Ebrahimi, Nader
- 138-166 The Deepest Regression Method
by Van Aelst, Stefan & Rousseeuw, Peter J. & Hubert, Mia & Struyf, Anja
- 167-186 R-estimation in Autoregression with Square-Integrable Score Function
by Mukherjee, Kanchan & Bai, Z. D.
February 2002, Volume 80, Issue 2
- 191-216 Limit Theorems for the Non-linear Functional of Stationary Gaussian Processes
by Hariz, Samir Ben
- 217-233 Nonnegative Minimum Biased Quadratic Estimation in Mixed Linear Models
by Gnot, Stanislaw & Grzadziel, Mariusz
- 234-255 Set-Indexed Conditional Empirical and Quantile Processes Based on Dependent Data
by Polonik, Wolfgang & Yao, Qiwei
- 256-284 Wavelet Threshold Estimation of a Regression Function with Random Design
by Zhang, Shuanglin & Wong, Man-Yu & Zheng, Zhongguo
- 285-301 Minimax Hierarchical Empirical Bayes Estimation in Multivariate Regression
by Oman, Samuel D.
- 302-321 Likelihood-Based Local Polynomial Fitting for Single-Index Models
by Huh, J. & Park, B. U.
Printed from https://ideas.repec.org/s/eee/jmvana15.html
