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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
August 2004, Volume 90, Issue 2
July 2004, Volume 90, Issue 1
- 1-18 Determining and analyzing differentially expressed genes from cDNA microarray experiments with complementary designs
by Conlon, Erin M. & Eichenberger, Patrick & Liu, J.S.Jun S.
- 19-43 Analyzing factorial designed microarray experiments
by Scholtens, Denise & Miron, Alexander & M. Merchant, Faisal & Miller, Arden & L. Miron, Penelope & Dirk Iglehart, J. & Gentleman, Robert
- 44-66 Problems in gene clustering based on gene expression data
by Bryan, Jenny
- 67-89 Clustering and classification based on the L1 data depth
by Jörnsten, Rebecka
- 90-105 On a resampling approach for tests on the number of clusters with mixture model-based clustering of tissue samples
by McLachlan, G. J. & Khan, N.
- 106-131 Finding predictive gene groups from microarray data
by Dettling, Marcel & Bühlmann, Peter
- 132-153 Hidden Markov models approach to the analysis of array CGH data
by Fridlyand, Jane & Snijders, Antoine M. & Pinkel, Dan & Albertson, Donna G. & Jain, A.N.Ajay N.
- 154-177 Tree-based multivariate regression and density estimation with right-censored data
by Molinaro, Annette M. & Dudoit, Sandrine & van der Laan, M.J.Mark J.
- 178-195 Exploring interactions in high-dimensional genomic data: an overview of Logic Regression, with applications
by Ruczinski, Ingo & Kooperberg, Charles & L. LeBlanc, Michael
- 196-212 Sparse graphical models for exploring gene expression data
by Dobra, Adrian & Hans, Chris & Jones, Beatrix & Nevins, J.R.Joseph R. & Yao, Guang & West, Mike
- 213-228 Ontology concepts and tools for statistical genomics
by Carey, V.J.Vincent J.
May 2004, Volume 89, Issue 2
- 191-218 The generalized near-integer Gamma distribution: a basis for 'near-exact' approximations to the distribution of statistics which are the product of an odd number of independent Beta random variables
by Coelho, Carlos A.
- 219-242 Construction of conservative test for change-point problem in two-dimensional random fields
by Ninomiya, Yoshiyuki
- 243-260 The limiting behavior of least absolute deviation estimators for threshold autoregressive models
by Wang, Lihong & Wang, Jinde
- 261-291 Tail probabilities of the limiting null distributions of the Anderson-Stephens statistics
by Kuriki, Satoshi & Takemura, Akimichi
- 292-303 Maximum likelihood estimation of covariance matrices under simple tree ordering
by Tsai, Ming-Tien
- 304-328 Regression quantiles for unstable autoregressive models
by Ling, Shiqing & McAleer, Michael
- 329-337 Family of multivariate generalized t distributions
by Arslan, Olcay
- 338-350 Wavelet modeling of priors on triangles
by Dey, Dipak K. & Wang, Yazhen
- 351-370 Multidimensional dependency measures
by Fernández, Begoña Fernández & González-Barrios, José M.
- 371-383 A lower bound on the performance of the quadratic discriminant function
by Cooke, Tristrom
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
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