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Content
February 2002, Volume 80, Issue 2
January 2002, Volume 80, Issue 1
- 1-20 Normal Approximation Rate and Bias Reduction for Data-Driven Kernel Smoothing Estimator in a Semiparametric Regression Model
by Hong, Sheng-Yan
- 21-42 Optimal Spherical Deconvolution
by Kim, Peter T. & Koo, Ja-Yong
- 43-57 On Distribution-Free Tests for the Multivariate Two-Sample Location-Scale Model
by Rousson, Valentin
- 58-66 Concentration Probabilities for Restricted and Unrestricted MLEs
by Iwasa, Manabu & Moritani, Yoshiya
- 67-72 A Simple Derivation of a Complicated Prophet Region
by Saint-Mont, Uwe
- 73-100 Prediction from Randomly Right Censored Data
by Kohler, Michael & Máthé, Kinga & Pintér, Márta
- 101-126 Bayesian Inference for Multivariate Survival Data with a Cure Fraction
by Chen, Ming-Hui & Ibrahim, Joseph G. & Sinha, Debajyoti
- 127-137 Averaged Singular Integral Estimation as a Bias Reduction Technique
by Delgado, Miguel A. & Vidal-Sanz, Jose M.
- 138-165 Eigenstructures of Spatial Design Matrices
by Gorsich, David J. & Genton, Marc G. & Strang, Gilbert
- 166-188 Empirical Likelihood Ratio in Terms of Cumulative Hazard Function for Censored Data
by Pan, Xiao-Rong & Zhou, Mai
November 2001, Volume 79, Issue 2
- 171-190 Multiway Dependence in Exponential Family Conditional Distributions
by Lee, Jaehyung & Kaiser, Mark S. & Cressie, Noel
- 191-218 A Nonparametric Test of Serial Independence for Time Series and Residuals
by Ghoudi, Kilani & Kulperger, Reg J. & Rémillard, Bruno
- 219-225 A Test of Multivariate Independence Based on a Single Factor Model
by Wong, M. Y. & Cox, D. R.
- 226-250 Double k-Class Estimators in Regression Models with Non-spherical Disturbances
by Wan, Alan T. K. & Chaturvedi, Anoop
- 251-274 Asymptotic Limit of the Bayes Actions Set Derived from a Class of Loss Functions
by Abraham, Christophe
- 275-294 Influence Diagnostics in Common Principal Components Analysis
by Gu, Hong & Fung, Wing K.
- 295-315 Inference for the Mean Difference in the Two-Sample Random Censorship Model
by Wang, Qihua & Wang, Jane-Ling
October 2001, Volume 79, Issue 1
- 1-32 Semiparametric Mixtures in Case-Control Studies
by Murphy, S. A. & van der Vaart, A. W.
- 33-51 Inadmissibility of the Maximum Likekihood Estimator of Normal Covariance Matrices with the Lattice Conditional Independence
by Konno, Yoshihiko
- 52-70 On the Hausdorff Dimension of the Set Generated by Exceptional Oscillations of a Two-Parameter Wiener Process
by Dindar, Zacharie
- 71-88 Statistical Inference Concerning Several Redundancy Indices
by Lazraq, Aziz & Cléroux, Robert
- 89-98 Consecutive Collapsibility of Odds Ratios over an Ordinal Background Variable
by Guo, Jianhua & Geng, Zhi & Fung, Wing-Kam
- 99-113 A General Class of Multivariate Skew-Elliptical Distributions
by Branco, Márcia D. & Dey, Dipak K.
- 114-137 Estimation of the Asymptotic Variance of Kernel Density Estimators for Continuous Time Processes
by Guillou, Armelle & Merlevède, Florence
- 138-155 A Martingale Approach to the Copula-Graphic Estimator for the Survival Function under Dependent Censoring
by Rivest, Louis-Paul & Wells, Martin T.
August 2001, Volume 78, Issue 2
- 161-190 Local Power Properties of Kernel Based Goodness of Fit Tests
by Gouriéroux, Christian & Tenreiro, Carlos
- 191-217 The Law of the Iterated Logarithm and Central Limit Theorem for L-Statistics
by Li, Deli & Bhaskara Rao, M. & Tomkins, R. J.
- 218-234 Change-Point Detection in Long-Memory Processes
by Horváth, Lajos
- 235-251 Relative Stability for Strictly Stationary Sequences
by Szewczak, Zbigniew S.
- 252-271 Efficiency and Robustness of a Resampling M-Estimator in the Linear Model
by Hu, Feifang
- 272-298 The Weak Convergence for Functions of Negatively Associated Random Variables
by Zhang, Li-Xin
- 299-318 Estimating a Distribution Function for Censored Time Series Data
by Cai, Zongwu
July 2001, Volume 78, Issue 1
- 1-10 Characterization of the Spectra of Periodically Correlated Processes
by Makagon, Andrzej
- 11-36 Highly Robust Estimation of Dispersion Matrices
by Ma, Yanyuan & Genton, Marc G.
- 37-61 Censored Partial Linear Models and Empirical Likelihood
by Qin, Gengsheng & Jing, Bing-Yi
- 62-82 Inferences on a Normal Covariance Matrix and Generalized Variance with Monotone Missing Data
by Hao, Jian & Krishnamoorthy, K.
- 83-102 Asymptotics for Homogeneity Tests Based on a Multivariate Random Effects Proportional Hazards Model
by Bordes, Laurent & Commenges, Daniel
- 103-138 The Vervaat Process in Lp Spaces
by Csörgo, Miklós & Zitikis, Ricardas
- 139-158 U-Statistics for Change under Alternatives
by Gombay, Edit
May 2001, Volume 77, Issue 2
- 163-174 Identifiability of Modified Power Series Mixtures via Posterior Means
by Gupta, Arjun K. & Nguyen, Truc T. & Wang, Yinning & Wesolowski, Jacek
- 175-186 Other Classes of Minimax Estimators of Variance Covariance Matrix in Multivariate Normal Distribution
by Hara, Hisayuki
- 187-228 Second Order Hadamard Differentiability in Statistical Applications
by Ren, Jian-Jian & Sen, Pranab Kumar
- 229-238 Complex Stable Sums of Complex Stable Random Variables
by Hudson, William N. & Veeh, Jerry Alan
- 239-269 A Class of Robust Principal Component Vectors
by Kamiya, Hidehiko & Eguchi, Shinto
- 270-285 Hölder Exponent for a Two-Parameter Lévy Process
by Lagaize, Sandrine
- 286-294 Certain Characterizations of Normal Distribution via Transformations
by Hamedani, G. G. & Volkmer, Hans
- 295-317 Modeling and Exploring Multivariate Spatial Variation: A Test Procedure for Isotropy of Multivariate Spatial Data
by Jona-Lasinio, Giovanna
April 2001, Volume 77, Issue 1
- 1-20 Modifications of the Rayleigh and Bingham Tests for Uniformity of Directions
by Jupp, P. E.
- 21-53 Exact Misclassification Probabilities for Plug-In Normal Quadratic Discriminant Functions. I. The Equal-Means Case
by McFarland, H. Richard & Richards, Donald St. P.
- 54-72 Robust Bayesian Inference on Scale Parameters
by Fernández, Carmen & Osiewalski, Jacek & Steel, Mark F. J.
- 73-83 Exact Strong Laws for Multidimensionally Indexed Random Variables
by Adler, André
- 84-116 Another Look at Principal Curves and Surfaces
by Delicado, Pedro
- 117-137 An Expectation Formula for the Multivariate Dirichlet Distribution
by Letac, Gérard & Massam, Hélène & Richards, Donald
- 138-161 Influence Function of Halfspace Depth
by Romanazzi, Mario
February 2001, Volume 76, Issue 2
- 159-191 Nonparametric Estimation of the Dependence Function in Bivariate Extreme Value Distributions
by Jiménez, Javier Rojo & Villa-Diharce, Enrique & Flores, Miguel
- 192-213 Characteristic Functions of 1-Spherical and 1-Norm Symmetric Distributions and Their Applications
by Ng, Kai Wang & Tian, Guo-Liang
- 214-225 Reliability Studies of Bivariate Distributions with Pareto Conditionals
by Gupta, Ramesh C.
- 226-248 Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
by Danielsson, J. & de Haan, L. & Peng, L. & de Vries, C. G.
- 249-266 Extended Gauss-Markov Theorem for Nonparametric Mixed-Effects Models
by Huang, Su-Yun & Lu, Henry Horng-Shing
- 267-276 Admissibility of Confidence Estimators in the Regression Model
by Wang, Hsiuying
- 277-293 MU-Estimation and Smoothing
by Liu, Z. J. & Rao, C. R.
- 294-315 Invariant Tests for Covariance Structures in Multivariate Linear Model
by Nyblom, Jukka
January 2001, Volume 76, Issue 1
- 1-34 On Marginal Quasi-Likelihood Inference in Generalized Linear Mixed Models
by Sutradhar, Brajendra C. & Rao, R. Prabhakar
- 35-62 Efficient Variable Screening for Multivariate Analysis
by Duarte Silva, António Pedro
- 63-89 Stochastic Bounds and Dependence Properties of Survival Times in a Multicomponent Shock Model
by Li, Haijun & Xu, Susan H.
- 90-109 On Local Moments
by Müller, Hans-Georg & Yan, Xin
- 110-137 Analysis of Variance in Nonparametric Regression Models
by Dette, Holger & Derbort, Stephan
- 138-152 Robust Improvement in Estimation of a Mean Matrix in an Elliptically Contoured Distribution
by Kubokawa, T. & Srivastava, M. S.
November 2000, Volume 75, Issue 2
- 163-183 Common Principal Components for Dependent Random Vectors
by Neuenschwander, Beat E. & Flury, Bernard D.
- 184-218 Asymptotic Expansions for Large Deviation Probabilities of Noncentral Generalized Chi-Square Distributions
by Richter, W. -D. & Schumacher, J.
- 219-244 Design Adaptive Nearest Neighbor Regression Estimation
by Guerre, Emmanuel
- 245-268 LR Tests for Random-Coefficient Covariance Structures in an Extended Growth Curve Model
by Fujikoshi, Yasunori & von Rosen, Dietrich
- 269-278 On a Theorem of T. Gneiting on [alpha]-Symmetric Multivariate Characteristic Functions
by zu Castell, Wolfgang
- 279-294 ISO* Property of Two-Parameter Compound Poisson Distributions with Applications
by Ma, Chunsheng
- 295-313 Parallel Principal Axes
by Tarpey, Thaddeus
October 2000, Volume 75, Issue 1
- 1-12 Unbiased Estimation in the Non-central Chi-Square Distribution
by López-Blázquez, F.
- 13-35 Multivariate Survival Functions with a Min-Stable Property
by Joe, Harry & Ma, Chunsheng
- 36-46 Best Bounds in Doob's Maximal Inequality for Bessel Processes
by Pedersen, Jesper Lund
- 47-61 Fitting Smooth Histories to Rotation Data
by Hanna, Martin S. & Chang, Ted
- 62-78 Nonparametric Notions of Multivariate "Scatter Measure" and "More Scattered" Based on Statistical Depth Functions
by Zuo, Yijun & Serfling, Robert
- 79-111 Shrinkage Estimation towards a Closed Convex Set with a Smooth Boundary
by Kuriki, Satoshi & Takemura, Akimichi
- 112-142 Average Regression Surface for Dependent Data
by Cai, Zongwu & Fan, Jianqing
- 143-162 Statistical Aspects of Perpetuities
by Grübel, Rudolf & Pitts, Susan M.
August 2000, Volume 74, Issue 2
- 163-192 On the Conditional Variance for Scale Mixtures of Normal Distributions
by Cambanis, Stamatis & Fotopoulos, Stergios B. & He, Lijian
- 193-221 M-Estimators Converging to a Stable Limit
by Arcones, Miguel A.
- 222-244 Spectral Density for Third Order Cumulants under Strong Mixing Conditions
by Miller, Curtis
- 245-266 Estimation of Linear Error-in-Covariables Models with Validation Data Under Random Censorship
by Wang, Qihua
- 267-281 Multivariate Dispersion Models
by Jørgensen, Bent & Lauritzen, Steffen L.
- 282-295 Degeneracy in Heteroscedastic Regression Models
by Li, Kim-Hung & Chan, Nai Ng
July 2000, Volume 74, Issue 1
- 1-35 Optimal Tests for the General Two-Sample Problem
by Ferger, Dietmar
- 36-48 Multivariate Normal Distributions Parametrized as a Riemannian Symmetric Space
by Lovric, Miroslav & Min-Oo, Maung & Ruh, Ernst A.
- 49-68 Asymptotic Normality of Posterior Distributions for Exponential Families when the Number of Parameters Tends to Infinity
by Ghosal, Subhashis
- 69-87 General Properties and Estimation of Conditional Bernoulli Models
by Chen, Sean X.
- 88-115 Bivariate Density Estimation with Randomly Truncated Data
by Gürler, Ülkü & Prewitt, Kathryn
- 116-134 Variable Bandwidth Selection in Varying-Coefficient Models
by Zhang, Wenyang & Lee, Sik-Yum
- 135-161 Combining Different Procedures for Adaptive Regression
by Yang, Yuhong
May 2000, Volume 73, Issue 2
- 155-165 A Determinant Representation for the Distribution of Quadratic Forms in Complex Normal Vectors
by Gao, Hongsheng & Smith, Peter J.
- 166-179 Asymptotic Properties of Backfitting Estimators
by Opsomer, Jean D.
- 180-198 The Structure of a Linear Model: Sufficiency, Ancillarity, Invariance, Equivariance, and the Normal Distribution
by Bischoff, Wolfgang
- 199-220 The Construction of Multivariate Distributions from Markov Random Fields
by Kaiser, Mark S. & Cressie, Noel
- 221-240 Noninformative Priors for Multivariate Linear Calibration
by Yin, Ming
- 241-261 Limit Laws for Symmetric k-Tensors of Regularly Varying Measures
by Meerschaert, Mark M. & Scheffler, Hans-Peter
- 262-281 Stochastic Comparisons and Dependence among Concomitants of Order Statistics
by Khaledi, Baha-Eldin & Kochar, Subhash
- 282-283 A Note on the Multivariate Normal Hazard
by Ma, Chunsheng
April 2000, Volume 73, Issue 1
- 1-17 Error Bounds for Asymptotic Approximations of the Linear Discriminant Function When the Sample Sizes and Dimensionality are Large
by Fujikoshi, Yasunori
- 18-40 Estimation of Densities and Derivatives of Densities with Directional Data
by Klemelä, Jussi
- 41-54 A Determinant Representation for the Distribution of a Generalised Quadratic Form in Complex Normal Vectors
by Smith, Peter J. & Gao, Hongsheng
- 55-81 On Positive Definiteness of Some Functions
by Zastavnyi, Victor P.
- 82-106 Robustness of Deepest Regression
by Van Aelst, Stefan & Rousseeuw, Peter J.
- 107-119 Some Remarks on the Supermodular Order
by Müller, Alfred & Scarsini, Marco
- 120-135 On Parameters of Increasing Dimensions
by He, Xuming & Shao, Qi-Man
- 136-154 Asymptotic Normality for L1 Norm Kernel Estimator of Conditional Median under [alpha]-Mixing Dependence
by Zhou, Yong & Liang, Hua
February 2000, Volume 72, Issue 2
- 151-162 High Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis
by He, Xuming & Fung, Wing K.
- 163-182 On the Joint Distribution of a Quadratic and a Linear Form in Normal Variables
by Schöne, Alexander & Schmid, Wolfgang
- 183-207 Adaptive Semiparametric Estimation of the Memory Parameter
by Giraitis, Liudas & Robinson, Peter M. & Samarov, Alexander
- 208-229 Singularly Perturbed Markov Chains: Convergence and Aggregation
by Yin, G. & Zhang, Q. & Badowski, G.
- 230-248 Inferences on Correlation Coefficients in Some Classes of Nonnormal Distributions
by Yuan, Ke-Hai & Bentler, Peter M.
- 249-263 Transformations with Improved Chi-Squared Approximations
by Fujikoshi, Yasunori
- 264-309 The Accuracy and the Computational Complexity of a Multivariate Binned Kernel Density Estimator
by Holmström, Lasse
January 2000, Volume 72, Issue 1
- 1-21 On the Loss of Information Due to Nonrandom Truncation
by Falk, Michael & Marohn, Frank
- 22-29 Universal Inadmissibility of Least Squares Estimator
by Lu, Chang-Yu & Shi, Ning-Zhong
- 30-49 Bivariate Distributions with Given Extreme Value Attractor
by Capéraà, Philippe & Fougères, Anne-Laure & Genest, Christian
- 50-77 Properties of Likelihood Inference for Order Restricted Models
by Cohen, Arthur & Kemperman, J. H. B. & Sackrowitz, Harold B.
- 78-99 Restricted Regression Quantiles
by Zhao, Quanshui
- 100-119 Canonical Analysis Applied to Multivariate Analysis of Variance
by Lejeune, Michel & Calinski, Tadeusz
- 120-131 Optimum Designs for a Multiresponse Regression Model
by Imhof, Lorens
- 132-148 Empirical Likelihood for Partially Linear Models
by Shi, Jian & Lau, Tai-Shing
November 1999, Volume 71, Issue 2
- 161-190 Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator
by Croux, Christophe & Haesbroeck, Gentiane
- 191-240 Asymptotic Normality of a Combined Regression Estimator
by Fan, Yanqin & Ullah, Aman
- 241-261 Dependent Hazards in Multivariate Survival Problems
by Yashin, Anatoli I. & Iachine, Ivan A.
- 262-276 Functional Principal Components Analysis by Choice of Norm
by Ocaña, F. A. & Aguilera, A. M. & Valderrama, M. J.
- 277-296 Properties of Prior and Posterior Distributions for Multivariate Categorical Response Data Models
by Chen, Ming-Hui & Shao, Qi-Man
October 1999, Volume 71, Issue 1
- 1-23 Shortcomings of Generalized Affine Invariant Skewness Measures
by Gutjahr, Steffen & Henze, Norbert & Folkers, Martin
- 24-41 Strongly Consistent Nonparametric Forecasting and Regression for Stationary Ergodic Sequences
by Yakowitz, Sidney & Györfi, László & Kieffer, John & Morvai, Gusztáv
- 42-55 Stochastic Comparisons for Multivariate Shock Models
by Pellerey, Franco
- 56-66 Application of the Limit of Truncated Isotonic Regression in Optimization Subject to Isotonic and Bounding Constraints
by Hu, Xiaomi
- 67-75 On Maximum Entropy Characterization of Pearson's Type II and VII Multivariate Distributions
by Zografos, K.
- 76-93 An Almost Sure Central Limit Theorem for Stochastic Approximation Algorithms
by Pelletier, Mariane
- 94-110 Spatial Sampling Design Based on Stochastic Complexity
by Bueso, M. C. & Angulo, J. M. & Qian, G. & Alonso, F. J.
- 111-124 Covariance Adjustments in Discrimination of Mixed Discrete and Continuous Variables
by Leung, Chi-Ying
- 125-144 Strong Universal Pointwise Consistency of Some Regression Function Estimates
by Algoet, Paul & Györfi, László
- 145-159 Moment Estimator for Random Vectors with Heavy Tails
by Meerschaert, Mark M. & Scheffler, Hans-Peter
August 1999, Volume 70, Issue 2
- 157-176 Joint Distributions of the Numbers of Visits for Finite-State Markov Chains
by Stadje, Wolfgang
- 177-201 Nonparametric Regression with Singular Design
by Lu, Zhan-Qian
- 202-206 Spherically Symmetric Logistic Distribution
by Volodin, Nikolai A.
- 207-220 Normal Approximation Rate of the Kernel Smoothing Estimator in a Partial Linear Model
by Hong, Sheng-Yan & Cheng, Ping
- 221-249 On the Underfitting and Overfitting Sets of Models Chosen by Order Selection Criteria
by Guyon, Xavier & Yao, Jian-feng
- 250-285 Conditional Empirical Processes Defined by Nonstationary Absolutely Regular Sequences
by Harel, Michel & Puri, Madan L.
- 286-317 Rank-Score Tests in Factorial Designs with Repeated Measures
by Brunner, Edgar & Munzel, Ulrich & Puri, Madan L.
July 1999, Volume 70, Issue 1
- 1-29 Asymptotic Theory for Canonical Correlation Analysis
by Anderson, T. W.
- 30-56 On Robust Bayesian Analysis for Location and Scale Parameters
by Haro-López, Rubén A. & Smith, Adrian F. M.
- 57-65 A Central Limit Theorem for Local Polynomial Backfitting Estimators
by Wand, M. P.
- 66-85 Bayesian Statistical Inference on Elliptical Matrix Distributions
by Fang, Kai-Tai & Li, Runze
- 86-94 On the Efficiencies of Several Generalized Least Squares Estimators in a Seemingly Unrelated Regression Model and a Heteroscedastic Model
by Kurata, Hiroshi
- 95-117 Bayesian Estimation for Spherically Symmetric Distributions
by Cellier, Dominique & Fourdrinier, Dominique & Wells, Martin T.
- 118-135 Weighting Games in Robust Linear Regression
by Markatou, Marianthi
- 136-155 Spectral Approximation to the Likelihood for an Intrinsic Gaussian Random Field
by Kent, J. T. & Mohammadzadeh, M.
May 1999, Volume 69, Issue 2
- 155-166 Generalized MLE of a Joint Distribution Function with Multivariate Interval-Censored Data
by Wong, George Y. C. & Yu, Qiqing
- 167-192 Permutation Tests for Multivariate Location Problems
by Neuhaus, Georg & Zhu, Li-Xing
- 193-205 A Characterization of Quasi-copulas
by Genest, C. & Quesada Molina, J. J. & Rodriguez Lallena, J. A. & Sempi, C.
- 206-217 Efficient ML Estimation of the Multivariate Normal Distribution from Incomplete Data
by Liu, Chuanhai
- 218-241 On Confidence Intervals in Nonparametric Binary Regression via Edgeworth Expansions
by Rodriguez-Campos, M. Celia
- 242-260 Nonparametric Empirical Bayes Estimation of the Matrix Parameter of the Wishart Distribution
by Pensky, Marianna
- 261-280 A Strong Representation of the Product-Limit Estimator for Left Truncated and Right Censored Data
by Zhou, Yong & Yip, Paul S. F.
April 1999, Volume 69, Issue 1
- 1-9 An Extension of the Bivariate Method of Polynomials and a Reduction Formula for Bonferroni-Type Inequalities
by Simonelli, Italo
- 10-29 Screening among Multivariate Normal Data
by Chen, Pinyuen & Melvin, William L. & Wicks, Michael C.
- 30-64 Estimation of Partial Linear Error-in-Variables Models with Validation Data
by Wang, Qihua
- 65-87 On Burbea-Rao Divergence Based Goodness-of-Fit Tests for Multinomial Models
by Pardo, M. C.
- 88-119 Radial Positive Definite Functions Generated by Euclid's Hat
by Gneiting, Tilmann
- 120-134 On the Rate of Multivariate Poisson Convergence
by Roos, Bero
- 135-153 Halfspace Depth and Regression Depth Characterize the Empirical Distribution
by Struyf, Anja J. & Rousseeuw, Peter J.
February 1999, Volume 68, Issue 2
- 165-175 Independence Distribution Preserving Covariance Structures for the Multivariate Linear Model
by Young, Dean M. & Seaman, John W. & Meaux, Laurie M.
- 176-192 Improving on the Best Affine Equivariant Estimator of the Ratio of Generalized Variances
by Iliopoulos, George & Kourouklis, Stavros
- 193-211 A Nonsymmetric Correlation Inequality for Gaussian Measure
by Szarek, Stanislaw J. & Werner, Elisabeth
- 212-225 Extreme Values in FGM Random Sequences
by Hashorva, E. & Hüsler, J.
- 226-234 Geometrical Aspects of Discrimination by Multilayer Perceptrons
by Ingrassia, Salvatore
- 235-249 Predictive Inference for the Elliptical Linear Model
by Kibria, B. M. Golam & Haq, M. Safiul
- 250-263 Second-Order Properties of a Two-Stage Fixed-Size Confidence Region for the Mean Vector of a Multivariate Normal Distribution
by Mukhopadhyay, N.
- 264-282 Two-Stage Likelihood Ratio and Union-Intersection Tests for One-Sided Alternatives Multivariate Mean with Nuisance Dispersion Matrix
by Sen, Pranab K. & Tsai, Ming-Tien
- 283-298 Characterization Theorems when Variables Are Measured with Error
by Holcomb, John P.
January 1999, Volume 68, Issue 1
- 1-25 Multivariate Density Estimation with General Flat-Top Kernels of Infinite Order
by Politis, Dimitris N. & Romano, Joseph P.
- 26-53 Data Driven Smooth Tests for Bivariate Normality
by Bogdan, Malgorzata
- 54-77 Dynamic Linkages for Multivariate Distributions with Given Nonoverlapping Multivariate Marginals
by Li, Haijun & Scarsini, Marco & Shaked, Moshe
- 78-95 Asymptotic Normality for Density Kernel Estimators in Discrete and Continuous Time
by Bosq, Denis & Merlevède, Florence & Peligrad, Magda
- 96-119 Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes
by Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef
- 120-137 Rates of Convergence for Spline Estimates of Additive Principal Components
by El Faouzi, Nour Eddin & Sarda, Pascal
- 138-164 Universally Consistent Regression Function Estimation Using Hierarchial B-Splines
by Kohler, Michael
November 1998, Volume 67, Issue 2
- 129-153 Permutation Tests for Reflected Symmetry
by Neuhaus, Georg & Zhu, Li-Xing
- 154-168 Variational Inequalities for Arbitrary Multivariate Distributions
by Papadatos, N. & Papathanasiou, V.
- 169-189 Double Shrinkage Estimation of Common Coefficients in Two Regression Equations with Heteroscedasticity
by Kubokawa, Tatsuya
- 190-202 Some General Characterizations of the Bivariate Gumbel Distribution and the Bivariate Lomax Distribution Based on Truncated Expectations
by Asadi, Majid
- 203-226 Algebraic Descriptions of Nominal Multivariate Discrete Data
by Teugels, J. L. & Van Horebeek, J.
- 227-243 Mean Location and Sample Mean Location on Manifolds: Asymptotics, Tests, Confidence Regions
by Hendriks, Harrie & Landsman, Zinoviy
- 244-276 A Local Parameterization of Orthogonal and Semi-Orthogonal Matrices with Applications
by Boik, Robert J.
- 277-296 Prediction and Classification of Non-stationary Categorical Time Series
by Fokianos, Konstantinos & Kedem, Benjamin
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