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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
2017, Volume 157, Issue C
- 14-28 Bayesian sparse reduced rank multivariate regression
by Goh, Gyuhyeong & Dey, Dipak K. & Chen, Kun
- 29-44 Multivariate elliptical truncated moments
by Arismendi, Juan C. & Broda, Simon
- 45-52 A calibration method for non-positive definite covariance matrix in multivariate data analysis
by Huang, Chao & Farewell, Daniel & Pan, Jianxin
- 53-69 A weighted localization of halfspace depth and its properties
by Kotík, Lukáš & Hlubinka, Daniel
- 70-86 High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices
by Yanagihara, Hirokazu & Oda, Ryoya & Hashiyama, Yusuke & Fujikoshi, Yasunori
- 87-102 Multiple correspondence analysis and the multilogit bilinear model
by Fithian, William & Josse, Julie
- 103-114 Bayesian inference for higher-order ordinary differential equation models
by Bhaumik, Prithwish & Ghosal, Subhashis
- 115-123 Exactly and almost compatible joint distributions for high-dimensional discrete conditional distributions
by Kuo, Kun-Lin & Song, Chwan-Chin & Jiang, Thomas J.
- 124-135 Asymptotic Fisher information matrix of Markov switching VARMA models
by Cavicchioli, Maddalena
2017, Volume 156, Issue C
- 1-17 A statistical framework for pathway and gene identification from integrative analysis
by Li, Quefeng & Yu, Menggang & Wang, Sijian
- 18-28 Bayesian prediction with multiple-samples information
by Camerlenghi, Federico & Lijoi, Antonio & Prünster, Igor
- 29-38 Distribution-free detection of a submatrix
by Arias-Castro, Ery & Liu, Yuchao
- 39-56 Regularized partially functional quantile regression
by Yao, Fang & Sue-Chee, Shivon & Wang, Fan
- 57-69 Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions
by Jiang, Hui & Wang, Shaochen
- 70-88 High-dimensional tests for functional networks of brain anatomic regions
by Xie, Jichun & Kang, Jian
- 89-102 Semi-parametric order-based generalized multivariate regression
by Kharratzadeh, Milad & Coates, Mark
- 103-115 On local linear regression for strongly mixing random fields
by El Machkouri, Mohamed & Es-Sebaiy, Khalifa & Ouassou, Idir
- 116-136 Estimation and model identification of longitudinal data time-varying nonparametric models
by Liu, Shu & You, Jinhong & Lian, Heng
2017, Volume 155, Issue C
- 1-11 Weak convergence of multivariate partial maxima processes
by Krizmanić, Danijel
- 12-34 Asymptotic properties of a component-wise ARH(1) plug-in predictor
by Álvarez-Liébana, J. & Bosq, D. & Ruiz-Medina, M.D.
- 35-51 The empirical beta copula
by Segers, Johan & Sibuya, Masaaki & Tsukahara, Hideatsu
- 52-71 Properties of extremal dependence models built on bivariate max-linearity
by Kereszturi, Mónika & Tawn, Jonathan
- 72-82 Testing proportionality between the first-order intensity functions of spatial point processes
by Zhang, Tonglin & Zhuang, Run
- 83-104 Simultaneous confidence bands for contrasts between several nonlinear regression curves
by Lu, Xiaolei & Kuriki, Satoshi
- 105-121 Monitoring multivariate time series
by Hoga, Yannick
- 122-132 Some asymptotic theory for Silverman’s smoothed functional principal components in an abstract Hilbert space
by Lakraj, Gamage Pemantha & Ruymgaart, Frits
- 133-150 Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
by Li, Yujie & Li, Gaorong & Lian, Heng & Tong, Tiejun
- 151-164 Expected predictive least squares for model selection in covariance structures
by Ogasawara, Haruhiko
- 165-179 Smooth predictive model fitting in regression
by Burman, Prabir & Paul, Debashis
- 180-186 Stationary Gaussian Markov processes as limits of stationary autoregressive time series
by Ernst, Philip A. & Brown, Lawrence D. & Shepp, Larry & Wolpert, Robert L.
- 187-199 Efficient dimension reduction for multivariate response data
by Zhang, Yaowu & Zhu, Liping & Ma, Yanyuan
- 200-216 Linear hypothesis testing in high-dimensional one-way MANOVA
by Zhang, Jin-Ting & Guo, Jia & Zhou, Bu
- 217-233 High-dimensional rank tests for sphericity
by Feng, Long & Liu, Binghui
- 234-251 A natural parametrization of multivariate distributions with limited memory
by Shenkman, Natalia
- 252-271 An innovations algorithm for the prediction of functional linear processes
by Klepsch, J. & Klüppelberg, C.
- 272-283 Wishart distributions: Advances in theory with Bayesian application
by Bekker, Andriëtte & van Niekerk, Janet & Arashi, Mohammad
- 284-304 Optimal Berry–Esseen bound for statistical estimations and its application to SPDE
by Kim, Yoon Tae & Park, Hyun Suk
- 305-316 Testing block-diagonal covariance structure for high-dimensional data under non-normality
by Yamada, Yuki & Hyodo, Masashi & Nishiyama, Takahiro
- 317-333 Multivariate dependence modeling based on comonotonic factors
by Hua, Lei & Joe, Harry
- 334-343 Multiple quantile regression analysis of longitudinal data: Heteroscedasticity and efficient estimation
by Cho, Hyunkeun & Kim, Seonjin & Kim, Mi-Ok
- 344-368 Change-point detection and bootstrap for Hilbert space valued random fields
by Bucchia, Béatrice & Wendler, Martin
2017, Volume 154, Issue C
- 1-18 Sparse clustering of functional data
by Floriello, Davide & Vitelli, Valeria
- 19-39 Distance correlation coefficients for Lancaster distributions
by Dueck, Johannes & Edelmann, Dominic & Richards, Donald
- 40-58 Quantile index coefficient model with variable selection
by Zhao, Weihua & Lian, Heng
- 59-84 Robust estimators in semi-functional partial linear regression models
by Boente, Graciela & Vahnovan, Alejandra
- 85-95 An offspring of multivariate extreme value theory: The max-characteristic function
by Falk, Michael & Stupfler, Gilles
- 96-111 Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors
by Hu, Jianhua & You, Jinhong & Zhou, Xian
- 112-134 Nonparametric estimation of a latent variable model
by Kelava, Augustin & Kohler, Michael & Krzyżak, Adam & Schaffland, Tim Fabian
- 135-146 Functional Cramér–Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes
by Musta, Eni & Pratelli, Maurizio & Trevisan, Dario
- 147-161 Improved model checking methods for parametric models with responses missing at random
by Sun, Zhihua & Chen, Feifei & Zhou, Xiaohua & Zhang, Qingzhao
- 162-176 Parametrizations, fixed and random effects
by Dermoune, Azzouz & Preda, Cristian
- 177-198 Hotelling’s T2 tests in paired and independent survey samples: An efficiency comparison
by Baringhaus, Ludwig & Gaigall, Daniel
- 199-215 Gaussian tree constraints applied to acoustic linguistic functional data
by Shiers, Nathaniel & Aston, John A.D. & Smith, Jim Q. & Coleman, John S.
- 216-233 Calibration tests for multivariate Gaussian forecasts
by Wei, Wei & Balabdaoui, Fadoua & Held, Leonhard
- 234-248 Bayesian regularized quantile structural equation models
by Feng, Xiang-Nan & Wang, Yifan & Lu, Bin & Song, Xin-Yuan
- 249-261 Density ratio model for multivariate outcomes
by Marchese, Scott & Diao, Guoqing
- 262-281 Semi-parametric inference for semi-varying coefficient panel data model with individual effects
by Hu, Xuemei
- 282-295 On the CLT for discrete Fourier transforms of functional time series
by Cerovecki, Clément & Hörmann, Siegfried
2017, Volume 153, Issue C
- 1-15 On the classification problem for Poisson point processes
by Cholaquidis, Alejandro & Forzani, Liliana & Llop, Pamela & Moreno, Leonardo
- 16-32 An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns
by Francq, Christian & Sucarrat, Genaro
- 33-51 A bivariate failure time model with random shocks and mixed effects
by Mercier, Sophie & Pham, Hai Ha
- 52-63 Bayesian estimators in uncertain nested error regression models
by Sugasawa, Shonosuke & Kubokawa, Tatsuya
- 64-82 Scale and curvature effects in principal geodesic analysis
by Lazar, Drew & Lin, Lizhen
- 83-97 Signal extraction approach for sparse multivariate response regression
by Luo, Ruiyan & Qi, Xin
- 98-120 Third-order average local powers of Bartlett-type adjusted tests: Ordinary versus adjusted profile likelihood
by Kakizawa, Yoshihide
- 121-135 Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data
by Leipus, Remigijus & Philippe, Anne & Pilipauskaitė, Vytautė & Surgailis, Donatas
- 136-155 Mean vector testing for high-dimensional dependent observations
by Ayyala, Deepak Nag & Park, Junyong & Roy, Anindya
- 156-175 Spectral covariance and limit theorems for random fields with infinite variance
by Damarackas, Julius & Paulauskas, Vygantas
- 176-188 Data-driven kNN estimation in nonparametric functional data analysis
by Kara, Lydia-Zaitri & Laksaci, Ali & Rachdi, Mustapha & Vieu, Philippe
- 189-210 Multivariate nonparametric test of independence
by Fan, Yanan & de Micheaux, Pierre Lafaye & Penev, Spiridon & Salopek, Donna
- 211-235 Penalized spline estimation in the partially linear model
by Holland, Ashley D.
- 236-245 A link-free approach for testing common indices for three or more multi-index models
by Liu, Xuejing & Huo, Lei & Wen, Xuerong Meggie & Paige, Robert
- 246-254 Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function
by Cao, Ming-Xiang & He, Dao-Jiang
- 255-265 Permuting longitudinal data in spite of the dependencies
by Friedrich, Sarah & Brunner, Edgar & Pauly, Markus
2016, Volume 152, Issue C
- 1-14 Group-wise semiparametric modeling: A SCSE approach
by Song, Song & Zhu, Lixing
- 15-27 Kummer and gamma laws through independences on trees—Another parallel with the Matsumoto–Yor property
by Piliszek, Agnieszka & Wesołowski, Jacek
- 28-39 Tests for large-dimensional covariance structure based on Rao’s score test
by Jiang, Dandan
- 40-60 On the family of multivariate chi-square copulas
by Quessy, Jean-François & Rivest, Louis-Paul & Toupin, Marie-Hélène
- 61-81 Linear shrinkage estimation of large covariance matrices using factor models
by Ikeda, Yuki & Kubokawa, Tatsuya
- 82-99 A nonparametric test for the evaluation of group sequential clinical trials with covariate information
by Yuan, Ao & Zheng, Yanxun & Huang, Peng & Tan, Ming T.
- 100-118 Empirical likelihood confidence tubes for functional parameters in plug-in estimation
by Varron, Davit
- 119-144 Semiparametric varying-coefficient model with right-censored and length-biased data
by Lin, Cunjie & Zhou, Yong
- 145-161 The use of a common location measure in the invariant coordinate selection and projection pursuit
by Alashwali, Fatimah & Kent, John T.
- 162-171 Graphical models via joint quantile regression with component selection
by Chun, Hyonho & Lee, Myung Hee & Fleet, James C. & Oh, Ji Hwan
- 172-189 Sparse PCA-based on high-dimensional Itô processes with measurement errors
by Kim, Donggyu & Wang, Yazhen
- 190-205 Latent variable selection in structural equation models
by Zhang, Yan-Qing & Tian, Guo-Liang & Tang, Nian-Sheng
- 206-223 Variable selection for additive partial linear quantile regression with missing covariates
by Sherwood, Ben
- 224-236 A proportional hazards model for time-to-event data with epidemiological bias
by Zhang, Qiaozhen & Dai, Hongsheng & Fu, Bo
- 237-248 Strict positive definiteness of multivariate covariance functions on compact two-point homogeneous spaces
by Bonfim, Rafaela N. & Menegatto, Valdir A.
- 249-258 Limitations on detecting row covariance in the presence of column covariance
by Hoff, Peter D.
- 259-275 Generalized linear latent models for multivariate longitudinal measurements mixed with hidden Markov models
by Xia, Ye-Mao & Tang, Nian-Sheng & Gou, Jian-Wei
2016, Volume 151, Issue C
- 1-13 Extended likelihood approach to multiple testing with directional error control under a hidden Markov random field model
by Lee, Donghwan & Lee, Youngjo
- 14-36 Partially linear single-index proportional hazards model with current status data
by Lu, Xuewen & Pordeli, Pooneh & Burke, Murray D. & Song, Peter X.-K.
- 37-53 A randomness test for functional panels
by Kokoszka, Piotr & Reimherr, Matthew & Wölfing, Nikolas
- 54-68 Best estimation of functional linear models
by Aletti, Giacomo & May, Caterina & Tommasi, Chiara
- 69-89 Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
by Nagler, Thomas & Czado, Claudia
- 90-109 Limit laws of the empirical Wasserstein distance: Gaussian distributions
by Rippl, Thomas & Munk, Axel & Sturm, Anja
- 110-132 Adaptive global thresholding on the sphere
by Durastanti, Claudio
- 133-150 Constrained inference in linear regression
by Peiris, Thelge Buddika & Bhattacharya, Bhaskar
- 151-166 High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
by Yata, Kazuyoshi & Aoshima, Makoto
2016, Volume 150, Issue C
- 1-13 Continuously dynamic additive models for functional data
by Ma, Haiqiang & Zhu, Zhongyi
- 14-26 Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings
by Miller, Forrest R. & Neill, James W.
- 27-41 Posterior convergence for Bayesian functional linear regression
by Lian, Heng & Choi, Taeryon & Meng, Jie & Jo, Seongil
- 42-54 A note on fast envelope estimation
by Cook, R. Dennis & Forzani, Liliana & Su, Zhihua
- 55-74 Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data
by Cai, T. Tony & Zhang, Anru
- 75-90 Classification into Kullback–Leibler balls in exponential families
by Katzur, Alexander & Kamps, Udo
- 91-104 A local factor nonparametric test for trend synchronism in multiple time series
by Lyubchich, Vyacheslav & Gel, Yulia R.
- 105-124 Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
by Filipiak, Katarzyna & Klein, Daniel & Roy, Anuradha
- 125-151 Exact and asymptotic tests on a factor model in low and large dimensions with applications
by Bodnar, Taras & Reiß, Markus
- 152-168 Bivariate Conway–Maxwell–Poisson distribution: Formulation, properties, and inference
by Sellers, Kimberly F. & Morris, Darcy Steeg & Balakrishnan, Narayanaswamy
- 169-182 Single index quantile regression for heteroscedastic data
by Christou, Eliana & Akritas, Michael G.
- 183-190 Minimax convergence rates for kernel CCA
by Fan, Zengyan & Lian, Heng
- 191-213 Illumination problems in digital images. A statistical point of view
by Geffray, S. & Klutchnikoff, N. & Vimond, M.
- 214-228 Conditioned limit laws for inverted max-stable processes
by Papastathopoulos, Ioannis & Tawn, Jonathan A.
- 229-244 Model identification using the Efficient Determination Criterion
by Resende, Paulo Angelo Alves & Dorea, Chang Chung Yu
- 245-266 On the consistency of inversion-free parameter estimation for Gaussian random fields
by Keshavarz, Hossein & Scott, Clayton & Nguyen, XuanLong
2016, Volume 149, Issue C
- 1-12 Statistical consistency of coefficient-based conditional quantile regression
by Cai, Jia & Xiang, Dao-Hong
- 13-29 Confidence intervals for high-dimensional partially linear single-index models
by Gueuning, Thomas & Claeskens, Gerda
- 30-53 Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean
by Dharmawansa, Prathapasinghe
- 54-64 Maximum likelihood inference for the multivariate t mixture model
by Wang, Wan-Lun & Lin, Tsung-I
- 65-80 Adaptive jump-preserving estimates in varying-coefficient models
by Zhao, Yan-Yong & Lin, Jin-Guan & Huang, Xing-Fang & Wang, Hong-Xia
- 81-91 On permutation tests for predictor contribution in sufficient dimension reduction
by Dong, Yuexiao & Yang, Chaozheng & Yu, Zhou
- 92-113 Gaussian and robust Kronecker product covariance estimation: Existence and uniqueness
by Soloveychik, I. & Trushin, D.
- 114-123 Marčenko–Pastur law for Tyler’s M-estimator
by Zhang, Teng & Cheng, Xiuyuan & Singer, Amit
- 124-143 More powerful tests for sparse high-dimensional covariances matrices
by Peng, Liuhua & Chen, Song Xi & Zhou, Wen
- 144-159 Bias correction of the Akaike information criterion in factor analysis
by Ogasawara, Haruhiko
- 160-176 Composite partial likelihood estimation for length-biased and right-censored data with competing risks
by Zhang, Feipeng & Peng, Heng & Zhou, Yong
- 177-191 Asymptotic properties of multivariate tapering for estimation and prediction
by Furrer, Reinhard & Bachoc, François & Du, Juan
- 192-198 A simpler spatial-sign-based two-sample test for high-dimensional data
by Li, Yang & Wang, Zhaojun & Zou, Changliang
- 199-212 High-dimensional consistency of rank estimation criteria in multivariate linear model
by Fujikoshi, Yasunori & Sakurai, Tetsuro
2016, Volume 148, Issue C
- 1-17 Estimation of a high-dimensional covariance matrix with the Stein loss
by Tsukuma, Hisayuki
- 18-33 On conditional prediction errors in mixed models with application to small area estimation
by Sugasawa, Shonosuke & Kubokawa, Tatsuya
- 34-48 Weighted composite quantile regression for single-index models
by Jiang, Rong & Qian, Wei-Min & Zhou, Zhan-Gong
- 49-59 Exploratory factor analysis—Parameter estimation and scores prediction with high-dimensional data
by Sundberg, Rolf & Feldmann, Uwe
- 60-72 Estimation in singular linear models with stepwise inclusion of linear restrictions
by Ren, Xingwei
- 73-82 Analysis of bivariate zero inflated count data with missing responses
by Yang, Miao & Das, Kalyan & Majumdar, Anandamayee
- 83-88 Stochastic orderings for elliptical random vectors
by Pan, Xiaoqing & Qiu, Guoxin & Hu, Taizhong
- 89-106 Model-free sure screening via maximum correlation
by Huang, Qiming & Zhu, Yu
- 107-119 A general setting for symmetric distributions and their relationship to general distributions
by Jupp, P.E. & Regoli, G. & Azzalini, A.
- 120-140 On local asymptotic normality for functional autoregressive processes
by Kara-Terki, Nesrine & Mourid, Tahar
- 141-159 Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates
by Guilloux, Agathe & Lemler, Sarah & Taupin, Marie-Luce
- 160-172 Spectral analysis of the Moore–Penrose inverse of a large dimensional sample covariance matrix
by Bodnar, Taras & Dette, Holger & Parolya, Nestor
- 173-179 Characterizations of the class of bivariate Gompertz distributions
by Kolev, Nikolai
2016, Volume 147, Issue C
- 1-19 Improved second order estimation in the singular multivariate normal model
by Chételat, Didier & Wells, Martin T.
- 20-37 Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods
by Ogasawara, Haruhiko
- 38-57 Multivariate trend function testing with mixed stationary and integrated disturbances
by Xu, Ke-Li
- 58-81 Bootstrap likelihood ratio confidence bands for survival functions under random censorship and its semiparametric extension
by Subramanian, Sundarraman
- 82-101 Local convex hull support and boundary estimation
by Aaron, C. & Bodart, O.
- 102-126 Influence analysis of robust Wald-type tests
by Ghosh, Abhik & Mandal, Abhijit & Martín, Nirian & Pardo, Leandro
- 127-144 Robust ridge estimator in restricted semiparametric regression models
by Roozbeh, Mahdi
- 145-154 Influence measures and stability for graphical models
by Bar-Hen, Avner & Poggi, Jean-Michel
- 155-167 Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices
by Neuschel, Thorsten & Stivigny, Dries
- 168-182 Efficiency in multivariate functional nonparametric models with autoregressive errors
by Dabo-Niang, S. & Guillas, S. & Ternynck, C.
- 183-201 Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
by Fan, Guo-Liang & Liang, Han-Ying & Shen, Yu
- 202-217 Simultaneous variable selection and de-coarsening in multi-path change-point models
by Shohoudi, Azadeh & Khalili, Abbas & Wolfson, David B. & Asgharian, Masoud
- 218-233 Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors
by Beran, Jan & Liu, Haiyan
- 234-246 Detecting weak signals in high dimensions
by Jessie Jeng, X.
- 247-264 An objective general index for multivariate ordered data
by Sei, Tomonari
- 265-272 On the Tracy–Widom approximation of studentized extreme eigenvalues of Wishart matrices
by Deo, Rohit S.
- 273-284 Semi-parametric survival function estimators deduced from an identifying Volterra type integral equation
by Dikta, Gerhard & Reißel, Martin & Harlaß, Carsten
- 285-294 Local linear regression on correlated survival data
by Jin, Zhezhen & He, Wenqing
- 295-314 Decomposition of an autoregressive process into first order processes
by Monsour, Michael J.
2016, Volume 146, Issue C
- 7-17 Supervised singular value decomposition and its asymptotic properties
by Li, Gen & Yang, Dan & Nobel, Andrew B. & Shen, Haipeng
- 18-28 COBRA: A combined regression strategy
by Biau, Gérard & Fischer, Aurélie & Guedj, Benjamin & Malley, James D.
- 29-45 On the estimation of the functional Weibull tail-coefficient
by Gardes, Laurent & Girard, Stéphane
- 46-62 Weak convergence of discretely observed functional data with applications
by Nagy, Stanislav & Gijbels, Irène & Hlubinka, Daniel
- 63-71 Consistent variable selection for functional regression models
by Collazos, Julian A.A. & Dias, Ronaldo & Zambom, Adriano Z.
- 72-83 On the asymptotics of random forests
by Scornet, Erwan
- 84-94 Kriging for Hilbert-space valued random fields: The operatorial point of view
by Menafoglio, Alessandra & Petris, Giovanni
- 95-104 A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data
by Shang, Han Lin
- 105-118 Adaptive estimation in the functional nonparametric regression model
by Chagny, Gaëlle & Roche, Angelina
- 119-137 Detecting and estimating intensity of jumps for discretely observed ARMAD(1,1) processes
by Blanke, D. & Bosq, D.
- 138-150 Plug-in prediction intervals for a special class of standard ARH(1) processes
by Ruiz-Medina, M.D. & Romano, E. & Fernández-Pascual, R.
- 151-163 A semiparametric factor model for CDO surfaces dynamics
by Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap
- 164-176 Sharp minimax tests for large Toeplitz covariance matrices with repeated observations
by Butucea, Cristina & Zgheib, Rania
- 177-190 Combining a relaxed EM algorithm with Occam’s razor for Bayesian variable selection in high-dimensional regression
by Latouche, Pierre & Mattei, Pierre-Alexandre & Bouveyron, Charles & Chiquet, Julien
- 191-208 Feature selection for functional data
by Fraiman, Ricardo & Gimenez, Yanina & Svarc, Marcela
- 209-222 Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms: Lp and almost sure rates of convergence
by Godichon-Baggioni, Antoine
- 223-236 Direct shrinkage estimation of large dimensional precision matrix
by Bodnar, Taras & Gupta, Arjun K. & Parolya, Nestor
- 237-247 Shape classification based on interpoint distance distributions
by Berrendero, José R. & Cuevas, Antonio & Pateiro-López, Beatriz
- 248-260 Worst possible sub-directions in high-dimensional models
by van de Geer, Sara
- 261-268 Relative-error prediction in nonparametric functional statistics: Theory and practice
by Demongeot, Jacques & Hamie, Ali & Laksaci, Ali & Rachdi, Mustapha
- 269-281 A nonlinear aggregation type classifier
by Cholaquidis, Alejandro & Fraiman, Ricardo & Kalemkerian, Juan & Llop, Pamela
- 282-300 Gap between orthogonal projectors—Application to stationary processes
by Boudou, Alain & Viguier-Pla, Sylvie
- 301-312 Multivariate functional linear regression and prediction
by Chiou, Jeng-Min & Yang, Ya-Fang & Chen, Yu-Ting
- 313-324 Generalized linear model with functional predictors and their derivatives
by Ahmedou, Aziza & Marion, Jean-Marie & Pumo, Besnik
- 325-340 An angle-based multivariate functional pseudo-depth for shape outlier detection
by Kuhnt, Sonja & Rehage, André
- 341-351 Optimal sampling designs for nonparametric estimation of spatial averages of random fields
by Benhenni, Karim & Su, Yingcai
2016, Volume 145, Issue C
- 1-21 High-dimensional multivariate repeated measures analysis with unequal covariance matrices
by Harrar, Solomon W. & Kong, Xiaoli
- 22-36 Inference for biased models: A quasi-instrumental variable approach
by Lin, Lu & Zhu, Lixing & Gai, Yujie
- 37-43 Multivariate stochastic comparisons of multivariate mixture models and their applications
by Balakrishnan, Narayanaswamy & Barmalzan, Ghobad & Haidari, Abedin
- 44-57 Negative association and negative dependence for random upper semicontinuous functions, with applications
by Thuan, Nguyen Tran & Quang, Nguyen Van
- 58-72 A skew Gaussian decomposable graphical model
by Zareifard, Hamid & Rue, Håvard & Khaledi, Majid Jafari & Lindgren, Finn
- 73-86 Tails of weakly dependent random vectors
by Tankov, Peter
- 87-100 Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
by Kohli, Priya & Garcia, Tanya P. & Pourahmadi, Mohsen
- 101-116 Goodness of fit in restricted measurement error models
by Cheng, C.-L. & Shalabh, & Garg, G.
- 117-131 Kriging prediction for manifold-valued random fields
by Pigoli, Davide & Menafoglio, Alessandra & Secchi, Piercesare
- 132-147 On oracle property and asymptotic validity of Bayesian generalized method of moments
by Li, Cheng & Jiang, Wenxin
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