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Content
2017, Volume 155, Issue C
- 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
- 148-161 Approximate uniform shrinkage prior for a multivariate generalized linear mixed model
by Chen, Hsiang-Chun & Wehrly, Thomas E.
- 162-177 Skewed factor models using selection mechanisms
by Kim, Hyoung-Moon & Maadooliat, Mehdi & Arellano-Valle, Reinaldo B. & Genton, Marc G.
- 178-189 The Dual Central Subspaces in dimension reduction
by Iaci, Ross & Yin, Xiangrong & Zhu, Lixing
- 190-207 Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition
by Tsukuma, Hisayuki
- 208-223 Set-valued and interval-valued stationary time series
by Wang, Xun & Zhang, Zhongzhan & Li, Shoumei
- 224-235 Matrix-variate distribution theory under elliptical models-4: Joint distribution of latent roots of covariance matrix and the largest and smallest latent roots
by Caro-Lopera, Francisco J. & González Farías, Graciela & Balakrishnan, Narayanaswamy
- 236-249 A new estimator for efficient dimension reduction in regression
by Luo, Wei & Cai, Xizhen
2016, Volume 144, Issue C
- 1-24 Estimating the conditional extreme-value index under random right-censoring
by Stupfler, Gilles
- 25-37 Testing covariates in high dimension linear regression with latent factors
by Lan, Wei & Ding, Yue & Fang, Zheng & Fang, Kuangnan
- 38-53 Multivariate spline analysis for multiplicative models: Estimation, testing and application to climate change
by Azaïs, Jean-Marc & Ribes, Aurélien
- 54-67 Asymptotics of the two-stage spatial sign correlation
by Dürre, Alexander & Vogel, Daniel
- 68-80 Reliable inference for complex models by discriminative composite likelihood estimation
by Ferrari, Davide & Zheng, Chao
- 81-90 Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
by Roy, Anuradha & Zmyślony, Roman & Fonseca, Miguel & Leiva, Ricardo
- 91-98 Least product relative error estimation
by Chen, Kani & Lin, Yuanyuan & Wang, Zhanfeng & Ying, Zhiliang
- 99-109 Consistent estimation of survival functions under uniform stochastic ordering; the k-sample case
by El Barmi, Hammou & Mukerjee, Hari
- 110-128 Bayesian factor analysis with uncertain functional constraints about factor loadings
by Kim, Hea-Jung & Choi, Taeryon & Jo, Seongil
- 129-138 Tail asymptotics for the bivariate skew normal
by Fung, Thomas & Seneta, Eugene
- 139-149 Elliptical affine shape distributions for real normed division algebras
by Díaz-García, José A. & Caro-Lopera, Francisco J.
- 150-175 On the asymptotic normality of kernel estimators of the long run covariance of functional time series
by Berkes, István & Horváth, Lajos & Rice, Gregory
- 176-188 Quantile regression of longitudinal data with informative observation times
by Chen, Xuerong & Tang, Niansheng & Zhou, Yong
- 189-199 Bivariate one-sample optimal location test for spherical stable densities by Pade’ methods
by Barone, P.
- 200-217 New algorithms for M-estimation of multivariate scatter and location
by Dümbgen, Lutz & Nordhausen, Klaus & Schuhmacher, Heike
- 218-234 On the worst and least possible asymptotic dependence
by Asimit, Alexandru V. & Gerrard, Russell
2016, Volume 143, Issue C
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