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Content
2016, Volume 143, Issue C
- 1-11 Convexity issues in multivariate multiple testing of treatments vs. control
by Cohen, Arthur & Sackrowitz, Harold
- 12-31 A definition of qualitative robustness for general point estimators, and examples
by Zähle, Henryk
- 32-55 Estimation of the inverse scatter matrix of an elliptically symmetric distribution
by Fourdrinier, Dominique & Mezoued, Fatiha & Wells, Martin T.
- 56-70 Separation of linear and index covariates in partially linear single-index models
by Lian, Heng & Liang, Hua
- 71-93 Bias-corrected inference for multivariate nonparametric regression: Model selection and oracle property
by Giordano, Francesco & Parrella, Maria Lucia
- 94-106 Bayesian regression analysis of data with random effects covariates from nonlinear longitudinal measurements
by De la Cruz, Rolando & Meza, Cristian & Arribas-Gil, Ana & Carroll, Raymond J.
- 107-126 Inference for high-dimensional differential correlation matrices
by Cai, T. Tony & Zhang, Anru
- 127-142 Shrinkage-based diagonal Hotelling’s tests for high-dimensional small sample size data
by Dong, Kai & Pang, Herbert & Tong, Tiejun & Genton, Marc G.
- 143-152 Isotropic covariance functions on spheres: Some properties and modeling considerations
by Guinness, Joseph & Fuentes, Montserrat
- 153-164 Joint analysis of current count and current status data
by Wen, Chi-Chung & Chen, Yi-Hau
- 165-184 On the weak convergence and Central Limit Theorem of blurring and nonblurring processes with application to robust location estimation
by Chen, Ting-Li & Fujisawa, Hironori & Huang, Su-Yun & Hwang, Chii-Ruey
- 185-193 Bayesian analysis of multivariate stable distributions using one-dimensional projections
by Tsionas, Mike G.
- 194-207 Multivariate families of gamma-generated distributions with finite or infinite support above or below the diagonal
by Balakrishnan, Narayanaswamy & Ristić, Miroslav M.
- 208-232 Non-asymptotic adaptive prediction in functional linear models
by Brunel, Élodie & Mas, André & Roche, Angelina
- 233-248 Unified improvements in estimation of a normal covariance matrix in high and low dimensions
by Tsukuma, Hisayuki & Kubokawa, Tatsuya
- 249-274 Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals
by Couillet, Romain & Kammoun, Abla & Pascal, Frédéric
- 275-298 Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fr e ´ chet–Hoeffding upper bound
by Montes, Ignacio & Montes, Susana
- 299-313 Equalities for estimators of partial parameters under linear model with restrictions
by Tian, Yongge & Jiang, Bo
- 314-326 Singular inverse Wishart distribution and its application to portfolio theory
by Bodnar, Taras & Mazur, Stepan & Podgórski, Krzysztof
- 327-344 The Fine–Gray model under interval censored competing risks data
by Li, Chenxi
- 345-361 Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure
by Roś, Beata & Bijma, Fetsje & de Munck, Jan C. & de Gunst, Mathisca C.M.
- 362-373 Shrinkage estimation in spatial autoregressive model
by Pal, Amresh Bahadur & Dubey, Ashutosh Kumar & Chaturvedi, Anoop
- 374-382 A multivariate circular distribution with applications to the protein structure prediction problem
by Kim, Sungsu & SenGupta, Ashis & Arnold, Barry C.
- 383-393 Nonconvex penalized reduced rank regression and its oracle properties in high dimensions
by Lian, Heng & Kim, Yongdai
- 394-397 On the uniform consistency of the zonoid depth
by Cascos, Ignacio & López-Díaz, Miguel
- 398-413 Extending mixtures of factor models using the restricted multivariate skew-normal distribution
by Lin, Tsung-I & McLachlan, Geoffrey J. & Lee, Sharon X.
- 414-423 Characterization of beta distribution on symmetric cones
by Kołodziejek, Bartosz
- 424-439 Higher order density approximations for solutions to estimating equations
by Almudevar, Anthony
- 440-452 On the closure of relational models
by Klimova, Anna & Rudas, Tamás
- 453-466 Bias-corrected estimation of stable tail dependence function
by Beirlant, Jan & Escobar-Bach, Mikael & Goegebeur, Yuri & Guillou, Armelle
- 467-471 Distribution of the largest root of a matrix for Roy’s test in multivariate analysis of variance
by Chiani, Marco
- 472-480 Robust model-free feature screening via quantile correlation
by Ma, Xuejun & Zhang, Jingxiao
- 481-491 The analysis of multivariate longitudinal data using multivariate marginal models
by Cho, Hyunkeun
- 492-502 Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data
by Fu, Liya & Wang, You-Gan
2015, Volume 142, Issue C
- 1-15 Two-sample extended empirical likelihood for estimating equations
by Tsao, Min & Wu, Fan
- 16-25 Calibrated multivariate distributions for improved conditional prediction
by Vidoni, Paolo
- 26-40 Variable selection in semiparametric hazard regression for multivariate survival data
by Liu, Jicai & Zhang, Riquan & Zhao, Weihua & Lv, Yazhao
- 41-47 Strong consistency of the distribution estimator in the nonlinear autoregressive time series
by Cheng, Fuxia
- 48-56 Optimal design for multivariate observations in seemingly unrelated linear models
by Soumaya, Moudar & Gaffke, Norbert & Schwabe, Rainer
- 57-74 On predictive density estimation for location families under integrated squared error loss
by Kubokawa, Tatsuya & Marchand, Éric & Strawderman, William E.
- 75-85 Construction of two new general classes of bivariate distributions based on stochastic orders
by Lee, Hyunju & Cha, Ji Hwan
- 86-105 Half-region depth for stochastic processes
by Kuelbs, James & Zinn, Joel
- 106-116 Capturing the severity of type II errors in high-dimensional multiple testing
by He, Li & Sarkar, Sanat K. & Zhao, Zhigen
- 117-132 Semi-parametric rank regression with missing responses
by Bindele, Huybrechts F. & Abebe, Ash
- 133-143 A better approximation of moments of the eigenvalues and eigenvectors of the sample covariance matrix
by Enguix-González, A. & Moreno-Rebollo, J.L. & Muñoz-Pichardo, J.M.
- 144-166 Partially linear transformation models with varying coefficients for multivariate failure time data
by Qiu, Zhiping & Zhou, Yong
- 167-182 Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points
by Migliorati, Giovanni & Nobile, Fabio & Tempone, Raúl
- 183-198 Multivariate coefficients of variation: Comparison and influence functions
by Aerts, S. & Haesbroeck, G. & Ruwet, C.
2015, Volume 141, Issue C
- 1-21 Simultaneous estimation of linear conditional quantiles with penalized splines
by Lian, Heng & Meng, Jie & Fan, Zengyan
- 22-34 The Matsumoto–Yor property on trees for matrix variates of different dimensions
by Bobecka, Konstancja
- 35-48 Simultaneous prediction for independent Poisson processes with different durations
by Komaki, Fumiyasu
- 49-66 Quantile regression for dynamic partially linear varying coefficient time series models
by Lian, Heng
- 67-80 Semiparametric linear transformation model with differential measurement error and validation sampling
by Wang, Xuan & Wang, Qihua
- 81-103 Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models
by Lian, Heng & Meng, Jie & Zhao, Kaifeng
- 104-117 Influence assessment in censored mixed-effects models using the multivariate Student’s-t distribution
by Matos, Larissa A. & Bandyopadhyay, Dipankar & Castro, Luis M. & Lachos, Victor H.
- 118-131 Consistent test of error-in-variables partially linear model with auxiliary variables
by Sun, Zhihua & Ye, Xue & Sun, Liuquan
- 132-146 Penalized regression across multiple quantiles under random censoring
by Tang, Yanlin & Wang, Huixia Judy
- 147-167 Generalized additive models for conditional dependence structures
by Vatter, Thibault & Chavez-Demoulin, Valérie
- 168-178 On high dimensional two-sample tests based on nearest neighbors
by Mondal, Pronoy K. & Biswas, Munmun & Ghosh, Anil K.
- 179-196 Nonparametric and semiparametric compound estimation in multiple covariates
by Charnigo, Richard & Feng, Limin & Srinivasan, Cidambi
- 197-216 Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions
by Mainik, Georg
- 217-227 A robust test for sphericity of high-dimensional covariance matrices
by Tian, Xintao & Lu, Yuting & Li, Weiming
2015, Volume 140, Issue C
- 1-18 Optimal level sets for bivariate density representation
by Delicado, Pedro & Vieu, Philippe
- 19-30 Multiple hidden Markov models for categorical time series
by Colombi, R. & Giordano, S.
- 31-46 Density deconvolution from repeated measurements without symmetry assumption on the errors
by Comte, Fabienne & Kappus, Johanna
- 47-59 Predictive nonlinear biplots: Maps and trajectories
by Vines, S.K.
- 60-71 Rank inversions in the scoring of examinations consisting of several subtests
by Berman, Simeon M.
- 72-91 Weighted ℓ1-penalized corrected quantile regression for high dimensional measurement error models
by Kaul, Abhishek & Koul, Hira L.
- 92-98 Copulae on products of compact Riemannian manifolds
by Jupp, P.E.
- 99-112 Third-order local power properties of tests for a composite hypothesis, II
by Kakizawa, Yoshihide
- 113-122 All admissible linear predictors in the finite populations with respect to inequality constraints under a balanced loss function
by Peng, Ping & Hu, Guikai & Liang, Jian
- 123-138 Smoothed jackknife empirical likelihood inference for ROC curves with missing data
by Yang, Hanfang & Zhao, Yichuan
- 139-161 Robust spiked random matrices and a robust G-MUSIC estimator
by Couillet, Romain
- 162-170 A high dimensional two-sample test under a low dimensional factor structure
by Ma, Yingying & Lan, Wei & Wang, Hansheng
- 171-192 Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
by Meintanis, Simos G. & Ngatchou-Wandji, Joseph & Taufer, Emanuele
- 193-208 On an independence test approach to the goodness-of-fit problem
by Baringhaus, Ludwig & Gaigall, Daniel
- 209-219 Semiparametric regression of multivariate panel count data with informative observation times
by Li, Yang & He, Xin & Wang, Haiying & Zhang, Bin & Sun, Jianguo
- 220-233 Vector quantization and clustering in the presence of censoring
by Gribkova, Svetlana
- 234-244 Asymptotic properties of the misclassification rates for Euclidean Distance Discriminant rule in high-dimensional data
by Watanabe, Hiroki & Hyodo, Masashi & Seo, Takashi & Pavlenko, Tatjana
- 245-258 Estimation of the mean vector in a singular multivariate normal distribution
by Tsukuma, Hisayuki & Kubokawa, Tatsuya
- 259-282 Consistency of non-integrated depths for functional data
by Gijbels, Irène & Nagy, Stanislav
- 283-290 Minimax rate of convergence for an estimator of the functional component in a semiparametric multivariate partially linear model
by Levine, Michael
- 291-301 Parametric and nonparametric bootstrap methods for general MANOVA
by Konietschke, Frank & Bathke, Arne C. & Harrar, Solomon W. & Pauly, Markus
- 302-316 Identifiability of a model for discrete frequency distributions with a multidimensional parameter space
by Manisera, Marica & Zuccolotto, Paola
- 317-324 Entropy measure for the quantification of upper quantile interdependence in multivariate distributions
by Rodríguez, Jhan & Bárdossy, András
- 325-342 Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models
by Johnson, Alicia A. & Jones, Galin L.
- 343-362 Discrete Schur-constant models
by Castañer, A. & Claramunt, M.M. & Lefèvre, C. & Loisel, S.
- 363-376 A class of multivariate copulas based on products of bivariate copulas
by Mazo, Gildas & Girard, Stéphane & Forbes, Florence
- 377-394 On estimation in the reduced-rank regression with a large number of responses and predictors
by Kargin, Vladislav
- 395-402 Minimax prediction for functional linear regression with functional responses in reproducing kernel Hilbert spaces
by Lian, Heng
2015, Volume 139, Issue C
- 1-6 Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavity
by Mukerjee, Rahul & Ong, S.H.
- 7-27 Testing homogeneity of mean vectors under heteroscedasticity in high-dimension
by Yamada, Takayuki & Himeno, Tetsuto
- 28-44 Contributions to the diagonal expansion of a bivariate copula with continuous extensions
by Cuadras, Carles M.
- 45-55 A mixed model for complete three or higher-way layout with two random effects factors
by Güven, Bilgehan
- 56-78 The random matrix regime of Maronna’s M-estimator with elliptically distributed samples
by Couillet, Romain & Pascal, Frédéric & Silverstein, Jack W.
- 79-91 High-dimensional tests for spherical location and spiked covariance
by Ley, Christophe & Paindaveine, Davy & Verdebout, Thomas
- 92-123 Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration
by Barczy, Mátyás & Körmendi, Kristóf & Pap, Gyula
- 124-146 Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models
by Passemier, Damien & McKay, Matthew R. & Chen, Yang
- 147-165 Data driven smooth test of comparison for dependent sequences
by Doukhan, P. & Pommeret, D. & Reboul, L.
- 166-188 Consistency and asymptotic normality for a nonparametric prediction under measurement errors
by Mynbaev, Kairat & Martins-Filho, Carlos
- 189-206 Estimating the parameters of multiple chirp signals
by Lahiri, Ananya & Kundu, Debasis & Mitra, Amit
- 207-218 Sharp lower and upper bounds for the Gaussian rank of a graph
by Ben-David, Emanuel
- 219-226 A bivariate Gompertz–Makeham life distribution
by Marshall, Albert W. & Olkin, Ingram
- 227-244 Model detection and estimation for single-index varying coefficient model
by Feng, Sanying & Xue, Liugen
- 245-258 Prediction of stationary Gaussian random fields with incomplete quarterplane past
by Cheng, Raymond
- 259-265 On mixtures of copulas and mixing coefficients
by Longla, Martial
- 266-282 High dimensional single index models
by Radchenko, Peter
- 283-294 On idempotent D-norms
by Falk, Michael
- 295-311 Parametric transformed Fay–Herriot model for small area estimation
by Sugasawa, Shonosuke & Kubokawa, Tatsuya
- 312-328 A unified approach to estimating a normal mean matrix in high and low dimensions
by Tsukuma, Hisayuki & Kubokawa, Tatsuya
- 329-346 Semiparametric estimation with missing covariates
by Bravo, Francesco
- 347-359 A two-step estimation method for grouped data with connections to the extended growth curve model and partial least squares regression
by Li, Ying & Udén, Peter & von Rosen, Dietrich
- 360-384 Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions
by Ledoit, Olivier & Wolf, Michael
2015, Volume 138, Issue C
- 4-18 Sampling, conditionalizing, counting, merging, searching regular vines
by Cooke, R.M. & Kurowicka, D. & Wilson, K.
- 19-33 Truncation of vine copulas using fit indices
by Brechmann, Eike C. & Joe, Harry
- 34-52 Efficient information based goodness-of-fit tests for vine copula models with fixed margins: A comprehensive review
by Schepsmeier, Ulf
- 53-73 Structured factor copula models: Theory, inference and computation
by Krupskii, Pavel & Joe, Harry
- 74-88 Spatial composite likelihood inference using local C-vines
by Erhardt, Tobias Michael & Czado, Claudia & Schepsmeier, Ulf
- 89-103 Univariate conditioning of vine copulas
by Jaworski, Piotr
- 104-126 Conditional quantiles and tail dependence
by Bernard, Carole & Czado, Claudia
- 127-142 On an interaction function for copulas
by Kurowicka, Dorota & van Horssen, Wim T.
- 143-155 Higher order tail densities of copulas and hidden regular variation
by Li, Haijun & Hua, Lei
- 156-169 Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks
by Cai, Jun & Wei, Wei
- 170-181 On aggregation sets and lower-convex sets
by Mao, Tiantian & Wang, Ruodu
- 182-198 Construction and sampling of Archimedean and nested Archimedean Lévy copulas
by Grothe, Oliver & Hofert, Marius
2015, Volume 137, Issue C
- 1-16 Nonparametric estimation of the conditional tail copula
by Gardes, Laurent & Girard, Stéphane
- 17-31 Adaptive estimation for varying coefficient models
by Chen, Yixin & Wang, Qin & Yao, Weixin
- 32-49 Equivariant minimax dominators of the MLE in the array normal model
by Gerard, David & Hoff, Peter
- 50-60 Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
by Roy, Anuradha & Leiva, Ricardo & Žežula, Ivan & Klein, Daniel
- 61-81 Maximum entropy copula with given diagonal section
by Butucea, Cristina & Delmas, Jean-François & Dutfoy, Anne & Fischer, Richard
- 82-99 Extremes of scale mixtures of multivariate time series
by Ferreira, Helena & Ferreira, Marta
- 100-118 SCAD-penalized regression for varying-coefficient models with autoregressive errors
by Qiu, Jia & Li, Degao & You, Jinhong
- 119-140 On singular value distribution of large-dimensional autocovariance matrices
by Li, Zeng & Pan, Guangming & Yao, Jianfeng
- 141-160 Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models
by Koul, Hira L. & Zhu, Xiaoqing
- 161-172 Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions
by Cai, T. Tony & Liang, Tengyuan & Zhou, Harrison H.
- 173-178 Matrix variate slash distribution
by Bulut, Y. Murat & Arslan, Olcay
- 179-186 Maximal coupling of empirical copulas for discrete vectors
by Faugeras, Olivier P.
- 187-203 A new test for part of high dimensional regression coefficients
by Wang, Siyang & Cui, Hengjian
2015, Volume 136, Issue C
- 1-11 Estimation in skew-normal linear mixed measurement error models
by Kheradmandi, Ameneh & Rasekh, Abdolrahman
- 12-25 Extreme negative dependence and risk aggregation
by Wang, Bin & Wang, Ruodu
- 26-40 Optimal partial ridge estimation in restricted semiparametric regression models
by Amini, Morteza & Roozbeh, Mahdi
- 41-55 Heteroscedasticity checks for single index models
by Zhu, Xuehu & Guo, Xu & Lin, Lu & Zhu, Lixing
- 56-74 Shrinkage ridge estimators in semiparametric regression models
by Roozbeh, Mahdi
- 75-85 On testing common indices for two multi-index models: A link-free approach
by Liu, Xuejing & Yu, Zhou & Wen, Xuerong Meggie & Paige, Robert
- 86-94 Covariance components selection in high-dimensional growth curve model with random coefficients
by Imori, Shinpei & Rosen, Dietrich von
- 95-107 Shift outliers in linear inference
by Jensen, D.R. & Ramirez, D.E.
- 108-125 Evaluating panel data forecasts under independent realization
by Greenaway-McGrevy, Ryan
- 126-146 Semi-parametric modeling of excesses above high multivariate thresholds with censored data
by Sabourin, Anne
- 147-162 Bayesian structure learning in graphical models
by Banerjee, Sayantan & Ghosal, Subhashis
- 163-174 Parametric and semiparametric reduced-rank regression with flexible sparsity
by Lian, Heng & Feng, Sanying & Zhao, Kaifeng
- 175-189 Diagnostics in a simple correspondence analysis model: An approach based on Cook’s distance for log-linear models
by Martín, Nirian
2015, Volume 135, Issue C
- 1-10 A sufficient condition for the convergence of the mean shift algorithm with Gaussian kernel
by Aliyari Ghassabeh, Youness
- 11-24 A Semi-Infinite Programming based algorithm for determining T-optimum designs for model discrimination
by Duarte, Belmiro P.M. & Wong, Weng Kee & Atkinson, Anthony C.
- 25-42 MDR method for nonbinary response variable
by Bulinski, Alexander & Rakitko, Alexander
- 43-58 A Bayesian method for analyzing combinations of continuous, ordinal, and nominal categorical data with missing values
by Zhang, Xiao & Boscardin, W. John & Belin, Thomas R. & Wan, Xiaohai & He, Yulei & Zhang, Kui
- 59-70 Achieving semiparametric efficiency bound in longitudinal data analysis with dropouts
by Han, Peisong & Song, Peter X.-K. & Wang, Lu
- 71-88 Transformation-based nonparametric estimation of multivariate densities
by Chang, Meng-Shiuh & Wu, Ximing
- 89-105 Spatial sign correlation
by Dürre, Alexander & Vogel, Daniel & Fried, Roland
- 106-116 Nonparametric confidence regions for the central orientation of random rotations
by Stanfill, Bryan & Genschel, Ulrike & Hofmann, Heike & Nordman, Dan
- 117-130 A parametric registration model for warped distributions with Wasserstein’s distance
by Agulló-Antolín, Marina & Cuesta-Albertos, J.A. & Lescornel, Hélène & Loubes, Jean-Michel
- 131-152 Robust Generalized Empirical Likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors
by Hill, Jonathan B.
- 153-162 Fast and adaptive sparse precision matrix estimation in high dimensions
by Liu, Weidong & Luo, Xi
- 163-174 Joint prior distributions for variance parameters in Bayesian analysis of normal hierarchical models
by Demirhan, Haydar & Kalaylioglu, Zeynep
- 175-188 Sparse semiparametric discriminant analysis
by Mai, Qing & Zou, Hui
2015, Volume 134, Issue C
- 1-18 Canonical correlation analysis for irregularly and sparsely observed functional data
by Shin, Hyejin & Lee, Seokho
- 19-32 On modular decompositions of system signatures
by Marichal, Jean-Luc & Mathonet, Pierre & Spizzichino, Fabio
- 33-49 Sparse wavelet regression with multiple predictive curves
by Luo, Ruiyan & Qi, Xin
- 50-60 Central tolerance regions and reference regions for multivariate normal populations
by Dong, Xiaoyu & Mathew, Thomas
- 61-70 Covariance matrices associated to general moments of a random vector
by Lv, Songjun
- 71-81 Robust inverse regression for dimension reduction
by Dong, Yuexiao & Yu, Zhou & Zhu, Liping
- 82-98 Robust linear functional mixed models
by Riquelme, Marco & Bolfarine, Heleno & Galea, Manuel
- 99-118 Robust estimating equation-based sufficient dimension reduction
by Zhou, Jingke & Xu, Wangli & Zhu, Lixing
- 119-128 Sibuya-type bivariate lack of memory property
by Pinto, Jayme & Kolev, Nikolai
- 129-145 Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models
by Härdle, Wolfgang Karl & Ritov, Ya’acov & Wang, Weining
- 146-162 A possibly asymmetric multivariate generalization of the Möbius distribution for directional data
by Uesu, Kagumi & Shimizu, Kunio & SenGupta, Ashis
2015, Volume 133, Issue C
- 1-26 Efficient minimum distance estimator for quantile regression fixed effects panel data
by Galvao, Antonio F. & Wang, Liang
- 27-37 Self-consistency and a generalized principal subspace theorem
by Tarpey, Thaddeus & Loperfido, Nicola
- 38-50 Conditional density estimation in measurement error problems
by Wang, Xiao-Feng & Ye, Deping
- 51-60 Nonparametric significance testing and group variable selection
by Zambom, Adriano Zanin & Akritas, Michael G.
- 61-76 Asymptotic normality in the maximum entropy models on graphs with an increasing number of parameters
by Yan, Ting & Zhao, Yunpeng & Qin, Hong
- 77-94 Adaptive estimation of an additive regression function from weakly dependent data
by Chesneau, Christophe & Fadili, Jalal & Maillot, Bertrand
- 95-122 Nonparametric estimation of fixed effects panel data varying coefficient models
by Rodriguez-Poo, Juan M. & Soberón, Alexandra
- 123-135 The additive and block decompositions about the WLSEs of parametric functions for a multiple partitioned linear regression model
by Huang, Yunying & Zheng, Bing
- 136-139 A test for using the sum score to obtain a stochastic ordering of subjects
by Ligtvoet, R.
- 140-159 High dimensional mean–variance optimization through factor analysis
by Chen, Binbin & Huang, Shih-Feng & Pan, Guangming
- 160-172 A unified approach to decision-theoretic properties of the MLEs for the mean directions of several Langevin distributions
by Kanika, & Kumar, Somesh & SenGupta, Ashis
- 173-199 Influence function of projection-pursuit principal components for functional data
by Bali, Juan Lucas & Boente, Graciela
- 200-215 Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
by Dehling, Herold & Sharipov, Olimjon Sh. & Wendler, Martin
- 216-231 Tensor sliced inverse regression
by Ding, Shanshan & Cook, R. Dennis
- 232-250 Does modeling lead to more accurate classification?: A study of relative efficiency in linear classification
by Lee, Yoonkyung & Wang, Rui
- 251-265 Multivariate and multiradial Schoenberg measures with their dimension walks
by Alonso-Malaver, C.E. & Porcu, E. & Giraldo, R.
- 266-276 Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors
by Hu, Guikai & Yu, Shenghua & Luo, Han
- 277-290 Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval
by Kim, Seonjin & Zhao, Zhibiao & Shao, Xiaofeng
- 291-303 Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices
by Xu, Li-Wen
- 304-320 Ordering properties of order statistics from random variables of Archimedean copulas with applications
by Li, Xiaohu & Fang, Rui
- 321-333 SCAD penalized rank regression with a diverging number of parameters
by Yang, Hu & Guo, Chaohui & Lv, Jing
- 334-345 Extremes of aggregated Dirichlet risks
by Hashorva, Enkelejd
- 346-355 Estimation in mixed-effects functional ANOVA models
by Rady, E.A. & Kilany, N.M. & Eliwa, S.A.
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