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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
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.
- 356-376 A robust predictive approach for canonical correlation analysis
by Adrover, Jorge G. & Donato, Stella M.
- 377-381 On the use of coordinate-free matrix calculus
by Brinkhuis, Jan
- 382-401 Inference for mixed models of ANOVA type with high-dimensional data
by Chen, Fei & Li, Zaixing & Shi, Lei & Zhu, Lixing
2014, Volume 132, Issue C
- 1-8 A contribution to the visualisation of three-way arrays
by Albers, Casper J. & Gower, John C.
- 9-24 The analysis of distance of grouped data with categorical variables: Categorical canonical variate analysis
by Le Roux, Niël J. & Gardner-Lubbe, Sugnet & Gower, John C.
- 25-38 Two-sample location–scale estimation from semiparametric random censorship models
by Bhattacharya, Rianka & Subramanian, Sundarraman
- 39-57 A permutation approach for ranking of multivariate populations
by Arboretti, Rosa & Bonnini, Stefano & Corain, Livio & Salmaso, Luigi
- 58-81 Robust monitoring of CAPM portfolio betas II
by Chochola, Ondřej & Hušková, Marie & Prášková, Zuzana & Steinebach, Josef G.
- 82-93 A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families
by Dutta, Subhajit & Genton, Marc G.
- 94-110 Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
by Tian, Ruiqin & Xue, Liugen & Liu, Chunling
- 111-128 Detecting changes in cross-sectional dependence in multivariate time series
by Bücher, Axel & Kojadinovic, Ivan & Rohmer, Tom & Segers, Johan
- 129-137 On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model
by Ghoreishi, S.K. & Meshkani, M.R.
- 138-150 Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis
by Katayama, Shota & Imori, Shinpei
- 151-159 Biobjective sparse principal component analysis
by Carrizosa, Emilio & Guerrero, Vanesa
- 160-170 Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures
by Overholser, Rosanna & Xu, Ronghui
- 171-182 Smoothed and iterated bootstrap confidence regions for parameter vectors
by Ghosh, Santu & Polansky, Alan M.
- 183-196 Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample
by Tsukada, Shin-ichi
- 197-208 Optimal global rates of convergence for noiseless regression estimation problems with adaptively chosen design
by Kohler, Michael
- 209-214 Characterization of Gaussian distribution on a Hilbert space from samples of random size
by Prakasa Rao, B.L.S.
- 215-228 On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix
by Bodnar, Taras & Gupta, Arjun K. & Parolya, Nestor
- 229-241 An improved nonparametric estimator of sub-distribution function for bivariate competing risk models
by Emura, Takeshi & Kao, Fan-Hsuan & Michimae, Hirofumi
2014, Volume 131, Issue C
- 1-16 Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process
by Bardet, Jean-Marc & Tudor, Ciprian
- 17-31 Distributions on matrix moment spaces
by Dette, Holger & Guhlich, Matthias & Nagel, Jan
- 32-50 Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
by Ebrahimi, Nader & Jalali, Nima Y. & Soofi, Ehsan S.
- 51-64 Exchangeable Hoeffding decompositions over finite sets: A combinatorial characterization and counterexamples
by El-Dakkak, Omar & Peccati, Giovanni & Prünster, Igor
- 65-78 Varying coefficient subdistribution regression for left-truncated semi-competing risks data
by Li, Ruosha & Peng, Limin
- 79-98 Posterior analysis of rare variants in Gibbs-type species sampling models
by Cesari, Oriana & Favaro, Stefano & Nipoti, Bernardo
- 99-120 Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators
by Couillet, Romain & McKay, Matthew
- 121-125 A derivation of anti-Wishart distribution
by Yu, Soonyu & Ryu, Jaena & Park, Kyoohong
- 126-148 Asymptotic expansion of the posterior density in high dimensional generalized linear models
by Dasgupta, Shibasish & Khare, Kshitij & Ghosh, Malay
- 149-162 Estimating high dimensional covariance matrices: A new look at the Gaussian conjugate framework
by Hannart, Alexis & Naveau, Philippe
- 163-173 An analysis of longitudinal data with nonignorable dropout using the truncated multivariate normal distribution
by Jolani, Shahab
- 174-196 High-dimensional sparse MANOVA
by Cai, T. Tony & Xia, Yin
- 197-208 Preserving relationships between variables with MIVQUE based imputation for missing survey data
by Gelein, Brigitte & Haziza, David & Causeur, David
- 209-228 On binary and categorical time series models with feedback
by Moysiadis, Theodoros & Fokianos, Konstantinos
- 229-239 Distribution of matrix quadratic forms under skew-normal settings
by Ye, Rendao & Wang, Tonghui & Gupta, Arjun K.
- 240-253 Second-order asymptotic theory for calibration estimators in sampling and missing-data problems
by Tan, Zhiqiang
- 254-264 A characterization of elliptical distributions and some optimality properties of principal components for functional data
by Boente, Graciela & Salibián Barrera, Matías & Tyler, David E.
- 265-278 Maximal correlation in a non-diagonal case
by López Blázquez, F. & Salamanca Miño, B.
- 279-292 On relations between BLUEs under two transformed linear models
by Dong, Baomin & Guo, Wenxing & Tian, Yongge
- 293-308 A new test for the proportionality of two large-dimensional covariance matrices
by Liu, Baisen & Xu, Lin & Zheng, Shurong & Tian, Guo-Liang
2014, Volume 130, Issue C
- 1-20 A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks
by Cossette, Hélène & Côté, Marie-Pier & Mailhot, Mélina & Marceau, Etienne
- 45-63 Analyzing right-censored and length-biased data with varying-coefficient transformation model
by Lin, Cunjie & Zhou, Yong
- 107-117 The spatial sign covariance matrix with unknown location
by Dürre, Alexander & Vogel, Daniel & Tyler, David E.
- 118-133 Specification test for Markov models with measurement errors
by Kim, Seonjin & Zhao, Zhibiao
- 134-140 Dependence properties of multivariate max-stable distributions
by Papastathopoulos, Ioannis & Tawn, Jonathan A.
- 155-175 Infinitely divisible multivariate and matrix Gamma distributions
by Pérez-Abreu, Victor & Stelzer, Robert
- 176-193 Goodness of fit tests for linear mixed models
by Tang, Min & Slud, Eric V. & Pfeiffer, Ruth M.
- 194-207 A note on the CLT of the LSS for sample covariance matrix from a spiked population model
by Wang, Qinwen & Silverstein, Jack W. & Yao, Jian-feng
- 208-223 Higher-order accuracy of multiscale-double bootstrap for testing regions
by Shimodaira, Hidetoshi
- 224-239 Tests for real and complex unit roots in vector autoregressive models
by Nyblom, Jukka & Suomala, Jaakko
- 240-251 Stochastic comparison of lifetimes of two (n−k+1)-out-of-n systems with heterogeneous dependent components
by Rezapour, Mohsen & Alamatsaz, Mohammad Hossein
- 252-260 Binary distributions of concentric rings
by Wermuth, Nanny & Marchetti, Giovanni M. & Zwiernik, Piotr
- 261-274 Identifiability of cure models revisited
by Hanin, Leonid & Huang, Li-Shan
- 275-288 Empirical likelihood for partly linear models with errors in all variables
by Yan, Li & Chen, Xia
- 310-322 Generalized canonical correlation analysis for classification
by Shen, Cencheng & Sun, Ming & Tang, Minh & Priebe, Carey E.
- 323-334 Multivariate copulas with hairpin support
by Durante, Fabrizio & Fernández Sánchez, Juan & Trutschnig, Wolfgang
- 335-353 Subsampling extremes: From block maxima to smooth tail estimation
by Wager, Stefan
- 354-375 Partially linear single index models for repeated measurements
by Ma, Shujie & Liang, Hua & Tsai, Chih-Ling
- 376-386 Semiparametric efficiency for partially linear single-index regression models
by Chen, Tao & Parker, Thomas
- 387-408 Phi-divergence statistics for the likelihood ratio order: An approach based on log-linear models
by Martin, Nirian & Mata, Raquel & Pardo, Leandro
- 409-424 Variable selection and estimation for longitudinal survey data
by Wang, Li & Wang, Suojin & Wang, Guannan
2014, Volume 129, Issue C
- 1-15 Dirichlet distribution through neutralities with respect to two partitions
by Sakowicz, Agata & Wesołowski, Jacek
- 16-36 Weak convergence of empirical and bootstrapped C-power processes and application to copula goodness-of-fit
by Quessy, Jean-François & Bahraoui, Tarik
- 37-43 Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function
by He, Daojiang & Wu, Jie
- 44-56 Modified conditional AIC in linear mixed models
by Kawakubo, Yuki & Kubokawa, Tatsuya
- 57-68 Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula
by Wang, Antai
- 69-81 Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy–Widom distribution
by Chiani, Marco
- 82-94 Stochastic comparison of multivariate conditionally dependent mixtures
by Badía, F.G. & Sangüesa, C. & Cha, J.H.
- 95-109 Using linear interpolation to reduce the order of the coverage error of nonparametric prediction intervals based on right-censored data
by Beutner, E. & Cramer, E.
- 110-124 The asymptotic behaviors for least square estimation of multi-casting autoregressive processes
by Mao, Mingzhi
- 125-144 Inference on the shape of elliptical distributions based on the MCD
by Paindaveine, Davy & Van Bever, Germain
- 145-150 A stochastic inequality for the largest order statistics from heterogeneous gamma variables
by Zhao, Peng & Balakrishnan, N.
- 151-159 Feasible generalized least squares estimation of multivariate GARCH(1, 1) models
by Poloni, Federico & Sbrana, Giacomo
- 160-170 Joint density of correlations in the correlation matrix with chordal sparsity patterns
by Kurowicka, Dorota
- 171-185 On the estimation of the medial axis and inner parallel body
by Cuevas, Antonio & Llop, Pamela & Pateiro-López, Beatriz
- 186-192 Linear transformations to symmetry
by Loperfido, Nicola
- 193-205 Jackknife empirical likelihood inference with regression imputation and survey data
by Zhong, Ping-Shou & Chen, Sixia
- 206-219 Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample
by Tsukada, Shin-ichi
- 220-226 Some strong consistency results in stochastic regression
by Lita da Silva, João
- 227-242 A robust and efficient estimation and variable selection method for partially linear single-index models
by Yang, Hu & Yang, Jing
- 243-244 An identity on order statistics of a set of random variables
by Xu, Jian-Lun
- 245-248 A note on the article ‘Inference for multivariate normal mixtures’ by J. Chen and X. Tan
by Alexandrovich, Grigory
2014, Volume 128, Issue C
- 1-9 Stochastic domination in predictive density estimation for ordered normal means under α-divergence loss
by Chang, Yuan-Tsung & Strawderman, William E.
- 10-18 A strong linear representation for the maximum conditional hazard rate estimator in survival analysis
by Gneyou, Kossi Essona
- 19-32 A test for multivariate skew-normality based on its canonical form
by Balakrishnan, N. & Capitanio, A. & Scarpa, B.
- 33-50 Semiparametric efficient estimation for partially linear single-index models with responses missing at random
by Lai, Peng & Wang, Qihua
- 51-61 Testing for additivity in partially linear regression with possibly missing responses
by Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang
- 62-72 Convergence rate to a lower tail dependence coefficient of a skew-t distribution
by Fung, Thomas & Seneta, Eugene
- 73-85 Multivariate Skew-Normal Generalized Hyperbolic distribution and its properties
by Vilca, Filidor & Balakrishnan, N. & Zeller, Camila Borelli
- 86-107 Confidence regions for images observed under the Radon transform
by Bissantz, Nicolai & Holzmann, Hajo & Proksch, Katharina
- 108-119 Hypothesis testing for high-dimensional covariance matrices
by Li, Weiming & Qin, Yingli
- 120-133 Copulas for order statistics with prescribed margins
by Lebrun, Régis & Dutfoy, Anne
- 134-146 Matérn-based nonstationary cross-covariance models for global processes
by Jun, Mikyoung
- 147-153 Polar angle tangent vectors follow Cauchy distributions under spherical symmetry
by Cacoullos, T.
- 154-164 Optimal and minimax prediction in multivariate normal populations under a balanced loss function
by Hu, Guikai & Li, Qingguo & Yu, Shenghua
- 165-185 Graphical model selection and estimation for high dimensional tensor data
by He, Shiyuan & Yin, Jianxin & Li, Hongzhe & Wang, Xing
- 186-202 Minimax adaptive dimension reduction for regression
by Paris, Quentin
- 203-209 The joint distribution of Studentized residuals under elliptical distributions
by Iwashita, Toshiya & Klar, Bernhard
- 210-225 Kendall’s tau for hierarchical data
by Romdhani, H. & Lakhal-Chaieb, L. & Rivest, L.-P.
- 226-238 Semiparametric varying-coefficient study of mean residual life models
by Yang, Guangren & Zhou, Yong
2014, Volume 127, Issue C
- 1-18 Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
by Yang, Yiping & Li, Gaorong & Peng, Heng
- 19-35 Self-consistent estimation of conditional multivariate extreme value distributions
by Liu, Y. & Tawn, J.A.
- 36-55 On small area estimation under a sub-area level model
by Torabi, Mahmoud & Rao, J.N.K.
- 56-71 Sufficient dimension reduction on marginal regression for gaps of recurrent events
by Zhao, Xiaobing & Zhou, Xian
- 72-87 Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions
by Chan, Jennifer So Kuen & Wan, Wai Yin
- 88-97 On the Lorenz ordering of order statistics from exponential populations and some applications
by Da, Gaofeng & Xu, Maochao & Balakrishnan, N.
- 98-111 U-max-statistics and limit theorems for perimeters and areas of random polygons
by Koroleva, E.V. & Nikitin, Ya.Yu.
- 112-125 Some prediction problems for stationary random fields with quarter-plane past
by Kohli, P. & Pourahmadi, M.
- 126-146 Independence tests for continuous random variables based on the longest increasing subsequence
by García, Jesús E. & González-López, V.A.
- 147-150 On usual multivariate stochastic ordering of order statistics from heterogeneous beta variables
by Balakrishnan, Narayanaswamy & Barmalzan, Ghobad & Haidari, Abedin
- 151-159 On construction of general classes of bivariate distributions
by Lee, Hyunju & Cha, Ji Hwan
- 160-172 Bayesian estimation of a bounded precision matrix
by Tsukuma, Hisayuki
- 173-183 Estimation of the number of spikes, possibly equal, in the high-dimensional case
by Passemier, Damien & Yao, Jianfeng
- 184-199 Fast learning from α-mixing observations
by Hang, H. & Steinwart, I.
- 200-213 Copula based factorization in Bayesian multivariate infinite mixture models
by Burda, Martin & Prokhorov, Artem
2014, Volume 126, Issue C
- 1-13 Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices
by Collins, Benoît & Matsumoto, Sho & Saad, Nadia
- 14-24 On standard conjugate families for natural exponential families with bounded natural parameter space
by Hornik, Kurt & Grün, Bettina
- 25-52 Limiting spectral distribution of renormalized separable sample covariance matrices when p/n→0
by Wang, Lili & Paul, Debashis
- 53-74 Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
by Arashi, M. & Kibria, B.M. Golam & Norouzirad, M. & Nadarajah, S.
- 75-85 A class of smooth models satisfying marginal and context specific conditional independencies
by Colombi, R. & Forcina, A.
- 86-99 Bayesian influence analysis of generalized partial linear mixed models for longitudinal data
by Tang, Nian-Sheng & Duan, Xing-De
- 100-113 Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables
by Yang, Seong J. & Park, Byeong U.
- 114-117 Some counterexamples concerning maximal correlation and linear regression
by Papadatos, Nickos
- 118-136 Multivariate Archimax copulas
by Charpentier, A. & Fougères, A.-L. & Genest, C. & Nešlehová, J.G.
- 137-152 Coefficient of determination for multiple measurement error models
by Cheng, C.-L. & Shalabh, & Garg, G.
- 153-166 Compound p-value statistics for multiple testing procedures
by Habiger, Joshua D. & Peña, Edsel A.
- 167-183 Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter
by Cerioli, Andrea & Farcomeni, Alessio & Riani, Marco
2014, Volume 125, Issue C
- 1-35 Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes
by Bachoc, François
- 36-49 Model checking in Tobit regression via nonparametric smoothing
by Koul, Hira L. & Song, Weixing & Liu, Shan
- 50-64 SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part
by Lian, Heng & Li, Jianbo & Tang, Xingyu
- 65-88 On the estimation of the mean density of random closed sets
by Camerlenghi, F. & Capasso, V. & Villa, E.
- 89-99 A new sparse variable selection via random-effect model
by Lee, Youngjo & Oh, Hee-Seok
- 100-120 Assessment of the number of components in Gaussian mixture models in the presence of multiple local maximizers
by Kim, Daeyoung & Seo, Byungtae
- 121-135 On a symbolic representation of non-central Wishart random matrices with applications
by Di Nardo, Elvira
- 136-158 Local asymptotic minimax estimation of nonregular parameters with translation-scale equivariant maps
by Song, Kyungchul
- 159-175 Model structure selection in single-index-coefficient regression models
by Huang, Zhensheng & Pang, Zhen & Lin, Bingqing & Shao, Quanxi
- 176-189 An exact test about the covariance matrix
by Gupta, Arjun K. & Bodnar, Taras
- 190-203 Compatibility results for conditional distributions
by Berti, Patrizia & Dreassi, Emanuela & Rigo, Pietro
- 204-221 Monitoring procedure for parameter change in causal time series
by Bardet, Jean-Marc & Kengne, William
- 222-232 Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices
by Wang, Cheng & Tong, Tiejun & Cao, Longbing & Miao, Baiqi
- 233-251 Bivariate binomial autoregressive models
by Scotto, Manuel G. & Weiß, Christian H. & Silva, Maria Eduarda & Pereira, Isabel
2014, Volume 124, Issue C
- 1-9 On compatibility of discrete full conditional distributions: A graphical representation approach
by Yao, Yi-Ching & Chen, Shih-chieh & Wang, Shao-Hsuan
- 10-24 Asymptotically efficient estimation under semi-parametric random censorship models
by Dikta, Gerhard
- 25-30 Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss–Markoff model under a balanced loss function
by Cao, Mingxiang
- 31-41 Maximal non-exchangeability in dimension d
by Harder, Michael & Stadtmüller, Ulrich
- 42-56 A statistical view of clustering performance through the theory of U-processes
by Clémençon, Stéphan
- 57-69 D-optimal designs for multiresponse linear models with a qualitative factor
by Yue, Rong-Xian & Liu, Xin & Chatterjee, Kashinath
- 70-93 Estimation and inference of semi-varying coefficient models with heteroscedastic errors
by Shen, Si-Lian & Cui, Jian-Ling & Mei, Chang-Lin & Wang, Chun-Wei
- 94-104 General directional regression
by Yu, Zhou & Dong, Yuexiao & Huang, Mian
- 105-115 Stochastic comparisons of order statistics and their concomitants
by Bairamov, Ismihan & Khaledi, Baha-Eldin & Shaked, Moshe
- 116-129 A revisit to correlation analysis for distortion measurement error data
by Zhang, Jun & Feng, Zhenghui & Zhou, Bu
- 130-149 Simultaneous confidence bands for sequential autoregressive fitting
by Jirak, Moritz
- 150-165 Series expansion for functional sufficient dimension reduction
by Lian, Heng & Li, Gaorong
- 166-178 An optimal test for variance components of multivariate mixed-effects linear models
by Aryal, Subhash & Bhaumik, Dulal K. & Mathew, Thomas & Gibbons, Robert D.
- 179-198 Multivariate measurement error models using finite mixtures of skew-Student t distributions
by Cabral, Celso Rômulo Barbosa & Lachos, Víctor Hugo & Zeller, Camila Borelli
- 199-213 Model determination and estimation for the growth curve model via group SCAD penalty
by Hu, Jianhua & Xin, Xin & You, Jinhong
- 214-225 Sensitivity to hyperprior parameters in Gaussian Bayesian networks
by Gómez-Villegas, M.A. & Main, P. & Navarro, H. & Susi, R.
- 226-236 Subsignatures of systems
by Marichal, Jean-Luc
- 237-246 Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions
by Besson, Olivier & Abramovich, Yuri I.
- 247-259 A Bayesian analysis of normalized VAR models
by Sun, Dongchu & Ni, Shawn
- 260-280 Objective Bayesian analysis for autoregressive models with nugget effects
by Ren, Cuirong & Sun, Dongchu
- 281-294 A new adjusted maximum likelihood method for the Fay–Herriot small area model
by Yoshimori, Masayo & Lahiri, Partha
- 295-312 On Cauchy–Stieltjes kernel families
by Bryc, Włodek & Fakhfakh, Raouf & Hassairi, Abdelhamid
- 313-332 Functional data analysis with increasing number of projections
by Fremdt, Stefan & Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef G.
- 333-344 Minimax covariance estimation using commutator subgroup of lower triangular matrices
by Tsukuma, Hisayuki
- 345-352 On the Bingham distribution with large dimension
by Kume, A. & Walker, S.G.
- 353-370 Consistency, bias and efficiency of the normal-distribution-based MLE: The role of auxiliary variables
by Yuan, Ke-Hai & Savalei, Victoria
- 371-383 Bayesian model diagnostics using functional Bregman divergence
by Goh, Gyuhyeong & Dey, Dipak K.
- 384-397 Schur2-concavity properties of Gaussian measures, with applications to hypotheses testing
by Pinelis, Iosif
- 398-417 Application of second generation wavelets to blind spherical deconvolution
by Vareschi, T.
- 418-435 A robust extension of the bivariate Birnbaum–Saunders distribution and associated inference
by Vilca, Filidor & Balakrishnan, N. & Zeller, Camila Borelli
- 436-450 Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes
by Bosq, D.
- 451-464 Bayesian robust inference of sample selection using selection-t models
by Ding, Peng
- 465-479 Asymptotics of hierarchical clustering for growing dimension
by Borysov, Petro & Hannig, Jan & Marron, J.S.
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