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Content
2015, Volume 133, Issue C
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.
- 480-487 A note on the asymptotic behavior of the Bernstein estimator of the copula density
by Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël
2014, Volume 123, Issue C
- 1-18 Partial marginal likelihood estimation for general transformation models
by Gu, Minggao & Wu, Yueqin & Huang, Bin
- 19-29 On bivariate Weibull-Geometric distribution
by Kundu, Debasis & Gupta, Arjun K.
- 30-42 Compound Poisson approximations for symmetric vectors
by Kruopis, Julius & Čekanavičius, Vydas
- 43-67 Nonparametric estimation of multivariate elliptic densities via finite mixture sieves
by Battey, Heather & Linton, Oliver
- 68-84 A ridge regression estimation approach to the measurement error model
by Saleh, A.K.Md. Ehsanes & Shalabh,
- 85-95 Geometric interpretation of the residual dependence coefficient
by Nolde, Natalia
- 96-110 Measuring association and dependence between random vectors
by Grothe, Oliver & Schnieders, Julius & Segers, Johan
- 111-128 Structure of the random measure associated with an isotropic stationary process
by Alain, Boudou & Sylvie, Viguier-Pla
- 129-142 Marginal regression analysis of clustered failure time data with a cure fraction
by Niu, Yi & Peng, Yingwei
- 143-159 Strength of tail dependence based on conditional tail expectation
by Hua, Lei & Joe, Harry
- 160-171 A nonparametric two-sample test applicable to high dimensional data
by Biswas, Munmun & Ghosh, Anil K.
- 172-183 Parameter estimation for operator scaling random fields
by Lim, C.Y. & Meerschaert, M.M. & Scheffler, H.-P.
- 184-200 Consistency of high-dimensional AIC-type and Cp-type criteria in multivariate linear regression
by Fujikoshi, Yasunori & Sakurai, Tetsuro & Yanagihara, Hirokazu
- 201-213 On the asymptotic normality of kernel density estimators for causal linear random fields
by Wang, Yizao & Woodroofe, Michael
- 214-227 Deflation-based separation of uncorrelated stationary time series
by Miettinen, Jari & Nordhausen, Klaus & Oja, Hannu & Taskinen, Sara
- 228-251 Mixtures of skewed Kalman filters
by Kim, Hyoung-Moon & Ryu, Duchwan & Mallick, Bani K. & Genton, Marc G.
- 252-269 Local linear–additive estimation for multiple nonparametric regressions
by Lin, Lu & Song, Yunquan & Liu, Zhao
- 270-280 Integrative correlation: Properties and relation to canonical correlations
by Cope, Leslie & Naiman, Daniel Q. & Parmigiani, Giovanni
- 281-303 Model assisted Cox regression
by Mondal, Shoubhik & Subramanian, Sundarraman
- 304-310 Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models
by Lian, Heng
- 311-329 Transformed goodness-of-fit statistics for a generalized linear model of binary data
by Taneichi, Nobuhiro & Sekiya, Yuri & Toyama, Jun
- 330-344 Efficient estimation of semiparametric copula models for bivariate survival data
by Cheng, Guang & Zhou, Lan & Chen, Xiaohong & Huang, Jianhua Z.
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