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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
2014, Volume 124, Issue C
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.
- 345-363 Multi-index regression models with missing covariates at random
by Guo, Xu & Xu, Wangli & Zhu, Lixing
- 364-379 A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data
by Hyodo, Masashi & Kubokawa, Tatsuya
- 380-385 Estimation of the covariance matrix in multivariate partially linear models
by Przystalski, Marcin
- 386-394 A note on the fourth cumulant of a finite mixture distribution
by Loperfido, Nicola
2013, Volume 122, Issue C
- 1-19 Extreme dependence models based on event magnitude
by Padoan, Simone A.
- 20-34 Quantile regression analysis of case-cohort data
by Zheng, Ming & Zhao, Ziqiang & Yu, Wen
- 35-52 Tests for skewness and kurtosis in the one-way error component model
by Galvao, Antonio F. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter & Wang, Liang
- 53-69 Extended matrix variate gamma and beta functions
by Nagar, Daya K. & Roldán-Correa, Alejandro & Gupta, Arjun K.
- 70-81 On the exact and approximate distributions of the product of a Wishart matrix with a normal vector
by Bodnar, Taras & Mazur, Stepan & Okhrin, Yarema
- 82-95 A nonparametric empirical Bayes approach to adaptive minimax estimation
by Jiang, Wenhua & Zhang, Cun-Hui
- 96-114 Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates
by Hu, Jianwei & Chai, Hao
- 115-132 Variable selection in high-dimensional quantile varying coefficient models
by Tang, Yanlin & Song, Xinyuan & Wang, Huixia Judy & Zhu, Zhongyi
- 133-147 A frailty model for interaction between multiple events
by Cuzick, Jack & Yang, Zihua
- 148-161 Direction estimation in single-index models via distance covariance
by Sheng, Wenhui & Yin, Xiangrong
- 162-174 Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices
by Kojima, Masahiro & Kubokawa, Tatsuya
- 175-189 On the distribution of posterior probabilities in finite mixture models with application in clustering
by Melnykov, Volodymyr
- 190-201 On extension of some identities for the bias and risk functions in elliptically contoured distributions
by Nkurunziza, Sévérien & Chen, Fuqi
- 202-214 Confidence regions for level sets
by Mammen, Enno & Polonik, Wolfgang
- 215-225 On the limiting distribution of the spatial scan statistic
by Zhang, Tonglin & Lin, Ge
- 226-238 A robust and efficient estimation method for single index models
by Liu, Jicai & Zhang, Riquan & Zhao, Weihua & Lv, Yazhao
- 239-250 High-dimensional AIC in the growth curve model
by Fujikoshi, Yasunori & Enomoto, Rie & Sakurai, Tetsuro
- 251-270 Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
by Zhou, Xing-cai & Lin, Jin-guan
- 271-277 Sklar’s theorem derived using probabilistic continuation and two consistency results
by Faugeras, Olivier P.
- 278-291 Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension
by Dedecker, Jérôme & Michel, Bertrand
- 292-316 On a family of test statistics for discretely observed diffusion processes
by De Gregorio, A. & Iacus, S.M.
- 317-333 Nonparametric estimation of means on Hilbert manifolds and extrinsic analysis of mean shapes of contours
by Ellingson, Leif & Patrangenaru, Vic & Ruymgaart, Frits
- 334-354 PCA consistency for the power spiked model in high-dimensional settings
by Yata, Kazuyoshi & Aoshima, Makoto
- 355-376 A note on the variance of the square components of a normal multivariate within a Euclidean ball
by Palombi, Filippo & Toti, Simona
- 377-392 Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models
by Kubokawa, Tatsuya
- 393-408 Hierarchical Poisson models for spatial count data
by De Oliveira, Victor
- 409-413 Extremal t processes: Elliptical domain of attraction and a spectral representation
by Opitz, T.
2013, Volume 121, Issue C
- 1-21 On the convergence of the spectrum of finite order approximations of stationary time series
by Datta Gupta, Syamantak & Mazumdar, Ravi R. & Glynn, Peter
- 22-32 Empirical likelihood for partially linear proportional hazards models with growing dimensions
by Tang, Xingyu & Li, Jianbo & Lian, Heng
- 33-49 Optimal generalized truncated sequential Monte Carlo test
by Silva, Ivair R. & Assunção, Renato M.
- 50-68 Support vector machine quantile regression approach for functional data: Simulation and application studies
by Crambes, Christophe & Gannoun, Ali & Henchiri, Yousri
- 70-86 An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index
by Dierckx, Goedele & Goegebeur, Yuri & Guillou, Armelle
- 87-108 A Bayesian semiparametric dynamic two-level structural equation model for analyzing non-normal longitudinal data
by Song, Xin-Yuan & Chen, Fei & Lu, Zhao-Hua
- 109-126 Bayesian estimation of order-restricted and unrestricted association models
by Demirhan, Haydar
- 127-138 Strictly stationary solutions of ARMA equations in Banach spaces
by Spangenberg, Felix
- 139-151 Efficient estimation for semiparametric cure models with interval-censored data
by Hu, Tao & Xiang, Liming
- 152-175 Kernel density estimation for directional–linear data
by García-Portugués, Eduardo & Crujeiras, Rosa M. & González-Manteiga, Wenceslao
- 176-192 Asymptotics of randomly weighted u- and v-statistics: Application to bootstrap
by Csörgő, Miklós & Nasari, Masoud M.
- 193-223 Best permutation analysis
by Rajaratnam, Bala & Salzman, Julia
- 224-232 A necessary test for complete independence in high dimensions using rank-correlations
by Wang, Guanghui & Zou, Changliang & Wang, Zhaojun
2013, Volume 120, Issue C
- 1-17 Conditional estimation for dependent functional data
by Battey, Heather & Sancetta, Alessio
- 18-33 Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations
by Chan, Ngai Hang & Zhang, Rong-Mao
- 34-39 Information on parameters of interest decreases under transformations
by Fewster, R.M. & Jupp, P.E.
- 40-58 Kernel estimation of conditional density with truncated, censored and dependent data
by Liang, Han-Ying & Liu, Ai-Ai
- 59-84 On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
by Christensen, Kim & Podolskij, Mark & Vetter, Mathias
- 85-101 Factor copula models for multivariate data
by Krupskii, Pavel & Joe, Harry
- 102-119 Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices
by Chang, Lo-Bin & Bai, Zhidong & Huang, Su-Yun & Hwang, Chii-Ruey
- 120-134 Functional analysis techniques to improve similarity matrices in discrimination problems
by González, Javier & Muñoz, Alberto
- 135-151 The L1 penalized LAD estimator for high dimensional linear regression
by Wang, Lie
- 152-162 A closed-form estimator for the multivariate GARCH(1,1) model
by Sbrana, Giacomo & Poloni, Federico
- 163-172 A note on tail dependence regression
by Zhang, Qingzhao & Li, Deyuan & Wang, Hansheng
- 173-184 Robust estimation of location and scatter by pruning the minimum spanning tree
by Kirschstein, Thomas & Liebscher, Steffen & Becker, Claudia
- 185-204 Minimum distance estimation in a finite mixture regression model
by Tang, Qingguo & Karunamuni, Rohana J.
- 205-215 A Bayesian decision theoretic approach to directional multiple hypotheses problems
by Bansal, Naveen K. & Miescke, Klaus J.
- 216-225 Distribution of functionals of a Ferguson–Dirichlet process over an n-dimensional ball
by Dickey, James M. & Jiang, Thomas J. & Kuo, Kun-Lin
- 226-233 Generalized prediction intervals for BLUPs in mixed models
by Gamage, Jinadasa & Mathew, Thomas & Weerahandi, Samaradasa
2013, Volume 119, Issue C
- 1-15 Vine constructions of Lévy copulas
by Grothe, Oliver & Nicklas, Stephan
- 16-31 Fisher information in different types of perfect and imperfect ranked set samples from finite mixture models
by Hatefi, Armin & Jafari Jozani, Mohammad
- 32-46 On multivariate extensions of Value-at-Risk
by Cousin, Areski & Di Bernardino, Elena
- 47-60 Supervised component generalized linear regression using a PLS-extension of the Fisher scoring algorithm
by Bry, X. & Trottier, C. & Verron, T. & Mortier, F.
- 61-70 Empirical and sequential empirical copula processes under serial dependence
by Bücher, Axel & Volgushev, Stanislav
- 71-80 Regression analysis of multivariate panel count data with an informative observation process
by Zhang, Haixiang & Zhao, Hui & Sun, Jianguo & Wang, Dehui & Kim, KyungMann
- 81-100 Estimating a bivariate tail: A copula based approach
by Di Bernardino, Elena & Maume-Deschamps, Véronique & Prieur, Clémentine
- 101-118 Simplified pair copula constructions—Limitations and extensions
by Stöber, Jakob & Joe, Harry & Czado, Claudia
- 119-143 Kernel density estimation on the rotation group and its application to crystallographic texture analysis
by Hielscher, Ralf
- 144-162 Asymptotic cumulants of ability estimators using fallible item parameters
by Ogasawara, Haruhiko
- 163-175 Nonparametric two-sample tests on homogeneous Riemannian manifolds, Cholesky decompositions and Diffusion Tensor Image analysis
by Osborne, Daniel & Patrangenaru, Vic & Ellingson, Leif & Groisser, David & Schwartzman, Armin
- 176-184 Predictive power of principal components for single-index model and sufficient dimension reduction
by Artemiou, Andreas & Li, Bing
- 185-199 Empirical and weighted conditional likelihoods for matched case-control studies with missing covariates
by Liu, Tianqing & Yuan, Xiaohui & Li, Zhaohai & Li, Yuanzhang
- 200-208 Inverse circular–circular regression
by SenGupta, Ashis & Kim, Sungsu & Arnold, Barry C.
2013, Volume 118, Issue C
- 1-23 Hypothesis testing in a generic nesting framework for general distributions
by Martín, N. & Balakrishnan, N.
- 24-36 Distances between models of generalized order statistics
by Vuong, Q.N. & Bedbur, S. & Kamps, U.
- 37-52 Densities of nested Archimedean copulas
by Hofert, Marius & Pham, David
- 53-66 Change-point detection in multinomial data using phi-divergence test statistics
by Batsidis, A. & Horváth, L. & Martín, N. & Pardo, L. & Zografos, K.
- 67-76 Reconstruction of a low-rank matrix in the presence of Gaussian noise
by Shabalin, Andrey A. & Nobel, Andrew B.
- 77-101 Further results on the h-test of Durbin for stable autoregressive processes
by Proïa, Frédéric
- 102-114 A simple method for obtaining the maximal correlation coefficient and related characterizations
by Papadatos, Nickos & Xifara, Tatiana
- 115-127 Quadratic inference functions for partially linear single-index models with longitudinal data
by Lai, Peng & Li, Gaorong & Lian, Heng
- 128-137 Identity tests for high dimensional data using RMT
by Wang, Cheng & Yang, Jing & Miao, Baiqi & Cao, Longbing
- 138-147 Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters
by Withers, Christopher S. & Nadarajah, Saralees
2013, Volume 117, Issue C
- 1-13 A correlated random effects model for non-homogeneous Markov processes with nonignorable missingness
by Chen, Baojiang & Zhou, Xiao-Hua
- 14-31 Strong consistency of k-parameters clustering
by Gallegos, María Teresa & Ritter, Gunter
- 32-40 Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors
by Choi, Hee Min & Hobert, James P.
- 41-75 Multivariate truncated moments
by Arismendi, J.C.
- 76-87 Estimation of mean squared error of model-based estimators of small area means under a nested error linear regression model
by Torabi, Mahmoud & Rao, J.N.K.
- 88-99 Degrees of freedom and model selection in semiparametric additive monotone regression
by Rueda, Cristina
- 100-119 Test of independence for functional data
by Horváth, Lajos & Hušková, Marie & Rice, Gregory
- 120-133 Mixtures of common factor analyzers for high-dimensional data with missing information
by Wang, Wan-Lun
- 134-149 Generalized F test for high dimensional linear regression coefficients
by Wang, Siyang & Cui, Hengjian
- 150-162 Nonparametric LAD cointegrating regression
by Honda, Toshio
- 163-174 Sparse-smooth regularized singular value decomposition
by Hong, Zhaoping & Lian, Heng
- 175-192 Bayesian regression based on principal components for high-dimensional data
by Lee, Jaeyong & Oh, Hee-Seok
- 193-213 The distance correlation t-test of independence in high dimension
by Székely, Gábor J. & Rizzo, Maria L.
- 214-228 On the estimation of Spearman’s rho and related tests of independence for possibly discontinuous multivariate data
by Genest, Christian & Nešlehová, Johanna G. & Rémillard, Bruno
- 229-245 On the moments of ratios of quadratic forms in normal random variables
by Bao, Yong & Kan, Raymond
- 246-256 Homogeneous distributions—And a spectral representation of classical mean values and stable tail dependence functions
by Ressel, Paul
- 257-280 Dependent wild bootstrap for degenerate U- and V-statistics
by Leucht, Anne & Neumann, Michael H.
- 281-295 Robust multivariate association and dimension reduction using density divergences
by Iaci, Ross & Sriram, T.N.
- 296-312 The holonomic gradient method for the distribution function of the largest root of a Wishart matrix
by Hashiguchi, Hiroki & Numata, Yasuhide & Takayama, Nobuki & Takemura, Akimichi
- 313-331 Correlation tests for high-dimensional data using extended cross-data-matrix methodology
by Yata, Kazuyoshi & Aoshima, Makoto
2013, Volume 116, Issue C
- 1-13 Functional contour regression
by Wang, Guochang & Lin, Nan & Zhang, Baoxue
- 25-34 Schur-convexity of 2nd order, certain subclass of multivariate arrangement increasing functions with applications in statistics
by Revyakov, Mikhail
- 35-44 Feasible ridge estimator in partially linear models
by Roozbeh, M. & Arashi, M.
- 45-51 Minimax optimal estimation of general bandable covariance matrices
by Xue, Lingzhou & Zou, Hui
- 52-62 On general bootstrap of empirical estimator of a semi-Markov kernel with applications
by Bouzebda, Salim & Limnios, Nikolaos
- 63-73 On sample ranges from two sets of heterogenous random variables
by Ding, Weiyong & Da, Gaofeng & Zhao, Peng
- 74-91 Tail estimation of the spectral density for a stationary Gaussian random field
by Wu, Wei-Ying & Lim, Chae Young & Xiao, Yimin
- 92-108 Radial basis function regularization for linear inverse problems with random noise
by Valencia, Carlos & Yuan, Ming
- 109-129 Dense classes of multivariate extreme value distributions
by Fougères, Anne-Laure & Mercadier, Cécile & Nolan, John P.
- 130-140 Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances
by Wang, Y. & Daniels, M.J.
- 141-162 Optimal rank-based tests for block exogeneity in vector autoregressions
by Bramati, Maria Caterina
- 163-171 On elliptical quantiles in the quantile regression setup
by Hlubinka, Daniel & Šiman, Miroslav
- 172-189 Frontier estimation with kernel regression on high order moments
by Girard, Stéphane & Guillou, Armelle & Stupfler, Gilles
- 190-207 Corrected portmanteau tests for VAR models with time-varying variance
by Patilea, V. & Raïssi, H.
- 208-229 Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
by Bücher, Axel & Ruppert, Martin
- 230-244 Generalized multivariate Birnbaum–Saunders distributions and related inferential issues
by Kundu, Debasis & Balakrishnan, N. & Jamalizadeh, Ahad
- 245-262 Information based model selection criteria for generalized linear mixed models with unknown variance component parameters
by Yu, Dalei & Zhang, Xinyu & Yau, Kelvin K.W.
- 263-277 Intrinsic dimension identification via graph-theoretic methods
by Brito, M.R. & Quiroz, A.J. & Yukich, J.E.
- 278-296 Robust and efficient estimation of the residual scale in linear regression
by Van Aelst, Stefan & Willems, Gert & Zamar, Ruben H.
- 297-309 Equality of the BLUPs under the mixed linear model when random components and errors are correlated
by Liu, Xin & Wang, Qing-Wen
- 310-331 Model-based principal components of correlation matrices
by Boik, Robert J.
- 332-348 Binary response models with M-phase case-control data
by Chiang, Chin-Tsang & Huang, Ming-Yueh & Bai, Ren-Hong
- 349-364 Two-step adaptive model selection for vector autoregressive processes
by Ren, Yunwen & Xiao, Zhiguo & Zhang, Xinsheng
- 365-381 Adjusting for high-dimensional covariates in sparse precision matrix estimation by ℓ1-penalization
by Yin, Jianxin & Li, Hongzhe
- 382-397 Minimaxity in predictive density estimation with parametric constraints
by Kubokawa, Tatsuya & Marchand, Éric & Strawderman, William E. & Turcotte, Jean-Philippe
- 398-409 Empirical likelihood for linear transformation models with interval-censored failure time data
by Zhang, Zhigang & Zhao, Yichuan
- 410-421 Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension
by Katayama, Shota & Kano, Yutaka & Srivastava, Muni S.
- 422-439 Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
by Long, Hongwei & Shimizu, Yasutaka & Sun, Wei
- 440-455 Properties and applications of Fisher distribution on the rotation group
by Sei, Tomonari & Shibata, Hiroki & Takemura, Akimichi & Ohara, Katsuyoshi & Takayama, Nobuki
- 456-472 Posterior consistency in conditional distribution estimation
by Pati, Debdeep & Dunson, David B. & Tokdar, Surya T.
- 473-498 Goodness-of-fit test for stochastic volatility models
by Lin, Liang-Ching & Lee, Sangyeol & Guo, Meihui
2013, Volume 115, Issue C
- 1-15 Archimedean survival processes
by Hoyle, Edward & Mengütürk, Levent Ali
- 16-32 Nonparametric tests for change-point detection à la Gombay and Horváth
by Holmes, Mark & Kojadinovic, Ivan & Quessy, Jean-François
- 33-47 The cluster bootstrap consistency in generalized estimating equations
by Cheng, Guang & Yu, Zhuqing & Huang, Jianhua Z.
- 48-56 On the extensions of Barlow–Proschan importance index and system signature to dependent lifetimes
by Marichal, Jean-Luc & Mathonet, Pierre
- 57-67 ANOVA kernels and RKHS of zero mean functions for model-based sensitivity analysis
by Durrande, N. & Ginsbourger, D. & Roustant, O. & Carraro, L.
- 68-83 Semiparametric Bayesian analysis of nonlinear reproductive dispersion mixed models for longitudinal data
by Tang, Nian-Sheng & Zhao, Yuan-Ying
- 84-107 Optimal transformation: A new approach for covering the central subspace
by Portier, François & Delyon, Bernard
- 108-121 Comparison of binary discrimination methods for high dimension low sample size data
by Bolivar-Cime, A. & Marron, J.S.
- 122-137 Multidimensional p–p plots and precedence tests for point processes on ℜd
by Jordan, Adriana & Ivanoff, B. Gail
- 138-156 The dictionary approach for spherical deconvolution
by Pham Ngoc, Thanh Mai & Rivoirard, Vincent
- 157-171 Score tests in the presence of errors in covariates in matched case-control studies
by Sinha, Samiran & Yoo, Seungyoon
- 172-180 A parametric bootstrap approach for two-way ANOVA in presence of possible interactions with unequal variances
by Xu, Li-Wen & Yang, Fang-Qin & Abula, Aji’erguli & Qin, Shuang
- 181-192 A simplified model for studying bivariate mortality under right-censoring
by Gribkova, Svetlana & Lopez, Olivier & Saint-Pierre, Philippe
- 193-203 Robustness of designs for model discrimination
by Ghosh, Subir & Dutta, Santanu
- 204-216 Tests for multivariate analysis of variance in high dimension under non-normality
by Srivastava, Muni S. & Kubokawa, Tatsuya
- 217-251 Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations
by Brockwell, Peter J. & Schlemm, Eckhard
- 252-269 Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series
by Lenart, Łukasz
- 270-284 Smoothed jackknife empirical likelihood inference for the difference of ROC curves
by Yang, Hanfang & Zhao, Yichuan
- 285-300 Weak conditions for shrinking multivariate nonparametric density estimators
by Sancetta, Alessio
- 301-316 Modified estimators of the contribution rates of population eigenvalues
by Sheena, Yo
- 317-333 Consistency of sparse PCA in High Dimension, Low Sample Size contexts
by Shen, Dan & Shen, Haipeng & Marron, J.S.
- 334-346 Likelihood ratio tests for positivity in polynomial regressions
by Kato, Naohiro & Kuriki, Satoshi
- 347-358 Information preserving sufficient summaries for dimension reduction
by Nelson, David & Noorbaloochi, Siamak
- 359-373 Optimal robust M-estimators using Rényi pseudodistances
by Toma, Aida & Leoni-Aubin, Samuela
- 374-395 Robust monitoring of CAPM portfolio betas
by Chochola, Ondřej & Hušková, Marie & Prášková, Zuzana & Steinebach, Josef G.
- 396-404 Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn model
by Keef, Caroline & Papastathopoulos, Ioannis & Tawn, Jonathan A.
- 405-420 A frequency domain bootstrap for Whittle estimation under long-range dependence
by Kim, Young Min & Nordman, Daniel J.
- 421-444 Using Bagidis in nonparametric functional data analysis: Predicting from curves with sharp local features
by Timmermans, Catherine & Delsol, Laurent & von Sachs, Rainer
- 445-456 Variable selection for general transformation models with right censored data via nonconcave penalties
by Li, Jianbo & Gu, Minggao & Zhang, Riquan
- 457-480 Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws
by Mai, Jan-Frederik & Scherer, Matthias & Shenkman, Natalia
- 481-495 A new index to measure positive dependence in trivariate distributions
by García, Jesús E. & González-López, V.A. & Nelsen, R.B.
- 496-515 Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension
by Kubokawa, Tatsuya & Hyodo, Masashi & Srivastava, Muni S.
- 516-536 Extrapolation of stable random fields
by Karcher, Wolfgang & Shmileva, Elena & Spodarev, Evgeny
2013, Volume 114, Issue C
- 1-15 Influence measures on corrected score estimators in functional heteroscedastic measurement error models
by Giménez, Patricia & Galea, Manuel
- 16-28 Non-Gaussian modeling of spatial data using scale mixing of a unified skew Gaussian process
by Zareifard, Hamid & Jafari Khaledi, Majid
- 29-39 Determinants, permanents and some applications to statistical shape theory
by Caro-Lopera, Francisco J. & González-Farías, Graciela & Balakrishnan, N.
- 40-53 Efficient inference for autoregressive coefficients in the presence of trends
by Qiu, D. & Shao, Q. & Yang, L.
- 54-62 On regularized general empirical Bayes estimation of normal means
by Jiang, Wenhua
- 63-73 Empirical likelihood for generalized linear models with longitudinal data
by Li, Daoji & Pan, Jianxin
- 74-98 Maximum likelihood estimation for conditional distribution single-index models under censoring
by Strzalkowska-Kominiak, Ewa & Cao, Ricardo
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