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Content
2014, Volume 123, Issue C
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
- 99-111 Extremal dependence of copulas: A tail density approach
by Li, Haijun & Wu, Peiling
- 112-126 Geometric structures arising from kernel density estimation on Riemannian manifolds
by Kim, Yoon Tae & Park, Hyun Suk
- 127-160 Sparse principal component analysis by choice of norm
by Qi, Xin & Luo, Ruiyan & Zhao, Hongyu
- 161-170 A revisit to efficient forecasting in linear regression models
by Shalabh,
- 171-188 Embedding in space forms
by Johannsen, David A. & Solka, Jeffrey L.
- 189-200 Efficient penalized estimating method in the partially varying-coefficient single-index model
by Huang, Zhensheng & Lin, Bingqing & Feng, Fan & Pang, Zhen
- 201-208 Dependence structure of bivariate order statistics with applications to Bayramoglu’s distributions
by Huang, J.S. & Dou, Xiaoling & Kuriki, Satoshi & Lin, G.D.
- 209-226 Resistant estimators in Poisson and Gamma models with missing responses and an application to outlier detection
by Bianco, Ana M. & Boente, Graciela & Rodrigues, Isabel M.
- 227-255 Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity
by Meitz, Mika & Saikkonen, Pentti
- 256-269 The multivariate Watson distribution: Maximum-likelihood estimation and other aspects
by Sra, Suvrit & Karp, Dmitrii
- 270-287 Gaussian fluctuations for sample covariance matrices with dependent data
by Friesen, Olga & Löwe, Matthias & Stolz, Michael
- 288-302 Kernel smoothers and bootstrapping for semiparametric mixed effects models
by González Manteiga, Wenceslao & Lombardía, María José & Martínez Miranda, María Dolores & Sperlich, Stefan
- 303-317 Third-order local power properties of tests for a composite hypothesis
by Kakizawa, Yoshihide
- 318-337 Sibuya copulas
by Hofert, Marius & Vrins, Frédéric
- 338-348 Likelihood ratio order of spacings from two heterogeneous samples
by Torrado, Nuria & Lillo, Rosa E.
- 349-358 A two sample test in high dimensional data
by Srivastava, Muni S. & Katayama, Shota & Kano, Yutaka
- 359-377 Asymptotic properties of the Bayes and pseudo Bayes estimators of ability in item response theory
by Ogasawara, Haruhiko
- 378-388 Comparison of confidence intervals for correlation coefficients based on incomplete monotone samples and those based on listwise deletion
by Krishnamoorthy, K.
- 389-401 Asymptotic properties of canonical correlation analysis for one group with additional observations
by Yamada, Tomoya
- 402-411 On the generalized domain of attraction of the multivariate normal law and asymptotic normality of the multivariate Student t-statistic
by Martsynyuk, Yuliya V.
- 412-426 A generalization of the Dirichlet distribution
by Ongaro, A. & Migliorati, S.
- 427-447 A subspace estimator for fixed rank perturbations of large random matrices
by Hachem, Walid & Loubaton, Philippe & Mestre, Xavier & Najim, Jamal & Vallet, Pascal
- 448-456 On the existence of non-central Wishart distributions
by Mayerhofer, Eberhard
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