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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
2013, Volume 114, Issue C
- 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
- 457-473 Moment bounds and central limit theorems for Gaussian subordinated arrays
by Bardet, Jean-Marc & Surgailis, Donatas
2013, Volume 113, Issue C
- 2-6 New discrete Appell and Humbert distributions with relevance to bivariate accident data
by Kemp, Adrienne W.
- 7-18 Multivariate distributions and the moment problem
by Kleiber, Christian & Stoyanov, Jordan
- 19-36 The distribution of the product of powers of independent uniform random variables — A simple but useful tool to address and better understand the structure of some distributions
by Arnold, Barry C. & Coelho, Carlos A. & Marques, Filipe J.
- 37-47 The multilinear normal distribution: Introduction and some basic properties
by Ohlson, Martin & Rauf Ahmad, M. & von Rosen, Dietrich
- 48-58 Scale mixtures of Kotz–Dirichlet distributions
by Balakrishnan, N. & Hashorva, E.
- 59-72 Multivariate generalized Laplace distribution and related random fields
by Kozubowski, Tomasz J. & Podgórski, Krzysztof & Rychlik, Igor
- 73-90 The centred parameterization and related quantities of the skew-t distribution
by Arellano-Valle, Reinaldo B. & Azzalini, Adelchi
- 91-105 A necessary test of fit of specific elliptical distributions based on an estimator of Song’s measure
by Batsidis, Apostolos & Zografos, Konstantinos
- 106-115 From the Huang–Kotz FGM distribution to Baker’s bivariate distribution
by Bairamov, I. & Bayramoglu, K.
- 116-127 Reliability properties of bivariate conditional proportional hazard rate models
by Navarro, Jorge & Sarabia, José María
- 128-152 The distribution of the amplitude and phase of the mean of a sample of complex random variables
by Withers, Christopher S. & Nadarajah, Saralees
- 153-160 Hazard rate comparison of parallel systems with heterogeneous gamma components
by Balakrishnan, N. & Zhao, Peng
2012, Volume 112, Issue C
- 1-23 Nonlinear models with measurement errors subject to single-indexed distortion
by Zhang, Jun & Zhu, Li-Xing & Liang, Hua
- 24-34 An affine invariant k-nearest neighbor regression estimate
by Biau, Gérard & Devroye, Luc & Dujmović, Vida & Krzyżak, Adam
- 35-47 Performance of double k-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses
by Shalabh, & Garg, G. & Heumann, C.
- 48-62 Uniqueness of linear factorizations into independent subspaces
by Gutch, Harold W. & Theis, Fabian J.
- 63-75 Jackknife empirical likelihood tests for error distributions in regression models
by Feng, Huijun & Peng, Liang
- 76-91 Nonstationary modeling for multivariate spatial processes
by Kleiber, William & Nychka, Douglas
- 92-107 A criterion-based model comparison statistic for structural equation models with heterogeneous data
by Li, Yun-Xian & Kano, Yutaka & Pan, Jun-Hao & Song, Xin-Yuan
- 108-116 Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression
by Khare, Kshitij & Hobert, James P.
- 117-129 Parametric component detection and variable selection in varying-coefficient partially linear models
by Wang, Dewei & Kulasekera, K.B.
- 130-144 Nonparametric bootstrap tests of conditional independence in two-way contingency tables
by Hui, Francis K.C. & Geenens, Gery
- 145-155 On variance estimation in a negative binomial time series regression model
by Wu, Rongning
- 156-171 Testing the structure of the covariance matrix with fewer observations than the dimension
by Srivastava, Muni S. & Reid, N.
- 172-182 Empirical likelihood inferences for the semiparametric additive isotonic regression
by Cheng, Guang & Zhao, Yichuan & Li, Bo
- 183-193 Estimation of generalized linear latent variable models via fully exponential Laplace approximation
by Bianconcini, Silvia & Cagnone, Silvia
- 207-218 Dimension reduction for the conditional kth moment via central solution space
by Dong, Yuexiao & Yu, Zhou
- 219-229 Markov bases for typical block effect models of two-way contingency tables
by Ogawa, Mitsunori & Takemura, Akimichi
- 230-241 A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets
by Mojirsheibani, Majid
- 242-247 Moments and cumulants for the complex Wishart
by Withers, Christopher S. & Nadarajah, Saralees
- 248-255 On the consistency of coordinate-independent sparse estimation with BIC
by Zou, Changliang & Chen, Xin
2012, Volume 111, Issue C
- 1-19 Nonparametric Bayes classification and hypothesis testing on manifolds
by Bhattacharya, Abhishek & Dunson, David
- 20-38 U-statistic with side information
by Yuan, Ao & He, Wenqing & Wang, Binhuan & Qin, Gengsheng
- 39-58 Combining quasi and empirical likelihoods in generalized linear models with missing responses
by Liu, Tianqing & Yuan, Xiaohui
- 59-65 Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions
by Shevlyakov, G.L. & Smirnov, P.O. & Shin, V.I. & Kim, K.
- 66-77 Asymptotic normality of posterior distributions for generalized linear mixed models
by Baghishani, Hossein & Mohammadzadeh, Mohsen
- 78-93 Bootstrapping in non-regular smooth function models
by Giurcanu, Mihai C.
- 94-109 A combined beta and normal random-effects model for repeated, overdispersed binary and binomial data
by Molenberghs, Geert & Verbeke, Geert & Iddi, Samuel & Demétrio, Clarice G.B.
- 110-119 Limiting distributions of high-dimensional multivariate Beta-type distributions
by Sakurai, Tetsuro
- 120-135 The singular values and vectors of low rank perturbations of large rectangular random matrices
by Benaych-Georges, Florent & Nadakuditi, Raj Rao
- 136-159 Change-point analysis in increasing dimension
by Jirak, Moritz
- 160-173 On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications
by Barone, Piero
- 174-182 The inverse Riesz probability distribution on symmetric matrices
by Tounsi, Mariem & Zine, Raoudha
- 183-197 Moments of MGOU processes and positive semidefinite matrix processes
by Behme, Anita
- 198-212 Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model
by Singh, Sukhbir & Jain, Kanchan & Sharma, Suresh
- 213-221 Likelihood inference in small area estimation by combining time-series and cross-sectional data
by Torabi, Mahmoud & Shokoohi, Farhad
- 222-233 Peakedness and peakedness ordering
by El Barmi, Hammou & Mukerjee, Hari
- 234-240 Some aspects of modeling dependence in copula-based Markov chains
by Longla, Martial & Peligrad, Magda
- 241-255 Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
by Lee, Wonyul & Liu, Yufeng
- 256-270 On Jiang’s asymptotic distribution of the largest entry of a sample correlation matrix
by Li, Deli & Qi, Yongcheng & Rosalsky, Andrew
- 271-285 New estimation and inference procedures for a single-index conditional distribution model
by Chiang, Chin-Tsang & Huang, Ming-Yueh
- 286-295 Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function
by Hu, Guikai & Peng, Ping
- 296-309 On matrix-variate regression analysis
by Viroli, Cinzia
- 310-334 Detecting changes in functional linear models
by Horváth, Lajos & Reeder, Ron
- 335-349 On sample ranges in multiple-outlier models
by Zhao, Peng & Zhang, Yiying
- 350-367 Pattern recognition based on canonical correlations in a high dimension low sample size context
by Tamatani, Mitsuru & Koch, Inge & Naito, Kanta
- 368-379 Asymptotic theory for the test for multivariate normality by Cox and Small
by Ebner, Bruno
- 380-396 Empirical L2-distance lack-of-fit tests for Tobit regression models
by Song, Weixing & Zhang, Yi
- 397-407 Gaussian approximation of conditional elliptical copulas
by Hashorva, Enkelejd & Jaworski, Piotr
2012, Volume 110, Issue C
- 4-18 A review of copula models for economic time series
by Patton, Andrew J.
- 19-29 Time-dependent copulas
by Fermanian, Jean-David & Wegkamp, Marten H.
- 30-42 Copula-based semiparametric models for multivariate time series
by Rémillard, Bruno & Papageorgiou, Nicolas & Soustra, Frédéric
- 43-73 Semiparametric estimation of conditional copulas
by Abegaz, Fentaw & Gijbels, Irène & Veraverbeke, Noël
- 74-90 Beyond simplified pair-copula constructions
by Acar, Elif F. & Genest, Christian & Nešlehová, Johanna
- 91-105 Comparison of estimators for pair-copula constructions
by Hobæk Haff, Ingrid
- 106-120 In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
by Craiu, V. Radu & Sabeti, Avideh
- 121-132 A test for Archimedeanity in bivariate copula models
by Bücher, Axel & Dette, Holger & Volgushev, Stanislav
- 133-150 Likelihood inference for Archimedean copulas in high dimensions under known margins
by Hofert, Marius & Mächler, Martin & McNeil, Alexander J.
- 151-160 H-extendible copulas
by Mai, Jan-Frederik & Scherer, Matthias
- 161-170 The multivariate Piecing-Together approach revisited
by Aulbach, Stefan & Falk, Michael & Hofmann, Martin
- 171-188 Nonparametric maximum likelihood estimation for dependent truncation data based on copulas
by Emura, Takeshi & Wang, Weijing
2012, Volume 109, Issue C
- 1-9 On the sample ranges from heterogeneous exponential variables
by Xu, Maochao & Balakrishnan, N.
- 10-28 Regression when both response and predictor are functions
by Ferraty, F. & Van Keilegom, I. & Vieu, P.
- 29-41 Theoretical and practical considerations on the convergence properties of the Fisher-EM algorithm
by Bouveyron, Charles & Brunet, Camille
- 42-51 Hierarchical likelihood methods for nonlinear and generalized linear mixed models with missing data and measurement errors in covariates
by Noh, Maengseok & Wu, Lang & Lee, Youngjo
- 52-60 Small area estimation using survey weights under a nested error linear regression model with structural measurement error
by Torabi, Mahmoud
- 61-72 On model-free conditional coordinate tests for regressions
by Yu, Zhou & Zhu, Lixing & Wen, Xuerong Meggie
- 73-87 Distribution of the product of determinants of noncentral bimatrix beta variates
by Bekker, A. & Roux, J.J.J. & Ehlers, R. & Arashi, M.
- 88-102 Bayesian spatial models with a mixture neighborhood structure
by Rodrigues, E.C. & Assunção, R.
- 103-108 On the Durbin–Wagle randomization device and some of its applications
by Szkutnik, Zbigniew
- 109-129 Model selection in linear mixed effect models
by Peng, Heng & Lu, Ying
- 130-145 Bivariate gamma-geometric law and its induced Lévy process
by Barreto-Souza, Wagner
- 146-155 Multivariate random effect models with complete and incomplete data
by Chipperfield, James O. & Steel, David G.
- 156-167 Variable selection in robust regression models for longitudinal data
by Fan, Yali & Qin, Guoyou & Zhu, Zhongyi
- 168-189 Exploring the varying covariate effects in proportional odds models with censored data
by Wang, Qihua & Tong, Xingwei & Sun, Liuquan
- 190-203 Boundary behavior in High Dimension, Low Sample Size asymptotics of PCA
by Jung, Sungkyu & Sen, Arusharka & Marron, J.S.
- 204-220 Detecting and estimating changes in dependent functional data
by Aston, John A.D. & Kirch, Claudia
- 221-235 Non-convex penalized estimation in high-dimensional models with single-index structure
by Wang, Tao & Xu, Pei-Rong & Zhu, Li-Xing
- 236-253 Testing for symmetries in multivariate inverse problems
by Birke, Melanie & Bissantz, Nicolai
- 254-263 Smoothed empirical likelihood for ROC curves with censored data
by Yang, Hanfang & Zhao, Yichuan
2012, Volume 108, Issue C
- 1-14 Quantiles for finite and infinite dimensional data
by Fraiman, Ricardo & Pateiro-López, Beatriz
- 15-27 Efficient algorithm for estimating the parameters of a chirp signal
by Lahiri, Ananya & Kundu, Debasis & Mitra, Amit
- 28-40 Bayesian nonlinear regression for large p small n problems
by Chakraborty, Sounak & Ghosh, Malay & Mallick, Bani K.
- 41-52 On the upper bound of the number of modes of a multivariate normal mixture
by Ray, Surajit & Ren, Dan
- 53-66 Estimation of parameters in the growth curve model via an outer product least squares approach for covariance
by Hu, Jianhua & Liu, Fuxiang & Ahmed, S. Ejaz
- 67-89 Characteristic function-based hypothesis tests under weak dependence
by Leucht, Anne
2012, Volume 107, Issue C
- 1-23 Efficient Hellinger distance estimates for semiparametric models
by Wu, Jingjing & Karunamuni, Rohana J.
- 24-39 Phase transition in limiting distributions of coherence of high-dimensional random matrices
by Tony Cai, T. & Jiang, Tiefeng
- 40-52 Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors
by Pynnönen, Seppo
- 53-63 A study of the effect of kurtosis on discriminant analysis under elliptical populations
by Arevalillo, Jorge M. & Navarro, Hilario
- 64-70 On the test for the homogeneity of a parameter matrix with some rows constrained by synchronized order restrictions
by Hu, Xiaomi & Banerjee, Arijit
- 71-89 Nonparametric estimation of multivariate scale mixtures of uniform densities
by Pavlides, Marios G. & Wellner, Jon A.
- 90-103 Graphical models for multivariate Markov chains
by Colombi, R. & Giordano, S.
- 104-118 Unconstrained models for the covariance structure of multivariate longitudinal data
by Kim, Chulmin & Zimmerman, Dale L.
- 119-140 Model selection and estimation in the matrix normal graphical model
by Yin, Jianxin & Li, Hongzhe
- 141-161 Improved chi-squared tests for a composite hypothesis
by Kakizawa, Yoshihide
- 162-168 On the border of extreme and mild spiked models in the HDLSS framework
by Lee, Myung Hee
- 169-180 A generalized multivariate kurtosis ordering and its applications
by Wang, Jin & Zhou, Weihua
- 181-199 A direct bootstrapping technique and its application to a novel goodness of fit test
by Radulovic, Dragan
- 200-209 A simple and efficient Bayesian procedure for selecting dimensionality in multidimensional scaling
by Oh, Man-Suk
- 210-226 A conditional independence test for dependent data based on maximal conditional correlation
by Cheng, Yu-Hsiang & Huang, Tzee-Ming
- 227-231 A new mixture representation for multivariate t
by Iranmanesh, A. & Arashi, M. & Nagar, D.K. & Nadarajah, S. & Tabatabaey, S.M.M.
- 232-243 James–Stein type estimators of variances
by Tong, Tiejun & Jang, Homin & Wang, Yuedong
- 244-262 Bootstrap confidence bands and partial linear quantile regression
by Song, Song & Ritov, Ya’acov & Härdle, Wolfgang K.
- 263-281 Error covariance matrix correction based approach to functional coefficient regression models with generated covariates
by Li, XiaoLi & You, JinHong
- 282-305 Parameter estimation in a spatial unilateral unit root autoregressive model
by Baran, Sándor & Pap, Gyula
- 306-318 Trimmed regions induced by parameters of a probability
by Cascos, Ignacio & López-Díaz, Miguel
- 319-335 Empirical processes for infinite variance autoregressive models
by Bouhaddioui, Chafik & Ghoudi, Kilani
2012, Volume 106, Issue C
- 1-16 Parametric bootstrap methods for bias correction in linear mixed models
by Kubokawa, Tatsuya & Nagashima, Bui
- 17-35 Large deviations for random matricial moment problems
by Gamboa, Fabrice & Nagel, Jan & Rouault, Alain & Wagener, Jens
- 36-48 Local Walsh-average regression
by Feng, Long & Zou, Changliang & Wang, Zhaojun
- 49-56 Smoothness of conditional independence models for discrete data
by Forcina, Antonio
- 57-71 Model selection for integrated autoregressive processes of infinite order
by Ing, Ching-Kang & Sin, Chor-yiu & Yu, Shu-Hui
- 72-79 Application of H-likelihood to factor analysis models with binary response data
by Wu, Jianmin & Bentler, Peter M.
- 80-91 Information, data dimension and factor structure
by Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J.
- 92-117 Asymptotic normality of support vector machine variants and other regularized kernel methods
by Hable, Robert
- 118-146 Edgeworth expansions for GEL estimators
by Kundhi, Gubhinder & Rilstone, Paul
- 147-166 Root-n estimability of some missing data models
by Yuan, Ao & Xu, Jinfeng & Zheng, Gang
- 167-177 On sample eigenvalues in a generalized spiked population model
by Bai, Zhidong & Yao, Jianfeng
- 178-186 Characterization of multivariate heavy-tailed distribution families via copula
by Weng, Chengguo & Zhang, Yi
- 187-211 Semiparametric likelihood estimation in survival models with informative censoring
by Lu, Zudi & Zhang, Wenyang
- 212-228 Covariance selection and multivariate dependence
by Bhattacharya, Bhaskar
2012, Volume 105, Issue 1
- 1-17 Sparse estimation in functional linear regression
by Lee, Eun Ryung & Park, Byeong U.
- 18-31 Multivariate versions of Bartlett’s formula
by Su, Nan & Lund, Robert
- 32-44 Robust empirical likelihood inference for generalized partial linear models with longitudinal data
by Qin, Guoyou & Bai, Yang & Zhu, Zhongyi
- 45-54 Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data
by Balakrishnan, Narayanaswamy & Belzunce, Félix & Sordo, Miguel A. & Suárez-Llorens, Alfonso
- 55-67 Functions operating on multivariate distribution and survival functions—With applications to classical mean-values and to copulas
by Ressel, Paul
- 68-84 One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic
by Li, Hongfei & Calder, Catherine A. & Cressie, Noel
- 85-111 Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
by Li, Gaorong & Lin, Lu & Zhu, Lixing
- 112-123 Second-order accuracy of depth-based bootstrap confidence regions
by Wei, Bei & Lee, Stephen M.S.
- 124-140 Asymptotic distribution of two-sample empirical U-quantiles with applications to robust tests for shifts in location
by Dehling, Herold & Fried, Roland
- 141-150 Multivariate Behrens–Fisher problem with missing data
by Krishnamoorthy, K. & Yu, Jianqi
- 151-163 Direct variable selection for discrimination among several groups
by Nkiet, Guy Martial
- 164-175 Difference based ridge and Liu type estimators in semiparametric regression models
by Akdeniz Duran, Esra & Härdle, Wolfgang Karl & Osipenko, Maria
- 176-192 Tail dependence between order statistics
by Ferreira, Helena & Ferreira, Marta
- 193-215 Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations
by Yata, Kazuyoshi & Aoshima, Makoto
- 216-221 On the convergence of row-modification algorithm for matrix projections
by Hu, Xiaomi & Hansohm, Jürgen & Hoffmann, Linda & Zohner, Ye Emma
- 222-240 An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic
by Bardet, Jean-Marc & Dola, Béchir
- 241-257 Exceedance probability of the integral of a stochastic process
by Ferreira, Ana & de Haan, Laurens & Zhou, Chen
- 258-275 Data sharpening methods in multivariate local quadratic regression
by Wang, Xiaoying & Jiang, Song & Yin, Junping
- 276-284 Corrected empirical likelihood inference for right-censored partially linear single-index model
by Huang, Zhensheng & Pang, Zhen
- 285-299 Estimation for a marginal generalized single-index longitudinal model
by Xu, Peirong & Zhu, Lixing
- 300-310 Bayesian analysis of multivariate t linear mixed models using a combination of IBF and Gibbs samplers
by Wang, Wan-Lun & Fan, Tsai-Hung
- 311-321 General linear mixed model and signal extraction problem with constraint
by Dermoune, Azzouz & Rahmania, Nadji & Wei, Tianwen
- 322-347 Bootstrap testing for discontinuities under long-range dependence
by Beran, Jan & Shumeyko, Yevgen
- 348-367 Estimation of high-dimensional linear factor models with grouped variables
by Heaton, Chris & Solo, Victor
- 368-379 Self-consistent estimation of censored quantile regression
by Peng, Limin
- 380-396 Parametrizations and reference priors for multinomial decomposable graphical models
by Consonni, Guido & Massam, Hélène
- 397-411 Principled sure independence screening for Cox models with ultra-high-dimensional covariates
by Zhao, Sihai Dave & Li, Yi
- 412-421 The Schur concavity, Schur multiplicative and harmonic convexities of the second dual form of the Hamy symmetric function with applications
by Chu, Yu-Ming & Xia, Wei-Feng & Zhang, Xiao-Hui
- 422-432 Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
by Lai, Peng & Wang, Qihua & Lian, Heng
February 2012, Volume 104, Issue 1
- 1-15 A note on the power superiority of the restricted likelihood ratio test
by Praestgaard, Jens
- 16-38 Adaptive nonparametric regression on spin fiber bundles
by Durastanti, Claudio & Geller, Daryl & Marinucci, Domenico
- 39-55 On a dimension reduction regression with covariate adjustment
by Zhang, Jun & Zhu, Li-Ping & Zhu, Li-Xing
- 56-72 Jackknife-blockwise empirical likelihood methods under dependence
by Zhang, Rongmao & Peng, Liang & Qi, Yongcheng
- 73-87 Multivariate measures of skewness for the skew-normal distribution
by Balakrishnan, N. & Scarpa, Bruno
- 88-100 An adaptive estimation of MAVE
by Wang, Qin & Yao, Weixin
- 101-114 A note on testing hypotheses for stationary processes in the frequency domain
by Dette, Holger & Hildebrandt, Thimo
- 115-125 A test of location for exchangeable multivariate normal data with unknown correlation
by Follmann, Dean & Proschan, Michael
- 126-139 Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions
by Caro-Lopera, Francisco J. & Leiva, Víctor & Balakrishnan, N.
- 140-158 Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances
by Chaturvedi, Anoop & Gupta, Suchita & Bhatti, M. Ishaq
- 159-173 Relational models for contingency tables
by Klimova, Anna & Rudas, Tamás & Dobra, Adrian
January 2012, Volume 103, Issue 1
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