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Elsevier

Journal of Multivariate Analysis

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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
• 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 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
• 67-89 Characteristic function-based hypothesis tests under weak dependence
  by Leucht, Anne
• 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
• 41-52 On the upper bound of the number of modes of a multivariate normal mixture
  by Ray, Surajit & Ren, Dan
• 28-40 Bayesian nonlinear regression for large p small n problems
  by Chakraborty, Sounak & Ghosh, Malay & Mallick, Bani K.
• 15-27 Efficient algorithm for estimating the parameters of a chirp signal
  by Lahiri, Ananya & Kundu, Debasis & Mitra, Amit
• 1-14 Quantiles for finite and infinite dimensional data
  by Fraiman, Ricardo & Pateiro-López, Beatriz

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

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.

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