Journal of Multivariate Analysis

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2009, Volume 100, Issue 9

• 1867-1882 Nonparametric inference for extrinsic means on size-and-(reflection)-shape manifolds with applications in medical imaging
  by Bandulasiri, Ananda & Bhattacharya, Rabi N. & Patrangenaru, Vic [Downloadable! (restricted)]
• 1883-1899 Finite-sample inference with monotone incomplete multivariate normal data, I
  by Chang, Wan-Ying & Richards, Donald St.P. [Downloadable! (restricted)]
• 1900-1918 Normal distribution based pseudo ML for missing data: With applications to mean and covariance structure analysis
  by Yuan, Ke-Hai [Downloadable! (restricted)]
• 1919-1937 Multiple imputation and other resampling schemes for imputing missing observations
  by Srivastava, Muni S. & Dolatabadi, Mohammad [Downloadable! (restricted)]
• 1938-1951 A mixture model-based approach to the clustering of exponential repeated data
  by Martinez, M.J. & Lavergne, C. & Trottier, C. [Downloadable! (restricted)]
• 1952-1961 Moderate deviation principle for autoregressive processes
  by Yu, Miao & Si, Shen [Downloadable! (restricted)]
• 1962-1978 Weyl eigenvalue asymptotics and sharp adaptation on vector bundles
  by Kim, Peter T. & Koo, Ja-Yong & Luo, Zhi-Ming [Downloadable! (restricted)]
• 1979-1988 Quadratic prediction and quadratic sufficiency in finite populations
  by Liu, Xu-Qing & Wang, Dong-Dong & Rong, Jian-Ying [Downloadable! (restricted)]
• 1989-2001 Generating random correlation matrices based on vines and extended onion method
  by Lewandowski, Daniel & Kurowicka, Dorota & Joe, Harry [Downloadable! (restricted)]
• 2002-2017 Influence diagnostics and outlier tests for varying coefficient mixed models
  by Li, Zaixing & Xu, Wangli & Zhu, Lixing [Downloadable! (restricted)]
• 2018-2030 Maximum likelihood inference for the Cox regression model with applications to missing covariates
  by Chen, Ming-Hui & Ibrahim, Joseph G. & Shao, Qi-Man [Downloadable! (restricted)]
• 2031-2043 Bayesian analysis of non-linear structural equation models with non-ignorable missing outcomes from reproductive dispersion models
  by Tang, Nian-Sheng & Chen, Xing & Fu, Ying-Zi [Downloadable! (restricted)]
• 2044-2054 On asymptotic theory for multivariate GARCH models
  by Hafner, Christian M. & Preminger, Arie [Downloadable! (restricted)]
• 2055-2064 Concentration inequality for evolutionary trees
  by Mariadassou, M. & Bar-Hen, A. [Downloadable! (restricted)]
• 2065-2082 On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding
  by Pötscher, Benedikt M. & Leeb, Hannes [Downloadable! (restricted)]
• 2083-2099 A quantile-copula approach to conditional density estimation
  by Faugeras, Olivier P. [Downloadable! (restricted)]
• 2100-2111 Automatic model selection for partially linear models
  by Ni, Xiao & Zhang, Hao Helen & Zhang, Daowen [Downloadable! (restricted)]
• 2112-2125 Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
  by Jin, Baisuo & Wang, Cheng & Miao, Baiqi & Lo Huang, Mong-Na [Downloadable! (restricted)]
• 2126-2136 Robust and accurate inference for generalized linear models
  by Lô, Serigne N. & Ronchetti, Elvezio [Downloadable! (restricted)]

• 1587-1592 On the range of heterogeneous samples
  by Genest, Christian & Kochar, Subhash C. & Xu, Maochao [Downloadable! (restricted)]
• 1593-1609 On the sensitivity of the one-sided t test to covariance misspecification
  by Qin, Huaizhen & Wan, Alan T.K. & Zou, Guohua [Downloadable! (restricted)]
• 1610-1621 Simultaneous credible intervals for small area estimation problems
  by Ganesh, N. [Downloadable! (restricted)]
• 1622-1633 Consistency of general bootstrap methods for degenerate U-type and V-type statistics
  by Leucht, Anne & Neumann, Michael H. [Downloadable! (restricted)]
• 1634-1644 Multivariate semi-Weibull distributions
  by Yeh, Hsiaw-Chan [Downloadable! (restricted)]
• 1645-1656 Decomposability of high-dimensional diversity measures: Quasi-U-statistics, martingales and nonstandard asymptotics
  by Pinheiro, Aluísio & Sen, Pranab Kumar & Pinheiro, Hildete Prisco [Downloadable! (restricted)]
• 1657-1669 Stochastic comparisons of multivariate mixture models
  by Belzunce, Félix & Mercader, José-Angel & Ruiz, José-María & Spizzichino, Fabio [Downloadable! (restricted)]
• 1670-1681 An improved model averaging scheme for logistic regression
  by Ghosh, D. & Yuan, Z. [Downloadable! (restricted)]
• 1682-1690 Characterizations of the beta distribution on symmetric matrices
  by Hassairi, A. & Regaig, O. [Downloadable! (restricted)]
• 1691-1705 Frontier estimation with local polynomials and high power-transformed data
  by Girard, Séphane & Jacob, Pierre [Downloadable! (restricted)]
• 1706-1716 A stochastic restricted ridge regression estimator
  by Özkale, M. Revan [Downloadable! (restricted)]
• 1717-1726 Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
  by Ando, Tomohiro [Downloadable! (restricted)]
• 1727-1751 Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations
  by Kunitomo, Naoto & Matsushita, Yukitoshi [Downloadable! (restricted)]
• 1752-1760 Improved variance estimation under sub-space restriction
  by Arashi, M. & Tabatabaey, S.M.M. [Downloadable! (restricted)]
• 1761-1776 Estimation of autoregressive models with epsilon-skew-normal innovations
  by Bondon, Pascal [Downloadable! (restricted)]
• 1777-1791 Characterizations of degree one bivariate measures of concordance
  by Edwards, H.H. & Taylor, M.D. [Downloadable! (restricted)]
• 1792-1801 Mean residual life order of convolutions of heterogeneous exponential random variables
  by Zhao, Peng & Balakrishnan, N. [Downloadable! (restricted)]
• 1802-1815 Asymptotics for non-parametric likelihood estimation with doubly censored multivariate failure times
  by Deng, Dianliang & Fang, Hong-Bin [Downloadable! (restricted)]
• 1816-1829 Asymptotics for argmin processes: Convexity arguments
  by Kato, Kengo [Downloadable! (restricted)]
• 1830-1844 Quasi-arithmetic means of covariance functions with potential applications to space-time data
  by Porcu, Emilio & Mateu, Jorge & Christakos, George [Downloadable! (restricted)]
• 1845-1853 An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior
  by Maruyama, Yuzo [Downloadable! (restricted)]
• 1854-1865 Uniform distributions in a class of convex polyhedrons with applications to drug combination studies
  by Tian, Guo-Liang & Fang, Hong-Bin & Tan, Ming & Qin, Hong & Tang, Man-Lai [Downloadable! (restricted)]

• 1329-1337 Asymptotic distributions of robust shape matrices and scales
  by Frahm, Gabriel [Downloadable! (restricted)]
• 1338-1352 On the degrees of freedom in shrinkage estimation
  by Kato, Kengo [Downloadable! (restricted)]
• 1353-1366 Empirical likelihood for linear models with missing responses
  by Xue, Liugen [Downloadable! (restricted)]
• 1367-1383 Inference for multivariate normal mixtures
  by Chen, Jiahua & Tan, Xianming [Downloadable! (restricted)]
• 1384-1397 Coverage of generalized confidence intervals
  by Roy, Anindya & Bose, Arup [Downloadable! (restricted)]
• 1398-1411 Multivariate limited translation hierarchical Bayes estimators
  by Ghosh, Malay & Papageorgiou, Georgios & Forrester, Janet [Downloadable! (restricted)]
• 1412-1431 Two-step generalised empirical likelihood inference for semiparametric models
  by Bravo, Francesco [Downloadable! (restricted)]
• 1432-1439 Comparison of hyperbolic and constant width simultaneous confidence bands in multiple linear regression under MVCS criterion
  by Liu, W. & Hayter, A.J. & Piegorsch, W.W. & Ah-Kine, P. [Downloadable! (restricted)]
• 1440-1446 Predictive inference for singular multivariate elliptically contoured distributions
  by Liu, Jin Shan & Ip, Wai Cheung & Wong, Heung [Downloadable! (restricted)]
• 1447-1464 The simplex dispersion ordering and its application to the evaluation of human corneal endothelia
  by Ayala, Guillermo & López-Díaz, Miguel [Downloadable! (restricted)]
• 1465-1486 Bandwidth selection for a data sharpening estimator in nonparametric regression
  by Naito, Kanta & Yoshizaki, Masahiro [Downloadable! (restricted)]
• 1487-1497 Using bimodal kernel for inference in nonparametric regression with correlated errors
  by Kim, Tae Yoon & Park, Byeong U. & Moon, Myung Sang & Kim, Chiho [Downloadable! (restricted)]
• 1498-1520 Use of prior information in the consistent estimation of regression coefficients in measurement error models
  by Shalabh & Garg, Gaurav & Misra, Neeraj [Downloadable! (restricted)]
• 1521-1537 Tails of multivariate Archimedean copulas
  by Charpentier, Arthur & Segers, Johan [Downloadable! (restricted)]
• 1538-1550 Regular variation and related results for the multivariate GARCH(p,q) model with constant conditional correlations
  by Fernández, Begoña & Muriel, Nelson [Downloadable! (restricted)]
• 1551-1566 Testing independence in nonparametric regression
  by Neumeyer, Natalie [Downloadable! (restricted)]
• 1567-1585 Lévy-frailty copulas
  by Mai, Jan-Frederik & Scherer, Matthias [Downloadable! (restricted)]

• 1073-1092 Functional estimation for Lvy measures of semimartingales with Poissonian jumps
  by Shimizu, Yasutaka [Downloadable! (restricted)]
• 1093-1106 Multivariate dependence of spacings of generalized order statistics
  by Burkschat, M. [Downloadable! (restricted)]
• 1107-1119 A weighted multivariate signed-rank test for cluster-correlated data
  by Haataja, Riina & Larocque, Denis & Nevalainen, Jaakko & Oja, Hannu [Downloadable! (restricted)]
• 1120-1136 The determinants of cumulative endogeneity bias in multivariate analysis
  by Mayston, David [Downloadable! (restricted)]
• 1137-1154 Tests of independence among continuous random vectors based on Cramr-von Mises functionals of the empirical copula process
  by Kojadinovic, Ivan & Holmes, Mark [Downloadable! (restricted)]
• 1155-1167 Branching Markov processes and related asymptotics
  by Hwang, S.Y. & Basawa, I.V. [Downloadable! (restricted)]
• 1168-1181 Expansions of multivariate Pickands densities and testing the tail dependence
  by Frick, Melanie & Reiss, Rolf-Dieter [Downloadable! (restricted)]
• 1182-1197 Inference on a regression model with noised variables and serially correlated errors
  by You, Jinhong & Zhou, Xian & Zhu, Li-Xing [Downloadable! (restricted)]
• 1198-1218 Multivariate mode hunting: Data analytic tools with measures of significance
  by Burman, Prabir & Polonik, Wolfgang [Downloadable! (restricted)]
• 1219-1231 A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples
  by Liang, Han-Ying & de Ua-lvarez, Jacobo [Downloadable! (restricted)]
• 1232-1244 On the estimators of model-based and maximal reliability
  by Ogasawara, Haruhiko [Downloadable! (restricted)]
• 1245-1260 Testing the equality of error distributions from k independent GARCH models
  by Chandra, S. Ajay [Downloadable! (restricted)]
• 1261-1269 A class of bivariate exponential distributions
  by Regoli, Giuliana [Downloadable! (restricted)]
• 1270-1281 Flexible modeling based on copulas in nonparametric median regression
  by Braekers, Roel & Van Keilegom, Ingrid [Downloadable! (restricted)]
• 1282-1290 Canonical representation of conditionally specified multivariate discrete distributions
  by Ip, Edward H. & Wang, Yuchung J. [Downloadable! (restricted)]
• 1291-1303 Bootstrapping sums of independent but not identically distributed continuous processes with applications to functional data
  by Chang, Chung & Todd Ogden, R. [Downloadable! (restricted)]
• 1304-1315 Departure from normality of increasing-dimension martingales
  by Arbus, Ignacio [Downloadable! (restricted)]
• 1316-1327 A note on the Bayes factor in a semiparametric regression model
  by Choi, Taeryon & Lee, Jaeyong & Roy, Anindya [Downloadable! (restricted)]

• 817-820 Characterization of the p-generalized normal distribution
  by Sinz, Fabian & Gerwinn, Sebastian & Bethge, Matthias [Downloadable! (restricted)]
• 821-834 Signed-rank tests for location in the symmetric independent component model
  by Nordhausen, Klaus & Oja, Hannu & Paindaveine, Davy [Downloadable! (restricted)]
• 835-850 Probability density estimation for survival data with censoring indicators missing at random
  by Wang, Qihua & Liu, Wei & Liu, Chunling [Downloadable! (restricted)]
• 851-861 Dealing with label switching in mixture models under genuine multimodality
  by Grn, Bettina & Leisch, Friedrich [Downloadable! (restricted)]
• 862-875 Nonconcave penalized inverse regression in single-index models with high dimensional predictors
  by Zhu, Li-Ping & Zhu, Li-Xing [Downloadable! (restricted)]
• 876-887 Multivariate generalized S-estimators
  by Roelant, E. & Van Aelst, S. & Croux, C. [Downloadable! (restricted)]
• 888-901 Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large
  by Sakurai, Tetsuro [Downloadable! (restricted)]
• 902-912 Asymptotic expansions in mean and covariance structure analysis
  by Ogasawara, Haruhiko [Downloadable! (restricted)]
• 913-935 Shrinkage estimation in the frequency domain of multivariate time series
  by Bhm, Hilmar & von Sachs, Rainer [Downloadable! (restricted)]
• 936-945 Asymptotic normality of test statistics under alternative hypotheses
  by Shapiro, Alexander [Downloadable! (restricted)]
• 946-951 Multivariate order statistics via multivariate concomitants
  by Arnold, Barry C. & Castillo, Enrique & Sarabia, Jos Mara [Downloadable! (restricted)]
• 952-962 Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables
  by Zhao, Peng & Li, Xiaohu & Balakrishnan, N. [Downloadable! (restricted)]
• 963-980 Uncertainty under a multivariate nested-error regression model with logarithmic transformation
  by Molina, Isabel [Downloadable! (restricted)]
• 981-992 Nonparametric likelihood based estimation for a multivariate Lipschitz density
  by Carando, Daniel & Fraiman, Ricardo & Groisman, Pablo [Downloadable! (restricted)]
• 993-1028 Local Whittle estimator for anisotropic random fields
  by Guo, Hongwen & Lim, Chae Young & Meerschaert, Mark M. [Downloadable! (restricted)]
• 1029-1043 Extreme value theory for stochastic integrals of Legendre polynomials
  by Aue, Alexander & Horvth, Lajos & Huskov, Marie [Downloadable! (restricted)]
• 1044-1060 A refined Jensen's inequality in Hilbert spaces and empirical approximations
  by Leorato, S. [Downloadable! (restricted)]
• 1061-1072 Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model
  by Wu, Xiaoyong & Zou, Guohua & Li, Yingfu [Downloadable! (restricted)]

• 561-580 Diagonal distribution of a complex non-central Wishart matrix: A new trivariate non-central chi-squared density
  by Dharmawansa, Prathapasinghe & McKay, Matthew R. [Downloadable! (restricted)]
• 581-593 Bivariate generalized exponential distribution
  by Kundu, Debasis & Gupta, Rameshwar D. [Downloadable! (restricted)]
• 594-603 Peakedness and peakedness ordering in symmetric distributions
  by Elbarmi, Hammou & Mukerjee, Hari [Downloadable! (restricted)]
• 604-621 A local spectral approach for assessing time series model misspecification
  by McElroy, Tucker & Holan, Scott [Downloadable! (restricted)]
• 622-635 Distribution-free tests for polynomial regression based on simplicial depth
  by Wellmann, Robin & Harmand, Peter & Müller, Christine H. [Downloadable! (restricted)]
• 636-651 Model checking for partially linear models with missing responses at random
  by Sun, Zhihua & Wang, Qihua & Dai, Pengjie [Downloadable! (restricted)]
• 652-660 Nonlinear principal components, II: Characterization of normal distributions
  by Salinelli, Ernesto [Downloadable! (restricted)]
• 661-669 Towards theory of generic Principal Component Analysis
  by Torokhti, Anatoli & Friedland, Shmuel [Downloadable! (restricted)]
• 670-685 On weighting of bivariate margins in pairwise likelihood
  by Joe, Harry & Lee, Youngjo [Downloadable! (restricted)]
• 686-698 On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
  by Baran, Sándor & Pap, Gyula [Downloadable! (restricted)]
• 699-714 Principal component geodesics for planar shape spaces
  by Huckemann, Stephan & Hotz, Thomas [Downloadable! (restricted)]
• 715-725 Monitoring parameter change in time series models
  by Gombay, Edit & Serban, Daniel [Downloadable! (restricted)]
• 726-741 Improved estimation in multiple linear regression models with measurement error and general constraint
  by Liang, Hua & Song, Weixing [Downloadable! (restricted)]
• 742-752 Estimation of the precision matrix of multivariate Kotz type model
  by Sarr, Amadou & Gupta, Arjun K. [Downloadable! (restricted)]
• 753-766 On depth measures and dual statistics. A methodology for dealing with general data
  by Cuevas, Antonio & Fraiman, Ricardo [Downloadable! (restricted)]
• 767-776 On an additive decomposition of the BLUE in a multiple-partitioned linear model
  by Tian, Yongge [Downloadable! (restricted)]
• 777-793 On the geometry of generalized Gaussian distributions
  by Andai, Attila [Downloadable! (restricted)]
• 794-815 Existence and consistency of the maximum likelihood estimator for the extreme value index
  by Zhou, Chen [Downloadable! (restricted)]
• 816-816 Corrigendum to: "The centred parametrization for the multivariate skew-normal distribution" [J. Multivariate Anal. 99 (2008) 1362-1382]
  by Arellano-Valle, Reinaldo B. & Azzalini, Adelchi [Downloadable! (restricted)]

• 309-333 Nonparametric regression estimation with general parametric error covariance
  by Martins-Filho, Carlos & Yao, Feng [Downloadable! (restricted)]
• 334-344 Integral representations of one-dimensional projections for multivariate stable densities
  by Matsui, Muneya & Takemura, Akimichi [Downloadable! (restricted)]
• 345-362 The penalized profile sampler
  by Cheng, Guang & Kosorok, Michael R. [Downloadable! (restricted)]
• 363-376 A continuous spectral density for a random field of continuous-index
  by Shaw, Jason [Downloadable! (restricted)]
• 377-386 Testing for equality between two copulas
  by Rémillard, Bruno & Scaillet, Olivier [Downloadable! (restricted)]
• 387-396 Empirical likelihood for heteroscedastic partially linear models
  by Lu, Xuewen [Downloadable! (restricted)]
• 397-421 Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms
  by Bauer, Dietmar [Downloadable! (restricted)]
• 422-444 Optimal tests for homogeneity of covariance, scale, and shape
  by Hallin, Marc & Paindaveine, Davy [Downloadable! (restricted)]
• 445-458 Asymptotically efficient two-sample rank tests for modal directions on spheres
  by Tsai, Ming-Tien [Downloadable! (restricted)]
• 459-472 A note on bias due to fitting prospective multivariate generalized linear models to categorical outcomes ignoring retrospective sampling schemes
  by Mukherjee, Bhramar & Liu, Ivy [Downloadable! (restricted)]
• 473-496 Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
  by Kakizawa, Yoshihide [Downloadable! (restricted)]
• 497-508 Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes
  by Zernov, Serguei & Zinde-Walsh, Victoria & Galbraith, John W. [Downloadable! (restricted)]
• 509-517 A family of kurtosis orderings for multivariate distributions
  by Wang, Jin [Downloadable! (restricted)]
• 518-532 A test for the mean vector with fewer observations than the dimension under non-normality
  by Srivastava, Muni S. [Downloadable! (restricted)]
• 533-545 Distribution of quadratic forms under skew normal settings
  by Wang, Tonghui & Li, Baokun & Gupta, Arjun K. [Downloadable! (restricted)]
• 546-559 Asymptotic properties of a conditional quantile estimator with randomly truncated data
  by Lemdani, Mohamed & Ould-Saïd, Elias & Poulin, Nicolas [Downloadable! (restricted)]

• 266-277 Estimators for alternating nonlinear autoregression
  by Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang [Downloadable! (restricted)]
• 278-290 Analysis of correlated binary data under partially linear single-index logistic models
  by Yi, Grace Y. & He, Wenqing & Liang, Hua [Downloadable! (restricted)]
• 291-300 Quadratic prediction problems in multivariate linear models
  by Liu, Xu-Qing & Wang, Dong-Dong & Rong, Jian-Ying [Downloadable! (restricted)]
• 301-308 Exact inference on contrasts in means of intraclass correlation models with missing responses
  by Wu, Mi-Xia & Yu, Kai F. & Liu, Aiyi [Downloadable! (restricted)]

• 1-15 Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors
  by Liang, Han-Ying & Fan, Guo-Liang [Downloadable! (restricted)]
• 16-36 Parametric estimation and tests through divergences and the duality technique
  by Broniatowski, Michel & Keziou, Amor [Downloadable! (restricted)]
• 37-57 No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
  by Paul, Debashis & Silverstein, Jack W. [Downloadable! (restricted)]
• 58-69 Optimal discriminant functions for normal populations
  by Wakaki, Hirofumi & Aoshima, Makoto [Downloadable! (restricted)]
• 70-80 A new statistical model for random unit vectors
  by Oualkacha, Karim & Rivest, Louis-Paul [Downloadable! (restricted)]
• 81-90 Multivariate order statistics based on dependent and nonidentically distributed random variables
  by Barakat, H.M. [Downloadable! (restricted)]
• 91-101 Shape mixtures of multivariate skew-normal distributions
  by Arellano-Valle, Reinaldo B. & Genton, Marc G. & Loschi, Rosangela H. [Downloadable! (restricted)]
• 102-111 Local linear regression for functional predictor and scalar response
  by Baíllo, Amparo & Grané, Aurea [Downloadable! (restricted)]
• 112-125 Statistical properties of the Hough transform estimator in the presence of measurement errors
  by Dattner, I. [Downloadable! (restricted)]
• 126-136 Variance function estimation in multivariate nonparametric regression with fixed design
  by Cai, T. Tony & Levine, Michael & Wang, Lie [Downloadable! (restricted)]
• 137-151 Empirical likelihood based confidence intervals for copulas
  by Chen, Jian & Peng, Liang & Zhao, Yichuan [Downloadable! (restricted)]
• 152-161 Penalized quadratic inference functions for single-index models with longitudinal data
  by Bai, Yang & Fung, Wing K. & Zhu, Zhong Yi [Downloadable! (restricted)]
• 162-174 Strong convergence in nonparametric regression with truncated dependent data
  by Liang, Han-Ying & Li, Deli & Qi, Yongcheng [Downloadable! (restricted)]
• 175-194 Learning from dependent observations
  by Steinwart, Ingo & Hush, Don & Scovel, Clint [Downloadable! (restricted)]
• 195-209 Robust dimension reduction based on canonical correlation
  by Zhou, Jianhui [Downloadable! (restricted)]
• 210-230 Nonparametric lack-of-fit tests for parametric mean-regression models with censored data
  by Lopez, O. & Patilea, V. [Downloadable! (restricted)]
• 231-242 High-dimensional asymptotic expansions for the distributions of canonical correlations
  by Fujikoshi, Yasunori & Sakurai, Tetsuro [Downloadable! (restricted)]
• 243-256 Orthant tail dependence of multivariate extreme value distributions
  by Li, Haijun [Downloadable! (restricted)]

• 2185-2207 Exact rates in density support estimation
  by Biau, Gérard & Cadre, Benoît & Pelletier, Bruno [Downloadable! (restricted)]
• 2208-2220 Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
  by Wells, Martin T. & Zhou, Gongfu [Downloadable! (restricted)]
• 2221-2233 A unified and generalized set of shrinkage bounds on minimax Stein estimates
  by Fourdrinier, Dominique & Strawderman, William E. [Downloadable! (restricted)]
• 2234-2250 Construction of asymmetric multivariate copulas
  by Liebscher, Eckhard [Downloadable! (restricted)]
• 2251-2264 Admissibility and minimaxity of Bayes estimators for a normal mean matrix
  by Tsukuma, Hisayuki [Downloadable! (restricted)]
• 2265-2284 Preliminary test estimators and phi-divergence measures in generalized linear models with binary data
  by Menéndez, M.L. & Pardo, L. & Pardo, M.C. [Downloadable! (restricted)]
• 2285-2303 On Stein's lemma, dependent covariates and functional monotonicity in multi-dimensional modeling
  by Zhang, Chunming & Li, Jialiang & Meng, Jingci [Downloadable! (restricted)]
• 2304-2311 The Tukey and the random Tukey depths characterize discrete distributions
  by Cuesta-Albertos, J.A. & Nieto-Reyes, A. [Downloadable! (restricted)]
• 2312-2327 An order-statistics-based method for constructing multivariate distributions with fixed marginals
  by Baker, Rose [Downloadable! (restricted)]
• 2328-2338 Multivariate skewness and kurtosis measures with an application in ICA
  by Kollo, Tõnu [Downloadable! (restricted)]
• 2339-2355 Change point estimators by local polynomial fits under a dependence assumption
  by Lin, Zhengyan & Li, Degui & Chen, Jia [Downloadable! (restricted)]
• 2356-2363 A note on cuts for contingency tables
  by Ip, Edward H. & Wang, Yuchung J. [Downloadable! (restricted)]
• 2364-2367 A note on Srivastava and Hui's tests of multivariate normality
  by Hanusz, Zofia & Tarasinska, Joanna [Downloadable! (restricted)]
• 2368-2388 A moving window approach for nonparametric estimation of the conditional tail index
  by Gardes, Laurent & Girard, Stéphane [Downloadable! (restricted)]
• 2389-2405 Properties of the singular, inverse and generalized inverse partitioned Wishart distributions
  by Bodnar, Taras & Okhrin, Yarema [Downloadable! (restricted)]
• 2406-2443 Model checking in errors-in-variables regression
  by Song, Weixing [Downloadable! (restricted)]
• 2444-2452 Remarks on between estimator in the intraclass correlation model with missing data
  by Wu, Mi-Xia & Yu, Kai-Fun [Downloadable! (restricted)]
• 2453-2471 Estimation of a tail index based on minimum density power divergence
  by Kim, Moosup & Lee, Sangyeol [Downloadable! (restricted)]
• 2472-2478 Regression models for multivariate ordered responses via the Plackett distribution
  by Forcina, A. & Dardanoni, V. [Downloadable! (restricted)]
• 2479-2496 Multivariate lag-windows and group representations
  by Berg, Arthur [Downloadable! (restricted)]
• 2497-2507 Eigenanalysis on a bivariate covariance kernel
  by Cuadras, Carles M. & Cuadras, Daniel [Downloadable! (restricted)]
• 2508-2526 Curve forecasting by functional autoregression
  by Kargin, V. & Onatski, A. [Downloadable! (restricted)]

• 1841-1859 Diagnostic checking for multivariate regression models
  by Zhu, Lixing & Zhu, Ruoqing & Song, Song [Downloadable! (restricted)]
• 1860-1877 Case deletion diagnostics in multilevel models
  by Shi, Lei & Chen, Gemai [Downloadable! (restricted)]
• 1878-1887 Multivariate stress-strength reliability model and its evaluation for coherent structures
  by Eryilmaz, Serkan [Downloadable! (restricted)]
• 1888-1905 Bayesian shrinkage prediction for the regression problem
  by Kobayashi, Kei & Komaki, Fumiyasu [Downloadable! (restricted)]
• 1906-1928 Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
  by Kubokawa, Tatsuya & Srivastava, Muni S. [Downloadable! (restricted)]
• 1929-1940 Extreme inaccuracies in Gaussian Bayesian networks
  by Gómez-Villegas, Miguel A. & Maín, Paloma & Susi, Rosario [Downloadable! (restricted)]
• 1941-1961 Estimation, prediction and the Stein phenomenon under divergence loss
  by Ghosh, Malay & Mergel, Victor & Datta, Gauri Sankar [Downloadable! (restricted)]
• 1962-1984 Properties of spatial cross-periodograms using fixed-domain asymptotics
  by Lim, Chae Young & Stein, Michael [Downloadable! (restricted)]
• 1985-1998 Allometric extension model for conditional distributions
  by Kurata, Hiroshi & Hoshino, Takahiro & Fujikoshi, Yasunori [Downloadable! (restricted)]
• 1999-2015 Mixture representation for order statistics from INID progressive censoring and its applications
  by Fischer, T. & Balakrishnan, N. & Cramer, E. [Downloadable! (restricted)]
• 2016-2038 Asymptotic results in segmented multiple regression
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• 1544-1573 Analysis of variance with general errors and grouped and non-grouped data: Some iterative algorithms
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This page was last updated on 2009-11-7.