This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Elsevier Journal of Multivariate Analysis Contact information of
Elsevier: Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Order information: Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional Web: https://shop.elsevier.com/order?id=622892&ref=622892_01_ooc_1&version=01
To be notified about new items in this series:
Free volume/issue alert on ScienceDirect (see also NEP )
Download restrictions: Full text for ScienceDirect subscribers only Editor:
For technical questions regarding this series, please contact
(Heidi Boesdal) Series handle: repec:eee:jmvana
More pages of listings: 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13
2008, Volume 99, Issue 8
1665-1680 Estimating the parametric component of nonlinear partial spline model by Huang, Tzee-Ming & Chen, Hung [Downloadable! (restricted)]
1681-1697 A comparative study of Gaussian geostatistical models and Gaussian Markov random field models by Song, Hae-Ryoung & Fuentes, Montserrat & Ghosh, Sujit [Downloadable! (restricted)]
1698-1716 Exact distribution of the generalized Wilks's statistic and applications by Pham-Gia, T. [Downloadable! (restricted)]
1717-1732 Multivariate dynamic model for ordinal outcomes by Chaubert, F. & Mortier, F. & Saint André, L. [Downloadable! (restricted)]
1733-1757 Successive direction extraction for estimating the central subspace in a multiple-index regression by Yin, Xiangrong & Li, Bing & Cook, R. Dennis [Downloadable! (restricted)]
1758-1771 A class of weighted multivariate normal distributions and its properties by Kim, Hea-Jung [Downloadable! (restricted)]
1772-1792 Likelihood ratio tests for equality of shape under varying degrees of orientation invariance by Holland, Finbarr & Roy Choudhury, Kingshuk [Downloadable! (restricted)]
1793-1806 Large deviations of bootstrapped U -statistics by Borovskikh, Yuri V. & Robinson, John [Downloadable! (restricted)]
1807-1824 Bootstrap approximation of tail dependence function by Peng, Liang & Qi, Yongcheng [Downloadable! (restricted)]
1825-1839 Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression by Yoo, Jae Keun [Downloadable! (restricted)]
2008, Volume 99, Issue 7 1362-1382 The centred parametrization for the multivariate skew-normal distribution by Arellano-Valle, Reinaldo B. & Azzalini, Adelchi [Downloadable! (restricted)]
1383-1392 Bivariate distributions characterized by one family of conditionals and conditional percentile or mode functions by Arnold, Barry C. & Castillo, Enrique & Sarabia, José María [Downloadable! (restricted)]
1393-1417 The noncentral Wishart as an exponential family, and its moments by Letac, Gérard & Massam, Hélène [Downloadable! (restricted)]
1418-1437 A bivariate Lévy process with negative binomial and gamma marginals by Kozubowski, Tomasz J. & Panorska, Anna K. & Podgórski, Krzysztof [Downloadable! (restricted)]
1438-1459 Conditional limiting distribution of beta-independent random vectors by Hashorva, Enkelejd [Downloadable! (restricted)]
1460-1473 Joint distributions of numbers of occurrences of a discrete pattern and weak convergence of an empirical process for the pattern by Aki, Sigeo [Downloadable! (restricted)]
1474-1488 Techniques for controlling bivariate grouped observations by Koutras, M.V. & Maravelakis, P.E. & Bersimis, S. [Downloadable! (restricted)]
1489-1502 Order restricted inference for sequential k-out-of-n systems by Balakrishnan, N. & Beutner, E. & Kamps, U. [Downloadable! (restricted)]
2008, Volume 99, Issue 6 1015-1034 Sparse principal component analysis via regularized low rank matrix approximation by Shen, Haipeng & Huang, Jianhua Z. [Downloadable! (restricted)]
1035-1050 A universal strong law of large numbers for conditional expectations via nearest neighbors by Walk, Harro [Downloadable! (restricted)]
1051-1069 UMVU estimation of the ratio of powers of normal generalized variances under correlation by Iliopoulos, George [Downloadable! (restricted)]
1070-1082 Some properties of projectors associated with the WLSE under a general linear model by Tian, Yongge & Takane, Yoshio [Downloadable! (restricted)]
1083-1104 Some properties of canonical correlations and variates in infinite dimensions by Cupidon, J. & Eubank, R. & Gilliam, D. & Ruymgaart, F. [Downloadable! (restricted)]
1105-1127 Noncentral matrix quadratic forms of the skew elliptical variables by Fang, B.Q. [Downloadable! (restricted)]
1128-1153 A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions by Kakizawa, Yoshihide & Iwashita, Toshiya [Downloadable! (restricted)]
1154-1176 Dissolution point and isolation robustness: Robustness criteria for general cluster analysis methods by Hennig, Christian [Downloadable! (restricted)]
1177-1190 Multivariate Markov-switching ARMA processes with regularly varying noise by Stelzer, Robert [Downloadable! (restricted)]
1191-1216 An extension of Fisher's discriminant analysis for stochastic processes by Shin, Hyejin [Downloadable! (restricted)]
1217-1231 Multivariate maximum entropy identification, transformation, and dependence by Ebrahimi, Nader & Soofi, Ehsan S. & Soyer, Refik [Downloadable! (restricted)]
1232-1259 Confidence intervals for marginal parameters under fractional linear regression imputation for missing data by Qin, Yongsong & Rao, J.N.K. & Ren, Qunshu [Downloadable! (restricted)]
1260-1275 Parametric tail copula estimation and model testing by de Haan, Laurens & Neves, Cláudia & Peng, Liang [Downloadable! (restricted)]
1276-1287 Bivariate Student t distributions with variable marginal degrees of freedom and independence by Shaw, W.T. & Lee, K.T.A. [Downloadable! (restricted)]
1288-1301 Some notes on multivariate generalized Pareto distributions by Michel, René [Downloadable! (restricted)]
1302-1331 Theory and inference for regression models with missing responses and covariates by Chen, Qingxia & Ibrahim, Joseph G. & Chen, Ming-Hui & Senchaudhuri, Pralay [Downloadable! (restricted)]
1332-1357 Robust discrimination under a hierarchy on the scatter matrices by Bianco, Ana & Boente, Graciela & Pires, Ana M. & Rodrigues, Isabel M. [Downloadable! (restricted)]
2008, Volume 99, Issue 5 777-786 On the dependence between the extreme order statistics in the proportional hazards model by Dolati, Ali & Genest, Christian & Kochar, Subhash C. [Downloadable! (restricted)]
787-814 Adaptive estimation of the transition density of a particular hidden Markov chain by Lacour, Claire [Downloadable! (restricted)]
815-833 The one- and multi-sample problem for functional data with application to projective shape analysis by Munk, A. & Paige, R. & Pang, J. & Patrangenaru, V. & Ruymgaart, F. [Downloadable! (restricted)]
834-857 Nonparametric time series prediction: A semi-functional partial linear modeling by Aneiros-Pérez, Germán & Vieu, Philippe [Downloadable! (restricted)]
858-879 On Mardia's and Song's measures of kurtosis in elliptical distributions by Zografos, K. [Downloadable! (restricted)]
880-895 Generalized partially linear models with missing covariates by Liang, Hua [Downloadable! (restricted)]
896-911 Exact confidence coefficients of simultaneous confidence intervals for multinomial proportions by Wang, Hsiuying [Downloadable! (restricted)]
912-927 Stein's Lemma for elliptical random vectors by Landsman, Zinoviy & Neslehová, Johanna [Downloadable! (restricted)]
928-948 Estimation and confidence bands of a conditional survival function with censoring indicators missing at random by Wang, Qihua & Shen, Junshan [Downloadable! (restricted)]
949-967 Sample covariance shrinkage for high dimensional dependent data by Sancetta, Alessio [Downloadable! (restricted)]
968-1009 Testing nonparametric and semiparametric hypotheses in vector stationary processes by Eichler, Michael [Downloadable! (restricted)]
1010-1012 Letter to the Editor by Nadarajah, Saralees [Downloadable! (restricted)]
2008, Volume 99, Issue 4 577-588 Nonparametric estimation of the dependence function for a multivariate extreme value distribution by Zhang, Dabao & Wells, Martin T. & Peng, Liang [Downloadable! (restricted)]
589-605 Nonparametric inference under competing risks and selection-biased sampling by Dauxois, Jean-Yves & Guilloux, Agathe [Downloadable! (restricted)]
606-636 High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus by Baldi, Paolo & Kerkyacharian, Gérard & Marinucci, Domenico & Picard, Dominique [Downloadable! (restricted)]
637-648 Singular matrix variate beta distribution by Díaz-García, José A. & Gutiérrez Jáimez, Ramón [Downloadable! (restricted)]
649-664 Empirical likelihood analysis of the Buckley-James estimator by Zhou, Mai & Li, Gang [Downloadable! (restricted)]
665-683 A central limit theorem for measurements on the logarithmic scale and its application to dimension estimates by Denker, Manfred & Min, Aleksey [Downloadable! (restricted)]
684-714 A nonparametric regression cross spectrum for multivariate time series by Beran, Jan & Heiler, Mark A. [Downloadable! (restricted)]
715-734 Peaks-over-threshold stability of multivariate generalized Pareto distributions by Falk, Michael & Guillou, Armelle [Downloadable! (restricted)]
735-750 Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions by Fourdrinier, Dominique & Strawderman, William E. [Downloadable! (restricted)]
751-775 Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues by Sheena, Yo & Takemura, Akimichi [Downloadable! (restricted)]
2008, Volume 99, Issue 3 311-338 The multivariate least-trimmed squares estimator by Agulló, Jose & Croux, Christophe & Van Aelst, Stefan [Downloadable! (restricted)]
339-357 Hierarchical orbital decompositions and extended decomposable distributions by Kamiya, Hidehiko & Takemura, Akimichi [Downloadable! (restricted)]
358-371 Conditional orderings and positive dependence by Colangelo, Antonio & Hu, Taizhong & Shaked, Moshe [Downloadable! (restricted)]
372-385 Dependence structure of conditional Archimedean copulas by Mesfioui, Mhamed & Quessy, Jean-François [Downloadable! (restricted)]
386-402 A test for the mean vector with fewer observations than the dimension by Srivastava, Muni S. & Du, Meng [Downloadable! (restricted)]
403-420 Frontier estimation via kernel regression on high power-transformed data by Girard, Stéphane & Jacob, Pierre [Downloadable! (restricted)]
421-436 On information pooling, adaptability and superefficiency in nonparametric function estimation by Cai, T. Tony [Downloadable! (restricted)]
437-450 Simultaneous control of false positives and false negatives in multiple hypotheses testing by Ebrahimi, Nader [Downloadable! (restricted)]
451-464 Change detection in autoregressive time series by Gombay, Edit [Downloadable! (restricted)]
465-489 An implicit function approach to constrained optimization with applications to asymptotic expansions by Boik, Robert J. [Downloadable! (restricted)]
490-509 Grouped Dirichlet distribution: A new tool for incomplete categorical data analysis by Ng, Kai Wang & Tang, Man-Lai & Tan, Ming & Tian, Guo-Liang [Downloadable! (restricted)]
510-541 The increment ratio statistic by Surgailis, Donatas & Teyssière, Gilles & Vaiciulis, Marijus [Downloadable! (restricted)]
542-554 From moments of sum to moments of product by Kan, Raymond [Downloadable! (restricted)]
555-571 Wishartness and independence of matrix quadratic forms in a normal random matrix by Hu, Jianhua [Downloadable! (restricted)]
572-573 The distribution of the ratio X/Y for all centred elliptically symmetric distributions by Jones, M.C. [Downloadable! (restricted)]
574-575 Letter to the editor by Nadarajah, Saralees [Downloadable! (restricted)]
2008, Volume 99, Issue 2 165-190 Sharp adaptation for spherical inverse problems with applications to medical imaging by Koo, Ja-Yong & Kim, Peter T. [Downloadable! (restricted)]
191-214 Detecting abrupt changes in a piecewise locally stationary time series by Last, Michael & Shumway, Robert [Downloadable! (restricted)]
215-231 Empirical likelihood inference for censored median regression model via nonparametric kernel estimation by Zhao, Yichuan & Chen, Feiming [Downloadable! (restricted)]
232-244 Shrinkage structure in biased regression by Druilhet, Pierre & Mom, Alain [Downloadable! (restricted)]
245-277 Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model by Mynbaev, Kairat T. & Ullah, Aman [Downloadable! (restricted)]
278-305 Functional-coefficient partially linear regression model by Wong, Heung & Zhang, Riquan & Ip, Wai-cheung & Li, Guoying [Downloadable! (restricted)]
306-307 Letter to the Editor by Nadarajah, Saralees & Kotz, Samuel [Downloadable! (restricted)]
2008, Volume 99, Issue 1 1-24 Optimal adaptive generalized Polya urn design for multi-arm clinical trials by Yuan, Ao & Chai, Gen Xiang [Downloadable! (restricted)]
25-49 Approximating posterior probabilities in a linear model with possibly noninvertible moving average errors by Pokta, Suriani & Hart, Jeffrey D. [Downloadable! (restricted)]
50-73 Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family by Maruyama, Yazo & Takemura, Akimichi [Downloadable! (restricted)]
74-93 Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions by Fourdrinier, Dominique & Kortbi, Othmane & Strawderman, William E. [Downloadable! (restricted)]
94-116 Innovations algorithm asymptotics for periodically stationary time series with heavy tails by Anderson, Paul L. & Kavalieris, Laimonis & Meerschaert, Mark M. [Downloadable! (restricted)]
117-140 Parameter estimation of selfsimilarity exponents by Becker-Kern, Peter & Pap, Gyula [Downloadable! (restricted)]
141-164 Stein's phenomenon in estimation of means restricted to a polyhedral convex cone by Tsukuma, Hisayuki & Kubokawa, Tatsuya [Downloadable! (restricted)]
2007, Volume 98, Issue 10 1853-1875 Asymptotic normality of the sample mean and covariances of evanescent fields in noise by Kliger, Mark & Francos, Joseph M. [Downloadable! (restricted)]
1876-1894 On the exact distribution of linear combinations of order statistics from dependent random variables by Arellano-Valle, Reinaldo B. & Genton, Marc G. [Downloadable! (restricted)]
1895-1922 Randomly censored partially linear single-index models by Lu, Xuewen & Cheng, Tsung-Lin [Downloadable! (restricted)]
1923-1954 Penalized empirical likelihood estimation of semiparametric models by Otsu, Taisuke [Downloadable! (restricted)]
1955-1968 Deconvolution from panel data with unknown error distribution by Neumann, Michael H. [Downloadable! (restricted)]
1969-1987 On posterior consistency in nonparametric regression problems by Choi, Taeryon & Schervish, Mark J. [Downloadable! (restricted)]
1988-2001 Partial size-and-shape distributions by Alshabani, A.K.S. & Dryden, I.L. & Litton, C.D. [Downloadable! (restricted)]
2002-2008 Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis by Fujikoshi, Yasunori & Yamada, Takayuki & Watanabe, Daisuke & Takakazu Sugiyama [Downloadable! (restricted)]
2009-2009 Reply to "M.C. Jones, The distribution of the ratio X/Y for all centred elliptically symmetric distributions" by Nadarajah, Saralees [Downloadable! (restricted)]
2007, Volume 98, Issue 9 1693-1704 Cross-validated bagged learning by Petersen, Maya L. & Molinaro, Annette M. & Sinisi, Sandra E. & van der Laan, Mark J. [Downloadable! (restricted)]
1705-1725 Multivariate fractionally integrated CARMA processes by Marquardt, Tina [Downloadable! (restricted)]
1726-1750 Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality by Ogasawara, Haruhiko [Downloadable! (restricted)]
1751-1764 Entropy estimate for high-dimensional monotonic functions by Gao, Fuchang & Wellner, Jon A. [Downloadable! (restricted)]
1765-1781 A contribution to multivariate L-moments: L-comoment matrices by Serfling, Robert & Xiao, Peng [Downloadable! (restricted)]
1782-1804 On rates of convergence in functional linear regression by Li, Yehua & Hsing, Tailen [Downloadable! (restricted)]
1805-1824 Nonparametric tests of independence between random vectors by Beran, R. & Bilodeau, M. & Lafaye de Micheaux, P. [Downloadable! (restricted)]
1825-1839 Some high-dimensional tests for a one-way MANOVA by Schott, James R. [Downloadable! (restricted)]
1840-1852 Exact distributions of MLEs of regression coefficients in GMANOVA-MANOVA model by Bai, Peng & Shi, Lei [Downloadable! (restricted)]
2007, Volume 98, Issue 8 1529-1538 Variable screening in predicting clinical outcome with high-dimensional microarrays by Shao, Jun & Chow, Shein-Chung [Downloadable! (restricted)]
1539-1557 Statistical inference of partially linear regression models with heteroscedastic errors by You, Jinhong & Chen, Gemai & Zhou, Yong [Downloadable! (restricted)]
1558-1582 Location estimation in nonparametric regression with censored data by Heuchenne, Cédric & Van Keilegom, Ingrid [Downloadable! (restricted)]
1583-1591 Extremes of conditioned elliptical random vectors by Hashorva, Enkelejd [Downloadable! (restricted)]
1592-1610 Methods for improvement in estimation of a normal mean matrix by Tsukuma, Hisayuki & Kubokawa, Tatsuya [Downloadable! (restricted)]
1611-1629 Symmetrised M-estimators of multivariate scatter by Sirkiä, Seija & Taskinen, Sara & Oja, Hannu [Downloadable! (restricted)]
1630-1657 Improved transformed statistics for the test of independence in rxs contingency tables by Taneichi, Nobuhiro & Sekiya, Yuri [Downloadable! (restricted)]
1658-1683 Robust estimation in generalized semiparametric mixed models for longitudinal data by Qin, Guoyou & Zhu, Zhongyi [Downloadable! (restricted)]
1684-1692 Pseudo-inverse multivariate/matrix-variate distributions by Zhang, Zhihua [Downloadable! (restricted)]
2007, Volume 98, Issue 7 1321-1336 Weak convergence of non-stationary multivariate marked processes with applications to martingale testing by Escanciano, J. Carlos [Downloadable! (restricted)]
1337-1355 Hazard rate estimation on random fields by Li, Jiexiang & Tran, Lanh Tat [Downloadable! (restricted)]
1356-1375 Moving estimates test with time varying bandwidth by Na, Okyoung & Lee, Sangyeol [Downloadable! (restricted)]
1376-1390 Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: L1 and pointwise convergence theory by Sancetta, Alessio [Downloadable! (restricted)]
1391-1411 Partitioning a non-symmetric measure of association for three-way contingency tables by Beh, Eric J. & Simonetti, Biagio & D'Ambra, Luigi [Downloadable! (restricted)]
1412-1416 Fisher information for generalised linear mixed models by Wand, M.P. [Downloadable! (restricted)]
1417-1440 Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models by Caragea, Petruta C. & Smith, Richard L. [Downloadable! (restricted)]
1441-1469 Scan clustering: A false discovery approach by Perone Pacifico, M. & Genovese, C. & Verdinelli, I. & Wasserman, L. [Downloadable! (restricted)]
1470-1493 Estimation in partially linear models with missing responses at random by Wang, Qihua & Sun, Zhihua [Downloadable! (restricted)]
1494-1507 Characterizations of Arnold and Strauss' and related bivariate exponential models by Kotz, Samuel & Navarro, Jorge & Ruiz, Jose M. [Downloadable! (restricted)]
1508-1527 A new class of bivariate distributions and its mixture by Sarhan, Ammar M. & Balakrishnan, N. [Downloadable! (restricted)]
2007, Volume 98, Issue 6 1099-1122 Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices by Dozier, R. Brent & Silverstein, Jack W. [Downloadable! (restricted)]
1123-1140 Multivariate conditional versions of Spearman's rho and related measures of tail dependence by Schmid, Friedrich & Schmidt, Rafael [Downloadable! (restricted)]
1141-1159 Identification of parameters by the distribution of the minimum: The tri-variate normal case with negative correlations by Davis, J. & Mukherjea, A. [Downloadable! (restricted)]
1160-1179 Locally best rotation-invariant rank tests for modal location by Tsai, Ming-Tien & Sen, Pranab Kumar [Downloadable! (restricted)]
1180-1194 Nonnegative quadratic estimation and quadratic sufficiency in general linear models by Liu, Xu-qing & Rong, Jian-ying [Downloadable! (restricted)]
1195-1213 Homogeneity tests based on several progressively Type-II censored samples by Alvarez-Andrade, S. & Balakrishnan, N. & Bordes, L. [Downloadable! (restricted)]
1214-1230 Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence by Lin, Zhengyan & Li, Degui [Downloadable! (restricted)]
1231-1261 Weak convergence in the functional autoregressive model by Mas, André [Downloadable! (restricted)]
1262-1282 Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses by Yuan, Ke-Hai & Hayashi, Kentaro & Bentler, Peter M. [Downloadable! (restricted)]
1283-1292 Exponential families of mixed Poisson distributions by Ferrari, A. & Letac, G. & Tourneret, J.-Y. [Downloadable! (restricted)]
1293-1304 On the Student's t-distribution and the t-statistic by Yang, Zhenhai & Fang, Kai-Tai & Kotz, Samuel [Downloadable! (restricted)]
1305-1319 Three general multivariate semi-Pareto distributions and their characterizations by Yeh, Hsiaw-Chan [Downloadable! (restricted)]
2007, Volume 98, Issue 5 873-895 Comparing clusterings--an information based distance by Meila, Marina [Downloadable! (restricted)]
896-915 REML estimation for binary data in GLMMs by Noh, Maengseok & Lee, Youngjo [Downloadable! (restricted)]
916-931 On the convergence of Newton's method when estimating higher dimensional parameters by Clarke, Brenton R. & Futschik, Andreas [Downloadable! (restricted)]
932-944 Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions by Tsai, Ming-Tien [Downloadable! (restricted)]
945-959 Estimation of Wishart mean matrices under simple tree ordering by Tsai, Ming-Tien & Kubokawa, Tatsuya [Downloadable! (restricted)]
960-969 A note about measures and Jacobians of singular random matrices by Díaz-García, José A. [Downloadable! (restricted)]
970-991 On kernel method for sliced average variance estimation by Zhu, Li-Ping & Zhu, Li-Xing [Downloadable! (restricted)]
992-1017 Moderate deviations for quadratic forms in Gaussian stationary processes by Kakizawa, Yoshihide [Downloadable! (restricted)]
1018-1032 Model checking for additive hazards model with multivariate survival data by Yin, Guosheng [Downloadable! (restricted)]
1033-1042 A reliability model for multivariate exponential distributions by Wang, Rong-Tsorng [Downloadable! (restricted)]
1043-1050 Algorithms and error estimations for monotone regression on partially preordered sets by Hansohm, Jürgen [Downloadable! (restricted)]
1051-1071 On nonparametric classification with missing covariates by Mojirsheibani, Majid & Montazeri, Zahra [Downloadable! (restricted)]
1072-1094 Asymptotic confidence intervals for Poisson regression by Kohler, Michael & Krzyzak, Adam [Downloadable! (restricted)]
2007, Volume 98, Issue 4 661-677 Distribution and characteristic functions for correlated complex Wishart matrices by Smith, Peter J. & Garth, Lee M. [Downloadable! (restricted)]
678-694 On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices by Dozier, R. Brent & Silverstein, Jack W. [Downloadable! (restricted)]
695-705 A penalized criterion for variable selection in classification by Mary-Huard, Tristan & Robin, Stéphane & Daudin, Jean-Jacques [Downloadable! (restricted)]
706-742 Statistical inference using higher-order information by Anh, V.V. & Leonenko, N.N. & Sakhno, L.M. [Downloadable! (restricted)]
743-756 Likelihood ratio orderings of spacings of heterogeneous exponential random variables by Wen, Songqiao & Lu, Qingshu & Hu, Taizhong [Downloadable! (restricted)]
757-773 Dependence properties and bounds for ruin probabilities in multivariate compound risk models by Cai, Jun & Li, Haijun [Downloadable! (restricted)]
774-788 A multilinear form inequality by Picard, Frederic [Downloadable! (restricted)]
789-812 Bayesian reference analysis for Gaussian Markov random fields by Ferreira, Marco A.R. & De Oliveira, Victor [Downloadable! (restricted)]
813-828 Maximum likelihood factor analysis with rank-deficient sample covariance matrices by Robertson, Donald & Symons, James [Downloadable! (restricted)]
829-851 On minimaxity and admissibility of hierarchical Bayes estimators by Kubokawa, Tatsuya & Strawderman, William E. [Downloadable! (restricted)]
852-872 Hierarchical Bayes variable selection and microarray experiments by Nott, David J. & Yu, Zeming & Chan, Eva & Cotsapas, Chris & Cowley, Mark J. & Pulvers, Jeremy & Williams, Rohan & Little, Peter [Downloadable! (restricted)]
2007, Volume 98, Issue 3 435-454 Estimating common vector parameters in interlaboratory studies by Rukhin, Andrew L. [Downloadable! (restricted)]
455-480 Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data by Wang, Qihua & Yu, Keming [Downloadable! (restricted)]
481-492 More on the inadmissibility of step-up by Cohen, Arthur & Sackrowitz, Harold B. [Downloadable! (restricted)]
493-504 Analysis of repeated measures under unequal variances by Ho, Yu-Yun & Weerahandi, Sam [Downloadable! (restricted)]
505-516 Completeness and unbiased estimation of mean vector in the multivariate group sequential case by Liu, Aiyi & Wu, Chengqing & Yu, Kai F. & Yuan, Weishi [Downloadable! (restricted)]
517-532 Limit distribution of the sum and maximum from multivariate Gaussian sequences by James, Barry & James, Kang & Qi, Yongcheng [Downloadable! (restricted)]
533-543 Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters by Scaillet, Olivier [Downloadable! (restricted)]
544-567 On rank correlation measures for non-continuous random variables by Neslehová, Johanna [Downloadable! (restricted)]
568-587 Simultaneous modelling of the Cholesky decomposition of several covariance matrices by Pourahmadi, Mohsen & Daniels, Michael J. & Park, Trevor [Downloadable! (restricted)]
588-624 On the conic section fitting problem by Shklyar, Sergiy & Kukush, Alexander & Markovsky, Ivan & Van Huffel, Sabine [Downloadable! (restricted)]
625-637 Properties of cyclic subspace regression by Lang, Patrick & Gironella, Ann & Venema, Rienk [Downloadable! (restricted)]
638-659 Second order optimality for estimators in time series regression models by Tamaki, Kenichiro [Downloadable! (restricted)]
2007, Volume 98, Issue 2 227-255 Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter variants by Furrer, Reinhard & Bengtsson, Thomas [Downloadable! (restricted)]
256-281 A test for elliptical symmetry by Huffer, Fred W. & Park, Cheolyong [Downloadable! (restricted)]
282-294 Conditional limiting distribution of Type III elliptical random vectors by Hashorva, Enkelejd [Downloadable! (restricted)]
295-316 Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss by Konno, Yoshihiko [Downloadable! (restricted)]
317-327 Estimation for parameters of interest in random effects growth curve models by Ip, Wai-Cheung & Wu, Mi-Xia & Wang, Song-Gui & Wong, Heung [Downloadable! (restricted)]
328-349 Multivariate dynamic information by Ebrahimi, Nader & Kirmani, S.N.U.A. & Soofi, Ehsan S. [Downloadable! (restricted)]
350-369 Densities for random balanced sampling by Bubenik, Peter & Holbrook, John [Downloadable! (restricted)]
370-383 A bivariate interval censorship model for partnership formation by Yuet-Yee Wong, Linda & Yu, Qiqing [Downloadable! (restricted)]
384-409 Linear discrimination with equicorrelated training vectors by Leiva, Ricardo [Downloadable! (restricted)]
410-434 Improving on the maximum likelihood estimators of the means in Poisson decomposable graphical models by Hara, Hisayuki & Takemura, Akimichi [Downloadable! (restricted)]
2007, Volume 98, Issue 1 1-29 A family of estimators for multivariate kurtosis in a nonnormal linear regression model by Yanagihara, Hirokazu [Downloadable! (restricted)]
30-39 Multivariate weighted renewal functions by Mallor, F. & Omey, E. & Santos, J. [Downloadable! (restricted)]
40-56 Asymptotic distributions of nonparametric regression estimators for longitudinal or functional data by Yao, Fang [Downloadable! (restricted)]
57-75 Density testing in a contaminated sample by Holzmann, Hajo & Bissantz, Nicolai & Munk, Axel [Downloadable! (restricted)]
76-101 On limit theorem for the eigenvalues of product of two random matrices by Bai, Z.D. & Miao, Baiqi & Jin, Baisuo [Downloadable! (restricted)]
102-113 Reliability and expectation bounds for coherent systems with exchangeable components by Navarro, Jorge & Rychlik, Tomasz [Downloadable! (restricted)]
114-144 HAC estimation and strong linearity testing in weak ARMA models by Francq, Christian & Zakoïan, Jean-Michel [Downloadable! (restricted)]
145-176 Minimax estimation for singular linear multivariate models with mixed uncertainty by Pankov, Alexei R. & Siemenikhin, Konstantin V. [Downloadable! (restricted)]
177-193 On the transitivity of the comonotonic and countermonotonic comparison of random variables by De Meyer, H. & De Baets, B. & De Schuymer, B. [Downloadable! (restricted)]
194-208 Geometry and marginals by Noakes, Lyle [Downloadable! (restricted)]
209-226 On unit roots for spatial autoregressive models by Paulauskas, Vygantas [Downloadable! (restricted)]
2006, Volume 97, Issue 10 2071-2100 Optimizing random scan Gibbs samplers by Levine, Richard A. & Casella, George [Downloadable! (restricted)]
2101-2130 Estimation of the memory parameter by fitting fractionally differenced autoregressive models by Bhansali, R.J. & Giraitis, L. & Kokoszka, P.S. [Downloadable! (restricted)]
2131-2140 Some statistical applications of Faa di Bruno by Savits, Thomas H. [Downloadable! (restricted)]
2141-2161 Linearly interpolated FDH efficiency score for nonconvex frontiers by Jeong, Seok-Oh & Simar, Léopold [Downloadable! (restricted)]
2162-2176 Two-sample inference for normal mean vectors based on monotone missing data by Yu, Jianqi & Krishnamoorthy, K. & Pannala, Maruthy K. [Downloadable! (restricted)]
2177-2189 Generating random correlation matrices based on partial correlations by Joe, Harry [Downloadable! (restricted)]
More pages of listings: 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13 Access
and download statistics
Did you know? There are over 21000 authors registered on RePEc Author Service .
This page was last updated on 2009-12-3.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .