# Elsevier

# Journal of Multivariate Analysis

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### 2012, Volume 105, Issue 1

**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.**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

### 2012, Volume 103, Issue 1

**1-18 Cornish-Fisher expansions using sample cumulants and monotonic transformations***by*Ogasawara, Haruhiko**19-34 Hierarchical subspace models for contingency tables***by*Hara, Hisayuki & Sei, Tomonari & Takemura, Akimichi**35-47 Qualitative and infinitesimal robustness of tail-dependent statistical functionals***by*Krätschmer, Volker & Schied, Alexander & Zähle, Henryk**48-57 Testing for positive evidence of equally likely outcomes***by*Frey, Jesse**58-67 Time-varying coefficient estimation in differential equation models with noisy time-varying covariates***by*Hong, Zhaoping & Lian, Heng**68-76 Admissible prediction in superpopulation models with random regression coefficients under matrix loss function***by*Xu, Li-Wen & Yu, Sheng-Hua**77-92 Statistical theory of shape under elliptical models and singular value decompositions***by*Díaz-García, José A. & Caro-Lopera, Francisco J.**93-106 On prediction rate in partial functional linear regression***by*Shin, Hyejin & Lee, Myung Hee**107-115 Some notes on extremal discriminant analysis***by*Manjunath, B.G. & Frick, Melanie & Reiss, Rolf-Dieter**116-123 Partially linear single-index beta regression model and score test***by*Zhao, Weihua & Zhang, Riquan & Huang, Zhensheng & Feng, Jingyan**124-141 Nonparametric and semiparametric optimal transformations of markers***by*Chiang, Chin-Tsang & Chiu, Chih-Heng**142-150 On computing signatures of coherent systems***by*Da, Gaofeng & Zheng, Ben & Hu, Taizhong**151-160 On the asymptotics of numbers of observations in random regions determined by order statistics***by*Dembinska, Anna & Iliopoulos, George**161-162 Letter to the editor***by*Cuesta-Albertos, J.A. & del Barrio, E. & Fraiman, R. & Matrán, C.

### 2011, Volume 102, Issue 10

**1321-1338 Difference based estimation for partially linear regression models with measurement errors***by*Zhao, Haibing & You, Jinhong**1339-1343 Consistent multiple testing for change points***by*Chen, Kuo-mei & Cohen, Arthur & Sackrowitz, Harold**1344-1360 The complete mixability and convex minimization problems with monotone marginal densities***by*Wang, Bin & Wang, Ruodu**1361-1373 Classification of a screened data into one of two normal populations perturbed by a screening scheme***by*Kim, Hea-Jung**1374-1387 Variable selection in model-based discriminant analysis***by*Maugis, C. & Celeux, G. & Martin-Magniette, M.-L.**1388-1398 On a model selection problem from high-dimensional sample covariance matrices***by*Chen, J. & Delyon, B. & Yao, J.-F.**1399-1409 Generalized Marshall-Olkin distributions and related bivariate aging properties***by*Li, Xiaohu & Pellerey, Franco**1410-1416 On signature-based expressions of system reliability***by*Marichal, Jean-Luc & Mathonet, Pierre & Waldhauser, Tamás**1417-1428 Empirical Bayes predictive densities for high-dimensional normal models***by*Xu, Xinyi & Zhou, Dunke**1429-1444 A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators***by*Kubokawa, Tatsuya & Strawderman, William E.**1445-1453 An approach to modeling asymmetric multivariate spatial covariance structures***by*Li, Bo & Zhang, Hao**1454-1471 Tail order and intermediate tail dependence of multivariate copulas***by*Hua, Lei & Joe, Harry**1472-1488 Testing model assumptions in functional regression models***by*Bücher, Axel & Dette, Holger & Wieczorek, Gabriele

### 2011, Volume 102, Issue 9

**1241-1255 Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model***by*Kano, Yutaka & Takai, Keiji**1256-1262 Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance***by*Zinodiny, S. & Strawderman, W.E. & Parsian, A.**1263-1279 Improved transformed deviance statistic for testing a logistic regression model***by*Taneichi, Nobuhiro & Sekiya, Yuri & Toyama, Jun**1280-1292 Estimates of MM type for the multivariate linear model***by*Kudraszow, Nadia L. & Maronna, Ricardo A.**1293-1301 Characterization theorems for some classes of covariance functions associated to vector valued random fields***by*Porcu, Emilio & Zastavnyi, Viktor**1302-1314 Semiparametric analysis in double-sampling designs via empirical likelihood***by*Yu, Wen**1315-1319 Superefficient estimation of the marginals by exploiting knowledge on the copula***by*Einmahl, John H.J. & van den Akker, Ramon

### 2011, Volume 102, Issue 8

**1175-1193 A new class of minimum power divergence estimators with applications to cancer surveillance***by*Martín, Nirian & Li, Yi**1194-1202 Flexible bivariate beta distributions***by*Arnold, Barry C. & Tony Ng, Hon Keung**1203-1216 Moderate deviations of generalized method of moments and empirical likelihood estimators***by*Otsu, Taisuke**1217-1224 All admissible linear estimators of a regression coefficient under a balanced loss function***by*Hu, Guikai & Peng, Ping**1225-1239 Optimal vector quantization in terms of Wasserstein distance***by*Kreitmeier, Wolfgang

### 2011, Volume 102, Issue 7

**1105-1117 Characteristic functions of scale mixtures of multivariate skew-normal distributions***by*Kim, Hyoung-Moon & Genton, Marc G.**1118-1125 Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes***by*Shishebor, Z. & Soltani, A.R. & Zamani, A.**1126-1140 Nonparametric additive model-assisted estimation for survey data***by*Wang, Li & Wang, Suojin**1141-1151 Consistent tuning parameter selection in high dimensional sparse linear regression***by*Wang, Tao & Zhu, Lixing**1152-1165 Bayesian MAP model selection of chain event graphs***by*Freeman, G. & Smith, J.Q.**1166-1174 Semi-varying coefficient models with a diverging number of components***by*Li, Gaorong & Xue, Liugen & Lian, Heng

### 2011, Volume 102, Issue 6

**993-1007 On qualitative robustness of support vector machines***by*Hable, Robert & Christmann, Andreas**1008-1017 On the Gaussian approximation of vector-valued multiple integrals***by*Noreddine, Salim & Nourdin, Ivan**1018-1031 Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality***by*Hwang, S.Y. & Basawa, I.V.**1032-1046 On the maximum of covariance estimators***by*Jirak, Moritz**1047-1063 A copula-based model of speculative price dynamics in discrete time***by*Cherubini, Umberto & Mulinacci, Sabrina & Romagnoli, Silvia**1064-1079 Bahadur representation for U-quantiles of dependent data***by*Wendler, Martin**1080-1089 Asymptotic expansions for a class of tests for a general covariance structure under a local alternative***by*Shimizu, Hiroaki & Wakaki, Hirofumi**1090-1103 Some tests for the covariance matrix with fewer observations than the dimension under non-normality***by*Srivastava, Muni S. & Kollo, Tõnu & von Rosen, Dietrich

### 2011, Volume 102, Issue 5

**871-883 Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach***by*Carter, Christopher K. & Wong, Frederick & Kohn, Robert**884-895 The proportional hazards model for survey data from independent and clustered super-populations***by*Rubin-Bleuer, Susana**896-907 Bounds for mixtures of order statistics from exponentials and applications***by*Paltanea, Eugen**908-917 Numbers of near bivariate record-concomitant observations***by*Bairamov, I. & Stepanov, A.**918-930 Parametric estimation of a bivariate stable Lévy process***by*Esmaeili, Habib & Klüppelberg, Claudia**931-936 Extensions of system signatures to dependent lifetimes: Explicit expressions and interpretations***by*Marichal, Jean-Luc & Mathonet, Pierre**937-947 Efficient empirical-likelihood-based inferences for the single-index model***by*Huang, Zhensheng & Zhang, Riquan**948-957 On Pearson-Kotz Dirichlet distributions***by*Balakrishnan, N. & Hashorva, E.**958-976 Some new results on convolutions of heterogeneous gamma random variables***by*Zhao, Peng**977-991 Multivariate extreme models based on underlying skew-t and skew-normal distributions***by*Padoan, Simone A.

### 2011, Volume 102, Issue 4

**723-740 Empirical likelihood for semiparametric regression model with missing response data***by*Xue, Liugen & Xue, Dong**741-767 Some theoretical properties of Silverman's method for Smoothed functional principal component analysis***by*Qi, Xin & Zhao, Hongyu**768-780 High dimensional data analysis using multivariate generalized spatial quantiles***by*Mukhopadhyay, Nitai D. & Chatterjee, Snigdhansu**781-788 Convergence proof of matrix dynamics for online linear discriminant analysis***by*Hiraoka, Kazuyuki**789-800 A numerical method for minimum distance estimation problems***by*Cervellera, C. & Macciò, D.**801-815 Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions***by*Sheena, Yo & Takemura, Akimichi**816-827 Tests for independence in non-parametric heteroscedastic regression models***by*Hlávka, Zdenek & Husková, Marie & Meintanis, Simos G.**828-846 -Consistent robust integration-based estimation***by*Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan**847-868 Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices***by*Dharmawansa, Prathapasinghe & McKay, Matthew R.**869-870 Erratum to "Construction of asymmetric multivariate copulas" [J. Multivariate Anal. 99 (2008) 2234-2250]***by*Liebscher, Eckhard

### 2011, Volume 102, Issue 3

**393-404 Monotonicity properties of multivariate distribution and survival functions -- With an application to Lévy-frailty copulas***by*Ressel, Paul**405-421 Weighted-mean trimming of multivariate data***by*Dyckerhoff, Rainer & Mosler, Karl**422-447 Structural test in regression on functional variables***by*Delsol, Laurent & Ferraty, Frédéric & Vieu, Philippe**448-467 Wavelet estimation of conditional density with truncated, censored and dependent data***by*Liang, Han-Ying & de Uña-Álvarez, Jacobo**468-481 Nonparametric estimation of the anisotropic probability density of mixed variables***by*Efromovich, Sam**482-495 Vectors of two-parameter Poisson-Dirichlet processes***by*Leisen, Fabrizio & Lijoi, Antonio**496-505 Estimating structural VARMA models with uncorrelated but non-independent error terms***by*Boubacar Mainassara, Y. & Francq, C.**506-520 Local likelihood estimation for nonstationary random fields***by*Anderes, Ethan B. & Stein, Michael L.**521-527 Multivariate linear recursions with Markov-dependent coefficients***by*Hay, Diana & Rastegar, Reza & Roitershtein, Alexander**528-549 Autoregressive process modeling via the Lasso procedure***by*Nardi, Y. & Rinaldo, A.**550-562 A link-free method for testing the significance of predictors***by*Zeng, Peng**563-578 Log-linear Poisson autoregression***by*Fokianos, Konstantinos & Tjøstheim, Dag**579-600 Minimum distance conditional variance function checking in heteroscedastic regression models***by*Samarakoon, Nishantha & Song, Weixing**601-618 Statistical inference using a weighted difference-based series approach for partially linear regression models***by*Ai, Chunrong & You, Jinhong & Zhou, Yong**619-628 Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components***by*Bekker, A. & Roux, J.J.J. & Arashi, M.**629-640 Restricted one way analysis of variance using the empirical likelihood ratio test***by*Yu, Wen & El Barmi, Hammou & Ying, Zhiliang**641-660 Conditional and unconditional methods for selecting variables in linear mixed models***by*Kubokawa, Tatsuya**661-673 Blockwise empirical likelihood for time series of counts***by*Wu, Rongning & Cao, Jiguo**674-682 Composing the cumulative quantile regression function and the Goldie concentration curve***by*Tse, SzeMan**683-697 Estimation of a multivariate stochastic volatility density by kernel deconvolution***by*Van Es, Bert & Spreij, Peter**698-713 Quadratic minimisation problems in statistics***by*Albers, C.J. & Critchley, F. & Gower, J.C.**714-722 Applications of quadratic minimisation problems in statistics***by*Albers, C.J. & Critchley, F. & Gower, J.C.

### 2011, Volume 102, Issue 2

**193-212 On directional multiple-output quantile regression***by*Paindaveine, Davy & Siman, Miroslav**213-224 Principal points of a multivariate mixture distribution***by*Matsuura, Shun & Kurata, Hiroshi**225-237 Random change on a Lie group and mean glaucomatous projective shape change detection from stereo pair images***by*Crane, M. & Patrangenaru, V.**238-251 A novel trace test for the mean parameters in a multivariate growth curve model***by*Hamid, Jemila S. & Beyene, Joseph & von Rosen, Dietrich**252-263 An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples***by*Shutoh, Nobumichi & Hyodo, Masashi & Seo, Takashi**264-280 Restricted estimation in multivariate measurement error regression model***by*Jain, Kanchan & Singh, Sukhbir & Sharma, Suresh**281-291 Partial sum process to check regression models with multiple correlated response: With an application for testing a change-point in profile data***by*Bischoff, W. & Gegg, A.**292-305 Spatial autoregressive and moving average Hilbertian processes***by*Ruiz-Medina, M.D.**306-314 Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals***by*Ferger, Dietmar & Scholz, Michael**315-335 On spline regression under Gaussian subordination with long memory***by*Beran, Jan & Weiershäuser, Arno**336-348 An asymptotics look at the generalized inference***by*Xiong, Shifeng**349-362 On linear models with long memory and heavy-tailed errors***by*Zhou, Zhou & Wu, Wei Biao**363-371 On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix***by*Nadler, Boaz**372-385 A profile-type smoothed score function for a varying coefficient partially linear model***by*Li, Gaorong & Feng, Sanying & Peng, Heng**386-392 A multivariate ultrastructural errors-in-variables model with equation error***by*Patriota, Alexandre G. & Bolfarine, Heleno & Arellano-Valle, Reinaldo B.

### 2011, Volume 102, Issue 1

**1-19 Statistical inference in partially-varying-coefficient single-index model***by*Wang, Qihua & Xue, Liugen**20-36 Dual divergence estimators and tests: Robustness results***by*Toma, Aida & Broniatowski, Michel**37-47 Nonparametric estimation of an extreme-value copula in arbitrary dimensions***by*Gudendorf, Gordon & Segers, Johan**48-60 Local asymptotic normality in a stationary model for spatial extremes***by*Falk, Michael**61-72 Semiparametric analysis of longitudinal zero-inflated count data***by*Feng, Jiarui & Zhu, Zhongyi**73-86 On local times, density estimation and supervised classification from functional data***by*Llop, P. & Forzani, L. & Fraiman, R.**87-104 Fiducial inference on the largest mean of a multivariate normal distribution***by*Wandler, Damian V. & Hannig, Jan**105-117 Multiple imputations and the missing censoring indicator model***by*Subramanian, Sundarraman**118-129 Low dimensional semiparametric estimation in a censored regression model***by*Moral-Arce, Ignacio & Rodríguez-Póo, Juan M. & Sperlich, Stefan**130-142 Dimension estimation in sufficient dimension reduction: A unifying approach***by*Bura, E. & Yang, J.**143-152 Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions***by*Díaz-García, José A. & Gutiérrez-Jáimez, Ramón**153-163 Empirical likelihood for linear models under negatively associated errors***by*Qin, Yongsong & Li, Yinghua**164-181 Modifying estimators of ordered positive parameters under the Stein loss***by*Tsukuma, Hisayuki & Kubokawa, Tatsuya**182-192 Robust inference for sparse cluster-correlated count data***by*Hanfelt, John J. & Li, Ruosha & Pan, Yi & Payment, Pierre

### 2010, Volume 101, Issue 10

**2255-2265 Subsampling tests for variance changes in the presence of autoregressive parameter shifts***by*Jin, Hao & Zhang, Jinsuo**2266-2281 Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties***by*Laib, Naâmane & Louani, Djamal**2282-2296 M-type smoothing spline ANOVA for correlated data***by*Liu, Anna & Qin, Li & Staudenmayer, John**2297-2304 On decompositional algorithms for uniform sampling from n-spheres and n-balls***by*Harman, Radoslav & Lacko, Vladimír**2305-2319 An approach to multiway contingency tables based on [phi]-divergence test statistics***by*Pardo, Julio A.**2320-2345 The multiple hybrid bootstrap -- Resampling multivariate linear processes***by*Jentsch, Carsten & Kreiss, Jens-Peter**2346-2357 Limiting distributions of maxima under triangular schemes***by*Frick, Melanie & Reiss, Rolf-Dieter**2358-2371 Depth notions for orthogonal regression***by*Wellmann, Robin & Müller, Christine H.**2372-2388 Asymptotic expansion of the minimum covariance determinant estimators***by*Cator, Eric A. & Lopuhaä, Hendrik P.**2389-2397 Multivariate logistic regression with incomplete covariate and auxiliary information***by*Sinha, Sanjoy K. & Laird, Nan M. & Fitzmaurice, Garrett M.**2398-2410 Concordance measures for multivariate non-continuous random vectors***by*Mesfioui, Mhamed & Quessy, Jean-François**2411-2419 The L1-consistency of Dirichlet mixtures in multivariate Bayesian density estimation***by*Wu, Yuefeng & Ghosal, Subhashis**2420-2433 Combining conditional and unconditional moment restrictions with missing responses***by*Yuan, Xiaohui & Liu, Tianqing & Lin, Nan & Zhang, Baoxue**2434-2451 On the limiting spectral distribution of the covariance matrices of time-lagged processes***by*Robert, Christian Y. & Rosenbaum, Mathieu**2452-2463 A modified functional delta method and its application to the estimation of risk functionals***by*Beutner, Eric & Zähle, Henryk**2464-2485 Projection-pursuit approach to robust linear discriminant analysis***by*Pires, Ana M. & Branco, João A.**2486-2498 Stochastic comparisons of multivariate mixtures***by*Khaledi, Baha-Eldin & Shaked, Moshe**2499-2518 On the layered nearest neighbour estimate, the bagged nearest neighbour estimate and the random forest method in regression and classification***by*Biau, Gérard & Devroye, Luc**2519-2527 Marginal parameterizations of discrete models defined by a set of conditional independencies***by*Forcina, A. & Lupparelli, M. & Marchetti, G.M.**2528-2542 Spline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraints***by*Lu, Minggen**2543-2553 A dimensionally reduced finite mixture model for multilevel data***by*Calò, Daniela G. & Viroli, Cinzia**2554-2570 A new test for sphericity of the covariance matrix for high dimensional data***by*Fisher, Thomas J. & Sun, Xiaoqian & Gallagher, Colin M.**2571-2586 A multivariate version of Hoeffding's Phi-Square***by*Gaißer, Sandra & Ruppert, Martin & Schmid, Friedrich**2587-2597 Bayesian inference for dependent elliptical measurement error models***by*Vidal, Ignacio & Arellano-Valle, Reinaldo B.**2598-2615 On testing equality of pairwise rank correlations in a multivariate random vector***by*Gaißer, Sandra & Schmid, Friedrich**2616-2636 On asymptotic normality of sequential LS-estimate for unstable autoregressive process AR(2)***by*Galtchouk, Leonid & Konev, Victor**2637-2640 A characterization of multivariate normality through univariate projections***by*Shao, Yongzhao & Zhou, Ming**2641-2647 Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences***by*Peng, Zuoxiang & Cao, Lunfeng & Nadarajah, Saralees

### 2010, Volume 101, Issue 9

**1903-1909 Estimating cumulative incidence functions when the life distributions are constrained***by*El Barmi, Hammou & Johnson, Matthew & Mukerjee, Hari**1910-1926 Complexity-penalized estimation of minimum volume sets for dependent data***by*Di, J. & Kolaczyk, E.**1927-1949 The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix***by*Bai, Z.D. & Zhang, L.X.**1950-1958 Asymptotics of Bayesian median loss estimation***by*Yu, Chi Wai & Clarke, Bertrand**1959-1969 Some equalities for estimations of variance components in a general linear model and its restricted and transformed models***by*Tian, Yongge & Liu, Chunmei**1970-1980 Conditional information criteria for selecting variables in linear mixed models***by*Srivastava, Muni S. & Kubokawa, Tatsuya**1981-1994 Statistical inference for the [epsilon]-entropy and the quadratic Rényi entropy***by*Leonenko, Nikolaj & Seleznjev, Oleg**1995-2007 Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure***by*Peña, Daniel & Prieto, Francisco J. & Viladomat, Júlia**2008-2025 Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band***by*Song, Qiongxia & Yang, Lijian

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