Elsevier
Journal of Multivariate Analysis
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2010, Volume 101, Issue 3
- 679-691 Multivariate failure times regression with a continuous auxiliary covariate
by Liu, Yanyan & Wu, Yuanshan & Zhou, Haibo - 692-705 The rank of the covariance matrix of an evanescent field
by Kliger, Mark & Francos, Joseph M. - 706-717 Robust estimation in a nonlinear cointegration model
by Chen, Jia & Li, Degui & Zhang, Lixin - 718-732 Empirical likelihood inference in partially linear single-index models for longitudinal data
by Li, Gaorong & Zhu, Lixing & Xue, Liugen & Feng, Sanying - 733-748 Asymptotic distribution of the OLS estimator for a mixed spatial model
by Mynbaev, Kairat T. - 749-763 Some comments on goodness-of-fit tests for the parametric form of the copula based on L2-distances
by Bücher, Axel & Dette, Holger
2010, Volume 101, Issue 2
- 305-306 High-dimensional data: a fascinating statistical challenge
by Ferraty, F. - 307-315 Functional semiparametric partially linear model with autoregressive errors
by Dabo-Niang, Sophie & Guillas, Serge - 316-326 K-sample subsampling in general spaces: The case of independent time series
by Politis, Dimitris N. & Romano, Joseph P. - 327-339 Measures of influence for the functional linear model with scalar response
by Febrero-Bande, Manuel & Galeano, Pedro & González-Manteiga, Wenceslao - 340-351 Wiener processes with random effects for degradation data
by Wang, Xiao - 352-367 Testing the stability of the functional autoregressive process
by Horváth, Lajos & Husková, Marie & Kokoszka, Piotr - 368-373 Inference on periodograms of infinite dimensional discrete time periodically correlated processes
by Soltani, A.R. & Shishebor, Z. & Zamani, A. - 374-384 Operator trigonometry of multivariate finance
by Gustafson, Karl - 385-394 On the integral with respect to the tensor product of two random measures
by Boudou, Alain & Romain, Yves - 395-408 Thresholding projection estimators in functional linear models
by Cardot, Hervé & Johannes, Jan - 409-418 Cokriging for spatial functional data
by Nerini, David & Monestiez, Pascal & Manté, Claude - 419-433 Functional nonparametric estimation of conditional extreme quantiles
by Gardes, Laurent & Girard, Stéphane & Lekina, Alexandre - 434-446 Singular value decomposition of large random matrices (for two-way classification of microarrays)
by Bolla, Marianna & Friedl, Katalin & Krámli, András - 447-463 Robustness of reweighted Least Squares Kernel Based Regression
by Debruyne, Michiel & Christmann, Andreas & Hubert, Mia & Suykens, Johan A.K. - 464-475 Inference under functional proportional and common principal component models
by Boente, Graciela & Rodriguez, Daniela & Sued, Mariela - 476-490 Estimation of the regression operator from functional fixed-design with correlated errors
by Benhenni, K. & Hedli-Griche, S. & Rachdi, M.
2010, Volume 101, Issue 1
- 1-10 Asymptotic properties of the Bernstein density copula estimator for [alpha]-mixing data
by Bouezmarni, Taoufik & Rombouts, Jeroen V.K. & Taamouti, Abderrahim - 11-31 A nonparametric approach to 3D shape analysis from digital camera images -- I
by Patrangenaru, V. & Liu, X. & Sugathadasa, S. - 32-43 Noncentral elliptical configuration density
by Caro-Lopera, Francisco J. & Díaz-García, José A. & González-Farías, Graciela - 44-51 On hazard rate ordering of the sums of heterogeneous geometric random variables
by Zhao, Peng & Hu, Taizhong - 52-67 Study of some measures of dependence between order statistics and systems
by Navarro, Jorge & Balakrishnan, N. - 68-76 Energy discriminant analysis, quantum logic, and fuzzy sets
by Melnichenko, Grigorii - 77-100 Representations of SO(3) and angular polyspectra
by Marinucci, D. & Peccati, G. - 101-112 High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound
by Kato, Naohiro & Yamada, Takayuki & Fujikoshi, Yasunori - 113-125 Bivariate Birnbaum-Saunders distribution and associated inference
by Kundu, Debasis & Balakrishnan, N. & Jamalizadeh, A. - 126-137 Central limit theorem and the bootstrap for U-statistics of strongly mixing data
by Dehling, Herold & Wendler, Martin - 138-153 Projection based scatter depth functions and associated scatter estimators
by Zhou, Weihua & Dang, Xin - 154-164 Extending the multivariate generalised t and generalised VG distributions
by Fung, Thomas & Seneta, Eugene - 165-176 On the right spread order of convolutions of heterogeneous exponential random variables
by Kochar, Subhash & Xu, Maochao - 177-190 Bounds for the sum of dependent risks having overlapping marginals
by Embrechts, Paul & Puccetti, Giovanni - 191-199 Compatibility of discrete conditional distributions with structural zeros
by Wang, Yuchung J. & Kuo, Kun-Lin - 200-222 Thresholding methods to estimate copula density
by Autin, F. & Le Pennec, E. & Tribouley, K. - 223-239 Testing quasi-independence for truncation data
by Emura, Takeshi & Wang, Weijing - 240-251 Empirical likelihood for median regression model with designed censoring variables
by Zhong, Pingshou & Cui, Hengjian - 252-270 Tail dependence functions and vine copulas
by Joe, Harry & Li, Haijun & Nikoloulopoulos, Aristidis K. - 271-290 An integral transform method for estimating the central mean and central subspaces
by Zeng, Peng & Zhu, Yu - 291-304 Multivariate comonotonicity
by Puccetti, Giovanni & Scarsini, Marco
2009, Volume 100, Issue 10
- 2137-2154 Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model
by Komaki, Fumiyasu - 2155-2166 An extended class of minimax generalized Bayes estimators of regression coefficients
by Maruyama, Yuzo & Strawderman, William E. - 2167-2177 The limit of the partial sums process of spatial least squares residuals
by Bischoff, Wolfgang & Somayasa, Wayan - 2178-2194 On least squares estimation for long-memory lattice processes
by Beran, Jan & Ghosh, Sucharita & Schell, Dieter - 2195-2213 Convex and star-shaped sets associated with multivariate stable distributions, I: Moments and densities
by Molchanov, Ilya - 2214-2223 Regression analysis of multivariate recurrent event data with time-varying covariate effects
by Sun, Liuquan & Zhu, Liang & Sun, Jianguo - 2224-2236 Nearest neighbor conditional estimation for Harris recurrent Markov chains
by Sancetta, Alessio - 2237-2253 Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
by Konno, Yoshihiko - 2254-2269 Estimation of a change-point in the mean function of functional data
by Aue, Alexander & Gabrys, Robertas & Horváth, Lajos & Kokoszka, Piotr - 2270-2286 Independent rule in classification of multivariate binary data
by Park, Junyong - 2287-2295 Mean width of random polytopes in a reasonably smooth convex body
by Böröczky, K.J. & Fodor, F. & Reitzner, M. & Vígh, V. - 2296-2304 Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
by Tsukuma, Hisayuki - 2305-2312 Sphericity test in a GMANOVA-MANOVA model with normal error
by Bai, Peng - 2313-2323 Initial classification of joint data in EM estimation of latent class joint model
by Han, Jun - 2324-2330 Hessian orders and multinormal distributions
by Arlotto, Alessandro & Scarsini, Marco - 2331-2336 On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix
by Ghosh, Malay & Mergel, Victor - 2337-2351 Analysis of multivariate skew normal models with incomplete data
by Lin, Tsung I. & Ho, Hsiu J. & Chen, Chiang L. - 2352-2363 Modeling covariance matrices via partial autocorrelations
by Daniels, M.J. & Pourahmadi, M. - 2364-2375 Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators
by Bissantz, Nicolai & Birke, Melanie - 2376-2388 Robustness of Stein-type estimators under a non-scalar error covariance structure
by Zhang, Xinyu & Chen, Ti & Wan, Alan T.K. & Zou, Guohua - 2389-2405 Statistical estimation in varying coefficient models with surrogate data and validation sampling
by Wang, Qihua & Zhang, Riquan
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 - 1883-1899 Finite-sample inference with monotone incomplete multivariate normal data, I
by Chang, Wan-Ying & Richards, Donald St.P. - 1900-1918 Normal distribution based pseudo ML for missing data: With applications to mean and covariance structure analysis
by Yuan, Ke-Hai - 1919-1937 Multiple imputation and other resampling schemes for imputing missing observations
by Srivastava, Muni S. & Dolatabadi, Mohammad - 1938-1951 A mixture model-based approach to the clustering of exponential repeated data
by Martinez, M.J. & Lavergne, C. & Trottier, C. - 1952-1961 Moderate deviation principle for autoregressive processes
by Yu, Miao & Si, Shen - 1962-1978 Weyl eigenvalue asymptotics and sharp adaptation on vector bundles
by Kim, Peter T. & Koo, Ja-Yong & Luo, Zhi-Ming - 1979-1988 Quadratic prediction and quadratic sufficiency in finite populations
by Liu, Xu-Qing & Wang, Dong-Dong & Rong, Jian-Ying - 1989-2001 Generating random correlation matrices based on vines and extended onion method
by Lewandowski, Daniel & Kurowicka, Dorota & Joe, Harry - 2002-2017 Influence diagnostics and outlier tests for varying coefficient mixed models
by Li, Zaixing & Xu, Wangli & Zhu, Lixing - 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 - 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 - 2044-2054 On asymptotic theory for multivariate GARCH models
by Hafner, Christian M. & Preminger, Arie - 2055-2064 Concentration inequality for evolutionary trees
by Mariadassou, M. & Bar-Hen, A. - 2065-2082 On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding
by Pötscher, Benedikt M. & Leeb, Hannes - 2083-2099 A quantile-copula approach to conditional density estimation
by Faugeras, Olivier P. - 2100-2111 Automatic model selection for partially linear models
by Ni, Xiao & Zhang, Hao Helen & Zhang, Daowen - 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 - 2126-2136 Robust and accurate inference for generalized linear models
by Lô, Serigne N. & Ronchetti, Elvezio
2009, Volume 100, Issue 8
- 1587-1592 On the range of heterogeneous samples
by Genest, Christian & Kochar, Subhash C. & Xu, Maochao - 1593-1609 On the sensitivity of the one-sided t test to covariance misspecification
by Qin, Huaizhen & Wan, Alan T.K. & Zou, Guohua - 1610-1621 Simultaneous credible intervals for small area estimation problems
by Ganesh, N. - 1622-1633 Consistency of general bootstrap methods for degenerate U-type and V-type statistics
by Leucht, Anne & Neumann, Michael H. - 1634-1644 Multivariate semi-Weibull distributions
by Yeh, Hsiaw-Chan - 1645-1656 Decomposability of high-dimensional diversity measures: Quasi-U-statistics, martingales and nonstandard asymptotics
by Pinheiro, Aluísio & Sen, Pranab Kumar & Pinheiro, Hildete Prisco - 1657-1669 Stochastic comparisons of multivariate mixture models
by Belzunce, Félix & Mercader, José-Angel & Ruiz, José-María & Spizzichino, Fabio - 1670-1681 An improved model averaging scheme for logistic regression
by Ghosh, D. & Yuan, Z. - 1682-1690 Characterizations of the beta distribution on symmetric matrices
by Hassairi, A. & Regaig, O. - 1691-1705 Frontier estimation with local polynomials and high power-transformed data
by Girard, Séphane & Jacob, Pierre - 1706-1716 A stochastic restricted ridge regression estimator
by Özkale, M. Revan - 1717-1726 Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
by Ando, Tomohiro - 1727-1751 Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations
by Kunitomo, Naoto & Matsushita, Yukitoshi - 1752-1760 Improved variance estimation under sub-space restriction
by Arashi, M. & Tabatabaey, S.M.M. - 1761-1776 Estimation of autoregressive models with epsilon-skew-normal innovations
by Bondon, Pascal - 1777-1791 Characterizations of degree one bivariate measures of concordance
by Edwards, H.H. & Taylor, M.D. - 1792-1801 Mean residual life order of convolutions of heterogeneous exponential random variables
by Zhao, Peng & Balakrishnan, N. - 1802-1815 Asymptotics for non-parametric likelihood estimation with doubly censored multivariate failure times
by Deng, Dianliang & Fang, Hong-Bin - 1816-1829 Asymptotics for argmin processes: Convexity arguments
by Kato, Kengo - 1830-1844 Quasi-arithmetic means of covariance functions with potential applications to space-time data
by Porcu, Emilio & Mateu, Jorge & Christakos, George - 1845-1853 An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior
by Maruyama, Yuzo - 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
2009, Volume 100, Issue 7
- 1329-1337 Asymptotic distributions of robust shape matrices and scales
by Frahm, Gabriel - 1338-1352 On the degrees of freedom in shrinkage estimation
by Kato, Kengo - 1353-1366 Empirical likelihood for linear models with missing responses
by Xue, Liugen - 1367-1383 Inference for multivariate normal mixtures
by Chen, Jiahua & Tan, Xianming - 1384-1397 Coverage of generalized confidence intervals
by Roy, Anindya & Bose, Arup - 1398-1411 Multivariate limited translation hierarchical Bayes estimators
by Ghosh, Malay & Papageorgiou, Georgios & Forrester, Janet - 1412-1431 Two-step generalised empirical likelihood inference for semiparametric models
by Bravo, Francesco - 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. - 1440-1446 Predictive inference for singular multivariate elliptically contoured distributions
by Liu, Jin Shan & Ip, Wai Cheung & Wong, Heung - 1447-1464 The simplex dispersion ordering and its application to the evaluation of human corneal endothelia
by Ayala, Guillermo & López-Díaz, Miguel - 1465-1486 Bandwidth selection for a data sharpening estimator in nonparametric regression
by Naito, Kanta & Yoshizaki, Masahiro - 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 - 1498-1520 Use of prior information in the consistent estimation of regression coefficients in measurement error models
by Shalabh & Garg, Gaurav & Misra, Neeraj - 1521-1537 Tails of multivariate Archimedean copulas
by Charpentier, Arthur & Segers, Johan - 1538-1550 Regular variation and related results for the multivariate GARCH(p,q) model with constant conditional correlations
by Fernández, Begoña & Muriel, Nelson - 1551-1566 Testing independence in nonparametric regression
by Neumeyer, Natalie - 1567-1585 Lévy-frailty copulas
by Mai, Jan-Frederik & Scherer, Matthias
2009, Volume 100, Issue 6
- 1073-1092 Functional estimation for Lvy measures of semimartingales with Poissonian jumps
by Shimizu, Yasutaka - 1093-1106 Multivariate dependence of spacings of generalized order statistics
by Burkschat, M. - 1107-1119 A weighted multivariate signed-rank test for cluster-correlated data
by Haataja, Riina & Larocque, Denis & Nevalainen, Jaakko & Oja, Hannu - 1120-1136 The determinants of cumulative endogeneity bias in multivariate analysis
by Mayston, David - 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 - 1155-1167 Branching Markov processes and related asymptotics
by Hwang, S.Y. & Basawa, I.V. - 1168-1181 Expansions of multivariate Pickands densities and testing the tail dependence
by Frick, Melanie & Reiss, Rolf-Dieter - 1182-1197 Inference on a regression model with noised variables and serially correlated errors
by You, Jinhong & Zhou, Xian & Zhu, Li-Xing - 1198-1218 Multivariate mode hunting: Data analytic tools with measures of significance
by Burman, Prabir & Polonik, Wolfgang - 1219-1231 A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples
by Liang, Han-Ying & de Ua-lvarez, Jacobo - 1232-1244 On the estimators of model-based and maximal reliability
by Ogasawara, Haruhiko - 1245-1260 Testing the equality of error distributions from k independent GARCH models
by Chandra, S. Ajay - 1261-1269 A class of bivariate exponential distributions
by Regoli, Giuliana - 1270-1281 Flexible modeling based on copulas in nonparametric median regression
by Braekers, Roel & Van Keilegom, Ingrid - 1282-1290 Canonical representation of conditionally specified multivariate discrete distributions
by Ip, Edward H. & Wang, Yuchung J. - 1291-1303 Bootstrapping sums of independent but not identically distributed continuous processes with applications to functional data
by Chang, Chung & Todd Ogden, R. - 1304-1315 Departure from normality of increasing-dimension martingales
by Arbus, Ignacio - 1316-1327 A note on the Bayes factor in a semiparametric regression model
by Choi, Taeryon & Lee, Jaeyong & Roy, Anindya
2009, Volume 100, Issue 5
- 817-820 Characterization of the p-generalized normal distribution
by Sinz, Fabian & Gerwinn, Sebastian & Bethge, Matthias - 821-834 Signed-rank tests for location in the symmetric independent component model
by Nordhausen, Klaus & Oja, Hannu & Paindaveine, Davy - 835-850 Probability density estimation for survival data with censoring indicators missing at random
by Wang, Qihua & Liu, Wei & Liu, Chunling - 851-861 Dealing with label switching in mixture models under genuine multimodality
by Grn, Bettina & Leisch, Friedrich - 862-875 Nonconcave penalized inverse regression in single-index models with high dimensional predictors
by Zhu, Li-Ping & Zhu, Li-Xing - 876-887 Multivariate generalized S-estimators
by Roelant, E. & Van Aelst, S. & Croux, C. - 888-901 Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large
by Sakurai, Tetsuro - 902-912 Asymptotic expansions in mean and covariance structure analysis
by Ogasawara, Haruhiko - 913-935 Shrinkage estimation in the frequency domain of multivariate time series
by Bhm, Hilmar & von Sachs, Rainer - 936-945 Asymptotic normality of test statistics under alternative hypotheses
by Shapiro, Alexander - 946-951 Multivariate order statistics via multivariate concomitants
by Arnold, Barry C. & Castillo, Enrique & Sarabia, Jos Mara - 952-962 Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables
by Zhao, Peng & Li, Xiaohu & Balakrishnan, N. - 963-980 Uncertainty under a multivariate nested-error regression model with logarithmic transformation
by Molina, Isabel - 981-992 Nonparametric likelihood based estimation for a multivariate Lipschitz density
by Carando, Daniel & Fraiman, Ricardo & Groisman, Pablo - 993-1028 Local Whittle estimator for anisotropic random fields
by Guo, Hongwen & Lim, Chae Young & Meerschaert, Mark M. - 1029-1043 Extreme value theory for stochastic integrals of Legendre polynomials
by Aue, Alexander & Horvth, Lajos & Huskov, Marie - 1044-1060 A refined Jensen's inequality in Hilbert spaces and empirical approximations
by Leorato, S. - 1061-1072 Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model
by Wu, Xiaoyong & Zou, Guohua & Li, Yingfu
2009, Volume 100, Issue 4
- 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. - 581-593 Bivariate generalized exponential distribution
by Kundu, Debasis & Gupta, Rameshwar D. - 594-603 Peakedness and peakedness ordering in symmetric distributions
by Elbarmi, Hammou & Mukerjee, Hari - 604-621 A local spectral approach for assessing time series model misspecification
by McElroy, Tucker & Holan, Scott - 622-635 Distribution-free tests for polynomial regression based on simplicial depth
by Wellmann, Robin & Harmand, Peter & Müller, Christine H. - 636-651 Model checking for partially linear models with missing responses at random
by Sun, Zhihua & Wang, Qihua & Dai, Pengjie - 652-660 Nonlinear principal components, II: Characterization of normal distributions
by Salinelli, Ernesto - 661-669 Towards theory of generic Principal Component Analysis
by Torokhti, Anatoli & Friedland, Shmuel - 670-685 On weighting of bivariate margins in pairwise likelihood
by Joe, Harry & Lee, Youngjo - 686-698 On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
by Baran, Sándor & Pap, Gyula - 699-714 Principal component geodesics for planar shape spaces
by Huckemann, Stephan & Hotz, Thomas - 715-725 Monitoring parameter change in time series models
by Gombay, Edit & Serban, Daniel - 726-741 Improved estimation in multiple linear regression models with measurement error and general constraint
by Liang, Hua & Song, Weixing - 742-752 Estimation of the precision matrix of multivariate Kotz type model
by Sarr, Amadou & Gupta, Arjun K. - 753-766 On depth measures and dual statistics. A methodology for dealing with general data
by Cuevas, Antonio & Fraiman, Ricardo - 767-776 On an additive decomposition of the BLUE in a multiple-partitioned linear model
by Tian, Yongge - 777-793 On the geometry of generalized Gaussian distributions
by Andai, Attila - 794-815 Existence and consistency of the maximum likelihood estimator for the extreme value index
by Zhou, Chen - 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
2009, Volume 100, Issue 3
- 309-333 Nonparametric regression estimation with general parametric error covariance
by Martins-Filho, Carlos & Yao, Feng - 334-344 Integral representations of one-dimensional projections for multivariate stable densities
by Matsui, Muneya & Takemura, Akimichi - 345-362 The penalized profile sampler
by Cheng, Guang & Kosorok, Michael R. - 363-376 A continuous spectral density for a random field of continuous-index
by Shaw, Jason - 377-386 Testing for equality between two copulas
by Rémillard, Bruno & Scaillet, Olivier - 387-396 Empirical likelihood for heteroscedastic partially linear models
by Lu, Xuewen - 397-421 Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms
by Bauer, Dietmar - 422-444 Optimal tests for homogeneity of covariance, scale, and shape
by Hallin, Marc & Paindaveine, Davy - 445-458 Asymptotically efficient two-sample rank tests for modal directions on spheres
by Tsai, Ming-Tien - 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 - 473-496 Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
by Kakizawa, Yoshihide - 497-508 Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes
by Zernov, Serguei & Zinde-Walsh, Victoria & Galbraith, John W. - 509-517 A family of kurtosis orderings for multivariate distributions
by Wang, Jin - 518-532 A test for the mean vector with fewer observations than the dimension under non-normality
by Srivastava, Muni S. - 533-545 Distribution of quadratic forms under skew normal settings
by Wang, Tonghui & Li, Baokun & Gupta, Arjun K. - 546-559 Asymptotic properties of a conditional quantile estimator with randomly truncated data
by Lemdani, Mohamed & Ould-Saïd, Elias & Poulin, Nicolas
2009, Volume 100, Issue 2
- 266-277 Estimators for alternating nonlinear autoregression
by Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang - 278-290 Analysis of correlated binary data under partially linear single-index logistic models
by Yi, Grace Y. & He, Wenqing & Liang, Hua - 291-300 Quadratic prediction problems in multivariate linear models
by Liu, Xu-Qing & Wang, Dong-Dong & Rong, Jian-Ying - 301-308 Exact inference on contrasts in means of intraclass correlation models with missing responses
by Wu, Mi-Xia & Yu, Kai F. & Liu, Aiyi
2009, Volume 100, Issue 1
- 1-15 Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors
by Liang, Han-Ying & Fan, Guo-Liang - 16-36 Parametric estimation and tests through divergences and the duality technique
by Broniatowski, Michel & Keziou, Amor - 37-57 No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
by Paul, Debashis & Silverstein, Jack W.