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Elsevier Journal of Multivariate Analysis Contact information of
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2002, Volume 83, Issue 2
360-364 The Tukey Depth Characterizes the Atomic Measure by Koshevoy, Gleb A. [Downloadable! (restricted)]
365-388 Continuity of Halfspace Depth Contours and Maximum Depth Estimators: Diagnostics of Depth-Related Methods by Mizera, Ivan & Volauf, Milos [Downloadable! (restricted)]
389-408 A Characterization of Joint Distribution of Two-Valued Random Variables and Its Applications by Sharakhmetov, Sh. & Ibragimov, R. [Downloadable! (restricted)]
409-414 Robust Bayesian Inference for Seemingly Unrelated Regressions with Elliptical Errors by Ng, Vee Ming [Downloadable! (restricted)]
415-450 AIC, Overfitting Principles, and the Boundedness of Moments of Inverse Matrices for Vector Autotregressions and Related Models by Findley, David F. & Wei, Ching-Zong [Downloadable! (restricted)]
451-468 Partial Influence Functions by Pires, Ana M. & Branco, João A. [Downloadable! (restricted)]
469-486 Empirical Likelihood Semiparametric Regression Analysis under Random Censorship by Wang, Qi-Hua & Li, Gang [Downloadable! (restricted)]
487-492 Inapplicability of Asymptotic Results on the Minimal Spanning Tree in Statistical Testing by Caroni, C. & Prescott, P. [Downloadable! (restricted)]
493-508 Compactly Supported Correlation Functions by Gneiting, Tilmann [Downloadable! (restricted)]
509-524 Multivariate Discrete Distributions with a Product-Type Dependence by Becker, Niels G. & Utev, Sergey [Downloadable! (restricted)]
2002, Volume 83, Issue 1 1-21 Asymptotic Properties of HPD Regions in the Discrete Case by Rousseau, Judith [Downloadable! (restricted)]
22-36 Continuous Elliptical and Exponential Power Linear Dynamic Models by Gómez, E. & Gómez-Villegas, M. A. & Marín, J. M. [Downloadable! (restricted)]
37-55 A Maximal Extension of the Gauss-Markov Theorem and Its Nonlinear Version by Kariya, Takeaki & Kurata, Hiroshi [Downloadable! (restricted)]
56-83 Change Point Estimation by Local Linear Smoothing by Grégoire, Gérard & Hamrouni, Zouhir [Downloadable! (restricted)]
84-123 Asymptotic Distribution of the Kaplan-Meier U-Statistics by Bose, Arup & Sen, Arusharka [Downloadable! (restricted)]
124-140 Distribution of Sum of Squares and Products Matrices for the Generalized Multilinear Matrix-T Model by Khan, Shahjahan [Downloadable! (restricted)]
141-165 A Treatment of Multivariate Skewness, Kurtosis, and Related Statistics by Klar, Bernhard [Downloadable! (restricted)]
166-182 Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix by Chaturvedi, Anoop & Wan, Alan T. K. & Singh, Shri P. [Downloadable! (restricted)]
183-207 Saddlepoint Expansions in Linear Regression by Ivanov, Alexander V. & Zwanzig, Silvelyn [Downloadable! (restricted)]
208-231 Distribution-Function-Based Bivariate Quantiles by Chen, L. -A. & Welsh, A. H. [Downloadable! (restricted)]
232-247 Generalized Quantile Processes Based on Multivariate Depth Functions, with Applications in Nonparametric Multivariate Analysis by Serfling, Robert [Downloadable! (restricted)]
248-263 Bias and Efficiency Loss Due to Categorizing an Explanatory Variable by Taylor, Jeremy M. G. & Yu, Menggang [Downloadable! (restricted)]
2002, Volume 82, Issue 2 263-298 Measures of Association for Hilbertian Subspaces and Some Applications by Dauxois, Jacques & Nkiet, Guy Martial [Downloadable! (restricted)]
299-330 Exact Misclassification Probabilities for Plug-In Normal Quadratic Discriminant Functions: II. The Heterogeneous Case by McFarland, H. Richard & Richards, Donald St. P. [Downloadable! (restricted)]
331-366 Large Sample Properties of Mixture Models with Covariates for Competing Risks by Choi, K. C. & Zhou, X. [Downloadable! (restricted)]
367-378 More on Stochastic Comparisons and Dependence among Concomitants of Order Statistics by Blessinger, Todd [Downloadable! (restricted)]
379-394 The Optimal Classification Using a Linear Discriminant for Two Point Classes Having Known Mean and Covariance by Cooke, Tristrom & Peake, Michael [Downloadable! (restricted)]
395-415 Measurement Error Models with Nonconstant Covariance Matrices by Arellano-Valle, Reinaldo B. & Bolfarine, Heleno & Gasco, Loreta [Downloadable! (restricted)]
416-421 On the Power Function of the Likelihood Ratio Test for MANOVA by Bhaumik, Dulal Kumar & Sarka, Sanat K. [Downloadable! (restricted)]
422-430 A Formula for the Tail Probability of a Multivariate Normal Distribution and Its Applications by Hüsler, Jürg & Liu, Regina Y. & Singh, Kesar [Downloadable! (restricted)]
431-444 Linear Least Squares Estimation of Regression Models for Two-Dimensional Random Fields by Cohen, Guy & Francos, Joseph M. [Downloadable! (restricted)]
445-456 Efficient Estimation of Two Seemingly Unrelated Regression Equations by Liu, Aiyi [Downloadable! (restricted)]
457-470 Principal Component Analysis from the Multivariate Familial Correlation Matrix by Bilodeau, Martin & Duchesne, Pierre [Downloadable! (restricted)]
471-485 On a Small Sample Adjustment for the Profile Score Function in Semiparametric Smoothing Models by Kauermann, Göran [Downloadable! (restricted)]
486-516 On the Asymptotics of Trimmed Best k-Nets by Cuesta-Albertos, J. A. & García-Escudero, L. A. & Gordaliza, A. [Downloadable! (restricted)]
2002, Volume 82, Issue 1 1-16 The Meta-elliptical Distributions with Given Marginals by Fang, Hong-Bin & Fang, Kai-Tai & Kotz, Samuel [Downloadable! (restricted)]
17-38 Assessing Goodness-of-Fit of Generalized Logit Models Based on Case-Control Data by Zhang, Biao [Downloadable! (restricted)]
39-64 Estimating Risk and the Mean Squared Error Matrix in Stein Estimation by Kubokawa, T. & Srivastava, M. S. [Downloadable! (restricted)]
65-87 Parameter Estimation in Linear Models with Heteroscedastic Variances Subject to Order Restrictions by Hoferkamp, Carol & Das Peddada, Shyamal [Downloadable! (restricted)]
88-110 New Multivariate Product Density Estimators by Devroye, Luc & Krzyzak, Adam [Downloadable! (restricted)]
111-133 Variance Estimation for High-Dimensional Regression Models by Spokoiny, Vladimir [Downloadable! (restricted)]
134-165 Some Extensions of Tukey's Depth Function by Zhang, Jian [Downloadable! (restricted)]
166-188 Local Polynomial Fitting in Semivarying Coefficient Model by Zhang, Wenyang & Lee, Sik-Yum & Song, Xinyuan [Downloadable! (restricted)]
189-209 Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models by Cai, Zongwu [Downloadable! (restricted)]
210-239 On Two Aproaches to Approximation of Multidimensional Stable Laws by Davydov, Yu. & Nagaev, A. V. [Downloadable! (restricted)]
240-262 Moment Properties of the Multivariate Dirichlet Distributions by Gupta, Rameshwar D. & Richards, Donald St. P. [Downloadable! (restricted)]
2002, Volume 81, Issue 2 189-204 Geometric Generalization of the Exponential Law by Henschel, V. & Richter, W. -D. [Downloadable! (restricted)]
205-228 Large Deviations for Quadratic Forms of Locally Stationary Processes by Zani, Marguerite [Downloadable! (restricted)]
229-241 Testing for Ordered Trends of Binary Responses between Contingency Tables by Park, Chul Gyu [Downloadable! (restricted)]
242-258 On the n-Coupling Problem by Rüschendorf, Ludger & Uckelmann, Ludger [Downloadable! (restricted)]
259-273 Fixed Width Confidence Region for the Mean of a Multivariate Normal Distribution by Nagao, Hisao & Srivastava, M. S. [Downloadable! (restricted)]
274-285 A Statistic for Testing the Null Hypothesis of Elliptical Symmetry by Manzotti, A. & Pérez, Francisco J. & Quiroz, Adolfo J. [Downloadable! (restricted)]
286-300 Asymptotics for the Tukey Median by Massé, Jean-Claude [Downloadable! (restricted)]
301-334 Bayesian Object Identification: Variants by Ritter, Gunter & Gallegos, María Teresa [Downloadable! (restricted)]
335-359 Asymptotic Approximations for the Distributions of the Multinomial Goodness-of-Fit Statistics under Local Alternatives by Taneichi, Nobuhiro & Sekiya, Yuri & Suzukawa, Akio [Downloadable! (restricted)]
360-375 Density Deconvolution in the Circular Structural Model by Goldenshluger, Alexander [Downloadable! (restricted)]
2002, Volume 81, Issue 1 1-18 An Adaptive Design for Multi-Arm Clinical Trials by Bai, Z. D. & Hu, Feifang & Shen, Liang [Downloadable! (restricted)]
19-27 On the Covariance between Functions by Cuadras, C. M. [Downloadable! (restricted)]
28-46 An Almost Surely Optimal Combined Classification Rule by Mojirsheibani, Majid [Downloadable! (restricted)]
47-66 Asymptotic Expansions and Bootstrap Approximations in Factor Analysis by Ichikawa, Masanori & Konishi, Sadanori [Downloadable! (restricted)]
67-84 Graph-Theoretic Procedures for Dimension Identification by Brito, María R. & Quiroz, Adolfo J. & Yukich, J. E. [Downloadable! (restricted)]
85-99 Marginal Replacement in Multivariate Densities, with Application to Skewing Spherically Symmetric Distributions by Jones, M. C. [Downloadable! (restricted)]
100-119 Spatially Adaptive Splines for Statistical Linear Inverse Problems by Cardot, Hervé [Downloadable! (restricted)]
120-127 A Characterization of Poisson-Gaussian Families by Convolution-Stability by Koudou, A. E. & Pommeret, D. [Downloadable! (restricted)]
128-137 On the Dependence Structure of Certain Multi-dimensional Ito Processes and Corresponding Hitting Times by Ebrahimi, Nader [Downloadable! (restricted)]
138-166 The Deepest Regression Method by Van Aelst, Stefan & Rousseeuw, Peter J. & Hubert, Mia & Struyf, Anja [Downloadable! (restricted)]
167-186 R-estimation in Autoregression with Square-Integrable Score Function by Mukherjee, Kanchan & Bai, Z. D. [Downloadable! (restricted)]
2002, Volume 80, Issue 2 191-216 Limit Theorems for the Non-linear Functional of Stationary Gaussian Processes by Hariz, Samir Ben [Downloadable! (restricted)]
217-233 Nonnegative Minimum Biased Quadratic Estimation in Mixed Linear Models by Gnot, Stanislaw & Grzadziel, Mariusz [Downloadable! (restricted)]
234-255 Set-Indexed Conditional Empirical and Quantile Processes Based on Dependent Data by Polonik, Wolfgang & Yao, Qiwei [Downloadable! (restricted)]
256-284 Wavelet Threshold Estimation of a Regression Function with Random Design by Zhang, Shuanglin & Wong, Man-Yu & Zheng, Zhongguo [Downloadable! (restricted)]
285-301 Minimax Hierarchical Empirical Bayes Estimation in Multivariate Regression by Oman, Samuel D. [Downloadable! (restricted)]
302-321 Likelihood-Based Local Polynomial Fitting for Single-Index Models by Huh, J. & Park, B. U. [Downloadable! (restricted)]
322-343 Parameter Estimation for Controlled Semilinear Stochastic Systems: Identifiability and Consistency by Goldys, B. & Maslowski, B. [Downloadable! (restricted)]
344-357 On Stochastic Orders for Sums of Independent Random Variables by Korwar, Ramesh M. [Downloadable! (restricted)]
358-377 The Sample Covariance Is Not Efficient for Elliptical Distributions by Falk, Michael [Downloadable! (restricted)]
2002, Volume 80, Issue 1 1-20 Normal Approximation Rate and Bias Reduction for Data-Driven Kernel Smoothing Estimator in a Semiparametric Regression Model by Hong, Sheng-Yan [Downloadable! (restricted)]
21-42 Optimal Spherical Deconvolution by Kim, Peter T. & Koo, Ja-Yong [Downloadable! (restricted)]
43-57 On Distribution-Free Tests for the Multivariate Two-Sample Location-Scale Model by Rousson, Valentin [Downloadable! (restricted)]
58-66 Concentration Probabilities for Restricted and Unrestricted MLEs by Iwasa, Manabu & Moritani, Yoshiya [Downloadable! (restricted)]
67-72 A Simple Derivation of a Complicated Prophet Region by Saint-Mont, Uwe [Downloadable! (restricted)]
73-100 Prediction from Randomly Right Censored Data by Kohler, Michael & Máthé, Kinga & Pintér, Márta [Downloadable! (restricted)]
101-126 Bayesian Inference for Multivariate Survival Data with a Cure Fraction by Chen, Ming-Hui & Ibrahim, Joseph G. & Sinha, Debajyoti [Downloadable! (restricted)]
127-137 Averaged Singular Integral Estimation as a Bias Reduction Technique by Delgado, Miguel A. & Vidal-Sanz, Jose M. [Downloadable! (restricted)]
138-165 Eigenstructures of Spatial Design Matrices by Gorsich, David J. & Genton, Marc G. & Strang, Gilbert [Downloadable! (restricted)]
166-188 Empirical Likelihood Ratio in Terms of Cumulative Hazard Function for Censored Data by Pan, Xiao-Rong & Zhou, Mai [Downloadable! (restricted)]
2001, Volume 79, Issue 2 171-190 Multiway Dependence in Exponential Family Conditional Distributions by Lee, Jaehyung & Kaiser, Mark S. & Cressie, Noel [Downloadable! (restricted)]
191-218 A Nonparametric Test of Serial Independence for Time Series and Residuals by Ghoudi, Kilani & Kulperger, Reg J. & Rémillard, Bruno [Downloadable! (restricted)]
219-225 A Test of Multivariate Independence Based on a Single Factor Model by Wong, M. Y. & Cox, D. R. [Downloadable! (restricted)]
226-250 Double k-Class Estimators in Regression Models with Non-spherical Disturbances by Wan, Alan T. K. & Chaturvedi, Anoop [Downloadable! (restricted)]
251-274 Asymptotic Limit of the Bayes Actions Set Derived from a Class of Loss Functions by Abraham, Christophe [Downloadable! (restricted)]
275-294 Influence Diagnostics in Common Principal Components Analysis by Gu, Hong & Fung, Wing K. [Downloadable! (restricted)]
295-315 Inference for the Mean Difference in the Two-Sample Random Censorship Model by Wang, Qihua & Wang, Jane-Ling [Downloadable! (restricted)]
2001, Volume 79, Issue 1 1-32 Semiparametric Mixtures in Case-Control Studies by Murphy, S. A. & van der Vaart, A. W. [Downloadable! (restricted)]
33-51 Inadmissibility of the Maximum Likekihood Estimator of Normal Covariance Matrices with the Lattice Conditional Independence by Konno, Yoshihiko [Downloadable! (restricted)]
52-70 On the Hausdorff Dimension of the Set Generated by Exceptional Oscillations of a Two-Parameter Wiener Process by Dindar, Zacharie [Downloadable! (restricted)]
71-88 Statistical Inference Concerning Several Redundancy Indices by Lazraq, Aziz & Cléroux, Robert [Downloadable! (restricted)]
89-98 Consecutive Collapsibility of Odds Ratios over an Ordinal Background Variable by Guo, Jianhua & Geng, Zhi & Fung, Wing-Kam [Downloadable! (restricted)]
99-113 A General Class of Multivariate Skew-Elliptical Distributions by Branco, Márcia D. & Dey, Dipak K. [Downloadable! (restricted)]
114-137 Estimation of the Asymptotic Variance of Kernel Density Estimators for Continuous Time Processes by Guillou, Armelle & Merlevède, Florence [Downloadable! (restricted)]
138-155 A Martingale Approach to the Copula-Graphic Estimator for the Survival Function under Dependent Censoring by Rivest, Louis-Paul & Wells, Martin T. [Downloadable! (restricted)]
2001, Volume 78, Issue 2 161-190 Local Power Properties of Kernel Based Goodness of Fit Tests by Gouriéroux, Christian & Tenreiro, Carlos [Downloadable! (restricted)]
191-217 The Law of the Iterated Logarithm and Central Limit Theorem for L-Statistics by Li, Deli & Bhaskara Rao, M. & Tomkins, R. J. [Downloadable! (restricted)]
218-234 Change-Point Detection in Long-Memory Processes by Horváth, Lajos [Downloadable! (restricted)]
235-251 Relative Stability for Strictly Stationary Sequences by Szewczak, Zbigniew S. [Downloadable! (restricted)]
252-271 Efficiency and Robustness of a Resampling M-Estimator in the Linear Model by Hu, Feifang [Downloadable! (restricted)]
272-298 The Weak Convergence for Functions of Negatively Associated Random Variables by Zhang, Li-Xin [Downloadable! (restricted)]
299-318 Estimating a Distribution Function for Censored Time Series Data by Cai, Zongwu [Downloadable! (restricted)]
2001, Volume 78, Issue 1 1-10 Characterization of the Spectra of Periodically Correlated Processes by Makagon, Andrzej [Downloadable! (restricted)]
11-36 Highly Robust Estimation of Dispersion Matrices by Ma, Yanyuan & Genton, Marc G. [Downloadable! (restricted)]
37-61 Censored Partial Linear Models and Empirical Likelihood by Qin, Gengsheng & Jing, Bing-Yi [Downloadable! (restricted)]
62-82 Inferences on a Normal Covariance Matrix and Generalized Variance with Monotone Missing Data by Hao, Jian & Krishnamoorthy, K. [Downloadable! (restricted)]
83-102 Asymptotics for Homogeneity Tests Based on a Multivariate Random Effects Proportional Hazards Model by Bordes, Laurent & Commenges, Daniel [Downloadable! (restricted)]
103-138 The Vervaat Process in Lp Spaces by Csörgo, Miklós & Zitikis, Ricardas [Downloadable! (restricted)]
139-158 U-Statistics for Change under Alternatives by Gombay, Edit [Downloadable! (restricted)]
2001, Volume 77, Issue 2 163-174 Identifiability of Modified Power Series Mixtures via Posterior Means by Gupta, Arjun K. & Nguyen, Truc T. & Wang, Yinning & Wesolowski, Jacek [Downloadable! (restricted)]
175-186 Other Classes of Minimax Estimators of Variance Covariance Matrix in Multivariate Normal Distribution by Hara, Hisayuki [Downloadable! (restricted)]
187-228 Second Order Hadamard Differentiability in Statistical Applications by Ren, Jian-Jian & Sen, Pranab Kumar [Downloadable! (restricted)]
229-238 Complex Stable Sums of Complex Stable Random Variables by Hudson, William N. & Veeh, Jerry Alan [Downloadable! (restricted)]
239-269 A Class of Robust Principal Component Vectors by Kamiya, Hidehiko & Eguchi, Shinto [Downloadable! (restricted)]
270-285 Hölder Exponent for a Two-Parameter Lévy Process by Lagaize, Sandrine [Downloadable! (restricted)]
286-294 Certain Characterizations of Normal Distribution via Transformations by Hamedani, G. G. & Volkmer, Hans [Downloadable! (restricted)]
295-317 Modeling and Exploring Multivariate Spatial Variation: A Test Procedure for Isotropy of Multivariate Spatial Data by Jona-Lasinio, Giovanna [Downloadable! (restricted)]
2001, Volume 77, Issue 1 1-20 Modifications of the Rayleigh and Bingham Tests for Uniformity of Directions by Jupp, P. E. [Downloadable! (restricted)]
21-53 Exact Misclassification Probabilities for Plug-In Normal Quadratic Discriminant Functions. I. The Equal-Means Case by McFarland, H. Richard & Richards, Donald St. P. [Downloadable! (restricted)]
54-72 Robust Bayesian Inference on Scale Parameters by Fernández, Carmen & Osiewalski, Jacek & Steel, Mark F. J. [Downloadable! (restricted)]
73-83 Exact Strong Laws for Multidimensionally Indexed Random Variables by Adler, André [Downloadable! (restricted)]
84-116 Another Look at Principal Curves and Surfaces by Delicado, Pedro [Downloadable! (restricted)]
117-137 An Expectation Formula for the Multivariate Dirichlet Distribution by Letac, Gérard & Massam, Hélène & Richards, Donald [Downloadable! (restricted)]
138-161 Influence Function of Halfspace Depth by Romanazzi, Mario [Downloadable! (restricted)]
2001, Volume 76, Issue 2 159-191 Nonparametric Estimation of the Dependence Function in Bivariate Extreme Value Distributions by Jiménez, Javier Rojo & Villa-Diharce, Enrique & Flores, Miguel [Downloadable! (restricted)]
192-213 Characteristic Functions of 1-Spherical and 1-Norm Symmetric Distributions and Their Applications by Ng, Kai Wang & Tian, Guo-Liang [Downloadable! (restricted)]
214-225 Reliability Studies of Bivariate Distributions with Pareto Conditionals by Gupta, Ramesh C. [Downloadable! (restricted)]
226-248 Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation by Danielsson, J. & de Haan, L. & Peng, L. & de Vries, C. G. [Downloadable! (restricted)]
249-266 Extended Gauss-Markov Theorem for Nonparametric Mixed-Effects Models by Huang, Su-Yun & Lu, Henry Horng-Shing [Downloadable! (restricted)]
267-276 Admissibility of Confidence Estimators in the Regression Model by Wang, Hsiuying [Downloadable! (restricted)]
277-293 MU-Estimation and Smoothing by Liu, Z. J. & Rao, C. R. [Downloadable! (restricted)]
294-315 Invariant Tests for Covariance Structures in Multivariate Linear Model by Nyblom, Jukka [Downloadable! (restricted)]
2001, Volume 76, Issue 1 1-34 On Marginal Quasi-Likelihood Inference in Generalized Linear Mixed Models by Sutradhar, Brajendra C. & Rao, R. Prabhakar [Downloadable! (restricted)]
35-62 Efficient Variable Screening for Multivariate Analysis by Duarte Silva, António Pedro [Downloadable! (restricted)]
63-89 Stochastic Bounds and Dependence Properties of Survival Times in a Multicomponent Shock Model by Li, Haijun & Xu, Susan H. [Downloadable! (restricted)]
90-109 On Local Moments by Müller, Hans-Georg & Yan, Xin [Downloadable! (restricted)]
110-137 Analysis of Variance in Nonparametric Regression Models by Dette, Holger & Derbort, Stephan [Downloadable! (restricted)]
138-152 Robust Improvement in Estimation of a Mean Matrix in an Elliptically Contoured Distribution by Kubokawa, T. & Srivastava, M. S. [Downloadable! (restricted)]
2000, Volume 75, Issue 2 163-183 Common Principal Components for Dependent Random Vectors by Neuenschwander, Beat E. & Flury, Bernard D. [Downloadable! (restricted)]
184-218 Asymptotic Expansions for Large Deviation Probabilities of Noncentral Generalized Chi-Square Distributions by Richter, W. -D. & Schumacher, J. [Downloadable! (restricted)]
219-244 Design Adaptive Nearest Neighbor Regression Estimation by Guerre, Emmanuel [Downloadable! (restricted)]
245-268 LR Tests for Random-Coefficient Covariance Structures in an Extended Growth Curve Model by Fujikoshi, Yasunori & von Rosen, Dietrich [Downloadable! (restricted)]
269-278 On a Theorem of T. Gneiting on [alpha]-Symmetric Multivariate Characteristic Functions by zu Castell, Wolfgang [Downloadable! (restricted)]
279-294 ISO* Property of Two-Parameter Compound Poisson Distributions with Applications by Ma, Chunsheng [Downloadable! (restricted)]
295-313 Parallel Principal Axes by Tarpey, Thaddeus [Downloadable! (restricted)]
2000, Volume 75, Issue 1 1-12 Unbiased Estimation in the Non-central Chi-Square Distribution by López-Blázquez, F. [Downloadable! (restricted)]
13-35 Multivariate Survival Functions with a Min-Stable Property by Joe, Harry & Ma, Chunsheng [Downloadable! (restricted)]
36-46 Best Bounds in Doob's Maximal Inequality for Bessel Processes by Pedersen, Jesper Lund [Downloadable! (restricted)]
47-61 Fitting Smooth Histories to Rotation Data by Hanna, Martin S. & Chang, Ted [Downloadable! (restricted)]
62-78 Nonparametric Notions of Multivariate "Scatter Measure" and "More Scattered" Based on Statistical Depth Functions by Zuo, Yijun & Serfling, Robert [Downloadable! (restricted)]
79-111 Shrinkage Estimation towards a Closed Convex Set with a Smooth Boundary by Kuriki, Satoshi & Takemura, Akimichi [Downloadable! (restricted)]
112-142 Average Regression Surface for Dependent Data by Cai, Zongwu & Fan, Jianqing [Downloadable! (restricted)]
143-162 Statistical Aspects of Perpetuities by Grübel, Rudolf & Pitts, Susan M. [Downloadable! (restricted)]
2000, Volume 74, Issue 2 163-192 On the Conditional Variance for Scale Mixtures of Normal Distributions by Cambanis, Stamatis & Fotopoulos, Stergios B. & He, Lijian [Downloadable! (restricted)]
193-221 M-Estimators Converging to a Stable Limit by Arcones, Miguel A. [Downloadable! (restricted)]
222-244 Spectral Density for Third Order Cumulants under Strong Mixing Conditions by Miller, Curtis [Downloadable! (restricted)]
245-266 Estimation of Linear Error-in-Covariables Models with Validation Data Under Random Censorship by Wang, Qihua [Downloadable! (restricted)]
267-281 Multivariate Dispersion Models by Jørgensen, Bent & Lauritzen, Steffen L. [Downloadable! (restricted)]
282-295 Degeneracy in Heteroscedastic Regression Models by Li, Kim-Hung & Chan, Nai Ng [Downloadable! (restricted)]
2000, Volume 74, Issue 1 1-35 Optimal Tests for the General Two-Sample Problem by Ferger, Dietmar [Downloadable! (restricted)]
36-48 Multivariate Normal Distributions Parametrized as a Riemannian Symmetric Space by Lovric, Miroslav & Min-Oo, Maung & Ruh, Ernst A. [Downloadable! (restricted)]
49-68 Asymptotic Normality of Posterior Distributions for Exponential Families when the Number of Parameters Tends to Infinity by Ghosal, Subhashis [Downloadable! (restricted)]
69-87 General Properties and Estimation of Conditional Bernoulli Models by Chen, Sean X. [Downloadable! (restricted)]
88-115 Bivariate Density Estimation with Randomly Truncated Data by Gürler, Ülkü & Prewitt, Kathryn [Downloadable! (restricted)]
116-134 Variable Bandwidth Selection in Varying-Coefficient Models by Zhang, Wenyang & Lee, Sik-Yum [Downloadable! (restricted)]
135-161 Combining Different Procedures for Adaptive Regression by Yang, Yuhong [Downloadable! (restricted)]
2000, Volume 73, Issue 2 155-165 A Determinant Representation for the Distribution of Quadratic Forms in Complex Normal Vectors by Gao, Hongsheng & Smith, Peter J. [Downloadable! (restricted)]
166-179 Asymptotic Properties of Backfitting Estimators by Opsomer, Jean D. [Downloadable! (restricted)]
180-198 The Structure of a Linear Model: Sufficiency, Ancillarity, Invariance, Equivariance, and the Normal Distribution by Bischoff, Wolfgang [Downloadable! (restricted)]
199-220 The Construction of Multivariate Distributions from Markov Random Fields by Kaiser, Mark S. & Cressie, Noel [Downloadable! (restricted)]
221-240 Noninformative Priors for Multivariate Linear Calibration by Yin, Ming [Downloadable! (restricted)]
241-261 Limit Laws for Symmetric k-Tensors of Regularly Varying Measures by Meerschaert, Mark M. & Scheffler, Hans-Peter [Downloadable! (restricted)]
262-281 Stochastic Comparisons and Dependence among Concomitants of Order Statistics by Khaledi, Baha-Eldin & Kochar, Subhash [Downloadable! (restricted)]
282-283 A Note on the Multivariate Normal Hazard by Ma, Chunsheng [Downloadable! (restricted)]
2000, Volume 73, Issue 1 1-17 Error Bounds for Asymptotic Approximations of the Linear Discriminant Function When the Sample Sizes and Dimensionality are Large by Fujikoshi, Yasunori [Downloadable! (restricted)]
18-40 Estimation of Densities and Derivatives of Densities with Directional Data by Klemelä, Jussi [Downloadable! (restricted)]
41-54 A Determinant Representation for the Distribution of a Generalised Quadratic Form in Complex Normal Vectors by Smith, Peter J. & Gao, Hongsheng [Downloadable! (restricted)]
55-81 On Positive Definiteness of Some Functions by Zastavnyi, Victor P. [Downloadable! (restricted)]
82-106 Robustness of Deepest Regression by Van Aelst, Stefan & Rousseeuw, Peter J. [Downloadable! (restricted)]
107-119 Some Remarks on the Supermodular Order by Müller, Alfred & Scarsini, Marco [Downloadable! (restricted)]
120-135 On Parameters of Increasing Dimensions by He, Xuming & Shao, Qi-Man [Downloadable! (restricted)]
136-154 Asymptotic Normality for L1 Norm Kernel Estimator of Conditional Median under [alpha]-Mixing Dependence by Zhou, Yong & Liang, Hua [Downloadable! (restricted)]
2000, Volume 72, Issue 2 151-162 High Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis by He, Xuming & Fung, Wing K. [Downloadable! (restricted)]
163-182 On the Joint Distribution of a Quadratic and a Linear Form in Normal Variables by Schöne, Alexander & Schmid, Wolfgang [Downloadable! (restricted)]
183-207 Adaptive Semiparametric Estimation of the Memory Parameter by Giraitis, Liudas & Robinson, Peter M. & Samarov, Alexander [Downloadable! (restricted)]
208-229 Singularly Perturbed Markov Chains: Convergence and Aggregation by Yin, G. & Zhang, Q. & Badowski, G. [Downloadable! (restricted)]
230-248 Inferences on Correlation Coefficients in Some Classes of Nonnormal Distributions by Yuan, Ke-Hai & Bentler, Peter M. [Downloadable! (restricted)]
249-263 Transformations with Improved Chi-Squared Approximations by Fujikoshi, Yasunori [Downloadable! (restricted)]
264-309 The Accuracy and the Computational Complexity of a Multivariate Binned Kernel Density Estimator by Holmström, Lasse [Downloadable! (restricted)]
2000, Volume 72, Issue 1 1-21 On the Loss of Information Due to Nonrandom Truncation by Falk, Michael & Marohn, Frank [Downloadable! (restricted)]
22-29 Universal Inadmissibility of Least Squares Estimator by Lu, Chang-Yu & Shi, Ning-Zhong [Downloadable! (restricted)]
30-49 Bivariate Distributions with Given Extreme Value Attractor by Capéraà, Philippe & Fougères, Anne-Laure & Genest, Christian [Downloadable! (restricted)]
50-77 Properties of Likelihood Inference for Order Restricted Models by Cohen, Arthur & Kemperman, J. H. B. & Sackrowitz, Harold B. [Downloadable! (restricted)]
78-99 Restricted Regression Quantiles by Zhao, Quanshui [Downloadable! (restricted)]
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