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Content
2016, Volume 152, Issue C
- 61-81 Linear shrinkage estimation of large covariance matrices using factor models
by Ikeda, Yuki & Kubokawa, Tatsuya
- 82-99 A nonparametric test for the evaluation of group sequential clinical trials with covariate information
by Yuan, Ao & Zheng, Yanxun & Huang, Peng & Tan, Ming T.
- 100-118 Empirical likelihood confidence tubes for functional parameters in plug-in estimation
by Varron, Davit
- 119-144 Semiparametric varying-coefficient model with right-censored and length-biased data
by Lin, Cunjie & Zhou, Yong
- 145-161 The use of a common location measure in the invariant coordinate selection and projection pursuit
by Alashwali, Fatimah & Kent, John T.
- 162-171 Graphical models via joint quantile regression with component selection
by Chun, Hyonho & Lee, Myung Hee & Fleet, James C. & Oh, Ji Hwan
- 172-189 Sparse PCA-based on high-dimensional Itô processes with measurement errors
by Kim, Donggyu & Wang, Yazhen
- 190-205 Latent variable selection in structural equation models
by Zhang, Yan-Qing & Tian, Guo-Liang & Tang, Nian-Sheng
- 206-223 Variable selection for additive partial linear quantile regression with missing covariates
by Sherwood, Ben
- 224-236 A proportional hazards model for time-to-event data with epidemiological bias
by Zhang, Qiaozhen & Dai, Hongsheng & Fu, Bo
- 237-248 Strict positive definiteness of multivariate covariance functions on compact two-point homogeneous spaces
by Bonfim, Rafaela N. & Menegatto, Valdir A.
- 249-258 Limitations on detecting row covariance in the presence of column covariance
by Hoff, Peter D.
- 259-275 Generalized linear latent models for multivariate longitudinal measurements mixed with hidden Markov models
by Xia, Ye-Mao & Tang, Nian-Sheng & Gou, Jian-Wei
2016, Volume 151, Issue C
- 1-13 Extended likelihood approach to multiple testing with directional error control under a hidden Markov random field model
by Lee, Donghwan & Lee, Youngjo
- 14-36 Partially linear single-index proportional hazards model with current status data
by Lu, Xuewen & Pordeli, Pooneh & Burke, Murray D. & Song, Peter X.-K.
- 37-53 A randomness test for functional panels
by Kokoszka, Piotr & Reimherr, Matthew & Wölfing, Nikolas
- 54-68 Best estimation of functional linear models
by Aletti, Giacomo & May, Caterina & Tommasi, Chiara
- 69-89 Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
by Nagler, Thomas & Czado, Claudia
- 90-109 Limit laws of the empirical Wasserstein distance: Gaussian distributions
by Rippl, Thomas & Munk, Axel & Sturm, Anja
- 110-132 Adaptive global thresholding on the sphere
by Durastanti, Claudio
- 133-150 Constrained inference in linear regression
by Peiris, Thelge Buddika & Bhattacharya, Bhaskar
- 151-166 High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
by Yata, Kazuyoshi & Aoshima, Makoto
2016, Volume 150, Issue C
- 1-13 Continuously dynamic additive models for functional data
by Ma, Haiqiang & Zhu, Zhongyi
- 14-26 Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings
by Miller, Forrest R. & Neill, James W.
- 27-41 Posterior convergence for Bayesian functional linear regression
by Lian, Heng & Choi, Taeryon & Meng, Jie & Jo, Seongil
- 42-54 A note on fast envelope estimation
by Cook, R. Dennis & Forzani, Liliana & Su, Zhihua
- 55-74 Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data
by Cai, T. Tony & Zhang, Anru
- 75-90 Classification into Kullback–Leibler balls in exponential families
by Katzur, Alexander & Kamps, Udo
- 91-104 A local factor nonparametric test for trend synchronism in multiple time series
by Lyubchich, Vyacheslav & Gel, Yulia R.
- 105-124 Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
by Filipiak, Katarzyna & Klein, Daniel & Roy, Anuradha
- 125-151 Exact and asymptotic tests on a factor model in low and large dimensions with applications
by Bodnar, Taras & Reiß, Markus
- 152-168 Bivariate Conway–Maxwell–Poisson distribution: Formulation, properties, and inference
by Sellers, Kimberly F. & Morris, Darcy Steeg & Balakrishnan, Narayanaswamy
- 169-182 Single index quantile regression for heteroscedastic data
by Christou, Eliana & Akritas, Michael G.
- 183-190 Minimax convergence rates for kernel CCA
by Fan, Zengyan & Lian, Heng
- 191-213 Illumination problems in digital images. A statistical point of view
by Geffray, S. & Klutchnikoff, N. & Vimond, M.
- 214-228 Conditioned limit laws for inverted max-stable processes
by Papastathopoulos, Ioannis & Tawn, Jonathan A.
- 229-244 Model identification using the Efficient Determination Criterion
by Resende, Paulo Angelo Alves & Dorea, Chang Chung Yu
- 245-266 On the consistency of inversion-free parameter estimation for Gaussian random fields
by Keshavarz, Hossein & Scott, Clayton & Nguyen, XuanLong
2016, Volume 149, Issue C
- 1-12 Statistical consistency of coefficient-based conditional quantile regression
by Cai, Jia & Xiang, Dao-Hong
- 13-29 Confidence intervals for high-dimensional partially linear single-index models
by Gueuning, Thomas & Claeskens, Gerda
- 30-53 Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean
by Dharmawansa, Prathapasinghe
- 54-64 Maximum likelihood inference for the multivariate t mixture model
by Wang, Wan-Lun & Lin, Tsung-I
- 65-80 Adaptive jump-preserving estimates in varying-coefficient models
by Zhao, Yan-Yong & Lin, Jin-Guan & Huang, Xing-Fang & Wang, Hong-Xia
- 81-91 On permutation tests for predictor contribution in sufficient dimension reduction
by Dong, Yuexiao & Yang, Chaozheng & Yu, Zhou
- 92-113 Gaussian and robust Kronecker product covariance estimation: Existence and uniqueness
by Soloveychik, I. & Trushin, D.
- 114-123 Marčenko–Pastur law for Tyler’s M-estimator
by Zhang, Teng & Cheng, Xiuyuan & Singer, Amit
- 124-143 More powerful tests for sparse high-dimensional covariances matrices
by Peng, Liuhua & Chen, Song Xi & Zhou, Wen
- 144-159 Bias correction of the Akaike information criterion in factor analysis
by Ogasawara, Haruhiko
- 160-176 Composite partial likelihood estimation for length-biased and right-censored data with competing risks
by Zhang, Feipeng & Peng, Heng & Zhou, Yong
- 177-191 Asymptotic properties of multivariate tapering for estimation and prediction
by Furrer, Reinhard & Bachoc, François & Du, Juan
- 192-198 A simpler spatial-sign-based two-sample test for high-dimensional data
by Li, Yang & Wang, Zhaojun & Zou, Changliang
- 199-212 High-dimensional consistency of rank estimation criteria in multivariate linear model
by Fujikoshi, Yasunori & Sakurai, Tetsuro
2016, Volume 148, Issue C
- 1-17 Estimation of a high-dimensional covariance matrix with the Stein loss
by Tsukuma, Hisayuki
- 18-33 On conditional prediction errors in mixed models with application to small area estimation
by Sugasawa, Shonosuke & Kubokawa, Tatsuya
- 34-48 Weighted composite quantile regression for single-index models
by Jiang, Rong & Qian, Wei-Min & Zhou, Zhan-Gong
- 49-59 Exploratory factor analysis—Parameter estimation and scores prediction with high-dimensional data
by Sundberg, Rolf & Feldmann, Uwe
- 60-72 Estimation in singular linear models with stepwise inclusion of linear restrictions
by Ren, Xingwei
- 73-82 Analysis of bivariate zero inflated count data with missing responses
by Yang, Miao & Das, Kalyan & Majumdar, Anandamayee
- 83-88 Stochastic orderings for elliptical random vectors
by Pan, Xiaoqing & Qiu, Guoxin & Hu, Taizhong
- 89-106 Model-free sure screening via maximum correlation
by Huang, Qiming & Zhu, Yu
- 107-119 A general setting for symmetric distributions and their relationship to general distributions
by Jupp, P.E. & Regoli, G. & Azzalini, A.
- 120-140 On local asymptotic normality for functional autoregressive processes
by Kara-Terki, Nesrine & Mourid, Tahar
- 141-159 Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates
by Guilloux, Agathe & Lemler, Sarah & Taupin, Marie-Luce
- 160-172 Spectral analysis of the Moore–Penrose inverse of a large dimensional sample covariance matrix
by Bodnar, Taras & Dette, Holger & Parolya, Nestor
- 173-179 Characterizations of the class of bivariate Gompertz distributions
by Kolev, Nikolai
2016, Volume 147, Issue C
- 1-19 Improved second order estimation in the singular multivariate normal model
by Chételat, Didier & Wells, Martin T.
- 20-37 Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods
by Ogasawara, Haruhiko
- 38-57 Multivariate trend function testing with mixed stationary and integrated disturbances
by Xu, Ke-Li
- 58-81 Bootstrap likelihood ratio confidence bands for survival functions under random censorship and its semiparametric extension
by Subramanian, Sundarraman
- 82-101 Local convex hull support and boundary estimation
by Aaron, C. & Bodart, O.
- 102-126 Influence analysis of robust Wald-type tests
by Ghosh, Abhik & Mandal, Abhijit & Martín, Nirian & Pardo, Leandro
- 127-144 Robust ridge estimator in restricted semiparametric regression models
by Roozbeh, Mahdi
- 145-154 Influence measures and stability for graphical models
by Bar-Hen, Avner & Poggi, Jean-Michel
- 155-167 Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices
by Neuschel, Thorsten & Stivigny, Dries
- 168-182 Efficiency in multivariate functional nonparametric models with autoregressive errors
by Dabo-Niang, S. & Guillas, S. & Ternynck, C.
- 183-201 Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
by Fan, Guo-Liang & Liang, Han-Ying & Shen, Yu
- 202-217 Simultaneous variable selection and de-coarsening in multi-path change-point models
by Shohoudi, Azadeh & Khalili, Abbas & Wolfson, David B. & Asgharian, Masoud
- 218-233 Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors
by Beran, Jan & Liu, Haiyan
- 234-246 Detecting weak signals in high dimensions
by Jessie Jeng, X.
- 247-264 An objective general index for multivariate ordered data
by Sei, Tomonari
- 265-272 On the Tracy–Widom approximation of studentized extreme eigenvalues of Wishart matrices
by Deo, Rohit S.
- 273-284 Semi-parametric survival function estimators deduced from an identifying Volterra type integral equation
by Dikta, Gerhard & Reißel, Martin & Harlaß, Carsten
- 285-294 Local linear regression on correlated survival data
by Jin, Zhezhen & He, Wenqing
- 295-314 Decomposition of an autoregressive process into first order processes
by Monsour, Michael J.
2016, Volume 146, Issue C
- 7-17 Supervised singular value decomposition and its asymptotic properties
by Li, Gen & Yang, Dan & Nobel, Andrew B. & Shen, Haipeng
- 18-28 COBRA: A combined regression strategy
by Biau, Gérard & Fischer, Aurélie & Guedj, Benjamin & Malley, James D.
- 29-45 On the estimation of the functional Weibull tail-coefficient
by Gardes, Laurent & Girard, Stéphane
- 46-62 Weak convergence of discretely observed functional data with applications
by Nagy, Stanislav & Gijbels, Irène & Hlubinka, Daniel
- 63-71 Consistent variable selection for functional regression models
by Collazos, Julian A.A. & Dias, Ronaldo & Zambom, Adriano Z.
- 72-83 On the asymptotics of random forests
by Scornet, Erwan
- 84-94 Kriging for Hilbert-space valued random fields: The operatorial point of view
by Menafoglio, Alessandra & Petris, Giovanni
- 95-104 A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data
by Shang, Han Lin
- 105-118 Adaptive estimation in the functional nonparametric regression model
by Chagny, Gaëlle & Roche, Angelina
- 119-137 Detecting and estimating intensity of jumps for discretely observed ARMAD(1,1) processes
by Blanke, D. & Bosq, D.
- 138-150 Plug-in prediction intervals for a special class of standard ARH(1) processes
by Ruiz-Medina, M.D. & Romano, E. & Fernández-Pascual, R.
- 151-163 A semiparametric factor model for CDO surfaces dynamics
by Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap
- 164-176 Sharp minimax tests for large Toeplitz covariance matrices with repeated observations
by Butucea, Cristina & Zgheib, Rania
- 177-190 Combining a relaxed EM algorithm with Occam’s razor for Bayesian variable selection in high-dimensional regression
by Latouche, Pierre & Mattei, Pierre-Alexandre & Bouveyron, Charles & Chiquet, Julien
- 191-208 Feature selection for functional data
by Fraiman, Ricardo & Gimenez, Yanina & Svarc, Marcela
- 209-222 Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms: Lp and almost sure rates of convergence
by Godichon-Baggioni, Antoine
- 223-236 Direct shrinkage estimation of large dimensional precision matrix
by Bodnar, Taras & Gupta, Arjun K. & Parolya, Nestor
- 237-247 Shape classification based on interpoint distance distributions
by Berrendero, José R. & Cuevas, Antonio & Pateiro-López, Beatriz
- 248-260 Worst possible sub-directions in high-dimensional models
by van de Geer, Sara
- 261-268 Relative-error prediction in nonparametric functional statistics: Theory and practice
by Demongeot, Jacques & Hamie, Ali & Laksaci, Ali & Rachdi, Mustapha
- 269-281 A nonlinear aggregation type classifier
by Cholaquidis, Alejandro & Fraiman, Ricardo & Kalemkerian, Juan & Llop, Pamela
- 282-300 Gap between orthogonal projectors—Application to stationary processes
by Boudou, Alain & Viguier-Pla, Sylvie
- 301-312 Multivariate functional linear regression and prediction
by Chiou, Jeng-Min & Yang, Ya-Fang & Chen, Yu-Ting
- 313-324 Generalized linear model with functional predictors and their derivatives
by Ahmedou, Aziza & Marion, Jean-Marie & Pumo, Besnik
- 325-340 An angle-based multivariate functional pseudo-depth for shape outlier detection
by Kuhnt, Sonja & Rehage, André
- 341-351 Optimal sampling designs for nonparametric estimation of spatial averages of random fields
by Benhenni, Karim & Su, Yingcai
2016, Volume 145, Issue C
- 1-21 High-dimensional multivariate repeated measures analysis with unequal covariance matrices
by Harrar, Solomon W. & Kong, Xiaoli
- 22-36 Inference for biased models: A quasi-instrumental variable approach
by Lin, Lu & Zhu, Lixing & Gai, Yujie
- 37-43 Multivariate stochastic comparisons of multivariate mixture models and their applications
by Balakrishnan, Narayanaswamy & Barmalzan, Ghobad & Haidari, Abedin
- 44-57 Negative association and negative dependence for random upper semicontinuous functions, with applications
by Thuan, Nguyen Tran & Quang, Nguyen Van
- 58-72 A skew Gaussian decomposable graphical model
by Zareifard, Hamid & Rue, Håvard & Khaledi, Majid Jafari & Lindgren, Finn
- 73-86 Tails of weakly dependent random vectors
by Tankov, Peter
- 87-100 Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
by Kohli, Priya & Garcia, Tanya P. & Pourahmadi, Mohsen
- 101-116 Goodness of fit in restricted measurement error models
by Cheng, C.-L. & Shalabh, & Garg, G.
- 117-131 Kriging prediction for manifold-valued random fields
by Pigoli, Davide & Menafoglio, Alessandra & Secchi, Piercesare
- 132-147 On oracle property and asymptotic validity of Bayesian generalized method of moments
by Li, Cheng & Jiang, Wenxin
- 148-161 Approximate uniform shrinkage prior for a multivariate generalized linear mixed model
by Chen, Hsiang-Chun & Wehrly, Thomas E.
- 162-177 Skewed factor models using selection mechanisms
by Kim, Hyoung-Moon & Maadooliat, Mehdi & Arellano-Valle, Reinaldo B. & Genton, Marc G.
- 178-189 The Dual Central Subspaces in dimension reduction
by Iaci, Ross & Yin, Xiangrong & Zhu, Lixing
- 190-207 Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition
by Tsukuma, Hisayuki
- 208-223 Set-valued and interval-valued stationary time series
by Wang, Xun & Zhang, Zhongzhan & Li, Shoumei
- 224-235 Matrix-variate distribution theory under elliptical models-4: Joint distribution of latent roots of covariance matrix and the largest and smallest latent roots
by Caro-Lopera, Francisco J. & González Farías, Graciela & Balakrishnan, Narayanaswamy
- 236-249 A new estimator for efficient dimension reduction in regression
by Luo, Wei & Cai, Xizhen
2016, Volume 144, Issue C
- 1-24 Estimating the conditional extreme-value index under random right-censoring
by Stupfler, Gilles
- 25-37 Testing covariates in high dimension linear regression with latent factors
by Lan, Wei & Ding, Yue & Fang, Zheng & Fang, Kuangnan
- 38-53 Multivariate spline analysis for multiplicative models: Estimation, testing and application to climate change
by Azaïs, Jean-Marc & Ribes, Aurélien
- 54-67 Asymptotics of the two-stage spatial sign correlation
by Dürre, Alexander & Vogel, Daniel
- 68-80 Reliable inference for complex models by discriminative composite likelihood estimation
by Ferrari, Davide & Zheng, Chao
- 81-90 Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
by Roy, Anuradha & Zmyślony, Roman & Fonseca, Miguel & Leiva, Ricardo
- 91-98 Least product relative error estimation
by Chen, Kani & Lin, Yuanyuan & Wang, Zhanfeng & Ying, Zhiliang
- 99-109 Consistent estimation of survival functions under uniform stochastic ordering; the k-sample case
by El Barmi, Hammou & Mukerjee, Hari
- 110-128 Bayesian factor analysis with uncertain functional constraints about factor loadings
by Kim, Hea-Jung & Choi, Taeryon & Jo, Seongil
- 129-138 Tail asymptotics for the bivariate skew normal
by Fung, Thomas & Seneta, Eugene
- 139-149 Elliptical affine shape distributions for real normed division algebras
by Díaz-García, José A. & Caro-Lopera, Francisco J.
- 150-175 On the asymptotic normality of kernel estimators of the long run covariance of functional time series
by Berkes, István & Horváth, Lajos & Rice, Gregory
- 176-188 Quantile regression of longitudinal data with informative observation times
by Chen, Xuerong & Tang, Niansheng & Zhou, Yong
- 189-199 Bivariate one-sample optimal location test for spherical stable densities by Pade’ methods
by Barone, P.
- 200-217 New algorithms for M-estimation of multivariate scatter and location
by Dümbgen, Lutz & Nordhausen, Klaus & Schuhmacher, Heike
- 218-234 On the worst and least possible asymptotic dependence
by Asimit, Alexandru V. & Gerrard, Russell
2016, Volume 143, Issue C
- 1-11 Convexity issues in multivariate multiple testing of treatments vs. control
by Cohen, Arthur & Sackrowitz, Harold
- 12-31 A definition of qualitative robustness for general point estimators, and examples
by Zähle, Henryk
- 32-55 Estimation of the inverse scatter matrix of an elliptically symmetric distribution
by Fourdrinier, Dominique & Mezoued, Fatiha & Wells, Martin T.
- 56-70 Separation of linear and index covariates in partially linear single-index models
by Lian, Heng & Liang, Hua
- 71-93 Bias-corrected inference for multivariate nonparametric regression: Model selection and oracle property
by Giordano, Francesco & Parrella, Maria Lucia
- 94-106 Bayesian regression analysis of data with random effects covariates from nonlinear longitudinal measurements
by De la Cruz, Rolando & Meza, Cristian & Arribas-Gil, Ana & Carroll, Raymond J.
- 107-126 Inference for high-dimensional differential correlation matrices
by Cai, T. Tony & Zhang, Anru
- 127-142 Shrinkage-based diagonal Hotelling’s tests for high-dimensional small sample size data
by Dong, Kai & Pang, Herbert & Tong, Tiejun & Genton, Marc G.
- 143-152 Isotropic covariance functions on spheres: Some properties and modeling considerations
by Guinness, Joseph & Fuentes, Montserrat
- 153-164 Joint analysis of current count and current status data
by Wen, Chi-Chung & Chen, Yi-Hau
- 165-184 On the weak convergence and Central Limit Theorem of blurring and nonblurring processes with application to robust location estimation
by Chen, Ting-Li & Fujisawa, Hironori & Huang, Su-Yun & Hwang, Chii-Ruey
- 185-193 Bayesian analysis of multivariate stable distributions using one-dimensional projections
by Tsionas, Mike G.
- 194-207 Multivariate families of gamma-generated distributions with finite or infinite support above or below the diagonal
by Balakrishnan, Narayanaswamy & Ristić, Miroslav M.
- 208-232 Non-asymptotic adaptive prediction in functional linear models
by Brunel, Élodie & Mas, André & Roche, Angelina
- 233-248 Unified improvements in estimation of a normal covariance matrix in high and low dimensions
by Tsukuma, Hisayuki & Kubokawa, Tatsuya
- 249-274 Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals
by Couillet, Romain & Kammoun, Abla & Pascal, Frédéric
- 275-298 Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fr e ´ chet–Hoeffding upper bound
by Montes, Ignacio & Montes, Susana
- 299-313 Equalities for estimators of partial parameters under linear model with restrictions
by Tian, Yongge & Jiang, Bo
- 314-326 Singular inverse Wishart distribution and its application to portfolio theory
by Bodnar, Taras & Mazur, Stepan & Podgórski, Krzysztof
- 327-344 The Fine–Gray model under interval censored competing risks data
by Li, Chenxi
- 345-361 Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure
by Roś, Beata & Bijma, Fetsje & de Munck, Jan C. & de Gunst, Mathisca C.M.
- 362-373 Shrinkage estimation in spatial autoregressive model
by Pal, Amresh Bahadur & Dubey, Ashutosh Kumar & Chaturvedi, Anoop
- 374-382 A multivariate circular distribution with applications to the protein structure prediction problem
by Kim, Sungsu & SenGupta, Ashis & Arnold, Barry C.
- 383-393 Nonconvex penalized reduced rank regression and its oracle properties in high dimensions
by Lian, Heng & Kim, Yongdai
- 394-397 On the uniform consistency of the zonoid depth
by Cascos, Ignacio & López-Díaz, Miguel
- 398-413 Extending mixtures of factor models using the restricted multivariate skew-normal distribution
by Lin, Tsung-I & McLachlan, Geoffrey J. & Lee, Sharon X.
- 414-423 Characterization of beta distribution on symmetric cones
by Kołodziejek, Bartosz
- 424-439 Higher order density approximations for solutions to estimating equations
by Almudevar, Anthony
- 440-452 On the closure of relational models
by Klimova, Anna & Rudas, Tamás
- 453-466 Bias-corrected estimation of stable tail dependence function
by Beirlant, Jan & Escobar-Bach, Mikael & Goegebeur, Yuri & Guillou, Armelle
- 467-471 Distribution of the largest root of a matrix for Roy’s test in multivariate analysis of variance
by Chiani, Marco
- 472-480 Robust model-free feature screening via quantile correlation
by Ma, Xuejun & Zhang, Jingxiao
- 481-491 The analysis of multivariate longitudinal data using multivariate marginal models
by Cho, Hyunkeun
- 492-502 Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data
by Fu, Liya & Wang, You-Gan
2015, Volume 142, Issue C
- 1-15 Two-sample extended empirical likelihood for estimating equations
by Tsao, Min & Wu, Fan
- 16-25 Calibrated multivariate distributions for improved conditional prediction
by Vidoni, Paolo
- 26-40 Variable selection in semiparametric hazard regression for multivariate survival data
by Liu, Jicai & Zhang, Riquan & Zhao, Weihua & Lv, Yazhao
- 41-47 Strong consistency of the distribution estimator in the nonlinear autoregressive time series
by Cheng, Fuxia
- 48-56 Optimal design for multivariate observations in seemingly unrelated linear models
by Soumaya, Moudar & Gaffke, Norbert & Schwabe, Rainer
- 57-74 On predictive density estimation for location families under integrated squared error loss
by Kubokawa, Tatsuya & Marchand, Éric & Strawderman, William E.
- 75-85 Construction of two new general classes of bivariate distributions based on stochastic orders
by Lee, Hyunju & Cha, Ji Hwan
- 86-105 Half-region depth for stochastic processes
by Kuelbs, James & Zinn, Joel
- 106-116 Capturing the severity of type II errors in high-dimensional multiple testing
by He, Li & Sarkar, Sanat K. & Zhao, Zhigen
- 117-132 Semi-parametric rank regression with missing responses
by Bindele, Huybrechts F. & Abebe, Ash
- 133-143 A better approximation of moments of the eigenvalues and eigenvectors of the sample covariance matrix
by Enguix-González, A. & Moreno-Rebollo, J.L. & Muñoz-Pichardo, J.M.
- 144-166 Partially linear transformation models with varying coefficients for multivariate failure time data
by Qiu, Zhiping & Zhou, Yong
- 167-182 Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points
by Migliorati, Giovanni & Nobile, Fabio & Tempone, Raúl
- 183-198 Multivariate coefficients of variation: Comparison and influence functions
by Aerts, S. & Haesbroeck, G. & Ruwet, C.
2015, Volume 141, Issue C
- 1-21 Simultaneous estimation of linear conditional quantiles with penalized splines
by Lian, Heng & Meng, Jie & Fan, Zengyan
- 22-34 The Matsumoto–Yor property on trees for matrix variates of different dimensions
by Bobecka, Konstancja
- 35-48 Simultaneous prediction for independent Poisson processes with different durations
by Komaki, Fumiyasu
- 49-66 Quantile regression for dynamic partially linear varying coefficient time series models
by Lian, Heng
- 67-80 Semiparametric linear transformation model with differential measurement error and validation sampling
by Wang, Xuan & Wang, Qihua
- 81-103 Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models
by Lian, Heng & Meng, Jie & Zhao, Kaifeng
- 104-117 Influence assessment in censored mixed-effects models using the multivariate Student’s-t distribution
by Matos, Larissa A. & Bandyopadhyay, Dipankar & Castro, Luis M. & Lachos, Victor H.