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Elsevier

Journal of Multivariate Analysis

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2006, Volume 97, Issue 5

• 1090-1120 Modified Whittle estimation of multilateral models on a lattice
  by Robinson, P.M. & Vidal Sanz, J.
• 1121-1141 Asymptotic robustness of standard errors in multilevel structural equation models
  by Yuan, Ke-Hai & Bentler, Peter M.
• 1142-1161 Nonparametric regression function estimation with surrogate data and validation sampling
  by Wang, Qihua
• 1162-1184 Semi-parametric estimation of partially linear single-index models
  by Xia, Yingcun & Härdle, Wolfgang
• 1185-1207 Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors
  by Daniels, Michael J.
• 1208-1220 Preserving multivariate dispersion: An application to the Wishart distribution
  by Fernández-Ponce, J.M. & Rodríguez-Griñolo, R.
• 1221-1250 Parameter estimation under ambiguity and contamination with the spurious model
  by Teresa Gallegos, María & Ritter, Gunter
• 1251-1261 Total positivity order and the normal distribution
  by Rinott, Yosef & Scarsini, Marco

2006, Volume 97, Issue 4

• 797-809 Progressive Type II censored order statistics for multivariate observations
  by Bairamov, Ismihan
• 810-826 Influence functions for a general class of depth-based generalized quantile functions
  by Wang, Jin & Serfling, Robert
• 827-843 A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
  by Schott, James R.
• 844-873 Statistical inference in a panel data semiparametric regression model with serially correlated errors
  by You, Jinhong & Zhou, Xian
• 874-894 Non-white Wishart ensembles
  by Péché, S.
• 895-924 The hyper-Dirichlet process and its discrete approximations: The butterfly model
  by Asci, C. & Nappo, G. & Piccioni, M.
• 925-945 Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example
  by Gilbert, Scott & Zemcík, Petr
• 946-984 Consistent variable selection in large panels when factors are observable
  by Ouysse, Rachida
• 985-998 Gauss inequalities on ordered linear spaces
  by Jensen, D.R.
• 999-1023 Kernel estimation of density level sets
  by Cadre, BenoI^t

2006, Volume 97, Issue 3

• 575-585 New insights into best linear unbiased estimation and the optimality of least-squares
  by Faliva, Mario & Zoia, Maria Grazia
• 586-605 Asymptotic results on a class of adaptive multi-treatment designs
  by Li-Xin, Zhang
• 606-618 Special variance structures in the growth curve model
  by Zezula, Ivan
• 619-632 Restricted expected multivariate least squares
  by Fang, Kai-Tai & Wang, Song-Gui & von Rosen, Dietrich
• 633-654 Strong consistency of least-squares estimation in linear regression models with vague concepts
  by Krätschmer, Volker
• 655-674 A trivariate chi-squared distribution derived from the complex Wishart distribution
  by Hagedorn, M. & Smith, P.J. & Bones, P.J. & Millane, R.P. & Pairman, D.
• 675-697 Analysis of two-sample truncated data using generalized logistic models
  by Li, Gang & Qin, Jing
• 698-719 Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data
  by Sun, Dongchu & Sun, Xiaoqian
• 720-732 Consistency of the generalized MLE of a joint distribution function with multivariate interval-censored data
  by Yu, Shaohua & Yu, Qiqing & Wong, George Y.C.
• 733-758 Selecting mixed-effects models based on a generalized information criterion
  by Pu, Wenji & Niu, Xu-Feng
• 759-764 Best affine unbiased representations of the fully restricted general Gauss-Markov model
  by Haupt, Harry & Oberhofer, Walter
• 765-784 Measuring stochastic dependence using [phi]-divergence
  by Micheas, Athanasios C. & Zografos, Konstantinos
• 785-795 The matrix-t distribution and its applications in predictive inference
  by Kibria, B.M. Golam

2006, Volume 97, Issue 2

• 295-310 Sequences of elliptical distributions and mixtures of normal distributions
  by Gómez-Sánchez-Manzano, E. & Gómez-Villegas, M.A. & Marín, J.M.
• 311-323 Rates of convergence for partitioning and nearest neighbor regression estimates with unbounded data
  by Kohler, Michael & Krzyzak, Adam & Walk, Harro
• 324-341 Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
  by You, Jinhong & Chen, Gemai
• 342-358 On the ratio X/Y for some elliptically symmetric distributions
  by Nadarajah, Saralees
• 359-384 Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
  by Taskinen, Sara & Croux, Christophe & Kankainen, Annaliisa & Ollila, Esa & Oja, Hannu
• 385-411 Conditional independence models for seemingly unrelated regressions with incomplete data
  by Drton, Mathias & Andersson, Steen A. & Perlman, Michael D.
• 412-430 A statistical model for random rotations
  by León, Carlos A. & Massé, Jean-Claude & Rivest, Louis-Paul
• 431-454 Estimation of two ordered bivariate mean residual life functions
  by Rojo, Javier & Ghebremichael, Musie
• 455-473 Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution
  by Schneeweiss, Hans & Cheng, Chi-Lun
• 474-491 The likelihood ratio test for homogeneity in bivariate normal mixtures
  by Song Qin, Yong & Smith, Bruce
• 492-513 An asymptotic expansion of the distribution of Rao's U-statistic under a general condition
  by Gupta, Arjun K. & Xu, Jin & Fujikoshi, Yasunori
• 514-525 Estimation of location parameters for spherically symmetric distributions
  by Xu, Jian-Lun & Izmirlian, Grant
• 526-547 Bounds for functions of multivariate risks
  by Embrechts, Paul & Puccetti, Giovanni
• 548-562 Nonlinear least-squares estimation
  by Pollard, David & Radchenko, Peter
• 563-573 Asymptotic properties of Bayes estimators for Gaussian Itô-processes with noisy observations
  by Deck, T.

2006, Volume 97, Issue 1

• 1-18 Spatial design matrices and associated quadratic forms: structure and properties
  by Hillier, Grant & Martellosio, Federico
• 19-45 Asymptotics for estimation and testing procedures under loss of identifiability
  by Zhu, Hongtu & Zhang, Heping
• 46-78 Some positive dependence stochastic orders
  by Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe
• 79-102 Latent models for cross-covariance
  by Wegelin, Jacob A. & Packer, Asa & Richardson, Thomas S.
• 103-123 The Matsumoto-Yor property and the structure of the Wishart distribution
  by Massam, Hélène & Wesolowski, Jacek
• 124-147 General projection-pursuit estimators for the common principal components model: influence functions and Monte Carlo study
  by Boente, Graciela & Pires, Ana M. & Rodrigues, Isabel M.
• 148-178 Asymptotics for testing hypothesis in some multivariate variance components model under non-normality
  by Gupta, Arjun K. & Harrar, Solomon W. & Fujikoshi, Yasunori
• 179-197 Bayesian inference in spherical linear models: robustness and conjugate analysis
  by Arellano-Valle, R.B. & del Pino, G. & Iglesias, P.
• 198-210 Minimax and maximin efficient designs for estimating the location-shift parameter of parallel models with dual responses
  by Lo Huang, Mong-Na & Lin, Chun-Sui
• 211-230 Prospective and retrospective analyses under logistic regression models
  by Zhang, Biao
• 231-245 Adaptation under probabilistic error for estimating linear functionals
  by Tony Cai, T. & Low, Mark G.
• 246-273 Bayesian multivariate spatial models for roadway traffic crash mapping
  by Song, J.J. & Ghosh, M. & Miaou, S. & Mallick, B.
• 274-294 Local efficiency of a Cramer-von Mises test of independence
  by Genest, Christian & Quessy, Jean-François & Rémillard, Bruno

2005, Volume 96, Issue 2

• 219-236 On the consistency properties of linear and quadratic discriminant analyses
  by Velilla, Santiago & Hernández, Adolfo
• 237-264 The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
  by Yanagihara, Hirokazu & Tonda, Tetsuji & Matsumoto, Chieko
• 265-281 Skew normal measurement error models
  by Arellano-Valle, R.B. & Ozan, S. & Bolfarine, H. & Lachos, V.H.
• 282-294 Decomposition of search for v-structures in DAGs
  by Geng, Zhi & Wang, Chi & Zhao, Qiang
• 295-310 When is the mean self-consistent?
  by Davidov, Ori
• 311-331 Robust nonparametric estimators of monotone boundaries
  by Daouia, Abdelaati & Simar, Léopold
• 332-351 Locally efficient estimation of regression parameters using current status data
  by Andrews, Chris & van der Laan, Mark & Robins, James
• 352-373 Cycle-transitive comparison of independent random variables
  by De Schuymer, B. & De Meyer, H. & De Baets, B.
• 374-383 A measure of independence for a multivariate normal distribution and some connections with factor analysis
  by Knott, Martin
• 384-403 Influence of observations on the misclassification probability in quadratic discriminant analysis
  by Croux, Christophe & Joossens, Kristel
• 404-424 Integral trimmed regions
  by Cascos, Ignacio & López-Díaz, Miguel
• 425-438 Factorization of moving-average spectral densities by state-space representations and stacking
  by Li, Lei M.

2005, Volume 96, Issue 1

• 1-19 L1-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized
  by Fujikoshi, Y. & Ulyanov, V.V. & Shimizu, R.
• 20-29 Correlation in Lp-spaces
  by Kowalski, Aleksander & Rudiuk, Edmund
• 30-54 A formal test for nonstationarity of spatial stochastic processes
  by Fuentes, Montserrat
• 55-72 Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis
  by Srivastava, M.S. & Ehsanes Saleh, A.K.Md.
• 73-92 Practical tests for randomized complete block designs
  by Mahfoud, Ziyad R. & Randles, Ronald H.
• 93-116 On fundamental skew distributions
  by Arellano-Valle, Reinaldo B. & Genton, Marc G.
• 117-135 Asymptotics for pooled marginal slicing estimator based on SIR[alpha] approach
  by Saracco, Jérôme
• 136-171 Second-order accurate inference on eigenvalues of covariance and correlation matrices
  by Boik, Robert J.
• 172-189 Measurement errors in multivariate measurement scales
  by Tarkkonen, L. & Vehkalahti, K.
• 190-217 Robust semiparametric M-estimation and the weighted bootstrap
  by Ma, Shuangge & Kosorok, Michael R.

2005, Volume 95, Issue 2

• 227-245 Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
  by Liang, Han-Ying & Jing, Bing-Yi
• 246-272 Rate optimal estimation with the integration method in the presence of many covariates
  by Hengartner, Nicolas W. & Sperlich, Stefan
• 273-300 Improved estimation of regression parameters in measurement error models
  by Kim, H.M. & Saleh, A.K.Md.Ehsanes
• 301-322 Testing goodness of fit for the distribution of errors in multivariate linear models
  by Jiménez Gamero, M.D. & Muñoz García, J. & Pino Mejías, R.
• 323-344 A new construction for skew multivariate distributions
  by Dey, Dipak K. & Liu, Junfeng
• 345-369 A multivariate empirical characteristic function test of independence with normal marginals
  by Bilodeau, M. & Lafaye de Micheaux, P.
• 370-384 Mixtures of factor analyzers: an extension with covariates
  by Fokoué, Ernest
• 385-409 Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach
  by Peng, Hanxiang & Schick, Anton
• 410-430 Noncentral quadratic forms of the skew elliptical variables
  by Fang, B.Q.
• 431-448 A two-way analysis of variance model with positive definite interaction for homologous factors
  by Causeur, David & Dhorne, Thierry & Antoni, Arlette

2005, Volume 95, Issue 1

• 1-22 Item response theory for longitudinal data: population parameter estimation
  by Andrade, Dalton F. & Tavares, Heliton R.
• 23-36 On a combination method of VDR and patchwork for generating uniform random points on a unit sphere
  by Yang, Zhenhai & Pang, W.K. & Hou, S.H. & Leung, P.K.
• 37-49 Asymptotically optimal tests for parametric functions against ordered functional alternatives
  by Tsai, Ming-Tien & Sen, Pranab Kumar
• 50-65 Asymptotics in Bayesian decision theory with applications to global robustness
  by Abraham, Christophe
• 66-75 Stochastic response restrictions
  by Haupt, Harry & Oberhofer, Walter
• 76-106 Block thresholding for density estimation: local and global adaptivity
  by Chicken, Eric & Cai, T. Tony
• 107-118 Efficiency of test for independence after Box-Cox transformation
  by Freeman, Jade & Modarres, Reza
• 119-152 Goodness-of-fit tests for copulas
  by Fermanian, Jean-David
• 153-181 Depth estimators and tests based on the likelihood principle with application to regression
  by Müller, Christine H.
• 182-205 Censored multiple regression by the method of average derivatives
  by Lu, Xuewen & Burke, M.D.
• 206-226 High breakdown estimators for principal components: the projection-pursuit approach revisited
  by Croux, Christophe & Ruiz-Gazen, Anne

2005, Volume 94, Issue 2

• 227-249 Estimation of regression contour clusters--an application of the excess mass approach to regression
  by Polonik, Wolfgang & Wang, Zailong
• 250-270 A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors
  by Shklyar, S. & Schneeweiss, H.
• 271-299 Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix
  by Takemura, Akimichi & Sheena, Yo
• 300-312 Monte Carlo approximation through Gibbs output in generalized linear mixed models
  by Chan, Jennifer S.K. & Kuk, Anthony Y.C. & Yam, Carrie H.K.
• 313-327 A class of stationary random fields with a simple correlation structure
  by Ma, Chunsheng
• 328-343 Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models
  by Yuan, Ke-Hai & Bentler, Peter M.
• 344-365 Nonlinearity effects in multidimensional scaling
  by Gower, John C. & Ngouenet, Roger F.
• 366-381 Covariance estimation under spatial dependence
  by Furrer, Reinhard
• 382-400 A skewed Kalman filter
  by Naveau, Philippe & Genton, Marc G. & Shen, Xilin
• 401-419 Asymptotic efficiency of the two-stage estimation method for copula-based models
  by Joe, Harry
• 420-449 Asymptotic distribution of inequality-restricted canonical correlation with application to tests for independence in ordered contingency tables
  by Kuriki, Satoshi

2005, Volume 94, Issue 1

• 1-18 Laplace approximations to hypergeometric functions of two matrix arguments
  by Butler, Ronald W. & Wood, Andrew T.A.
• 19-69 Adequateness and interpretability of objective functions in ordinal data analysis
  by Herden, Gerhard & Pallack, Andreas
• 70-108 On the minimization of multinomial tails and the Gupta-Nagel conjecture
  by Gastaldi, Tommaso
• 109-122 Singular random matrix decompositions: distributions
  by Díaz-García, José A. & González-Farías, Graciela
• 123-158 On Hadamard differentiability in k-sample semiparametric models--with applications to the assessment of structural relationships
  by Freitag, Gudrun & Munk, Axel
• 159-171 On the dependence structure of order statistics
  by Avérous, Jean & Genest, Christian & C. Kochar, Subhash
• 172-195 Dependence structures of multivariate Bernoulli random vectors
  by Hu, Taizhong & Xie, Chaode & Ruan, Lingyan
• 196-208 Density estimation by the penalized combinatorial method
  by Biau, Gérard & Devroye, Luc
• 209-221 Some results on the multivariate truncated normal distribution
  by Horrace, William C.

2005, Volume 93, Issue 2

• 223-237 Similar tests for covariance structures in multivariate linear models
  by Forchini, G.
• 238-256 Checking the adequacy of the multivariate semiparametric location shift model
  by Henze, N. & Klar, B. & Zhu, L. X.
• 257-266 The general common Hermitian nonnegative-definite solution to the matrix equations AXA*=BB* and CXC*=DD* with applications in statistics
  by Zhang, Xian
• 267-295 On the distribution of Pickands coordinates in bivariate EV and GP models
  by Falk, Michael & Reiss, Rolf-Dieter
• 296-312 Singular random matrix decompositions: Jacobians
  by Díaz-García, José A. & González-Farías, Graciela
• 313-339 Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
  by Bassan, Bruno & Spizzichino, Fabio
• 340-357 Normative selection of Bayesian networks
  by Sebastiani, Paola & Ramoni, Marco
• 358-374 Regularized classification for mixed continuous and categorical variables under across-location heteroscedasticity
  by Leung, Chi-Ying
• 375-393 Test for parameter change in stochastic processes based on conditional least-squares estimator
  by Lee, Sangyeol & Na, Okyoung
• 394-416 Minimax multivariate empirical Bayes estimators under multicollinearity
  by Srivastava, M. S. & Kubokawa, T.
• 417-433 Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation
  by Duong, Tarn & Hazelton, Martin L.
• 434-445 Archimedean copulæ and positive dependence
  by Müller, Alfred & Scarsini, Marco

2005, Volume 93, Issue 1

• 1-20 Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribution
  by Gupta, A. K. & Sheena, Y. & Fujikoshi, Y.
• 21-39 Auto-associative models and generalized principal component analysis
  by Girard, Stéphane & Iovleff, Serge
• 40-57 Constraints on concordance measures in bivariate discrete data
  by Denuit, Michel & Lambert, Philippe
• 58-80 A new test for multivariate normality
  by Szekely, Gábor J. & Rizzo, Maria L.
• 81-101 Evaluation of reproducibility for paired functional data
  by Li, Runze & Chow, Mosuk
• 102-111 High breakdown mixture discriminant analysis
  by Bashir, Shaheena & Carter, E. M.
• 112-121 Stochastic comparisons of order statistics from gamma distributions
  by Lihong, Sun & Xinsheng, Zhang
• 122-163 Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors
  by Hallin, Marc & Paindaveine, Davy
• 164-179 Testing multivariate normality in incomplete data of small sample size
  by Tan, Ming & Fang, Hong-Bin & Tian, Guo-Liang & Wei, Gang
• 180-197 Angular Gaussian and Cauchy estimation
  by Auderset, Claude & Mazza, Christian & Ruh, Ernst A.
• 198-221 B-splines and discretization in an inverse problem for Poisson processes
  by Szkutnik, Zbigniew

2005, Volume 92, Issue 2

• 227-238 Improving on the mle of a bounded location parameter for spherical distributions
  by Marchand, Éric & Perron, François
• 239-256 Extension of the variance function of a steep exponential family
  by Hassairi, A. & Masmoudi, A.
• 257-280 Modeling shape distributions and inferences for assessing differences in shapes
  by Micheas, Athanasios C. & Dey, Dipak K.
• 281-297 Matrix shrinkage of high-dimensional expectation vectors
  by Serdobolskii, V. I.
• 298-323 Operator geometric stable laws
  by Kozubowski, Tomasz J. & Meerschaert, Mark M. & Panorska, Anna K. & Scheffler, Hans-Peter
• 324-342 Estimation of the entropy of a multivariate normal distribution
  by Misra, Neeraj & Singh, Harshinder & Demchuk, Eugene
• 343-358 Characterization of rankings generated by linear discriminant analysis
  by Kamiya, Hidehiko & Takemura, Akimichi
• 359-385 Simple consistent cluster methods based on redescending M-estimators with an application to edge identification in images
  by Müller, Christine H. & Garlipp, Tim
• 386-404 Jackknifing in partially linear regression models with serially correlated errors
  by You, Jinhong & Zhou, Xian & Chen, Gemai
• 405-425 Some laws of the iterated logarithm in Hilbertian autoregressive models
  by Menneteau, Ludovic
• 426-453 On Pickands coordinates in arbitrary dimensions
  by Falk, Michael & Reiss, Rolf-Dieter
• 454-464 The admissibility of the empirical mean location for the matrix von Mises-Fisher family
  by Hendriks, Harrie

2005, Volume 92, Issue 1

• 1-23 Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process
  by Helmers, Roelof & Mangku, I. Wayan & Zitikis, Ricardas
• 24-41 Estimation in generalized linear models for functional data via penalized likelihood
  by Cardot, Hervé & Sarda, Pacal
• 42-52 On the asymptotic properties of multivariate sample autocovariances
  by Boshnakov, Georgi N.
• 53-76 The restricted EM algorithm under inequality restrictions on the parameters
  by Shi, Ning-Zhong & Zheng, Shu-Rong & Guo, Jianhua
• 77-96 Robustness of one-sided cross-validation to autocorrelation
  by Hart, Jeffrey D. & Lee, Cherng-Luen
• 97-115 Rao distances
  by A. Micchelli, Charles & Noakes, Lyle
• 116-133 Extensions of the conjugate prior through the Kullback-Leibler separators
  by Yanagimoto, Takemi & Ohnishi, Toshio
• 134-144 A decomposition for a stochastic matrix with an application to MANOVA
  by Mortarino, Cinzia
• 145-173 Dependence orderings for some functionals of multivariate point processes
  by Kulik, Rafal & Szekli, Ryszard
• 174-185 A generalized Mahalanobis distance for mixed data
  by de Leon, A. R. & Carrière, K. C.
• 186-204 Covariate selection for semiparametric hazard function regression models
  by Bunea, Florentina & McKeague, Ian W.
• 205-225 A semiparametric density estimator based on elliptical distributions
  by Liebscher, Eckhard

2004, Volume 91, Issue 2

• 119-142 On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(p)
  by Galtchouk, L. & Konev, V.
• 143-160 Multivariate Lukacs theorem
  by Bobecka, Konstancja & Wesolowski, Jacek
• 161-176 Canonical correlation analysis based on information theory
  by Yin, Xiangrong
• 177-198 Weighted bootstrap for U-statistics
  by Wang, Qiying & Jing, Bing-Yi
• 199-223 Improvement of approximations for the distributions of multinomial goodness-of-fit statistics under nonlocal alternatives
  by Sekiya, Yuri & Taneichi, Nobuhiro
• 224-239 Limit theorems for random permanents with exchangeable structure
  by Rempala, Grzegorz A. & Wesolowski, Jacek
• 240-261 Bandwidth choice for local polynomial estimation of smooth boundaries
  by Hall, Peter & Park, Byeong U.
• 262-281 Multivariate spatial regression models
  by Gamerman, Dani & Moreira, Ajax R. B.
• 282-304 Local influence in multilevel regression for growth curves
  by Shi, Lei & Ojeda, Mario Miguel

2004, Volume 91, Issue 1

• 1-17 Linear mixed models and penalized least squares
  by Bates, Douglas M. & DebRoy, Saikat
• 18-34 A new joint model for longitudinal and survival data with a cure fraction
  by Chen, Ming-Hui & Ibrahim, Joseph G. & Sinha, Debajyoti
• 35-52 Likelihood ratio tests for goodness-of-fit of a nonlinear regression model
  by Crainiceanu, Ciprian M. & Ruppert, David
• 53-73 Estimation in mixed effects model with errors in variables
  by Cui, Hengjian & Ng, Kai W. & Zhu, Lixing
• 74-89 Quantile regression for longitudinal data
  by Koenker, Roger
• 90-106 Likelihood and conditional likelihood inference for generalized additive mixed models for clustered data
  by Zhang, Daowen & Davidian, Marie
• 107-118 Variance component testing in semiparametric mixed models
  by Zhu, Zhongyi & Fung, Wing K.

2004, Volume 90, Issue 2

• 229-256 Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function
  by Chaturvedi, Anoop & Shalabh
• 257-268 Covariance kernel and the central limit theorem in the total variation distance
  by Mikami, Toshio
• 269-281 Improved estimation of accuracy in simple hypothesis versus simple alternative testing
  by Wang, Hsiuying
• 282-300 Discriminant analysis for locally stationary processes
  by Sakiyama, Kenji & Taniguchi, Masanobu
• 301-326 Higher order representations of the Robbins-Monro process
  by Dippon, Jürgen
• 327-347 Asymptotic properties of some subset vector autoregressive process estimators
  by Brockwell, Peter J. & Davis, Richard A. & Trindade, A. Alexandre
• 348-358 Best-possible bounds on sets of bivariate distribution functions
  by Nelsen, Roger B. & Molina, José Juan Quesada & Lallena, José Antonio Rodríguez & Flores, Manuel Úbeda
• 359-383 Correlation and spectral theory for periodically correlated random fields indexed on Z2
  by Hurd, H. & Kallianpur, G. & Farshidi, J.
• 384-392 Sharp minimaxity and spherical deconvolution for super-smooth error distributions
  by Kim, Peter T. & Koo, Ja-Yong & Park, Heon Jin
• 393-406 One-sided tests for independence of seemingly unrelated regression equations
  by Kurata, Hiroshi
• 407-425 The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities
  by Ando, Masakazu & Kimura, Miyoshi

2004, Volume 90, Issue 1

• 1-18 Determining and analyzing differentially expressed genes from cDNA microarray experiments with complementary designs
  by Conlon, Erin M. & Eichenberger, Patrick & Liu, J.S.Jun S.
• 19-43 Analyzing factorial designed microarray experiments
  by Scholtens, Denise & Miron, Alexander & M. Merchant, Faisal & Miller, Arden & L. Miron, Penelope & Dirk Iglehart, J. & Gentleman, Robert
• 44-66 Problems in gene clustering based on gene expression data
  by Bryan, Jenny
• 67-89 Clustering and classification based on the L1 data depth
  by Jörnsten, Rebecka

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