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2012, Volume 111, Issue C
- 335-349 On sample ranges in multiple-outlier models
by Zhao, Peng & Zhang, Yiying
- 350-367 Pattern recognition based on canonical correlations in a high dimension low sample size context
by Tamatani, Mitsuru & Koch, Inge & Naito, Kanta
- 368-379 Asymptotic theory for the test for multivariate normality by Cox and Small
by Ebner, Bruno
- 380-396 Empirical L2-distance lack-of-fit tests for Tobit regression models
by Song, Weixing & Zhang, Yi
- 397-407 Gaussian approximation of conditional elliptical copulas
by Hashorva, Enkelejd & Jaworski, Piotr
2012, Volume 110, Issue C
- 4-18 A review of copula models for economic time series
by Patton, Andrew J.
- 19-29 Time-dependent copulas
by Fermanian, Jean-David & Wegkamp, Marten H.
- 30-42 Copula-based semiparametric models for multivariate time series
by Rémillard, Bruno & Papageorgiou, Nicolas & Soustra, Frédéric
- 43-73 Semiparametric estimation of conditional copulas
by Abegaz, Fentaw & Gijbels, Irène & Veraverbeke, Noël
- 74-90 Beyond simplified pair-copula constructions
by Acar, Elif F. & Genest, Christian & Nešlehová, Johanna
- 91-105 Comparison of estimators for pair-copula constructions
by Hobæk Haff, Ingrid
- 106-120 In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
by Craiu, V. Radu & Sabeti, Avideh
- 121-132 A test for Archimedeanity in bivariate copula models
by Bücher, Axel & Dette, Holger & Volgushev, Stanislav
- 133-150 Likelihood inference for Archimedean copulas in high dimensions under known margins
by Hofert, Marius & Mächler, Martin & McNeil, Alexander J.
- 151-160 H-extendible copulas
by Mai, Jan-Frederik & Scherer, Matthias
- 161-170 The multivariate Piecing-Together approach revisited
by Aulbach, Stefan & Falk, Michael & Hofmann, Martin
- 171-188 Nonparametric maximum likelihood estimation for dependent truncation data based on copulas
by Emura, Takeshi & Wang, Weijing
2012, Volume 109, Issue C
- 1-9 On the sample ranges from heterogeneous exponential variables
by Xu, Maochao & Balakrishnan, N.
- 10-28 Regression when both response and predictor are functions
by Ferraty, F. & Van Keilegom, I. & Vieu, P.
- 29-41 Theoretical and practical considerations on the convergence properties of the Fisher-EM algorithm
by Bouveyron, Charles & Brunet, Camille
- 42-51 Hierarchical likelihood methods for nonlinear and generalized linear mixed models with missing data and measurement errors in covariates
by Noh, Maengseok & Wu, Lang & Lee, Youngjo
- 52-60 Small area estimation using survey weights under a nested error linear regression model with structural measurement error
by Torabi, Mahmoud
- 61-72 On model-free conditional coordinate tests for regressions
by Yu, Zhou & Zhu, Lixing & Wen, Xuerong Meggie
- 73-87 Distribution of the product of determinants of noncentral bimatrix beta variates
by Bekker, A. & Roux, J.J.J. & Ehlers, R. & Arashi, M.
- 88-102 Bayesian spatial models with a mixture neighborhood structure
by Rodrigues, E.C. & Assunção, R.
- 103-108 On the Durbin–Wagle randomization device and some of its applications
by Szkutnik, Zbigniew
- 109-129 Model selection in linear mixed effect models
by Peng, Heng & Lu, Ying
- 130-145 Bivariate gamma-geometric law and its induced Lévy process
by Barreto-Souza, Wagner
- 146-155 Multivariate random effect models with complete and incomplete data
by Chipperfield, James O. & Steel, David G.
- 156-167 Variable selection in robust regression models for longitudinal data
by Fan, Yali & Qin, Guoyou & Zhu, Zhongyi
- 168-189 Exploring the varying covariate effects in proportional odds models with censored data
by Wang, Qihua & Tong, Xingwei & Sun, Liuquan
- 190-203 Boundary behavior in High Dimension, Low Sample Size asymptotics of PCA
by Jung, Sungkyu & Sen, Arusharka & Marron, J.S.
- 204-220 Detecting and estimating changes in dependent functional data
by Aston, John A.D. & Kirch, Claudia
- 221-235 Non-convex penalized estimation in high-dimensional models with single-index structure
by Wang, Tao & Xu, Pei-Rong & Zhu, Li-Xing
- 236-253 Testing for symmetries in multivariate inverse problems
by Birke, Melanie & Bissantz, Nicolai
- 254-263 Smoothed empirical likelihood for ROC curves with censored data
by Yang, Hanfang & Zhao, Yichuan
2012, Volume 108, Issue C
- 1-14 Quantiles for finite and infinite dimensional data
by Fraiman, Ricardo & Pateiro-López, Beatriz
- 15-27 Efficient algorithm for estimating the parameters of a chirp signal
by Lahiri, Ananya & Kundu, Debasis & Mitra, Amit
- 28-40 Bayesian nonlinear regression for large p small n problems
by Chakraborty, Sounak & Ghosh, Malay & Mallick, Bani K.
- 41-52 On the upper bound of the number of modes of a multivariate normal mixture
by Ray, Surajit & Ren, Dan
- 53-66 Estimation of parameters in the growth curve model via an outer product least squares approach for covariance
by Hu, Jianhua & Liu, Fuxiang & Ahmed, S. Ejaz
- 67-89 Characteristic function-based hypothesis tests under weak dependence
by Leucht, Anne
2012, Volume 107, Issue C
- 1-23 Efficient Hellinger distance estimates for semiparametric models
by Wu, Jingjing & Karunamuni, Rohana J.
- 24-39 Phase transition in limiting distributions of coherence of high-dimensional random matrices
by Tony Cai, T. & Jiang, Tiefeng
- 40-52 Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors
by Pynnönen, Seppo
- 53-63 A study of the effect of kurtosis on discriminant analysis under elliptical populations
by Arevalillo, Jorge M. & Navarro, Hilario
- 64-70 On the test for the homogeneity of a parameter matrix with some rows constrained by synchronized order restrictions
by Hu, Xiaomi & Banerjee, Arijit
- 71-89 Nonparametric estimation of multivariate scale mixtures of uniform densities
by Pavlides, Marios G. & Wellner, Jon A.
- 90-103 Graphical models for multivariate Markov chains
by Colombi, R. & Giordano, S.
- 104-118 Unconstrained models for the covariance structure of multivariate longitudinal data
by Kim, Chulmin & Zimmerman, Dale L.
- 119-140 Model selection and estimation in the matrix normal graphical model
by Yin, Jianxin & Li, Hongzhe
- 141-161 Improved chi-squared tests for a composite hypothesis
by Kakizawa, Yoshihide
- 162-168 On the border of extreme and mild spiked models in the HDLSS framework
by Lee, Myung Hee
- 169-180 A generalized multivariate kurtosis ordering and its applications
by Wang, Jin & Zhou, Weihua
- 181-199 A direct bootstrapping technique and its application to a novel goodness of fit test
by Radulovic, Dragan
- 200-209 A simple and efficient Bayesian procedure for selecting dimensionality in multidimensional scaling
by Oh, Man-Suk
- 210-226 A conditional independence test for dependent data based on maximal conditional correlation
by Cheng, Yu-Hsiang & Huang, Tzee-Ming
- 227-231 A new mixture representation for multivariate t
by Iranmanesh, A. & Arashi, M. & Nagar, D.K. & Nadarajah, S. & Tabatabaey, S.M.M.
- 232-243 James–Stein type estimators of variances
by Tong, Tiejun & Jang, Homin & Wang, Yuedong
- 244-262 Bootstrap confidence bands and partial linear quantile regression
by Song, Song & Ritov, Ya’acov & Härdle, Wolfgang K.
- 263-281 Error covariance matrix correction based approach to functional coefficient regression models with generated covariates
by Li, XiaoLi & You, JinHong
- 282-305 Parameter estimation in a spatial unilateral unit root autoregressive model
by Baran, Sándor & Pap, Gyula
- 306-318 Trimmed regions induced by parameters of a probability
by Cascos, Ignacio & López-Díaz, Miguel
- 319-335 Empirical processes for infinite variance autoregressive models
by Bouhaddioui, Chafik & Ghoudi, Kilani
2012, Volume 106, Issue C
- 1-16 Parametric bootstrap methods for bias correction in linear mixed models
by Kubokawa, Tatsuya & Nagashima, Bui
- 17-35 Large deviations for random matricial moment problems
by Gamboa, Fabrice & Nagel, Jan & Rouault, Alain & Wagener, Jens
- 36-48 Local Walsh-average regression
by Feng, Long & Zou, Changliang & Wang, Zhaojun
- 49-56 Smoothness of conditional independence models for discrete data
by Forcina, Antonio
- 57-71 Model selection for integrated autoregressive processes of infinite order
by Ing, Ching-Kang & Sin, Chor-yiu & Yu, Shu-Hui
- 72-79 Application of H-likelihood to factor analysis models with binary response data
by Wu, Jianmin & Bentler, Peter M.
- 80-91 Information, data dimension and factor structure
by Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J.
- 92-117 Asymptotic normality of support vector machine variants and other regularized kernel methods
by Hable, Robert
- 118-146 Edgeworth expansions for GEL estimators
by Kundhi, Gubhinder & Rilstone, Paul
- 147-166 Root-n estimability of some missing data models
by Yuan, Ao & Xu, Jinfeng & Zheng, Gang
- 167-177 On sample eigenvalues in a generalized spiked population model
by Bai, Zhidong & Yao, Jianfeng
- 178-186 Characterization of multivariate heavy-tailed distribution families via copula
by Weng, Chengguo & Zhang, Yi
- 187-211 Semiparametric likelihood estimation in survival models with informative censoring
by Lu, Zudi & Zhang, Wenyang
- 212-228 Covariance selection and multivariate dependence
by Bhattacharya, Bhaskar
2012, Volume 105, Issue 1
- 1-17 Sparse estimation in functional linear regression
by Lee, Eun Ryung & Park, Byeong U.
- 18-31 Multivariate versions of Bartlett’s formula
by Su, Nan & Lund, Robert
- 32-44 Robust empirical likelihood inference for generalized partial linear models with longitudinal data
by Qin, Guoyou & Bai, Yang & Zhu, Zhongyi
- 45-54 Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data
by Balakrishnan, Narayanaswamy & Belzunce, Félix & Sordo, Miguel A. & Suárez-Llorens, Alfonso
- 55-67 Functions operating on multivariate distribution and survival functions—With applications to classical mean-values and to copulas
by Ressel, Paul
- 68-84 One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic
by Li, Hongfei & Calder, Catherine A. & Cressie, Noel
- 85-111 Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
by Li, Gaorong & Lin, Lu & Zhu, Lixing
- 112-123 Second-order accuracy of depth-based bootstrap confidence regions
by Wei, Bei & Lee, Stephen M.S.
- 124-140 Asymptotic distribution of two-sample empirical U-quantiles with applications to robust tests for shifts in location
by Dehling, Herold & Fried, Roland
- 141-150 Multivariate Behrens–Fisher problem with missing data
by Krishnamoorthy, K. & Yu, Jianqi
- 151-163 Direct variable selection for discrimination among several groups
by Nkiet, Guy Martial
- 164-175 Difference based ridge and Liu type estimators in semiparametric regression models
by Akdeniz Duran, Esra & Härdle, Wolfgang Karl & Osipenko, Maria
- 176-192 Tail dependence between order statistics
by Ferreira, Helena & Ferreira, Marta
- 193-215 Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations
by Yata, Kazuyoshi & Aoshima, Makoto
- 216-221 On the convergence of row-modification algorithm for matrix projections
by Hu, Xiaomi & Hansohm, Jürgen & Hoffmann, Linda & Zohner, Ye Emma
- 222-240 An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic
by Bardet, Jean-Marc & Dola, Béchir
- 241-257 Exceedance probability of the integral of a stochastic process
by Ferreira, Ana & de Haan, Laurens & Zhou, Chen
- 258-275 Data sharpening methods in multivariate local quadratic regression
by Wang, Xiaoying & Jiang, Song & Yin, Junping
- 276-284 Corrected empirical likelihood inference for right-censored partially linear single-index model
by Huang, Zhensheng & Pang, Zhen
- 285-299 Estimation for a marginal generalized single-index longitudinal model
by Xu, Peirong & Zhu, Lixing
- 300-310 Bayesian analysis of multivariate t linear mixed models using a combination of IBF and Gibbs samplers
by Wang, Wan-Lun & Fan, Tsai-Hung
- 311-321 General linear mixed model and signal extraction problem with constraint
by Dermoune, Azzouz & Rahmania, Nadji & Wei, Tianwen
- 322-347 Bootstrap testing for discontinuities under long-range dependence
by Beran, Jan & Shumeyko, Yevgen
- 348-367 Estimation of high-dimensional linear factor models with grouped variables
by Heaton, Chris & Solo, Victor
- 368-379 Self-consistent estimation of censored quantile regression
by Peng, Limin
- 380-396 Parametrizations and reference priors for multinomial decomposable graphical models
by Consonni, Guido & Massam, Hélène
- 397-411 Principled sure independence screening for Cox models with ultra-high-dimensional covariates
by Zhao, Sihai Dave & Li, Yi
- 412-421 The Schur concavity, Schur multiplicative and harmonic convexities of the second dual form of the Hamy symmetric function with applications
by Chu, Yu-Ming & Xia, Wei-Feng & Zhang, Xiao-Hui
- 422-432 Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
by Lai, Peng & Wang, Qihua & Lian, Heng
February 2012, Volume 104, Issue 1
- 1-15 A note on the power superiority of the restricted likelihood ratio test
by Praestgaard, Jens
- 16-38 Adaptive nonparametric regression on spin fiber bundles
by Durastanti, Claudio & Geller, Daryl & Marinucci, Domenico
- 39-55 On a dimension reduction regression with covariate adjustment
by Zhang, Jun & Zhu, Li-Ping & Zhu, Li-Xing
- 56-72 Jackknife-blockwise empirical likelihood methods under dependence
by Zhang, Rongmao & Peng, Liang & Qi, Yongcheng
- 73-87 Multivariate measures of skewness for the skew-normal distribution
by Balakrishnan, N. & Scarpa, Bruno
- 88-100 An adaptive estimation of MAVE
by Wang, Qin & Yao, Weixin
- 101-114 A note on testing hypotheses for stationary processes in the frequency domain
by Dette, Holger & Hildebrandt, Thimo
- 115-125 A test of location for exchangeable multivariate normal data with unknown correlation
by Follmann, Dean & Proschan, Michael
- 126-139 Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions
by Caro-Lopera, Francisco J. & Leiva, Víctor & Balakrishnan, N.
- 140-158 Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances
by Chaturvedi, Anoop & Gupta, Suchita & Bhatti, M. Ishaq
- 159-173 Relational models for contingency tables
by Klimova, Anna & Rudas, Tamás & Dobra, Adrian
January 2012, Volume 103, Issue 1
- 1-18 Cornish-Fisher expansions using sample cumulants and monotonic transformations
by Ogasawara, Haruhiko
- 19-34 Hierarchical subspace models for contingency tables
by Hara, Hisayuki & Sei, Tomonari & Takemura, Akimichi
- 35-47 Qualitative and infinitesimal robustness of tail-dependent statistical functionals
by Krätschmer, Volker & Schied, Alexander & Zähle, Henryk
- 48-57 Testing for positive evidence of equally likely outcomes
by Frey, Jesse
- 58-67 Time-varying coefficient estimation in differential equation models with noisy time-varying covariates
by Hong, Zhaoping & Lian, Heng
- 68-76 Admissible prediction in superpopulation models with random regression coefficients under matrix loss function
by Xu, Li-Wen & Yu, Sheng-Hua
- 77-92 Statistical theory of shape under elliptical models and singular value decompositions
by Díaz-García, José A. & Caro-Lopera, Francisco J.
- 93-106 On prediction rate in partial functional linear regression
by Shin, Hyejin & Lee, Myung Hee
- 107-115 Some notes on extremal discriminant analysis
by Manjunath, B.G. & Frick, Melanie & Reiss, Rolf-Dieter
- 116-123 Partially linear single-index beta regression model and score test
by Zhao, Weihua & Zhang, Riquan & Huang, Zhensheng & Feng, Jingyan
- 124-141 Nonparametric and semiparametric optimal transformations of markers
by Chiang, Chin-Tsang & Chiu, Chih-Heng
- 142-150 On computing signatures of coherent systems
by Da, Gaofeng & Zheng, Ben & Hu, Taizhong
- 151-160 On the asymptotics of numbers of observations in random regions determined by order statistics
by Dembinska, Anna & Iliopoulos, George
- 161-162 Letter to the editor
by Cuesta-Albertos, J.A. & del Barrio, E. & Fraiman, R. & Matrán, C.
November 2011, Volume 102, Issue 10
- 1321-1338 Difference based estimation for partially linear regression models with measurement errors
by Zhao, Haibing & You, Jinhong
- 1339-1343 Consistent multiple testing for change points
by Chen, Kuo-mei & Cohen, Arthur & Sackrowitz, Harold
- 1344-1360 The complete mixability and convex minimization problems with monotone marginal densities
by Wang, Bin & Wang, Ruodu
- 1361-1373 Classification of a screened data into one of two normal populations perturbed by a screening scheme
by Kim, Hea-Jung
- 1374-1387 Variable selection in model-based discriminant analysis
by Maugis, C. & Celeux, G. & Martin-Magniette, M.-L.
- 1388-1398 On a model selection problem from high-dimensional sample covariance matrices
by Chen, J. & Delyon, B. & Yao, J.-F.
- 1399-1409 Generalized Marshall-Olkin distributions and related bivariate aging properties
by Li, Xiaohu & Pellerey, Franco
- 1410-1416 On signature-based expressions of system reliability
by Marichal, Jean-Luc & Mathonet, Pierre & Waldhauser, Tamás
- 1417-1428 Empirical Bayes predictive densities for high-dimensional normal models
by Xu, Xinyi & Zhou, Dunke
- 1429-1444 A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators
by Kubokawa, Tatsuya & Strawderman, William E.
- 1445-1453 An approach to modeling asymmetric multivariate spatial covariance structures
by Li, Bo & Zhang, Hao
- 1454-1471 Tail order and intermediate tail dependence of multivariate copulas
by Hua, Lei & Joe, Harry
- 1472-1488 Testing model assumptions in functional regression models
by Bücher, Axel & Dette, Holger & Wieczorek, Gabriele
October 2011, Volume 102, Issue 9
- 1241-1255 Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model
by Kano, Yutaka & Takai, Keiji
- 1256-1262 Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance
by Zinodiny, S. & Strawderman, W.E. & Parsian, A.
- 1263-1279 Improved transformed deviance statistic for testing a logistic regression model
by Taneichi, Nobuhiro & Sekiya, Yuri & Toyama, Jun
- 1280-1292 Estimates of MM type for the multivariate linear model
by Kudraszow, Nadia L. & Maronna, Ricardo A.
- 1293-1301 Characterization theorems for some classes of covariance functions associated to vector valued random fields
by Porcu, Emilio & Zastavnyi, Viktor
- 1302-1314 Semiparametric analysis in double-sampling designs via empirical likelihood
by Yu, Wen
- 1315-1319 Superefficient estimation of the marginals by exploiting knowledge on the copula
by Einmahl, John H.J. & van den Akker, Ramon
September 2011, Volume 102, Issue 8
August 2011, Volume 102, Issue 7
- 1105-1117 Characteristic functions of scale mixtures of multivariate skew-normal distributions
by Kim, Hyoung-Moon & Genton, Marc G.
- 1118-1125 Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes
by Shishebor, Z. & Soltani, A.R. & Zamani, A.
- 1126-1140 Nonparametric additive model-assisted estimation for survey data
by Wang, Li & Wang, Suojin
- 1141-1151 Consistent tuning parameter selection in high dimensional sparse linear regression
by Wang, Tao & Zhu, Lixing
- 1152-1165 Bayesian MAP model selection of chain event graphs
by Freeman, G. & Smith, J.Q.
- 1166-1174 Semi-varying coefficient models with a diverging number of components
by Li, Gaorong & Xue, Liugen & Lian, Heng
July 2011, Volume 102, Issue 6
- 993-1007 On qualitative robustness of support vector machines
by Hable, Robert & Christmann, Andreas
- 1008-1017 On the Gaussian approximation of vector-valued multiple integrals
by Noreddine, Salim & Nourdin, Ivan
- 1018-1031 Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality
by Hwang, S.Y. & Basawa, I.V.
- 1032-1046 On the maximum of covariance estimators
by Jirak, Moritz
- 1047-1063 A copula-based model of speculative price dynamics in discrete time
by Cherubini, Umberto & Mulinacci, Sabrina & Romagnoli, Silvia
- 1064-1079 Bahadur representation for U-quantiles of dependent data
by Wendler, Martin
- 1080-1089 Asymptotic expansions for a class of tests for a general covariance structure under a local alternative
by Shimizu, Hiroaki & Wakaki, Hirofumi
- 1090-1103 Some tests for the covariance matrix with fewer observations than the dimension under non-normality
by Srivastava, Muni S. & Kollo, Tõnu & von Rosen, Dietrich
May 2011, Volume 102, Issue 5
- 871-883 Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach
by Carter, Christopher K. & Wong, Frederick & Kohn, Robert
- 884-895 The proportional hazards model for survey data from independent and clustered super-populations
by Rubin-Bleuer, Susana
- 896-907 Bounds for mixtures of order statistics from exponentials and applications
by Paltanea, Eugen
- 908-917 Numbers of near bivariate record-concomitant observations
by Bairamov, I. & Stepanov, A.
- 918-930 Parametric estimation of a bivariate stable Lévy process
by Esmaeili, Habib & Klüppelberg, Claudia
- 931-936 Extensions of system signatures to dependent lifetimes: Explicit expressions and interpretations
by Marichal, Jean-Luc & Mathonet, Pierre
- 937-947 Efficient empirical-likelihood-based inferences for the single-index model
by Huang, Zhensheng & Zhang, Riquan
- 948-957 On Pearson-Kotz Dirichlet distributions
by Balakrishnan, N. & Hashorva, E.
- 958-976 Some new results on convolutions of heterogeneous gamma random variables
by Zhao, Peng
- 977-991 Multivariate extreme models based on underlying skew-t and skew-normal distributions
by Padoan, Simone A.
April 2011, Volume 102, Issue 4
- 723-740 Empirical likelihood for semiparametric regression model with missing response data
by Xue, Liugen & Xue, Dong
- 741-767 Some theoretical properties of Silverman's method for Smoothed functional principal component analysis
by Qi, Xin & Zhao, Hongyu
- 768-780 High dimensional data analysis using multivariate generalized spatial quantiles
by Mukhopadhyay, Nitai D. & Chatterjee, Snigdhansu
- 781-788 Convergence proof of matrix dynamics for online linear discriminant analysis
by Hiraoka, Kazuyuki
- 789-800 A numerical method for minimum distance estimation problems
by Cervellera, C. & Macciò, D.
- 801-815 Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions
by Sheena, Yo & Takemura, Akimichi
- 816-827 Tests for independence in non-parametric heteroscedastic regression models
by Hlávka, Zdenek & Husková, Marie & Meintanis, Simos G.
- 828-846 -Consistent robust integration-based estimation
by Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan
- 847-868 Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices
by Dharmawansa, Prathapasinghe & McKay, Matthew R.
- 869-870 Erratum to "Construction of asymmetric multivariate copulas" [J. Multivariate Anal. 99 (2008) 2234-2250]
by Liebscher, Eckhard
March 2011, Volume 102, Issue 3
- 393-404 Monotonicity properties of multivariate distribution and survival functions -- With an application to Lévy-frailty copulas
by Ressel, Paul
- 405-421 Weighted-mean trimming of multivariate data
by Dyckerhoff, Rainer & Mosler, Karl
- 422-447 Structural test in regression on functional variables
by Delsol, Laurent & Ferraty, Frédéric & Vieu, Philippe
- 448-467 Wavelet estimation of conditional density with truncated, censored and dependent data
by Liang, Han-Ying & de Uña-Álvarez, Jacobo
- 468-481 Nonparametric estimation of the anisotropic probability density of mixed variables
by Efromovich, Sam
- 482-495 Vectors of two-parameter Poisson-Dirichlet processes
by Leisen, Fabrizio & Lijoi, Antonio
- 496-505 Estimating structural VARMA models with uncorrelated but non-independent error terms
by Boubacar Mainassara, Y. & Francq, C.
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