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2021, Volume 184, Issue C
- S0047259X21000105 Depth-based classification for relational data with multiple attributes
by Zhang, Xu & Tian, Yahui & Guan, Guoyu & Gel, Yulia R.
- S0047259X21000129 Projection theorems and estimating equations for power-law models
by Gayen, Atin & Kumar, M. Ashok
- S0047259X21000142 A geometric investigation into the tail dependence of vine copulas
by Simpson, Emma S. & Wadsworth, Jennifer L. & Tawn, Jonathan A.
- S0047259X21000154 Heckman selection-t model: Parameter estimation via the EM-algorithm
by Lachos, Victor H. & Prates, Marcos O. & Dey, Dipak K.
- S0047259X21000166 A topologically valid construction of depth for functional data
by Nieto-Reyes, Alicia & Battey, Heather
- S0047259X21000178 Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix
by Yang, Yihe & Zhou, Jie & Pan, Jianxin
- S0047259X21000191 A new general class of RC association models: Estimation and main properties
by Forcina, Antonio & Kateri, Maria
- S0047259X21000208 Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes
by Xie, Junshan & Zeng, Yicheng & Zhu, Lixing
- S0047259X21000312 Minimum Average Variance Estimation with group Lasso for the multivariate response Central Mean Subspace
by Zhang, Hong-Fan
- S0047259X21000324 Principal loading analysis
by Bauer, Jan O. & Drabant, Bernhard
- S0047259X21000336 On classification with nonignorable missing data
by Mojirsheibani, Majid
- S0047259X21000348 Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings
by Nakagawa, Tomoyuki & Watanabe, Hiroki & Hyodo, Masashi
- S0047259X21000361 Semi-parametric estimation of multivariate extreme expectiles
by Beck, Nicholas & Di Bernardino, Elena & Mailhot, Mélina
- S0047259X21000373 Inference in high dimensional linear measurement error models
by Li, Mengyan & Li, Runze & Ma, Yanyuan
- S0047259X21000385 Stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant
by Mai, Jan-Frederik & Wang, Ruodu
- S0047259X21000397 On the asymptotic normality and efficiency of Kronecker envelope principal component analysis
by Huang, Shih-Hao & Huang, Su-Yun
- S0047259X21000403 A high dimensional nonparametric test for proportional covariance matrices
by Xu, Kai & Tian, Yan & He, Daojiang
- S0047259X2100018X An association test for functional data based on Kendall’s Tau
by Jadhav, Sneha & Ma, Shuangge
- S0047259X2100021X Distance-based tests for planar shape
by Valdevino Félix de Lima, Wenia & David Costa do Nascimento, Abraão & José Amorim do Amaral, Getúlio
- S0047259X2100035X Expectile depth: Theory and computation for bivariate datasets
by Cascos, Ignacio & Ochoa, Maicol
2021, Volume 183, Issue C
- S0047259X20302918 Estimating and forecasting dynamic correlation matrices: A nonlinear common factor approach
by Zhang, Yongli & Rolling, Craig & Yang, Yuhong
- S0047259X20302943 Subspace rotations for high-dimensional outlier detection
by Chung, Hee Cheol & Ahn, Jeongyoun
- S0047259X20302955 Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix
by Shimizu, Koki & Hashiguchi, Hiroki
- S0047259X20302967 Canonical correlation analysis for elliptical copulas
by Langworthy, Benjamin W. & Stephens, Rebecca L. & Gilmore, John H. & Fine, Jason P.
- S0047259X20302979 Joint mean–covariance estimation via the horseshoe
by Li, Yunfan & Datta, Jyotishka & Craig, Bruce A. & Bhadra, Anindya
- S0047259X21000051 Reconstruction of atomic measures from their halfspace depth
by Laketa, Petra & Nagy, Stanislav
- S0047259X21000063 Compound vectors of subordinators and their associated positive Lévy copulas
by Riva-Palacio, Alan & Leisen, Fabrizio
- S0047259X21000075 A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation
by Ogasawara, Haruhiko
- S0047259X21000087 Asymptotic properties on high-dimensional multivariate regression M-estimation
by Ding, Hao & Qin, Shanshan & Wu, Yuehua & Wu, Yaohua
- S0047259X21000099 Generalized Schott type tests for complete independence in high dimensions
by He, Daojiang & Liu, Huanyu & Xu, Kai & Cao, Mingxiang
- S0047259X21000117 Variable selection for partially linear models via Bayesian subset modeling with diffusing prior
by Wang, Jia & Cai, Xizhen & Li, Runze
- S0047259X21000130 Semiparametric method and theory for continuously indexed spatio-temporal processes
by Liu, Jialuo & Chu, Tingjin & Zhu, Jun & Wang, Haonan
- S0047259X2100004X Shrinkage estimation with singular priors and an application to small area estimation
by Nakada, Ryumei & Kubokawa, Tatsuya & Ghosh, Malay & Karmakar, Sayar
2021, Volume 182, Issue C
- S0047259X20302748 Dynamic tilted current correlation for high dimensional variable screening
by Zhao, Bangxin & Liu, Xin & He, Wenqing & Yi, Grace Y.
- S0047259X20302761 Analysis of the rate of convergence of fully connected deep neural network regression estimates with smooth activation function
by Langer, Sophie
- S0047259X20302773 Approximating smooth functions by deep neural networks with sigmoid activation function
by Langer, Sophie
- S0047259X20302840 On the behavior of the DFA and DCCA in trend-stationary processes
by Prass, Taiane Schaedler & Pumi, Guilherme
- S0047259X20302852 On the specification of multivariate association measures and their behaviour with increasing dimension
by Gijbels, Irène & Kika, Vojtěch & Omelka, Marek
- S0047259X20302864 Testing multivariate quantile by empirical likelihood
by Ma, Xuejun & Wang, Shaochen & Zhou, Wang
- S0047259X20302906 Ordering results for elliptical distributions with applications to risk bounds
by Ansari, Jonathan & Rüschendorf, Ludger
- S0047259X20302931 Optimal designs for mixed continuous and binary responses with quantitative and qualitative factors
by Kao, Ming-Hung & Khogeer, Hazar
- S0047259X2030275X Widening the scope of an eigenvector stochastic approximation process and application to streaming PCA and related methods
by Monnez, Jean-Marie & Skiredj, Abderrahman
- S0047259X2030289X On the copula correlation ratio and its generalization
by Shih, Jia-Han & Emura, Takeshi
- S0047259X2030292X Testing independence of functional variables by angle covariance
by Lai, Tingyu & Zhang, Zhongzhan & Wang, Yafei & Kong, Linglong
2021, Volume 181, Issue C
- S0047259X20302530 Estimating an extreme Bayesian network via scalings
by Klüppelberg, Claudia & Krali, Mario
- S0047259X20302542 The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data
by Mohammedi, Mustapha & Bouzebda, Salim & Laksaci, Ali
- S0047259X20302554 Testing high dimensional covariance matrices via posterior Bayes factor
by Wang, Zhendong & Xu, Xingzhong
- S0047259X20302566 Nonlinear and additive principal component analysis for functional data
by Song, Jun & Li, Bing
- S0047259X20302578 Kernel density estimation on symmetric spaces of non-compact type
by Asta, Dena Marie
- S0047259X20302591 Robustness and asymptotics of the projection median
by Ramsay, Kelly & Durocher, Stephane & Leblanc, Alexandre
- S0047259X20302608 Family of mean-mixtures of multivariate normal distributions: Properties, inference and assessment of multivariate skewness
by Abdi, Me’raj & Madadi, Mohsen & Balakrishnan, Narayanaswamy & Jamalizadeh, Ahad
- S0047259X20302700 On the estimation of entropy in the FastICA algorithm
by Issoglio, Elena & Smith, Paul & Voss, Jochen
- S0047259X20302712 Non-asymptotic error controlled sparse high dimensional precision matrix estimation
by Kashlak, Adam B.
- S0047259X20302724 Multiply robust subgroup identification for longitudinal data with dropouts via median regression
by Lu, Wenqi & Qin, Guoyou & Zhu, Zhongyi & Tu, Dongsheng
- S0047259X20302736 Sampling properties of color Independent Component Analysis
by Lee, Seonjoo & Shen, Haipeng & Truong, Young
- S0047259X2030258X Splitting models for multivariate count data
by Peyhardi, Jean & Fernique, Pierre & Durand, Jean-Baptiste
- S0047259X2030261X Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions
by Haddouche, Anis M. & Fourdrinier, Dominique & Mezoued, Fatiha
2020, Volume 180, Issue C
- S0047259X20302359 Copula-based regression models with data missing at random
by Hamori, Shigeyuki & Motegi, Kaiji & Zhang, Zheng
- S0047259X20302438 Nonlinear functional canonical correlation analysis via distance covariance
by Zhu, Hanbing & Li, Rui & Zhang, Riquan & Lian, Heng
- S0047259X20302451 Surface functional models
by Chen, Ziqi & Hu, Jianhua & Zhu, Hongtu
- S0047259X20302463 Asymptotics and practical aspects of testing normality with kernel methods
by Makigusa, Natsumi & Naito, Kanta
- S0047259X20302475 Bivariate gamma model
by Han, Ruijian & Chen, Kani & Tan, Chunxi
- S0047259X20302487 Testing for spherical and elliptical symmetry
by Albisetti, Isaia & Balabdaoui, Fadoua & Holzmann, Hajo
- S0047259X20302499 Dimensionality reduction for binary data through the projection of natural parameters
by Landgraf, Andrew J. & Lee, Yoonkyung
- S0047259X20302505 Single-index composite quantile regression for massive data
by Jiang, Rong & Yu, Keming
- S0047259X20302517 On the structure of exchangeable extreme-value copulas
by Mai, Jan-Frederik & Scherer, Matthias
- S0047259X20302529 A note on the regularity of optimal-transport-based center-outward distribution and quantile functions
by del Barrio, Eustasio & González-Sanz, Alberto & Hallin, Marc
- S0047259X2030244X Locally optimal designs for multivariate generalized linear models
by Idais, Osama
2020, Volume 179, Issue C
- S0047259X19303082 Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings
by Watanabe, Hiroki & Hyodo, Masashi & Nakagawa, Shigekazu
- S0047259X20302098 Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors
by Cao, Xuan & Khare, Kshitij & Ghosh, Malay
- S0047259X20302104 Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix
by Nardo, Elvira Di
- S0047259X20302207 Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew t distributions
by Wang, Sheng & Zimmerman, Dale L. & Breheny, Patrick
- S0047259X20302219 Testing normality of data on a multivariate grid
by Horváth, Lajos & Kokoszka, Piotr & Wang, Shixuan
- S0047259X20302220 A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification
by Luo, Shan & Chen, Zehua
- S0047259X20302232 Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix
by Takayama, Nobuki & Jiu, Lin & Kuriki, Satoshi & Zhang, Yi
- S0047259X20302244 Univariate likelihood projections and characterizations of the multivariate normal distribution
by Vexler, Albert
- S0047259X20302256 Scalable interpretable learning for multi-response error-in-variables regression
by Wu, Jie & Zheng, Zemin & Li, Yang & Zhang, Yi
- S0047259X20302268 Uniform joint screening for ultra-high dimensional graphical models
by Zheng, Zemin & Shi, Haiyu & Li, Yang & Yuan, Hui
- S0047259X20302281 Linear orderings of the scale mixtures of the multivariate skew-normal distribution
by Amiri, Mehdi & Izadkhah, Salman & Jamalizadeh, Ahad
- S0047259X20302293 Testing for the significance of functional covariates
by Maistre, Samuel & Patilea, Valentin
- S0047259X20302311 Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions
by Heinen, Andréas & Valdesogo, Alfonso
- S0047259X20302323 A Conway–Maxwell-multinomial distribution for flexible modeling of clustered categorical data
by Morris, Darcy Steeg & Raim, Andrew M. & Sellers, Kimberly F.
- S0047259X20302335 Multivariate tests of independence and their application in correlation analysis between financial markets
by Feng, Long & Zhang, Xiaoxu & Liu, Binghui
- S0047259X20302347 Bayesian shrinkage estimation of negative multinomial parameter vectors
by Hamura, Yasuyuki & Kubokawa, Tatsuya
- S0047259X20302360 Estimating sparse networks with hubs
by McGillivray, Annaliza & Khalili, Abbas & Stephens, David A.
- S0047259X2030227X Continuous time hidden Markov model for longitudinal data
by Zhou, Jie & Song, Xinyuan & Sun, Liuquan
- S0047259X2030230X Scale and shape mixtures of matrix variate extended skew normal distributions
by Rezaei, Amir & Yousefzadeh, Fatemeh & Arellano-Valle, Reinaldo B.
2020, Volume 178, Issue C
- S0047259X18306699 Trinity tests of functions for conditional moment models
by Tao, Jing
- S0047259X19300910 Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data
by Kurita, Takamitsu
- S0047259X19301095 An objective prior for hyperparameters in normal hierarchical models
by Berger, James O. & Sun, Dongchu & Song, Chengyuan
- S0047259X19301198 An independence test based on recurrence rates
by Kalemkerian, Juan & Fernández, Diego
- S0047259X19301484 A Central Limit Theorem for extrinsic antimeans and estimation of Veronese–Whitney means and antimeans on planar Kendall shape spaces
by Wang, Yunfan & Patrangenaru, Vic & Guo, Ruite
- S0047259X19301745 Pseudo-quantile functional data clustering
by Kim, Joonpyo & Oh, Hee-Seok
- S0047259X19303252 Updating of the Gaussian graphical model through targeted penalized estimation
by van Wieringen, Wessel N. & Stam, Koen A. & Peeters, Carel F.W. & van de Wiel, Mark A.
- S0047259X19303720 A goodness-of-fit test for elliptical distributions with diagnostic capabilities
by Ducharme, Gilles R. & Lafaye de Micheaux, Pierre
- S0047259X19303732 Model-free feature screening for ultrahigh dimensional classification
by Sheng, Ying & Wang, Qihua
- S0047259X19303756 Pairwise sparse + low-rank models for variables of mixed type
by Nussbaum, Frank & Giesen, Joachim
- S0047259X19304105 Robust nonparametric estimation of the conditional tail dependence coefficient
by Goegebeur, Yuri & Guillou, Armelle & Ho, Nguyen Khanh Le & Qin, Jing
- S0047259X19304282 Joint and marginal causal effects for binary non-independent outcomes
by Lupparelli, Monia & Mattei, Alessandra
- S0047259X19304841 Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims
by Ariyafar, Saeed & Tata, Mahbanoo & Rezapour, Mohsen & Madadi, Mohsen
- S0047259X19305330 Parametrising correlation matrices
by Forrester, Peter J. & Zhang, Jiyuan
- S0047259X19305688 Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application
by Bose, Arup & Hachem, Walid
- S0047259X19306141 Kurtosis test of modality for rotationally symmetric distributions on hyperspheres
by Kim, Byungwon & Schulz, Jörn & Jung, Sungkyu
- S0047259X20302086 Testing for independence of high-dimensional variables: ρV-coefficient based approach
by Hyodo, Masashi & Nishiyama, Takahiro & Pavlenko, Tatjana
- S0047259X1930346X Likelihood ratio tests for many groups in high dimensions
by Dette, Holger & Dörnemann, Nina
- S0047259X1930435X On Kendall’s regression
by Derumigny, Alexis & Fermanian, Jean-David
- S0047259X1930569X Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution
by Yuasa, Ryota & Kubokawa, Tatsuya
2020, Volume 177, Issue C
- S0047259X18303725 Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid
by Hong, Yiping & Zhou, Zaiying & Yang, Ying
- S0047259X18305104 Testing and estimating change-points in the covariance matrix of a high-dimensional time series
by Steland, Ansgar
- S0047259X19300831 Bivariate distributions with ordered marginals
by Arnold, Sebastian & Molchanov, Ilya & Ziegel, Johanna F.
- S0047259X19301435 Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate
by Niu, Lu & Liu, Xiumin & Zhao, Junlong
- S0047259X19301666 Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses
by Zimmermann, Georg & Pauly, Markus & Bathke, Arne C.
- S0047259X19302854 Bernoulli vector autoregressive model
by Euán, Carolina & Sun, Ying
- S0047259X19303239 Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: Minimaxity and admissibility
by Karamikabir, Hamid & Afshari, Mahmoud
- S0047259X19304087 On moments of doubly truncated multivariate normal mean–variance mixture distributions with application to multivariate tail conditional expectation
by Roozegar, Roohollah & Balakrishnan, Narayanaswamy & Jamalizadeh, Ahad
2020, Volume 176, Issue C
- S0047259X19300077 M-estimation with incomplete and dependent multivariate data
by Frahm, Gabriel & Nordhausen, Klaus & Oja, Hannu
- S0047259X19300211 Measures of goodness of fit obtained by almost-canonical transformations on Riemannian manifolds
by Jupp, P.E. & Kume, A.
- S0047259X19300223 Independent component analysis for multivariate functional data
by Virta, Joni & Li, Bing & Nordhausen, Klaus & Oja, Hannu
- S0047259X19301216 A large covariance matrix estimator under intermediate spikiness regimes
by Farnè, Matteo & Montanari, Angela
- S0047259X19301423 Simultaneous confidence band for stationary covariance function of dense functional data
by Wang, Jiangyan & Cao, Guanqun & Wang, Li & Yang, Lijian
- S0047259X19301654 Closed-form expression for finite predictor coefficients of multivariate ARMA processes
by Inoue, Akihiko
- S0047259X19302015 Conditional probability estimation based classification with class label missing at random
by Sheng, Ying & Wang, Qihua
- S0047259X19302544 On the computation of Wasserstein barycenters
by Puccetti, Giovanni & Rüschendorf, Ludger & Vanduffel, Steven
- S0047259X19302830 Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data
by Fang, Qian & Yu, Chen & Weiping, Zhang
- S0047259X1930065X Distributed simultaneous inference in generalized linear models via confidence distribution
by Tang, Lu & Zhou, Ling & Song, Peter X.-K.
2020, Volume 175, Issue C
- v:175:y:2020:i:c:s0047259x19300703 Multivariate reciprocal inverse Gaussian distributions from the Sabot–Tarrès–Zeng integral
by Letac, Gérard & Wesołowski, Jacek
- v:175:y:2020:i:c:s0047259x19302337 Generalized linear mixed models with Gaussian mixture random effects: Inference and application
by Pan, Lanfeng & Li, Yehua & He, Kevin & Li, Yanming & Li, Yi
- v:175:y:2020:i:c:s0047259x18306225 Bayesian nonparametric analysis of multivariate time series: A matrix Gamma Process approach
by Meier, Alexander & Kirch, Claudia & Meyer, Renate
- v:175:y:2020:i:c:s0047259x18303762 Model specification and selection for multivariate time series
by Bhansali, Rajendra J.
- v:175:y:2020:i:c:s0047259x19301770 On shrinkage estimation for balanced loss functions
by Marchand, Éric & Strawderman, William E.
- v:175:y:2020:i:c:s0047259x18306717 Model-based clustering of time-evolving networks through temporal exponential-family random graph models
by Lee, Kevin H. & Xue, Lingzhou & Hunter, David R.
- v:175:y:2020:i:c:s0047259x19302271 Multivariate estimation of Poisson parameters
by Stoltenberg, Emil Aas & Hjort, Nils Lid
- v:175:y:2020:i:c:s0047259x19300168 Test for conditional independence with application to conditional screening
by Zhou, Yeqing & Liu, Jingyuan & Zhu, Liping
- v:175:y:2020:i:c:s0047259x19300545 A consistent variable selection method in high-dimensional canonical discriminant analysis
by Oda, Ryoya & Suzuki, Yuya & Yanagihara, Hirokazu & Fujikoshi, Yasunori
- v:175:y:2020:i:c:s0047259x19301915 On asymptotic normality of cross data matrix-based PCA in high dimension low sample size
by Wang, Shao-Hsuan & Huang, Su-Yun & Chen, Ting-Li
- v:175:y:2020:i:c:s0047259x18305906 Degrees of freedom in submodular regularization: A computational perspective of Stein’s unbiased risk estimate
by Minami, Kentaro
- v:175:y:2020:i:c:s0047259x19302970 Adaptive group bridge selection in the semiparametric accelerated failure time model
by Huang, Longlong & Kopciuk, Karen & Lu, Xuewen
- v:175:y:2020:i:c:s0047259x18306171 The estimation of frequency in the multichannel sinusoidal model
by Grant, Andrew J. & Quinn, Barry G.
- v:175:y:2020:i:c:s0047259x19303604 Some remarks on Koziol’s kurtosis
by Loperfido, Nicola
- v:175:y:2020:i:c:s0047259x1930123x Bayesian inference of the multi-period optimal portfolio for an exponential utility
by Bauder, David & Bodnar, Taras & Parolya, Nestor & Schmid, Wolfgang
2019, Volume 174, Issue C
- v:174:y:2019:i:c:s0047259x19301605 Dimension reduction estimation for central mean subspace with missing multivariate response
by Fan, Guo-Liang & Xu, Hong-Xia & Liang, Han-Ying
- v:174:y:2019:i:c:s0047259x19300296 Generalized Pareto copulas: A key to multivariate extremes
by Falk, Michael & Padoan, Simone A. & Wisheckel, Florian
- v:174:y:2019:i:c:s0047259x19302763 Classification with many classes: Challenges and pluses
by Abramovich, Felix & Pensky, Marianna
- v:174:y:2019:i:c:s0047259x18306146 A bootstrap-based KPSS test for functional time series
by Chen, Yichao & Pun, Chi Seng
- v:174:y:2019:i:c:s0047259x18304378 Robust factor number specification for large-dimensional elliptical factor model
by Yu, Long & He, Yong & Zhang, Xinsheng
- v:174:y:2019:i:c:s0047259x18305165 High-dimensional integrative analysis with homogeneity and sparsity recovery
by Yang, Xinfeng & Yan, Xiaodong & Huang, Jian
- v:174:y:2019:i:c:s0047259x18303841 Composite likelihood estimation for a Gaussian process under fixed domain asymptotics
by Bachoc, François & Bevilacqua, Moreno & Velandia, Daira
- v:174:y:2019:i:c:s0047259x19301733 Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
by Pergamenchtchikov, Serguei & Tartakovsky, Alexander G.
- v:174:y:2019:i:c:s0047259x18305554 Sparse network estimation for dynamical spatio-temporal array models
by Lund, Adam & Hansen, Niels Richard
- v:174:y:2019:i:c:s0047259x19300521 A two-sample test for the equality of univariate marginal distributions for high-dimensional data
by Cousido-Rocha, Marta & de Uña-Álvarez, Jacobo & Hart, Jeffrey D.
- v:174:y:2019:i:c:s0047259x18302896 Roy’s largest root under rank-one perturbations: The complex valued case and applications
by Dharmawansa, Prathapasinghe & Nadler, Boaz & Shwartz, Ofer
- v:174:y:2019:i:c:s0047259x18304238 Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates
by Wang, Yining & Wang, Jialei & Balakrishnan, Sivaraman & Singh, Aarti
- v:174:y:2019:i:c:s0047259x18302938 An innovative strategy on the construction of multivariate multimodal linear mixed-effects models
by Mahdiyeh, Zahra & Kazemi, Iraj
- v:174:y:2019:i:c:s0047259x18306547 Dependence properties and Bayesian inference for asymmetric multivariate copulas
by Arbel, Julyan & Crispino, Marta & Girard, Stéphane
- v:174:y:2019:i:c:s0047259x1930082x Random matrix-improved estimation of covariance matrix distances
by Couillet, Romain & Tiomoko, Malik & Zozor, Steeve & Moisan, Eric
2019, Volume 173, Issue C
- 1-17 Good (K-means) clusterings are unique (up to small perturbations)
by Meilă, Marina
- 18-25 On efficient prediction and predictive density estimation for normal and spherically symmetric models
by Fourdrinier, Dominique & Marchand, Éric & Strawderman, William E.
- 26-37 The generalized degrees of freedom of multilinear principal component analysis
by Tu, I-Ping & Huang, Su-Yun & Hsieh, Dai-Ni
- 38-50 A semiparametric efficient estimator in case-control studies for gene–environment independent models
by Liang, Liang & Ma, Yanyuan & Carroll, Raymond J.
- 51-69 Integrated rank-weighted depth
by Ramsay, Kelly & Durocher, Stéphane & Leblanc, Alexandre
- 70-84 Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress
by Petrella, Lea & Raponi, Valentina
- 85-109 Calibration estimation of semiparametric copula models with data missing at random
by Hamori, Shigeyuki & Motegi, Kaiji & Zhang, Zheng
- 110-124 Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
by Arteaga-Molina, Luis A. & Rodríguez-Poo, Juan M.
- 125-144 On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
by Chen, Feifei & Meintanis, Simos G. & Zhu, Lixing
- 145-164 Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model
by Dey, Rounak & Lee, Seunggeun
- 165-180 Nonparametric multiple contrast tests for general multivariate factorial designs
by Gunawardana, Asanka & Konietschke, Frank
- 181-203 Bivariate integer-autoregressive process with an application to mutual fund flows
by Darolles, Serge & Fol, Gaëlle Le & Lu, Yang & Sun, Ran
- 204-228 Sparse model identification and learning for ultra-high-dimensional additive partially linear models
by Li, Xinyi & Wang, Li & Nettleton, Dan
- 229-247 Local angles and dimension estimation from data on manifolds
by Díaz, Mateo & Quiroz, Adolfo J. & Velasco, Mauricio
- 248-267 Adaptive optimal kernel density estimation for directional data
by Pham Ngoc, Thanh Mai
- 268-290 Forward regression for Cox models with high-dimensional covariates
by Hong, Hyokyoung G. & Zheng, Qi & Li, Yi
- 291-312 Asymptotic confidence sets for the jump curve in bivariate regression problems
by Bengs, Viktor & Eulert, Matthias & Holzmann, Hajo
- 313-327 Prediction and calibration for multiple correlated variables
by Bhaumik, Dulal K. & Nordgren, Rachel K.
- 328-346 Functional continuum regression
by Zhou, Zhiyang
- 347-365 Semi-parametric copula-based models under non-stationarity
by Nasri, Bouchra R. & Rémillard, Bruno N. & Bouezmarni, Taoufik
- 366-382 Projection sparse principal component analysis: An efficient least squares method
by Merola, Giovanni Maria & Chen, Gemai
- 383-392 Observed best selective prediction in small area estimation
by Sugasawa, Shonosuke & Kawakubo, Yuki & Datta, Gauri Sankar
- 393-415 Robust functional regression based on principal components
by Kalogridis, Ioannis & Van Aelst, Stefan
- 416-434 Low-rank model with covariates for count data with missing values
by Robin, Geneviève & Josse, Julie & Moulines, Éric & Sardy, Sylvain
- 435-455 Screening and selection for quantile regression using an alternative measure of variable importance
by Kong, Yinfei & Li, Yujie & Zerom, Dawit
- 456-479 Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
by Chen, Jia & Li, Degui & Xia, Yingcun
- 480-493 Sufficient variable selection using independence measures for continuous response
by Yang, Baoying & Yin, Xiangrong & Zhang, Nan
- 494-511 Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data
by Slaoui, Yousri
- 512-524 On the estimation of population sizes in capture–recapture experiments
by Yauck, Mamadou & Rivest, Louis-Paul
- 525-550 Simple models for multivariate regular variation and the Hüsler–Reiß Pareto distribution
by Ho, Zhen Wai Olivier & Dombry, Clément
- 551-567 A nonparametric test for block-diagonal covariance structure in high dimension and small samples
by Xu, Kai & Hao, Xinxin
- 568-582 Robust feature screening for elliptical copula regression model
by He, Yong & Zhang, Liang & Ji, Jiadong & Zhang, Xinsheng
- 583-603 Inferential procedures for partially observed functional data
by Kraus, David
- 604-619 On second order conditions in the multivariate block maxima and peak over threshold method
by Bücher, Axel & Volgushev, Stanislav & Zou, Nan
- 620-639 The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions
by Krebs, Johannes T.N.
- 640-655 Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data
by Tang, Niansheng & Wang, Wenjun
- 656-671 Quasi-Bayesian estimation of large Gaussian graphical models
by Atchadé, Yves F.
- 672-684 Rank reduction for high-dimensional generalized additive models
by Lin, Hongmei & Lian, Heng & Liang, Hua
- 685-703 Quantization and clustering on Riemannian manifolds with an application to air traffic analysis
by Le Brigant, Alice & Puechmorel, Stéphane
- 704-723 Subsampling (weighted smooth) empirical copula processes
by Kojadinovic, Ivan & Stemikovskaya, Kristina
- 724-744 Uniformly consistently estimating the proportion of false null hypotheses via Lebesgue–Stieltjes integral equations
by Chen, Xiongzhi
2019, Volume 172, Issue C
- 5-27 A framework for measuring association of random vectors via collapsed random variables
by Hofert, Marius & Oldford, Wayne & Prasad, Avinash & Zhu, Mu
- 28-46 Dependence in a background risk model
by Côté, Marie-Pier & Genest, Christian
- 47-58 Partially Schur-constant models
by Castañer, Anna & Claramunt, M. Mercè & Lefèvre, Claude & Loisel, Stéphane