# Elsevier

# Journal of Multivariate Analysis

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### 2015, Volume 139, Issue C

**1-6 Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavity***by*Mukerjee, Rahul & Ong, S.H.**7-27 Testing homogeneity of mean vectors under heteroscedasticity in high-dimension***by*Yamada, Takayuki & Himeno, Tetsuto**28-44 Contributions to the diagonal expansion of a bivariate copula with continuous extensions***by*Cuadras, Carles M.**45-55 A mixed model for complete three or higher-way layout with two random effects factors***by*Güven, Bilgehan**56-78 The random matrix regime of Maronna’s M-estimator with elliptically distributed samples***by*Couillet, Romain & Pascal, Frédéric & Silverstein, Jack W.**79-91 High-dimensional tests for spherical location and spiked covariance***by*Ley, Christophe & Paindaveine, Davy & Verdebout, Thomas**92-123 Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration***by*Barczy, Mátyás & Körmendi, Kristóf & Pap, Gyula**124-146 Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models***by*Passemier, Damien & McKay, Matthew R. & Chen, Yang**147-165 Data driven smooth test of comparison for dependent sequences***by*Doukhan, P. & Pommeret, D. & Reboul, L.**166-188 Consistency and asymptotic normality for a nonparametric prediction under measurement errors***by*Mynbaev, Kairat & Martins-Filho, Carlos**189-206 Estimating the parameters of multiple chirp signals***by*Lahiri, Ananya & Kundu, Debasis & Mitra, Amit**207-218 Sharp lower and upper bounds for the Gaussian rank of a graph***by*Ben-David, Emanuel**219-226 A bivariate Gompertz–Makeham life distribution***by*Marshall, Albert W. & Olkin, Ingram**227-244 Model detection and estimation for single-index varying coefficient model***by*Feng, Sanying & Xue, Liugen**245-258 Prediction of stationary Gaussian random fields with incomplete quarterplane past***by*Cheng, Raymond**259-265 On mixtures of copulas and mixing coefficients***by*Longla, Martial**266-282 High dimensional single index models***by*Radchenko, Peter**283-294 On idempotent D-norms***by*Falk, Michael**295-311 Parametric transformed Fay–Herriot model for small area estimation***by*Sugasawa, Shonosuke & Kubokawa, Tatsuya**312-328 A unified approach to estimating a normal mean matrix in high and low dimensions***by*Tsukuma, Hisayuki & Kubokawa, Tatsuya**329-346 Semiparametric estimation with missing covariates***by*Bravo, Francesco**347-359 A two-step estimation method for grouped data with connections to the extended growth curve model and partial least squares regression***by*Li, Ying & Udén, Peter & von Rosen, Dietrich**360-384 Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions***by*Ledoit, Olivier & Wolf, Michael

### 2015, Volume 138, Issue C

**4-18 Sampling, conditionalizing, counting, merging, searching regular vines***by*Cooke, R.M. & Kurowicka, D. & Wilson, K.**19-33 Truncation of vine copulas using fit indices***by*Brechmann, Eike C. & Joe, Harry**34-52 Efficient information based goodness-of-fit tests for vine copula models with fixed margins: A comprehensive review***by*Schepsmeier, Ulf**53-73 Structured factor copula models: Theory, inference and computation***by*Krupskii, Pavel & Joe, Harry**74-88 Spatial composite likelihood inference using local C-vines***by*Erhardt, Tobias Michael & Czado, Claudia & Schepsmeier, Ulf**89-103 Univariate conditioning of vine copulas***by*Jaworski, Piotr**104-126 Conditional quantiles and tail dependence***by*Bernard, Carole & Czado, Claudia**127-142 On an interaction function for copulas***by*Kurowicka, Dorota & van Horssen, Wim T.**143-155 Higher order tail densities of copulas and hidden regular variation***by*Li, Haijun & Hua, Lei**156-169 Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks***by*Cai, Jun & Wei, Wei**170-181 On aggregation sets and lower-convex sets***by*Mao, Tiantian & Wang, Ruodu**182-198 Construction and sampling of Archimedean and nested Archimedean Lévy copulas***by*Grothe, Oliver & Hofert, Marius

### 2015, Volume 137, Issue C

**1-16 Nonparametric estimation of the conditional tail copula***by*Gardes, Laurent & Girard, Stéphane**17-31 Adaptive estimation for varying coefficient models***by*Chen, Yixin & Wang, Qin & Yao, Weixin**32-49 Equivariant minimax dominators of the MLE in the array normal model***by*Gerard, David & Hoff, Peter**50-60 Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup***by*Roy, Anuradha & Leiva, Ricardo & Žežula, Ivan & Klein, Daniel**61-81 Maximum entropy copula with given diagonal section***by*Butucea, Cristina & Delmas, Jean-François & Dutfoy, Anne & Fischer, Richard**82-99 Extremes of scale mixtures of multivariate time series***by*Ferreira, Helena & Ferreira, Marta**100-118 SCAD-penalized regression for varying-coefficient models with autoregressive errors***by*Qiu, Jia & Li, Degao & You, Jinhong**119-140 On singular value distribution of large-dimensional autocovariance matrices***by*Li, Zeng & Pan, Guangming & Yao, Jianfeng**141-160 Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models***by*Koul, Hira L. & Zhu, Xiaoqing**161-172 Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions***by*Cai, T. Tony & Liang, Tengyuan & Zhou, Harrison H.**173-178 Matrix variate slash distribution***by*Bulut, Y. Murat & Arslan, Olcay**179-186 Maximal coupling of empirical copulas for discrete vectors***by*Faugeras, Olivier P.**187-203 A new test for part of high dimensional regression coefficients***by*Wang, Siyang & Cui, Hengjian

### 2015, Volume 136, Issue C

**1-11 Estimation in skew-normal linear mixed measurement error models***by*Kheradmandi, Ameneh & Rasekh, Abdolrahman**12-25 Extreme negative dependence and risk aggregation***by*Wang, Bin & Wang, Ruodu**26-40 Optimal partial ridge estimation in restricted semiparametric regression models***by*Amini, Morteza & Roozbeh, Mahdi**41-55 Heteroscedasticity checks for single index models***by*Zhu, Xuehu & Guo, Xu & Lin, Lu & Zhu, Lixing**56-74 Shrinkage ridge estimators in semiparametric regression models***by*Roozbeh, Mahdi**75-85 On testing common indices for two multi-index models: A link-free approach***by*Liu, Xuejing & Yu, Zhou & Wen, Xuerong Meggie & Paige, Robert**86-94 Covariance components selection in high-dimensional growth curve model with random coefficients***by*Imori, Shinpei & Rosen, Dietrich von**95-107 Shift outliers in linear inference***by*Jensen, D.R. & Ramirez, D.E.**108-125 Evaluating panel data forecasts under independent realization***by*Greenaway-McGrevy, Ryan**126-146 Semi-parametric modeling of excesses above high multivariate thresholds with censored data***by*Sabourin, Anne**147-162 Bayesian structure learning in graphical models***by*Banerjee, Sayantan & Ghosal, Subhashis**163-174 Parametric and semiparametric reduced-rank regression with flexible sparsity***by*Lian, Heng & Feng, Sanying & Zhao, Kaifeng**175-189 Diagnostics in a simple correspondence analysis model: An approach based on Cook’s distance for log-linear models***by*Martín, Nirian

### 2015, Volume 135, Issue C

**1-10 A sufficient condition for the convergence of the mean shift algorithm with Gaussian kernel***by*Aliyari Ghassabeh, Youness**11-24 A Semi-Infinite Programming based algorithm for determining T-optimum designs for model discrimination***by*Duarte, Belmiro P.M. & Wong, Weng Kee & Atkinson, Anthony C.**25-42 MDR method for nonbinary response variable***by*Bulinski, Alexander & Rakitko, Alexander**43-58 A Bayesian method for analyzing combinations of continuous, ordinal, and nominal categorical data with missing values***by*Zhang, Xiao & Boscardin, W. John & Belin, Thomas R. & Wan, Xiaohai & He, Yulei & Zhang, Kui**59-70 Achieving semiparametric efficiency bound in longitudinal data analysis with dropouts***by*Han, Peisong & Song, Peter X.-K. & Wang, Lu**71-88 Transformation-based nonparametric estimation of multivariate densities***by*Chang, Meng-Shiuh & Wu, Ximing**89-105 Spatial sign correlation***by*Dürre, Alexander & Vogel, Daniel & Fried, Roland**106-116 Nonparametric confidence regions for the central orientation of random rotations***by*Stanfill, Bryan & Genschel, Ulrike & Hofmann, Heike & Nordman, Dan**117-130 A parametric registration model for warped distributions with Wasserstein’s distance***by*Agulló-Antolín, Marina & Cuesta-Albertos, J.A. & Lescornel, Hélène & Loubes, Jean-Michel**131-152 Robust Generalized Empirical Likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors***by*Hill, Jonathan B.**153-162 Fast and adaptive sparse precision matrix estimation in high dimensions***by*Liu, Weidong & Luo, Xi**163-174 Joint prior distributions for variance parameters in Bayesian analysis of normal hierarchical models***by*Demirhan, Haydar & Kalaylioglu, Zeynep**175-188 Sparse semiparametric discriminant analysis***by*Mai, Qing & Zou, Hui

### 2015, Volume 134, Issue C

**1-18 Canonical correlation analysis for irregularly and sparsely observed functional data***by*Shin, Hyejin & Lee, Seokho**19-32 On modular decompositions of system signatures***by*Marichal, Jean-Luc & Mathonet, Pierre & Spizzichino, Fabio**33-49 Sparse wavelet regression with multiple predictive curves***by*Luo, Ruiyan & Qi, Xin**50-60 Central tolerance regions and reference regions for multivariate normal populations***by*Dong, Xiaoyu & Mathew, Thomas**61-70 Covariance matrices associated to general moments of a random vector***by*Lv, Songjun**71-81 Robust inverse regression for dimension reduction***by*Dong, Yuexiao & Yu, Zhou & Zhu, Liping**82-98 Robust linear functional mixed models***by*Riquelme, Marco & Bolfarine, Heleno & Galea, Manuel**99-118 Robust estimating equation-based sufficient dimension reduction***by*Zhou, Jingke & Xu, Wangli & Zhu, Lixing**119-128 Sibuya-type bivariate lack of memory property***by*Pinto, Jayme & Kolev, Nikolai**129-145 Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models***by*Härdle, Wolfgang Karl & Ritov, Ya’acov & Wang, Weining**146-162 A possibly asymmetric multivariate generalization of the Möbius distribution for directional data***by*Uesu, Kagumi & Shimizu, Kunio & SenGupta, Ashis

### 2015, Volume 133, Issue C

**1-26 Efficient minimum distance estimator for quantile regression fixed effects panel data***by*Galvao, Antonio F. & Wang, Liang**27-37 Self-consistency and a generalized principal subspace theorem***by*Tarpey, Thaddeus & Loperfido, Nicola**38-50 Conditional density estimation in measurement error problems***by*Wang, Xiao-Feng & Ye, Deping**51-60 Nonparametric significance testing and group variable selection***by*Zambom, Adriano Zanin & Akritas, Michael G.**61-76 Asymptotic normality in the maximum entropy models on graphs with an increasing number of parameters***by*Yan, Ting & Zhao, Yunpeng & Qin, Hong**77-94 Adaptive estimation of an additive regression function from weakly dependent data***by*Chesneau, Christophe & Fadili, Jalal & Maillot, Bertrand**95-122 Nonparametric estimation of fixed effects panel data varying coefficient models***by*Rodriguez-Poo, Juan M. & Soberón, Alexandra**123-135 The additive and block decompositions about the WLSEs of parametric functions for a multiple partitioned linear regression model***by*Huang, Yunying & Zheng, Bing**136-139 A test for using the sum score to obtain a stochastic ordering of subjects***by*Ligtvoet, R.**140-159 High dimensional mean–variance optimization through factor analysis***by*Chen, Binbin & Huang, Shih-Feng & Pan, Guangming**160-172 A unified approach to decision-theoretic properties of the MLEs for the mean directions of several Langevin distributions***by*Kanika, & Kumar, Somesh & SenGupta, Ashis**173-199 Influence function of projection-pursuit principal components for functional data***by*Bali, Juan Lucas & Boente, Graciela**200-215 Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics***by*Dehling, Herold & Sharipov, Olimjon Sh. & Wendler, Martin**216-231 Tensor sliced inverse regression***by*Ding, Shanshan & Cook, R. Dennis**232-250 Does modeling lead to more accurate classification?: A study of relative efficiency in linear classification***by*Lee, Yoonkyung & Wang, Rui**251-265 Multivariate and multiradial Schoenberg measures with their dimension walks***by*Alonso-Malaver, C.E. & Porcu, E. & Giraldo, R.**266-276 Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors***by*Hu, Guikai & Yu, Shenghua & Luo, Han**277-290 Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval***by*Kim, Seonjin & Zhao, Zhibiao & Shao, Xiaofeng**291-303 Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices***by*Xu, Li-Wen**304-320 Ordering properties of order statistics from random variables of Archimedean copulas with applications***by*Li, Xiaohu & Fang, Rui**321-333 SCAD penalized rank regression with a diverging number of parameters***by*Yang, Hu & Guo, Chaohui & Lv, Jing**334-345 Extremes of aggregated Dirichlet risks***by*Hashorva, Enkelejd**346-355 Estimation in mixed-effects functional ANOVA models***by*Rady, E.A. & Kilany, N.M. & Eliwa, S.A.**356-376 A robust predictive approach for canonical correlation analysis***by*Adrover, Jorge G. & Donato, Stella M.**377-381 On the use of coordinate-free matrix calculus***by*Brinkhuis, Jan**382-401 Inference for mixed models of ANOVA type with high-dimensional data***by*Chen, Fei & Li, Zaixing & Shi, Lei & Zhu, Lixing

### 2014, Volume 132, Issue C

**1-8 A contribution to the visualisation of three-way arrays***by*Albers, Casper J. & Gower, John C.**9-24 The analysis of distance of grouped data with categorical variables: Categorical canonical variate analysis***by*Le Roux, Niël J. & Gardner-Lubbe, Sugnet & Gower, John C.**25-38 Two-sample location–scale estimation from semiparametric random censorship models***by*Bhattacharya, Rianka & Subramanian, Sundarraman**39-57 A permutation approach for ranking of multivariate populations***by*Arboretti, Rosa & Bonnini, Stefano & Corain, Livio & Salmaso, Luigi**58-81 Robust monitoring of CAPM portfolio betas II***by*Chochola, Ondřej & Hušková, Marie & Prášková, Zuzana & Steinebach, Josef G.**82-93 A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families***by*Dutta, Subhajit & Genton, Marc G.**94-110 Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data***by*Tian, Ruiqin & Xue, Liugen & Liu, Chunling**111-128 Detecting changes in cross-sectional dependence in multivariate time series***by*Bücher, Axel & Kojadinovic, Ivan & Rohmer, Tom & Segers, Johan**129-137 On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model***by*Ghoreishi, S.K. & Meshkani, M.R.**138-150 Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis***by*Katayama, Shota & Imori, Shinpei**151-159 Biobjective sparse principal component analysis***by*Carrizosa, Emilio & Guerrero, Vanesa**160-170 Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures***by*Overholser, Rosanna & Xu, Ronghui**171-182 Smoothed and iterated bootstrap confidence regions for parameter vectors***by*Ghosh, Santu & Polansky, Alan M.**183-196 Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample***by*Tsukada, Shin-ichi**197-208 Optimal global rates of convergence for noiseless regression estimation problems with adaptively chosen design***by*Kohler, Michael**209-214 Characterization of Gaussian distribution on a Hilbert space from samples of random size***by*Prakasa Rao, B.L.S.**215-228 On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix***by*Bodnar, Taras & Gupta, Arjun K. & Parolya, Nestor**229-241 An improved nonparametric estimator of sub-distribution function for bivariate competing risk models***by*Emura, Takeshi & Kao, Fan-Hsuan & Michimae, Hirofumi

### 2014, Volume 131, Issue C

**1-16 Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process***by*Bardet, Jean-Marc & Tudor, Ciprian**17-31 Distributions on matrix moment spaces***by*Dette, Holger & Guhlich, Matthias & Nagel, Jan**32-50 Comparison, utility, and partition of dependence under absolutely continuous and singular distributions***by*Ebrahimi, Nader & Jalali, Nima Y. & Soofi, Ehsan S.**51-64 Exchangeable Hoeffding decompositions over finite sets: A combinatorial characterization and counterexamples***by*El-Dakkak, Omar & Peccati, Giovanni & Prünster, Igor**65-78 Varying coefficient subdistribution regression for left-truncated semi-competing risks data***by*Li, Ruosha & Peng, Limin**79-98 Posterior analysis of rare variants in Gibbs-type species sampling models***by*Cesari, Oriana & Favaro, Stefano & Nipoti, Bernardo**99-120 Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators***by*Couillet, Romain & McKay, Matthew**121-125 A derivation of anti-Wishart distribution***by*Yu, Soonyu & Ryu, Jaena & Park, Kyoohong**126-148 Asymptotic expansion of the posterior density in high dimensional generalized linear models***by*Dasgupta, Shibasish & Khare, Kshitij & Ghosh, Malay**149-162 Estimating high dimensional covariance matrices: A new look at the Gaussian conjugate framework***by*Hannart, Alexis & Naveau, Philippe**163-173 An analysis of longitudinal data with nonignorable dropout using the truncated multivariate normal distribution***by*Jolani, Shahab**174-196 High-dimensional sparse MANOVA***by*Cai, T. Tony & Xia, Yin**197-208 Preserving relationships between variables with MIVQUE based imputation for missing survey data***by*Gelein, Brigitte & Haziza, David & Causeur, David**209-228 On binary and categorical time series models with feedback***by*Moysiadis, Theodoros & Fokianos, Konstantinos**229-239 Distribution of matrix quadratic forms under skew-normal settings***by*Ye, Rendao & Wang, Tonghui & Gupta, Arjun K.**240-253 Second-order asymptotic theory for calibration estimators in sampling and missing-data problems***by*Tan, Zhiqiang**254-264 A characterization of elliptical distributions and some optimality properties of principal components for functional data***by*Boente, Graciela & Salibián Barrera, Matías & Tyler, David E.**265-278 Maximal correlation in a non-diagonal case***by*López Blázquez, F. & Salamanca Miño, B.**279-292 On relations between BLUEs under two transformed linear models***by*Dong, Baomin & Guo, Wenxing & Tian, Yongge**293-308 A new test for the proportionality of two large-dimensional covariance matrices***by*Liu, Baisen & Xu, Lin & Zheng, Shurong & Tian, Guo-Liang

### 2014, Volume 129, Issue C

**1-15 Dirichlet distribution through neutralities with respect to two partitions***by*Sakowicz, Agata & Wesołowski, Jacek**16-36 Weak convergence of empirical and bootstrapped C-power processes and application to copula goodness-of-fit***by*Quessy, Jean-François & Bahraoui, Tarik**37-43 Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function***by*He, Daojiang & Wu, Jie**44-56 Modified conditional AIC in linear mixed models***by*Kawakubo, Yuki & Kubokawa, Tatsuya**57-68 Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula***by*Wang, Antai**69-81 Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy–Widom distribution***by*Chiani, Marco**82-94 Stochastic comparison of multivariate conditionally dependent mixtures***by*Badía, F.G. & Sangüesa, C. & Cha, J.H.**95-109 Using linear interpolation to reduce the order of the coverage error of nonparametric prediction intervals based on right-censored data***by*Beutner, E. & Cramer, E.**110-124 The asymptotic behaviors for least square estimation of multi-casting autoregressive processes***by*Mao, Mingzhi**125-144 Inference on the shape of elliptical distributions based on the MCD***by*Paindaveine, Davy & Van Bever, Germain**145-150 A stochastic inequality for the largest order statistics from heterogeneous gamma variables***by*Zhao, Peng & Balakrishnan, N.**151-159 Feasible generalized least squares estimation of multivariate GARCH(1, 1) models***by*Poloni, Federico & Sbrana, Giacomo**160-170 Joint density of correlations in the correlation matrix with chordal sparsity patterns***by*Kurowicka, Dorota**171-185 On the estimation of the medial axis and inner parallel body***by*Cuevas, Antonio & Llop, Pamela & Pateiro-López, Beatriz**186-192 Linear transformations to symmetry***by*Loperfido, Nicola**193-205 Jackknife empirical likelihood inference with regression imputation and survey data***by*Zhong, Ping-Shou & Chen, Sixia**206-219 Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample***by*Tsukada, Shin-ichi**220-226 Some strong consistency results in stochastic regression***by*Lita da Silva, João**227-242 A robust and efficient estimation and variable selection method for partially linear single-index models***by*Yang, Hu & Yang, Jing**243-244 An identity on order statistics of a set of random variables***by*Xu, Jian-Lun**245-248 A note on the article ‘Inference for multivariate normal mixtures’ by J. Chen and X. Tan***by*Alexandrovich, Grigory

### 2014, Volume 128, Issue C

**1-9 Stochastic domination in predictive density estimation for ordered normal means under α-divergence loss***by*Chang, Yuan-Tsung & Strawderman, William E.**10-18 A strong linear representation for the maximum conditional hazard rate estimator in survival analysis***by*Gneyou, Kossi Essona**19-32 A test for multivariate skew-normality based on its canonical form***by*Balakrishnan, N. & Capitanio, A. & Scarpa, B.**33-50 Semiparametric efficient estimation for partially linear single-index models with responses missing at random***by*Lai, Peng & Wang, Qihua**51-61 Testing for additivity in partially linear regression with possibly missing responses***by*Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang**62-72 Convergence rate to a lower tail dependence coefficient of a skew-t distribution***by*Fung, Thomas & Seneta, Eugene**73-85 Multivariate Skew-Normal Generalized Hyperbolic distribution and its properties***by*Vilca, Filidor & Balakrishnan, N. & Zeller, Camila Borelli**86-107 Confidence regions for images observed under the Radon transform***by*Bissantz, Nicolai & Holzmann, Hajo & Proksch, Katharina**108-119 Hypothesis testing for high-dimensional covariance matrices***by*Li, Weiming & Qin, Yingli**120-133 Copulas for order statistics with prescribed margins***by*Lebrun, Régis & Dutfoy, Anne**134-146 Matérn-based nonstationary cross-covariance models for global processes***by*Jun, Mikyoung**147-153 Polar angle tangent vectors follow Cauchy distributions under spherical symmetry***by*Cacoullos, T.**154-164 Optimal and minimax prediction in multivariate normal populations under a balanced loss function***by*Hu, Guikai & Li, Qingguo & Yu, Shenghua**165-185 Graphical model selection and estimation for high dimensional tensor data***by*He, Shiyuan & Yin, Jianxin & Li, Hongzhe & Wang, Xing**186-202 Minimax adaptive dimension reduction for regression***by*Paris, Quentin**203-209 The joint distribution of Studentized residuals under elliptical distributions***by*Iwashita, Toshiya & Klar, Bernhard**210-225 Kendall’s tau for hierarchical data***by*Romdhani, H. & Lakhal-Chaieb, L. & Rivest, L.-P.**226-238 Semiparametric varying-coefficient study of mean residual life models***by*Yang, Guangren & Zhou, Yong

### 2014, Volume 126, Issue C

**1-13 Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices***by*Collins, Benoît & Matsumoto, Sho & Saad, Nadia**14-24 On standard conjugate families for natural exponential families with bounded natural parameter space***by*Hornik, Kurt & Grün, Bettina**25-52 Limiting spectral distribution of renormalized separable sample covariance matrices when p/n→0***by*Wang, Lili & Paul, Debashis**53-74 Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model***by*Arashi, M. & Kibria, B.M. Golam & Norouzirad, M. & Nadarajah, S.**75-85 A class of smooth models satisfying marginal and context specific conditional independencies***by*Colombi, R. & Forcina, A.**86-99 Bayesian influence analysis of generalized partial linear mixed models for longitudinal data***by*Tang, Nian-Sheng & Duan, Xing-De**100-113 Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables***by*Yang, Seong J. & Park, Byeong U.**114-117 Some counterexamples concerning maximal correlation and linear regression***by*Papadatos, Nickos**118-136 Multivariate Archimax copulas***by*Charpentier, A. & Fougères, A.-L. & Genest, C. & Nešlehová, J.G.**137-152 Coefficient of determination for multiple measurement error models***by*Cheng, C.-L. & Shalabh, & Garg, G.**153-166 Compound p-value statistics for multiple testing procedures***by*Habiger, Joshua D. & Peña, Edsel A.**167-183 Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter***by*Cerioli, Andrea & Farcomeni, Alessio & Riani, Marco