# Elsevier

# Journal of Multivariate Analysis

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### 2017, Volume 154, Issue C

**1-18 Sparse clustering of functional data***by*Floriello, Davide & Vitelli, Valeria**19-39 Distance correlation coefficients for Lancaster distributions***by*Dueck, Johannes & Edelmann, Dominic & Richards, Donald**40-58 Quantile index coefficient model with variable selection***by*Zhao, Weihua & Lian, Heng**59-84 Robust estimators in semi-functional partial linear regression models***by*Boente, Graciela & Vahnovan, Alejandra**85-95 An offspring of multivariate extreme value theory: The max-characteristic function***by*Falk, Michael & Stupfler, Gilles**96-111 Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors***by*Hu, Jianhua & You, Jinhong & Zhou, Xian**112-134 Nonparametric estimation of a latent variable model***by*Kelava, Augustin & Kohler, Michael & Krzyżak, Adam & Schaffland, Tim Fabian**135-146 Functional Cramér–Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes***by*Musta, Eni & Pratelli, Maurizio & Trevisan, Dario**147-161 Improved model checking methods for parametric models with responses missing at random***by*Sun, Zhihua & Chen, Feifei & Zhou, Xiaohua & Zhang, Qingzhao**162-176 Parametrizations, fixed and random effects***by*Dermoune, Azzouz & Preda, Cristian**177-198 Hotelling’s T2 tests in paired and independent survey samples: An efficiency comparison***by*Baringhaus, Ludwig & Gaigall, Daniel**199-215 Gaussian tree constraints applied to acoustic linguistic functional data***by*Shiers, Nathaniel & Aston, John A.D. & Smith, Jim Q. & Coleman, John S.**216-233 Calibration tests for multivariate Gaussian forecasts***by*Wei, Wei & Balabdaoui, Fadoua & Held, Leonhard**234-248 Bayesian regularized quantile structural equation models***by*Feng, Xiang-Nan & Wang, Yifan & Lu, Bin & Song, Xin-Yuan**249-261 Density ratio model for multivariate outcomes***by*Marchese, Scott & Diao, Guoqing**262-281 Semi-parametric inference for semi-varying coefficient panel data model with individual effects***by*Hu, Xuemei**282-295 On the CLT for discrete Fourier transforms of functional time series***by*Cerovecki, Clément & Hörmann, Siegfried

### 2017, Volume 153, Issue C

**1-15 On the classification problem for Poisson point processes***by*Cholaquidis, Alejandro & Forzani, Liliana & Llop, Pamela & Moreno, Leonardo**16-32 An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns***by*Francq, Christian & Sucarrat, Genaro**33-51 A bivariate failure time model with random shocks and mixed effects***by*Mercier, Sophie & Pham, Hai Ha**52-63 Bayesian estimators in uncertain nested error regression models***by*Sugasawa, Shonosuke & Kubokawa, Tatsuya**64-82 Scale and curvature effects in principal geodesic analysis***by*Lazar, Drew & Lin, Lizhen**83-97 Signal extraction approach for sparse multivariate response regression***by*Luo, Ruiyan & Qi, Xin**98-120 Third-order average local powers of Bartlett-type adjusted tests: Ordinary versus adjusted profile likelihood***by*Kakizawa, Yoshihide**121-135 Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data***by*Leipus, Remigijus & Philippe, Anne & Pilipauskaitė, Vytautė & Surgailis, Donatas**136-155 Mean vector testing for high-dimensional dependent observations***by*Ayyala, Deepak Nag & Park, Junyong & Roy, Anindya**156-175 Spectral covariance and limit theorems for random fields with infinite variance***by*Damarackas, Julius & Paulauskas, Vygantas**176-188 Data-driven kNN estimation in nonparametric functional data analysis***by*Kara, Lydia-Zaitri & Laksaci, Ali & Rachdi, Mustapha & Vieu, Philippe**189-210 Multivariate nonparametric test of independence***by*Fan, Yanan & de Micheaux, Pierre Lafaye & Penev, Spiridon & Salopek, Donna**211-235 Penalized spline estimation in the partially linear model***by*Holland, Ashley D.**236-245 A link-free approach for testing common indices for three or more multi-index models***by*Liu, Xuejing & Huo, Lei & Wen, Xuerong Meggie & Paige, Robert**246-254 Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function***by*Cao, Ming-Xiang & He, Dao-Jiang**255-265 Permuting longitudinal data in spite of the dependencies***by*Friedrich, Sarah & Brunner, Edgar & Pauly, Markus

### 2016, Volume 152, Issue C

**1-14 Group-wise semiparametric modeling: A SCSE approach***by*Song, Song & Zhu, Lixing**15-27 Kummer and gamma laws through independences on trees—Another parallel with the Matsumoto–Yor property***by*Piliszek, Agnieszka & Wesołowski, Jacek**28-39 Tests for large-dimensional covariance structure based on Rao’s score test***by*Jiang, Dandan**40-60 On the family of multivariate chi-square copulas***by*Quessy, Jean-François & Rivest, Louis-Paul & Toupin, Marie-Hélène**61-81 Linear shrinkage estimation of large covariance matrices using factor models***by*Ikeda, Yuki & Kubokawa, Tatsuya**82-99 A nonparametric test for the evaluation of group sequential clinical trials with covariate information***by*Yuan, Ao & Zheng, Yanxun & Huang, Peng & Tan, Ming T.**100-118 Empirical likelihood confidence tubes for functional parameters in plug-in estimation***by*Varron, Davit**119-144 Semiparametric varying-coefficient model with right-censored and length-biased data***by*Lin, Cunjie & Zhou, Yong**145-161 The use of a common location measure in the invariant coordinate selection and projection pursuit***by*Alashwali, Fatimah & Kent, John T.**162-171 Graphical models via joint quantile regression with component selection***by*Chun, Hyonho & Lee, Myung Hee & Fleet, James C. & Oh, Ji Hwan**172-189 Sparse PCA-based on high-dimensional Itô processes with measurement errors***by*Kim, Donggyu & Wang, Yazhen**190-205 Latent variable selection in structural equation models***by*Zhang, Yan-Qing & Tian, Guo-Liang & Tang, Nian-Sheng**206-223 Variable selection for additive partial linear quantile regression with missing covariates***by*Sherwood, Ben**224-236 A proportional hazards model for time-to-event data with epidemiological bias***by*Zhang, Qiaozhen & Dai, Hongsheng & Fu, Bo**237-248 Strict positive definiteness of multivariate covariance functions on compact two-point homogeneous spaces***by*Bonfim, Rafaela N. & Menegatto, Valdir A.**249-258 Limitations on detecting row covariance in the presence of column covariance***by*Hoff, Peter D.**259-275 Generalized linear latent models for multivariate longitudinal measurements mixed with hidden Markov models***by*Xia, Ye-Mao & Tang, Nian-Sheng & Gou, Jian-Wei

### 2016, Volume 151, Issue C

**1-13 Extended likelihood approach to multiple testing with directional error control under a hidden Markov random field model***by*Lee, Donghwan & Lee, Youngjo**14-36 Partially linear single-index proportional hazards model with current status data***by*Lu, Xuewen & Pordeli, Pooneh & Burke, Murray D. & Song, Peter X.-K.**37-53 A randomness test for functional panels***by*Kokoszka, Piotr & Reimherr, Matthew & Wölfing, Nikolas**54-68 Best estimation of functional linear models***by*Aletti, Giacomo & May, Caterina & Tommasi, Chiara**69-89 Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas***by*Nagler, Thomas & Czado, Claudia**90-109 Limit laws of the empirical Wasserstein distance: Gaussian distributions***by*Rippl, Thomas & Munk, Axel & Sturm, Anja**110-132 Adaptive global thresholding on the sphere***by*Durastanti, Claudio**133-150 Constrained inference in linear regression***by*Peiris, Thelge Buddika & Bhattacharya, Bhaskar**151-166 High-dimensional inference on covariance structures via the extended cross-data-matrix methodology***by*Yata, Kazuyoshi & Aoshima, Makoto

### 2016, Volume 150, Issue C

**1-13 Continuously dynamic additive models for functional data***by*Ma, Haiqiang & Zhu, Zhongyi**14-26 Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings***by*Miller, Forrest R. & Neill, James W.**27-41 Posterior convergence for Bayesian functional linear regression***by*Lian, Heng & Choi, Taeryon & Meng, Jie & Jo, Seongil**42-54 A note on fast envelope estimation***by*Cook, R. Dennis & Forzani, Liliana & Su, Zhihua**55-74 Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data***by*Cai, T. Tony & Zhang, Anru**75-90 Classification into Kullback–Leibler balls in exponential families***by*Katzur, Alexander & Kamps, Udo**91-104 A local factor nonparametric test for trend synchronism in multiple time series***by*Lyubchich, Vyacheslav & Gel, Yulia R.**105-124 Score test for a separable covariance structure with the first component as compound symmetric correlation matrix***by*Filipiak, Katarzyna & Klein, Daniel & Roy, Anuradha**125-151 Exact and asymptotic tests on a factor model in low and large dimensions with applications***by*Bodnar, Taras & Reiß, Markus**152-168 Bivariate Conway–Maxwell–Poisson distribution: Formulation, properties, and inference***by*Sellers, Kimberly F. & Morris, Darcy Steeg & Balakrishnan, Narayanaswamy**169-182 Single index quantile regression for heteroscedastic data***by*Christou, Eliana & Akritas, Michael G.**183-190 Minimax convergence rates for kernel CCA***by*Fan, Zengyan & Lian, Heng**191-213 Illumination problems in digital images. A statistical point of view***by*Geffray, S. & Klutchnikoff, N. & Vimond, M.**214-228 Conditioned limit laws for inverted max-stable processes***by*Papastathopoulos, Ioannis & Tawn, Jonathan A.**229-244 Model identification using the Efficient Determination Criterion***by*Resende, Paulo Angelo Alves & Dorea, Chang Chung Yu**245-266 On the consistency of inversion-free parameter estimation for Gaussian random fields***by*Keshavarz, Hossein & Scott, Clayton & Nguyen, XuanLong

### 2016, Volume 149, Issue C

**1-12 Statistical consistency of coefficient-based conditional quantile regression***by*Cai, Jia & Xiang, Dao-Hong**13-29 Confidence intervals for high-dimensional partially linear single-index models***by*Gueuning, Thomas & Claeskens, Gerda**30-53 Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean***by*Dharmawansa, Prathapasinghe**54-64 Maximum likelihood inference for the multivariate t mixture model***by*Wang, Wan-Lun & Lin, Tsung-I**65-80 Adaptive jump-preserving estimates in varying-coefficient models***by*Zhao, Yan-Yong & Lin, Jin-Guan & Huang, Xing-Fang & Wang, Hong-Xia**81-91 On permutation tests for predictor contribution in sufficient dimension reduction***by*Dong, Yuexiao & Yang, Chaozheng & Yu, Zhou**92-113 Gaussian and robust Kronecker product covariance estimation: Existence and uniqueness***by*Soloveychik, I. & Trushin, D.**114-123 Marčenko–Pastur law for Tyler’s M-estimator***by*Zhang, Teng & Cheng, Xiuyuan & Singer, Amit**124-143 More powerful tests for sparse high-dimensional covariances matrices***by*Peng, Liuhua & Chen, Song Xi & Zhou, Wen**144-159 Bias correction of the Akaike information criterion in factor analysis***by*Ogasawara, Haruhiko**160-176 Composite partial likelihood estimation for length-biased and right-censored data with competing risks***by*Zhang, Feipeng & Peng, Heng & Zhou, Yong**177-191 Asymptotic properties of multivariate tapering for estimation and prediction***by*Furrer, Reinhard & Bachoc, François & Du, Juan**192-198 A simpler spatial-sign-based two-sample test for high-dimensional data***by*Li, Yang & Wang, Zhaojun & Zou, Changliang**199-212 High-dimensional consistency of rank estimation criteria in multivariate linear model***by*Fujikoshi, Yasunori & Sakurai, Tetsuro

### 2016, Volume 148, Issue C

**1-17 Estimation of a high-dimensional covariance matrix with the Stein loss***by*Tsukuma, Hisayuki**18-33 On conditional prediction errors in mixed models with application to small area estimation***by*Sugasawa, Shonosuke & Kubokawa, Tatsuya**34-48 Weighted composite quantile regression for single-index models***by*Jiang, Rong & Qian, Wei-Min & Zhou, Zhan-Gong**49-59 Exploratory factor analysis—Parameter estimation and scores prediction with high-dimensional data***by*Sundberg, Rolf & Feldmann, Uwe**60-72 Estimation in singular linear models with stepwise inclusion of linear restrictions***by*Ren, Xingwei**73-82 Analysis of bivariate zero inflated count data with missing responses***by*Yang, Miao & Das, Kalyan & Majumdar, Anandamayee**83-88 Stochastic orderings for elliptical random vectors***by*Pan, Xiaoqing & Qiu, Guoxin & Hu, Taizhong**89-106 Model-free sure screening via maximum correlation***by*Huang, Qiming & Zhu, Yu**107-119 A general setting for symmetric distributions and their relationship to general distributions***by*Jupp, P.E. & Regoli, G. & Azzalini, A.**120-140 On local asymptotic normality for functional autoregressive processes***by*Kara-Terki, Nesrine & Mourid, Tahar**141-159 Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates***by*Guilloux, Agathe & Lemler, Sarah & Taupin, Marie-Luce**160-172 Spectral analysis of the Moore–Penrose inverse of a large dimensional sample covariance matrix***by*Bodnar, Taras & Dette, Holger & Parolya, Nestor**173-179 Characterizations of the class of bivariate Gompertz distributions***by*Kolev, Nikolai

### 2016, Volume 147, Issue C

**1-19 Improved second order estimation in the singular multivariate normal model***by*Chételat, Didier & Wells, Martin T.**20-37 Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods***by*Ogasawara, Haruhiko**38-57 Multivariate trend function testing with mixed stationary and integrated disturbances***by*Xu, Ke-Li**58-81 Bootstrap likelihood ratio confidence bands for survival functions under random censorship and its semiparametric extension***by*Subramanian, Sundarraman**82-101 Local convex hull support and boundary estimation***by*Aaron, C. & Bodart, O.**102-126 Influence analysis of robust Wald-type tests***by*Ghosh, Abhik & Mandal, Abhijit & Martín, Nirian & Pardo, Leandro**127-144 Robust ridge estimator in restricted semiparametric regression models***by*Roozbeh, Mahdi**145-154 Influence measures and stability for graphical models***by*Bar-Hen, Avner & Poggi, Jean-Michel**155-167 Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices***by*Neuschel, Thorsten & Stivigny, Dries**168-182 Efficiency in multivariate functional nonparametric models with autoregressive errors***by*Dabo-Niang, S. & Guillas, S. & Ternynck, C.**183-201 Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors***by*Fan, Guo-Liang & Liang, Han-Ying & Shen, Yu**202-217 Simultaneous variable selection and de-coarsening in multi-path change-point models***by*Shohoudi, Azadeh & Khalili, Abbas & Wolfson, David B. & Asgharian, Masoud**218-233 Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors***by*Beran, Jan & Liu, Haiyan**234-246 Detecting weak signals in high dimensions***by*Jessie Jeng, X.**247-264 An objective general index for multivariate ordered data***by*Sei, Tomonari**265-272 On the Tracy–Widom approximation of studentized extreme eigenvalues of Wishart matrices***by*Deo, Rohit S.**273-284 Semi-parametric survival function estimators deduced from an identifying Volterra type integral equation***by*Dikta, Gerhard & Reißel, Martin & Harlaß, Carsten**285-294 Local linear regression on correlated survival data***by*Jin, Zhezhen & He, Wenqing**295-314 Decomposition of an autoregressive process into first order processes***by*Monsour, Michael J.

### 2016, Volume 146, Issue C

**7-17 Supervised singular value decomposition and its asymptotic properties***by*Li, Gen & Yang, Dan & Nobel, Andrew B. & Shen, Haipeng**18-28 COBRA: A combined regression strategy***by*Biau, Gérard & Fischer, Aurélie & Guedj, Benjamin & Malley, James D.**29-45 On the estimation of the functional Weibull tail-coefficient***by*Gardes, Laurent & Girard, Stéphane**46-62 Weak convergence of discretely observed functional data with applications***by*Nagy, Stanislav & Gijbels, Irène & Hlubinka, Daniel**63-71 Consistent variable selection for functional regression models***by*Collazos, Julian A.A. & Dias, Ronaldo & Zambom, Adriano Z.**72-83 On the asymptotics of random forests***by*Scornet, Erwan**84-94 Kriging for Hilbert-space valued random fields: The operatorial point of view***by*Menafoglio, Alessandra & Petris, Giovanni**95-104 A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data***by*Shang, Han Lin**105-118 Adaptive estimation in the functional nonparametric regression model***by*Chagny, Gaëlle & Roche, Angelina**119-137 Detecting and estimating intensity of jumps for discretely observed ARMAD(1,1) processes***by*Blanke, D. & Bosq, D.**138-150 Plug-in prediction intervals for a special class of standard ARH(1) processes***by*Ruiz-Medina, M.D. & Romano, E. & Fernández-Pascual, R.**151-163 A semiparametric factor model for CDO surfaces dynamics***by*Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap**164-176 Sharp minimax tests for large Toeplitz covariance matrices with repeated observations***by*Butucea, Cristina & Zgheib, Rania**177-190 Combining a relaxed EM algorithm with Occam’s razor for Bayesian variable selection in high-dimensional regression***by*Latouche, Pierre & Mattei, Pierre-Alexandre & Bouveyron, Charles & Chiquet, Julien**191-208 Feature selection for functional data***by*Fraiman, Ricardo & Gimenez, Yanina & Svarc, Marcela**209-222 Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms: Lp and almost sure rates of convergence***by*Godichon-Baggioni, Antoine**223-236 Direct shrinkage estimation of large dimensional precision matrix***by*Bodnar, Taras & Gupta, Arjun K. & Parolya, Nestor**237-247 Shape classification based on interpoint distance distributions***by*Berrendero, José R. & Cuevas, Antonio & Pateiro-López, Beatriz**248-260 Worst possible sub-directions in high-dimensional models***by*van de Geer, Sara**261-268 Relative-error prediction in nonparametric functional statistics: Theory and practice***by*Demongeot, Jacques & Hamie, Ali & Laksaci, Ali & Rachdi, Mustapha**269-281 A nonlinear aggregation type classifier***by*Cholaquidis, Alejandro & Fraiman, Ricardo & Kalemkerian, Juan & Llop, Pamela**282-300 Gap between orthogonal projectors—Application to stationary processes***by*Boudou, Alain & Viguier-Pla, Sylvie**301-312 Multivariate functional linear regression and prediction***by*Chiou, Jeng-Min & Yang, Ya-Fang & Chen, Yu-Ting**313-324 Generalized linear model with functional predictors and their derivatives***by*Ahmedou, Aziza & Marion, Jean-Marie & Pumo, Besnik**325-340 An angle-based multivariate functional pseudo-depth for shape outlier detection***by*Kuhnt, Sonja & Rehage, André**341-351 Optimal sampling designs for nonparametric estimation of spatial averages of random fields***by*Benhenni, Karim & Su, Yingcai

### 2016, Volume 145, Issue C

**1-21 High-dimensional multivariate repeated measures analysis with unequal covariance matrices***by*Harrar, Solomon W. & Kong, Xiaoli**22-36 Inference for biased models: A quasi-instrumental variable approach***by*Lin, Lu & Zhu, Lixing & Gai, Yujie**37-43 Multivariate stochastic comparisons of multivariate mixture models and their applications***by*Balakrishnan, Narayanaswamy & Barmalzan, Ghobad & Haidari, Abedin**44-57 Negative association and negative dependence for random upper semicontinuous functions, with applications***by*Thuan, Nguyen Tran & Quang, Nguyen Van**58-72 A skew Gaussian decomposable graphical model***by*Zareifard, Hamid & Rue, Håvard & Khaledi, Majid Jafari & Lindgren, Finn**73-86 Tails of weakly dependent random vectors***by*Tankov, Peter**87-100 Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data***by*Kohli, Priya & Garcia, Tanya P. & Pourahmadi, Mohsen**101-116 Goodness of fit in restricted measurement error models***by*Cheng, C.-L. & Shalabh, & Garg, G.**117-131 Kriging prediction for manifold-valued random fields***by*Pigoli, Davide & Menafoglio, Alessandra & Secchi, Piercesare**132-147 On oracle property and asymptotic validity of Bayesian generalized method of moments***by*Li, Cheng & Jiang, Wenxin**148-161 Approximate uniform shrinkage prior for a multivariate generalized linear mixed model***by*Chen, Hsiang-Chun & Wehrly, Thomas E.**162-177 Skewed factor models using selection mechanisms***by*Kim, Hyoung-Moon & Maadooliat, Mehdi & Arellano-Valle, Reinaldo B. & Genton, Marc G.**178-189 The Dual Central Subspaces in dimension reduction***by*Iaci, Ross & Yin, Xiangrong & Zhu, Lixing**190-207 Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition***by*Tsukuma, Hisayuki**208-223 Set-valued and interval-valued stationary time series***by*Wang, Xun & Zhang, Zhongzhan & Li, Shoumei**224-235 Matrix-variate distribution theory under elliptical models-4: Joint distribution of latent roots of covariance matrix and the largest and smallest latent roots***by*Caro-Lopera, Francisco J. & González Farías, Graciela & Balakrishnan, Narayanaswamy**236-249 A new estimator for efficient dimension reduction in regression***by*Luo, Wei & Cai, Xizhen

### 2016, Volume 144, Issue C

**1-24 Estimating the conditional extreme-value index under random right-censoring***by*Stupfler, Gilles**25-37 Testing covariates in high dimension linear regression with latent factors***by*Lan, Wei & Ding, Yue & Fang, Zheng & Fang, Kuangnan**38-53 Multivariate spline analysis for multiplicative models: Estimation, testing and application to climate change***by*Azaïs, Jean-Marc & Ribes, Aurélien**54-67 Asymptotics of the two-stage spatial sign correlation***by*Dürre, Alexander & Vogel, Daniel**68-80 Reliable inference for complex models by discriminative composite likelihood estimation***by*Ferrari, Davide & Zheng, Chao**81-90 Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure***by*Roy, Anuradha & Zmyślony, Roman & Fonseca, Miguel & Leiva, Ricardo**91-98 Least product relative error estimation***by*Chen, Kani & Lin, Yuanyuan & Wang, Zhanfeng & Ying, Zhiliang**99-109 Consistent estimation of survival functions under uniform stochastic ordering; the k-sample case***by*El Barmi, Hammou & Mukerjee, Hari**110-128 Bayesian factor analysis with uncertain functional constraints about factor loadings***by*Kim, Hea-Jung & Choi, Taeryon & Jo, Seongil**129-138 Tail asymptotics for the bivariate skew normal***by*Fung, Thomas & Seneta, Eugene**139-149 Elliptical affine shape distributions for real normed division algebras***by*Díaz-García, José A. & Caro-Lopera, Francisco J.**150-175 On the asymptotic normality of kernel estimators of the long run covariance of functional time series***by*Berkes, István & Horváth, Lajos & Rice, Gregory**176-188 Quantile regression of longitudinal data with informative observation times***by*Chen, Xuerong & Tang, Niansheng & Zhou, Yong**189-199 Bivariate one-sample optimal location test for spherical stable densities by Pade’ methods***by*Barone, P.**200-217 New algorithms for M-estimation of multivariate scatter and location***by*Dümbgen, Lutz & Nordhausen, Klaus & Schuhmacher, Heike**218-234 On the worst and least possible asymptotic dependence***by*Asimit, Alexandru V. & Gerrard, Russell

### 2016, Volume 143, Issue C

**1-11 Convexity issues in multivariate multiple testing of treatments vs. control***by*Cohen, Arthur & Sackrowitz, Harold**12-31 A definition of qualitative robustness for general point estimators, and examples***by*Zähle, Henryk**32-55 Estimation of the inverse scatter matrix of an elliptically symmetric distribution***by*Fourdrinier, Dominique & Mezoued, Fatiha & Wells, Martin T.**56-70 Separation of linear and index covariates in partially linear single-index models***by*Lian, Heng & Liang, Hua**71-93 Bias-corrected inference for multivariate nonparametric regression: Model selection and oracle property***by*Giordano, Francesco & Parrella, Maria Lucia**94-106 Bayesian regression analysis of data with random effects covariates from nonlinear longitudinal measurements***by*De la Cruz, Rolando & Meza, Cristian & Arribas-Gil, Ana & Carroll, Raymond J.**107-126 Inference for high-dimensional differential correlation matrices***by*Cai, T. Tony & Zhang, Anru**127-142 Shrinkage-based diagonal Hotelling’s tests for high-dimensional small sample size data***by*Dong, Kai & Pang, Herbert & Tong, Tiejun & Genton, Marc G.**143-152 Isotropic covariance functions on spheres: Some properties and modeling considerations***by*Guinness, Joseph & Fuentes, Montserrat**153-164 Joint analysis of current count and current status data***by*Wen, Chi-Chung & Chen, Yi-Hau**165-184 On the weak convergence and Central Limit Theorem of blurring and nonblurring processes with application to robust location estimation***by*Chen, Ting-Li & Fujisawa, Hironori & Huang, Su-Yun & Hwang, Chii-Ruey**185-193 Bayesian analysis of multivariate stable distributions using one-dimensional projections***by*Tsionas, Mike G.**194-207 Multivariate families of gamma-generated distributions with finite or infinite support above or below the diagonal***by*Balakrishnan, Narayanaswamy & Ristić, Miroslav M.**208-232 Non-asymptotic adaptive prediction in functional linear models***by*Brunel, Élodie & Mas, André & Roche, Angelina**233-248 Unified improvements in estimation of a normal covariance matrix in high and low dimensions***by*Tsukuma, Hisayuki & Kubokawa, Tatsuya**249-274 Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals***by*Couillet, Romain & Kammoun, Abla & Pascal, Frédéric**275-298 Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fr e ´ chet–Hoeffding upper bound***by*Montes, Ignacio & Montes, Susana**299-313 Equalities for estimators of partial parameters under linear model with restrictions***by*Tian, Yongge & Jiang, Bo**314-326 Singular inverse Wishart distribution and its application to portfolio theory***by*Bodnar, Taras & Mazur, Stepan & Podgórski, Krzysztof**327-344 The Fine–Gray model under interval censored competing risks data***by*Li, Chenxi