# Elsevier

# Journal of Multivariate Analysis

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### 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**345-361 Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure***by*Roś, Beata & Bijma, Fetsje & de Munck, Jan C. & de Gunst, Mathisca C.M.**362-373 Shrinkage estimation in spatial autoregressive model***by*Pal, Amresh Bahadur & Dubey, Ashutosh Kumar & Chaturvedi, Anoop**374-382 A multivariate circular distribution with applications to the protein structure prediction problem***by*Kim, Sungsu & SenGupta, Ashis & Arnold, Barry C.**383-393 Nonconvex penalized reduced rank regression and its oracle properties in high dimensions***by*Lian, Heng & Kim, Yongdai**394-397 On the uniform consistency of the zonoid depth***by*Cascos, Ignacio & López-Díaz, Miguel**398-413 Extending mixtures of factor models using the restricted multivariate skew-normal distribution***by*Lin, Tsung-I & McLachlan, Geoffrey J. & Lee, Sharon X.**414-423 Characterization of beta distribution on symmetric cones***by*Kołodziejek, Bartosz**424-439 Higher order density approximations for solutions to estimating equations***by*Almudevar, Anthony**440-452 On the closure of relational models***by*Klimova, Anna & Rudas, Tamás**453-466 Bias-corrected estimation of stable tail dependence function***by*Beirlant, Jan & Escobar-Bach, Mikael & Goegebeur, Yuri & Guillou, Armelle**467-471 Distribution of the largest root of a matrix for Roy’s test in multivariate analysis of variance***by*Chiani, Marco**472-480 Robust model-free feature screening via quantile correlation***by*Ma, Xuejun & Zhang, Jingxiao**481-491 The analysis of multivariate longitudinal data using multivariate marginal models***by*Cho, Hyunkeun**492-502 Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data***by*Fu, Liya & Wang, You-Gan

### 2015, Volume 142, Issue C

**1-15 Two-sample extended empirical likelihood for estimating equations***by*Tsao, Min & Wu, Fan**16-25 Calibrated multivariate distributions for improved conditional prediction***by*Vidoni, Paolo**26-40 Variable selection in semiparametric hazard regression for multivariate survival data***by*Liu, Jicai & Zhang, Riquan & Zhao, Weihua & Lv, Yazhao**41-47 Strong consistency of the distribution estimator in the nonlinear autoregressive time series***by*Cheng, Fuxia**48-56 Optimal design for multivariate observations in seemingly unrelated linear models***by*Soumaya, Moudar & Gaffke, Norbert & Schwabe, Rainer**57-74 On predictive density estimation for location families under integrated squared error loss***by*Kubokawa, Tatsuya & Marchand, Éric & Strawderman, William E.**75-85 Construction of two new general classes of bivariate distributions based on stochastic orders***by*Lee, Hyunju & Cha, Ji Hwan**86-105 Half-region depth for stochastic processes***by*Kuelbs, James & Zinn, Joel**106-116 Capturing the severity of type II errors in high-dimensional multiple testing***by*He, Li & Sarkar, Sanat K. & Zhao, Zhigen**117-132 Semi-parametric rank regression with missing responses***by*Bindele, Huybrechts F. & Abebe, Ash**133-143 A better approximation of moments of the eigenvalues and eigenvectors of the sample covariance matrix***by*Enguix-González, A. & Moreno-Rebollo, J.L. & Muñoz-Pichardo, J.M.**144-166 Partially linear transformation models with varying coefficients for multivariate failure time data***by*Qiu, Zhiping & Zhou, Yong**167-182 Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points***by*Migliorati, Giovanni & Nobile, Fabio & Tempone, Raúl**183-198 Multivariate coefficients of variation: Comparison and influence functions***by*Aerts, S. & Haesbroeck, G. & Ruwet, C.

### 2015, Volume 141, Issue C

**1-21 Simultaneous estimation of linear conditional quantiles with penalized splines***by*Lian, Heng & Meng, Jie & Fan, Zengyan**22-34 The Matsumoto–Yor property on trees for matrix variates of different dimensions***by*Bobecka, Konstancja**35-48 Simultaneous prediction for independent Poisson processes with different durations***by*Komaki, Fumiyasu**49-66 Quantile regression for dynamic partially linear varying coefficient time series models***by*Lian, Heng**67-80 Semiparametric linear transformation model with differential measurement error and validation sampling***by*Wang, Xuan & Wang, Qihua**81-103 Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models***by*Lian, Heng & Meng, Jie & Zhao, Kaifeng**104-117 Influence assessment in censored mixed-effects models using the multivariate Student’s-t distribution***by*Matos, Larissa A. & Bandyopadhyay, Dipankar & Castro, Luis M. & Lachos, Victor H.**118-131 Consistent test of error-in-variables partially linear model with auxiliary variables***by*Sun, Zhihua & Ye, Xue & Sun, Liuquan**132-146 Penalized regression across multiple quantiles under random censoring***by*Tang, Yanlin & Wang, Huixia Judy**147-167 Generalized additive models for conditional dependence structures***by*Vatter, Thibault & Chavez-Demoulin, Valérie**168-178 On high dimensional two-sample tests based on nearest neighbors***by*Mondal, Pronoy K. & Biswas, Munmun & Ghosh, Anil K.**179-196 Nonparametric and semiparametric compound estimation in multiple covariates***by*Charnigo, Richard & Feng, Limin & Srinivasan, Cidambi**197-216 Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions***by*Mainik, Georg**217-227 A robust test for sphericity of high-dimensional covariance matrices***by*Tian, Xintao & Lu, Yuting & Li, Weiming

### 2015, Volume 140, Issue C

**1-18 Optimal level sets for bivariate density representation***by*Delicado, Pedro & Vieu, Philippe**19-30 Multiple hidden Markov models for categorical time series***by*Colombi, R. & Giordano, S.**31-46 Density deconvolution from repeated measurements without symmetry assumption on the errors***by*Comte, Fabienne & Kappus, Johanna**47-59 Predictive nonlinear biplots: Maps and trajectories***by*Vines, S.K.**60-71 Rank inversions in the scoring of examinations consisting of several subtests***by*Berman, Simeon M.**72-91 Weighted ℓ1-penalized corrected quantile regression for high dimensional measurement error models***by*Kaul, Abhishek & Koul, Hira L.**92-98 Copulae on products of compact Riemannian manifolds***by*Jupp, P.E.**99-112 Third-order local power properties of tests for a composite hypothesis, II***by*Kakizawa, Yoshihide**113-122 All admissible linear predictors in the finite populations with respect to inequality constraints under a balanced loss function***by*Peng, Ping & Hu, Guikai & Liang, Jian**123-138 Smoothed jackknife empirical likelihood inference for ROC curves with missing data***by*Yang, Hanfang & Zhao, Yichuan**139-161 Robust spiked random matrices and a robust G-MUSIC estimator***by*Couillet, Romain**162-170 A high dimensional two-sample test under a low dimensional factor structure***by*Ma, Yingying & Lan, Wei & Wang, Hansheng**171-192 Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function***by*Meintanis, Simos G. & Ngatchou-Wandji, Joseph & Taufer, Emanuele**193-208 On an independence test approach to the goodness-of-fit problem***by*Baringhaus, Ludwig & Gaigall, Daniel**209-219 Semiparametric regression of multivariate panel count data with informative observation times***by*Li, Yang & He, Xin & Wang, Haiying & Zhang, Bin & Sun, Jianguo**220-233 Vector quantization and clustering in the presence of censoring***by*Gribkova, Svetlana**234-244 Asymptotic properties of the misclassification rates for Euclidean Distance Discriminant rule in high-dimensional data***by*Watanabe, Hiroki & Hyodo, Masashi & Seo, Takashi & Pavlenko, Tatjana**245-258 Estimation of the mean vector in a singular multivariate normal distribution***by*Tsukuma, Hisayuki & Kubokawa, Tatsuya**259-282 Consistency of non-integrated depths for functional data***by*Gijbels, Irène & Nagy, Stanislav**283-290 Minimax rate of convergence for an estimator of the functional component in a semiparametric multivariate partially linear model***by*Levine, Michael**291-301 Parametric and nonparametric bootstrap methods for general MANOVA***by*Konietschke, Frank & Bathke, Arne C. & Harrar, Solomon W. & Pauly, Markus**302-316 Identifiability of a model for discrete frequency distributions with a multidimensional parameter space***by*Manisera, Marica & Zuccolotto, Paola**317-324 Entropy measure for the quantification of upper quantile interdependence in multivariate distributions***by*Rodríguez, Jhan & Bárdossy, András**325-342 Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models***by*Johnson, Alicia A. & Jones, Galin L.**343-362 Discrete Schur-constant models***by*Castañer, A. & Claramunt, M.M. & Lefèvre, C. & Loisel, S.**363-376 A class of multivariate copulas based on products of bivariate copulas***by*Mazo, Gildas & Girard, Stéphane & Forbes, Florence**377-394 On estimation in the reduced-rank regression with a large number of responses and predictors***by*Kargin, Vladislav**395-402 Minimax prediction for functional linear regression with functional responses in reproducing kernel Hilbert spaces***by*Lian, Heng

### 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.