# Elsevier

# Journal of Multivariate Analysis

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### 2016, Volume 145, Issue C

**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.**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