# Elsevier

# Journal of Multivariate Analysis

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### 2016, Volume 143, Issue C

**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**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