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Editor: de Leeuw, J.
Description: A central medium for the publication of important research in the general area of multivariate analysis, the Journal of Multivariate Analysis presents articles on fundamental theoretical aspects of the field as well as on other aspects concerned with significant applications of new theoretical methods. Although articles addressing univariate analysis are considered for publication, particular attention is given to papers that discuss problems concerned with more than one variable.
Series handle: RePEc:eee:jmvana
ISSN: 0047-259X
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Content
2012, Volume 110, Issue C
- 133-150 Likelihood inference for Archimedean copulas in high dimensions under known margins
by Hofert, Marius & Mächler, Martin & McNeil, Alexander J.
- 151-160 H-extendible copulas
by Mai, Jan-Frederik & Scherer, Matthias
- 161-170 The multivariate Piecing-Together approach revisited
by Aulbach, Stefan & Falk, Michael & Hofmann, Martin
- 171-188 Nonparametric maximum likelihood estimation for dependent truncation data based on copulas
by Emura, Takeshi & Wang, Weijing
2012, Volume 109, Issue C
- 1-9 On the sample ranges from heterogeneous exponential variables
by Xu, Maochao & Balakrishnan, N.
- 10-28 Regression when both response and predictor are functions
by Ferraty, F. & Van Keilegom, I. & Vieu, P.
- 29-41 Theoretical and practical considerations on the convergence properties of the Fisher-EM algorithm
by Bouveyron, Charles & Brunet, Camille
- 42-51 Hierarchical likelihood methods for nonlinear and generalized linear mixed models with missing data and measurement errors in covariates
by Noh, Maengseok & Wu, Lang & Lee, Youngjo
- 52-60 Small area estimation using survey weights under a nested error linear regression model with structural measurement error
by Torabi, Mahmoud
- 61-72 On model-free conditional coordinate tests for regressions
by Yu, Zhou & Zhu, Lixing & Wen, Xuerong Meggie
- 73-87 Distribution of the product of determinants of noncentral bimatrix beta variates
by Bekker, A. & Roux, J.J.J. & Ehlers, R. & Arashi, M.
- 88-102 Bayesian spatial models with a mixture neighborhood structure
by Rodrigues, E.C. & Assunção, R.
- 103-108 On the Durbin–Wagle randomization device and some of its applications
by Szkutnik, Zbigniew
- 109-129 Model selection in linear mixed effect models
by Peng, Heng & Lu, Ying
- 130-145 Bivariate gamma-geometric law and its induced Lévy process
by Barreto-Souza, Wagner
- 146-155 Multivariate random effect models with complete and incomplete data
by Chipperfield, James O. & Steel, David G.
- 156-167 Variable selection in robust regression models for longitudinal data
by Fan, Yali & Qin, Guoyou & Zhu, Zhongyi
- 168-189 Exploring the varying covariate effects in proportional odds models with censored data
by Wang, Qihua & Tong, Xingwei & Sun, Liuquan
- 190-203 Boundary behavior in High Dimension, Low Sample Size asymptotics of PCA
by Jung, Sungkyu & Sen, Arusharka & Marron, J.S.
- 204-220 Detecting and estimating changes in dependent functional data
by Aston, John A.D. & Kirch, Claudia
- 221-235 Non-convex penalized estimation in high-dimensional models with single-index structure
by Wang, Tao & Xu, Pei-Rong & Zhu, Li-Xing
- 236-253 Testing for symmetries in multivariate inverse problems
by Birke, Melanie & Bissantz, Nicolai
- 254-263 Smoothed empirical likelihood for ROC curves with censored data
by Yang, Hanfang & Zhao, Yichuan
2012, Volume 108, Issue C
- 1-14 Quantiles for finite and infinite dimensional data
by Fraiman, Ricardo & Pateiro-López, Beatriz
- 15-27 Efficient algorithm for estimating the parameters of a chirp signal
by Lahiri, Ananya & Kundu, Debasis & Mitra, Amit
- 28-40 Bayesian nonlinear regression for large p small n problems
by Chakraborty, Sounak & Ghosh, Malay & Mallick, Bani K.
- 41-52 On the upper bound of the number of modes of a multivariate normal mixture
by Ray, Surajit & Ren, Dan
- 53-66 Estimation of parameters in the growth curve model via an outer product least squares approach for covariance
by Hu, Jianhua & Liu, Fuxiang & Ahmed, S. Ejaz
- 67-89 Characteristic function-based hypothesis tests under weak dependence
by Leucht, Anne
2012, Volume 107, Issue C
- 1-23 Efficient Hellinger distance estimates for semiparametric models
by Wu, Jingjing & Karunamuni, Rohana J.
- 24-39 Phase transition in limiting distributions of coherence of high-dimensional random matrices
by Tony Cai, T. & Jiang, Tiefeng
- 40-52 Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors
by Pynnönen, Seppo
- 53-63 A study of the effect of kurtosis on discriminant analysis under elliptical populations
by Arevalillo, Jorge M. & Navarro, Hilario
- 64-70 On the test for the homogeneity of a parameter matrix with some rows constrained by synchronized order restrictions
by Hu, Xiaomi & Banerjee, Arijit
- 71-89 Nonparametric estimation of multivariate scale mixtures of uniform densities
by Pavlides, Marios G. & Wellner, Jon A.
- 90-103 Graphical models for multivariate Markov chains
by Colombi, R. & Giordano, S.
- 104-118 Unconstrained models for the covariance structure of multivariate longitudinal data
by Kim, Chulmin & Zimmerman, Dale L.
- 119-140 Model selection and estimation in the matrix normal graphical model
by Yin, Jianxin & Li, Hongzhe
- 141-161 Improved chi-squared tests for a composite hypothesis
by Kakizawa, Yoshihide
- 162-168 On the border of extreme and mild spiked models in the HDLSS framework
by Lee, Myung Hee
- 169-180 A generalized multivariate kurtosis ordering and its applications
by Wang, Jin & Zhou, Weihua
- 181-199 A direct bootstrapping technique and its application to a novel goodness of fit test
by Radulovic, Dragan
- 200-209 A simple and efficient Bayesian procedure for selecting dimensionality in multidimensional scaling
by Oh, Man-Suk
- 210-226 A conditional independence test for dependent data based on maximal conditional correlation
by Cheng, Yu-Hsiang & Huang, Tzee-Ming
- 227-231 A new mixture representation for multivariate t
by Iranmanesh, A. & Arashi, M. & Nagar, D.K. & Nadarajah, S. & Tabatabaey, S.M.M.
- 232-243 James–Stein type estimators of variances
by Tong, Tiejun & Jang, Homin & Wang, Yuedong
- 244-262 Bootstrap confidence bands and partial linear quantile regression
by Song, Song & Ritov, Ya’acov & Härdle, Wolfgang K.
- 263-281 Error covariance matrix correction based approach to functional coefficient regression models with generated covariates
by Li, XiaoLi & You, JinHong
- 282-305 Parameter estimation in a spatial unilateral unit root autoregressive model
by Baran, Sándor & Pap, Gyula
- 306-318 Trimmed regions induced by parameters of a probability
by Cascos, Ignacio & López-Díaz, Miguel
- 319-335 Empirical processes for infinite variance autoregressive models
by Bouhaddioui, Chafik & Ghoudi, Kilani
2012, Volume 106, Issue C
- 1-16 Parametric bootstrap methods for bias correction in linear mixed models
by Kubokawa, Tatsuya & Nagashima, Bui
- 17-35 Large deviations for random matricial moment problems
by Gamboa, Fabrice & Nagel, Jan & Rouault, Alain & Wagener, Jens
- 36-48 Local Walsh-average regression
by Feng, Long & Zou, Changliang & Wang, Zhaojun
- 49-56 Smoothness of conditional independence models for discrete data
by Forcina, Antonio
- 57-71 Model selection for integrated autoregressive processes of infinite order
by Ing, Ching-Kang & Sin, Chor-yiu & Yu, Shu-Hui
- 72-79 Application of H-likelihood to factor analysis models with binary response data
by Wu, Jianmin & Bentler, Peter M.
- 80-91 Information, data dimension and factor structure
by Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J.
- 92-117 Asymptotic normality of support vector machine variants and other regularized kernel methods
by Hable, Robert
- 118-146 Edgeworth expansions for GEL estimators
by Kundhi, Gubhinder & Rilstone, Paul
- 147-166 Root-n estimability of some missing data models
by Yuan, Ao & Xu, Jinfeng & Zheng, Gang
- 167-177 On sample eigenvalues in a generalized spiked population model
by Bai, Zhidong & Yao, Jianfeng
- 178-186 Characterization of multivariate heavy-tailed distribution families via copula
by Weng, Chengguo & Zhang, Yi
- 187-211 Semiparametric likelihood estimation in survival models with informative censoring
by Lu, Zudi & Zhang, Wenyang
- 212-228 Covariance selection and multivariate dependence
by Bhattacharya, Bhaskar
2012, Volume 105, Issue 1
- 1-17 Sparse estimation in functional linear regression
by Lee, Eun Ryung & Park, Byeong U.
- 18-31 Multivariate versions of Bartlett’s formula
by Su, Nan & Lund, Robert
- 32-44 Robust empirical likelihood inference for generalized partial linear models with longitudinal data
by Qin, Guoyou & Bai, Yang & Zhu, Zhongyi
- 45-54 Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data
by Balakrishnan, Narayanaswamy & Belzunce, Félix & Sordo, Miguel A. & Suárez-Llorens, Alfonso
- 55-67 Functions operating on multivariate distribution and survival functions—With applications to classical mean-values and to copulas
by Ressel, Paul
- 68-84 One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic
by Li, Hongfei & Calder, Catherine A. & Cressie, Noel
- 85-111 Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
by Li, Gaorong & Lin, Lu & Zhu, Lixing
- 112-123 Second-order accuracy of depth-based bootstrap confidence regions
by Wei, Bei & Lee, Stephen M.S.
- 124-140 Asymptotic distribution of two-sample empirical U-quantiles with applications to robust tests for shifts in location
by Dehling, Herold & Fried, Roland
- 141-150 Multivariate Behrens–Fisher problem with missing data
by Krishnamoorthy, K. & Yu, Jianqi
- 151-163 Direct variable selection for discrimination among several groups
by Nkiet, Guy Martial
- 164-175 Difference based ridge and Liu type estimators in semiparametric regression models
by Akdeniz Duran, Esra & Härdle, Wolfgang Karl & Osipenko, Maria
- 176-192 Tail dependence between order statistics
by Ferreira, Helena & Ferreira, Marta
- 193-215 Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations
by Yata, Kazuyoshi & Aoshima, Makoto
- 216-221 On the convergence of row-modification algorithm for matrix projections
by Hu, Xiaomi & Hansohm, Jürgen & Hoffmann, Linda & Zohner, Ye Emma
- 222-240 An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic
by Bardet, Jean-Marc & Dola, Béchir
- 241-257 Exceedance probability of the integral of a stochastic process
by Ferreira, Ana & de Haan, Laurens & Zhou, Chen
- 258-275 Data sharpening methods in multivariate local quadratic regression
by Wang, Xiaoying & Jiang, Song & Yin, Junping
- 276-284 Corrected empirical likelihood inference for right-censored partially linear single-index model
by Huang, Zhensheng & Pang, Zhen
- 285-299 Estimation for a marginal generalized single-index longitudinal model
by Xu, Peirong & Zhu, Lixing
- 300-310 Bayesian analysis of multivariate t linear mixed models using a combination of IBF and Gibbs samplers
by Wang, Wan-Lun & Fan, Tsai-Hung
- 311-321 General linear mixed model and signal extraction problem with constraint
by Dermoune, Azzouz & Rahmania, Nadji & Wei, Tianwen
- 322-347 Bootstrap testing for discontinuities under long-range dependence
by Beran, Jan & Shumeyko, Yevgen
- 348-367 Estimation of high-dimensional linear factor models with grouped variables
by Heaton, Chris & Solo, Victor
- 368-379 Self-consistent estimation of censored quantile regression
by Peng, Limin
- 380-396 Parametrizations and reference priors for multinomial decomposable graphical models
by Consonni, Guido & Massam, Hélène
- 397-411 Principled sure independence screening for Cox models with ultra-high-dimensional covariates
by Zhao, Sihai Dave & Li, Yi
- 412-421 The Schur concavity, Schur multiplicative and harmonic convexities of the second dual form of the Hamy symmetric function with applications
by Chu, Yu-Ming & Xia, Wei-Feng & Zhang, Xiao-Hui
- 422-432 Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
by Lai, Peng & Wang, Qihua & Lian, Heng
February 2012, Volume 104, Issue 1
- 1-15 A note on the power superiority of the restricted likelihood ratio test
by Praestgaard, Jens
- 16-38 Adaptive nonparametric regression on spin fiber bundles
by Durastanti, Claudio & Geller, Daryl & Marinucci, Domenico
- 39-55 On a dimension reduction regression with covariate adjustment
by Zhang, Jun & Zhu, Li-Ping & Zhu, Li-Xing
- 56-72 Jackknife-blockwise empirical likelihood methods under dependence
by Zhang, Rongmao & Peng, Liang & Qi, Yongcheng
- 73-87 Multivariate measures of skewness for the skew-normal distribution
by Balakrishnan, N. & Scarpa, Bruno
- 88-100 An adaptive estimation of MAVE
by Wang, Qin & Yao, Weixin
- 101-114 A note on testing hypotheses for stationary processes in the frequency domain
by Dette, Holger & Hildebrandt, Thimo
- 115-125 A test of location for exchangeable multivariate normal data with unknown correlation
by Follmann, Dean & Proschan, Michael
- 126-139 Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions
by Caro-Lopera, Francisco J. & Leiva, Víctor & Balakrishnan, N.
- 140-158 Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances
by Chaturvedi, Anoop & Gupta, Suchita & Bhatti, M. Ishaq
- 159-173 Relational models for contingency tables
by Klimova, Anna & Rudas, Tamás & Dobra, Adrian
January 2012, Volume 103, Issue 1
- 1-18 Cornish-Fisher expansions using sample cumulants and monotonic transformations
by Ogasawara, Haruhiko
- 19-34 Hierarchical subspace models for contingency tables
by Hara, Hisayuki & Sei, Tomonari & Takemura, Akimichi
- 35-47 Qualitative and infinitesimal robustness of tail-dependent statistical functionals
by Krätschmer, Volker & Schied, Alexander & Zähle, Henryk
- 48-57 Testing for positive evidence of equally likely outcomes
by Frey, Jesse
- 58-67 Time-varying coefficient estimation in differential equation models with noisy time-varying covariates
by Hong, Zhaoping & Lian, Heng
- 68-76 Admissible prediction in superpopulation models with random regression coefficients under matrix loss function
by Xu, Li-Wen & Yu, Sheng-Hua
- 77-92 Statistical theory of shape under elliptical models and singular value decompositions
by Díaz-García, José A. & Caro-Lopera, Francisco J.
- 93-106 On prediction rate in partial functional linear regression
by Shin, Hyejin & Lee, Myung Hee
- 107-115 Some notes on extremal discriminant analysis
by Manjunath, B.G. & Frick, Melanie & Reiss, Rolf-Dieter
- 116-123 Partially linear single-index beta regression model and score test
by Zhao, Weihua & Zhang, Riquan & Huang, Zhensheng & Feng, Jingyan
- 124-141 Nonparametric and semiparametric optimal transformations of markers
by Chiang, Chin-Tsang & Chiu, Chih-Heng
- 142-150 On computing signatures of coherent systems
by Da, Gaofeng & Zheng, Ben & Hu, Taizhong
- 151-160 On the asymptotics of numbers of observations in random regions determined by order statistics
by Dembinska, Anna & Iliopoulos, George
- 161-162 Letter to the editor
by Cuesta-Albertos, J.A. & del Barrio, E. & Fraiman, R. & Matrán, C.
November 2011, Volume 102, Issue 10
- 1321-1338 Difference based estimation for partially linear regression models with measurement errors
by Zhao, Haibing & You, Jinhong
- 1339-1343 Consistent multiple testing for change points
by Chen, Kuo-mei & Cohen, Arthur & Sackrowitz, Harold
- 1344-1360 The complete mixability and convex minimization problems with monotone marginal densities
by Wang, Bin & Wang, Ruodu
- 1361-1373 Classification of a screened data into one of two normal populations perturbed by a screening scheme
by Kim, Hea-Jung
- 1374-1387 Variable selection in model-based discriminant analysis
by Maugis, C. & Celeux, G. & Martin-Magniette, M.-L.
- 1388-1398 On a model selection problem from high-dimensional sample covariance matrices
by Chen, J. & Delyon, B. & Yao, J.-F.
- 1399-1409 Generalized Marshall-Olkin distributions and related bivariate aging properties
by Li, Xiaohu & Pellerey, Franco
- 1410-1416 On signature-based expressions of system reliability
by Marichal, Jean-Luc & Mathonet, Pierre & Waldhauser, Tamás
- 1417-1428 Empirical Bayes predictive densities for high-dimensional normal models
by Xu, Xinyi & Zhou, Dunke
- 1429-1444 A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators
by Kubokawa, Tatsuya & Strawderman, William E.
- 1445-1453 An approach to modeling asymmetric multivariate spatial covariance structures
by Li, Bo & Zhang, Hao
- 1454-1471 Tail order and intermediate tail dependence of multivariate copulas
by Hua, Lei & Joe, Harry
- 1472-1488 Testing model assumptions in functional regression models
by Bücher, Axel & Dette, Holger & Wieczorek, Gabriele
October 2011, Volume 102, Issue 9
- 1241-1255 Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model
by Kano, Yutaka & Takai, Keiji
- 1256-1262 Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance
by Zinodiny, S. & Strawderman, W.E. & Parsian, A.
- 1263-1279 Improved transformed deviance statistic for testing a logistic regression model
by Taneichi, Nobuhiro & Sekiya, Yuri & Toyama, Jun
- 1280-1292 Estimates of MM type for the multivariate linear model
by Kudraszow, Nadia L. & Maronna, Ricardo A.
- 1293-1301 Characterization theorems for some classes of covariance functions associated to vector valued random fields
by Porcu, Emilio & Zastavnyi, Viktor
- 1302-1314 Semiparametric analysis in double-sampling designs via empirical likelihood
by Yu, Wen
- 1315-1319 Superefficient estimation of the marginals by exploiting knowledge on the copula
by Einmahl, John H.J. & van den Akker, Ramon
September 2011, Volume 102, Issue 8
August 2011, Volume 102, Issue 7
- 1105-1117 Characteristic functions of scale mixtures of multivariate skew-normal distributions
by Kim, Hyoung-Moon & Genton, Marc G.
- 1118-1125 Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes
by Shishebor, Z. & Soltani, A.R. & Zamani, A.
- 1126-1140 Nonparametric additive model-assisted estimation for survey data
by Wang, Li & Wang, Suojin
- 1141-1151 Consistent tuning parameter selection in high dimensional sparse linear regression
by Wang, Tao & Zhu, Lixing
- 1152-1165 Bayesian MAP model selection of chain event graphs
by Freeman, G. & Smith, J.Q.
- 1166-1174 Semi-varying coefficient models with a diverging number of components
by Li, Gaorong & Xue, Liugen & Lian, Heng
July 2011, Volume 102, Issue 6
- 993-1007 On qualitative robustness of support vector machines
by Hable, Robert & Christmann, Andreas
- 1008-1017 On the Gaussian approximation of vector-valued multiple integrals
by Noreddine, Salim & Nourdin, Ivan
- 1018-1031 Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality
by Hwang, S.Y. & Basawa, I.V.
- 1032-1046 On the maximum of covariance estimators
by Jirak, Moritz
- 1047-1063 A copula-based model of speculative price dynamics in discrete time
by Cherubini, Umberto & Mulinacci, Sabrina & Romagnoli, Silvia
- 1064-1079 Bahadur representation for U-quantiles of dependent data
by Wendler, Martin
- 1080-1089 Asymptotic expansions for a class of tests for a general covariance structure under a local alternative
by Shimizu, Hiroaki & Wakaki, Hirofumi
- 1090-1103 Some tests for the covariance matrix with fewer observations than the dimension under non-normality
by Srivastava, Muni S. & Kollo, Tõnu & von Rosen, Dietrich
May 2011, Volume 102, Issue 5
- 871-883 Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach
by Carter, Christopher K. & Wong, Frederick & Kohn, Robert
- 884-895 The proportional hazards model for survey data from independent and clustered super-populations
by Rubin-Bleuer, Susana
- 896-907 Bounds for mixtures of order statistics from exponentials and applications
by Paltanea, Eugen
- 908-917 Numbers of near bivariate record-concomitant observations
by Bairamov, I. & Stepanov, A.
- 918-930 Parametric estimation of a bivariate stable Lévy process
by Esmaeili, Habib & Klüppelberg, Claudia
- 931-936 Extensions of system signatures to dependent lifetimes: Explicit expressions and interpretations
by Marichal, Jean-Luc & Mathonet, Pierre
- 937-947 Efficient empirical-likelihood-based inferences for the single-index model
by Huang, Zhensheng & Zhang, Riquan
- 948-957 On Pearson-Kotz Dirichlet distributions
by Balakrishnan, N. & Hashorva, E.
- 958-976 Some new results on convolutions of heterogeneous gamma random variables
by Zhao, Peng
- 977-991 Multivariate extreme models based on underlying skew-t and skew-normal distributions
by Padoan, Simone A.
April 2011, Volume 102, Issue 4
- 723-740 Empirical likelihood for semiparametric regression model with missing response data
by Xue, Liugen & Xue, Dong
- 741-767 Some theoretical properties of Silverman's method for Smoothed functional principal component analysis
by Qi, Xin & Zhao, Hongyu
- 768-780 High dimensional data analysis using multivariate generalized spatial quantiles
by Mukhopadhyay, Nitai D. & Chatterjee, Snigdhansu
- 781-788 Convergence proof of matrix dynamics for online linear discriminant analysis
by Hiraoka, Kazuyuki
- 789-800 A numerical method for minimum distance estimation problems
by Cervellera, C. & Macciò, D.
- 801-815 Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions
by Sheena, Yo & Takemura, Akimichi
- 816-827 Tests for independence in non-parametric heteroscedastic regression models
by Hlávka, Zdenek & Husková, Marie & Meintanis, Simos G.
- 828-846 -Consistent robust integration-based estimation
by Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan
- 847-868 Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices
by Dharmawansa, Prathapasinghe & McKay, Matthew R.
- 869-870 Erratum to "Construction of asymmetric multivariate copulas" [J. Multivariate Anal. 99 (2008) 2234-2250]
by Liebscher, Eckhard
March 2011, Volume 102, Issue 3
- 393-404 Monotonicity properties of multivariate distribution and survival functions -- With an application to Lévy-frailty copulas
by Ressel, Paul
- 405-421 Weighted-mean trimming of multivariate data
by Dyckerhoff, Rainer & Mosler, Karl
- 422-447 Structural test in regression on functional variables
by Delsol, Laurent & Ferraty, Frédéric & Vieu, Philippe
- 448-467 Wavelet estimation of conditional density with truncated, censored and dependent data
by Liang, Han-Ying & de Uña-Álvarez, Jacobo
- 468-481 Nonparametric estimation of the anisotropic probability density of mixed variables
by Efromovich, Sam
- 482-495 Vectors of two-parameter Poisson-Dirichlet processes
by Leisen, Fabrizio & Lijoi, Antonio
- 496-505 Estimating structural VARMA models with uncorrelated but non-independent error terms
by Boubacar Mainassara, Y. & Francq, C.
- 506-520 Local likelihood estimation for nonstationary random fields
by Anderes, Ethan B. & Stein, Michael L.
- 521-527 Multivariate linear recursions with Markov-dependent coefficients
by Hay, Diana & Rastegar, Reza & Roitershtein, Alexander
- 528-549 Autoregressive process modeling via the Lasso procedure
by Nardi, Y. & Rinaldo, A.
- 550-562 A link-free method for testing the significance of predictors
by Zeng, Peng
- 563-578 Log-linear Poisson autoregression
by Fokianos, Konstantinos & Tjøstheim, Dag
- 579-600 Minimum distance conditional variance function checking in heteroscedastic regression models
by Samarakoon, Nishantha & Song, Weixing
- 601-618 Statistical inference using a weighted difference-based series approach for partially linear regression models
by Ai, Chunrong & You, Jinhong & Zhou, Yong
- 619-628 Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components
by Bekker, A. & Roux, J.J.J. & Arashi, M.
- 629-640 Restricted one way analysis of variance using the empirical likelihood ratio test
by Yu, Wen & El Barmi, Hammou & Ying, Zhiliang
- 641-660 Conditional and unconditional methods for selecting variables in linear mixed models
by Kubokawa, Tatsuya
- 661-673 Blockwise empirical likelihood for time series of counts
by Wu, Rongning & Cao, Jiguo
- 674-682 Composing the cumulative quantile regression function and the Goldie concentration curve
by Tse, SzeMan
- 683-697 Estimation of a multivariate stochastic volatility density by kernel deconvolution
by Van Es, Bert & Spreij, Peter
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