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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
April 2010, Volume 101, Issue 4
- 909-925 On connectivity of fibers with positive marginals in multiple logistic regression
by Hara, Hisayuki & Takemura, Akimichi & Yoshida, Ruriko
- 926-935 Asymptotics of the norm of elliptical random vectors
by Hashorva, Enkelejd
- 936-948 Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient
by Ogasawara, Haruhiko
- 949-963 Boundary kernels for adaptive density estimators on regions with irregular boundaries
by Marshall, Jonathan C. & Hazelton, Martin L.
- 964-970 Some new results on multivariate dispersive ordering of generalized order statistics
by Xie, Hongmei & Hu, Taizhong
- 971-983 The extent of the maximum likelihood estimator for the extreme value index
by Zhou, Chen
- 984-998 Trimmed portmanteau test for linear processes with infinite variance
by Lee, Sangyeol & Tim Ng, Chi
- 999-1015 Asymptotic distributions of two "synthetic data" estimators for censored single-index models
by Lu, Xuewen
- 1016-1025 Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications
by Li, Xiaohu & Da, Gaofeng
- 1026-1041 Statistical inference for the index parameter in single-index models
by Zhang, Riquan & Huang, Zhensheng & Lv, Yazhao
March 2010, Volume 101, Issue 3
- 491-499 A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its ageing and dependence properties
by Franco, Manuel & Vivo, Juana-María
- 500-511 Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability
by Sapatinas, Theofanis & Shanbhag, Damodar N.
- 512-524 Semiparametric Bayesian measurement error modeling
by Casanova, María P. & Iglesias, Pilar & Bolfarine, Heleno & Salinas, Victor H. & Peña, Alexis
- 525-540 PRIM analysis
by Polonik, Wolfgang & Wang, Zailong
- 541-554 Likelihood ratio tests of correlated multivariate samples
by Lim, Johan & Li, Erning & Lee, Shin-Jae
- 555-567 The Dirichlet Markov Ensemble
by Chafaï, Djalil
- 568-582 Three-way analysis of imprecise data
by Giordani, Paolo
- 583-593 Near-exact distributions for the independence and sphericity likelihood ratio test statistics
by Coelho, Carlos A. & Marques, Filipe J.
- 594-602 Estimation of means of multivariate normal populations with order restriction
by Ma, Tiefeng & Wang, Songgui
- 603-620 Finite-sample inference with monotone incomplete multivariate normal data, II
by Chang, Wan-Ying & Richards, Donald St. P.
- 621-639 On Beveridge-Nelson decomposition and limit theorems for linear random fields
by Paulauskas, Vygantas
- 640-644 Conditional ordering of order statistics
by Zhuang, Weiwei & Yao, Junchao & Hu, Taizhong
- 645-656 Circular law, extreme singular values and potential theory
by Pan, Guangming & Zhou, Wang
- 657-678 The Stein phenomenon for monotone incomplete multivariate normal data
by Richards, Donald St. P. & Yamada, Tomoya
- 679-691 Multivariate failure times regression with a continuous auxiliary covariate
by Liu, Yanyan & Wu, Yuanshan & Zhou, Haibo
- 692-705 The rank of the covariance matrix of an evanescent field
by Kliger, Mark & Francos, Joseph M.
- 706-717 Robust estimation in a nonlinear cointegration model
by Chen, Jia & Li, Degui & Zhang, Lixin
- 718-732 Empirical likelihood inference in partially linear single-index models for longitudinal data
by Li, Gaorong & Zhu, Lixing & Xue, Liugen & Feng, Sanying
- 733-748 Asymptotic distribution of the OLS estimator for a mixed spatial model
by Mynbaev, Kairat T.
- 749-763 Some comments on goodness-of-fit tests for the parametric form of the copula based on L2-distances
by Bücher, Axel & Dette, Holger
February 2010, Volume 101, Issue 2
- 305-306 High-dimensional data: a fascinating statistical challenge
by Ferraty, F.
- 307-315 Functional semiparametric partially linear model with autoregressive errors
by Dabo-Niang, Sophie & Guillas, Serge
- 316-326 K-sample subsampling in general spaces: The case of independent time series
by Politis, Dimitris N. & Romano, Joseph P.
- 327-339 Measures of influence for the functional linear model with scalar response
by Febrero-Bande, Manuel & Galeano, Pedro & González-Manteiga, Wenceslao
- 340-351 Wiener processes with random effects for degradation data
by Wang, Xiao
- 352-367 Testing the stability of the functional autoregressive process
by Horváth, Lajos & Husková, Marie & Kokoszka, Piotr
- 368-373 Inference on periodograms of infinite dimensional discrete time periodically correlated processes
by Soltani, A.R. & Shishebor, Z. & Zamani, A.
- 374-384 Operator trigonometry of multivariate finance
by Gustafson, Karl
- 385-394 On the integral with respect to the tensor product of two random measures
by Boudou, Alain & Romain, Yves
- 395-408 Thresholding projection estimators in functional linear models
by Cardot, Hervé & Johannes, Jan
- 409-418 Cokriging for spatial functional data
by Nerini, David & Monestiez, Pascal & Manté, Claude
- 419-433 Functional nonparametric estimation of conditional extreme quantiles
by Gardes, Laurent & Girard, Stéphane & Lekina, Alexandre
- 434-446 Singular value decomposition of large random matrices (for two-way classification of microarrays)
by Bolla, Marianna & Friedl, Katalin & Krámli, András
- 447-463 Robustness of reweighted Least Squares Kernel Based Regression
by Debruyne, Michiel & Christmann, Andreas & Hubert, Mia & Suykens, Johan A.K.
- 464-475 Inference under functional proportional and common principal component models
by Boente, Graciela & Rodriguez, Daniela & Sued, Mariela
- 476-490 Estimation of the regression operator from functional fixed-design with correlated errors
by Benhenni, K. & Hedli-Griche, S. & Rachdi, M.
January 2010, Volume 101, Issue 1
- 1-10 Asymptotic properties of the Bernstein density copula estimator for [alpha]-mixing data
by Bouezmarni, Taoufik & Rombouts, Jeroen V.K. & Taamouti, Abderrahim
- 11-31 A nonparametric approach to 3D shape analysis from digital camera images -- I
by Patrangenaru, V. & Liu, X. & Sugathadasa, S.
- 32-43 Noncentral elliptical configuration density
by Caro-Lopera, Francisco J. & Díaz-García, José A. & González-Farías, Graciela
- 44-51 On hazard rate ordering of the sums of heterogeneous geometric random variables
by Zhao, Peng & Hu, Taizhong
- 52-67 Study of some measures of dependence between order statistics and systems
by Navarro, Jorge & Balakrishnan, N.
- 68-76 Energy discriminant analysis, quantum logic, and fuzzy sets
by Melnichenko, Grigorii
- 77-100 Representations of SO(3) and angular polyspectra
by Marinucci, D. & Peccati, G.
- 101-112 High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound
by Kato, Naohiro & Yamada, Takayuki & Fujikoshi, Yasunori
- 113-125 Bivariate Birnbaum-Saunders distribution and associated inference
by Kundu, Debasis & Balakrishnan, N. & Jamalizadeh, A.
- 126-137 Central limit theorem and the bootstrap for U-statistics of strongly mixing data
by Dehling, Herold & Wendler, Martin
- 138-153 Projection based scatter depth functions and associated scatter estimators
by Zhou, Weihua & Dang, Xin
- 154-164 Extending the multivariate generalised t and generalised VG distributions
by Fung, Thomas & Seneta, Eugene
- 165-176 On the right spread order of convolutions of heterogeneous exponential random variables
by Kochar, Subhash & Xu, Maochao
- 177-190 Bounds for the sum of dependent risks having overlapping marginals
by Embrechts, Paul & Puccetti, Giovanni
- 191-199 Compatibility of discrete conditional distributions with structural zeros
by Wang, Yuchung J. & Kuo, Kun-Lin
- 200-222 Thresholding methods to estimate copula density
by Autin, F. & Le Pennec, E. & Tribouley, K.
- 223-239 Testing quasi-independence for truncation data
by Emura, Takeshi & Wang, Weijing
- 240-251 Empirical likelihood for median regression model with designed censoring variables
by Zhong, Pingshou & Cui, Hengjian
- 252-270 Tail dependence functions and vine copulas
by Joe, Harry & Li, Haijun & Nikoloulopoulos, Aristidis K.
- 271-290 An integral transform method for estimating the central mean and central subspaces
by Zeng, Peng & Zhu, Yu
- 291-304 Multivariate comonotonicity
by Puccetti, Giovanni & Scarsini, Marco
November 2009, Volume 100, Issue 10
- 2137-2154 Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model
by Komaki, Fumiyasu
- 2155-2166 An extended class of minimax generalized Bayes estimators of regression coefficients
by Maruyama, Yuzo & Strawderman, William E.
- 2167-2177 The limit of the partial sums process of spatial least squares residuals
by Bischoff, Wolfgang & Somayasa, Wayan
- 2178-2194 On least squares estimation for long-memory lattice processes
by Beran, Jan & Ghosh, Sucharita & Schell, Dieter
- 2195-2213 Convex and star-shaped sets associated with multivariate stable distributions, I: Moments and densities
by Molchanov, Ilya
- 2214-2223 Regression analysis of multivariate recurrent event data with time-varying covariate effects
by Sun, Liuquan & Zhu, Liang & Sun, Jianguo
- 2224-2236 Nearest neighbor conditional estimation for Harris recurrent Markov chains
by Sancetta, Alessio
- 2237-2253 Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
by Konno, Yoshihiko
- 2254-2269 Estimation of a change-point in the mean function of functional data
by Aue, Alexander & Gabrys, Robertas & Horváth, Lajos & Kokoszka, Piotr
- 2270-2286 Independent rule in classification of multivariate binary data
by Park, Junyong
- 2287-2295 Mean width of random polytopes in a reasonably smooth convex body
by Böröczky, K.J. & Fodor, F. & Reitzner, M. & Vígh, V.
- 2296-2304 Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
by Tsukuma, Hisayuki
- 2305-2312 Sphericity test in a GMANOVA-MANOVA model with normal error
by Bai, Peng
- 2313-2323 Initial classification of joint data in EM estimation of latent class joint model
by Han, Jun
- 2324-2330 Hessian orders and multinormal distributions
by Arlotto, Alessandro & Scarsini, Marco
- 2331-2336 On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix
by Ghosh, Malay & Mergel, Victor
- 2337-2351 Analysis of multivariate skew normal models with incomplete data
by Lin, Tsung I. & Ho, Hsiu J. & Chen, Chiang L.
- 2352-2363 Modeling covariance matrices via partial autocorrelations
by Daniels, M.J. & Pourahmadi, M.
- 2364-2375 Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators
by Bissantz, Nicolai & Birke, Melanie
- 2376-2388 Robustness of Stein-type estimators under a non-scalar error covariance structure
by Zhang, Xinyu & Chen, Ti & Wan, Alan T.K. & Zou, Guohua
- 2389-2405 Statistical estimation in varying coefficient models with surrogate data and validation sampling
by Wang, Qihua & Zhang, Riquan
October 2009, Volume 100, Issue 9
- 1867-1882 Nonparametric inference for extrinsic means on size-and-(reflection)-shape manifolds with applications in medical imaging
by Bandulasiri, Ananda & Bhattacharya, Rabi N. & Patrangenaru, Vic
- 1883-1899 Finite-sample inference with monotone incomplete multivariate normal data, I
by Chang, Wan-Ying & Richards, Donald St.P.
- 1900-1918 Normal distribution based pseudo ML for missing data: With applications to mean and covariance structure analysis
by Yuan, Ke-Hai
- 1919-1937 Multiple imputation and other resampling schemes for imputing missing observations
by Srivastava, Muni S. & Dolatabadi, Mohammad
- 1938-1951 A mixture model-based approach to the clustering of exponential repeated data
by Martinez, M.J. & Lavergne, C. & Trottier, C.
- 1952-1961 Moderate deviation principle for autoregressive processes
by Yu, Miao & Si, Shen
- 1962-1978 Weyl eigenvalue asymptotics and sharp adaptation on vector bundles
by Kim, Peter T. & Koo, Ja-Yong & Luo, Zhi-Ming
- 1979-1988 Quadratic prediction and quadratic sufficiency in finite populations
by Liu, Xu-Qing & Wang, Dong-Dong & Rong, Jian-Ying
- 1989-2001 Generating random correlation matrices based on vines and extended onion method
by Lewandowski, Daniel & Kurowicka, Dorota & Joe, Harry
- 2002-2017 Influence diagnostics and outlier tests for varying coefficient mixed models
by Li, Zaixing & Xu, Wangli & Zhu, Lixing
- 2018-2030 Maximum likelihood inference for the Cox regression model with applications to missing covariates
by Chen, Ming-Hui & Ibrahim, Joseph G. & Shao, Qi-Man
- 2031-2043 Bayesian analysis of non-linear structural equation models with non-ignorable missing outcomes from reproductive dispersion models
by Tang, Nian-Sheng & Chen, Xing & Fu, Ying-Zi
- 2044-2054 On asymptotic theory for multivariate GARCH models
by Hafner, Christian M. & Preminger, Arie
- 2055-2064 Concentration inequality for evolutionary trees
by Mariadassou, M. & Bar-Hen, A.
- 2065-2082 On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding
by Pötscher, Benedikt M. & Leeb, Hannes
- 2083-2099 A quantile-copula approach to conditional density estimation
by Faugeras, Olivier P.
- 2100-2111 Automatic model selection for partially linear models
by Ni, Xiao & Zhang, Hao Helen & Zhang, Daowen
- 2112-2125 Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
by Jin, Baisuo & Wang, Cheng & Miao, Baiqi & Lo Huang, Mong-Na
- 2126-2136 Robust and accurate inference for generalized linear models
by Lô, Serigne N. & Ronchetti, Elvezio
September 2009, Volume 100, Issue 8
- 1587-1592 On the range of heterogeneous samples
by Genest, Christian & Kochar, Subhash C. & Xu, Maochao
- 1593-1609 On the sensitivity of the one-sided t test to covariance misspecification
by Qin, Huaizhen & Wan, Alan T.K. & Zou, Guohua
- 1610-1621 Simultaneous credible intervals for small area estimation problems
by Ganesh, N.
- 1622-1633 Consistency of general bootstrap methods for degenerate U-type and V-type statistics
by Leucht, Anne & Neumann, Michael H.
- 1634-1644 Multivariate semi-Weibull distributions
by Yeh, Hsiaw-Chan
- 1645-1656 Decomposability of high-dimensional diversity measures: Quasi-U-statistics, martingales and nonstandard asymptotics
by Pinheiro, Aluísio & Sen, Pranab Kumar & Pinheiro, Hildete Prisco
- 1657-1669 Stochastic comparisons of multivariate mixture models
by Belzunce, Félix & Mercader, José-Angel & Ruiz, José-María & Spizzichino, Fabio
- 1670-1681 An improved model averaging scheme for logistic regression
by Ghosh, D. & Yuan, Z.
- 1682-1690 Characterizations of the beta distribution on symmetric matrices
by Hassairi, A. & Regaig, O.
- 1691-1705 Frontier estimation with local polynomials and high power-transformed data
by Girard, Séphane & Jacob, Pierre
- 1706-1716 A stochastic restricted ridge regression estimator
by Özkale, M. Revan
- 1717-1726 Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
by Ando, Tomohiro
- 1727-1751 Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations
by Kunitomo, Naoto & Matsushita, Yukitoshi
- 1752-1760 Improved variance estimation under sub-space restriction
by Arashi, M. & Tabatabaey, S.M.M.
- 1761-1776 Estimation of autoregressive models with epsilon-skew-normal innovations
by Bondon, Pascal
- 1777-1791 Characterizations of degree one bivariate measures of concordance
by Edwards, H.H. & Taylor, M.D.
- 1792-1801 Mean residual life order of convolutions of heterogeneous exponential random variables
by Zhao, Peng & Balakrishnan, N.
- 1802-1815 Asymptotics for non-parametric likelihood estimation with doubly censored multivariate failure times
by Deng, Dianliang & Fang, Hong-Bin
- 1816-1829 Asymptotics for argmin processes: Convexity arguments
by Kato, Kengo
- 1830-1844 Quasi-arithmetic means of covariance functions with potential applications to space-time data
by Porcu, Emilio & Mateu, Jorge & Christakos, George
- 1845-1853 An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior
by Maruyama, Yuzo
- 1854-1865 Uniform distributions in a class of convex polyhedrons with applications to drug combination studies
by Tian, Guo-Liang & Fang, Hong-Bin & Tan, Ming & Qin, Hong & Tang, Man-Lai
August 2009, Volume 100, Issue 7
- 1329-1337 Asymptotic distributions of robust shape matrices and scales
by Frahm, Gabriel
- 1338-1352 On the degrees of freedom in shrinkage estimation
by Kato, Kengo
- 1353-1366 Empirical likelihood for linear models with missing responses
by Xue, Liugen
- 1367-1383 Inference for multivariate normal mixtures
by Chen, Jiahua & Tan, Xianming
- 1384-1397 Coverage of generalized confidence intervals
by Roy, Anindya & Bose, Arup
- 1398-1411 Multivariate limited translation hierarchical Bayes estimators
by Ghosh, Malay & Papageorgiou, Georgios & Forrester, Janet
- 1412-1431 Two-step generalised empirical likelihood inference for semiparametric models
by Bravo, Francesco
- 1432-1439 Comparison of hyperbolic and constant width simultaneous confidence bands in multiple linear regression under MVCS criterion
by Liu, W. & Hayter, A.J. & Piegorsch, W.W. & Ah-Kine, P.
- 1440-1446 Predictive inference for singular multivariate elliptically contoured distributions
by Liu, Jin Shan & Ip, Wai Cheung & Wong, Heung
- 1447-1464 The simplex dispersion ordering and its application to the evaluation of human corneal endothelia
by Ayala, Guillermo & López-Díaz, Miguel
- 1465-1486 Bandwidth selection for a data sharpening estimator in nonparametric regression
by Naito, Kanta & Yoshizaki, Masahiro
- 1487-1497 Using bimodal kernel for inference in nonparametric regression with correlated errors
by Kim, Tae Yoon & Park, Byeong U. & Moon, Myung Sang & Kim, Chiho
- 1498-1520 Use of prior information in the consistent estimation of regression coefficients in measurement error models
by Shalabh & Garg, Gaurav & Misra, Neeraj
- 1521-1537 Tails of multivariate Archimedean copulas
by Charpentier, Arthur & Segers, Johan
- 1538-1550 Regular variation and related results for the multivariate GARCH(p,q) model with constant conditional correlations
by Fernández, Begoña & Muriel, Nelson
- 1551-1566 Testing independence in nonparametric regression
by Neumeyer, Natalie
- 1567-1585 Lévy-frailty copulas
by Mai, Jan-Frederik & Scherer, Matthias
July 2009, Volume 100, Issue 6
- 1073-1092 Functional estimation for Lvy measures of semimartingales with Poissonian jumps
by Shimizu, Yasutaka
- 1093-1106 Multivariate dependence of spacings of generalized order statistics
by Burkschat, M.
- 1107-1119 A weighted multivariate signed-rank test for cluster-correlated data
by Haataja, Riina & Larocque, Denis & Nevalainen, Jaakko & Oja, Hannu
- 1120-1136 The determinants of cumulative endogeneity bias in multivariate analysis
by Mayston, David
- 1137-1154 Tests of independence among continuous random vectors based on Cramr-von Mises functionals of the empirical copula process
by Kojadinovic, Ivan & Holmes, Mark
- 1155-1167 Branching Markov processes and related asymptotics
by Hwang, S.Y. & Basawa, I.V.
- 1168-1181 Expansions of multivariate Pickands densities and testing the tail dependence
by Frick, Melanie & Reiss, Rolf-Dieter
- 1182-1197 Inference on a regression model with noised variables and serially correlated errors
by You, Jinhong & Zhou, Xian & Zhu, Li-Xing
- 1198-1218 Multivariate mode hunting: Data analytic tools with measures of significance
by Burman, Prabir & Polonik, Wolfgang
- 1219-1231 A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples
by Liang, Han-Ying & de Ua-lvarez, Jacobo
- 1232-1244 On the estimators of model-based and maximal reliability
by Ogasawara, Haruhiko
- 1245-1260 Testing the equality of error distributions from k independent GARCH models
by Chandra, S. Ajay
- 1261-1269 A class of bivariate exponential distributions
by Regoli, Giuliana
- 1270-1281 Flexible modeling based on copulas in nonparametric median regression
by Braekers, Roel & Van Keilegom, Ingrid
- 1282-1290 Canonical representation of conditionally specified multivariate discrete distributions
by Ip, Edward H. & Wang, Yuchung J.
- 1291-1303 Bootstrapping sums of independent but not identically distributed continuous processes with applications to functional data
by Chang, Chung & Todd Ogden, R.
- 1304-1315 Departure from normality of increasing-dimension martingales
by Arbus, Ignacio
- 1316-1327 A note on the Bayes factor in a semiparametric regression model
by Choi, Taeryon & Lee, Jaeyong & Roy, Anindya
May 2009, Volume 100, Issue 5
- 817-820 Characterization of the p-generalized normal distribution
by Sinz, Fabian & Gerwinn, Sebastian & Bethge, Matthias
- 821-834 Signed-rank tests for location in the symmetric independent component model
by Nordhausen, Klaus & Oja, Hannu & Paindaveine, Davy
- 835-850 Probability density estimation for survival data with censoring indicators missing at random
by Wang, Qihua & Liu, Wei & Liu, Chunling
- 851-861 Dealing with label switching in mixture models under genuine multimodality
by Grn, Bettina & Leisch, Friedrich
- 862-875 Nonconcave penalized inverse regression in single-index models with high dimensional predictors
by Zhu, Li-Ping & Zhu, Li-Xing
- 876-887 Multivariate generalized S-estimators
by Roelant, E. & Van Aelst, S. & Croux, C.
- 888-901 Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large
by Sakurai, Tetsuro
- 902-912 Asymptotic expansions in mean and covariance structure analysis
by Ogasawara, Haruhiko
- 913-935 Shrinkage estimation in the frequency domain of multivariate time series
by Bhm, Hilmar & von Sachs, Rainer
- 936-945 Asymptotic normality of test statistics under alternative hypotheses
by Shapiro, Alexander
- 946-951 Multivariate order statistics via multivariate concomitants
by Arnold, Barry C. & Castillo, Enrique & Sarabia, Jos Mara
- 952-962 Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables
by Zhao, Peng & Li, Xiaohu & Balakrishnan, N.
- 963-980 Uncertainty under a multivariate nested-error regression model with logarithmic transformation
by Molina, Isabel
- 981-992 Nonparametric likelihood based estimation for a multivariate Lipschitz density
by Carando, Daniel & Fraiman, Ricardo & Groisman, Pablo
- 993-1028 Local Whittle estimator for anisotropic random fields
by Guo, Hongwen & Lim, Chae Young & Meerschaert, Mark M.
- 1029-1043 Extreme value theory for stochastic integrals of Legendre polynomials
by Aue, Alexander & Horvth, Lajos & Huskov, Marie
- 1044-1060 A refined Jensen's inequality in Hilbert spaces and empirical approximations
by Leorato, S.
- 1061-1072 Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model
by Wu, Xiaoyong & Zou, Guohua & Li, Yingfu
April 2009, Volume 100, Issue 4
- 561-580 Diagonal distribution of a complex non-central Wishart matrix: A new trivariate non-central chi-squared density
by Dharmawansa, Prathapasinghe & McKay, Matthew R.
- 581-593 Bivariate generalized exponential distribution
by Kundu, Debasis & Gupta, Rameshwar D.
- 594-603 Peakedness and peakedness ordering in symmetric distributions
by Elbarmi, Hammou & Mukerjee, Hari
- 604-621 A local spectral approach for assessing time series model misspecification
by McElroy, Tucker & Holan, Scott
- 622-635 Distribution-free tests for polynomial regression based on simplicial depth
by Wellmann, Robin & Harmand, Peter & Müller, Christine H.
- 636-651 Model checking for partially linear models with missing responses at random
by Sun, Zhihua & Wang, Qihua & Dai, Pengjie
- 652-660 Nonlinear principal components, II: Characterization of normal distributions
by Salinelli, Ernesto
- 661-669 Towards theory of generic Principal Component Analysis
by Torokhti, Anatoli & Friedland, Shmuel
- 670-685 On weighting of bivariate margins in pairwise likelihood
by Joe, Harry & Lee, Youngjo
- 686-698 On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
by Baran, Sándor & Pap, Gyula
- 699-714 Principal component geodesics for planar shape spaces
by Huckemann, Stephan & Hotz, Thomas
- 715-725 Monitoring parameter change in time series models
by Gombay, Edit & Serban, Daniel
- 726-741 Improved estimation in multiple linear regression models with measurement error and general constraint
by Liang, Hua & Song, Weixing
- 742-752 Estimation of the precision matrix of multivariate Kotz type model
by Sarr, Amadou & Gupta, Arjun K.
- 753-766 On depth measures and dual statistics. A methodology for dealing with general data
by Cuevas, Antonio & Fraiman, Ricardo
- 767-776 On an additive decomposition of the BLUE in a multiple-partitioned linear model
by Tian, Yongge
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