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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
February 2010, Volume 101, Issue 2
- 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
- 777-793 On the geometry of generalized Gaussian distributions
by Andai, Attila
- 794-815 Existence and consistency of the maximum likelihood estimator for the extreme value index
by Zhou, Chen
- 816-816 Corrigendum to: "The centred parametrization for the multivariate skew-normal distribution" [J. Multivariate Anal. 99 (2008) 1362-1382]
by Arellano-Valle, Reinaldo B. & Azzalini, Adelchi
March 2009, Volume 100, Issue 3
- 309-333 Nonparametric regression estimation with general parametric error covariance
by Martins-Filho, Carlos & Yao, Feng
- 334-344 Integral representations of one-dimensional projections for multivariate stable densities
by Matsui, Muneya & Takemura, Akimichi
- 345-362 The penalized profile sampler
by Cheng, Guang & Kosorok, Michael R.
- 363-376 A continuous spectral density for a random field of continuous-index
by Shaw, Jason
- 377-386 Testing for equality between two copulas
by Rémillard, Bruno & Scaillet, Olivier
- 387-396 Empirical likelihood for heteroscedastic partially linear models
by Lu, Xuewen
- 397-421 Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms
by Bauer, Dietmar
- 422-444 Optimal tests for homogeneity of covariance, scale, and shape
by Hallin, Marc & Paindaveine, Davy
- 445-458 Asymptotically efficient two-sample rank tests for modal directions on spheres
by Tsai, Ming-Tien
- 459-472 A note on bias due to fitting prospective multivariate generalized linear models to categorical outcomes ignoring retrospective sampling schemes
by Mukherjee, Bhramar & Liu, Ivy
- 473-496 Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
by Kakizawa, Yoshihide
- 497-508 Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes
by Zernov, Serguei & Zinde-Walsh, Victoria & Galbraith, John W.
- 509-517 A family of kurtosis orderings for multivariate distributions
by Wang, Jin
- 518-532 A test for the mean vector with fewer observations than the dimension under non-normality
by Srivastava, Muni S.
- 533-545 Distribution of quadratic forms under skew normal settings
by Wang, Tonghui & Li, Baokun & Gupta, Arjun K.
- 546-559 Asymptotic properties of a conditional quantile estimator with randomly truncated data
by Lemdani, Mohamed & Ould-Saïd, Elias & Poulin, Nicolas
February 2009, Volume 100, Issue 2
- 266-277 Estimators for alternating nonlinear autoregression
by Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang
- 278-290 Analysis of correlated binary data under partially linear single-index logistic models
by Yi, Grace Y. & He, Wenqing & Liang, Hua
- 291-300 Quadratic prediction problems in multivariate linear models
by Liu, Xu-Qing & Wang, Dong-Dong & Rong, Jian-Ying
- 301-308 Exact inference on contrasts in means of intraclass correlation models with missing responses
by Wu, Mi-Xia & Yu, Kai F. & Liu, Aiyi
January 2009, Volume 100, Issue 1
- 1-15 Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors
by Liang, Han-Ying & Fan, Guo-Liang
- 16-36 Parametric estimation and tests through divergences and the duality technique
by Broniatowski, Michel & Keziou, Amor
- 37-57 No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
by Paul, Debashis & Silverstein, Jack W.
- 58-69 Optimal discriminant functions for normal populations
by Wakaki, Hirofumi & Aoshima, Makoto
- 70-80 A new statistical model for random unit vectors
by Oualkacha, Karim & Rivest, Louis-Paul
- 81-90 Multivariate order statistics based on dependent and nonidentically distributed random variables
by Barakat, H.M.
- 91-101 Shape mixtures of multivariate skew-normal distributions
by Arellano-Valle, Reinaldo B. & Genton, Marc G. & Loschi, Rosangela H.
- 102-111 Local linear regression for functional predictor and scalar response
by Baíllo, Amparo & Grané, Aurea
- 112-125 Statistical properties of the Hough transform estimator in the presence of measurement errors
by Dattner, I.
- 126-136 Variance function estimation in multivariate nonparametric regression with fixed design
by Cai, T. Tony & Levine, Michael & Wang, Lie
- 137-151 Empirical likelihood based confidence intervals for copulas
by Chen, Jian & Peng, Liang & Zhao, Yichuan
- 152-161 Penalized quadratic inference functions for single-index models with longitudinal data
by Bai, Yang & Fung, Wing K. & Zhu, Zhong Yi
- 162-174 Strong convergence in nonparametric regression with truncated dependent data
by Liang, Han-Ying & Li, Deli & Qi, Yongcheng
- 175-194 Learning from dependent observations
by Steinwart, Ingo & Hush, Don & Scovel, Clint
- 195-209 Robust dimension reduction based on canonical correlation
by Zhou, Jianhui
- 210-230 Nonparametric lack-of-fit tests for parametric mean-regression models with censored data
by Lopez, O. & Patilea, V.
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