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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
May 2007, Volume 98, Issue 5
April 2007, Volume 98, Issue 4
- 661-677 Distribution and characteristic functions for correlated complex Wishart matrices
by Smith, Peter J. & Garth, Lee M.
- 678-694 On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
by Dozier, R. Brent & Silverstein, Jack W.
- 695-705 A penalized criterion for variable selection in classification
by Mary-Huard, Tristan & Robin, Stéphane & Daudin, Jean-Jacques
- 706-742 Statistical inference using higher-order information
by Anh, V.V. & Leonenko, N.N. & Sakhno, L.M.
- 743-756 Likelihood ratio orderings of spacings of heterogeneous exponential random variables
by Wen, Songqiao & Lu, Qingshu & Hu, Taizhong
- 757-773 Dependence properties and bounds for ruin probabilities in multivariate compound risk models
by Cai, Jun & Li, Haijun
- 774-788 A multilinear form inequality
by Picard, Frederic
- 789-812 Bayesian reference analysis for Gaussian Markov random fields
by Ferreira, Marco A.R. & De Oliveira, Victor
- 813-828 Maximum likelihood factor analysis with rank-deficient sample covariance matrices
by Robertson, Donald & Symons, James
- 829-851 On minimaxity and admissibility of hierarchical Bayes estimators
by Kubokawa, Tatsuya & Strawderman, William E.
- 852-872 Hierarchical Bayes variable selection and microarray experiments
by Nott, David J. & Yu, Zeming & Chan, Eva & Cotsapas, Chris & Cowley, Mark J. & Pulvers, Jeremy & Williams, Rohan & Little, Peter
March 2007, Volume 98, Issue 3
- 435-454 Estimating common vector parameters in interlaboratory studies
by Rukhin, Andrew L.
- 455-480 Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data
by Wang, Qihua & Yu, Keming
- 481-492 More on the inadmissibility of step-up
by Cohen, Arthur & Sackrowitz, Harold B.
- 493-504 Analysis of repeated measures under unequal variances
by Ho, Yu-Yun & Weerahandi, Sam
- 505-516 Completeness and unbiased estimation of mean vector in the multivariate group sequential case
by Liu, Aiyi & Wu, Chengqing & Yu, Kai F. & Yuan, Weishi
- 517-532 Limit distribution of the sum and maximum from multivariate Gaussian sequences
by James, Barry & James, Kang & Qi, Yongcheng
- 533-543 Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters
by Scaillet, Olivier
- 544-567 On rank correlation measures for non-continuous random variables
by Neslehová, Johanna
- 568-587 Simultaneous modelling of the Cholesky decomposition of several covariance matrices
by Pourahmadi, Mohsen & Daniels, Michael J. & Park, Trevor
- 588-624 On the conic section fitting problem
by Shklyar, Sergiy & Kukush, Alexander & Markovsky, Ivan & Van Huffel, Sabine
- 625-637 Properties of cyclic subspace regression
by Lang, Patrick & Gironella, Ann & Venema, Rienk
- 638-659 Second order optimality for estimators in time series regression models
by Tamaki, Kenichiro
February 2007, Volume 98, Issue 2
- 227-255 Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter variants
by Furrer, Reinhard & Bengtsson, Thomas
- 256-281 A test for elliptical symmetry
by Huffer, Fred W. & Park, Cheolyong
- 282-294 Conditional limiting distribution of Type III elliptical random vectors
by Hashorva, Enkelejd
- 295-316 Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
by Konno, Yoshihiko
- 317-327 Estimation for parameters of interest in random effects growth curve models
by Ip, Wai-Cheung & Wu, Mi-Xia & Wang, Song-Gui & Wong, Heung
- 328-349 Multivariate dynamic information
by Ebrahimi, Nader & Kirmani, S.N.U.A. & Soofi, Ehsan S.
- 350-369 Densities for random balanced sampling
by Bubenik, Peter & Holbrook, John
- 370-383 A bivariate interval censorship model for partnership formation
by Yuet-Yee Wong, Linda & Yu, Qiqing
- 384-409 Linear discrimination with equicorrelated training vectors
by Leiva, Ricardo
- 410-434 Improving on the maximum likelihood estimators of the means in Poisson decomposable graphical models
by Hara, Hisayuki & Takemura, Akimichi
January 2007, Volume 98, Issue 1
- 1-29 A family of estimators for multivariate kurtosis in a nonnormal linear regression model
by Yanagihara, Hirokazu
- 30-39 Multivariate weighted renewal functions
by Mallor, F. & Omey, E. & Santos, J.
- 40-56 Asymptotic distributions of nonparametric regression estimators for longitudinal or functional data
by Yao, Fang
- 57-75 Density testing in a contaminated sample
by Holzmann, Hajo & Bissantz, Nicolai & Munk, Axel
- 76-101 On limit theorem for the eigenvalues of product of two random matrices
by Bai, Z.D. & Miao, Baiqi & Jin, Baisuo
- 102-113 Reliability and expectation bounds for coherent systems with exchangeable components
by Navarro, Jorge & Rychlik, Tomasz
- 114-144 HAC estimation and strong linearity testing in weak ARMA models
by Francq, Christian & Zakoïan, Jean-Michel
- 145-176 Minimax estimation for singular linear multivariate models with mixed uncertainty
by Pankov, Alexei R. & Siemenikhin, Konstantin V.
- 177-193 On the transitivity of the comonotonic and countermonotonic comparison of random variables
by De Meyer, H. & De Baets, B. & De Schuymer, B.
- 194-208 Geometry and marginals
by Noakes, Lyle
- 209-226 On unit roots for spatial autoregressive models
by Paulauskas, Vygantas
November 2006, Volume 97, Issue 10
- 2071-2100 Optimizing random scan Gibbs samplers
by Levine, Richard A. & Casella, George
- 2101-2130 Estimation of the memory parameter by fitting fractionally differenced autoregressive models
by Bhansali, R.J. & Giraitis, L. & Kokoszka, P.S.
- 2131-2140 Some statistical applications of Faa di Bruno
by Savits, Thomas H.
- 2141-2161 Linearly interpolated FDH efficiency score for nonconvex frontiers
by Jeong, Seok-Oh & Simar, Léopold
- 2162-2176 Two-sample inference for normal mean vectors based on monotone missing data
by Yu, Jianqi & Krishnamoorthy, K. & Pannala, Maruthy K.
- 2177-2189 Generating random correlation matrices based on partial correlations
by Joe, Harry
- 2190-2205 The Spectral Decomposition of Covariance Matrices for the Variance Components Models
by Jian-Hong, Shi & Song-Gui, Wang
- 2206-2220 A Chernoff-Savage result for shape:On the non-admissibility of pseudo-Gaussian methods
by Paindaveine, Davy
- 2221-2241 Application of modified information criterion to multiple change point problems
by Pan, Jianmin & Chen, Jiahua
- 2242-2261 Estimation of covariance matrices in fixed and mixed effects linear models
by Kubokawa, Tatsuya & Tsai, Ming-Tien
October 2006, Volume 97, Issue 9
- 1914-1926 Contributions to multivariate analysis by Professor Yasunori Fujikoshi
by Siotani, Minoru & Wakaki, Hirofumi
- 1927-1940 Multivariate analysis of variance with fewer observations than the dimension
by Srivastava, Muni S. & Fujikoshi, Yasunori
- 1941-1957 Error bounds for asymptotic expansions of Wilks' lambda distribution
by Fujikoshi, Yasunori & Ulyanov, Vladimir V.
- 1958-1964 Edgeworth expansion of Wilks' lambda statistic
by Wakaki, Hirofumi
- 1965-1975 Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition
by Yanagihara, Hirokazu & Tonda, Tetsuji & Matsumoto, Chieko
- 1976-1983 On simultaneous confidence intervals for all contrasts in the means of the intraclass correlation model with missing data
by Seo, Takashi & Kikuchi, Jun & Koizumi, Kazuyuki
- 1984-1996 James-Stein estimators for time series regression models
by Senda, Motohiro & Taniguchi, Masanobu
- 1997-2008 Image classification based on Markov random field models with Jeffreys divergence
by Nishii, Ryuei & Eguchi, Shinto
- 2009-2022 Non-parametric kernel regression for multinomial data
by Okumura, Hidenori & Naito, Kanta
- 2023-2033 Nonlinear regression modeling via regularized wavelets and smoothing parameter selection
by Fujii, Toru & Konishi, Sadanori
- 2034-2040 Interpreting Kullback-Leibler divergence with the Neyman-Pearson lemma
by Eguchi, Shinto & Copas, John
- 2041-2056 Non-uniform bounds for short asymptotic expansions in the CLT for balls in a Hilbert space
by Bogatyrev, S.A. & Götze, F. & Ulyanov, V.V.
- 2057-2070 Minimum distance classification rules for high dimensional data
by Srivastava, Muni S.
September 2006, Volume 97, Issue 8
- 1691-1701 Power of edge exclusion tests for graphical log-linear models
by Fátima Salgueiro, M. & Smith, Peter W.F. & McDonald, John W.
- 1702-1717 Estimating the support of multivariate densities under measurement error
by Meister, Alexander
- 1718-1741 Unbiased invariant minimum norm estimation in generalized growth curve model
by Wu, Xiaoyong & Zou, Guohua & Chen, Jianwei
- 1742-1756 A multivariate nonparametric test of independence
by Bakirov, Nail K. & Rizzo, Maria L. & Szekely, Gábor J.
- 1757-1765 Choosing joint distributions so that the variance of the sum is small
by Knott, Martin & Smith, Cyril
- 1766-1782 On location estimation for LARCH processes
by Beran, Jan
- 1783-1798 Local influence analysis of multivariate probit latent variable models
by Lu, Bin & Song, Xin-Yuan
- 1799-1814 Prediction of Euclidean distances with discrete and continuous outcomes
by Mortier, F. & Robin, S. & Lassalvy, S. & Baril, C.P. & Bar-Hen, A.
- 1815-1828 A class of proper priors for Bayesian simultaneous prediction of independent Poisson observables
by Komaki, Fumiyasu
- 1829-1841 The distribution of the residual from a general elliptical multivariate linear model
by Díaz-García, José A. & Gutiérrez-Jáimez, Ramón
- 1842-1869 On the prediction of vector-valued random fields and the spectral distribution of their evanescent component
by Cuny, Christophe
- 1870-1893 Methods for tracking support boundaries with corners
by Cheng, Ming-Yen & Hall, Peter
- 1894-1912 A unified approach to testing for and against a set of linear inequality constraints in the product multinomial setting
by El Barmi, Hammou & Johnson, Matthew
August 2006, Volume 97, Issue 7
- 1477-1500 On improved estimation of normal precision matrix and discriminant coefficients
by Tsukuma, Hisayuki & Konno, Yoshihiko
- 1501-1524 Simple and efficient improvements of multivariate local linear regression
by Cheng, Ming-Yen & Peng, Liang
- 1525-1550 Robust Gaussian graphical modeling
by Miyamura, Masashi & Kano, Yutaka
- 1551-1572 Characterization of dependence of multidimensional Lévy processes using Lévy copulas
by Kallsen, Jan & Tankov, Peter
- 1573-1585 A matrix-valued Bernoulli distribution
by Lovison, Gianfranco
- 1586-1599 Empirical likelihood inference for linear transformation models
by Lu, Wenbin & Liang, Yu
- 1600-1622 Robust estimation for the multivariate linear model based on a [tau]-scale
by Ben, Marta García & Martínez, Elena & Yohai, Víctor J.
- 1623-1637 An indexed multivariate dispersion ordering based on the Hausdorff distance
by López-Díaz, Miguel
- 1638-1659 Maximum likelihood estimation for all-pass time series models
by Andrews, Beth & Davis, Richard A. & Jay Breidt, F.
- 1660-1674 Robust estimation of Cronbach's alpha
by Christmann, A. & Van Aelst, S.
- 1675-1690 Sample mean, covariance and T2 statistic of the skew elliptical model
by Fang, B.Q.
July 2006, Volume 97, Issue 6
- 1263-1271 The covariance structure and likelihood function for multivariate dyadic data
by Li, Heng
- 1272-1283 Maximum entropy characterizations of the multivariate Liouville distributions
by Bhattacharya, Bhaskar
- 1284-1294 State space models on special manifolds
by Chikuse, Yasuko
- 1295-1312 Empirical likelihood for single-index models
by Xue, Liu-Gen & Zhu, Lixing
- 1313-1329 PLS regression: A directional signal-to-noise ratio approach
by Druilhet, Pierre & Mom, Alain
- 1330-1341 Testing marginal homogeneity against stochastically ordered marginals for rxr contingency tables
by Gao, Wei & Kuriki, Satoshi
- 1342-1354 Negative dependence in the balls and bins experiment with applications to order statistics
by Hu, Taizhong & Xie, Chaode
- 1355-1360 On the unlinking conjecture of independent polynomial functions
by Bhandari, Subir Kumar & Basu, Ayanendranath
- 1361-1381 Estimation of intrinsic processes affected by additive fractal noise
by Fernández-Pascual, Rosaura & Ruiz-Medina, María D. & Angulo, José M.
- 1382-1408 Eigenvalues of large sample covariance matrices of spiked population models
by Baik, Jinho & Silverstein, Jack W.
- 1409-1436 An estimation method for the Neyman chi-square divergence with application to test of hypotheses
by Broniatowski, M. & Leorato, S.
- 1437-1450 Optimum two level fractional factorial plans for model identification and discrimination
by Ghosh, Subir & Tian, Ying
- 1451-1466 Asymptotic Bayesian structure learning using graph supports for Gaussian graphical models
by Marrelec, Guillaume & Benali, Habib
- 1467-1475 Duality between matrix variate t and matrix variate V.G. distributions
by Harrar, Solomon W. & Seneta, Eugene & Gupta, Arjun K.
May 2006, Volume 97, Issue 5
- 1025-1043 A likelihood ratio test for separability of covariances
by Mitchell, Matthew W. & Genton, Marc G. & Gumpertz, Marcia L.
- 1044-1069 Limit distributions of least squares estimators in linear regression models with vague concepts
by Krätschmer, Volker
- 1070-1089 Corrected version of AIC for selecting multivariate normal linear regression models in a general nonnormal case
by Yanagihara, Hirokazu
- 1090-1120 Modified Whittle estimation of multilateral models on a lattice
by Robinson, P.M. & Vidal Sanz, J.
- 1121-1141 Asymptotic robustness of standard errors in multilevel structural equation models
by Yuan, Ke-Hai & Bentler, Peter M.
- 1142-1161 Nonparametric regression function estimation with surrogate data and validation sampling
by Wang, Qihua
- 1162-1184 Semi-parametric estimation of partially linear single-index models
by Xia, Yingcun & Härdle, Wolfgang
- 1185-1207 Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors
by Daniels, Michael J.
- 1208-1220 Preserving multivariate dispersion: An application to the Wishart distribution
by Fernández-Ponce, J.M. & Rodríguez-Griñolo, R.
- 1221-1250 Parameter estimation under ambiguity and contamination with the spurious model
by Teresa Gallegos, María & Ritter, Gunter
- 1251-1261 Total positivity order and the normal distribution
by Rinott, Yosef & Scarsini, Marco
April 2006, Volume 97, Issue 4
- 797-809 Progressive Type II censored order statistics for multivariate observations
by Bairamov, Ismihan
- 810-826 Influence functions for a general class of depth-based generalized quantile functions
by Wang, Jin & Serfling, Robert
- 827-843 A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
by Schott, James R.
- 844-873 Statistical inference in a panel data semiparametric regression model with serially correlated errors
by You, Jinhong & Zhou, Xian
- 874-894 Non-white Wishart ensembles
by Péché, S.
- 895-924 The hyper-Dirichlet process and its discrete approximations: The butterfly model
by Asci, C. & Nappo, G. & Piccioni, M.
- 925-945 Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example
by Gilbert, Scott & Zemcík, Petr
- 946-984 Consistent variable selection in large panels when factors are observable
by Ouysse, Rachida
- 985-998 Gauss inequalities on ordered linear spaces
by Jensen, D.R.
- 999-1023 Kernel estimation of density level sets
by Cadre, BenoI^t
March 2006, Volume 97, Issue 3
- 575-585 New insights into best linear unbiased estimation and the optimality of least-squares
by Faliva, Mario & Zoia, Maria Grazia
- 586-605 Asymptotic results on a class of adaptive multi-treatment designs
by Li-Xin, Zhang
- 606-618 Special variance structures in the growth curve model
by Zezula, Ivan
- 619-632 Restricted expected multivariate least squares
by Fang, Kai-Tai & Wang, Song-Gui & von Rosen, Dietrich
- 633-654 Strong consistency of least-squares estimation in linear regression models with vague concepts
by Krätschmer, Volker
- 655-674 A trivariate chi-squared distribution derived from the complex Wishart distribution
by Hagedorn, M. & Smith, P.J. & Bones, P.J. & Millane, R.P. & Pairman, D.
- 675-697 Analysis of two-sample truncated data using generalized logistic models
by Li, Gang & Qin, Jing
- 698-719 Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data
by Sun, Dongchu & Sun, Xiaoqian
- 720-732 Consistency of the generalized MLE of a joint distribution function with multivariate interval-censored data
by Yu, Shaohua & Yu, Qiqing & Wong, George Y.C.
- 733-758 Selecting mixed-effects models based on a generalized information criterion
by Pu, Wenji & Niu, Xu-Feng
- 759-764 Best affine unbiased representations of the fully restricted general Gauss-Markov model
by Haupt, Harry & Oberhofer, Walter
- 765-784 Measuring stochastic dependence using [phi]-divergence
by Micheas, Athanasios C. & Zografos, Konstantinos
- 785-795 The matrix-t distribution and its applications in predictive inference
by Kibria, B.M. Golam
February 2006, Volume 97, Issue 2
- 295-310 Sequences of elliptical distributions and mixtures of normal distributions
by Gómez-Sánchez-Manzano, E. & Gómez-Villegas, M.A. & Marín, J.M.
- 311-323 Rates of convergence for partitioning and nearest neighbor regression estimates with unbounded data
by Kohler, Michael & Krzyzak, Adam & Walk, Harro
- 324-341 Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
by You, Jinhong & Chen, Gemai
- 342-358 On the ratio X/Y for some elliptically symmetric distributions
by Nadarajah, Saralees
- 359-384 Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
by Taskinen, Sara & Croux, Christophe & Kankainen, Annaliisa & Ollila, Esa & Oja, Hannu
- 385-411 Conditional independence models for seemingly unrelated regressions with incomplete data
by Drton, Mathias & Andersson, Steen A. & Perlman, Michael D.
- 412-430 A statistical model for random rotations
by León, Carlos A. & Massé, Jean-Claude & Rivest, Louis-Paul
- 431-454 Estimation of two ordered bivariate mean residual life functions
by Rojo, Javier & Ghebremichael, Musie
- 455-473 Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution
by Schneeweiss, Hans & Cheng, Chi-Lun
- 474-491 The likelihood ratio test for homogeneity in bivariate normal mixtures
by Song Qin, Yong & Smith, Bruce
- 492-513 An asymptotic expansion of the distribution of Rao's U-statistic under a general condition
by Gupta, Arjun K. & Xu, Jin & Fujikoshi, Yasunori
- 514-525 Estimation of location parameters for spherically symmetric distributions
by Xu, Jian-Lun & Izmirlian, Grant
- 526-547 Bounds for functions of multivariate risks
by Embrechts, Paul & Puccetti, Giovanni
- 548-562 Nonlinear least-squares estimation
by Pollard, David & Radchenko, Peter
- 563-573 Asymptotic properties of Bayes estimators for Gaussian Itô-processes with noisy observations
by Deck, T.
January 2006, Volume 97, Issue 1
- 1-18 Spatial design matrices and associated quadratic forms: structure and properties
by Hillier, Grant & Martellosio, Federico
- 19-45 Asymptotics for estimation and testing procedures under loss of identifiability
by Zhu, Hongtu & Zhang, Heping
- 46-78 Some positive dependence stochastic orders
by Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe
- 79-102 Latent models for cross-covariance
by Wegelin, Jacob A. & Packer, Asa & Richardson, Thomas S.
- 103-123 The Matsumoto-Yor property and the structure of the Wishart distribution
by Massam, Hélène & Wesolowski, Jacek
- 124-147 General projection-pursuit estimators for the common principal components model: influence functions and Monte Carlo study
by Boente, Graciela & Pires, Ana M. & Rodrigues, Isabel M.
- 148-178 Asymptotics for testing hypothesis in some multivariate variance components model under non-normality
by Gupta, Arjun K. & Harrar, Solomon W. & Fujikoshi, Yasunori
- 179-197 Bayesian inference in spherical linear models: robustness and conjugate analysis
by Arellano-Valle, R.B. & del Pino, G. & Iglesias, P.
- 198-210 Minimax and maximin efficient designs for estimating the location-shift parameter of parallel models with dual responses
by Lo Huang, Mong-Na & Lin, Chun-Sui
- 211-230 Prospective and retrospective analyses under logistic regression models
by Zhang, Biao
- 231-245 Adaptation under probabilistic error for estimating linear functionals
by Tony Cai, T. & Low, Mark G.
- 246-273 Bayesian multivariate spatial models for roadway traffic crash mapping
by Song, J.J. & Ghosh, M. & Miaou, S. & Mallick, B.
- 274-294 Local efficiency of a Cramer-von Mises test of independence
by Genest, Christian & Quessy, Jean-François & Rémillard, Bruno
October 2005, Volume 96, Issue 2
- 219-236 On the consistency properties of linear and quadratic discriminant analyses
by Velilla, Santiago & Hernández, Adolfo
- 237-264 The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
by Yanagihara, Hirokazu & Tonda, Tetsuji & Matsumoto, Chieko
- 265-281 Skew normal measurement error models
by Arellano-Valle, R.B. & Ozan, S. & Bolfarine, H. & Lachos, V.H.
- 282-294 Decomposition of search for v-structures in DAGs
by Geng, Zhi & Wang, Chi & Zhao, Qiang
- 295-310 When is the mean self-consistent?
by Davidov, Ori
- 311-331 Robust nonparametric estimators of monotone boundaries
by Daouia, Abdelaati & Simar, Léopold
- 332-351 Locally efficient estimation of regression parameters using current status data
by Andrews, Chris & van der Laan, Mark & Robins, James
- 352-373 Cycle-transitive comparison of independent random variables
by De Schuymer, B. & De Meyer, H. & De Baets, B.
- 374-383 A measure of independence for a multivariate normal distribution and some connections with factor analysis
by Knott, Martin
- 384-403 Influence of observations on the misclassification probability in quadratic discriminant analysis
by Croux, Christophe & Joossens, Kristel
- 404-424 Integral trimmed regions
by Cascos, Ignacio & López-Díaz, Miguel
- 425-438 Factorization of moving-average spectral densities by state-space representations and stacking
by Li, Lei M.
September 2005, Volume 96, Issue 1
- 1-19 L1-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized
by Fujikoshi, Y. & Ulyanov, V.V. & Shimizu, R.
- 20-29 Correlation in Lp-spaces
by Kowalski, Aleksander & Rudiuk, Edmund
- 30-54 A formal test for nonstationarity of spatial stochastic processes
by Fuentes, Montserrat
- 55-72 Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis
by Srivastava, M.S. & Ehsanes Saleh, A.K.Md.
- 73-92 Practical tests for randomized complete block designs
by Mahfoud, Ziyad R. & Randles, Ronald H.
- 93-116 On fundamental skew distributions
by Arellano-Valle, Reinaldo B. & Genton, Marc G.
- 117-135 Asymptotics for pooled marginal slicing estimator based on SIR[alpha] approach
by Saracco, Jérôme
- 136-171 Second-order accurate inference on eigenvalues of covariance and correlation matrices
by Boik, Robert J.
- 172-189 Measurement errors in multivariate measurement scales
by Tarkkonen, L. & Vehkalahti, K.
- 190-217 Robust semiparametric M-estimation and the weighted bootstrap
by Ma, Shuangge & Kosorok, Michael R.
August 2005, Volume 95, Issue 2
- 227-245 Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
by Liang, Han-Ying & Jing, Bing-Yi
- 246-272 Rate optimal estimation with the integration method in the presence of many covariates
by Hengartner, Nicolas W. & Sperlich, Stefan
- 273-300 Improved estimation of regression parameters in measurement error models
by Kim, H.M. & Saleh, A.K.Md.Ehsanes
- 301-322 Testing goodness of fit for the distribution of errors in multivariate linear models
by Jiménez Gamero, M.D. & Muñoz García, J. & Pino Mejías, R.
- 323-344 A new construction for skew multivariate distributions
by Dey, Dipak K. & Liu, Junfeng
- 345-369 A multivariate empirical characteristic function test of independence with normal marginals
by Bilodeau, M. & Lafaye de Micheaux, P.
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