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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
August 2005, Volume 95, Issue 2
July 2005, Volume 95, Issue 1
- 1-22 Item response theory for longitudinal data: population parameter estimation
by Andrade, Dalton F. & Tavares, Heliton R.
- 23-36 On a combination method of VDR and patchwork for generating uniform random points on a unit sphere
by Yang, Zhenhai & Pang, W.K. & Hou, S.H. & Leung, P.K.
- 37-49 Asymptotically optimal tests for parametric functions against ordered functional alternatives
by Tsai, Ming-Tien & Sen, Pranab Kumar
- 50-65 Asymptotics in Bayesian decision theory with applications to global robustness
by Abraham, Christophe
- 66-75 Stochastic response restrictions
by Haupt, Harry & Oberhofer, Walter
- 76-106 Block thresholding for density estimation: local and global adaptivity
by Chicken, Eric & Cai, T. Tony
- 107-118 Efficiency of test for independence after Box-Cox transformation
by Freeman, Jade & Modarres, Reza
- 119-152 Goodness-of-fit tests for copulas
by Fermanian, Jean-David
- 153-181 Depth estimators and tests based on the likelihood principle with application to regression
by Müller, Christine H.
- 182-205 Censored multiple regression by the method of average derivatives
by Lu, Xuewen & Burke, M.D.
- 206-226 High breakdown estimators for principal components: the projection-pursuit approach revisited
by Croux, Christophe & Ruiz-Gazen, Anne
June 2005, Volume 94, Issue 2
- 227-249 Estimation of regression contour clusters--an application of the excess mass approach to regression
by Polonik, Wolfgang & Wang, Zailong
- 250-270 A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors
by Shklyar, S. & Schneeweiss, H.
- 271-299 Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix
by Takemura, Akimichi & Sheena, Yo
- 300-312 Monte Carlo approximation through Gibbs output in generalized linear mixed models
by Chan, Jennifer S.K. & Kuk, Anthony Y.C. & Yam, Carrie H.K.
- 313-327 A class of stationary random fields with a simple correlation structure
by Ma, Chunsheng
- 328-343 Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models
by Yuan, Ke-Hai & Bentler, Peter M.
- 344-365 Nonlinearity effects in multidimensional scaling
by Gower, John C. & Ngouenet, Roger F.
- 366-381 Covariance estimation under spatial dependence
by Furrer, Reinhard
- 382-400 A skewed Kalman filter
by Naveau, Philippe & Genton, Marc G. & Shen, Xilin
- 401-419 Asymptotic efficiency of the two-stage estimation method for copula-based models
by Joe, Harry
- 420-449 Asymptotic distribution of inequality-restricted canonical correlation with application to tests for independence in ordered contingency tables
by Kuriki, Satoshi
May 2005, Volume 94, Issue 1
- 1-18 Laplace approximations to hypergeometric functions of two matrix arguments
by Butler, Ronald W. & Wood, Andrew T.A.
- 19-69 Adequateness and interpretability of objective functions in ordinal data analysis
by Herden, Gerhard & Pallack, Andreas
- 70-108 On the minimization of multinomial tails and the Gupta-Nagel conjecture
by Gastaldi, Tommaso
- 109-122 Singular random matrix decompositions: distributions
by Díaz-García, José A. & González-Farías, Graciela
- 123-158 On Hadamard differentiability in k-sample semiparametric models--with applications to the assessment of structural relationships
by Freitag, Gudrun & Munk, Axel
- 159-171 On the dependence structure of order statistics
by Avérous, Jean & Genest, Christian & C. Kochar, Subhash
- 172-195 Dependence structures of multivariate Bernoulli random vectors
by Hu, Taizhong & Xie, Chaode & Ruan, Lingyan
- 196-208 Density estimation by the penalized combinatorial method
by Biau, Gérard & Devroye, Luc
- 209-221 Some results on the multivariate truncated normal distribution
by Horrace, William C.
April 2005, Volume 93, Issue 2
- 223-237 Similar tests for covariance structures in multivariate linear models
by Forchini, G.
- 238-256 Checking the adequacy of the multivariate semiparametric location shift model
by Henze, N. & Klar, B. & Zhu, L. X.
- 257-266 The general common Hermitian nonnegative-definite solution to the matrix equations AXA*=BB* and CXC*=DD* with applications in statistics
by Zhang, Xian
- 267-295 On the distribution of Pickands coordinates in bivariate EV and GP models
by Falk, Michael & Reiss, Rolf-Dieter
- 296-312 Singular random matrix decompositions: Jacobians
by Díaz-García, José A. & González-Farías, Graciela
- 313-339 Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
by Bassan, Bruno & Spizzichino, Fabio
- 340-357 Normative selection of Bayesian networks
by Sebastiani, Paola & Ramoni, Marco
- 358-374 Regularized classification for mixed continuous and categorical variables under across-location heteroscedasticity
by Leung, Chi-Ying
- 375-393 Test for parameter change in stochastic processes based on conditional least-squares estimator
by Lee, Sangyeol & Na, Okyoung
- 394-416 Minimax multivariate empirical Bayes estimators under multicollinearity
by Srivastava, M. S. & Kubokawa, T.
- 417-433 Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation
by Duong, Tarn & Hazelton, Martin L.
- 434-445 Archimedean copulæ and positive dependence
by Müller, Alfred & Scarsini, Marco
March 2005, Volume 93, Issue 1
- 1-20 Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribution
by Gupta, A. K. & Sheena, Y. & Fujikoshi, Y.
- 21-39 Auto-associative models and generalized principal component analysis
by Girard, Stéphane & Iovleff, Serge
- 40-57 Constraints on concordance measures in bivariate discrete data
by Denuit, Michel & Lambert, Philippe
- 58-80 A new test for multivariate normality
by Szekely, Gábor J. & Rizzo, Maria L.
- 81-101 Evaluation of reproducibility for paired functional data
by Li, Runze & Chow, Mosuk
- 102-111 High breakdown mixture discriminant analysis
by Bashir, Shaheena & Carter, E. M.
- 112-121 Stochastic comparisons of order statistics from gamma distributions
by Lihong, Sun & Xinsheng, Zhang
- 122-163 Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors
by Hallin, Marc & Paindaveine, Davy
- 164-179 Testing multivariate normality in incomplete data of small sample size
by Tan, Ming & Fang, Hong-Bin & Tian, Guo-Liang & Wei, Gang
- 180-197 Angular Gaussian and Cauchy estimation
by Auderset, Claude & Mazza, Christian & Ruh, Ernst A.
- 198-221 B-splines and discretization in an inverse problem for Poisson processes
by Szkutnik, Zbigniew
February 2005, Volume 92, Issue 2
- 227-238 Improving on the mle of a bounded location parameter for spherical distributions
by Marchand, Éric & Perron, François
- 239-256 Extension of the variance function of a steep exponential family
by Hassairi, A. & Masmoudi, A.
- 257-280 Modeling shape distributions and inferences for assessing differences in shapes
by Micheas, Athanasios C. & Dey, Dipak K.
- 281-297 Matrix shrinkage of high-dimensional expectation vectors
by Serdobolskii, V. I.
- 298-323 Operator geometric stable laws
by Kozubowski, Tomasz J. & Meerschaert, Mark M. & Panorska, Anna K. & Scheffler, Hans-Peter
- 324-342 Estimation of the entropy of a multivariate normal distribution
by Misra, Neeraj & Singh, Harshinder & Demchuk, Eugene
- 343-358 Characterization of rankings generated by linear discriminant analysis
by Kamiya, Hidehiko & Takemura, Akimichi
- 359-385 Simple consistent cluster methods based on redescending M-estimators with an application to edge identification in images
by Müller, Christine H. & Garlipp, Tim
- 386-404 Jackknifing in partially linear regression models with serially correlated errors
by You, Jinhong & Zhou, Xian & Chen, Gemai
- 405-425 Some laws of the iterated logarithm in Hilbertian autoregressive models
by Menneteau, Ludovic
- 426-453 On Pickands coordinates in arbitrary dimensions
by Falk, Michael & Reiss, Rolf-Dieter
- 454-464 The admissibility of the empirical mean location for the matrix von Mises-Fisher family
by Hendriks, Harrie
January 2005, Volume 92, Issue 1
- 1-23 Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process
by Helmers, Roelof & Mangku, I. Wayan & Zitikis, Ricardas
- 24-41 Estimation in generalized linear models for functional data via penalized likelihood
by Cardot, Hervé & Sarda, Pacal
- 42-52 On the asymptotic properties of multivariate sample autocovariances
by Boshnakov, Georgi N.
- 53-76 The restricted EM algorithm under inequality restrictions on the parameters
by Shi, Ning-Zhong & Zheng, Shu-Rong & Guo, Jianhua
- 77-96 Robustness of one-sided cross-validation to autocorrelation
by Hart, Jeffrey D. & Lee, Cherng-Luen
- 97-115 Rao distances
by A. Micchelli, Charles & Noakes, Lyle
- 116-133 Extensions of the conjugate prior through the Kullback-Leibler separators
by Yanagimoto, Takemi & Ohnishi, Toshio
- 134-144 A decomposition for a stochastic matrix with an application to MANOVA
by Mortarino, Cinzia
- 145-173 Dependence orderings for some functionals of multivariate point processes
by Kulik, Rafal & Szekli, Ryszard
- 174-185 A generalized Mahalanobis distance for mixed data
by de Leon, A. R. & Carrière, K. C.
- 186-204 Covariate selection for semiparametric hazard function regression models
by Bunea, Florentina & McKeague, Ian W.
- 205-225 A semiparametric density estimator based on elliptical distributions
by Liebscher, Eckhard
November 2004, Volume 91, Issue 2
- 119-142 On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(p)
by Galtchouk, L. & Konev, V.
- 143-160 Multivariate Lukacs theorem
by Bobecka, Konstancja & Wesolowski, Jacek
- 161-176 Canonical correlation analysis based on information theory
by Yin, Xiangrong
- 177-198 Weighted bootstrap for U-statistics
by Wang, Qiying & Jing, Bing-Yi
- 199-223 Improvement of approximations for the distributions of multinomial goodness-of-fit statistics under nonlocal alternatives
by Sekiya, Yuri & Taneichi, Nobuhiro
- 224-239 Limit theorems for random permanents with exchangeable structure
by Rempala, Grzegorz A. & Wesolowski, Jacek
- 240-261 Bandwidth choice for local polynomial estimation of smooth boundaries
by Hall, Peter & Park, Byeong U.
- 262-281 Multivariate spatial regression models
by Gamerman, Dani & Moreira, Ajax R. B.
- 282-304 Local influence in multilevel regression for growth curves
by Shi, Lei & Ojeda, Mario Miguel
October 2004, Volume 91, Issue 1
- 1-17 Linear mixed models and penalized least squares
by Bates, Douglas M. & DebRoy, Saikat
- 18-34 A new joint model for longitudinal and survival data with a cure fraction
by Chen, Ming-Hui & Ibrahim, Joseph G. & Sinha, Debajyoti
- 35-52 Likelihood ratio tests for goodness-of-fit of a nonlinear regression model
by Crainiceanu, Ciprian M. & Ruppert, David
- 53-73 Estimation in mixed effects model with errors in variables
by Cui, Hengjian & Ng, Kai W. & Zhu, Lixing
- 74-89 Quantile regression for longitudinal data
by Koenker, Roger
- 90-106 Likelihood and conditional likelihood inference for generalized additive mixed models for clustered data
by Zhang, Daowen & Davidian, Marie
- 107-118 Variance component testing in semiparametric mixed models
by Zhu, Zhongyi & Fung, Wing K.
August 2004, Volume 90, Issue 2
- 229-256 Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function
by Chaturvedi, Anoop & Shalabh
- 257-268 Covariance kernel and the central limit theorem in the total variation distance
by Mikami, Toshio
- 269-281 Improved estimation of accuracy in simple hypothesis versus simple alternative testing
by Wang, Hsiuying
- 282-300 Discriminant analysis for locally stationary processes
by Sakiyama, Kenji & Taniguchi, Masanobu
- 301-326 Higher order representations of the Robbins-Monro process
by Dippon, Jürgen
- 327-347 Asymptotic properties of some subset vector autoregressive process estimators
by Brockwell, Peter J. & Davis, Richard A. & Trindade, A. Alexandre
- 348-358 Best-possible bounds on sets of bivariate distribution functions
by Nelsen, Roger B. & Molina, José Juan Quesada & Lallena, José Antonio Rodríguez & Flores, Manuel Úbeda
- 359-383 Correlation and spectral theory for periodically correlated random fields indexed on Z2
by Hurd, H. & Kallianpur, G. & Farshidi, J.
- 384-392 Sharp minimaxity and spherical deconvolution for super-smooth error distributions
by Kim, Peter T. & Koo, Ja-Yong & Park, Heon Jin
- 393-406 One-sided tests for independence of seemingly unrelated regression equations
by Kurata, Hiroshi
- 407-425 The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities
by Ando, Masakazu & Kimura, Miyoshi
July 2004, Volume 90, Issue 1
- 1-18 Determining and analyzing differentially expressed genes from cDNA microarray experiments with complementary designs
by Conlon, Erin M. & Eichenberger, Patrick & Liu, J.S.Jun S.
- 19-43 Analyzing factorial designed microarray experiments
by Scholtens, Denise & Miron, Alexander & M. Merchant, Faisal & Miller, Arden & L. Miron, Penelope & Dirk Iglehart, J. & Gentleman, Robert
- 44-66 Problems in gene clustering based on gene expression data
by Bryan, Jenny
- 67-89 Clustering and classification based on the L1 data depth
by Jörnsten, Rebecka
- 90-105 On a resampling approach for tests on the number of clusters with mixture model-based clustering of tissue samples
by McLachlan, G. J. & Khan, N.
- 106-131 Finding predictive gene groups from microarray data
by Dettling, Marcel & Bühlmann, Peter
- 132-153 Hidden Markov models approach to the analysis of array CGH data
by Fridlyand, Jane & Snijders, Antoine M. & Pinkel, Dan & Albertson, Donna G. & Jain, A.N.Ajay N.
- 154-177 Tree-based multivariate regression and density estimation with right-censored data
by Molinaro, Annette M. & Dudoit, Sandrine & van der Laan, M.J.Mark J.
- 178-195 Exploring interactions in high-dimensional genomic data: an overview of Logic Regression, with applications
by Ruczinski, Ingo & Kooperberg, Charles & L. LeBlanc, Michael
- 196-212 Sparse graphical models for exploring gene expression data
by Dobra, Adrian & Hans, Chris & Jones, Beatrix & Nevins, J.R.Joseph R. & Yao, Guang & West, Mike
- 213-228 Ontology concepts and tools for statistical genomics
by Carey, V.J.Vincent J.
May 2004, Volume 89, Issue 2
- 191-218 The generalized near-integer Gamma distribution: a basis for 'near-exact' approximations to the distribution of statistics which are the product of an odd number of independent Beta random variables
by Coelho, Carlos A.
- 219-242 Construction of conservative test for change-point problem in two-dimensional random fields
by Ninomiya, Yoshiyuki
- 243-260 The limiting behavior of least absolute deviation estimators for threshold autoregressive models
by Wang, Lihong & Wang, Jinde
- 261-291 Tail probabilities of the limiting null distributions of the Anderson-Stephens statistics
by Kuriki, Satoshi & Takemura, Akimichi
- 292-303 Maximum likelihood estimation of covariance matrices under simple tree ordering
by Tsai, Ming-Tien
- 304-328 Regression quantiles for unstable autoregressive models
by Ling, Shiqing & McAleer, Michael
- 329-337 Family of multivariate generalized t distributions
by Arslan, Olcay
- 338-350 Wavelet modeling of priors on triangles
by Dey, Dipak K. & Wang, Yazhen
- 351-370 Multidimensional dependency measures
by Fernández, Begoña Fernández & González-Barrios, José M.
- 371-383 A lower bound on the performance of the quadratic discriminant function
by Cooke, Tristrom
April 2004, Volume 89, Issue 1
- 1-35 Results in statistical discriminant analysis: a review of the former Soviet Union literature
by Raudys, Sarunas & Young, Dean M.
- 36-69 Exact probabilities of correct classifications for uncorrelated repeated measurements from elliptically contoured distributions
by Krause, D. & Richter, W. -D.
- 70-86 Optimal global rate of convergence in nonparametric regression with left-truncated and right-censored data
by Park, Jinho
- 87-96 On inadmissibility of Hotelling T2-tests for restricted alternatives
by Tsai, Ming-Tien & Sen, Pranab Kumar
- 97-118 Local polynomial maximum likelihood estimation for Pareto-type distributions
by Beirlant, Jan & Goegebeur, Yuri
- 119-134 Structural decompositions of multivariate distributions with applications in moment and cumulant
by Ip, Edward H. & Wang, Yuchung J. & Yeh, Yeong-nan
- 135-147 Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing
by Inoue, Akihiko & Kasahara, Yukio
- 148-180 On consistent testing for serial correlation of unknown form in vector time series models
by Duchesne, Pierre & Roy, Roch
- 181-190 A multivariate skew normal distribution
by Gupta, Arjun K. & González-Farías, Graciela & Domínguez-Molina, J. Armando
February 2004, Volume 88, Issue 2
- 207-221 Inequalities associated with intra-inter-class correlation matrices
by Kurata, Hiroshi
- 222-242 Testing for affine equivalence of elliptically symmetric distributions
by Gupta, A. K. & Henze, N. & Klar, B.
- 243-251 Estimation of cusp in nonregular nonlinear regression models
by Prakasa Rao, B. L. S.
- 252-273 Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors
by Jaschke, Stefan & Klüppelberg, Claudia & Lindner, Alexander
- 274-297 Complexity penalized support estimation
by Klemelä, Jussi
- 298-319 Nonparametric ANCOVA with two and three covariates
by Tsangari, Haritini & Akritas, Michael G.
- 320-334 Stein's idea and minimax admissible estimation of a multivariate normal mean
by Maruyama, Yuzo
- 335-364 Reference priors for exponential families with simple quadratic variance function
by Consonni, Guido & Veronese, Piero & Gutiérrez-Peña, Eduardo
- 365-411 A well-conditioned estimator for large-dimensional covariance matrices
by Ledoit, Olivier & Wolf, Michael
January 2004, Volume 88, Issue 1
- 1-18 On some testing problems for sparse contingency tables
by Burman, Prabir
- 19-46 Combining the data from two normal populations to estimate the mean of one when their means difference is bounded
by van Eeden, Constance & Zidek, James V.
- 47-60 Some properties and characterizations for generalized multivariate Pareto distributions
by Yeh, Hsiaw-Chan
- 61-75 Kernel density estimation for spatial processes: the L1 theory
by Hallin, Marc & Lu, Zudi & Tran, Lanh T.
- 76-88 Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models
by Yang, Guo-Qing & Wu, Qi-Guang
- 89-108 Robust weighted orthogonal regression in the errors-in-variables model
by Fekri, M. & Ruiz-Gazen, A.
- 109-117 A chi-square test for dimensionality with non-Gaussian data
by Bai, Z. D. & He, Xuming
- 118-130 An extension of the factorization theorem to the non-positive case
by Kopciuszewski, Pawel
- 131-137 Improved estimation of a covariance matrix in an elliptically contoured matrix distribution
by Leung, Pui Lam & Ng, Foon Yip
- 138-151 A connection between supermodular ordering and positive/negative association
by Christofides, Tasos C. & Vaggelatou, Eutichia
- 152-162 Spatial autoregression and related spatio-temporal models
by Ma, Chunsheng
- 163-176 A test of uniformity on shape spaces
by Chikuse, Y. & Jupp, P. E.
- 177-189 Generalized p-values and generalized confidence regions for the multivariate Behrens-Fisher problem and MANOVA
by Gamage, Jinadasa & Mathew, Thomas & Weerahandi, Samaradasa
- 190-206 On a new multivariate two-sample test
by Baringhaus, L. & Franz, C.
November 2003, Volume 87, Issue 2
- 219-240 Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis
by Pivato, Marcus & Seco, Luis
- 241-260 Large and moderate deviations for infinite-dimensional autoregressive processes
by Mas, André & Menneteau, Ludovic
- 261-274 The efficiency of adjusted least squares in the linear functional relationship
by Kukush, Alexander & Maschke, Erich Otto
- 275-297 Invariant tests for symmetry about an unspecified point based on the empirical characteristic function
by Henze, N. & Klar, B. & Meintanis, S. G.
- 298-314 The skew elliptical distributions and their quadratic forms
by Fang, B. Q.
- 315-327 Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model
by Ibarrola, P. & Pérez-Palomares, A.
- 328-355 The affine equivariant sign covariance matrix: asymptotic behavior and efficiencies
by Ollila, Esa & Oja, Hannu & Croux, Christophe
- 356-369 Factor models for multivariate count data
by Wedel, Michel & Böckenholt, Ulf & Kamakura, Wagner A.
- 370-397 Tail behaviour of Gaussian processes with applications to the Brownian pillow
by Koning, Alex J. & Protasov, Vladimir
- 398-412 On familial longitudinal Poisson mixed models with gamma random effects
by Sutradhar, Brajendra C. & Jowaheer, Vandna
- 413-417 The distribution of symmetric matrix quotients
by Gupta, A. K. & Kabe, D. G.
October 2003, Volume 87, Issue 1
- 2-23 Multivariate quadratic forms of random vectors
by Blacher, René
- 24-45 Identification of graphical models for nonignorable nonresponse of binary outcomes in longitudinal studies
by Ma, Wen-Qing & Geng, Zhi & Hu, Yong-Hua
- 46-59 Characterization of the partial autocorrelation function of nonstationary time series
by Dégerine, Serge & Lambert-Lacroix, Sophie
- 60-79 Empirical Bayesian estimation of normal variances and covariances
by Champion, Colin J.
- 80-100 Semiparametric estimation based on parametric modeling of the cause-specific hazard ratios in competing risks
by Suzukawa, A. & Taneichi, N.
- 101-132 Survival function estimation when lifetime and censoring time are dependent
by Ebrahimi, Nader & Molefe, Daniel
- 133-158 Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
by Antoniadis, Anestis & Sapatinas, Theofanis
- 159-176 Rank estimation in reduced-rank regression
by Bura, Efstathia & Cook, R. Dennis
- 177-190 Kronecker product permutation matrices and their application to moment matrices of the normal distribution
by Schott, James R.
- 191-217 Nonparametric estimation of the location of a maximum in a response surface
by Facer, Matthew R. & Müller, Hans-Georg
August 2003, Volume 86, Issue 2
- 213-226 Efficient estimation in conditional single-index regression
by Delecroix, Michel & Härdle, Wolfgang & Hristache, Marian
- 227-241 Consistent estimation of coefficients in measurement error models with replicated observations
by Shalabh
- 242-253 Best affine unbiased response decomposition
by Dhaene, Geert & Schokkaert, Erik & Van de Voorde, Carine
- 254-265 On the admissibility of stable spherical multivariate tests
by Glimm, Ekkehard & Läuter, Jürgen
- 266-292 Nonparametric estimation of distributions with categorical and continuous data
by Li, Qi & Racine, Jeff
- 293-309 Constructing fixed rank optimal estimators with method of best recurrent approximations
by Torokhti, Anatoli & Howlett, Phil
- 310-329 Semi-parametric multivariate modelling when the marginals are the same
by Marron, J. S. & Nakamura, Miguel & Pérez-Abreu, Víctor
- 330-359 Local polynomial fitting under association
by Masry, Elias
- 360-374 Hypothesis testing for the generalized multivariate modified Bessel model
by Thabane, Lehana & Drekic, Steve
- 375-397 Reducing variance in nonparametric surface estimation
by Cheng, Ming-Yen & Hall, Peter
- 398-422 Precise asymptotics in some strong limit theorems for multidimensionally indexed random variables
by Gut, Allan & Spataru, Aurel
July 2003, Volume 86, Issue 1
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