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Content
August 2003, Volume 86, Issue 2
- 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
- 1-13 Unbiased estimation in the multivariate natural exponential family with simple quadratic variance function
by López Blázquez, Fernando & Gutiérrez Rubio, David
- 14-27 Estimation of a parameter vector when some components are restricted
by Fourdrinier, Dominique & Ouassou, Idir & Strawderman, William E.
- 28-47 Estimating the covariance matrix: a new approach
by Kubokawa, T. & Srivastava, M. S.
- 48-71 Are copulas unimodal?
by Cuculescu, Ioan & Theodorescu, Radu
- 72-96 Using wavelet methods to solve noisy Abel-type equations with discontinuous inputs
by Hall, Peter & Paige, Robert & Ruymgaart, Frits H.
- 97-107 Spatio-temporal stationary covariance models
by Ma, Chunsheng
- 108-125 A criterion for a continuous spectral density
by Bradley, Richard C.
- 126-142 Asymptotic properties of conditional maximum likelihood estimator in a certain exponential model
by Fujisawa, Hironori
- 143-165 On the risk of estimates for block decreasing densities
by Biau, Gérard & Devroye, Luc
- 166-182 Nonparametric likelihood ratio goodness-of-fit tests for survival data
by Li, Gang
- 183-212 Clusters, outliers, and regression: fixed point clusters
by Hennig, Christian
May 2003, Volume 85, Issue 2
- 217-233 A construction of the UMVU estimator for simple quadratic natural exponential families
by Pommeret, Denys
- 234-252 Dimension reduction in partly linear error-in-response models with validation data
by Wang, Qihua
- 253-266 Bayesian graphical model determination using decision theory
by Corander, Jukka
- 267-291 Wavelet regression estimation in nonparametric mixed effect models
by Angelini, Claudia & De Canditiis, Daniela & Leblanc, Frédérique
- 292-317 Information and asymptotic efficiency of the case-cohort sampling design in Cox's regression model
by Zhang, Haimeng & Goldstein, Larry
- 318-334 Approximations to the distribution of the sample correlation matrix
by Kollo, Tõnu & Ruul, Kaire
- 335-360 Asymptotic laws for disparity statistics in product multinomial models
by Morales, D. & Pardo, L. & Vajda, I.
- 361-374 Descriptive measures of multivariate scatter and linear dependence
by Peña, Daniel & Rodríguez, Julio
- 375-394 Concentrated matrix Langevin distributions
by Chikuse, Yasuko
- 395-415 Asymptotic relative Pitman efficiency in group models
by Chang, Ted & Tsai, Ming-Tien
- 416-430 Empirical likelihood inference for median regression models for censored survival data
by Qin, Gengsheng & Tsao, Min
April 2003, Volume 85, Issue 1
- 1-9 Wishart distributions associated with matrix quadratic forms
by Masaro, Joe & Wong, Chi Song
- 10-23 Predictivistic characterizations of multivariate student-t models
by Loschi, Rosangela H. & Iglesias, Pilar L. & Arellano-Valle, Reinaldo B.
- 24-39 Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix
by Fourdrinier, Dominique & Strawderman, William E. & Wells, Martin T.
- 40-53 A multivariate dispersion ordering based on quantiles more widely separated
by Fernandez-Ponce, J. M. & Suarez-Llorens, A.
- 54-77 Functional canonical analysis for square integrable stochastic processes
by He, Guozhong & Müller, Hans-Georg & Wang, Jane-Ling
- 78-90 On the monotone convergence of vector means
by Jensen, D. R.
- 91-105 Finite sample tail behavior of multivariate location estimators
by Zuo, Yijun
- 106-129 Multivariate nonparametric tests in a randomized complete block design
by Möttönen, J. & Hüsler, J. & Oja, H.
- 130-155 On same-realization prediction in an infinite-order autoregressive process
by Ing, Ching-Kang & Wei, Ching-Zong
- 156-191 Nonparametric estimation of competing risks models with covariates
by Fermanian, Jean-David
- 192-216 Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields
by Ruiz-Medina, M. D. & Angulo, J. M. & Anh, V. V.
February 2003, Volume 84, Issue 2
- 209-221 Application of fast spherical Fourier transform to density estimation
by Hendriks, Harrie
- 222-246 Asymptotic expansion of the null distribution of test statistic for linear hypothesis in nonnormal linear model
by Yanagihara, Hirokazu
- 247-261 Strong convergence of estimators in nonlinear autoregressive models
by Liebscher, Eckhard
- 262-273 A strong limit theorem on gambling systems
by Liu, Wen & Wang, Jinting
- 274-283 Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions
by Maruyama, Yuzo
- 284-298 Conditional tests for elliptical symmetry
by Zhu, Li-Xing & Neuhaus, Georg
- 299-318 Bootstraps of sums of independent but not identically distributed stochastic processes
by Kosorok, Michael R.
- 319-334 Convergence rate of the best-r-point-average estimator for the maximizer of a nonparametric regression function
by Bai, Zhidong & Chen, Zehua & Wu, Yaohua
- 335-350 Multivariate aging properties of epoch times of nonhomogeneous processes
by Belzunce, Félix & Mercader, José A. & Ruiz, José M.
- 351-368 Exact tests in simple growth curve models and one-way ANOVA with equicorrelation error structure
by Lin, Shu-Hui & Lee, Jack C.
- 369-386 The effect of across-location heteroscedasticity on the classification of mixed categorical and continuous data
by Leung, Chi-Ying
- 387-402 Bayesian networks for discrete multivariate data: an algebraic approach to inference
by Smith, J. Q. & Croft, J.
- 403-409 Some equivalence results concerning multiplicative lattice decompositions of multivariate densities
by Ip, Edward H. & Wang, Yuchung J. & Yeh, Yeong-nan
- 410-412 An extension of Bar-Hen's preliminary test procedure
by Kala, Radoslaw & Krzysko, Miroslaw
January 2003, Volume 84, Issue 1
- 1-18 Inference for the invariance of canonical analysis under linear transformations
by Nkiet, Guy Martial
- 19-39 Consistent estimation of the intensity function of a cyclic Poisson process
by Helmers, Roelof & Wayan Mangku, I. & Zitikis, Ricardas
- 40-60 Optimal prediction for linear regression with infinitely many parameters
by Goldenshluger, Alexander & Tsybakov, Alexandre
- 61-84 Asymptotic theory for multivariate GARCH processes
by Comte, F. & Lieberman, O.
- 85-100 On smoothness properties of spatial processes
by Banerjee, S. & Gelfand, A. E.
- 101-115 Empirical likelihood confidence region for parameter in the errors-in-variables models
by Cui, Hengjian & Chen, Song Xi
- 116-144 A robust and efficient adaptive reweighted estimator of multivariate location and scatter
by Gervini, Daniel
- 145-172 Robust factor analysis
by Pison, Greet & Rousseeuw, Peter J. & Filzmoser, Peter & Croux, Christophe
- 173-189 Multivariate hazard rate orders
by Hu, Taizhong & Khaledi, Baha-Eldin & Shaked, Moshe
- 190-207 Efficient estimators and LAN in canonical bivariate POT models
by Falk, Michael & Reiss, Rolf-Dieter
November 2002, Volume 83, Issue 2
- 265-287 Asymptotic Behavior of Bandwidth Selected by the Cross-Validation Method for Local Polynomial Fitting
by Xia, Yingcun & Li, W. K.
- 288-302 A Generalized [phi]-Divergence for Asymptotically Multivariate Normal Models
by Wegenkittl, Stefan
- 303-323 Estimation under l1-Symmetry
by Fourdrinier, Dominique & Lemaire, Anne-Sophie
- 324-359 Model Specification Tests in Nonparametric Stochastic Regression Models
by Gao, Jiti & Tong, Howell & Wolff, Rodney
- 360-364 The Tukey Depth Characterizes the Atomic Measure
by Koshevoy, Gleb A.
- 365-388 Continuity of Halfspace Depth Contours and Maximum Depth Estimators: Diagnostics of Depth-Related Methods
by Mizera, Ivan & Volauf, Milos
- 389-408 A Characterization of Joint Distribution of Two-Valued Random Variables and Its Applications
by Sharakhmetov, Sh. & Ibragimov, R.
- 409-414 Robust Bayesian Inference for Seemingly Unrelated Regressions with Elliptical Errors
by Ng, Vee Ming
- 415-450 AIC, Overfitting Principles, and the Boundedness of Moments of Inverse Matrices for Vector Autotregressions and Related Models
by Findley, David F. & Wei, Ching-Zong
- 451-468 Partial Influence Functions
by Pires, Ana M. & Branco, João A.
- 469-486 Empirical Likelihood Semiparametric Regression Analysis under Random Censorship
by Wang, Qi-Hua & Li, Gang
- 487-492 Inapplicability of Asymptotic Results on the Minimal Spanning Tree in Statistical Testing
by Caroni, C. & Prescott, P.
- 493-508 Compactly Supported Correlation Functions
by Gneiting, Tilmann
- 509-524 Multivariate Discrete Distributions with a Product-Type Dependence
by Becker, Niels G. & Utev, Sergey
October 2002, Volume 83, Issue 1
- 1-21 Asymptotic Properties of HPD Regions in the Discrete Case
by Rousseau, Judith
- 22-36 Continuous Elliptical and Exponential Power Linear Dynamic Models
by Gómez, E. & Gómez-Villegas, M. A. & Marín, J. M.
- 37-55 A Maximal Extension of the Gauss-Markov Theorem and Its Nonlinear Version
by Kariya, Takeaki & Kurata, Hiroshi
- 56-83 Change Point Estimation by Local Linear Smoothing
by Grégoire, Gérard & Hamrouni, Zouhir
- 84-123 Asymptotic Distribution of the Kaplan-Meier U-Statistics
by Bose, Arup & Sen, Arusharka
- 124-140 Distribution of Sum of Squares and Products Matrices for the Generalized Multilinear Matrix-T Model
by Khan, Shahjahan
- 141-165 A Treatment of Multivariate Skewness, Kurtosis, and Related Statistics
by Klar, Bernhard
- 166-182 Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix
by Chaturvedi, Anoop & Wan, Alan T. K. & Singh, Shri P.
- 183-207 Saddlepoint Expansions in Linear Regression
by Ivanov, Alexander V. & Zwanzig, Silvelyn
- 208-231 Distribution-Function-Based Bivariate Quantiles
by Chen, L. -A. & Welsh, A. H.
- 232-247 Generalized Quantile Processes Based on Multivariate Depth Functions, with Applications in Nonparametric Multivariate Analysis
by Serfling, Robert
- 248-263 Bias and Efficiency Loss Due to Categorizing an Explanatory Variable
by Taylor, Jeremy M. G. & Yu, Menggang
August 2002, Volume 82, Issue 2
- 263-298 Measures of Association for Hilbertian Subspaces and Some Applications
by Dauxois, Jacques & Nkiet, Guy Martial
- 299-330 Exact Misclassification Probabilities for Plug-In Normal Quadratic Discriminant Functions: II. The Heterogeneous Case
by McFarland, H. Richard & Richards, Donald St. P.
- 331-366 Large Sample Properties of Mixture Models with Covariates for Competing Risks
by Choi, K. C. & Zhou, X.
- 367-378 More on Stochastic Comparisons and Dependence among Concomitants of Order Statistics
by Blessinger, Todd
- 379-394 The Optimal Classification Using a Linear Discriminant for Two Point Classes Having Known Mean and Covariance
by Cooke, Tristrom & Peake, Michael
- 395-415 Measurement Error Models with Nonconstant Covariance Matrices
by Arellano-Valle, Reinaldo B. & Bolfarine, Heleno & Gasco, Loreta
- 416-421 On the Power Function of the Likelihood Ratio Test for MANOVA
by Bhaumik, Dulal Kumar & Sarka, Sanat K.
- 422-430 A Formula for the Tail Probability of a Multivariate Normal Distribution and Its Applications
by Hüsler, Jürg & Liu, Regina Y. & Singh, Kesar
- 431-444 Linear Least Squares Estimation of Regression Models for Two-Dimensional Random Fields
by Cohen, Guy & Francos, Joseph M.
- 445-456 Efficient Estimation of Two Seemingly Unrelated Regression Equations
by Liu, Aiyi
- 457-470 Principal Component Analysis from the Multivariate Familial Correlation Matrix
by Bilodeau, Martin & Duchesne, Pierre
- 471-485 On a Small Sample Adjustment for the Profile Score Function in Semiparametric Smoothing Models
by Kauermann, Göran
- 486-516 On the Asymptotics of Trimmed Best k-Nets
by Cuesta-Albertos, J. A. & García-Escudero, L. A. & Gordaliza, A.
July 2002, Volume 82, Issue 1
- 1-16 The Meta-elliptical Distributions with Given Marginals
by Fang, Hong-Bin & Fang, Kai-Tai & Kotz, Samuel
- 17-38 Assessing Goodness-of-Fit of Generalized Logit Models Based on Case-Control Data
by Zhang, Biao
- 39-64 Estimating Risk and the Mean Squared Error Matrix in Stein Estimation
by Kubokawa, T. & Srivastava, M. S.
- 65-87 Parameter Estimation in Linear Models with Heteroscedastic Variances Subject to Order Restrictions
by Hoferkamp, Carol & Das Peddada, Shyamal
- 88-110 New Multivariate Product Density Estimators
by Devroye, Luc & Krzyzak, Adam
- 111-133 Variance Estimation for High-Dimensional Regression Models
by Spokoiny, Vladimir
- 134-165 Some Extensions of Tukey's Depth Function
by Zhang, Jian
- 166-188 Local Polynomial Fitting in Semivarying Coefficient Model
by Zhang, Wenyang & Lee, Sik-Yum & Song, Xinyuan
- 189-209 Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models
by Cai, Zongwu
- 210-239 On Two Aproaches to Approximation of Multidimensional Stable Laws
by Davydov, Yu. & Nagaev, A. V.
- 240-262 Moment Properties of the Multivariate Dirichlet Distributions
by Gupta, Rameshwar D. & Richards, Donald St. P.
May 2002, Volume 81, Issue 2
- 189-204 Geometric Generalization of the Exponential Law
by Henschel, V. & Richter, W. -D.
- 205-228 Large Deviations for Quadratic Forms of Locally Stationary Processes
by Zani, Marguerite
- 229-241 Testing for Ordered Trends of Binary Responses between Contingency Tables
by Park, Chul Gyu
- 242-258 On the n-Coupling Problem
by Rüschendorf, Ludger & Uckelmann, Ludger
- 259-273 Fixed Width Confidence Region for the Mean of a Multivariate Normal Distribution
by Nagao, Hisao & Srivastava, M. S.
- 274-285 A Statistic for Testing the Null Hypothesis of Elliptical Symmetry
by Manzotti, A. & Pérez, Francisco J. & Quiroz, Adolfo J.
- 286-300 Asymptotics for the Tukey Median
by Massé, Jean-Claude
- 301-334 Bayesian Object Identification: Variants
by Ritter, Gunter & Gallegos, María Teresa
- 335-359 Asymptotic Approximations for the Distributions of the Multinomial Goodness-of-Fit Statistics under Local Alternatives
by Taneichi, Nobuhiro & Sekiya, Yuri & Suzukawa, Akio
- 360-375 Density Deconvolution in the Circular Structural Model
by Goldenshluger, Alexander
April 2002, Volume 81, Issue 1
- 1-18 An Adaptive Design for Multi-Arm Clinical Trials
by Bai, Z. D. & Hu, Feifang & Shen, Liang
- 19-27 On the Covariance between Functions
by Cuadras, C. M.
- 28-46 An Almost Surely Optimal Combined Classification Rule
by Mojirsheibani, Majid
- 47-66 Asymptotic Expansions and Bootstrap Approximations in Factor Analysis
by Ichikawa, Masanori & Konishi, Sadanori
- 67-84 Graph-Theoretic Procedures for Dimension Identification
by Brito, María R. & Quiroz, Adolfo J. & Yukich, J. E.
- 85-99 Marginal Replacement in Multivariate Densities, with Application to Skewing Spherically Symmetric Distributions
by Jones, M. C.
- 100-119 Spatially Adaptive Splines for Statistical Linear Inverse Problems
by Cardot, Hervé
- 120-127 A Characterization of Poisson-Gaussian Families by Convolution-Stability
by Koudou, A. E. & Pommeret, D.
- 128-137 On the Dependence Structure of Certain Multi-dimensional Ito Processes and Corresponding Hitting Times
by Ebrahimi, Nader
- 138-166 The Deepest Regression Method
by Van Aelst, Stefan & Rousseeuw, Peter J. & Hubert, Mia & Struyf, Anja
- 167-186 R-estimation in Autoregression with Square-Integrable Score Function
by Mukherjee, Kanchan & Bai, Z. D.
February 2002, Volume 80, Issue 2
- 191-216 Limit Theorems for the Non-linear Functional of Stationary Gaussian Processes
by Hariz, Samir Ben
- 217-233 Nonnegative Minimum Biased Quadratic Estimation in Mixed Linear Models
by Gnot, Stanislaw & Grzadziel, Mariusz
- 234-255 Set-Indexed Conditional Empirical and Quantile Processes Based on Dependent Data
by Polonik, Wolfgang & Yao, Qiwei
- 256-284 Wavelet Threshold Estimation of a Regression Function with Random Design
by Zhang, Shuanglin & Wong, Man-Yu & Zheng, Zhongguo
- 285-301 Minimax Hierarchical Empirical Bayes Estimation in Multivariate Regression
by Oman, Samuel D.
- 302-321 Likelihood-Based Local Polynomial Fitting for Single-Index Models
by Huh, J. & Park, B. U.
- 322-343 Parameter Estimation for Controlled Semilinear Stochastic Systems: Identifiability and Consistency
by Goldys, B. & Maslowski, B.
- 344-357 On Stochastic Orders for Sums of Independent Random Variables
by Korwar, Ramesh M.
- 358-377 The Sample Covariance Is Not Efficient for Elliptical Distributions
by Falk, Michael
January 2002, Volume 80, Issue 1
- 1-20 Normal Approximation Rate and Bias Reduction for Data-Driven Kernel Smoothing Estimator in a Semiparametric Regression Model
by Hong, Sheng-Yan
- 21-42 Optimal Spherical Deconvolution
by Kim, Peter T. & Koo, Ja-Yong
- 43-57 On Distribution-Free Tests for the Multivariate Two-Sample Location-Scale Model
by Rousson, Valentin
- 58-66 Concentration Probabilities for Restricted and Unrestricted MLEs
by Iwasa, Manabu & Moritani, Yoshiya
- 67-72 A Simple Derivation of a Complicated Prophet Region
by Saint-Mont, Uwe
- 73-100 Prediction from Randomly Right Censored Data
by Kohler, Michael & Máthé, Kinga & Pintér, Márta
- 101-126 Bayesian Inference for Multivariate Survival Data with a Cure Fraction
by Chen, Ming-Hui & Ibrahim, Joseph G. & Sinha, Debajyoti
- 127-137 Averaged Singular Integral Estimation as a Bias Reduction Technique
by Delgado, Miguel A. & Vidal-Sanz, Jose M.
- 138-165 Eigenstructures of Spatial Design Matrices
by Gorsich, David J. & Genton, Marc G. & Strang, Gilbert
- 166-188 Empirical Likelihood Ratio in Terms of Cumulative Hazard Function for Censored Data
by Pan, Xiao-Rong & Zhou, Mai
November 2001, Volume 79, Issue 2
- 171-190 Multiway Dependence in Exponential Family Conditional Distributions
by Lee, Jaehyung & Kaiser, Mark S. & Cressie, Noel
- 191-218 A Nonparametric Test of Serial Independence for Time Series and Residuals
by Ghoudi, Kilani & Kulperger, Reg J. & Rémillard, Bruno
- 219-225 A Test of Multivariate Independence Based on a Single Factor Model
by Wong, M. Y. & Cox, D. R.
- 226-250 Double k-Class Estimators in Regression Models with Non-spherical Disturbances
by Wan, Alan T. K. & Chaturvedi, Anoop
- 251-274 Asymptotic Limit of the Bayes Actions Set Derived from a Class of Loss Functions
by Abraham, Christophe
- 275-294 Influence Diagnostics in Common Principal Components Analysis
by Gu, Hong & Fung, Wing K.
- 295-315 Inference for the Mean Difference in the Two-Sample Random Censorship Model
by Wang, Qihua & Wang, Jane-Ling
October 2001, Volume 79, Issue 1
- 1-32 Semiparametric Mixtures in Case-Control Studies
by Murphy, S. A. & van der Vaart, A. W.
- 33-51 Inadmissibility of the Maximum Likekihood Estimator of Normal Covariance Matrices with the Lattice Conditional Independence
by Konno, Yoshihiko
- 52-70 On the Hausdorff Dimension of the Set Generated by Exceptional Oscillations of a Two-Parameter Wiener Process
by Dindar, Zacharie
- 71-88 Statistical Inference Concerning Several Redundancy Indices
by Lazraq, Aziz & Cléroux, Robert
- 89-98 Consecutive Collapsibility of Odds Ratios over an Ordinal Background Variable
by Guo, Jianhua & Geng, Zhi & Fung, Wing-Kam
- 99-113 A General Class of Multivariate Skew-Elliptical Distributions
by Branco, Márcia D. & Dey, Dipak K.
- 114-137 Estimation of the Asymptotic Variance of Kernel Density Estimators for Continuous Time Processes
by Guillou, Armelle & Merlevède, Florence
- 138-155 A Martingale Approach to the Copula-Graphic Estimator for the Survival Function under Dependent Censoring
by Rivest, Louis-Paul & Wells, Martin T.
August 2001, Volume 78, Issue 2
- 161-190 Local Power Properties of Kernel Based Goodness of Fit Tests
by Gouriéroux, Christian & Tenreiro, Carlos
- 191-217 The Law of the Iterated Logarithm and Central Limit Theorem for L-Statistics
by Li, Deli & Bhaskara Rao, M. & Tomkins, R. J.
- 218-234 Change-Point Detection in Long-Memory Processes
by Horváth, Lajos
- 235-251 Relative Stability for Strictly Stationary Sequences
by Szewczak, Zbigniew S.
- 252-271 Efficiency and Robustness of a Resampling M-Estimator in the Linear Model
by Hu, Feifang
- 272-298 The Weak Convergence for Functions of Negatively Associated Random Variables
by Zhang, Li-Xin
- 299-318 Estimating a Distribution Function for Censored Time Series Data
by Cai, Zongwu
July 2001, Volume 78, Issue 1
- 1-10 Characterization of the Spectra of Periodically Correlated Processes
by Makagon, Andrzej
- 11-36 Highly Robust Estimation of Dispersion Matrices
by Ma, Yanyuan & Genton, Marc G.
- 37-61 Censored Partial Linear Models and Empirical Likelihood
by Qin, Gengsheng & Jing, Bing-Yi
- 62-82 Inferences on a Normal Covariance Matrix and Generalized Variance with Monotone Missing Data
by Hao, Jian & Krishnamoorthy, K.
- 83-102 Asymptotics for Homogeneity Tests Based on a Multivariate Random Effects Proportional Hazards Model
by Bordes, Laurent & Commenges, Daniel
- 103-138 The Vervaat Process in Lp Spaces
by Csörgo, Miklós & Zitikis, Ricardas
- 139-158 U-Statistics for Change under Alternatives
by Gombay, Edit
May 2001, Volume 77, Issue 2
- 163-174 Identifiability of Modified Power Series Mixtures via Posterior Means
by Gupta, Arjun K. & Nguyen, Truc T. & Wang, Yinning & Wesolowski, Jacek
- 175-186 Other Classes of Minimax Estimators of Variance Covariance Matrix in Multivariate Normal Distribution
by Hara, Hisayuki
- 187-228 Second Order Hadamard Differentiability in Statistical Applications
by Ren, Jian-Jian & Sen, Pranab Kumar
- 229-238 Complex Stable Sums of Complex Stable Random Variables
by Hudson, William N. & Veeh, Jerry Alan
- 239-269 A Class of Robust Principal Component Vectors
by Kamiya, Hidehiko & Eguchi, Shinto
- 270-285 Hölder Exponent for a Two-Parameter Lévy Process
by Lagaize, Sandrine
- 286-294 Certain Characterizations of Normal Distribution via Transformations
by Hamedani, G. G. & Volkmer, Hans
- 295-317 Modeling and Exploring Multivariate Spatial Variation: A Test Procedure for Isotropy of Multivariate Spatial Data
by Jona-Lasinio, Giovanna
April 2001, Volume 77, Issue 1