# Elsevier

# Journal of Multivariate Analysis

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### 2011, Volume 102, Issue 6

**1018-1031 Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality***by*Hwang, S.Y. & Basawa, I.V.**1032-1046 On the maximum of covariance estimators***by*Jirak, Moritz**1047-1063 A copula-based model of speculative price dynamics in discrete time***by*Cherubini, Umberto & Mulinacci, Sabrina & Romagnoli, Silvia**1064-1079 Bahadur representation for U-quantiles of dependent data***by*Wendler, Martin**1080-1089 Asymptotic expansions for a class of tests for a general covariance structure under a local alternative***by*Shimizu, Hiroaki & Wakaki, Hirofumi**1090-1103 Some tests for the covariance matrix with fewer observations than the dimension under non-normality***by*Srivastava, Muni S. & Kollo, Tõnu & von Rosen, Dietrich

### 2011, Volume 102, Issue 5

**871-883 Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach***by*Carter, Christopher K. & Wong, Frederick & Kohn, Robert**884-895 The proportional hazards model for survey data from independent and clustered super-populations***by*Rubin-Bleuer, Susana**896-907 Bounds for mixtures of order statistics from exponentials and applications***by*Paltanea, Eugen**908-917 Numbers of near bivariate record-concomitant observations***by*Bairamov, I. & Stepanov, A.**918-930 Parametric estimation of a bivariate stable Lévy process***by*Esmaeili, Habib & Klüppelberg, Claudia**931-936 Extensions of system signatures to dependent lifetimes: Explicit expressions and interpretations***by*Marichal, Jean-Luc & Mathonet, Pierre**937-947 Efficient empirical-likelihood-based inferences for the single-index model***by*Huang, Zhensheng & Zhang, Riquan**948-957 On Pearson-Kotz Dirichlet distributions***by*Balakrishnan, N. & Hashorva, E.**958-976 Some new results on convolutions of heterogeneous gamma random variables***by*Zhao, Peng**977-991 Multivariate extreme models based on underlying skew-t and skew-normal distributions***by*Padoan, Simone A.

### 2011, Volume 102, Issue 4

**723-740 Empirical likelihood for semiparametric regression model with missing response data***by*Xue, Liugen & Xue, Dong**741-767 Some theoretical properties of Silverman's method for Smoothed functional principal component analysis***by*Qi, Xin & Zhao, Hongyu**768-780 High dimensional data analysis using multivariate generalized spatial quantiles***by*Mukhopadhyay, Nitai D. & Chatterjee, Snigdhansu**781-788 Convergence proof of matrix dynamics for online linear discriminant analysis***by*Hiraoka, Kazuyuki**789-800 A numerical method for minimum distance estimation problems***by*Cervellera, C. & Macciò, D.**801-815 Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions***by*Sheena, Yo & Takemura, Akimichi**816-827 Tests for independence in non-parametric heteroscedastic regression models***by*Hlávka, Zdenek & Husková, Marie & Meintanis, Simos G.**828-846 -Consistent robust integration-based estimation***by*Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan**847-868 Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices***by*Dharmawansa, Prathapasinghe & McKay, Matthew R.**869-870 Erratum to "Construction of asymmetric multivariate copulas" [J. Multivariate Anal. 99 (2008) 2234-2250]***by*Liebscher, Eckhard

### 2011, Volume 102, Issue 3

**393-404 Monotonicity properties of multivariate distribution and survival functions -- With an application to Lévy-frailty copulas***by*Ressel, Paul**405-421 Weighted-mean trimming of multivariate data***by*Dyckerhoff, Rainer & Mosler, Karl**422-447 Structural test in regression on functional variables***by*Delsol, Laurent & Ferraty, Frédéric & Vieu, Philippe**448-467 Wavelet estimation of conditional density with truncated, censored and dependent data***by*Liang, Han-Ying & de Uña-Álvarez, Jacobo**468-481 Nonparametric estimation of the anisotropic probability density of mixed variables***by*Efromovich, Sam**482-495 Vectors of two-parameter Poisson-Dirichlet processes***by*Leisen, Fabrizio & Lijoi, Antonio**496-505 Estimating structural VARMA models with uncorrelated but non-independent error terms***by*Boubacar Mainassara, Y. & Francq, C.**506-520 Local likelihood estimation for nonstationary random fields***by*Anderes, Ethan B. & Stein, Michael L.**521-527 Multivariate linear recursions with Markov-dependent coefficients***by*Hay, Diana & Rastegar, Reza & Roitershtein, Alexander**528-549 Autoregressive process modeling via the Lasso procedure***by*Nardi, Y. & Rinaldo, A.**550-562 A link-free method for testing the significance of predictors***by*Zeng, Peng**563-578 Log-linear Poisson autoregression***by*Fokianos, Konstantinos & Tjøstheim, Dag**579-600 Minimum distance conditional variance function checking in heteroscedastic regression models***by*Samarakoon, Nishantha & Song, Weixing**601-618 Statistical inference using a weighted difference-based series approach for partially linear regression models***by*Ai, Chunrong & You, Jinhong & Zhou, Yong**619-628 Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components***by*Bekker, A. & Roux, J.J.J. & Arashi, M.**629-640 Restricted one way analysis of variance using the empirical likelihood ratio test***by*Yu, Wen & El Barmi, Hammou & Ying, Zhiliang**641-660 Conditional and unconditional methods for selecting variables in linear mixed models***by*Kubokawa, Tatsuya**661-673 Blockwise empirical likelihood for time series of counts***by*Wu, Rongning & Cao, Jiguo**674-682 Composing the cumulative quantile regression function and the Goldie concentration curve***by*Tse, SzeMan**683-697 Estimation of a multivariate stochastic volatility density by kernel deconvolution***by*Van Es, Bert & Spreij, Peter**698-713 Quadratic minimisation problems in statistics***by*Albers, C.J. & Critchley, F. & Gower, J.C.**714-722 Applications of quadratic minimisation problems in statistics***by*Albers, C.J. & Critchley, F. & Gower, J.C.

### 2011, Volume 102, Issue 2

**193-212 On directional multiple-output quantile regression***by*Paindaveine, Davy & Siman, Miroslav**213-224 Principal points of a multivariate mixture distribution***by*Matsuura, Shun & Kurata, Hiroshi**225-237 Random change on a Lie group and mean glaucomatous projective shape change detection from stereo pair images***by*Crane, M. & Patrangenaru, V.**238-251 A novel trace test for the mean parameters in a multivariate growth curve model***by*Hamid, Jemila S. & Beyene, Joseph & von Rosen, Dietrich**252-263 An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples***by*Shutoh, Nobumichi & Hyodo, Masashi & Seo, Takashi**264-280 Restricted estimation in multivariate measurement error regression model***by*Jain, Kanchan & Singh, Sukhbir & Sharma, Suresh**281-291 Partial sum process to check regression models with multiple correlated response: With an application for testing a change-point in profile data***by*Bischoff, W. & Gegg, A.**292-305 Spatial autoregressive and moving average Hilbertian processes***by*Ruiz-Medina, M.D.**306-314 Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals***by*Ferger, Dietmar & Scholz, Michael**315-335 On spline regression under Gaussian subordination with long memory***by*Beran, Jan & Weiershäuser, Arno**336-348 An asymptotics look at the generalized inference***by*Xiong, Shifeng**349-362 On linear models with long memory and heavy-tailed errors***by*Zhou, Zhou & Wu, Wei Biao**363-371 On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix***by*Nadler, Boaz**372-385 A profile-type smoothed score function for a varying coefficient partially linear model***by*Li, Gaorong & Feng, Sanying & Peng, Heng**386-392 A multivariate ultrastructural errors-in-variables model with equation error***by*Patriota, Alexandre G. & Bolfarine, Heleno & Arellano-Valle, Reinaldo B.

### 2011, Volume 102, Issue 1

**1-19 Statistical inference in partially-varying-coefficient single-index model***by*Wang, Qihua & Xue, Liugen**20-36 Dual divergence estimators and tests: Robustness results***by*Toma, Aida & Broniatowski, Michel**37-47 Nonparametric estimation of an extreme-value copula in arbitrary dimensions***by*Gudendorf, Gordon & Segers, Johan**48-60 Local asymptotic normality in a stationary model for spatial extremes***by*Falk, Michael**61-72 Semiparametric analysis of longitudinal zero-inflated count data***by*Feng, Jiarui & Zhu, Zhongyi**73-86 On local times, density estimation and supervised classification from functional data***by*Llop, P. & Forzani, L. & Fraiman, R.**87-104 Fiducial inference on the largest mean of a multivariate normal distribution***by*Wandler, Damian V. & Hannig, Jan**105-117 Multiple imputations and the missing censoring indicator model***by*Subramanian, Sundarraman**118-129 Low dimensional semiparametric estimation in a censored regression model***by*Moral-Arce, Ignacio & Rodríguez-Póo, Juan M. & Sperlich, Stefan**130-142 Dimension estimation in sufficient dimension reduction: A unifying approach***by*Bura, E. & Yang, J.**143-152 Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions***by*Díaz-García, José A. & Gutiérrez-Jáimez, Ramón**153-163 Empirical likelihood for linear models under negatively associated errors***by*Qin, Yongsong & Li, Yinghua**164-181 Modifying estimators of ordered positive parameters under the Stein loss***by*Tsukuma, Hisayuki & Kubokawa, Tatsuya**182-192 Robust inference for sparse cluster-correlated count data***by*Hanfelt, John J. & Li, Ruosha & Pan, Yi & Payment, Pierre

### 2010, Volume 101, Issue 10

**2255-2265 Subsampling tests for variance changes in the presence of autoregressive parameter shifts***by*Jin, Hao & Zhang, Jinsuo**2266-2281 Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties***by*Laib, Naâmane & Louani, Djamal**2282-2296 M-type smoothing spline ANOVA for correlated data***by*Liu, Anna & Qin, Li & Staudenmayer, John**2297-2304 On decompositional algorithms for uniform sampling from n-spheres and n-balls***by*Harman, Radoslav & Lacko, Vladimír**2305-2319 An approach to multiway contingency tables based on [phi]-divergence test statistics***by*Pardo, Julio A.**2320-2345 The multiple hybrid bootstrap -- Resampling multivariate linear processes***by*Jentsch, Carsten & Kreiss, Jens-Peter**2346-2357 Limiting distributions of maxima under triangular schemes***by*Frick, Melanie & Reiss, Rolf-Dieter**2358-2371 Depth notions for orthogonal regression***by*Wellmann, Robin & Müller, Christine H.**2372-2388 Asymptotic expansion of the minimum covariance determinant estimators***by*Cator, Eric A. & Lopuhaä, Hendrik P.**2389-2397 Multivariate logistic regression with incomplete covariate and auxiliary information***by*Sinha, Sanjoy K. & Laird, Nan M. & Fitzmaurice, Garrett M.**2398-2410 Concordance measures for multivariate non-continuous random vectors***by*Mesfioui, Mhamed & Quessy, Jean-François**2411-2419 The L1-consistency of Dirichlet mixtures in multivariate Bayesian density estimation***by*Wu, Yuefeng & Ghosal, Subhashis**2420-2433 Combining conditional and unconditional moment restrictions with missing responses***by*Yuan, Xiaohui & Liu, Tianqing & Lin, Nan & Zhang, Baoxue**2434-2451 On the limiting spectral distribution of the covariance matrices of time-lagged processes***by*Robert, Christian Y. & Rosenbaum, Mathieu**2452-2463 A modified functional delta method and its application to the estimation of risk functionals***by*Beutner, Eric & Zähle, Henryk**2464-2485 Projection-pursuit approach to robust linear discriminant analysis***by*Pires, Ana M. & Branco, João A.**2486-2498 Stochastic comparisons of multivariate mixtures***by*Khaledi, Baha-Eldin & Shaked, Moshe**2499-2518 On the layered nearest neighbour estimate, the bagged nearest neighbour estimate and the random forest method in regression and classification***by*Biau, Gérard & Devroye, Luc**2519-2527 Marginal parameterizations of discrete models defined by a set of conditional independencies***by*Forcina, A. & Lupparelli, M. & Marchetti, G.M.**2528-2542 Spline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraints***by*Lu, Minggen**2543-2553 A dimensionally reduced finite mixture model for multilevel data***by*Calò, Daniela G. & Viroli, Cinzia**2554-2570 A new test for sphericity of the covariance matrix for high dimensional data***by*Fisher, Thomas J. & Sun, Xiaoqian & Gallagher, Colin M.**2571-2586 A multivariate version of Hoeffding's Phi-Square***by*Gaißer, Sandra & Ruppert, Martin & Schmid, Friedrich**2587-2597 Bayesian inference for dependent elliptical measurement error models***by*Vidal, Ignacio & Arellano-Valle, Reinaldo B.**2598-2615 On testing equality of pairwise rank correlations in a multivariate random vector***by*Gaißer, Sandra & Schmid, Friedrich**2616-2636 On asymptotic normality of sequential LS-estimate for unstable autoregressive process AR(2)***by*Galtchouk, Leonid & Konev, Victor**2637-2640 A characterization of multivariate normality through univariate projections***by*Shao, Yongzhao & Zhou, Ming**2641-2647 Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences***by*Peng, Zuoxiang & Cao, Lunfeng & Nadarajah, Saralees

### 2010, Volume 101, Issue 9

**1903-1909 Estimating cumulative incidence functions when the life distributions are constrained***by*El Barmi, Hammou & Johnson, Matthew & Mukerjee, Hari**1910-1926 Complexity-penalized estimation of minimum volume sets for dependent data***by*Di, J. & Kolaczyk, E.**1927-1949 The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix***by*Bai, Z.D. & Zhang, L.X.**1950-1958 Asymptotics of Bayesian median loss estimation***by*Yu, Chi Wai & Clarke, Bertrand**1959-1969 Some equalities for estimations of variance components in a general linear model and its restricted and transformed models***by*Tian, Yongge & Liu, Chunmei**1970-1980 Conditional information criteria for selecting variables in linear mixed models***by*Srivastava, Muni S. & Kubokawa, Tatsuya**1981-1994 Statistical inference for the [epsilon]-entropy and the quadratic Rényi entropy***by*Leonenko, Nikolaj & Seleznjev, Oleg**1995-2007 Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure***by*Peña, Daniel & Prieto, Francisco J. & Viladomat, Júlia**2008-2025 Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band***by*Song, Qiongxia & Yang, Lijian**2026-2038 Sieve maximum likelihood estimation for doubly semiparametric zero-inflated Poisson models***by*He, Xuming & Xue, Hongqi & Shi, Ning-Zhong**2039-2059 Nonparametric comparison of regression functions***by*Srihera, Ramidha & Stute, Winfried**2060-2077 Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix***by*Yata, Kazuyoshi & Aoshima, Makoto**2078-2090 Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates***by*Huang, Bin & Wang, Qihua**2091-2102 The multivariate Behrens-Fisher distribution***by*Girón, Fco. Javier & del Castillo, Carmen**2103-2117 The pairwise beta distribution: A flexible parametric multivariate model for extremes***by*Cooley, Daniel & Davis, Richard A. & Naveau, Philippe**2118-2136 A two-sample test for comparison of long memory parameters***by*Lavancier, Frédéric & Philippe, Anne & Surgailis, Donatas**2137-2148 Bootstrap of deviation probabilities with applications***by*Dasgupta, Ratan**2149-2167 Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory***by*Ogasawara, Haruhiko**2168-2183 Robust estimation of periodic autoregressive processes in the presence of additive outliers***by*Sarnaglia, A.J.Q. & Reisen, V.A. & Lévy-Leduc, C.**2184-2199 Exploring uses of persistent homology for statistical analysis of landmark-based shape data***by*Gamble, Jennifer & Heo, Giseon**2200-2206 On the concept of matrix derivative***by*Magnus, Jan R.**2207-2221 Quantization and clustering with Bregman divergences***by*Fischer, Aurélie**2222-2226 Smooth depth contours characterize the underlying distribution***by*Kong, Linglong & Zuo, Yijun**2227-2233 A note on the maximum correlation for Baker's bivariate distributions with fixed marginals***by*Lin, G.D. & Huang, J.S.**2234-2249 Nonparametric rank-based tests of bivariate extreme-value dependence***by*Kojadinovic, Ivan & Yan, Jun**2250-2253 Some conditional expectation identities for the multivariate normal***by*Withers, Christopher S. & Nadarajah, Saralees

### 2010, Volume 101, Issue 8

**1755-1771 Sharp estimates for the CDF of quadratic forms of MPE random vectors***by*Sadefo Kamdem, J.**1772-1790 From Archimedean to Liouville copulas***by*McNeil, Alexander J. & Neslehová, Johanna**1791-1805 Rank test for heteroscedastic functional data***by*Wang, Haiyan & Akritas, Michael G.**1806-1813 High-dimensional Edgeworth expansion of a test statistic on independence and its error bound***by*Akita, Tomoyuki & Jin, Jinghua & Wakaki, Hirofumi**1814-1825 A van Trees inequality for estimators on manifolds***by*Jupp, P.E.**1826-1836 Sequential order statistics with an order statistics prior***by*Burkschat, M. & Kamps, U. & Kateri, M.**1837-1845 On the covariance of the asymptotic empirical copula process***by*Genest, Christian & Segers, Johan**1846-1858 Semiparametric inference for transformation models via empirical likelihood***by*Zhao, Yichuan**1859-1871 A class of models for uncorrelated random variables***by*Ebrahimi, Nader & Hamedani, G.G. & Soofi, Ehsan S. & Volkmer, Hans**1872-1883 Variable selection for semiparametric varying coefficient partially linear errors-in-variables models***by*Zhao, Peixin & Xue, Liugen**1884-1897 Random block matrices generalizing the classical Jacobi and Laguerre ensembles***by*Guhlich, Matthias & Nagel, Jan & Dette, Holger**1898-1901 On an asymptotically more efficient estimation of the single-index model***by*Chang, Ziqing & Xue, Liugen & Zhu, Lixing

### 2010, Volume 101, Issue 7

**1547-1558 General canonical correlations with applications to group symmetry models***by*Andersson, Steen A. & Crawford, Jesse B.**1559-1573 Entropy based constrained inference for some HDLSS genomic models: UI tests in a Chen-Stein perspective***by*Tsai, Ming-Tien & Sen, Pranab Kumar**1574-1593 Statistical inference of minimum BD estimators and classifiers for varying-dimensional models***by*Zhang, Chunming**1594-1606 On sparse estimation for semiparametric linear transformation models***by*Zhang, Hao Helen & Lu, Wenbin & Wang, Hansheng**1607-1621 Single-index quantile regression***by*Wu, Tracy Z. & Yu, Keming & Yu, Yan**1622-1637 The efficiency of logistic regression compared to normal discriminant analysis under class-conditional classification noise***by*Bi, Yingtao & Jeske, Daniel R.**1638-1655 Comparison of Bartlett-type adjusted tests in the multiparameter case***by*Kakizawa, Yoshihide**1656-1680 Simultaneous confidence band and hypothesis test in generalised varying-coefficient models***by*Zhang, Wenyang & Peng, Heng**1681-1700 Detection of a change point based on local-likelihood***by*Huh, Jib**1701-1711 Bartlett correctable two-sample adjusted empirical likelihood***by*Liu, Yukun & Yu, Chi Wai**1712-1727 Autoregressive frequency detection using Regularized Least Squares***by*Chen, Bei & Gel, Yulia R.**1728-1737 Sparse Bayesian hierarchical modeling of high-dimensional clustering problems***by*Lian, Heng**1738-1754 Meta densities and the shape of their sample clouds***by*Balkema, A.A. & Embrechts, P. & Nolde, N.

### 2010, Volume 101, Issue 6

**1319-1329 Testing the equality of several covariance matrices with fewer observations than the dimension***by*Srivastava, Muni S. & Yanagihara, Hirokazu**1330-1338 Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix***by*Pan, Guangming**1339-1351 Asymptotic properties of the maximum likelihood estimator for the proportional hazards model with doubly censored data***by*Kim, Yongdai & Kim, Bumsoo & Jang, Woncheol**1352-1363 Tensorial products of functional ARMA processes***by*Bosq, Denis**1364-1377 Adaptive confidence region for the direction in semiparametric regressions***by*Li, Gao-Rong & Zhu, Li-Ping & Zhu, Li-Xing**1378-1389 Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching***by*Xi, Fubao & Yin, G.**1390-1399 On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means***by*Fourdrinier, Dominique & Marchand, Éric**1400-1411 A new projection estimate for multivariate location with minimax bias***by*Adrover, Jorge G. & Yohai, Víctor J.**1412-1427 Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions***by*Jamalizadeh, A. & Balakrishnan, N.**1428-1433 Constructing hierarchical Archimedean copulas with Lévy subordinators***by*Hering, Christian & Hofert, Marius & Mai, Jan-Frederik & Scherer, Matthias**1434-1444 On the singularity of multivariate skew-symmetric models***by*Ley, Christophe & Paindaveine, Davy**1445-1457 Empirical Hankel transforms and its applications to goodness-of-fit tests***by*Baringhaus, Ludwig & Taherizadeh, Fatemeh**1458-1470 An adaptive wavelet shrinkage approach to the Spektor-Lord-Willis problem***by*Cmiel, Bogdan**1471-1482 Applications of average and projected systems to the study of coherent systems***by*Navarro, Jorge & Spizzichino, Fabio & Balakrishnan, N.**1483-1492 Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution***by*Tsukuma, Hisayuki**1493-1500 Stochastic properties of INID progressive Type-II censored order statistics***by*Mao, Tiantian & Hu, Taizhong**1501-1519 Estimation of a distribution under generalized censoring***by*Carabarin-Aguirre, Alberto & Ivanoff, B. Gail**1520-1531 Smoothed jackknife empirical likelihood method for ROC curve***by*Gong, Yun & Peng, Liang & Qi, Yongcheng**1532-1545 Generating random AR(p) and MA(q) Toeplitz correlation matrices***by*Ng, Chi Tim & Joe, Harry

### 2010, Volume 101, Issue 5

**1043-1054 Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data***by*Liang, Han-Ying & Peng, Liang**1055-1066 Optimal designs for estimating the control values in multi-univariate regression models***by*Lin, Chun-Sui & Huang, Mong-Na Lo**1067-1078 Estimating the error distribution in nonparametric multiple regression with applications to model testing***by*Neumeyer, Natalie & Van Keilegom, Ingrid**1079-1101 Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors***by*You, Jinhong & Zhou, Xian & Zhou, Yong**1102-1122 Minimum Hellinger distance estimation in a two-sample semiparametric model***by*Wu, Jingjing & Karunamuni, Rohana & Zhang, Biao**1123-1142 Nonparametric variance function estimation with missing data***by*Pérez-González, A. & Vilar-Fernández, J.M. & González-Manteiga, W.**1143-1155 Robust tests based on dual divergence estimators and saddlepoint approximations***by*Toma, Aida & Leoni-Aubin, Samuela**1156-1167 Testing the equality of linear single-index models***by*Lin, Wei & Kulasekera, K.B.**1168-1178 Wishart-Laplace distributions associated with matrix quadratic forms***by*Masaro, Joe & Wong, Chi Song**1179-1189 Nonparametric Berkson regression under normal measurement error and bounded design***by*Meister, Alexander**1190-1202 On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors***by*Roy, Vivekananda & Hobert, James P.**1203-1225 Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues***by*Mo, M.Y.**1226-1238 An unbiased Cp criterion for multivariate ridge regression***by*Yanagihara, Hirokazu & Satoh, Kenichi**1239-1251 On the structure of the quadratic subspace in discriminant analysis***by*Velilla, Santiago**1252-1262 Sensitivity of GLS estimators in random effects models***by*Vasnev, Andrey L.**1263-1273 Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation***by*Shaman, Paul**1274-1283 On the conjecture of Kochar and Korwar***by*Torrado, Nuria & Lillo, Rosa E. & Wiper, Michael P.**1284-1295 Explicit estimators of parameters in the Growth Curve model with linearly structured covariance matrices***by*Ohlson, Martin & von Rosen, Dietrich**1296-1310 On the simplified pair-copula construction -- Simply useful or too simplistic?***by*Hobæk Haff, Ingrid & Aas, Kjersti & Frigessi, Arnoldo**1311-1316 Expansions for the multivariate normal***by*Withers, Christopher S. & Nadarajah, Saralees**1317-1318 Letter to the Editor***by*Cuadras, Carles M.

### 2010, Volume 101, Issue 4

**765-788 Nonparametric tests for conditional independence in two-way contingency tables***by*Geenens, Gery & Simar, Léopold**789-810 On Riesz and Wishart distributions associated with decomposable undirected graphs***by*Andersson, Steen A. & Klein, Thomas**811-823 Residual variance estimation using a nearest neighbor statistic***by*Liitiäinen, Elia & Corona, Francesco & Lendasse, Amaury**824-838 Tests for multiple regression based on simplicial depth***by*Wellmann, Robin & Müller, Christine H.