# Elsevier

# Journal of Multivariate Analysis

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### 2014, Volume 126, Issue C

### 2014, Volume 125, Issue C

**1-35 Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes***by*Bachoc, François**36-49 Model checking in Tobit regression via nonparametric smoothing***by*Koul, Hira L. & Song, Weixing & Liu, Shan**50-64 SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part***by*Lian, Heng & Li, Jianbo & Tang, Xingyu**65-88 On the estimation of the mean density of random closed sets***by*Camerlenghi, F. & Capasso, V. & Villa, E.**89-99 A new sparse variable selection via random-effect model***by*Lee, Youngjo & Oh, Hee-Seok**100-120 Assessment of the number of components in Gaussian mixture models in the presence of multiple local maximizers***by*Kim, Daeyoung & Seo, Byungtae**121-135 On a symbolic representation of non-central Wishart random matrices with applications***by*Di Nardo, Elvira**136-158 Local asymptotic minimax estimation of nonregular parameters with translation-scale equivariant maps***by*Song, Kyungchul**159-175 Model structure selection in single-index-coefficient regression models***by*Huang, Zhensheng & Pang, Zhen & Lin, Bingqing & Shao, Quanxi**176-189 An exact test about the covariance matrix***by*Gupta, Arjun K. & Bodnar, Taras**190-203 Compatibility results for conditional distributions***by*Berti, Patrizia & Dreassi, Emanuela & Rigo, Pietro**204-221 Monitoring procedure for parameter change in causal time series***by*Bardet, Jean-Marc & Kengne, William**222-232 Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices***by*Wang, Cheng & Tong, Tiejun & Cao, Longbing & Miao, Baiqi**233-251 Bivariate binomial autoregressive models***by*Scotto, Manuel G. & Weiß, Christian H. & Silva, Maria Eduarda & Pereira, Isabel

### 2014, Volume 124, Issue C

**1-9 On compatibility of discrete full conditional distributions: A graphical representation approach***by*Yao, Yi-Ching & Chen, Shih-chieh & Wang, Shao-Hsuan**10-24 Asymptotically efficient estimation under semi-parametric random censorship models***by*Dikta, Gerhard**25-30 Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss–Markoff model under a balanced loss function***by*Cao, Mingxiang**31-41 Maximal non-exchangeability in dimension d***by*Harder, Michael & Stadtmüller, Ulrich**42-56 A statistical view of clustering performance through the theory of U-processes***by*Clémençon, Stéphan**57-69 D-optimal designs for multiresponse linear models with a qualitative factor***by*Yue, Rong-Xian & Liu, Xin & Chatterjee, Kashinath**70-93 Estimation and inference of semi-varying coefficient models with heteroscedastic errors***by*Shen, Si-Lian & Cui, Jian-Ling & Mei, Chang-Lin & Wang, Chun-Wei**94-104 General directional regression***by*Yu, Zhou & Dong, Yuexiao & Huang, Mian**105-115 Stochastic comparisons of order statistics and their concomitants***by*Bairamov, Ismihan & Khaledi, Baha-Eldin & Shaked, Moshe**116-129 A revisit to correlation analysis for distortion measurement error data***by*Zhang, Jun & Feng, Zhenghui & Zhou, Bu**130-149 Simultaneous confidence bands for sequential autoregressive fitting***by*Jirak, Moritz**150-165 Series expansion for functional sufficient dimension reduction***by*Lian, Heng & Li, Gaorong**166-178 An optimal test for variance components of multivariate mixed-effects linear models***by*Aryal, Subhash & Bhaumik, Dulal K. & Mathew, Thomas & Gibbons, Robert D.**179-198 Multivariate measurement error models using finite mixtures of skew-Student t distributions***by*Cabral, Celso Rômulo Barbosa & Lachos, Víctor Hugo & Zeller, Camila Borelli**199-213 Model determination and estimation for the growth curve model via group SCAD penalty***by*Hu, Jianhua & Xin, Xin & You, Jinhong**214-225 Sensitivity to hyperprior parameters in Gaussian Bayesian networks***by*Gómez-Villegas, M.A. & Main, P. & Navarro, H. & Susi, R.**226-236 Subsignatures of systems***by*Marichal, Jean-Luc**237-246 Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions***by*Besson, Olivier & Abramovich, Yuri I.**247-259 A Bayesian analysis of normalized VAR models***by*Sun, Dongchu & Ni, Shawn**260-280 Objective Bayesian analysis for autoregressive models with nugget effects***by*Ren, Cuirong & Sun, Dongchu**281-294 A new adjusted maximum likelihood method for the Fay–Herriot small area model***by*Yoshimori, Masayo & Lahiri, Partha**295-312 On Cauchy–Stieltjes kernel families***by*Bryc, Włodek & Fakhfakh, Raouf & Hassairi, Abdelhamid**313-332 Functional data analysis with increasing number of projections***by*Fremdt, Stefan & Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef G.**333-344 Minimax covariance estimation using commutator subgroup of lower triangular matrices***by*Tsukuma, Hisayuki**345-352 On the Bingham distribution with large dimension***by*Kume, A. & Walker, S.G.**353-370 Consistency, bias and efficiency of the normal-distribution-based MLE: The role of auxiliary variables***by*Yuan, Ke-Hai & Savalei, Victoria**371-383 Bayesian model diagnostics using functional Bregman divergence***by*Goh, Gyuhyeong & Dey, Dipak K.**384-397 Schur2-concavity properties of Gaussian measures, with applications to hypotheses testing***by*Pinelis, Iosif**398-417 Application of second generation wavelets to blind spherical deconvolution***by*Vareschi, T.**418-435 A robust extension of the bivariate Birnbaum–Saunders distribution and associated inference***by*Vilca, Filidor & Balakrishnan, N. & Zeller, Camila Borelli**436-450 Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes***by*Bosq, D.**451-464 Bayesian robust inference of sample selection using selection-t models***by*Ding, Peng**465-479 Asymptotics of hierarchical clustering for growing dimension***by*Borysov, Petro & Hannig, Jan & Marron, J.S.**480-487 A note on the asymptotic behavior of the Bernstein estimator of the copula density***by*Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël

### 2014, Volume 123, Issue C

**1-18 Partial marginal likelihood estimation for general transformation models***by*Gu, Minggao & Wu, Yueqin & Huang, Bin**19-29 On bivariate Weibull-Geometric distribution***by*Kundu, Debasis & Gupta, Arjun K.**30-42 Compound Poisson approximations for symmetric vectors***by*Kruopis, Julius & Čekanavičius, Vydas**43-67 Nonparametric estimation of multivariate elliptic densities via finite mixture sieves***by*Battey, Heather & Linton, Oliver**68-84 A ridge regression estimation approach to the measurement error model***by*Saleh, A.K.Md. Ehsanes & Shalabh,**85-95 Geometric interpretation of the residual dependence coefficient***by*Nolde, Natalia**96-110 Measuring association and dependence between random vectors***by*Grothe, Oliver & Schnieders, Julius & Segers, Johan**111-128 Structure of the random measure associated with an isotropic stationary process***by*Alain, Boudou & Sylvie, Viguier-Pla**129-142 Marginal regression analysis of clustered failure time data with a cure fraction***by*Niu, Yi & Peng, Yingwei**143-159 Strength of tail dependence based on conditional tail expectation***by*Hua, Lei & Joe, Harry**160-171 A nonparametric two-sample test applicable to high dimensional data***by*Biswas, Munmun & Ghosh, Anil K.**172-183 Parameter estimation for operator scaling random fields***by*Lim, C.Y. & Meerschaert, M.M. & Scheffler, H.-P.**184-200 Consistency of high-dimensional AIC-type and Cp-type criteria in multivariate linear regression***by*Fujikoshi, Yasunori & Sakurai, Tetsuro & Yanagihara, Hirokazu**201-213 On the asymptotic normality of kernel density estimators for causal linear random fields***by*Wang, Yizao & Woodroofe, Michael**214-227 Deflation-based separation of uncorrelated stationary time series***by*Miettinen, Jari & Nordhausen, Klaus & Oja, Hannu & Taskinen, Sara**228-251 Mixtures of skewed Kalman filters***by*Kim, Hyoung-Moon & Ryu, Duchwan & Mallick, Bani K. & Genton, Marc G.**252-269 Local linear–additive estimation for multiple nonparametric regressions***by*Lin, Lu & Song, Yunquan & Liu, Zhao**270-280 Integrative correlation: Properties and relation to canonical correlations***by*Cope, Leslie & Naiman, Daniel Q. & Parmigiani, Giovanni**281-303 Model assisted Cox regression***by*Mondal, Shoubhik & Subramanian, Sundarraman**304-310 Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models***by*Lian, Heng**311-329 Transformed goodness-of-fit statistics for a generalized linear model of binary data***by*Taneichi, Nobuhiro & Sekiya, Yuri & Toyama, Jun**330-344 Efficient estimation of semiparametric copula models for bivariate survival data***by*Cheng, Guang & Zhou, Lan & Chen, Xiaohong & Huang, Jianhua Z.**345-363 Multi-index regression models with missing covariates at random***by*Guo, Xu & Xu, Wangli & Zhu, Lixing**364-379 A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data***by*Hyodo, Masashi & Kubokawa, Tatsuya**380-385 Estimation of the covariance matrix in multivariate partially linear models***by*Przystalski, Marcin**386-394 A note on the fourth cumulant of a finite mixture distribution***by*Loperfido, Nicola

### 2013, Volume 122, Issue C

**1-19 Extreme dependence models based on event magnitude***by*Padoan, Simone A.**20-34 Quantile regression analysis of case-cohort data***by*Zheng, Ming & Zhao, Ziqiang & Yu, Wen**35-52 Tests for skewness and kurtosis in the one-way error component model***by*Galvao, Antonio F. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter & Wang, Liang**53-69 Extended matrix variate gamma and beta functions***by*Nagar, Daya K. & Roldán-Correa, Alejandro & Gupta, Arjun K.**70-81 On the exact and approximate distributions of the product of a Wishart matrix with a normal vector***by*Bodnar, Taras & Mazur, Stepan & Okhrin, Yarema**82-95 A nonparametric empirical Bayes approach to adaptive minimax estimation***by*Jiang, Wenhua & Zhang, Cun-Hui**96-114 Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates***by*Hu, Jianwei & Chai, Hao**115-132 Variable selection in high-dimensional quantile varying coefficient models***by*Tang, Yanlin & Song, Xinyuan & Wang, Huixia Judy & Zhu, Zhongyi**133-147 A frailty model for interaction between multiple events***by*Cuzick, Jack & Yang, Zihua**148-161 Direction estimation in single-index models via distance covariance***by*Sheng, Wenhui & Yin, Xiangrong**162-174 Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices***by*Kojima, Masahiro & Kubokawa, Tatsuya**175-189 On the distribution of posterior probabilities in finite mixture models with application in clustering***by*Melnykov, Volodymyr**190-201 On extension of some identities for the bias and risk functions in elliptically contoured distributions***by*Nkurunziza, Sévérien & Chen, Fuqi**202-214 Confidence regions for level sets***by*Mammen, Enno & Polonik, Wolfgang**215-225 On the limiting distribution of the spatial scan statistic***by*Zhang, Tonglin & Lin, Ge**226-238 A robust and efficient estimation method for single index models***by*Liu, Jicai & Zhang, Riquan & Zhao, Weihua & Lv, Yazhao**239-250 High-dimensional AIC in the growth curve model***by*Fujikoshi, Yasunori & Enomoto, Rie & Sakurai, Tetsuro**251-270 Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors***by*Zhou, Xing-cai & Lin, Jin-guan**271-277 Sklar’s theorem derived using probabilistic continuation and two consistency results***by*Faugeras, Olivier P.**278-291 Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension***by*Dedecker, Jérôme & Michel, Bertrand**292-316 On a family of test statistics for discretely observed diffusion processes***by*De Gregorio, A. & Iacus, S.M.**317-333 Nonparametric estimation of means on Hilbert manifolds and extrinsic analysis of mean shapes of contours***by*Ellingson, Leif & Patrangenaru, Vic & Ruymgaart, Frits**334-354 PCA consistency for the power spiked model in high-dimensional settings***by*Yata, Kazuyoshi & Aoshima, Makoto**355-376 A note on the variance of the square components of a normal multivariate within a Euclidean ball***by*Palombi, Filippo & Toti, Simona**377-392 Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models***by*Kubokawa, Tatsuya**393-408 Hierarchical Poisson models for spatial count data***by*De Oliveira, Victor**409-413 Extremal t processes: Elliptical domain of attraction and a spectral representation***by*Opitz, T.

### 2013, Volume 121, Issue C

**1-21 On the convergence of the spectrum of finite order approximations of stationary time series***by*Datta Gupta, Syamantak & Mazumdar, Ravi R. & Glynn, Peter**22-32 Empirical likelihood for partially linear proportional hazards models with growing dimensions***by*Tang, Xingyu & Li, Jianbo & Lian, Heng**33-49 Optimal generalized truncated sequential Monte Carlo test***by*Silva, Ivair R. & Assunção, Renato M.**50-68 Support vector machine quantile regression approach for functional data: Simulation and application studies***by*Crambes, Christophe & Gannoun, Ali & Henchiri, Yousri**70-86 An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index***by*Dierckx, Goedele & Goegebeur, Yuri & Guillou, Armelle**87-108 A Bayesian semiparametric dynamic two-level structural equation model for analyzing non-normal longitudinal data***by*Song, Xin-Yuan & Chen, Fei & Lu, Zhao-Hua**109-126 Bayesian estimation of order-restricted and unrestricted association models***by*Demirhan, Haydar**127-138 Strictly stationary solutions of ARMA equations in Banach spaces***by*Spangenberg, Felix**139-151 Efficient estimation for semiparametric cure models with interval-censored data***by*Hu, Tao & Xiang, Liming**152-175 Kernel density estimation for directional–linear data***by*García-Portugués, Eduardo & Crujeiras, Rosa M. & González-Manteiga, Wenceslao**176-192 Asymptotics of randomly weighted u- and v-statistics: Application to bootstrap***by*Csörgő, Miklós & Nasari, Masoud M.**193-223 Best permutation analysis***by*Rajaratnam, Bala & Salzman, Julia**224-232 A necessary test for complete independence in high dimensions using rank-correlations***by*Wang, Guanghui & Zou, Changliang & Wang, Zhaojun

### 2013, Volume 120, Issue C

**1-17 Conditional estimation for dependent functional data***by*Battey, Heather & Sancetta, Alessio**18-33 Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations***by*Chan, Ngai Hang & Zhang, Rong-Mao**34-39 Information on parameters of interest decreases under transformations***by*Fewster, R.M. & Jupp, P.E.**40-58 Kernel estimation of conditional density with truncated, censored and dependent data***by*Liang, Han-Ying & Liu, Ai-Ai**59-84 On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes***by*Christensen, Kim & Podolskij, Mark & Vetter, Mathias**85-101 Factor copula models for multivariate data***by*Krupskii, Pavel & Joe, Harry**102-119 Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices***by*Chang, Lo-Bin & Bai, Zhidong & Huang, Su-Yun & Hwang, Chii-Ruey**120-134 Functional analysis techniques to improve similarity matrices in discrimination problems***by*González, Javier & Muñoz, Alberto**135-151 The L1 penalized LAD estimator for high dimensional linear regression***by*Wang, Lie**152-162 A closed-form estimator for the multivariate GARCH(1,1) model***by*Sbrana, Giacomo & Poloni, Federico**163-172 A note on tail dependence regression***by*Zhang, Qingzhao & Li, Deyuan & Wang, Hansheng**173-184 Robust estimation of location and scatter by pruning the minimum spanning tree***by*Kirschstein, Thomas & Liebscher, Steffen & Becker, Claudia**185-204 Minimum distance estimation in a finite mixture regression model***by*Tang, Qingguo & Karunamuni, Rohana J.**205-215 A Bayesian decision theoretic approach to directional multiple hypotheses problems***by*Bansal, Naveen K. & Miescke, Klaus J.**216-225 Distribution of functionals of a Ferguson–Dirichlet process over an n-dimensional ball***by*Dickey, James M. & Jiang, Thomas J. & Kuo, Kun-Lin**226-233 Generalized prediction intervals for BLUPs in mixed models***by*Gamage, Jinadasa & Mathew, Thomas & Weerahandi, Samaradasa

### 2013, Volume 119, Issue C

**1-15 Vine constructions of Lévy copulas***by*Grothe, Oliver & Nicklas, Stephan**16-31 Fisher information in different types of perfect and imperfect ranked set samples from finite mixture models***by*Hatefi, Armin & Jafari Jozani, Mohammad**32-46 On multivariate extensions of Value-at-Risk***by*Cousin, Areski & Di Bernardino, Elena**47-60 Supervised component generalized linear regression using a PLS-extension of the Fisher scoring algorithm***by*Bry, X. & Trottier, C. & Verron, T. & Mortier, F.**61-70 Empirical and sequential empirical copula processes under serial dependence***by*Bücher, Axel & Volgushev, Stanislav**71-80 Regression analysis of multivariate panel count data with an informative observation process***by*Zhang, Haixiang & Zhao, Hui & Sun, Jianguo & Wang, Dehui & Kim, KyungMann**81-100 Estimating a bivariate tail: A copula based approach***by*Di Bernardino, Elena & Maume-Deschamps, Véronique & Prieur, Clémentine**101-118 Simplified pair copula constructions—Limitations and extensions***by*Stöber, Jakob & Joe, Harry & Czado, Claudia**119-143 Kernel density estimation on the rotation group and its application to crystallographic texture analysis***by*Hielscher, Ralf**144-162 Asymptotic cumulants of ability estimators using fallible item parameters***by*Ogasawara, Haruhiko**163-175 Nonparametric two-sample tests on homogeneous Riemannian manifolds, Cholesky decompositions and Diffusion Tensor Image analysis***by*Osborne, Daniel & Patrangenaru, Vic & Ellingson, Leif & Groisser, David & Schwartzman, Armin**176-184 Predictive power of principal components for single-index model and sufficient dimension reduction***by*Artemiou, Andreas & Li, Bing**185-199 Empirical and weighted conditional likelihoods for matched case-control studies with missing covariates***by*Liu, Tianqing & Yuan, Xiaohui & Li, Zhaohai & Li, Yuanzhang**200-208 Inverse circular–circular regression***by*SenGupta, Ashis & Kim, Sungsu & Arnold, Barry C.

### 2013, Volume 118, Issue C

**1-23 Hypothesis testing in a generic nesting framework for general distributions***by*Martín, N. & Balakrishnan, N.**24-36 Distances between models of generalized order statistics***by*Vuong, Q.N. & Bedbur, S. & Kamps, U.**37-52 Densities of nested Archimedean copulas***by*Hofert, Marius & Pham, David**53-66 Change-point detection in multinomial data using phi-divergence test statistics***by*Batsidis, A. & Horváth, L. & Martín, N. & Pardo, L. & Zografos, K.**67-76 Reconstruction of a low-rank matrix in the presence of Gaussian noise***by*Shabalin, Andrey A. & Nobel, Andrew B.**77-101 Further results on the h-test of Durbin for stable autoregressive processes***by*Proïa, Frédéric**102-114 A simple method for obtaining the maximal correlation coefficient and related characterizations***by*Papadatos, Nickos & Xifara, Tatiana**115-127 Quadratic inference functions for partially linear single-index models with longitudinal data***by*Lai, Peng & Li, Gaorong & Lian, Heng**128-137 Identity tests for high dimensional data using RMT***by*Wang, Cheng & Yang, Jing & Miao, Baiqi & Cao, Longbing**138-147 Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters***by*Withers, Christopher S. & Nadarajah, Saralees

### 2013, Volume 117, Issue C

**1-13 A correlated random effects model for non-homogeneous Markov processes with nonignorable missingness***by*Chen, Baojiang & Zhou, Xiao-Hua**14-31 Strong consistency of k-parameters clustering***by*Gallegos, María Teresa & Ritter, Gunter**32-40 Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors***by*Choi, Hee Min & Hobert, James P.**41-75 Multivariate truncated moments***by*Arismendi, J.C.**76-87 Estimation of mean squared error of model-based estimators of small area means under a nested error linear regression model***by*Torabi, Mahmoud & Rao, J.N.K.**88-99 Degrees of freedom and model selection in semiparametric additive monotone regression***by*Rueda, Cristina**100-119 Test of independence for functional data***by*Horváth, Lajos & Hušková, Marie & Rice, Gregory**120-133 Mixtures of common factor analyzers for high-dimensional data with missing information***by*Wang, Wan-Lun**134-149 Generalized F test for high dimensional linear regression coefficients***by*Wang, Siyang & Cui, Hengjian**150-162 Nonparametric LAD cointegrating regression***by*Honda, Toshio**163-174 Sparse-smooth regularized singular value decomposition***by*Hong, Zhaoping & Lian, Heng**175-192 Bayesian regression based on principal components for high-dimensional data***by*Lee, Jaeyong & Oh, Hee-Seok**193-213 The distance correlation t-test of independence in high dimension***by*Székely, Gábor J. & Rizzo, Maria L.**214-228 On the estimation of Spearman’s rho and related tests of independence for possibly discontinuous multivariate data***by*Genest, Christian & Nešlehová, Johanna G. & Rémillard, Bruno**229-245 On the moments of ratios of quadratic forms in normal random variables***by*Bao, Yong & Kan, Raymond**246-256 Homogeneous distributions—And a spectral representation of classical mean values and stable tail dependence functions***by*Ressel, Paul**257-280 Dependent wild bootstrap for degenerate U- and V-statistics***by*Leucht, Anne & Neumann, Michael H.**281-295 Robust multivariate association and dimension reduction using density divergences***by*Iaci, Ross & Sriram, T.N.**296-312 The holonomic gradient method for the distribution function of the largest root of a Wishart matrix***by*Hashiguchi, Hiroki & Numata, Yasuhide & Takayama, Nobuki & Takemura, Akimichi**313-331 Correlation tests for high-dimensional data using extended cross-data-matrix methodology***by*Yata, Kazuyoshi & Aoshima, Makoto

### 2013, Volume 116, Issue C

**1-13 Functional contour regression***by*Wang, Guochang & Lin, Nan & Zhang, Baoxue**25-34 Schur-convexity of 2nd order, certain subclass of multivariate arrangement increasing functions with applications in statistics***by*Revyakov, Mikhail**35-44 Feasible ridge estimator in partially linear models***by*Roozbeh, M. & Arashi, M.**45-51 Minimax optimal estimation of general bandable covariance matrices***by*Xue, Lingzhou & Zou, Hui**52-62 On general bootstrap of empirical estimator of a semi-Markov kernel with applications***by*Bouzebda, Salim & Limnios, Nikolaos**63-73 On sample ranges from two sets of heterogenous random variables***by*Ding, Weiyong & Da, Gaofeng & Zhao, Peng**74-91 Tail estimation of the spectral density for a stationary Gaussian random field***by*Wu, Wei-Ying & Lim, Chae Young & Xiao, Yimin**92-108 Radial basis function regularization for linear inverse problems with random noise***by*Valencia, Carlos & Yuan, Ming**109-129 Dense classes of multivariate extreme value distributions***by*Fougères, Anne-Laure & Mercadier, Cécile & Nolan, John P.**130-140 Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances***by*Wang, Y. & Daniels, M.J.**141-162 Optimal rank-based tests for block exogeneity in vector autoregressions***by*Bramati, Maria Caterina**163-171 On elliptical quantiles in the quantile regression setup***by*Hlubinka, Daniel & Šiman, Miroslav**172-189 Frontier estimation with kernel regression on high order moments***by*Girard, Stéphane & Guillou, Armelle & Stupfler, Gilles**190-207 Corrected portmanteau tests for VAR models with time-varying variance***by*Patilea, V. & Raïssi, H.**208-229 Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique***by*Bücher, Axel & Ruppert, Martin**230-244 Generalized multivariate Birnbaum–Saunders distributions and related inferential issues***by*Kundu, Debasis & Balakrishnan, N. & Jamalizadeh, Ahad**245-262 Information based model selection criteria for generalized linear mixed models with unknown variance component parameters***by*Yu, Dalei & Zhang, Xinyu & Yau, Kelvin K.W.**263-277 Intrinsic dimension identification via graph-theoretic methods***by*Brito, M.R. & Quiroz, A.J. & Yukich, J.E.**278-296 Robust and efficient estimation of the residual scale in linear regression***by*Van Aelst, Stefan & Willems, Gert & Zamar, Ruben H.**297-309 Equality of the BLUPs under the mixed linear model when random components and errors are correlated***by*Liu, Xin & Wang, Qing-Wen**310-331 Model-based principal components of correlation matrices***by*Boik, Robert J.**332-348 Binary response models with M-phase case-control data***by*Chiang, Chin-Tsang & Huang, Ming-Yueh & Bai, Ren-Hong**349-364 Two-step adaptive model selection for vector autoregressive processes***by*Ren, Yunwen & Xiao, Zhiguo & Zhang, Xinsheng**365-381 Adjusting for high-dimensional covariates in sparse precision matrix estimation by ℓ1-penalization***by*Yin, Jianxin & Li, Hongzhe**382-397 Minimaxity in predictive density estimation with parametric constraints***by*Kubokawa, Tatsuya & Marchand, Éric & Strawderman, William E. & Turcotte, Jean-Philippe**398-409 Empirical likelihood for linear transformation models with interval-censored failure time data***by*Zhang, Zhigang & Zhao, Yichuan