# Elsevier

# Journal of Multivariate Analysis

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### 2013, Volume 119, Issue 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**410-421 Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension***by*Katayama, Shota & Kano, Yutaka & Srivastava, Muni S.**422-439 Least squares estimators for discretely observed stochastic processes driven by small Lévy noises***by*Long, Hongwei & Shimizu, Yasutaka & Sun, Wei**440-455 Properties and applications of Fisher distribution on the rotation group***by*Sei, Tomonari & Shibata, Hiroki & Takemura, Akimichi & Ohara, Katsuyoshi & Takayama, Nobuki**456-472 Posterior consistency in conditional distribution estimation***by*Pati, Debdeep & Dunson, David B. & Tokdar, Surya T.**473-498 Goodness-of-fit test for stochastic volatility models***by*Lin, Liang-Ching & Lee, Sangyeol & Guo, Meihui

### 2013, Volume 115, Issue C

**1-15 Archimedean survival processes***by*Hoyle, Edward & Mengütürk, Levent Ali**16-32 Nonparametric tests for change-point detection à la Gombay and Horváth***by*Holmes, Mark & Kojadinovic, Ivan & Quessy, Jean-François**33-47 The cluster bootstrap consistency in generalized estimating equations***by*Cheng, Guang & Yu, Zhuqing & Huang, Jianhua Z.**48-56 On the extensions of Barlow–Proschan importance index and system signature to dependent lifetimes***by*Marichal, Jean-Luc & Mathonet, Pierre**57-67 ANOVA kernels and RKHS of zero mean functions for model-based sensitivity analysis***by*Durrande, N. & Ginsbourger, D. & Roustant, O. & Carraro, L.**68-83 Semiparametric Bayesian analysis of nonlinear reproductive dispersion mixed models for longitudinal data***by*Tang, Nian-Sheng & Zhao, Yuan-Ying**84-107 Optimal transformation: A new approach for covering the central subspace***by*Portier, François & Delyon, Bernard**108-121 Comparison of binary discrimination methods for high dimension low sample size data***by*Bolivar-Cime, A. & Marron, J.S.**122-137 Multidimensional p–p plots and precedence tests for point processes on ℜd***by*Jordan, Adriana & Ivanoff, B. Gail**138-156 The dictionary approach for spherical deconvolution***by*Pham Ngoc, Thanh Mai & Rivoirard, Vincent**157-171 Score tests in the presence of errors in covariates in matched case-control studies***by*Sinha, Samiran & Yoo, Seungyoon**172-180 A parametric bootstrap approach for two-way ANOVA in presence of possible interactions with unequal variances***by*Xu, Li-Wen & Yang, Fang-Qin & Abula, Aji’erguli & Qin, Shuang**181-192 A simplified model for studying bivariate mortality under right-censoring***by*Gribkova, Svetlana & Lopez, Olivier & Saint-Pierre, Philippe**193-203 Robustness of designs for model discrimination***by*Ghosh, Subir & Dutta, Santanu**204-216 Tests for multivariate analysis of variance in high dimension under non-normality***by*Srivastava, Muni S. & Kubokawa, Tatsuya**217-251 Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations***by*Brockwell, Peter J. & Schlemm, Eckhard**252-269 Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series***by*Lenart, Łukasz**270-284 Smoothed jackknife empirical likelihood inference for the difference of ROC curves***by*Yang, Hanfang & Zhao, Yichuan**285-300 Weak conditions for shrinking multivariate nonparametric density estimators***by*Sancetta, Alessio**301-316 Modified estimators of the contribution rates of population eigenvalues***by*Sheena, Yo**317-333 Consistency of sparse PCA in High Dimension, Low Sample Size contexts***by*Shen, Dan & Shen, Haipeng & Marron, J.S.**334-346 Likelihood ratio tests for positivity in polynomial regressions***by*Kato, Naohiro & Kuriki, Satoshi**347-358 Information preserving sufficient summaries for dimension reduction***by*Nelson, David & Noorbaloochi, Siamak**359-373 Optimal robust M-estimators using Rényi pseudodistances***by*Toma, Aida & Leoni-Aubin, Samuela**374-395 Robust monitoring of CAPM portfolio betas***by*Chochola, Ondřej & Hušková, Marie & Prášková, Zuzana & Steinebach, Josef G.**396-404 Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn model***by*Keef, Caroline & Papastathopoulos, Ioannis & Tawn, Jonathan A.**405-420 A frequency domain bootstrap for Whittle estimation under long-range dependence***by*Kim, Young Min & Nordman, Daniel J.**421-444 Using Bagidis in nonparametric functional data analysis: Predicting from curves with sharp local features***by*Timmermans, Catherine & Delsol, Laurent & von Sachs, Rainer**445-456 Variable selection for general transformation models with right censored data via nonconcave penalties***by*Li, Jianbo & Gu, Minggao & Zhang, Riquan**457-480 Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws***by*Mai, Jan-Frederik & Scherer, Matthias & Shenkman, Natalia**481-495 A new index to measure positive dependence in trivariate distributions***by*García, Jesús E. & González-López, V.A. & Nelsen, R.B.**496-515 Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension***by*Kubokawa, Tatsuya & Hyodo, Masashi & Srivastava, Muni S.**516-536 Extrapolation of stable random fields***by*Karcher, Wolfgang & Shmileva, Elena & Spodarev, Evgeny

### 2013, Volume 114, Issue C

**1-15 Influence measures on corrected score estimators in functional heteroscedastic measurement error models***by*Giménez, Patricia & Galea, Manuel**16-28 Non-Gaussian modeling of spatial data using scale mixing of a unified skew Gaussian process***by*Zareifard, Hamid & Jafari Khaledi, Majid**29-39 Determinants, permanents and some applications to statistical shape theory***by*Caro-Lopera, Francisco J. & González-Farías, Graciela & Balakrishnan, N.**40-53 Efficient inference for autoregressive coefficients in the presence of trends***by*Qiu, D. & Shao, Q. & Yang, L.**54-62 On regularized general empirical Bayes estimation of normal means***by*Jiang, Wenhua**63-73 Empirical likelihood for generalized linear models with longitudinal data***by*Li, Daoji & Pan, Jianxin**74-98 Maximum likelihood estimation for conditional distribution single-index models under censoring***by*Strzalkowska-Kominiak, Ewa & Cao, Ricardo**99-111 Extremal dependence of copulas: A tail density approach***by*Li, Haijun & Wu, Peiling**112-126 Geometric structures arising from kernel density estimation on Riemannian manifolds***by*Kim, Yoon Tae & Park, Hyun Suk**127-160 Sparse principal component analysis by choice of norm***by*Qi, Xin & Luo, Ruiyan & Zhao, Hongyu**161-170 A revisit to efficient forecasting in linear regression models***by*Shalabh,**171-188 Embedding in space forms***by*Johannsen, David A. & Solka, Jeffrey L.**189-200 Efficient penalized estimating method in the partially varying-coefficient single-index model***by*Huang, Zhensheng & Lin, Bingqing & Feng, Fan & Pang, Zhen**201-208 Dependence structure of bivariate order statistics with applications to Bayramoglu’s distributions***by*Huang, J.S. & Dou, Xiaoling & Kuriki, Satoshi & Lin, G.D.**209-226 Resistant estimators in Poisson and Gamma models with missing responses and an application to outlier detection***by*Bianco, Ana M. & Boente, Graciela & Rodrigues, Isabel M.**227-255 Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity***by*Meitz, Mika & Saikkonen, Pentti**256-269 The multivariate Watson distribution: Maximum-likelihood estimation and other aspects***by*Sra, Suvrit & Karp, Dmitrii**270-287 Gaussian fluctuations for sample covariance matrices with dependent data***by*Friesen, Olga & Löwe, Matthias & Stolz, Michael**288-302 Kernel smoothers and bootstrapping for semiparametric mixed effects models***by*González Manteiga, Wenceslao & Lombardía, María José & Martínez Miranda, María Dolores & Sperlich, Stefan**303-317 Third-order local power properties of tests for a composite hypothesis***by*Kakizawa, Yoshihide**318-337 Sibuya copulas***by*Hofert, Marius & Vrins, Frédéric**338-348 Likelihood ratio order of spacings from two heterogeneous samples***by*Torrado, Nuria & Lillo, Rosa E.**349-358 A two sample test in high dimensional data***by*Srivastava, Muni S. & Katayama, Shota & Kano, Yutaka**359-377 Asymptotic properties of the Bayes and pseudo Bayes estimators of ability in item response theory***by*Ogasawara, Haruhiko**378-388 Comparison of confidence intervals for correlation coefficients based on incomplete monotone samples and those based on listwise deletion***by*Krishnamoorthy, K.**389-401 Asymptotic properties of canonical correlation analysis for one group with additional observations***by*Yamada, Tomoya**402-411 On the generalized domain of attraction of the multivariate normal law and asymptotic normality of the multivariate Student t-statistic***by*Martsynyuk, Yuliya V.**412-426 A generalization of the Dirichlet distribution***by*Ongaro, A. & Migliorati, S.**427-447 A subspace estimator for fixed rank perturbations of large random matrices***by*Hachem, Walid & Loubaton, Philippe & Mestre, Xavier & Najim, Jamal & Vallet, Pascal**448-456 On the existence of non-central Wishart distributions***by*Mayerhofer, Eberhard**457-473 Moment bounds and central limit theorems for Gaussian subordinated arrays***by*Bardet, Jean-Marc & Surgailis, Donatas

### 2013, Volume 113, Issue C

**2-6 New discrete Appell and Humbert distributions with relevance to bivariate accident data***by*Kemp, Adrienne W.**7-18 Multivariate distributions and the moment problem***by*Kleiber, Christian & Stoyanov, Jordan**19-36 The distribution of the product of powers of independent uniform random variables — A simple but useful tool to address and better understand the structure of some distributions***by*Arnold, Barry C. & Coelho, Carlos A. & Marques, Filipe J.**37-47 The multilinear normal distribution: Introduction and some basic properties***by*Ohlson, Martin & Rauf Ahmad, M. & von Rosen, Dietrich**48-58 Scale mixtures of Kotz–Dirichlet distributions***by*Balakrishnan, N. & Hashorva, E.**59-72 Multivariate generalized Laplace distribution and related random fields***by*Kozubowski, Tomasz J. & Podgórski, Krzysztof & Rychlik, Igor**73-90 The centred parameterization and related quantities of the skew-t distribution***by*Arellano-Valle, Reinaldo B. & Azzalini, Adelchi**91-105 A necessary test of fit of specific elliptical distributions based on an estimator of Song’s measure***by*Batsidis, Apostolos & Zografos, Konstantinos**106-115 From the Huang–Kotz FGM distribution to Baker’s bivariate distribution***by*Bairamov, I. & Bayramoglu, K.**116-127 Reliability properties of bivariate conditional proportional hazard rate models***by*Navarro, Jorge & Sarabia, José María**128-152 The distribution of the amplitude and phase of the mean of a sample of complex random variables***by*Withers, Christopher S. & Nadarajah, Saralees**153-160 Hazard rate comparison of parallel systems with heterogeneous gamma components***by*Balakrishnan, N. & Zhao, Peng

### 2012, Volume 112, Issue C

**1-23 Nonlinear models with measurement errors subject to single-indexed distortion***by*Zhang, Jun & Zhu, Li-Xing & Liang, Hua**24-34 An affine invariant k-nearest neighbor regression estimate***by*Biau, Gérard & Devroye, Luc & Dujmović, Vida & Krzyżak, Adam**35-47 Performance of double k-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses***by*Shalabh, & Garg, G. & Heumann, C.**48-62 Uniqueness of linear factorizations into independent subspaces***by*Gutch, Harold W. & Theis, Fabian J.**63-75 Jackknife empirical likelihood tests for error distributions in regression models***by*Feng, Huijun & Peng, Liang**76-91 Nonstationary modeling for multivariate spatial processes***by*Kleiber, William & Nychka, Douglas**92-107 A criterion-based model comparison statistic for structural equation models with heterogeneous data***by*Li, Yun-Xian & Kano, Yutaka & Pan, Jun-Hao & Song, Xin-Yuan**108-116 Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression***by*Khare, Kshitij & Hobert, James P.**117-129 Parametric component detection and variable selection in varying-coefficient partially linear models***by*Wang, Dewei & Kulasekera, K.B.**130-144 Nonparametric bootstrap tests of conditional independence in two-way contingency tables***by*Hui, Francis K.C. & Geenens, Gery**145-155 On variance estimation in a negative binomial time series regression model***by*Wu, Rongning**156-171 Testing the structure of the covariance matrix with fewer observations than the dimension***by*Srivastava, Muni S. & Reid, N.**172-182 Empirical likelihood inferences for the semiparametric additive isotonic regression***by*Cheng, Guang & Zhao, Yichuan & Li, Bo**183-193 Estimation of generalized linear latent variable models via fully exponential Laplace approximation***by*Bianconcini, Silvia & Cagnone, Silvia**207-218 Dimension reduction for the conditional kth moment via central solution space***by*Dong, Yuexiao & Yu, Zhou**219-229 Markov bases for typical block effect models of two-way contingency tables***by*Ogawa, Mitsunori & Takemura, Akimichi**230-241 A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets***by*Mojirsheibani, Majid**242-247 Moments and cumulants for the complex Wishart***by*Withers, Christopher S. & Nadarajah, Saralees**248-255 On the consistency of coordinate-independent sparse estimation with BIC***by*Zou, Changliang & Chen, Xin

### 2012, Volume 111, Issue C

**1-19 Nonparametric Bayes classification and hypothesis testing on manifolds***by*Bhattacharya, Abhishek & Dunson, David**20-38 U-statistic with side information***by*Yuan, Ao & He, Wenqing & Wang, Binhuan & Qin, Gengsheng**39-58 Combining quasi and empirical likelihoods in generalized linear models with missing responses***by*Liu, Tianqing & Yuan, Xiaohui**59-65 Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions***by*Shevlyakov, G.L. & Smirnov, P.O. & Shin, V.I. & Kim, K.**66-77 Asymptotic normality of posterior distributions for generalized linear mixed models***by*Baghishani, Hossein & Mohammadzadeh, Mohsen**78-93 Bootstrapping in non-regular smooth function models***by*Giurcanu, Mihai C.**94-109 A combined beta and normal random-effects model for repeated, overdispersed binary and binomial data***by*Molenberghs, Geert & Verbeke, Geert & Iddi, Samuel & Demétrio, Clarice G.B.**110-119 Limiting distributions of high-dimensional multivariate Beta-type distributions***by*Sakurai, Tetsuro**120-135 The singular values and vectors of low rank perturbations of large rectangular random matrices***by*Benaych-Georges, Florent & Nadakuditi, Raj Rao**136-159 Change-point analysis in increasing dimension***by*Jirak, Moritz**160-173 On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications***by*Barone, Piero**174-182 The inverse Riesz probability distribution on symmetric matrices***by*Tounsi, Mariem & Zine, Raoudha**183-197 Moments of MGOU processes and positive semidefinite matrix processes***by*Behme, Anita**198-212 Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model***by*Singh, Sukhbir & Jain, Kanchan & Sharma, Suresh**213-221 Likelihood inference in small area estimation by combining time-series and cross-sectional data***by*Torabi, Mahmoud & Shokoohi, Farhad**222-233 Peakedness and peakedness ordering***by*El Barmi, Hammou & Mukerjee, Hari**234-240 Some aspects of modeling dependence in copula-based Markov chains***by*Longla, Martial & Peligrad, Magda**241-255 Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood***by*Lee, Wonyul & Liu, Yufeng**256-270 On Jiang’s asymptotic distribution of the largest entry of a sample correlation matrix***by*Li, Deli & Qi, Yongcheng & Rosalsky, Andrew**271-285 New estimation and inference procedures for a single-index conditional distribution model***by*Chiang, Chin-Tsang & Huang, Ming-Yueh**286-295 Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function***by*Hu, Guikai & Peng, Ping**296-309 On matrix-variate regression analysis***by*Viroli, Cinzia**310-334 Detecting changes in functional linear models***by*Horváth, Lajos & Reeder, Ron**335-349 On sample ranges in multiple-outlier models***by*Zhao, Peng & Zhang, Yiying**350-367 Pattern recognition based on canonical correlations in a high dimension low sample size context***by*Tamatani, Mitsuru & Koch, Inge & Naito, Kanta**368-379 Asymptotic theory for the test for multivariate normality by Cox and Small***by*Ebner, Bruno**380-396 Empirical L2-distance lack-of-fit tests for Tobit regression models***by*Song, Weixing & Zhang, Yi**397-407 Gaussian approximation of conditional elliptical copulas***by*Hashorva, Enkelejd & Jaworski, Piotr

### 2012, Volume 110, Issue C

**4-18 A review of copula models for economic time series***by*Patton, Andrew J.**19-29 Time-dependent copulas***by*Fermanian, Jean-David & Wegkamp, Marten H.**30-42 Copula-based semiparametric models for multivariate time series***by*Rémillard, Bruno & Papageorgiou, Nicolas & Soustra, Frédéric**43-73 Semiparametric estimation of conditional copulas***by*Abegaz, Fentaw & Gijbels, Irène & Veraverbeke, Noël**74-90 Beyond simplified pair-copula constructions***by*Acar, Elif F. & Genest, Christian & Nešlehová, Johanna**91-105 Comparison of estimators for pair-copula constructions***by*Hobæk Haff, Ingrid**106-120 In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes***by*Craiu, V. Radu & Sabeti, Avideh**121-132 A test for Archimedeanity in bivariate copula models***by*Bücher, Axel & Dette, Holger & Volgushev, Stanislav**133-150 Likelihood inference for Archimedean copulas in high dimensions under known margins***by*Hofert, Marius & Mächler, Martin & McNeil, Alexander J.**151-160 H-extendible copulas***by*Mai, Jan-Frederik & Scherer, Matthias**161-170 The multivariate Piecing-Together approach revisited***by*Aulbach, Stefan & Falk, Michael & Hofmann, Martin**171-188 Nonparametric maximum likelihood estimation for dependent truncation data based on copulas***by*Emura, Takeshi & Wang, Weijing

### 2012, Volume 109, Issue C

**1-9 On the sample ranges from heterogeneous exponential variables***by*Xu, Maochao & Balakrishnan, N.**10-28 Regression when both response and predictor are functions***by*Ferraty, F. & Van Keilegom, I. & Vieu, P.**29-41 Theoretical and practical considerations on the convergence properties of the Fisher-EM algorithm***by*Bouveyron, Charles & Brunet, Camille**42-51 Hierarchical likelihood methods for nonlinear and generalized linear mixed models with missing data and measurement errors in covariates***by*Noh, Maengseok & Wu, Lang & Lee, Youngjo