# Elsevier

# Journal of Multivariate Analysis

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### 2010, Volume 101, Issue 6

**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.**839-849 Model selection by sequentially normalized least squares***by*Rissanen, Jorma & Roos, Teemu & Myllymäki, Petri**850-868 Bias-corrected empirical likelihood in a multi-link semiparametric model***by*Zhu, Lixing & Lin, Lu & Cui, Xia & Li, Gaorong**869-881 Estimation and inference for dependence in multivariate data***by*Bodnar, Olha & Bodnar, Taras & Gupta, Arjun K.**882-892 An adjusted maximum likelihood method for solving small area estimation problems***by*Li, Huilin & Lahiri, P.**893-908 Multivariate semi-logistic distributions***by*Yeh, Hsiaw-Chan**909-925 On connectivity of fibers with positive marginals in multiple logistic regression***by*Hara, Hisayuki & Takemura, Akimichi & Yoshida, Ruriko**926-935 Asymptotics of the norm of elliptical random vectors***by*Hashorva, Enkelejd**936-948 Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient***by*Ogasawara, Haruhiko**949-963 Boundary kernels for adaptive density estimators on regions with irregular boundaries***by*Marshall, Jonathan C. & Hazelton, Martin L.**964-970 Some new results on multivariate dispersive ordering of generalized order statistics***by*Xie, Hongmei & Hu, Taizhong**971-983 The extent of the maximum likelihood estimator for the extreme value index***by*Zhou, Chen**984-998 Trimmed portmanteau test for linear processes with infinite variance***by*Lee, Sangyeol & Tim Ng, Chi**999-1015 Asymptotic distributions of two "synthetic data" estimators for censored single-index models***by*Lu, Xuewen**1016-1025 Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications***by*Li, Xiaohu & Da, Gaofeng**1026-1041 Statistical inference for the index parameter in single-index models***by*Zhang, Riquan & Huang, Zhensheng & Lv, Yazhao

### 2010, Volume 101, Issue 3

**491-499 A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its ageing and dependence properties***by*Franco, Manuel & Vivo, Juana-María**500-511 Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability***by*Sapatinas, Theofanis & Shanbhag, Damodar N.**512-524 Semiparametric Bayesian measurement error modeling***by*Casanova, María P. & Iglesias, Pilar & Bolfarine, Heleno & Salinas, Victor H. & Peña, Alexis**525-540 PRIM analysis***by*Polonik, Wolfgang & Wang, Zailong**541-554 Likelihood ratio tests of correlated multivariate samples***by*Lim, Johan & Li, Erning & Lee, Shin-Jae**555-567 The Dirichlet Markov Ensemble***by*Chafaï, Djalil**568-582 Three-way analysis of imprecise data***by*Giordani, Paolo**583-593 Near-exact distributions for the independence and sphericity likelihood ratio test statistics***by*Coelho, Carlos A. & Marques, Filipe J.**594-602 Estimation of means of multivariate normal populations with order restriction***by*Ma, Tiefeng & Wang, Songgui**603-620 Finite-sample inference with monotone incomplete multivariate normal data, II***by*Chang, Wan-Ying & Richards, Donald St. P.**621-639 On Beveridge-Nelson decomposition and limit theorems for linear random fields***by*Paulauskas, Vygantas**640-644 Conditional ordering of order statistics***by*Zhuang, Weiwei & Yao, Junchao & Hu, Taizhong**645-656 Circular law, extreme singular values and potential theory***by*Pan, Guangming & Zhou, Wang**657-678 The Stein phenomenon for monotone incomplete multivariate normal data***by*Richards, Donald St. P. & Yamada, Tomoya**679-691 Multivariate failure times regression with a continuous auxiliary covariate***by*Liu, Yanyan & Wu, Yuanshan & Zhou, Haibo**692-705 The rank of the covariance matrix of an evanescent field***by*Kliger, Mark & Francos, Joseph M.**706-717 Robust estimation in a nonlinear cointegration model***by*Chen, Jia & Li, Degui & Zhang, Lixin**718-732 Empirical likelihood inference in partially linear single-index models for longitudinal data***by*Li, Gaorong & Zhu, Lixing & Xue, Liugen & Feng, Sanying**733-748 Asymptotic distribution of the OLS estimator for a mixed spatial model***by*Mynbaev, Kairat T.**749-763 Some comments on goodness-of-fit tests for the parametric form of the copula based on L2-distances***by*Bücher, Axel & Dette, Holger

### 2010, Volume 101, Issue 2

**305-306 High-dimensional data: a fascinating statistical challenge***by*Ferraty, F.**307-315 Functional semiparametric partially linear model with autoregressive errors***by*Dabo-Niang, Sophie & Guillas, Serge**316-326 K-sample subsampling in general spaces: The case of independent time series***by*Politis, Dimitris N. & Romano, Joseph P.**327-339 Measures of influence for the functional linear model with scalar response***by*Febrero-Bande, Manuel & Galeano, Pedro & González-Manteiga, Wenceslao**340-351 Wiener processes with random effects for degradation data***by*Wang, Xiao**352-367 Testing the stability of the functional autoregressive process***by*Horváth, Lajos & Husková, Marie & Kokoszka, Piotr**368-373 Inference on periodograms of infinite dimensional discrete time periodically correlated processes***by*Soltani, A.R. & Shishebor, Z. & Zamani, A.**374-384 Operator trigonometry of multivariate finance***by*Gustafson, Karl**385-394 On the integral with respect to the tensor product of two random measures***by*Boudou, Alain & Romain, Yves**395-408 Thresholding projection estimators in functional linear models***by*Cardot, Hervé & Johannes, Jan**409-418 Cokriging for spatial functional data***by*Nerini, David & Monestiez, Pascal & Manté, Claude**419-433 Functional nonparametric estimation of conditional extreme quantiles***by*Gardes, Laurent & Girard, Stéphane & Lekina, Alexandre**434-446 Singular value decomposition of large random matrices (for two-way classification of microarrays)***by*Bolla, Marianna & Friedl, Katalin & Krámli, András**447-463 Robustness of reweighted Least Squares Kernel Based Regression***by*Debruyne, Michiel & Christmann, Andreas & Hubert, Mia & Suykens, Johan A.K.**464-475 Inference under functional proportional and common principal component models***by*Boente, Graciela & Rodriguez, Daniela & Sued, Mariela**476-490 Estimation of the regression operator from functional fixed-design with correlated errors***by*Benhenni, K. & Hedli-Griche, S. & Rachdi, M.

### 2010, Volume 101, Issue 1

**1-10 Asymptotic properties of the Bernstein density copula estimator for [alpha]-mixing data***by*Bouezmarni, Taoufik & Rombouts, Jeroen V.K. & Taamouti, Abderrahim**11-31 A nonparametric approach to 3D shape analysis from digital camera images -- I***by*Patrangenaru, V. & Liu, X. & Sugathadasa, S.**32-43 Noncentral elliptical configuration density***by*Caro-Lopera, Francisco J. & Díaz-García, José A. & González-Farías, Graciela**44-51 On hazard rate ordering of the sums of heterogeneous geometric random variables***by*Zhao, Peng & Hu, Taizhong**52-67 Study of some measures of dependence between order statistics and systems***by*Navarro, Jorge & Balakrishnan, N.**68-76 Energy discriminant analysis, quantum logic, and fuzzy sets***by*Melnichenko, Grigorii**77-100 Representations of SO(3) and angular polyspectra***by*Marinucci, D. & Peccati, G.**101-112 High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound***by*Kato, Naohiro & Yamada, Takayuki & Fujikoshi, Yasunori**113-125 Bivariate Birnbaum-Saunders distribution and associated inference***by*Kundu, Debasis & Balakrishnan, N. & Jamalizadeh, A.**126-137 Central limit theorem and the bootstrap for U-statistics of strongly mixing data***by*Dehling, Herold & Wendler, Martin**138-153 Projection based scatter depth functions and associated scatter estimators***by*Zhou, Weihua & Dang, Xin**154-164 Extending the multivariate generalised t and generalised VG distributions***by*Fung, Thomas & Seneta, Eugene**165-176 On the right spread order of convolutions of heterogeneous exponential random variables***by*Kochar, Subhash & Xu, Maochao**177-190 Bounds for the sum of dependent risks having overlapping marginals***by*Embrechts, Paul & Puccetti, Giovanni**191-199 Compatibility of discrete conditional distributions with structural zeros***by*Wang, Yuchung J. & Kuo, Kun-Lin**200-222 Thresholding methods to estimate copula density***by*Autin, F. & Le Pennec, E. & Tribouley, K.**223-239 Testing quasi-independence for truncation data***by*Emura, Takeshi & Wang, Weijing**240-251 Empirical likelihood for median regression model with designed censoring variables***by*Zhong, Pingshou & Cui, Hengjian**252-270 Tail dependence functions and vine copulas***by*Joe, Harry & Li, Haijun & Nikoloulopoulos, Aristidis K.**271-290 An integral transform method for estimating the central mean and central subspaces***by*Zeng, Peng & Zhu, Yu**291-304 Multivariate comonotonicity***by*Puccetti, Giovanni & Scarsini, Marco

### 2009, Volume 100, Issue 10

**2137-2154 Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model***by*Komaki, Fumiyasu**2155-2166 An extended class of minimax generalized Bayes estimators of regression coefficients***by*Maruyama, Yuzo & Strawderman, William E.**2167-2177 The limit of the partial sums process of spatial least squares residuals***by*Bischoff, Wolfgang & Somayasa, Wayan**2178-2194 On least squares estimation for long-memory lattice processes***by*Beran, Jan & Ghosh, Sucharita & Schell, Dieter**2195-2213 Convex and star-shaped sets associated with multivariate stable distributions, I: Moments and densities***by*Molchanov, Ilya**2214-2223 Regression analysis of multivariate recurrent event data with time-varying covariate effects***by*Sun, Liuquan & Zhu, Liang & Sun, Jianguo**2224-2236 Nearest neighbor conditional estimation for Harris recurrent Markov chains***by*Sancetta, Alessio**2237-2253 Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss***by*Konno, Yoshihiko**2254-2269 Estimation of a change-point in the mean function of functional data***by*Aue, Alexander & Gabrys, Robertas & Horváth, Lajos & Kokoszka, Piotr**2270-2286 Independent rule in classification of multivariate binary data***by*Park, Junyong**2287-2295 Mean width of random polytopes in a reasonably smooth convex body***by*Böröczky, K.J. & Fodor, F. & Reitzner, M. & Vígh, V.**2296-2304 Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix***by*Tsukuma, Hisayuki**2305-2312 Sphericity test in a GMANOVA-MANOVA model with normal error***by*Bai, Peng**2313-2323 Initial classification of joint data in EM estimation of latent class joint model***by*Han, Jun**2324-2330 Hessian orders and multinormal distributions***by*Arlotto, Alessandro & Scarsini, Marco**2331-2336 On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix***by*Ghosh, Malay & Mergel, Victor**2337-2351 Analysis of multivariate skew normal models with incomplete data***by*Lin, Tsung I. & Ho, Hsiu J. & Chen, Chiang L.**2352-2363 Modeling covariance matrices via partial autocorrelations***by*Daniels, M.J. & Pourahmadi, M.**2364-2375 Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators***by*Bissantz, Nicolai & Birke, Melanie**2376-2388 Robustness of Stein-type estimators under a non-scalar error covariance structure***by*Zhang, Xinyu & Chen, Ti & Wan, Alan T.K. & Zou, Guohua**2389-2405 Statistical estimation in varying coefficient models with surrogate data and validation sampling***by*Wang, Qihua & Zhang, Riquan

### 2009, Volume 100, Issue 9

**1867-1882 Nonparametric inference for extrinsic means on size-and-(reflection)-shape manifolds with applications in medical imaging***by*Bandulasiri, Ananda & Bhattacharya, Rabi N. & Patrangenaru, Vic**1883-1899 Finite-sample inference with monotone incomplete multivariate normal data, I***by*Chang, Wan-Ying & Richards, Donald St.P.**1900-1918 Normal distribution based pseudo ML for missing data: With applications to mean and covariance structure analysis***by*Yuan, Ke-Hai**1919-1937 Multiple imputation and other resampling schemes for imputing missing observations***by*Srivastava, Muni S. & Dolatabadi, Mohammad**1938-1951 A mixture model-based approach to the clustering of exponential repeated data***by*Martinez, M.J. & Lavergne, C. & Trottier, C.**1952-1961 Moderate deviation principle for autoregressive processes***by*Yu, Miao & Si, Shen**1962-1978 Weyl eigenvalue asymptotics and sharp adaptation on vector bundles***by*Kim, Peter T. & Koo, Ja-Yong & Luo, Zhi-Ming**1979-1988 Quadratic prediction and quadratic sufficiency in finite populations***by*Liu, Xu-Qing & Wang, Dong-Dong & Rong, Jian-Ying**1989-2001 Generating random correlation matrices based on vines and extended onion method***by*Lewandowski, Daniel & Kurowicka, Dorota & Joe, Harry**2002-2017 Influence diagnostics and outlier tests for varying coefficient mixed models***by*Li, Zaixing & Xu, Wangli & Zhu, Lixing**2018-2030 Maximum likelihood inference for the Cox regression model with applications to missing covariates***by*Chen, Ming-Hui & Ibrahim, Joseph G. & Shao, Qi-Man**2031-2043 Bayesian analysis of non-linear structural equation models with non-ignorable missing outcomes from reproductive dispersion models***by*Tang, Nian-Sheng & Chen, Xing & Fu, Ying-Zi**2044-2054 On asymptotic theory for multivariate GARCH models***by*Hafner, Christian M. & Preminger, Arie**2055-2064 Concentration inequality for evolutionary trees***by*Mariadassou, M. & Bar-Hen, A.**2065-2082 On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding***by*Pötscher, Benedikt M. & Leeb, Hannes**2083-2099 A quantile-copula approach to conditional density estimation***by*Faugeras, Olivier P.**2100-2111 Automatic model selection for partially linear models***by*Ni, Xiao & Zhang, Hao Helen & Zhang, Daowen**2112-2125 Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA***by*Jin, Baisuo & Wang, Cheng & Miao, Baiqi & Lo Huang, Mong-Na**2126-2136 Robust and accurate inference for generalized linear models***by*Lô, Serigne N. & Ronchetti, Elvezio

### 2009, Volume 100, Issue 8

**1587-1592 On the range of heterogeneous samples***by*Genest, Christian & Kochar, Subhash C. & Xu, Maochao**1593-1609 On the sensitivity of the one-sided t test to covariance misspecification***by*Qin, Huaizhen & Wan, Alan T.K. & Zou, Guohua**1610-1621 Simultaneous credible intervals for small area estimation problems***by*Ganesh, N.**1622-1633 Consistency of general bootstrap methods for degenerate U-type and V-type statistics***by*Leucht, Anne & Neumann, Michael H.**1634-1644 Multivariate semi-Weibull distributions***by*Yeh, Hsiaw-Chan**1645-1656 Decomposability of high-dimensional diversity measures: Quasi-U-statistics, martingales and nonstandard asymptotics***by*Pinheiro, Aluísio & Sen, Pranab Kumar & Pinheiro, Hildete Prisco**1657-1669 Stochastic comparisons of multivariate mixture models***by*Belzunce, Félix & Mercader, José-Angel & Ruiz, José-María & Spizzichino, Fabio**1670-1681 An improved model averaging scheme for logistic regression***by*Ghosh, D. & Yuan, Z.**1682-1690 Characterizations of the beta distribution on symmetric matrices***by*Hassairi, A. & Regaig, O.**1691-1705 Frontier estimation with local polynomials and high power-transformed data***by*Girard, Séphane & Jacob, Pierre**1706-1716 A stochastic restricted ridge regression estimator***by*Özkale, M. Revan**1717-1726 Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood***by*Ando, Tomohiro**1727-1751 Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations***by*Kunitomo, Naoto & Matsushita, Yukitoshi**1752-1760 Improved variance estimation under sub-space restriction***by*Arashi, M. & Tabatabaey, S.M.M.**1761-1776 Estimation of autoregressive models with epsilon-skew-normal innovations***by*Bondon, Pascal**1777-1791 Characterizations of degree one bivariate measures of concordance***by*Edwards, H.H. & Taylor, M.D.**1792-1801 Mean residual life order of convolutions of heterogeneous exponential random variables***by*Zhao, Peng & Balakrishnan, N.**1802-1815 Asymptotics for non-parametric likelihood estimation with doubly censored multivariate failure times***by*Deng, Dianliang & Fang, Hong-Bin**1816-1829 Asymptotics for argmin processes: Convexity arguments***by*Kato, Kengo**1830-1844 Quasi-arithmetic means of covariance functions with potential applications to space-time data***by*Porcu, Emilio & Mateu, Jorge & Christakos, George**1845-1853 An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior***by*Maruyama, Yuzo**1854-1865 Uniform distributions in a class of convex polyhedrons with applications to drug combination studies***by*Tian, Guo-Liang & Fang, Hong-Bin & Tan, Ming & Qin, Hong & Tang, Man-Lai

### 2009, Volume 100, Issue 7

**1329-1337 Asymptotic distributions of robust shape matrices and scales***by*Frahm, Gabriel**1338-1352 On the degrees of freedom in shrinkage estimation***by*Kato, Kengo**1353-1366 Empirical likelihood for linear models with missing responses***by*Xue, Liugen**1367-1383 Inference for multivariate normal mixtures***by*Chen, Jiahua & Tan, Xianming**1384-1397 Coverage of generalized confidence intervals***by*Roy, Anindya & Bose, Arup**1398-1411 Multivariate limited translation hierarchical Bayes estimators***by*Ghosh, Malay & Papageorgiou, Georgios & Forrester, Janet**1412-1431 Two-step generalised empirical likelihood inference for semiparametric models***by*Bravo, Francesco**1432-1439 Comparison of hyperbolic and constant width simultaneous confidence bands in multiple linear regression under MVCS criterion***by*Liu, W. & Hayter, A.J. & Piegorsch, W.W. & Ah-Kine, P.**1440-1446 Predictive inference for singular multivariate elliptically contoured distributions***by*Liu, Jin Shan & Ip, Wai Cheung & Wong, Heung**1447-1464 The simplex dispersion ordering and its application to the evaluation of human corneal endothelia***by*Ayala, Guillermo & López-Díaz, Miguel**1465-1486 Bandwidth selection for a data sharpening estimator in nonparametric regression***by*Naito, Kanta & Yoshizaki, Masahiro**1487-1497 Using bimodal kernel for inference in nonparametric regression with correlated errors***by*Kim, Tae Yoon & Park, Byeong U. & Moon, Myung Sang & Kim, Chiho**1498-1520 Use of prior information in the consistent estimation of regression coefficients in measurement error models***by*Shalabh & Garg, Gaurav & Misra, Neeraj**1521-1537 Tails of multivariate Archimedean copulas***by*Charpentier, Arthur & Segers, Johan**1538-1550 Regular variation and related results for the multivariate GARCH(p,q) model with constant conditional correlations***by*Fernández, Begoña & Muriel, Nelson**1551-1566 Testing independence in nonparametric regression***by*Neumeyer, Natalie**1567-1585 Lévy-frailty copulas***by*Mai, Jan-Frederik & Scherer, Matthias

### 2009, Volume 100, Issue 6

**1073-1092 Functional estimation for Lvy measures of semimartingales with Poissonian jumps***by*Shimizu, Yasutaka**1093-1106 Multivariate dependence of spacings of generalized order statistics***by*Burkschat, M.**1107-1119 A weighted multivariate signed-rank test for cluster-correlated data***by*Haataja, Riina & Larocque, Denis & Nevalainen, Jaakko & Oja, Hannu**1120-1136 The determinants of cumulative endogeneity bias in multivariate analysis***by*Mayston, David**1137-1154 Tests of independence among continuous random vectors based on Cramr-von Mises functionals of the empirical copula process***by*Kojadinovic, Ivan & Holmes, Mark**1155-1167 Branching Markov processes and related asymptotics***by*Hwang, S.Y. & Basawa, I.V.**1168-1181 Expansions of multivariate Pickands densities and testing the tail dependence***by*Frick, Melanie & Reiss, Rolf-Dieter**1182-1197 Inference on a regression model with noised variables and serially correlated errors***by*You, Jinhong & Zhou, Xian & Zhu, Li-Xing**1198-1218 Multivariate mode hunting: Data analytic tools with measures of significance***by*Burman, Prabir & Polonik, Wolfgang**1219-1231 A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples***by*Liang, Han-Ying & de Ua-lvarez, Jacobo**1232-1244 On the estimators of model-based and maximal reliability***by*Ogasawara, Haruhiko**1245-1260 Testing the equality of error distributions from k independent GARCH models***by*Chandra, S. Ajay**1261-1269 A class of bivariate exponential distributions***by*Regoli, Giuliana**1270-1281 Flexible modeling based on copulas in nonparametric median regression***by*Braekers, Roel & Van Keilegom, Ingrid