# Elsevier

# Journal of Multivariate Analysis

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**ISSN:**0047-259X

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### 2013, Volume 114, Issue C

**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**52-60 Small area estimation using survey weights under a nested error linear regression model with structural measurement error***by*Torabi, Mahmoud**61-72 On model-free conditional coordinate tests for regressions***by*Yu, Zhou & Zhu, Lixing & Wen, Xuerong Meggie**73-87 Distribution of the product of determinants of noncentral bimatrix beta variates***by*Bekker, A. & Roux, J.J.J. & Ehlers, R. & Arashi, M.**88-102 Bayesian spatial models with a mixture neighborhood structure***by*Rodrigues, E.C. & Assunção, R.**103-108 On the Durbin–Wagle randomization device and some of its applications***by*Szkutnik, Zbigniew**109-129 Model selection in linear mixed effect models***by*Peng, Heng & Lu, Ying**130-145 Bivariate gamma-geometric law and its induced Lévy process***by*Barreto-Souza, Wagner**146-155 Multivariate random effect models with complete and incomplete data***by*Chipperfield, James O. & Steel, David G.**156-167 Variable selection in robust regression models for longitudinal data***by*Fan, Yali & Qin, Guoyou & Zhu, Zhongyi**168-189 Exploring the varying covariate effects in proportional odds models with censored data***by*Wang, Qihua & Tong, Xingwei & Sun, Liuquan**190-203 Boundary behavior in High Dimension, Low Sample Size asymptotics of PCA***by*Jung, Sungkyu & Sen, Arusharka & Marron, J.S.**204-220 Detecting and estimating changes in dependent functional data***by*Aston, John A.D. & Kirch, Claudia**221-235 Non-convex penalized estimation in high-dimensional models with single-index structure***by*Wang, Tao & Xu, Pei-Rong & Zhu, Li-Xing**236-253 Testing for symmetries in multivariate inverse problems***by*Birke, Melanie & Bissantz, Nicolai**254-263 Smoothed empirical likelihood for ROC curves with censored data***by*Yang, Hanfang & Zhao, Yichuan

### 2012, Volume 108, Issue C

**1-14 Quantiles for finite and infinite dimensional data***by*Fraiman, Ricardo & Pateiro-López, Beatriz**15-27 Efficient algorithm for estimating the parameters of a chirp signal***by*Lahiri, Ananya & Kundu, Debasis & Mitra, Amit**28-40 Bayesian nonlinear regression for large p small n problems***by*Chakraborty, Sounak & Ghosh, Malay & Mallick, Bani K.**41-52 On the upper bound of the number of modes of a multivariate normal mixture***by*Ray, Surajit & Ren, Dan**53-66 Estimation of parameters in the growth curve model via an outer product least squares approach for covariance***by*Hu, Jianhua & Liu, Fuxiang & Ahmed, S. Ejaz**67-89 Characteristic function-based hypothesis tests under weak dependence***by*Leucht, Anne

### 2012, Volume 107, Issue C

**1-23 Efficient Hellinger distance estimates for semiparametric models***by*Wu, Jingjing & Karunamuni, Rohana J.**24-39 Phase transition in limiting distributions of coherence of high-dimensional random matrices***by*Tony Cai, T. & Jiang, Tiefeng**40-52 Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors***by*Pynnönen, Seppo**53-63 A study of the effect of kurtosis on discriminant analysis under elliptical populations***by*Arevalillo, Jorge M. & Navarro, Hilario**64-70 On the test for the homogeneity of a parameter matrix with some rows constrained by synchronized order restrictions***by*Hu, Xiaomi & Banerjee, Arijit**71-89 Nonparametric estimation of multivariate scale mixtures of uniform densities***by*Pavlides, Marios G. & Wellner, Jon A.**90-103 Graphical models for multivariate Markov chains***by*Colombi, R. & Giordano, S.**104-118 Unconstrained models for the covariance structure of multivariate longitudinal data***by*Kim, Chulmin & Zimmerman, Dale L.**119-140 Model selection and estimation in the matrix normal graphical model***by*Yin, Jianxin & Li, Hongzhe**141-161 Improved chi-squared tests for a composite hypothesis***by*Kakizawa, Yoshihide**162-168 On the border of extreme and mild spiked models in the HDLSS framework***by*Lee, Myung Hee**169-180 A generalized multivariate kurtosis ordering and its applications***by*Wang, Jin & Zhou, Weihua**181-199 A direct bootstrapping technique and its application to a novel goodness of fit test***by*Radulovic, Dragan**200-209 A simple and efficient Bayesian procedure for selecting dimensionality in multidimensional scaling***by*Oh, Man-Suk**210-226 A conditional independence test for dependent data based on maximal conditional correlation***by*Cheng, Yu-Hsiang & Huang, Tzee-Ming**227-231 A new mixture representation for multivariate t***by*Iranmanesh, A. & Arashi, M. & Nagar, D.K. & Nadarajah, S. & Tabatabaey, S.M.M.**232-243 James–Stein type estimators of variances***by*Tong, Tiejun & Jang, Homin & Wang, Yuedong**244-262 Bootstrap confidence bands and partial linear quantile regression***by*Song, Song & Ritov, Ya’acov & Härdle, Wolfgang K.**263-281 Error covariance matrix correction based approach to functional coefficient regression models with generated covariates***by*Li, XiaoLi & You, JinHong**282-305 Parameter estimation in a spatial unilateral unit root autoregressive model***by*Baran, Sándor & Pap, Gyula**306-318 Trimmed regions induced by parameters of a probability***by*Cascos, Ignacio & López-Díaz, Miguel**319-335 Empirical processes for infinite variance autoregressive models***by*Bouhaddioui, Chafik & Ghoudi, Kilani

### 2012, Volume 106, Issue C

**1-16 Parametric bootstrap methods for bias correction in linear mixed models***by*Kubokawa, Tatsuya & Nagashima, Bui**17-35 Large deviations for random matricial moment problems***by*Gamboa, Fabrice & Nagel, Jan & Rouault, Alain & Wagener, Jens**36-48 Local Walsh-average regression***by*Feng, Long & Zou, Changliang & Wang, Zhaojun**49-56 Smoothness of conditional independence models for discrete data***by*Forcina, Antonio**57-71 Model selection for integrated autoregressive processes of infinite order***by*Ing, Ching-Kang & Sin, Chor-yiu & Yu, Shu-Hui**72-79 Application of H-likelihood to factor analysis models with binary response data***by*Wu, Jianmin & Bentler, Peter M.**80-91 Information, data dimension and factor structure***by*Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J.**92-117 Asymptotic normality of support vector machine variants and other regularized kernel methods***by*Hable, Robert**118-146 Edgeworth expansions for GEL estimators***by*Kundhi, Gubhinder & Rilstone, Paul**147-166 Root-n estimability of some missing data models***by*Yuan, Ao & Xu, Jinfeng & Zheng, Gang**167-177 On sample eigenvalues in a generalized spiked population model***by*Bai, Zhidong & Yao, Jianfeng**178-186 Characterization of multivariate heavy-tailed distribution families via copula***by*Weng, Chengguo & Zhang, Yi**187-211 Semiparametric likelihood estimation in survival models with informative censoring***by*Lu, Zudi & Zhang, Wenyang**212-228 Covariance selection and multivariate dependence***by*Bhattacharya, Bhaskar

### 2012, Volume 105, Issue 1

**1-17 Sparse estimation in functional linear regression***by*Lee, Eun Ryung & Park, Byeong U.**18-31 Multivariate versions of Bartlett’s formula***by*Su, Nan & Lund, Robert**32-44 Robust empirical likelihood inference for generalized partial linear models with longitudinal data***by*Qin, Guoyou & Bai, Yang & Zhu, Zhongyi**45-54 Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data***by*Balakrishnan, Narayanaswamy & Belzunce, Félix & Sordo, Miguel A. & Suárez-Llorens, Alfonso**55-67 Functions operating on multivariate distribution and survival functions—With applications to classical mean-values and to copulas***by*Ressel, Paul**68-84 One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic***by*Li, Hongfei & Calder, Catherine A. & Cressie, Noel**85-111 Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters***by*Li, Gaorong & Lin, Lu & Zhu, Lixing**112-123 Second-order accuracy of depth-based bootstrap confidence regions***by*Wei, Bei & Lee, Stephen M.S.**124-140 Asymptotic distribution of two-sample empirical U-quantiles with applications to robust tests for shifts in location***by*Dehling, Herold & Fried, Roland**141-150 Multivariate Behrens–Fisher problem with missing data***by*Krishnamoorthy, K. & Yu, Jianqi**151-163 Direct variable selection for discrimination among several groups***by*Nkiet, Guy Martial**164-175 Difference based ridge and Liu type estimators in semiparametric regression models***by*Akdeniz Duran, Esra & Härdle, Wolfgang Karl & Osipenko, Maria**176-192 Tail dependence between order statistics***by*Ferreira, Helena & Ferreira, Marta**193-215 Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations***by*Yata, Kazuyoshi & Aoshima, Makoto**216-221 On the convergence of row-modification algorithm for matrix projections***by*Hu, Xiaomi & Hansohm, Jürgen & Hoffmann, Linda & Zohner, Ye Emma**222-240 An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic***by*Bardet, Jean-Marc & Dola, Béchir**241-257 Exceedance probability of the integral of a stochastic process***by*Ferreira, Ana & de Haan, Laurens & Zhou, Chen**258-275 Data sharpening methods in multivariate local quadratic regression***by*Wang, Xiaoying & Jiang, Song & Yin, Junping**276-284 Corrected empirical likelihood inference for right-censored partially linear single-index model***by*Huang, Zhensheng & Pang, Zhen**285-299 Estimation for a marginal generalized single-index longitudinal model***by*Xu, Peirong & Zhu, Lixing**300-310 Bayesian analysis of multivariate t linear mixed models using a combination of IBF and Gibbs samplers***by*Wang, Wan-Lun & Fan, Tsai-Hung**311-321 General linear mixed model and signal extraction problem with constraint***by*Dermoune, Azzouz & Rahmania, Nadji & Wei, Tianwen**322-347 Bootstrap testing for discontinuities under long-range dependence***by*Beran, Jan & Shumeyko, Yevgen**348-367 Estimation of high-dimensional linear factor models with grouped variables***by*Heaton, Chris & Solo, Victor**368-379 Self-consistent estimation of censored quantile regression***by*Peng, Limin**380-396 Parametrizations and reference priors for multinomial decomposable graphical models***by*Consonni, Guido & Massam, Hélène**397-411 Principled sure independence screening for Cox models with ultra-high-dimensional covariates***by*Zhao, Sihai Dave & Li, Yi**412-421 The Schur concavity, Schur multiplicative and harmonic convexities of the second dual form of the Hamy symmetric function with applications***by*Chu, Yu-Ming & Xia, Wei-Feng & Zhang, Xiao-Hui**422-432 Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data***by*Lai, Peng & Wang, Qihua & Lian, Heng

### February 2012, Volume 104, Issue 1

**1-15 A note on the power superiority of the restricted likelihood ratio test***by*Praestgaard, Jens**16-38 Adaptive nonparametric regression on spin fiber bundles***by*Durastanti, Claudio & Geller, Daryl & Marinucci, Domenico**39-55 On a dimension reduction regression with covariate adjustment***by*Zhang, Jun & Zhu, Li-Ping & Zhu, Li-Xing**56-72 Jackknife-blockwise empirical likelihood methods under dependence***by*Zhang, Rongmao & Peng, Liang & Qi, Yongcheng**73-87 Multivariate measures of skewness for the skew-normal distribution***by*Balakrishnan, N. & Scarpa, Bruno**88-100 An adaptive estimation of MAVE***by*Wang, Qin & Yao, Weixin**101-114 A note on testing hypotheses for stationary processes in the frequency domain***by*Dette, Holger & Hildebrandt, Thimo**115-125 A test of location for exchangeable multivariate normal data with unknown correlation***by*Follmann, Dean & Proschan, Michael**126-139 Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions***by*Caro-Lopera, Francisco J. & Leiva, Víctor & Balakrishnan, N.**140-158 Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances***by*Chaturvedi, Anoop & Gupta, Suchita & Bhatti, M. Ishaq**159-173 Relational models for contingency tables***by*Klimova, Anna & Rudas, Tamás & Dobra, Adrian

### January 2012, Volume 103, Issue 1

**1-18 Cornish-Fisher expansions using sample cumulants and monotonic transformations***by*Ogasawara, Haruhiko**19-34 Hierarchical subspace models for contingency tables***by*Hara, Hisayuki & Sei, Tomonari & Takemura, Akimichi**35-47 Qualitative and infinitesimal robustness of tail-dependent statistical functionals***by*Krätschmer, Volker & Schied, Alexander & Zähle, Henryk**48-57 Testing for positive evidence of equally likely outcomes***by*Frey, Jesse**58-67 Time-varying coefficient estimation in differential equation models with noisy time-varying covariates***by*Hong, Zhaoping & Lian, Heng**68-76 Admissible prediction in superpopulation models with random regression coefficients under matrix loss function***by*Xu, Li-Wen & Yu, Sheng-Hua**77-92 Statistical theory of shape under elliptical models and singular value decompositions***by*Díaz-García, José A. & Caro-Lopera, Francisco J.**93-106 On prediction rate in partial functional linear regression***by*Shin, Hyejin & Lee, Myung Hee**107-115 Some notes on extremal discriminant analysis***by*Manjunath, B.G. & Frick, Melanie & Reiss, Rolf-Dieter**116-123 Partially linear single-index beta regression model and score test***by*Zhao, Weihua & Zhang, Riquan & Huang, Zhensheng & Feng, Jingyan**124-141 Nonparametric and semiparametric optimal transformations of markers***by*Chiang, Chin-Tsang & Chiu, Chih-Heng