# Elsevier

# Journal of Multivariate Analysis

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### 2012, Volume 111, Issue C

**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

### 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

### 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**142-150 On computing signatures of coherent systems***by*Da, Gaofeng & Zheng, Ben & Hu, Taizhong**151-160 On the asymptotics of numbers of observations in random regions determined by order statistics***by*Dembinska, Anna & Iliopoulos, George**161-162 Letter to the editor***by*Cuesta-Albertos, J.A. & del Barrio, E. & Fraiman, R. & Matrán, C.

### 2011, Volume 102, Issue 10

**1321-1338 Difference based estimation for partially linear regression models with measurement errors***by*Zhao, Haibing & You, Jinhong**1339-1343 Consistent multiple testing for change points***by*Chen, Kuo-mei & Cohen, Arthur & Sackrowitz, Harold**1344-1360 The complete mixability and convex minimization problems with monotone marginal densities***by*Wang, Bin & Wang, Ruodu**1361-1373 Classification of a screened data into one of two normal populations perturbed by a screening scheme***by*Kim, Hea-Jung**1374-1387 Variable selection in model-based discriminant analysis***by*Maugis, C. & Celeux, G. & Martin-Magniette, M.-L.**1388-1398 On a model selection problem from high-dimensional sample covariance matrices***by*Chen, J. & Delyon, B. & Yao, J.-F.**1399-1409 Generalized Marshall-Olkin distributions and related bivariate aging properties***by*Li, Xiaohu & Pellerey, Franco**1410-1416 On signature-based expressions of system reliability***by*Marichal, Jean-Luc & Mathonet, Pierre & Waldhauser, Tamás**1417-1428 Empirical Bayes predictive densities for high-dimensional normal models***by*Xu, Xinyi & Zhou, Dunke**1429-1444 A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators***by*Kubokawa, Tatsuya & Strawderman, William E.**1445-1453 An approach to modeling asymmetric multivariate spatial covariance structures***by*Li, Bo & Zhang, Hao**1454-1471 Tail order and intermediate tail dependence of multivariate copulas***by*Hua, Lei & Joe, Harry**1472-1488 Testing model assumptions in functional regression models***by*Bücher, Axel & Dette, Holger & Wieczorek, Gabriele

### 2011, Volume 102, Issue 9

**1241-1255 Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model***by*Kano, Yutaka & Takai, Keiji**1256-1262 Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance***by*Zinodiny, S. & Strawderman, W.E. & Parsian, A.**1263-1279 Improved transformed deviance statistic for testing a logistic regression model***by*Taneichi, Nobuhiro & Sekiya, Yuri & Toyama, Jun**1280-1292 Estimates of MM type for the multivariate linear model***by*Kudraszow, Nadia L. & Maronna, Ricardo A.**1293-1301 Characterization theorems for some classes of covariance functions associated to vector valued random fields***by*Porcu, Emilio & Zastavnyi, Viktor**1302-1314 Semiparametric analysis in double-sampling designs via empirical likelihood***by*Yu, Wen**1315-1319 Superefficient estimation of the marginals by exploiting knowledge on the copula***by*Einmahl, John H.J. & van den Akker, Ramon

### 2011, Volume 102, Issue 8

**1175-1193 A new class of minimum power divergence estimators with applications to cancer surveillance***by*Martín, Nirian & Li, Yi**1194-1202 Flexible bivariate beta distributions***by*Arnold, Barry C. & Tony Ng, Hon Keung**1203-1216 Moderate deviations of generalized method of moments and empirical likelihood estimators***by*Otsu, Taisuke**1217-1224 All admissible linear estimators of a regression coefficient under a balanced loss function***by*Hu, Guikai & Peng, Ping**1225-1239 Optimal vector quantization in terms of Wasserstein distance***by*Kreitmeier, Wolfgang

### 2011, Volume 102, Issue 7

**1105-1117 Characteristic functions of scale mixtures of multivariate skew-normal distributions***by*Kim, Hyoung-Moon & Genton, Marc G.**1118-1125 Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes***by*Shishebor, Z. & Soltani, A.R. & Zamani, A.**1126-1140 Nonparametric additive model-assisted estimation for survey data***by*Wang, Li & Wang, Suojin**1141-1151 Consistent tuning parameter selection in high dimensional sparse linear regression***by*Wang, Tao & Zhu, Lixing**1152-1165 Bayesian MAP model selection of chain event graphs***by*Freeman, G. & Smith, J.Q.**1166-1174 Semi-varying coefficient models with a diverging number of components***by*Li, Gaorong & Xue, Liugen & Lian, Heng

### 2011, Volume 102, Issue 6

**993-1007 On qualitative robustness of support vector machines***by*Hable, Robert & Christmann, Andreas**1008-1017 On the Gaussian approximation of vector-valued multiple integrals***by*Noreddine, Salim & Nourdin, Ivan**1018-1031 Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality***by*Hwang, S.Y. & Basawa, I.V.**1032-1046 On the maximum of covariance estimators***by*Jirak, Moritz**1047-1063 A copula-based model of speculative price dynamics in discrete time***by*Cherubini, Umberto & Mulinacci, Sabrina & Romagnoli, Silvia**1064-1079 Bahadur representation for U-quantiles of dependent data***by*Wendler, Martin**1080-1089 Asymptotic expansions for a class of tests for a general covariance structure under a local alternative***by*Shimizu, Hiroaki & Wakaki, Hirofumi**1090-1103 Some tests for the covariance matrix with fewer observations than the dimension under non-normality***by*Srivastava, Muni S. & Kollo, Tõnu & von Rosen, Dietrich

### 2011, Volume 102, Issue 5

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

### 2011, Volume 102, Issue 4

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

### 2011, Volume 102, Issue 3

**393-404 Monotonicity properties of multivariate distribution and survival functions -- With an application to Lévy-frailty copulas***by*Ressel, Paul**405-421 Weighted-mean trimming of multivariate data***by*Dyckerhoff, Rainer & Mosler, Karl**422-447 Structural test in regression on functional variables***by*Delsol, Laurent & Ferraty, Frédéric & Vieu, Philippe**448-467 Wavelet estimation of conditional density with truncated, censored and dependent data***by*Liang, Han-Ying & de Uña-Álvarez, Jacobo**468-481 Nonparametric estimation of the anisotropic probability density of mixed variables***by*Efromovich, Sam**482-495 Vectors of two-parameter Poisson-Dirichlet processes***by*Leisen, Fabrizio & Lijoi, Antonio**496-505 Estimating structural VARMA models with uncorrelated but non-independent error terms***by*Boubacar Mainassara, Y. & Francq, C.**506-520 Local likelihood estimation for nonstationary random fields***by*Anderes, Ethan B. & Stein, Michael L.**521-527 Multivariate linear recursions with Markov-dependent coefficients***by*Hay, Diana & Rastegar, Reza & Roitershtein, Alexander**528-549 Autoregressive process modeling via the Lasso procedure***by*Nardi, Y. & Rinaldo, A.**550-562 A link-free method for testing the significance of predictors***by*Zeng, Peng**563-578 Log-linear Poisson autoregression***by*Fokianos, Konstantinos & Tjøstheim, Dag**579-600 Minimum distance conditional variance function checking in heteroscedastic regression models***by*Samarakoon, Nishantha & Song, Weixing