Elsevier
Journal of Multivariate Analysis
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2011, Volume 102, Issue 2
- 306-314 Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals
by Ferger, Dietmar & Scholz, Michael - 315-335 On spline regression under Gaussian subordination with long memory
by Beran, Jan & Weiershäuser, Arno - 336-348 An asymptotics look at the generalized inference
by Xiong, Shifeng - 349-362 On linear models with long memory and heavy-tailed errors
by Zhou, Zhou & Wu, Wei Biao - 363-371 On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix
by Nadler, Boaz - 372-385 A profile-type smoothed score function for a varying coefficient partially linear model
by Li, Gaorong & Feng, Sanying & Peng, Heng - 386-392 A multivariate ultrastructural errors-in-variables model with equation error
by Patriota, Alexandre G. & Bolfarine, Heleno & Arellano-Valle, Reinaldo B.
2011, Volume 102, Issue 1
- 1-19 Statistical inference in partially-varying-coefficient single-index model
by Wang, Qihua & Xue, Liugen - 20-36 Dual divergence estimators and tests: Robustness results
by Toma, Aida & Broniatowski, Michel - 37-47 Nonparametric estimation of an extreme-value copula in arbitrary dimensions
by Gudendorf, Gordon & Segers, Johan - 48-60 Local asymptotic normality in a stationary model for spatial extremes
by Falk, Michael - 61-72 Semiparametric analysis of longitudinal zero-inflated count data
by Feng, Jiarui & Zhu, Zhongyi - 73-86 On local times, density estimation and supervised classification from functional data
by Llop, P. & Forzani, L. & Fraiman, R. - 87-104 Fiducial inference on the largest mean of a multivariate normal distribution
by Wandler, Damian V. & Hannig, Jan - 105-117 Multiple imputations and the missing censoring indicator model
by Subramanian, Sundarraman - 118-129 Low dimensional semiparametric estimation in a censored regression model
by Moral-Arce, Ignacio & Rodríguez-Póo, Juan M. & Sperlich, Stefan - 130-142 Dimension estimation in sufficient dimension reduction: A unifying approach
by Bura, E. & Yang, J. - 143-152 Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions
by Díaz-García, José A. & Gutiérrez-Jáimez, Ramón - 153-163 Empirical likelihood for linear models under negatively associated errors
by Qin, Yongsong & Li, Yinghua - 164-181 Modifying estimators of ordered positive parameters under the Stein loss
by Tsukuma, Hisayuki & Kubokawa, Tatsuya - 182-192 Robust inference for sparse cluster-correlated count data
by Hanfelt, John J. & Li, Ruosha & Pan, Yi & Payment, Pierre
2010, Volume 101, Issue 10
- 2255-2265 Subsampling tests for variance changes in the presence of autoregressive parameter shifts
by Jin, Hao & Zhang, Jinsuo - 2266-2281 Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties
by Laib, Naâmane & Louani, Djamal - 2282-2296 M-type smoothing spline ANOVA for correlated data
by Liu, Anna & Qin, Li & Staudenmayer, John - 2297-2304 On decompositional algorithms for uniform sampling from n-spheres and n-balls
by Harman, Radoslav & Lacko, Vladimír - 2305-2319 An approach to multiway contingency tables based on [phi]-divergence test statistics
by Pardo, Julio A. - 2320-2345 The multiple hybrid bootstrap -- Resampling multivariate linear processes
by Jentsch, Carsten & Kreiss, Jens-Peter - 2346-2357 Limiting distributions of maxima under triangular schemes
by Frick, Melanie & Reiss, Rolf-Dieter - 2358-2371 Depth notions for orthogonal regression
by Wellmann, Robin & Müller, Christine H. - 2372-2388 Asymptotic expansion of the minimum covariance determinant estimators
by Cator, Eric A. & Lopuhaä, Hendrik P. - 2389-2397 Multivariate logistic regression with incomplete covariate and auxiliary information
by Sinha, Sanjoy K. & Laird, Nan M. & Fitzmaurice, Garrett M. - 2398-2410 Concordance measures for multivariate non-continuous random vectors
by Mesfioui, Mhamed & Quessy, Jean-François - 2411-2419 The L1-consistency of Dirichlet mixtures in multivariate Bayesian density estimation
by Wu, Yuefeng & Ghosal, Subhashis - 2420-2433 Combining conditional and unconditional moment restrictions with missing responses
by Yuan, Xiaohui & Liu, Tianqing & Lin, Nan & Zhang, Baoxue - 2434-2451 On the limiting spectral distribution of the covariance matrices of time-lagged processes
by Robert, Christian Y. & Rosenbaum, Mathieu - 2452-2463 A modified functional delta method and its application to the estimation of risk functionals
by Beutner, Eric & Zähle, Henryk - 2464-2485 Projection-pursuit approach to robust linear discriminant analysis
by Pires, Ana M. & Branco, João A. - 2486-2498 Stochastic comparisons of multivariate mixtures
by Khaledi, Baha-Eldin & Shaked, Moshe - 2499-2518 On the layered nearest neighbour estimate, the bagged nearest neighbour estimate and the random forest method in regression and classification
by Biau, Gérard & Devroye, Luc - 2519-2527 Marginal parameterizations of discrete models defined by a set of conditional independencies
by Forcina, A. & Lupparelli, M. & Marchetti, G.M. - 2528-2542 Spline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraints
by Lu, Minggen - 2543-2553 A dimensionally reduced finite mixture model for multilevel data
by Calò, Daniela G. & Viroli, Cinzia - 2554-2570 A new test for sphericity of the covariance matrix for high dimensional data
by Fisher, Thomas J. & Sun, Xiaoqian & Gallagher, Colin M. - 2571-2586 A multivariate version of Hoeffding's Phi-Square
by Gaißer, Sandra & Ruppert, Martin & Schmid, Friedrich - 2587-2597 Bayesian inference for dependent elliptical measurement error models
by Vidal, Ignacio & Arellano-Valle, Reinaldo B. - 2598-2615 On testing equality of pairwise rank correlations in a multivariate random vector
by Gaißer, Sandra & Schmid, Friedrich - 2616-2636 On asymptotic normality of sequential LS-estimate for unstable autoregressive process AR(2)
by Galtchouk, Leonid & Konev, Victor - 2637-2640 A characterization of multivariate normality through univariate projections
by Shao, Yongzhao & Zhou, Ming - 2641-2647 Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences
by Peng, Zuoxiang & Cao, Lunfeng & Nadarajah, Saralees
2010, Volume 101, Issue 9
- 1903-1909 Estimating cumulative incidence functions when the life distributions are constrained
by El Barmi, Hammou & Johnson, Matthew & Mukerjee, Hari - 1910-1926 Complexity-penalized estimation of minimum volume sets for dependent data
by Di, J. & Kolaczyk, E. - 1927-1949 The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix
by Bai, Z.D. & Zhang, L.X. - 1950-1958 Asymptotics of Bayesian median loss estimation
by Yu, Chi Wai & Clarke, Bertrand - 1959-1969 Some equalities for estimations of variance components in a general linear model and its restricted and transformed models
by Tian, Yongge & Liu, Chunmei - 1970-1980 Conditional information criteria for selecting variables in linear mixed models
by Srivastava, Muni S. & Kubokawa, Tatsuya - 1981-1994 Statistical inference for the [epsilon]-entropy and the quadratic Rényi entropy
by Leonenko, Nikolaj & Seleznjev, Oleg - 1995-2007 Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure
by Peña, Daniel & Prieto, Francisco J. & Viladomat, Júlia - 2008-2025 Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band
by Song, Qiongxia & Yang, Lijian - 2026-2038 Sieve maximum likelihood estimation for doubly semiparametric zero-inflated Poisson models
by He, Xuming & Xue, Hongqi & Shi, Ning-Zhong - 2039-2059 Nonparametric comparison of regression functions
by Srihera, Ramidha & Stute, Winfried - 2060-2077 Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix
by Yata, Kazuyoshi & Aoshima, Makoto - 2078-2090 Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates
by Huang, Bin & Wang, Qihua - 2091-2102 The multivariate Behrens-Fisher distribution
by Girón, Fco. Javier & del Castillo, Carmen - 2103-2117 The pairwise beta distribution: A flexible parametric multivariate model for extremes
by Cooley, Daniel & Davis, Richard A. & Naveau, Philippe - 2118-2136 A two-sample test for comparison of long memory parameters
by Lavancier, Frédéric & Philippe, Anne & Surgailis, Donatas - 2137-2148 Bootstrap of deviation probabilities with applications
by Dasgupta, Ratan - 2149-2167 Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory
by Ogasawara, Haruhiko - 2168-2183 Robust estimation of periodic autoregressive processes in the presence of additive outliers
by Sarnaglia, A.J.Q. & Reisen, V.A. & Lévy-Leduc, C. - 2184-2199 Exploring uses of persistent homology for statistical analysis of landmark-based shape data
by Gamble, Jennifer & Heo, Giseon - 2200-2206 On the concept of matrix derivative
by Magnus, Jan R. - 2207-2221 Quantization and clustering with Bregman divergences
by Fischer, Aurélie - 2222-2226 Smooth depth contours characterize the underlying distribution
by Kong, Linglong & Zuo, Yijun - 2227-2233 A note on the maximum correlation for Baker's bivariate distributions with fixed marginals
by Lin, G.D. & Huang, J.S. - 2234-2249 Nonparametric rank-based tests of bivariate extreme-value dependence
by Kojadinovic, Ivan & Yan, Jun - 2250-2253 Some conditional expectation identities for the multivariate normal
by Withers, Christopher S. & Nadarajah, Saralees
2010, Volume 101, Issue 8
- 1755-1771 Sharp estimates for the CDF of quadratic forms of MPE random vectors
by Sadefo Kamdem, J. - 1772-1790 From Archimedean to Liouville copulas
by McNeil, Alexander J. & Neslehová, Johanna - 1791-1805 Rank test for heteroscedastic functional data
by Wang, Haiyan & Akritas, Michael G. - 1806-1813 High-dimensional Edgeworth expansion of a test statistic on independence and its error bound
by Akita, Tomoyuki & Jin, Jinghua & Wakaki, Hirofumi - 1814-1825 A van Trees inequality for estimators on manifolds
by Jupp, P.E. - 1826-1836 Sequential order statistics with an order statistics prior
by Burkschat, M. & Kamps, U. & Kateri, M. - 1837-1845 On the covariance of the asymptotic empirical copula process
by Genest, Christian & Segers, Johan - 1846-1858 Semiparametric inference for transformation models via empirical likelihood
by Zhao, Yichuan - 1859-1871 A class of models for uncorrelated random variables
by Ebrahimi, Nader & Hamedani, G.G. & Soofi, Ehsan S. & Volkmer, Hans - 1872-1883 Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
by Zhao, Peixin & Xue, Liugen - 1884-1897 Random block matrices generalizing the classical Jacobi and Laguerre ensembles
by Guhlich, Matthias & Nagel, Jan & Dette, Holger - 1898-1901 On an asymptotically more efficient estimation of the single-index model
by Chang, Ziqing & Xue, Liugen & Zhu, Lixing
2010, Volume 101, Issue 7
- 1547-1558 General canonical correlations with applications to group symmetry models
by Andersson, Steen A. & Crawford, Jesse B. - 1559-1573 Entropy based constrained inference for some HDLSS genomic models: UI tests in a Chen-Stein perspective
by Tsai, Ming-Tien & Sen, Pranab Kumar - 1574-1593 Statistical inference of minimum BD estimators and classifiers for varying-dimensional models
by Zhang, Chunming - 1594-1606 On sparse estimation for semiparametric linear transformation models
by Zhang, Hao Helen & Lu, Wenbin & Wang, Hansheng - 1607-1621 Single-index quantile regression
by Wu, Tracy Z. & Yu, Keming & Yu, Yan - 1622-1637 The efficiency of logistic regression compared to normal discriminant analysis under class-conditional classification noise
by Bi, Yingtao & Jeske, Daniel R. - 1638-1655 Comparison of Bartlett-type adjusted tests in the multiparameter case
by Kakizawa, Yoshihide - 1656-1680 Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
by Zhang, Wenyang & Peng, Heng - 1681-1700 Detection of a change point based on local-likelihood
by Huh, Jib - 1701-1711 Bartlett correctable two-sample adjusted empirical likelihood
by Liu, Yukun & Yu, Chi Wai - 1712-1727 Autoregressive frequency detection using Regularized Least Squares
by Chen, Bei & Gel, Yulia R. - 1728-1737 Sparse Bayesian hierarchical modeling of high-dimensional clustering problems
by Lian, Heng - 1738-1754 Meta densities and the shape of their sample clouds
by Balkema, A.A. & Embrechts, P. & Nolde, N.
2010, Volume 101, Issue 6
- 1319-1329 Testing the equality of several covariance matrices with fewer observations than the dimension
by Srivastava, Muni S. & Yanagihara, Hirokazu - 1330-1338 Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix
by Pan, Guangming - 1339-1351 Asymptotic properties of the maximum likelihood estimator for the proportional hazards model with doubly censored data
by Kim, Yongdai & Kim, Bumsoo & Jang, Woncheol - 1352-1363 Tensorial products of functional ARMA processes
by Bosq, Denis - 1364-1377 Adaptive confidence region for the direction in semiparametric regressions
by Li, Gao-Rong & Zhu, Li-Ping & Zhu, Li-Xing - 1378-1389 Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching
by Xi, Fubao & Yin, G. - 1390-1399 On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means
by Fourdrinier, Dominique & Marchand, Éric - 1400-1411 A new projection estimate for multivariate location with minimax bias
by Adrover, Jorge G. & Yohai, Víctor J. - 1412-1427 Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
by Jamalizadeh, A. & Balakrishnan, N. - 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.