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Editor: de Leeuw, J.
Description: A central medium for the publication of important research in the general area of multivariate analysis, the Journal of Multivariate Analysis presents articles on fundamental theoretical aspects of the field as well as on other aspects concerned with significant applications of new theoretical methods. Although articles addressing univariate analysis are considered for publication, particular attention is given to papers that discuss problems concerned with more than one variable.
Series handle: RePEc:eee:jmvana
ISSN: 0047-259X
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Content
2017, Volume 161, Issue C
2017, Volume 160, Issue C
- 1-9 Extremal properties of order statistic distributions for dependent samples with partially known multidimensional marginals
by Okolewski, Andrzej
- 10-30 Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
by Colling, Benjamin & Van Keilegom, Ingrid
- 31-41 On stochastic comparisons of maximum order statistics from the location-scale family of distributions
by Hazra, Nil Kamal & Kuiti, Mithu Rani & Finkelstein, Maxim & Nanda, Asok K.
- 42-67 Cross-validation estimation of covariance parameters under fixed-domain asymptotics
by Bachoc, François & Lagnoux, Agnès & Nguyen, Thi Mong Ngoc
- 68-92 Extremal attractors of Liouville copulas
by Belzile, Léo R. & Nešlehová, Johanna G.
- 93-104 Nonparametric estimation of a function from noiseless observations at random points
by Bauer, Benedikt & Devroye, Luc & Kohler, Michael & Krzyżak, Adam & Walk, Harro
- 105-116 Model specification test in a semiparametric regression model for longitudinal data
by Cho, Hyunkeun & Kim, Seonjin
- 117-133 A new test of independence for bivariate observations
by Bagkavos, D. & Patil, P.N.
- 134-145 Robust inference in a linear functional model with replications using the t distribution
by Galea, Manuel & de Castro, Mário
- 146-156 On optimal grouping and stochastic comparisons for heterogeneous items
by Hazra, Nil Kamal & Finkelstein, Maxim & Cha, Ji Hwan
- 157-168 Convergence rate of Bayesian supervised tensor modeling with multiway shrinkage priors
by Guhaniyogi, Rajarshi
- 169-184 Optimal detection of weak positive latent dependence between two sequences of multiple tests
by Zhao, Sihai Dave & Cai, T. Tony & Li, Hongzhe
- 185-194 Symmetric Gaussian mixture distributions with GGC scales
by Fotopoulos, Stergios B.
2017, Volume 159, Issue C
- 1-17 Quantile predictions for elliptical random fields
by Maume-Deschamps, V. & Rullière, D. & Usseglio-Carleve, A.
- 18-38 Likelihood ratio test for partial sphericity in high and ultra-high dimensions
by Forzani, Liliana & Gieco, Antonella & Tolmasky, Carlos
- 39-48 Smooth copula-based estimation of the conditional density function with a single covariate
by Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël
- 49-66 Non-linear models for extremal dependence
by Mhalla, Linda & Chavez-Demoulin, Valérie & Naveau, Philippe
- 67-81 Skew-rotationally-symmetric distributions and related efficient inferential procedures
by Ley, Christophe & Verdebout, Thomas
- 82-110 Asymptotic behavior of the empirical multilinear copula process under broad conditions
by Genest, Christian & Nešlehová, Johanna G. & Rémillard, Bruno
- 111-133 Score tests for covariate effects in conditional copulas
by Gijbels, Irène & Omelka, Marek & Pešta, Michal & Veraverbeke, Noël
- 138-150 Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix
by Tsukuma, Hisayuki & Kubokawa, Tatsuya
- 151-167 Finite mixture modeling of censored data using the multivariate Student-t distribution
by Lachos, Víctor H. & Moreno, Edgar J. López & Chen, Kun & Cabral, Celso Rômulo Barbosa
- 168-183 Varying coefficient functional autoregressive model with application to the U.S. treasuries
by Xu, Meng & Li, Jialiang & Chen, Ying
- 184-199 Multivariate initial sequence estimators in Markov chain Monte Carlo
by Dai, Ning & Jones, Galin L.
2017, Volume 158, Issue C
- 1-19 Domains of weak continuity of statistical functionals with a view toward robust statistics
by Krätschmer, Volker & Schied, Alexander & Zähle, Henryk
- 20-30 Reduced form vector directional quantiles
by Montes-Rojas, Gabriel
- 31-46 Dirichlet ARMA models for compositional time series
by Zheng, Tingguo & Chen, Rong
- 47-59 A new minimum contrast approach for inference in single-index models
by Li, Weiyu & Patilea, Valentin
- 60-72 Unbiased risk estimates for matrix estimation in the elliptical case
by Canu, Stéphane & Fourdrinier, Dominique
- 73-86 Estimation of parameters under a generalized growth curve model
by Filipiak, Katarzyna & Klein, Daniel
- 87-102 Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components
by Navarro, Jorge & Durante, Fabrizio
- 103-116 Nonparametric tests for multi-parameter M-estimators
by Kolassa, John E. & Robinson, John
2017, Volume 157, Issue C
- 1-13 Joint rank and variable selection for parsimonious estimation in a high-dimensional finite mixture regression model
by Devijver, Emilie
- 14-28 Bayesian sparse reduced rank multivariate regression
by Goh, Gyuhyeong & Dey, Dipak K. & Chen, Kun
- 29-44 Multivariate elliptical truncated moments
by Arismendi, Juan C. & Broda, Simon
- 45-52 A calibration method for non-positive definite covariance matrix in multivariate data analysis
by Huang, Chao & Farewell, Daniel & Pan, Jianxin
- 53-69 A weighted localization of halfspace depth and its properties
by Kotík, Lukáš & Hlubinka, Daniel
- 70-86 High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices
by Yanagihara, Hirokazu & Oda, Ryoya & Hashiyama, Yusuke & Fujikoshi, Yasunori
- 87-102 Multiple correspondence analysis and the multilogit bilinear model
by Fithian, William & Josse, Julie
- 103-114 Bayesian inference for higher-order ordinary differential equation models
by Bhaumik, Prithwish & Ghosal, Subhashis
- 115-123 Exactly and almost compatible joint distributions for high-dimensional discrete conditional distributions
by Kuo, Kun-Lin & Song, Chwan-Chin & Jiang, Thomas J.
- 124-135 Asymptotic Fisher information matrix of Markov switching VARMA models
by Cavicchioli, Maddalena
2017, Volume 156, Issue C
- 1-17 A statistical framework for pathway and gene identification from integrative analysis
by Li, Quefeng & Yu, Menggang & Wang, Sijian
- 18-28 Bayesian prediction with multiple-samples information
by Camerlenghi, Federico & Lijoi, Antonio & Prünster, Igor
- 29-38 Distribution-free detection of a submatrix
by Arias-Castro, Ery & Liu, Yuchao
- 39-56 Regularized partially functional quantile regression
by Yao, Fang & Sue-Chee, Shivon & Wang, Fan
- 57-69 Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions
by Jiang, Hui & Wang, Shaochen
- 70-88 High-dimensional tests for functional networks of brain anatomic regions
by Xie, Jichun & Kang, Jian
- 89-102 Semi-parametric order-based generalized multivariate regression
by Kharratzadeh, Milad & Coates, Mark
- 103-115 On local linear regression for strongly mixing random fields
by El Machkouri, Mohamed & Es-Sebaiy, Khalifa & Ouassou, Idir
- 116-136 Estimation and model identification of longitudinal data time-varying nonparametric models
by Liu, Shu & You, Jinhong & Lian, Heng
2017, Volume 155, Issue C
- 1-11 Weak convergence of multivariate partial maxima processes
by Krizmanić, Danijel
- 12-34 Asymptotic properties of a component-wise ARH(1) plug-in predictor
by Álvarez-Liébana, J. & Bosq, D. & Ruiz-Medina, M.D.
- 35-51 The empirical beta copula
by Segers, Johan & Sibuya, Masaaki & Tsukahara, Hideatsu
- 52-71 Properties of extremal dependence models built on bivariate max-linearity
by Kereszturi, Mónika & Tawn, Jonathan
- 72-82 Testing proportionality between the first-order intensity functions of spatial point processes
by Zhang, Tonglin & Zhuang, Run
- 83-104 Simultaneous confidence bands for contrasts between several nonlinear regression curves
by Lu, Xiaolei & Kuriki, Satoshi
- 105-121 Monitoring multivariate time series
by Hoga, Yannick
- 122-132 Some asymptotic theory for Silverman’s smoothed functional principal components in an abstract Hilbert space
by Lakraj, Gamage Pemantha & Ruymgaart, Frits
- 133-150 Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
by Li, Yujie & Li, Gaorong & Lian, Heng & Tong, Tiejun
- 151-164 Expected predictive least squares for model selection in covariance structures
by Ogasawara, Haruhiko
- 165-179 Smooth predictive model fitting in regression
by Burman, Prabir & Paul, Debashis
- 180-186 Stationary Gaussian Markov processes as limits of stationary autoregressive time series
by Ernst, Philip A. & Brown, Lawrence D. & Shepp, Larry & Wolpert, Robert L.
- 187-199 Efficient dimension reduction for multivariate response data
by Zhang, Yaowu & Zhu, Liping & Ma, Yanyuan
- 200-216 Linear hypothesis testing in high-dimensional one-way MANOVA
by Zhang, Jin-Ting & Guo, Jia & Zhou, Bu
- 217-233 High-dimensional rank tests for sphericity
by Feng, Long & Liu, Binghui
- 234-251 A natural parametrization of multivariate distributions with limited memory
by Shenkman, Natalia
- 252-271 An innovations algorithm for the prediction of functional linear processes
by Klepsch, J. & Klüppelberg, C.
- 272-283 Wishart distributions: Advances in theory with Bayesian application
by Bekker, Andriëtte & van Niekerk, Janet & Arashi, Mohammad
- 284-304 Optimal Berry–Esseen bound for statistical estimations and its application to SPDE
by Kim, Yoon Tae & Park, Hyun Suk
- 305-316 Testing block-diagonal covariance structure for high-dimensional data under non-normality
by Yamada, Yuki & Hyodo, Masashi & Nishiyama, Takahiro
- 317-333 Multivariate dependence modeling based on comonotonic factors
by Hua, Lei & Joe, Harry
- 334-343 Multiple quantile regression analysis of longitudinal data: Heteroscedasticity and efficient estimation
by Cho, Hyunkeun & Kim, Seonjin & Kim, Mi-Ok
- 344-368 Change-point detection and bootstrap for Hilbert space valued random fields
by Bucchia, Béatrice & Wendler, Martin
2017, Volume 154, Issue C
- 1-18 Sparse clustering of functional data
by Floriello, Davide & Vitelli, Valeria
- 19-39 Distance correlation coefficients for Lancaster distributions
by Dueck, Johannes & Edelmann, Dominic & Richards, Donald
- 40-58 Quantile index coefficient model with variable selection
by Zhao, Weihua & Lian, Heng
- 59-84 Robust estimators in semi-functional partial linear regression models
by Boente, Graciela & Vahnovan, Alejandra
- 85-95 An offspring of multivariate extreme value theory: The max-characteristic function
by Falk, Michael & Stupfler, Gilles
- 96-111 Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors
by Hu, Jianhua & You, Jinhong & Zhou, Xian
- 112-134 Nonparametric estimation of a latent variable model
by Kelava, Augustin & Kohler, Michael & Krzyżak, Adam & Schaffland, Tim Fabian
- 135-146 Functional Cramér–Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes
by Musta, Eni & Pratelli, Maurizio & Trevisan, Dario
- 147-161 Improved model checking methods for parametric models with responses missing at random
by Sun, Zhihua & Chen, Feifei & Zhou, Xiaohua & Zhang, Qingzhao
- 162-176 Parametrizations, fixed and random effects
by Dermoune, Azzouz & Preda, Cristian
- 177-198 Hotelling’s T2 tests in paired and independent survey samples: An efficiency comparison
by Baringhaus, Ludwig & Gaigall, Daniel
- 199-215 Gaussian tree constraints applied to acoustic linguistic functional data
by Shiers, Nathaniel & Aston, John A.D. & Smith, Jim Q. & Coleman, John S.
- 216-233 Calibration tests for multivariate Gaussian forecasts
by Wei, Wei & Balabdaoui, Fadoua & Held, Leonhard
- 234-248 Bayesian regularized quantile structural equation models
by Feng, Xiang-Nan & Wang, Yifan & Lu, Bin & Song, Xin-Yuan
- 249-261 Density ratio model for multivariate outcomes
by Marchese, Scott & Diao, Guoqing
- 262-281 Semi-parametric inference for semi-varying coefficient panel data model with individual effects
by Hu, Xuemei
- 282-295 On the CLT for discrete Fourier transforms of functional time series
by Cerovecki, Clément & Hörmann, Siegfried
2017, Volume 153, Issue C
- 1-15 On the classification problem for Poisson point processes
by Cholaquidis, Alejandro & Forzani, Liliana & Llop, Pamela & Moreno, Leonardo
- 16-32 An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns
by Francq, Christian & Sucarrat, Genaro
- 33-51 A bivariate failure time model with random shocks and mixed effects
by Mercier, Sophie & Pham, Hai Ha
- 52-63 Bayesian estimators in uncertain nested error regression models
by Sugasawa, Shonosuke & Kubokawa, Tatsuya
- 64-82 Scale and curvature effects in principal geodesic analysis
by Lazar, Drew & Lin, Lizhen
- 83-97 Signal extraction approach for sparse multivariate response regression
by Luo, Ruiyan & Qi, Xin
- 98-120 Third-order average local powers of Bartlett-type adjusted tests: Ordinary versus adjusted profile likelihood
by Kakizawa, Yoshihide
- 121-135 Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data
by Leipus, Remigijus & Philippe, Anne & Pilipauskaitė, Vytautė & Surgailis, Donatas
- 136-155 Mean vector testing for high-dimensional dependent observations
by Ayyala, Deepak Nag & Park, Junyong & Roy, Anindya
- 156-175 Spectral covariance and limit theorems for random fields with infinite variance
by Damarackas, Julius & Paulauskas, Vygantas
- 176-188 Data-driven kNN estimation in nonparametric functional data analysis
by Kara, Lydia-Zaitri & Laksaci, Ali & Rachdi, Mustapha & Vieu, Philippe
- 189-210 Multivariate nonparametric test of independence
by Fan, Yanan & de Micheaux, Pierre Lafaye & Penev, Spiridon & Salopek, Donna
- 211-235 Penalized spline estimation in the partially linear model
by Holland, Ashley D.
- 236-245 A link-free approach for testing common indices for three or more multi-index models
by Liu, Xuejing & Huo, Lei & Wen, Xuerong Meggie & Paige, Robert
- 246-254 Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function
by Cao, Ming-Xiang & He, Dao-Jiang
- 255-265 Permuting longitudinal data in spite of the dependencies
by Friedrich, Sarah & Brunner, Edgar & Pauly, Markus
2016, Volume 152, Issue C
- 1-14 Group-wise semiparametric modeling: A SCSE approach
by Song, Song & Zhu, Lixing
- 15-27 Kummer and gamma laws through independences on trees—Another parallel with the Matsumoto–Yor property
by Piliszek, Agnieszka & Wesołowski, Jacek
- 28-39 Tests for large-dimensional covariance structure based on Rao’s score test
by Jiang, Dandan
- 40-60 On the family of multivariate chi-square copulas
by Quessy, Jean-François & Rivest, Louis-Paul & Toupin, Marie-Hélène
- 61-81 Linear shrinkage estimation of large covariance matrices using factor models
by Ikeda, Yuki & Kubokawa, Tatsuya
- 82-99 A nonparametric test for the evaluation of group sequential clinical trials with covariate information
by Yuan, Ao & Zheng, Yanxun & Huang, Peng & Tan, Ming T.
- 100-118 Empirical likelihood confidence tubes for functional parameters in plug-in estimation
by Varron, Davit
- 119-144 Semiparametric varying-coefficient model with right-censored and length-biased data
by Lin, Cunjie & Zhou, Yong
- 145-161 The use of a common location measure in the invariant coordinate selection and projection pursuit
by Alashwali, Fatimah & Kent, John T.
- 162-171 Graphical models via joint quantile regression with component selection
by Chun, Hyonho & Lee, Myung Hee & Fleet, James C. & Oh, Ji Hwan
- 172-189 Sparse PCA-based on high-dimensional Itô processes with measurement errors
by Kim, Donggyu & Wang, Yazhen
- 190-205 Latent variable selection in structural equation models
by Zhang, Yan-Qing & Tian, Guo-Liang & Tang, Nian-Sheng
- 206-223 Variable selection for additive partial linear quantile regression with missing covariates
by Sherwood, Ben
- 224-236 A proportional hazards model for time-to-event data with epidemiological bias
by Zhang, Qiaozhen & Dai, Hongsheng & Fu, Bo
- 237-248 Strict positive definiteness of multivariate covariance functions on compact two-point homogeneous spaces
by Bonfim, Rafaela N. & Menegatto, Valdir A.
- 249-258 Limitations on detecting row covariance in the presence of column covariance
by Hoff, Peter D.
- 259-275 Generalized linear latent models for multivariate longitudinal measurements mixed with hidden Markov models
by Xia, Ye-Mao & Tang, Nian-Sheng & Gou, Jian-Wei
2016, Volume 151, Issue C
- 1-13 Extended likelihood approach to multiple testing with directional error control under a hidden Markov random field model
by Lee, Donghwan & Lee, Youngjo
- 14-36 Partially linear single-index proportional hazards model with current status data
by Lu, Xuewen & Pordeli, Pooneh & Burke, Murray D. & Song, Peter X.-K.
- 37-53 A randomness test for functional panels
by Kokoszka, Piotr & Reimherr, Matthew & Wölfing, Nikolas
- 54-68 Best estimation of functional linear models
by Aletti, Giacomo & May, Caterina & Tommasi, Chiara
- 69-89 Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
by Nagler, Thomas & Czado, Claudia
- 90-109 Limit laws of the empirical Wasserstein distance: Gaussian distributions
by Rippl, Thomas & Munk, Axel & Sturm, Anja
- 110-132 Adaptive global thresholding on the sphere
by Durastanti, Claudio
- 133-150 Constrained inference in linear regression
by Peiris, Thelge Buddika & Bhattacharya, Bhaskar
- 151-166 High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
by Yata, Kazuyoshi & Aoshima, Makoto
2016, Volume 150, Issue C
- 1-13 Continuously dynamic additive models for functional data
by Ma, Haiqiang & Zhu, Zhongyi
- 14-26 Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings
by Miller, Forrest R. & Neill, James W.
- 27-41 Posterior convergence for Bayesian functional linear regression
by Lian, Heng & Choi, Taeryon & Meng, Jie & Jo, Seongil
- 42-54 A note on fast envelope estimation
by Cook, R. Dennis & Forzani, Liliana & Su, Zhihua
- 55-74 Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data
by Cai, T. Tony & Zhang, Anru
- 75-90 Classification into Kullback–Leibler balls in exponential families
by Katzur, Alexander & Kamps, Udo
- 91-104 A local factor nonparametric test for trend synchronism in multiple time series
by Lyubchich, Vyacheslav & Gel, Yulia R.
- 105-124 Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
by Filipiak, Katarzyna & Klein, Daniel & Roy, Anuradha
- 125-151 Exact and asymptotic tests on a factor model in low and large dimensions with applications
by Bodnar, Taras & Reiß, Markus
- 152-168 Bivariate Conway–Maxwell–Poisson distribution: Formulation, properties, and inference
by Sellers, Kimberly F. & Morris, Darcy Steeg & Balakrishnan, Narayanaswamy
- 169-182 Single index quantile regression for heteroscedastic data
by Christou, Eliana & Akritas, Michael G.
- 183-190 Minimax convergence rates for kernel CCA
by Fan, Zengyan & Lian, Heng
- 191-213 Illumination problems in digital images. A statistical point of view
by Geffray, S. & Klutchnikoff, N. & Vimond, M.
- 214-228 Conditioned limit laws for inverted max-stable processes
by Papastathopoulos, Ioannis & Tawn, Jonathan A.
- 229-244 Model identification using the Efficient Determination Criterion
by Resende, Paulo Angelo Alves & Dorea, Chang Chung Yu
- 245-266 On the consistency of inversion-free parameter estimation for Gaussian random fields
by Keshavarz, Hossein & Scott, Clayton & Nguyen, XuanLong
2016, Volume 149, Issue C
- 1-12 Statistical consistency of coefficient-based conditional quantile regression
by Cai, Jia & Xiang, Dao-Hong
- 13-29 Confidence intervals for high-dimensional partially linear single-index models
by Gueuning, Thomas & Claeskens, Gerda
- 30-53 Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean
by Dharmawansa, Prathapasinghe
- 54-64 Maximum likelihood inference for the multivariate t mixture model
by Wang, Wan-Lun & Lin, Tsung-I
- 65-80 Adaptive jump-preserving estimates in varying-coefficient models
by Zhao, Yan-Yong & Lin, Jin-Guan & Huang, Xing-Fang & Wang, Hong-Xia
- 81-91 On permutation tests for predictor contribution in sufficient dimension reduction
by Dong, Yuexiao & Yang, Chaozheng & Yu, Zhou
- 92-113 Gaussian and robust Kronecker product covariance estimation: Existence and uniqueness
by Soloveychik, I. & Trushin, D.
- 114-123 Marčenko–Pastur law for Tyler’s M-estimator
by Zhang, Teng & Cheng, Xiuyuan & Singer, Amit
- 124-143 More powerful tests for sparse high-dimensional covariances matrices
by Peng, Liuhua & Chen, Song Xi & Zhou, Wen
- 144-159 Bias correction of the Akaike information criterion in factor analysis
by Ogasawara, Haruhiko
- 160-176 Composite partial likelihood estimation for length-biased and right-censored data with competing risks
by Zhang, Feipeng & Peng, Heng & Zhou, Yong
- 177-191 Asymptotic properties of multivariate tapering for estimation and prediction
by Furrer, Reinhard & Bachoc, François & Du, Juan
- 192-198 A simpler spatial-sign-based two-sample test for high-dimensional data
by Li, Yang & Wang, Zhaojun & Zou, Changliang
- 199-212 High-dimensional consistency of rank estimation criteria in multivariate linear model
by Fujikoshi, Yasunori & Sakurai, Tetsuro
2016, Volume 148, Issue C
- 1-17 Estimation of a high-dimensional covariance matrix with the Stein loss
by Tsukuma, Hisayuki
- 18-33 On conditional prediction errors in mixed models with application to small area estimation
by Sugasawa, Shonosuke & Kubokawa, Tatsuya
- 34-48 Weighted composite quantile regression for single-index models
by Jiang, Rong & Qian, Wei-Min & Zhou, Zhan-Gong
- 49-59 Exploratory factor analysis—Parameter estimation and scores prediction with high-dimensional data
by Sundberg, Rolf & Feldmann, Uwe
- 60-72 Estimation in singular linear models with stepwise inclusion of linear restrictions
by Ren, Xingwei
- 73-82 Analysis of bivariate zero inflated count data with missing responses
by Yang, Miao & Das, Kalyan & Majumdar, Anandamayee
- 83-88 Stochastic orderings for elliptical random vectors
by Pan, Xiaoqing & Qiu, Guoxin & Hu, Taizhong
- 89-106 Model-free sure screening via maximum correlation
by Huang, Qiming & Zhu, Yu
- 107-119 A general setting for symmetric distributions and their relationship to general distributions
by Jupp, P.E. & Regoli, G. & Azzalini, A.
- 120-140 On local asymptotic normality for functional autoregressive processes
by Kara-Terki, Nesrine & Mourid, Tahar
- 141-159 Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates
by Guilloux, Agathe & Lemler, Sarah & Taupin, Marie-Luce
- 160-172 Spectral analysis of the Moore–Penrose inverse of a large dimensional sample covariance matrix
by Bodnar, Taras & Dette, Holger & Parolya, Nestor
- 173-179 Characterizations of the class of bivariate Gompertz distributions
by Kolev, Nikolai
2016, Volume 147, Issue C
- 1-19 Improved second order estimation in the singular multivariate normal model
by Chételat, Didier & Wells, Martin T.
- 20-37 Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods
by Ogasawara, Haruhiko
- 38-57 Multivariate trend function testing with mixed stationary and integrated disturbances
by Xu, Ke-Li
- 58-81 Bootstrap likelihood ratio confidence bands for survival functions under random censorship and its semiparametric extension
by Subramanian, Sundarraman
- 82-101 Local convex hull support and boundary estimation
by Aaron, C. & Bodart, O.
- 102-126 Influence analysis of robust Wald-type tests
by Ghosh, Abhik & Mandal, Abhijit & Martín, Nirian & Pardo, Leandro
- 127-144 Robust ridge estimator in restricted semiparametric regression models
by Roozbeh, Mahdi
- 145-154 Influence measures and stability for graphical models
by Bar-Hen, Avner & Poggi, Jean-Michel
- 155-167 Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices
by Neuschel, Thorsten & Stivigny, Dries
- 168-182 Efficiency in multivariate functional nonparametric models with autoregressive errors
by Dabo-Niang, S. & Guillas, S. & Ternynck, C.
- 183-201 Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
by Fan, Guo-Liang & Liang, Han-Ying & Shen, Yu
- 202-217 Simultaneous variable selection and de-coarsening in multi-path change-point models
by Shohoudi, Azadeh & Khalili, Abbas & Wolfson, David B. & Asgharian, Masoud
- 218-233 Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors
by Beran, Jan & Liu, Haiyan
- 234-246 Detecting weak signals in high dimensions
by Jessie Jeng, X.
- 247-264 An objective general index for multivariate ordered data
by Sei, Tomonari
- 265-272 On the Tracy–Widom approximation of studentized extreme eigenvalues of Wishart matrices
by Deo, Rohit S.
- 273-284 Semi-parametric survival function estimators deduced from an identifying Volterra type integral equation
by Dikta, Gerhard & Reißel, Martin & Harlaß, Carsten
- 285-294 Local linear regression on correlated survival data
by Jin, Zhezhen & He, Wenqing
- 295-314 Decomposition of an autoregressive process into first order processes
by Monsour, Michael J.
2016, Volume 146, Issue C
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