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Journal of Multivariate Analysis
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2008, Volume 99, Issue 10
- 2285-2303 On Stein's lemma, dependent covariates and functional monotonicity in multi-dimensional modeling
by Zhang, Chunming & Li, Jialiang & Meng, Jingci - 2304-2311 The Tukey and the random Tukey depths characterize discrete distributions
by Cuesta-Albertos, J.A. & Nieto-Reyes, A. - 2312-2327 An order-statistics-based method for constructing multivariate distributions with fixed marginals
by Baker, Rose - 2328-2338 Multivariate skewness and kurtosis measures with an application in ICA
by Kollo, Tõnu - 2339-2355 Change point estimators by local polynomial fits under a dependence assumption
by Lin, Zhengyan & Li, Degui & Chen, Jia - 2356-2363 A note on cuts for contingency tables
by Ip, Edward H. & Wang, Yuchung J. - 2364-2367 A note on Srivastava and Hui's tests of multivariate normality
by Hanusz, Zofia & Tarasinska, Joanna - 2368-2388 A moving window approach for nonparametric estimation of the conditional tail index
by Gardes, Laurent & Girard, Stéphane - 2389-2405 Properties of the singular, inverse and generalized inverse partitioned Wishart distributions
by Bodnar, Taras & Okhrin, Yarema - 2406-2443 Model checking in errors-in-variables regression
by Song, Weixing - 2444-2452 Remarks on between estimator in the intraclass correlation model with missing data
by Wu, Mi-Xia & Yu, Kai-Fun - 2453-2471 Estimation of a tail index based on minimum density power divergence
by Kim, Moosup & Lee, Sangyeol - 2472-2478 Regression models for multivariate ordered responses via the Plackett distribution
by Forcina, A. & Dardanoni, V. - 2479-2496 Multivariate lag-windows and group representations
by Berg, Arthur - 2497-2507 Eigenanalysis on a bivariate covariance kernel
by Cuadras, Carles M. & Cuadras, Daniel - 2508-2526 Curve forecasting by functional autoregression
by Kargin, V. & Onatski, A.
2008, Volume 99, Issue 9
- 1841-1859 Diagnostic checking for multivariate regression models
by Zhu, Lixing & Zhu, Ruoqing & Song, Song - 1860-1877 Case deletion diagnostics in multilevel models
by Shi, Lei & Chen, Gemai - 1878-1887 Multivariate stress-strength reliability model and its evaluation for coherent structures
by Eryilmaz, Serkan - 1888-1905 Bayesian shrinkage prediction for the regression problem
by Kobayashi, Kei & Komaki, Fumiyasu - 1906-1928 Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
by Kubokawa, Tatsuya & Srivastava, Muni S. - 1929-1940 Extreme inaccuracies in Gaussian Bayesian networks
by Gómez-Villegas, Miguel A. & Maín, Paloma & Susi, Rosario - 1941-1961 Estimation, prediction and the Stein phenomenon under divergence loss
by Ghosh, Malay & Mergel, Victor & Datta, Gauri Sankar - 1962-1984 Properties of spatial cross-periodograms using fixed-domain asymptotics
by Lim, Chae Young & Stein, Michael - 1985-1998 Allometric extension model for conditional distributions
by Kurata, Hiroshi & Hoshino, Takahiro & Fujikoshi, Yasunori - 1999-2015 Mixture representation for order statistics from INID progressive censoring and its applications
by Fischer, T. & Balakrishnan, N. & Cramer, E. - 2016-2038 Asymptotic results in segmented multiple regression
by Kim, Jeankyung & Kim, Hyune-Ju - 2039-2052 U-max-statistics
by Lao, W. & Mayer, M. - 2053-2081 Robust parameter estimation with a small bias against heavy contamination
by Fujisawa, Hironori & Eguchi, Shinto - 2082-2095 Limit theorems for hybridization reactions on oligonucleotide microarrays
by Rempala, Grzegorz A. & Pawlikowska, Iwona - 2096-2107 Characterizations of multivariate life distributions
by Nair, N. Unnikrishnan & Sankaran, P.G. - 2108-2124 A multivariate version of the Benjamini-Hochberg method
by Ferreira, J.A. & Nyangoma, S.O. - 2125-2135 Enhanced one-sided confidence regions for a multivariate location parameter
by Vock, Michael - 2136-2153 Regression with strongly correlated data
by Jones, Christopher S. & Finn, John M. & Hengartner, Nicolas - 2154-2171 Simultaneous change point analysis and variable selection in a regression problem
by Wu, Y. - 2172-2184 A new dependence ordering with applications
by Kochar, Subhash & Xu, Maochao
2008, Volume 99, Issue 8
- 1503-1517 Best linear unbiased prediction for linear combinations in general mixed linear models
by Liu, Xu-Qing & Rong, Jian-Ying & Liu, Xiu-Ying - 1518-1543 On the block thresholding wavelet estimators with censored data
by Li, Linyuan - 1544-1573 Analysis of variance with general errors and grouped and non-grouped data: Some iterative algorithms
by Anido, Carmen & Rivero, Carlos & Valdés, Teófilo - 1574-1589 Conditionally specified models and dimension reduction in the exponential families
by Noorbaloochi, Siamak & Nelson, David - 1590-1609 New families of estimators and test statistics in log-linear models
by Martín, Nirian & Pardo, Leandro - 1610-1634 A two-stage approach to semilinear in-slide models
by You, Jinhong & Zhou, Haibo - 1635-1664 Nonparametric methods for unbalanced multivariate data and many factor levels
by Harrar, Solomon W. & Bathke, Arne C. - 1665-1680 Estimating the parametric component of nonlinear partial spline model
by Huang, Tzee-Ming & Chen, Hung - 1681-1697 A comparative study of Gaussian geostatistical models and Gaussian Markov random field models
by Song, Hae-Ryoung & Fuentes, Montserrat & Ghosh, Sujit - 1698-1716 Exact distribution of the generalized Wilks's statistic and applications
by Pham-Gia, T. - 1717-1732 Multivariate dynamic model for ordinal outcomes
by Chaubert, F. & Mortier, F. & Saint André, L. - 1733-1757 Successive direction extraction for estimating the central subspace in a multiple-index regression
by Yin, Xiangrong & Li, Bing & Cook, R. Dennis - 1758-1771 A class of weighted multivariate normal distributions and its properties
by Kim, Hea-Jung - 1772-1792 Likelihood ratio tests for equality of shape under varying degrees of orientation invariance
by Holland, Finbarr & Roy Choudhury, Kingshuk - 1793-1806 Large deviations of bootstrapped U -statistics
by Borovskikh, Yuri V. & Robinson, John - 1807-1824 Bootstrap approximation of tail dependence function
by Peng, Liang & Qi, Yongcheng - 1825-1839 Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression
by Yoo, Jae Keun
2008, Volume 99, Issue 7
- 1362-1382 The centred parametrization for the multivariate skew-normal distribution
by Arellano-Valle, Reinaldo B. & Azzalini, Adelchi - 1383-1392 Bivariate distributions characterized by one family of conditionals and conditional percentile or mode functions
by Arnold, Barry C. & Castillo, Enrique & Sarabia, José María - 1393-1417 The noncentral Wishart as an exponential family, and its moments
by Letac, Gérard & Massam, Hélène - 1418-1437 A bivariate Lévy process with negative binomial and gamma marginals
by Kozubowski, Tomasz J. & Panorska, Anna K. & Podgórski, Krzysztof - 1438-1459 Conditional limiting distribution of beta-independent random vectors
by Hashorva, Enkelejd - 1460-1473 Joint distributions of numbers of occurrences of a discrete pattern and weak convergence of an empirical process for the pattern
by Aki, Sigeo - 1474-1488 Techniques for controlling bivariate grouped observations
by Koutras, M.V. & Maravelakis, P.E. & Bersimis, S. - 1489-1502 Order restricted inference for sequential k-out-of-n systems
by Balakrishnan, N. & Beutner, E. & Kamps, U.
2008, Volume 99, Issue 6
- 1015-1034 Sparse principal component analysis via regularized low rank matrix approximation
by Shen, Haipeng & Huang, Jianhua Z. - 1035-1050 A universal strong law of large numbers for conditional expectations via nearest neighbors
by Walk, Harro - 1051-1069 UMVU estimation of the ratio of powers of normal generalized variances under correlation
by Iliopoulos, George - 1070-1082 Some properties of projectors associated with the WLSE under a general linear model
by Tian, Yongge & Takane, Yoshio - 1083-1104 Some properties of canonical correlations and variates in infinite dimensions
by Cupidon, J. & Eubank, R. & Gilliam, D. & Ruymgaart, F. - 1105-1127 Noncentral matrix quadratic forms of the skew elliptical variables
by Fang, B.Q. - 1128-1153 A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions
by Kakizawa, Yoshihide & Iwashita, Toshiya - 1154-1176 Dissolution point and isolation robustness: Robustness criteria for general cluster analysis methods
by Hennig, Christian - 1177-1190 Multivariate Markov-switching ARMA processes with regularly varying noise
by Stelzer, Robert - 1191-1216 An extension of Fisher's discriminant analysis for stochastic processes
by Shin, Hyejin - 1217-1231 Multivariate maximum entropy identification, transformation, and dependence
by Ebrahimi, Nader & Soofi, Ehsan S. & Soyer, Refik - 1232-1259 Confidence intervals for marginal parameters under fractional linear regression imputation for missing data
by Qin, Yongsong & Rao, J.N.K. & Ren, Qunshu - 1260-1275 Parametric tail copula estimation and model testing
by de Haan, Laurens & Neves, Cláudia & Peng, Liang - 1276-1287 Bivariate Student t distributions with variable marginal degrees of freedom and independence
by Shaw, W.T. & Lee, K.T.A. - 1288-1301 Some notes on multivariate generalized Pareto distributions
by Michel, René - 1302-1331 Theory and inference for regression models with missing responses and covariates
by Chen, Qingxia & Ibrahim, Joseph G. & Chen, Ming-Hui & Senchaudhuri, Pralay - 1332-1357 Robust discrimination under a hierarchy on the scatter matrices
by Bianco, Ana & Boente, Graciela & Pires, Ana M. & Rodrigues, Isabel M.
2008, Volume 99, Issue 5
- 777-786 On the dependence between the extreme order statistics in the proportional hazards model
by Dolati, Ali & Genest, Christian & Kochar, Subhash C. - 787-814 Adaptive estimation of the transition density of a particular hidden Markov chain
by Lacour, Claire - 815-833 The one- and multi-sample problem for functional data with application to projective shape analysis
by Munk, A. & Paige, R. & Pang, J. & Patrangenaru, V. & Ruymgaart, F. - 834-857 Nonparametric time series prediction: A semi-functional partial linear modeling
by Aneiros-Pérez, Germán & Vieu, Philippe - 858-879 On Mardia's and Song's measures of kurtosis in elliptical distributions
by Zografos, K. - 880-895 Generalized partially linear models with missing covariates
by Liang, Hua - 896-911 Exact confidence coefficients of simultaneous confidence intervals for multinomial proportions
by Wang, Hsiuying - 912-927 Stein's Lemma for elliptical random vectors
by Landsman, Zinoviy & Neslehová, Johanna - 928-948 Estimation and confidence bands of a conditional survival function with censoring indicators missing at random
by Wang, Qihua & Shen, Junshan - 949-967 Sample covariance shrinkage for high dimensional dependent data
by Sancetta, Alessio - 968-1009 Testing nonparametric and semiparametric hypotheses in vector stationary processes
by Eichler, Michael - 1010-1012 Letter to the Editor
by Nadarajah, Saralees
2008, Volume 99, Issue 4
- 577-588 Nonparametric estimation of the dependence function for a multivariate extreme value distribution
by Zhang, Dabao & Wells, Martin T. & Peng, Liang - 589-605 Nonparametric inference under competing risks and selection-biased sampling
by Dauxois, Jean-Yves & Guilloux, Agathe - 606-636 High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus
by Baldi, Paolo & Kerkyacharian, Gérard & Marinucci, Domenico & Picard, Dominique - 637-648 Singular matrix variate beta distribution
by Díaz-García, José A. & Gutiérrez Jáimez, Ramón - 649-664 Empirical likelihood analysis of the Buckley-James estimator
by Zhou, Mai & Li, Gang - 665-683 A central limit theorem for measurements on the logarithmic scale and its application to dimension estimates
by Denker, Manfred & Min, Aleksey - 684-714 A nonparametric regression cross spectrum for multivariate time series
by Beran, Jan & Heiler, Mark A. - 715-734 Peaks-over-threshold stability of multivariate generalized Pareto distributions
by Falk, Michael & Guillou, Armelle - 735-750 Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions
by Fourdrinier, Dominique & Strawderman, William E. - 751-775 Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues
by Sheena, Yo & Takemura, Akimichi
2008, Volume 99, Issue 3
- 311-338 The multivariate least-trimmed squares estimator
by Agulló, Jose & Croux, Christophe & Van Aelst, Stefan - 339-357 Hierarchical orbital decompositions and extended decomposable distributions
by Kamiya, Hidehiko & Takemura, Akimichi - 358-371 Conditional orderings and positive dependence
by Colangelo, Antonio & Hu, Taizhong & Shaked, Moshe - 372-385 Dependence structure of conditional Archimedean copulas
by Mesfioui, Mhamed & Quessy, Jean-François - 386-402 A test for the mean vector with fewer observations than the dimension
by Srivastava, Muni S. & Du, Meng - 403-420 Frontier estimation via kernel regression on high power-transformed data
by Girard, Stéphane & Jacob, Pierre - 421-436 On information pooling, adaptability and superefficiency in nonparametric function estimation
by Cai, T. Tony - 437-450 Simultaneous control of false positives and false negatives in multiple hypotheses testing
by Ebrahimi, Nader - 451-464 Change detection in autoregressive time series
by Gombay, Edit - 465-489 An implicit function approach to constrained optimization with applications to asymptotic expansions
by Boik, Robert J. - 490-509 Grouped Dirichlet distribution: A new tool for incomplete categorical data analysis
by Ng, Kai Wang & Tang, Man-Lai & Tan, Ming & Tian, Guo-Liang - 510-541 The increment ratio statistic
by Surgailis, Donatas & Teyssière, Gilles & Vaiciulis, Marijus - 542-554 From moments of sum to moments of product
by Kan, Raymond - 555-571 Wishartness and independence of matrix quadratic forms in a normal random matrix
by Hu, Jianhua - 572-573 The distribution of the ratio X/Y for all centred elliptically symmetric distributions
by Jones, M.C. - 574-575 Letter to the editor
by Nadarajah, Saralees
2008, Volume 99, Issue 2
- 165-190 Sharp adaptation for spherical inverse problems with applications to medical imaging
by Koo, Ja-Yong & Kim, Peter T. - 191-214 Detecting abrupt changes in a piecewise locally stationary time series
by Last, Michael & Shumway, Robert - 215-231 Empirical likelihood inference for censored median regression model via nonparametric kernel estimation
by Zhao, Yichuan & Chen, Feiming - 232-244 Shrinkage structure in biased regression
by Druilhet, Pierre & Mom, Alain - 245-277 Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model
by Mynbaev, Kairat T. & Ullah, Aman - 278-305 Functional-coefficient partially linear regression model
by Wong, Heung & Zhang, Riquan & Ip, Wai-cheung & Li, Guoying - 306-307 Letter to the Editor
by Nadarajah, Saralees & Kotz, Samuel
2008, Volume 99, Issue 1
- 1-24 Optimal adaptive generalized Polya urn design for multi-arm clinical trials
by Yuan, Ao & Chai, Gen Xiang - 25-49 Approximating posterior probabilities in a linear model with possibly noninvertible moving average errors
by Pokta, Suriani & Hart, Jeffrey D. - 50-73 Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
by Maruyama, Yazo & Takemura, Akimichi - 74-93 Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions
by Fourdrinier, Dominique & Kortbi, Othmane & Strawderman, William E. - 94-116 Innovations algorithm asymptotics for periodically stationary time series with heavy tails
by Anderson, Paul L. & Kavalieris, Laimonis & Meerschaert, Mark M. - 117-140 Parameter estimation of selfsimilarity exponents
by Becker-Kern, Peter & Pap, Gyula - 141-164 Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
by Tsukuma, Hisayuki & Kubokawa, Tatsuya
2007, Volume 98, Issue 10
- 1853-1875 Asymptotic normality of the sample mean and covariances of evanescent fields in noise
by Kliger, Mark & Francos, Joseph M. - 1876-1894 On the exact distribution of linear combinations of order statistics from dependent random variables
by Arellano-Valle, Reinaldo B. & Genton, Marc G. - 1895-1922 Randomly censored partially linear single-index models
by Lu, Xuewen & Cheng, Tsung-Lin - 1923-1954 Penalized empirical likelihood estimation of semiparametric models
by Otsu, Taisuke - 1955-1968 Deconvolution from panel data with unknown error distribution
by Neumann, Michael H. - 1969-1987 On posterior consistency in nonparametric regression problems
by Choi, Taeryon & Schervish, Mark J. - 1988-2001 Partial size-and-shape distributions
by Alshabani, A.K.S. & Dryden, I.L. & Litton, C.D. - 2002-2008 Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis
by Fujikoshi, Yasunori & Yamada, Takayuki & Watanabe, Daisuke & Takakazu Sugiyama - 2009-2009 Reply to "M.C. Jones, The distribution of the ratio X/Y for all centred elliptically symmetric distributions"
by Nadarajah, Saralees
2007, Volume 98, Issue 9
- 1693-1704 Cross-validated bagged learning
by Petersen, Maya L. & Molinaro, Annette M. & Sinisi, Sandra E. & van der Laan, Mark J. - 1705-1725 Multivariate fractionally integrated CARMA processes
by Marquardt, Tina - 1726-1750 Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality
by Ogasawara, Haruhiko - 1751-1764 Entropy estimate for high-dimensional monotonic functions
by Gao, Fuchang & Wellner, Jon A. - 1765-1781 A contribution to multivariate L-moments: L-comoment matrices
by Serfling, Robert & Xiao, Peng - 1782-1804 On rates of convergence in functional linear regression
by Li, Yehua & Hsing, Tailen - 1805-1824 Nonparametric tests of independence between random vectors
by Beran, R. & Bilodeau, M. & Lafaye de Micheaux, P. - 1825-1839 Some high-dimensional tests for a one-way MANOVA
by Schott, James R. - 1840-1852 Exact distributions of MLEs of regression coefficients in GMANOVA-MANOVA model
by Bai, Peng & Shi, Lei
2007, Volume 98, Issue 8
- 1529-1538 Variable screening in predicting clinical outcome with high-dimensional microarrays
by Shao, Jun & Chow, Shein-Chung - 1539-1557 Statistical inference of partially linear regression models with heteroscedastic errors
by You, Jinhong & Chen, Gemai & Zhou, Yong - 1558-1582 Location estimation in nonparametric regression with censored data
by Heuchenne, Cédric & Van Keilegom, Ingrid - 1583-1591 Extremes of conditioned elliptical random vectors
by Hashorva, Enkelejd - 1592-1610 Methods for improvement in estimation of a normal mean matrix
by Tsukuma, Hisayuki & Kubokawa, Tatsuya - 1611-1629 Symmetrised M-estimators of multivariate scatter
by Sirkiä, Seija & Taskinen, Sara & Oja, Hannu - 1630-1657 Improved transformed statistics for the test of independence in rxs contingency tables
by Taneichi, Nobuhiro & Sekiya, Yuri - 1658-1683 Robust estimation in generalized semiparametric mixed models for longitudinal data
by Qin, Guoyou & Zhu, Zhongyi - 1684-1692 Pseudo-inverse multivariate/matrix-variate distributions
by Zhang, Zhihua
2007, Volume 98, Issue 7
- 1321-1336 Weak convergence of non-stationary multivariate marked processes with applications to martingale testing
by Escanciano, J. Carlos - 1337-1355 Hazard rate estimation on random fields
by Li, Jiexiang & Tran, Lanh Tat - 1356-1375 Moving estimates test with time varying bandwidth
by Na, Okyoung & Lee, Sangyeol - 1376-1390 Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: L1 and pointwise convergence theory
by Sancetta, Alessio - 1391-1411 Partitioning a non-symmetric measure of association for three-way contingency tables
by Beh, Eric J. & Simonetti, Biagio & D'Ambra, Luigi - 1412-1416 Fisher information for generalised linear mixed models
by Wand, M.P. - 1417-1440 Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models
by Caragea, Petruta C. & Smith, Richard L. - 1441-1469 Scan clustering: A false discovery approach
by Perone Pacifico, M. & Genovese, C. & Verdinelli, I. & Wasserman, L. - 1470-1493 Estimation in partially linear models with missing responses at random
by Wang, Qihua & Sun, Zhihua - 1494-1507 Characterizations of Arnold and Strauss' and related bivariate exponential models
by Kotz, Samuel & Navarro, Jorge & Ruiz, Jose M. - 1508-1527 A new class of bivariate distributions and its mixture
by Sarhan, Ammar M. & Balakrishnan, N.
2007, Volume 98, Issue 6
- 1099-1122 Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices
by Dozier, R. Brent & Silverstein, Jack W. - 1123-1140 Multivariate conditional versions of Spearman's rho and related measures of tail dependence
by Schmid, Friedrich & Schmidt, Rafael - 1141-1159 Identification of parameters by the distribution of the minimum: The tri-variate normal case with negative correlations
by Davis, J. & Mukherjea, A. - 1160-1179 Locally best rotation-invariant rank tests for modal location
by Tsai, Ming-Tien & Sen, Pranab Kumar - 1180-1194 Nonnegative quadratic estimation and quadratic sufficiency in general linear models
by Liu, Xu-qing & Rong, Jian-ying - 1195-1213 Homogeneity tests based on several progressively Type-II censored samples
by Alvarez-Andrade, S. & Balakrishnan, N. & Bordes, L. - 1214-1230 Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence
by Lin, Zhengyan & Li, Degui - 1231-1261 Weak convergence in the functional autoregressive model
by Mas, André - 1262-1282 Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses
by Yuan, Ke-Hai & Hayashi, Kentaro & Bentler, Peter M. - 1283-1292 Exponential families of mixed Poisson distributions
by Ferrari, A. & Letac, G. & Tourneret, J.-Y. - 1293-1304 On the Student's t-distribution and the t-statistic
by Yang, Zhenhai & Fang, Kai-Tai & Kotz, Samuel - 1305-1319 Three general multivariate semi-Pareto distributions and their characterizations
by Yeh, Hsiaw-Chan
2007, Volume 98, Issue 5
- 873-895 Comparing clusterings--an information based distance
by Meila, Marina - 896-915 REML estimation for binary data in GLMMs
by Noh, Maengseok & Lee, Youngjo - 916-931 On the convergence of Newton's method when estimating higher dimensional parameters
by Clarke, Brenton R. & Futschik, Andreas - 932-944 Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions
by Tsai, Ming-Tien - 945-959 Estimation of Wishart mean matrices under simple tree ordering
by Tsai, Ming-Tien & Kubokawa, Tatsuya - 960-969 A note about measures and Jacobians of singular random matrices
by Díaz-García, José A. - 970-991 On kernel method for sliced average variance estimation
by Zhu, Li-Ping & Zhu, Li-Xing - 992-1017 Moderate deviations for quadratic forms in Gaussian stationary processes
by Kakizawa, Yoshihide - 1018-1032 Model checking for additive hazards model with multivariate survival data
by Yin, Guosheng - 1033-1042 A reliability model for multivariate exponential distributions
by Wang, Rong-Tsorng - 1043-1050 Algorithms and error estimations for monotone regression on partially preordered sets
by Hansohm, Jürgen - 1051-1071 On nonparametric classification with missing covariates
by Mojirsheibani, Majid & Montazeri, Zahra - 1072-1094 Asymptotic confidence intervals for Poisson regression
by Kohler, Michael & Krzyzak, Adam
2007, Volume 98, Issue 4
- 661-677 Distribution and characteristic functions for correlated complex Wishart matrices
by Smith, Peter J. & Garth, Lee M. - 678-694 On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
by Dozier, R. Brent & Silverstein, Jack W. - 695-705 A penalized criterion for variable selection in classification
by Mary-Huard, Tristan & Robin, Stéphane & Daudin, Jean-Jacques - 706-742 Statistical inference using higher-order information
by Anh, V.V. & Leonenko, N.N. & Sakhno, L.M. - 743-756 Likelihood ratio orderings of spacings of heterogeneous exponential random variables
by Wen, Songqiao & Lu, Qingshu & Hu, Taizhong - 757-773 Dependence properties and bounds for ruin probabilities in multivariate compound risk models
by Cai, Jun & Li, Haijun - 774-788 A multilinear form inequality
by Picard, Frederic