Elsevier
Journal of Multivariate Analysis
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2012, Volume 105, Issue 1
- 285-299 Estimation for a marginal generalized single-index longitudinal model
by Xu, Peirong & Zhu, Lixing - 300-310 Bayesian analysis of multivariate t linear mixed models using a combination of IBF and Gibbs samplers
by Wang, Wan-Lun & Fan, Tsai-Hung - 311-321 General linear mixed model and signal extraction problem with constraint
by Dermoune, Azzouz & Rahmania, Nadji & Wei, Tianwen - 322-347 Bootstrap testing for discontinuities under long-range dependence
by Beran, Jan & Shumeyko, Yevgen - 348-367 Estimation of high-dimensional linear factor models with grouped variables
by Heaton, Chris & Solo, Victor - 368-379 Self-consistent estimation of censored quantile regression
by Peng, Limin - 380-396 Parametrizations and reference priors for multinomial decomposable graphical models
by Consonni, Guido & Massam, Hélène - 397-411 Principled sure independence screening for Cox models with ultra-high-dimensional covariates
by Zhao, Sihai Dave & Li, Yi - 412-421 The Schur concavity, Schur multiplicative and harmonic convexities of the second dual form of the Hamy symmetric function with applications
by Chu, Yu-Ming & Xia, Wei-Feng & Zhang, Xiao-Hui - 422-432 Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
by Lai, Peng & Wang, Qihua & Lian, Heng
February 2012, Volume 104, Issue 1
- 1-15 A note on the power superiority of the restricted likelihood ratio test
by Praestgaard, Jens - 16-38 Adaptive nonparametric regression on spin fiber bundles
by Durastanti, Claudio & Geller, Daryl & Marinucci, Domenico - 39-55 On a dimension reduction regression with covariate adjustment
by Zhang, Jun & Zhu, Li-Ping & Zhu, Li-Xing - 56-72 Jackknife-blockwise empirical likelihood methods under dependence
by Zhang, Rongmao & Peng, Liang & Qi, Yongcheng - 73-87 Multivariate measures of skewness for the skew-normal distribution
by Balakrishnan, N. & Scarpa, Bruno - 88-100 An adaptive estimation of MAVE
by Wang, Qin & Yao, Weixin - 101-114 A note on testing hypotheses for stationary processes in the frequency domain
by Dette, Holger & Hildebrandt, Thimo - 115-125 A test of location for exchangeable multivariate normal data with unknown correlation
by Follmann, Dean & Proschan, Michael - 126-139 Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions
by Caro-Lopera, Francisco J. & Leiva, Víctor & Balakrishnan, N. - 140-158 Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances
by Chaturvedi, Anoop & Gupta, Suchita & Bhatti, M. Ishaq - 159-173 Relational models for contingency tables
by Klimova, Anna & Rudas, Tamás & Dobra, Adrian
January 2012, Volume 103, Issue 1
- 1-18 Cornish-Fisher expansions using sample cumulants and monotonic transformations
by Ogasawara, Haruhiko - 19-34 Hierarchical subspace models for contingency tables
by Hara, Hisayuki & Sei, Tomonari & Takemura, Akimichi - 35-47 Qualitative and infinitesimal robustness of tail-dependent statistical functionals
by Krätschmer, Volker & Schied, Alexander & Zähle, Henryk - 48-57 Testing for positive evidence of equally likely outcomes
by Frey, Jesse - 58-67 Time-varying coefficient estimation in differential equation models with noisy time-varying covariates
by Hong, Zhaoping & Lian, Heng - 68-76 Admissible prediction in superpopulation models with random regression coefficients under matrix loss function
by Xu, Li-Wen & Yu, Sheng-Hua - 77-92 Statistical theory of shape under elliptical models and singular value decompositions
by Díaz-García, José A. & Caro-Lopera, Francisco J. - 93-106 On prediction rate in partial functional linear regression
by Shin, Hyejin & Lee, Myung Hee - 107-115 Some notes on extremal discriminant analysis
by Manjunath, B.G. & Frick, Melanie & Reiss, Rolf-Dieter - 116-123 Partially linear single-index beta regression model and score test
by Zhao, Weihua & Zhang, Riquan & Huang, Zhensheng & Feng, Jingyan - 124-141 Nonparametric and semiparametric optimal transformations of markers
by Chiang, Chin-Tsang & Chiu, Chih-Heng - 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.
November 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
October 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
September 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
August 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
July 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
May 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.
April 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
March 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 - 601-618 Statistical inference using a weighted difference-based series approach for partially linear regression models
by Ai, Chunrong & You, Jinhong & Zhou, Yong - 619-628 Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components
by Bekker, A. & Roux, J.J.J. & Arashi, M. - 629-640 Restricted one way analysis of variance using the empirical likelihood ratio test
by Yu, Wen & El Barmi, Hammou & Ying, Zhiliang - 641-660 Conditional and unconditional methods for selecting variables in linear mixed models
by Kubokawa, Tatsuya - 661-673 Blockwise empirical likelihood for time series of counts
by Wu, Rongning & Cao, Jiguo - 674-682 Composing the cumulative quantile regression function and the Goldie concentration curve
by Tse, SzeMan - 683-697 Estimation of a multivariate stochastic volatility density by kernel deconvolution
by Van Es, Bert & Spreij, Peter - 698-713 Quadratic minimisation problems in statistics
by Albers, C.J. & Critchley, F. & Gower, J.C. - 714-722 Applications of quadratic minimisation problems in statistics
by Albers, C.J. & Critchley, F. & Gower, J.C.
February 2011, Volume 102, Issue 2
- 193-212 On directional multiple-output quantile regression
by Paindaveine, Davy & Siman, Miroslav - 213-224 Principal points of a multivariate mixture distribution
by Matsuura, Shun & Kurata, Hiroshi - 225-237 Random change on a Lie group and mean glaucomatous projective shape change detection from stereo pair images
by Crane, M. & Patrangenaru, V. - 238-251 A novel trace test for the mean parameters in a multivariate growth curve model
by Hamid, Jemila S. & Beyene, Joseph & von Rosen, Dietrich - 252-263 An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples
by Shutoh, Nobumichi & Hyodo, Masashi & Seo, Takashi - 264-280 Restricted estimation in multivariate measurement error regression model
by Jain, Kanchan & Singh, Sukhbir & Sharma, Suresh - 281-291 Partial sum process to check regression models with multiple correlated response: With an application for testing a change-point in profile data
by Bischoff, W. & Gegg, A. - 292-305 Spatial autoregressive and moving average Hilbertian processes
by Ruiz-Medina, M.D. - 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.
January 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
November 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
October 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
September 2010, Volume 101, Issue 8
- 1755-1771 Sharp estimates for the CDF of quadratic forms of MPE random vectors
by Sadefo Kamdem, J.