# Elsevier

# Journal of Multivariate Analysis

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### 2009, Volume 100, Issue 8

**1717-1726 Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood***by*Ando, Tomohiro**1727-1751 Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations***by*Kunitomo, Naoto & Matsushita, Yukitoshi**1752-1760 Improved variance estimation under sub-space restriction***by*Arashi, M. & Tabatabaey, S.M.M.**1761-1776 Estimation of autoregressive models with epsilon-skew-normal innovations***by*Bondon, Pascal**1777-1791 Characterizations of degree one bivariate measures of concordance***by*Edwards, H.H. & Taylor, M.D.**1792-1801 Mean residual life order of convolutions of heterogeneous exponential random variables***by*Zhao, Peng & Balakrishnan, N.**1802-1815 Asymptotics for non-parametric likelihood estimation with doubly censored multivariate failure times***by*Deng, Dianliang & Fang, Hong-Bin**1816-1829 Asymptotics for argmin processes: Convexity arguments***by*Kato, Kengo**1830-1844 Quasi-arithmetic means of covariance functions with potential applications to space-time data***by*Porcu, Emilio & Mateu, Jorge & Christakos, George**1845-1853 An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior***by*Maruyama, Yuzo**1854-1865 Uniform distributions in a class of convex polyhedrons with applications to drug combination studies***by*Tian, Guo-Liang & Fang, Hong-Bin & Tan, Ming & Qin, Hong & Tang, Man-Lai

### 2009, Volume 100, Issue 7

**1329-1337 Asymptotic distributions of robust shape matrices and scales***by*Frahm, Gabriel**1338-1352 On the degrees of freedom in shrinkage estimation***by*Kato, Kengo**1353-1366 Empirical likelihood for linear models with missing responses***by*Xue, Liugen**1367-1383 Inference for multivariate normal mixtures***by*Chen, Jiahua & Tan, Xianming**1384-1397 Coverage of generalized confidence intervals***by*Roy, Anindya & Bose, Arup**1398-1411 Multivariate limited translation hierarchical Bayes estimators***by*Ghosh, Malay & Papageorgiou, Georgios & Forrester, Janet**1412-1431 Two-step generalised empirical likelihood inference for semiparametric models***by*Bravo, Francesco**1432-1439 Comparison of hyperbolic and constant width simultaneous confidence bands in multiple linear regression under MVCS criterion***by*Liu, W. & Hayter, A.J. & Piegorsch, W.W. & Ah-Kine, P.**1440-1446 Predictive inference for singular multivariate elliptically contoured distributions***by*Liu, Jin Shan & Ip, Wai Cheung & Wong, Heung**1447-1464 The simplex dispersion ordering and its application to the evaluation of human corneal endothelia***by*Ayala, Guillermo & López-Díaz, Miguel**1465-1486 Bandwidth selection for a data sharpening estimator in nonparametric regression***by*Naito, Kanta & Yoshizaki, Masahiro**1487-1497 Using bimodal kernel for inference in nonparametric regression with correlated errors***by*Kim, Tae Yoon & Park, Byeong U. & Moon, Myung Sang & Kim, Chiho**1498-1520 Use of prior information in the consistent estimation of regression coefficients in measurement error models***by*Shalabh & Garg, Gaurav & Misra, Neeraj**1521-1537 Tails of multivariate Archimedean copulas***by*Charpentier, Arthur & Segers, Johan**1538-1550 Regular variation and related results for the multivariate GARCH(p,q) model with constant conditional correlations***by*Fernández, Begoña & Muriel, Nelson**1551-1566 Testing independence in nonparametric regression***by*Neumeyer, Natalie**1567-1585 Lévy-frailty copulas***by*Mai, Jan-Frederik & Scherer, Matthias

### 2009, Volume 100, Issue 6

**1073-1092 Functional estimation for Lvy measures of semimartingales with Poissonian jumps***by*Shimizu, Yasutaka**1093-1106 Multivariate dependence of spacings of generalized order statistics***by*Burkschat, M.**1107-1119 A weighted multivariate signed-rank test for cluster-correlated data***by*Haataja, Riina & Larocque, Denis & Nevalainen, Jaakko & Oja, Hannu**1120-1136 The determinants of cumulative endogeneity bias in multivariate analysis***by*Mayston, David**1137-1154 Tests of independence among continuous random vectors based on Cramr-von Mises functionals of the empirical copula process***by*Kojadinovic, Ivan & Holmes, Mark**1155-1167 Branching Markov processes and related asymptotics***by*Hwang, S.Y. & Basawa, I.V.**1168-1181 Expansions of multivariate Pickands densities and testing the tail dependence***by*Frick, Melanie & Reiss, Rolf-Dieter**1182-1197 Inference on a regression model with noised variables and serially correlated errors***by*You, Jinhong & Zhou, Xian & Zhu, Li-Xing**1198-1218 Multivariate mode hunting: Data analytic tools with measures of significance***by*Burman, Prabir & Polonik, Wolfgang**1219-1231 A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples***by*Liang, Han-Ying & de Ua-lvarez, Jacobo**1232-1244 On the estimators of model-based and maximal reliability***by*Ogasawara, Haruhiko**1245-1260 Testing the equality of error distributions from k independent GARCH models***by*Chandra, S. Ajay**1261-1269 A class of bivariate exponential distributions***by*Regoli, Giuliana**1270-1281 Flexible modeling based on copulas in nonparametric median regression***by*Braekers, Roel & Van Keilegom, Ingrid**1282-1290 Canonical representation of conditionally specified multivariate discrete distributions***by*Ip, Edward H. & Wang, Yuchung J.**1291-1303 Bootstrapping sums of independent but not identically distributed continuous processes with applications to functional data***by*Chang, Chung & Todd Ogden, R.**1304-1315 Departure from normality of increasing-dimension martingales***by*Arbus, Ignacio**1316-1327 A note on the Bayes factor in a semiparametric regression model***by*Choi, Taeryon & Lee, Jaeyong & Roy, Anindya

### 2009, Volume 100, Issue 5

**817-820 Characterization of the p-generalized normal distribution***by*Sinz, Fabian & Gerwinn, Sebastian & Bethge, Matthias**821-834 Signed-rank tests for location in the symmetric independent component model***by*Nordhausen, Klaus & Oja, Hannu & Paindaveine, Davy**835-850 Probability density estimation for survival data with censoring indicators missing at random***by*Wang, Qihua & Liu, Wei & Liu, Chunling**851-861 Dealing with label switching in mixture models under genuine multimodality***by*Grn, Bettina & Leisch, Friedrich**862-875 Nonconcave penalized inverse regression in single-index models with high dimensional predictors***by*Zhu, Li-Ping & Zhu, Li-Xing**876-887 Multivariate generalized S-estimators***by*Roelant, E. & Van Aelst, S. & Croux, C.**888-901 Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large***by*Sakurai, Tetsuro**902-912 Asymptotic expansions in mean and covariance structure analysis***by*Ogasawara, Haruhiko**913-935 Shrinkage estimation in the frequency domain of multivariate time series***by*Bhm, Hilmar & von Sachs, Rainer**936-945 Asymptotic normality of test statistics under alternative hypotheses***by*Shapiro, Alexander**946-951 Multivariate order statistics via multivariate concomitants***by*Arnold, Barry C. & Castillo, Enrique & Sarabia, Jos Mara**952-962 Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables***by*Zhao, Peng & Li, Xiaohu & Balakrishnan, N.**963-980 Uncertainty under a multivariate nested-error regression model with logarithmic transformation***by*Molina, Isabel**981-992 Nonparametric likelihood based estimation for a multivariate Lipschitz density***by*Carando, Daniel & Fraiman, Ricardo & Groisman, Pablo**993-1028 Local Whittle estimator for anisotropic random fields***by*Guo, Hongwen & Lim, Chae Young & Meerschaert, Mark M.**1029-1043 Extreme value theory for stochastic integrals of Legendre polynomials***by*Aue, Alexander & Horvth, Lajos & Huskov, Marie**1044-1060 A refined Jensen's inequality in Hilbert spaces and empirical approximations***by*Leorato, S.**1061-1072 Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model***by*Wu, Xiaoyong & Zou, Guohua & Li, Yingfu

### 2009, Volume 100, Issue 4

**561-580 Diagonal distribution of a complex non-central Wishart matrix: A new trivariate non-central chi-squared density***by*Dharmawansa, Prathapasinghe & McKay, Matthew R.**581-593 Bivariate generalized exponential distribution***by*Kundu, Debasis & Gupta, Rameshwar D.**594-603 Peakedness and peakedness ordering in symmetric distributions***by*Elbarmi, Hammou & Mukerjee, Hari**604-621 A local spectral approach for assessing time series model misspecification***by*McElroy, Tucker & Holan, Scott**622-635 Distribution-free tests for polynomial regression based on simplicial depth***by*Wellmann, Robin & Harmand, Peter & Müller, Christine H.**636-651 Model checking for partially linear models with missing responses at random***by*Sun, Zhihua & Wang, Qihua & Dai, Pengjie**652-660 Nonlinear principal components, II: Characterization of normal distributions***by*Salinelli, Ernesto**661-669 Towards theory of generic Principal Component Analysis***by*Torokhti, Anatoli & Friedland, Shmuel**670-685 On weighting of bivariate margins in pairwise likelihood***by*Joe, Harry & Lee, Youngjo**686-698 On the least squares estimator in a nearly unstable sequence of stationary spatial AR models***by*Baran, Sándor & Pap, Gyula**699-714 Principal component geodesics for planar shape spaces***by*Huckemann, Stephan & Hotz, Thomas**715-725 Monitoring parameter change in time series models***by*Gombay, Edit & Serban, Daniel**726-741 Improved estimation in multiple linear regression models with measurement error and general constraint***by*Liang, Hua & Song, Weixing**742-752 Estimation of the precision matrix of multivariate Kotz type model***by*Sarr, Amadou & Gupta, Arjun K.**753-766 On depth measures and dual statistics. A methodology for dealing with general data***by*Cuevas, Antonio & Fraiman, Ricardo**767-776 On an additive decomposition of the BLUE in a multiple-partitioned linear model***by*Tian, Yongge**777-793 On the geometry of generalized Gaussian distributions***by*Andai, Attila**794-815 Existence and consistency of the maximum likelihood estimator for the extreme value index***by*Zhou, Chen**816-816 Corrigendum to: "The centred parametrization for the multivariate skew-normal distribution" [J. Multivariate Anal. 99 (2008) 1362-1382]***by*Arellano-Valle, Reinaldo B. & Azzalini, Adelchi

### 2009, Volume 100, Issue 3

**309-333 Nonparametric regression estimation with general parametric error covariance***by*Martins-Filho, Carlos & Yao, Feng**334-344 Integral representations of one-dimensional projections for multivariate stable densities***by*Matsui, Muneya & Takemura, Akimichi**345-362 The penalized profile sampler***by*Cheng, Guang & Kosorok, Michael R.**363-376 A continuous spectral density for a random field of continuous-index***by*Shaw, Jason**377-386 Testing for equality between two copulas***by*Rémillard, Bruno & Scaillet, Olivier**387-396 Empirical likelihood for heteroscedastic partially linear models***by*Lu, Xuewen**397-421 Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms***by*Bauer, Dietmar**422-444 Optimal tests for homogeneity of covariance, scale, and shape***by*Hallin, Marc & Paindaveine, Davy**445-458 Asymptotically efficient two-sample rank tests for modal directions on spheres***by*Tsai, Ming-Tien**459-472 A note on bias due to fitting prospective multivariate generalized linear models to categorical outcomes ignoring retrospective sampling schemes***by*Mukherjee, Bhramar & Liu, Ivy**473-496 Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions***by*Kakizawa, Yoshihide**497-508 Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes***by*Zernov, Serguei & Zinde-Walsh, Victoria & Galbraith, John W.**509-517 A family of kurtosis orderings for multivariate distributions***by*Wang, Jin**518-532 A test for the mean vector with fewer observations than the dimension under non-normality***by*Srivastava, Muni S.**533-545 Distribution of quadratic forms under skew normal settings***by*Wang, Tonghui & Li, Baokun & Gupta, Arjun K.**546-559 Asymptotic properties of a conditional quantile estimator with randomly truncated data***by*Lemdani, Mohamed & Ould-Saïd, Elias & Poulin, Nicolas

### 2009, Volume 100, Issue 2

**266-277 Estimators for alternating nonlinear autoregression***by*Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang**278-290 Analysis of correlated binary data under partially linear single-index logistic models***by*Yi, Grace Y. & He, Wenqing & Liang, Hua**291-300 Quadratic prediction problems in multivariate linear models***by*Liu, Xu-Qing & Wang, Dong-Dong & Rong, Jian-Ying**301-308 Exact inference on contrasts in means of intraclass correlation models with missing responses***by*Wu, Mi-Xia & Yu, Kai F. & Liu, Aiyi

### 2009, Volume 100, Issue 1

**1-15 Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors***by*Liang, Han-Ying & Fan, Guo-Liang**16-36 Parametric estimation and tests through divergences and the duality technique***by*Broniatowski, Michel & Keziou, Amor**37-57 No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix***by*Paul, Debashis & Silverstein, Jack W.**58-69 Optimal discriminant functions for normal populations***by*Wakaki, Hirofumi & Aoshima, Makoto**70-80 A new statistical model for random unit vectors***by*Oualkacha, Karim & Rivest, Louis-Paul**81-90 Multivariate order statistics based on dependent and nonidentically distributed random variables***by*Barakat, H.M.**91-101 Shape mixtures of multivariate skew-normal distributions***by*Arellano-Valle, Reinaldo B. & Genton, Marc G. & Loschi, Rosangela H.**102-111 Local linear regression for functional predictor and scalar response***by*Baíllo, Amparo & Grané, Aurea**112-125 Statistical properties of the Hough transform estimator in the presence of measurement errors***by*Dattner, I.**126-136 Variance function estimation in multivariate nonparametric regression with fixed design***by*Cai, T. Tony & Levine, Michael & Wang, Lie**137-151 Empirical likelihood based confidence intervals for copulas***by*Chen, Jian & Peng, Liang & Zhao, Yichuan**152-161 Penalized quadratic inference functions for single-index models with longitudinal data***by*Bai, Yang & Fung, Wing K. & Zhu, Zhong Yi**162-174 Strong convergence in nonparametric regression with truncated dependent data***by*Liang, Han-Ying & Li, Deli & Qi, Yongcheng**175-194 Learning from dependent observations***by*Steinwart, Ingo & Hush, Don & Scovel, Clint**195-209 Robust dimension reduction based on canonical correlation***by*Zhou, Jianhui**210-230 Nonparametric lack-of-fit tests for parametric mean-regression models with censored data***by*Lopez, O. & Patilea, V.**231-242 High-dimensional asymptotic expansions for the distributions of canonical correlations***by*Fujikoshi, Yasunori & Sakurai, Tetsuro**243-256 Orthant tail dependence of multivariate extreme value distributions***by*Li, Haijun

### 2008, Volume 99, Issue 10

**2185-2207 Exact rates in density support estimation***by*Biau, Gérard & Cadre, Benoît & Pelletier, Bruno**2208-2220 Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance***by*Wells, Martin T. & Zhou, Gongfu**2221-2233 A unified and generalized set of shrinkage bounds on minimax Stein estimates***by*Fourdrinier, Dominique & Strawderman, William E.**2234-2250 Construction of asymmetric multivariate copulas***by*Liebscher, Eckhard**2251-2264 Admissibility and minimaxity of Bayes estimators for a normal mean matrix***by*Tsukuma, Hisayuki**2265-2284 Preliminary test estimators and phi-divergence measures in generalized linear models with binary data***by*Menéndez, M.L. & Pardo, L. & Pardo, M.C.**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