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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
2018, Volume 167, Issue C
- 306-318 Equivalence and orthogonality of Gaussian measures on spheres
by Arafat, Ahmed & Porcu, Emilio & Bevilacqua, Moreno & Mateu, Jorge
- 319-330 A model selection approach for multiple sequence segmentation and dimensionality reduction
by Castro, Bruno M. & Lemes, Renan B. & Cesar, Jonatas & Hünemeier, Tábita & Leonardi, Florencia
- 331-346 Probabilistic partial least squares model: Identifiability, estimation and application
by el Bouhaddani, Said & Uh, Hae-Won & Hayward, Caroline & Jongbloed, Geurt & Houwing-Duistermaat, Jeanine
- 347-365 On the length of copula level curves
by Coblenz, Maximilian & Grothe, Oliver & Schreyer, Manuela & Trutschnig, Wolfgang
- 366-377 On dual model-free variable selection with two groups of variables
by Alothman, Ahmad & Dong, Yuexiao & Artemiou, Andreas
- 378-394 Leveraging mixed and incomplete outcomes via reduced-rank modeling
by Luo, Chongliang & Liang, Jian & Li, Gen & Wang, Fei & Zhang, Changshui & Dey, Dipak K. & Chen, Kun
- 395-417 Locally robust methods and near-parametric asymptotics
by Penev, Spiridon & Naito, Kanta
- 418-434 Variable selection for partially linear models via partial correlation
by Liu, Jingyuan & Lou, Lejia & Li, Runze
- 435-452 Asymptotic performance of PCA for high-dimensional heteroscedastic data
by Hong, David & Balzano, Laura & Fessler, Jeffrey A.
2018, Volume 166, Issue C
- 1-16 Integrative sparse principal component analysis
by Fang, Kuangnan & Fan, Xinyan & Zhang, Qingzhao & Ma, Shuangge
- 17-31 Efficient test-based variable selection for high-dimensional linear models
by Gong, Siliang & Zhang, Kai & Liu, Yufeng
- 32-49 On masking and swamping robustness of leading nonparametric outlier identifiers for multivariate data
by Wang, Shanshan & Serfling, Robert
- 50-61 Extreme-value copulas associated with the expected scaled maximum of independent random variables
by Mai, Jan-Frederik
- 62-77 Analysis of ordinal longitudinal data under nonignorable missingness and misreporting: An application to Alzheimer’s disease study
by Rana, Subrata & Roy, Surupa & Das, Kalyan
- 78-97 Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
by Perrot-Dockès, Marie & Lévy-Leduc, Céline & Sansonnet, Laure & Chiquet, Julien
- 98-110 Scale and shape mixtures of multivariate skew-normal distributions
by Arellano-Valle, Reinaldo B. & Ferreira, Clécio S. & Genton, Marc G.
- 111-128 Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution
by Jana, Sayantee & Balakrishnan, Narayanaswamy & Hamid, Jemila S.
- 129-149 Spatial modeling of rainfall accumulated over short periods of time
by De Oliveira, Victor & Wang, Binbin & Slud, Eric V.
- 150-159 Strictly positive definite multivariate covariance functions on spheres
by Guella, Jean Carlo & Menegatto, Valdir Antonio & Porcu, Emilio
- 160-181 On the weak convergence of the empirical conditional copula under a simplifying assumption
by Portier, François & Segers, Johan
- 182-197 Semiparametric inference on the means of multiple nonnegative distributions with excess zero observations
by Wang, Chunlin & Marriott, Paul & Li, Pengfei
- 198-211 Higher-order asymptotic theory of shrinkage estimation for general statistical models
by Shiraishi, Hiroshi & Taniguchi, Masanobu & Yamashita, Takashi
- 212-224 Efron’s monotonicity property for measures on R2
by Saumard, Adrien & Wellner, Jon A.
- 225-240 Semiparametric Bayesian analysis of transformation linear mixed models
by Tang, Niansheng & Wu, Ying & Chen, Dan
- 241-265 Angle-based joint and individual variation explained
by Feng, Qing & Jiang, Meilei & Hannig, Jan & Marron, J.S.
- 266-281 Weak convergence of the weighted empirical beta copula process
by Berghaus, Betina & Segers, Johan
- 282-299 Adaptively weighted large-margin angle-based classifiers
by Fu, Sheng & Zhang, Sanguo & Liu, Yufeng
- 300-319 Nonparametric density estimation for spatial data with wavelets
by Krebs, Johannes T.N.
- 320-334 Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix
by He, Yinqiu & Xu, Gongjun
- 335-345 Trace-class Monte Carlo Markov chains for Bayesian multivariate linear regression with non-Gaussian errors
by Qin, Qian & Hobert, James P.
2018, Volume 165, Issue C
- 1-13 Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
by Zhang, Shucong & Zhou, Yong
- 14-26 The joint projected normal and skew-normal: A distribution for poly-cylindrical data
by Mastrantonio, Gianluca
- 27-55 Single-index copulas
by Fermanian, Jean-David & Lopez, Olivier
- 56-72 Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes
by Zhou, Yuzhen & Xiao, Yimin
- 73-85 Statistics of ambiguous rotations
by Arnold, R. & Jupp, P.E. & Schaeben, H.
- 86-100 A general algorithm for covariance modeling of discrete data
by Popovic, Gordana C. & Hui, Francis K.C. & Warton, David I.
- 101-116 Testing for serial correlation in hierarchical linear models
by Alejo, Javier & Montes-Rojas, Gabriel & Sosa-Escudero, Walter
- 117-131 Multivariate generalized Pareto distributions: Parametrizations, representations, and properties
by Rootzén, Holger & Segers, Johan & Wadsworth, Jennifer L.
- 132-142 On the domain of attraction of a Tracy–Widom law with applications to testing multiple largest roots
by Chételat, Didier & Narayanan, Rajendran & Wells, Martin T.
- 143-165 Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices
by Brault, Vincent & Ouadah, Sarah & Sansonnet, Laure & Lévy-Leduc, Céline
- 166-179 MATS: Inference for potentially singular and heteroscedastic MANOVA
by Friedrich, Sarah & Pauly, Markus
- 180-193 Fisher dispersion index for multivariate count distributions: A review and a new proposal
by Kokonendji, Célestin C. & Puig, Pedro
- 194-215 Risk contagion under regular variation and asymptotic tail independence
by Das, Bikramjit & Fasen-Hartmann, Vicky
- 216-230 Identification problem of transition models for repeated measurement data with nonignorable missing values
by Morikawa, Kosuke & Kano, Yutaka
- 231-242 Multivariate goodness-of-fit on flat and curved spaces via nearest neighbor distances
by Ebner, Bruno & Henze, Norbert & Yukich, Joseph E.
- 243-261 Generalized ridge estimator and model selection criteria in multivariate linear regression
by Mori, Yuichi & Suzuki, Taiji
- 262-269 Minimax linear estimation at a boundary point
by Gao, Wayne Yuan
- 270-278 Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method
by Hashiguchi, Hiroki & Takayama, Nobuki & Takemura, Akimichi
- 279-295 Simultaneous inference for the mean of repeated functional data
by Cao, Guanqun & Wang, Li
2018, Volume 164, Issue C
2018, Volume 163, Issue C
- 1-14 Inverse regression approach to robust nonlinear high-to-low dimensional mapping
by Perthame, Emeline & Forbes, Florence & Deleforge, Antoine
- 15-36 PCA-based estimation for functional linear regression with functional responses
by Imaizumi, Masaaki & Kato, Kengo
- 37-50 Functional envelope for model-free sufficient dimension reduction
by Zhang, Xin & Wang, Chong & Wu, Yichao
- 51-66 Function-on-function regression with thousands of predictive curves
by Qi, Xin & Luo, Ruiyan
- 67-79 Local half-region depth for functional data
by Agostinelli, Claudio
- 80-95 Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler–Reiß distribution
by Krupskii, Pavel & Joe, Harry & Lee, David & Genton, Marc G.
- 96-110 The Laplace transform (dets)−pexptr(s−1w) and the existence of non-central Wishart distributions
by Letac, Gérard & Massam, Hélène
2017, Volume 161, Issue C
- 1-11 SURE estimates under dependence and heteroscedasticity
by Kong, Xinbing & Liu, Zhi & Zhao, Peng & Zhou, Wang
- 12-31 Sparse representation of multivariate extremes with applications to anomaly detection
by Goix, Nicolas & Sabourin, Anne & Clémençon, Stephan
- 32-57 Multivariate intensity estimation via hyperbolic wavelet selection
by Akakpo, Nathalie
- 58-67 Estimation and incommutativity in mixed models
by Ferreira, Dário & Ferreira, Sandra & Nunes, Célia & Fonseca, Miguel & Silva, Adilson & Mexia, João T.
- 68-82 A class of functional partially linear single-index models
by Ding, Hui & Liu, Yanghui & Xu, Wenchao & Zhang, Riquan
- 83-95 Some high-dimensional one-sample tests based on functions of interpoint distances
by Saha, Enakshi & Sarkar, Soham & Ghosh, Anil K.
- 96-102 Vector quantile regression beyond the specified case
by Carlier, Guillaume & Chernozhukov, Victor & Galichon, Alfred
- 103-122 Variable selection and structure identification for varying coefficient Cox models
by Honda, Toshio & Yabe, Ryota
- 123-140 Assessing skewness, kurtosis and normality in linear mixed models
by Soberón, Alexandra & Stute, Winfried
- 141-156 Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering
by Murray, Paula M. & Browne, Ryan P. & McNicholas, Paul D.
- 157-171 Automated learning of t factor analysis models with complete and incomplete data
by Wang, Wan-Lun & Castro, Luis M. & Lin, Tsung-I
- 172-190 Robust sparse Gaussian graphical modeling
by Hirose, Kei & Fujisawa, Hironori & Sese, Jun
- 191-212 Feature screening in large scale cluster analysis
by Banerjee, Trambak & Mukherjee, Gourab & Radchenko, Peter
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
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