# Elsevier

# Journal of Multivariate Analysis

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### 2008, Volume 99, Issue 3

**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**789-812 Bayesian reference analysis for Gaussian Markov random fields***by*Ferreira, Marco A.R. & De Oliveira, Victor**813-828 Maximum likelihood factor analysis with rank-deficient sample covariance matrices***by*Robertson, Donald & Symons, James**829-851 On minimaxity and admissibility of hierarchical Bayes estimators***by*Kubokawa, Tatsuya & Strawderman, William E.**852-872 Hierarchical Bayes variable selection and microarray experiments***by*Nott, David J. & Yu, Zeming & Chan, Eva & Cotsapas, Chris & Cowley, Mark J. & Pulvers, Jeremy & Williams, Rohan & Little, Peter

### 2007, Volume 98, Issue 3

**435-454 Estimating common vector parameters in interlaboratory studies***by*Rukhin, Andrew L.**455-480 Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data***by*Wang, Qihua & Yu, Keming**481-492 More on the inadmissibility of step-up***by*Cohen, Arthur & Sackrowitz, Harold B.**493-504 Analysis of repeated measures under unequal variances***by*Ho, Yu-Yun & Weerahandi, Sam**505-516 Completeness and unbiased estimation of mean vector in the multivariate group sequential case***by*Liu, Aiyi & Wu, Chengqing & Yu, Kai F. & Yuan, Weishi**517-532 Limit distribution of the sum and maximum from multivariate Gaussian sequences***by*James, Barry & James, Kang & Qi, Yongcheng**533-543 Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters***by*Scaillet, Olivier**544-567 On rank correlation measures for non-continuous random variables***by*Neslehová, Johanna**568-587 Simultaneous modelling of the Cholesky decomposition of several covariance matrices***by*Pourahmadi, Mohsen & Daniels, Michael J. & Park, Trevor**588-624 On the conic section fitting problem***by*Shklyar, Sergiy & Kukush, Alexander & Markovsky, Ivan & Van Huffel, Sabine**625-637 Properties of cyclic subspace regression***by*Lang, Patrick & Gironella, Ann & Venema, Rienk**638-659 Second order optimality for estimators in time series regression models***by*Tamaki, Kenichiro

### 2007, Volume 98, Issue 2

**227-255 Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter variants***by*Furrer, Reinhard & Bengtsson, Thomas**256-281 A test for elliptical symmetry***by*Huffer, Fred W. & Park, Cheolyong**282-294 Conditional limiting distribution of Type III elliptical random vectors***by*Hashorva, Enkelejd**295-316 Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss***by*Konno, Yoshihiko**317-327 Estimation for parameters of interest in random effects growth curve models***by*Ip, Wai-Cheung & Wu, Mi-Xia & Wang, Song-Gui & Wong, Heung**328-349 Multivariate dynamic information***by*Ebrahimi, Nader & Kirmani, S.N.U.A. & Soofi, Ehsan S.**350-369 Densities for random balanced sampling***by*Bubenik, Peter & Holbrook, John**370-383 A bivariate interval censorship model for partnership formation***by*Yuet-Yee Wong, Linda & Yu, Qiqing**384-409 Linear discrimination with equicorrelated training vectors***by*Leiva, Ricardo**410-434 Improving on the maximum likelihood estimators of the means in Poisson decomposable graphical models***by*Hara, Hisayuki & Takemura, Akimichi

### 2007, Volume 98, Issue 1

**1-29 A family of estimators for multivariate kurtosis in a nonnormal linear regression model***by*Yanagihara, Hirokazu**30-39 Multivariate weighted renewal functions***by*Mallor, F. & Omey, E. & Santos, J.**40-56 Asymptotic distributions of nonparametric regression estimators for longitudinal or functional data***by*Yao, Fang**57-75 Density testing in a contaminated sample***by*Holzmann, Hajo & Bissantz, Nicolai & Munk, Axel**76-101 On limit theorem for the eigenvalues of product of two random matrices***by*Bai, Z.D. & Miao, Baiqi & Jin, Baisuo**102-113 Reliability and expectation bounds for coherent systems with exchangeable components***by*Navarro, Jorge & Rychlik, Tomasz**114-144 HAC estimation and strong linearity testing in weak ARMA models***by*Francq, Christian & Zakoïan, Jean-Michel**145-176 Minimax estimation for singular linear multivariate models with mixed uncertainty***by*Pankov, Alexei R. & Siemenikhin, Konstantin V.**177-193 On the transitivity of the comonotonic and countermonotonic comparison of random variables***by*De Meyer, H. & De Baets, B. & De Schuymer, B.**194-208 Geometry and marginals***by*Noakes, Lyle**209-226 On unit roots for spatial autoregressive models***by*Paulauskas, Vygantas

### 2006, Volume 97, Issue 10

**2071-2100 Optimizing random scan Gibbs samplers***by*Levine, Richard A. & Casella, George**2101-2130 Estimation of the memory parameter by fitting fractionally differenced autoregressive models***by*Bhansali, R.J. & Giraitis, L. & Kokoszka, P.S.**2131-2140 Some statistical applications of Faa di Bruno***by*Savits, Thomas H.**2141-2161 Linearly interpolated FDH efficiency score for nonconvex frontiers***by*Jeong, Seok-Oh & Simar, Léopold**2162-2176 Two-sample inference for normal mean vectors based on monotone missing data***by*Yu, Jianqi & Krishnamoorthy, K. & Pannala, Maruthy K.**2177-2189 Generating random correlation matrices based on partial correlations***by*Joe, Harry**2190-2205 The Spectral Decomposition of Covariance Matrices for the Variance Components Models***by*Jian-Hong, Shi & Song-Gui, Wang**2206-2220 A Chernoff-Savage result for shape:On the non-admissibility of pseudo-Gaussian methods***by*Paindaveine, Davy**2221-2241 Application of modified information criterion to multiple change point problems***by*Pan, Jianmin & Chen, Jiahua**2242-2261 Estimation of covariance matrices in fixed and mixed effects linear models***by*Kubokawa, Tatsuya & Tsai, Ming-Tien

### 2006, Volume 97, Issue 9

**1914-1926 Contributions to multivariate analysis by Professor Yasunori Fujikoshi***by*Siotani, Minoru & Wakaki, Hirofumi**1927-1940 Multivariate analysis of variance with fewer observations than the dimension***by*Srivastava, Muni S. & Fujikoshi, Yasunori**1941-1957 Error bounds for asymptotic expansions of Wilks' lambda distribution***by*Fujikoshi, Yasunori & Ulyanov, Vladimir V.**1958-1964 Edgeworth expansion of Wilks' lambda statistic***by*Wakaki, Hirofumi**1965-1975 Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition***by*Yanagihara, Hirokazu & Tonda, Tetsuji & Matsumoto, Chieko**1976-1983 On simultaneous confidence intervals for all contrasts in the means of the intraclass correlation model with missing data***by*Seo, Takashi & Kikuchi, Jun & Koizumi, Kazuyuki**1984-1996 James-Stein estimators for time series regression models***by*Senda, Motohiro & Taniguchi, Masanobu**1997-2008 Image classification based on Markov random field models with Jeffreys divergence***by*Nishii, Ryuei & Eguchi, Shinto**2009-2022 Non-parametric kernel regression for multinomial data***by*Okumura, Hidenori & Naito, Kanta**2023-2033 Nonlinear regression modeling via regularized wavelets and smoothing parameter selection***by*Fujii, Toru & Konishi, Sadanori**2034-2040 Interpreting Kullback-Leibler divergence with the Neyman-Pearson lemma***by*Eguchi, Shinto & Copas, John**2041-2056 Non-uniform bounds for short asymptotic expansions in the CLT for balls in a Hilbert space***by*Bogatyrev, S.A. & Götze, F. & Ulyanov, V.V.**2057-2070 Minimum distance classification rules for high dimensional data***by*Srivastava, Muni S.

### 2006, Volume 97, Issue 8

**1691-1701 Power of edge exclusion tests for graphical log-linear models***by*Fátima Salgueiro, M. & Smith, Peter W.F. & McDonald, John W.**1702-1717 Estimating the support of multivariate densities under measurement error***by*Meister, Alexander**1718-1741 Unbiased invariant minimum norm estimation in generalized growth curve model***by*Wu, Xiaoyong & Zou, Guohua & Chen, Jianwei**1742-1756 A multivariate nonparametric test of independence***by*Bakirov, Nail K. & Rizzo, Maria L. & Szekely, Gábor J.**1757-1765 Choosing joint distributions so that the variance of the sum is small***by*Knott, Martin & Smith, Cyril**1766-1782 On location estimation for LARCH processes***by*Beran, Jan**1783-1798 Local influence analysis of multivariate probit latent variable models***by*Lu, Bin & Song, Xin-Yuan**1799-1814 Prediction of Euclidean distances with discrete and continuous outcomes***by*Mortier, F. & Robin, S. & Lassalvy, S. & Baril, C.P. & Bar-Hen, A.**1815-1828 A class of proper priors for Bayesian simultaneous prediction of independent Poisson observables***by*Komaki, Fumiyasu**1829-1841 The distribution of the residual from a general elliptical multivariate linear model***by*Díaz-García, José A. & Gutiérrez-Jáimez, Ramón**1842-1869 On the prediction of vector-valued random fields and the spectral distribution of their evanescent component***by*Cuny, Christophe**1870-1893 Methods for tracking support boundaries with corners***by*Cheng, Ming-Yen & Hall, Peter**1894-1912 A unified approach to testing for and against a set of linear inequality constraints in the product multinomial setting***by*El Barmi, Hammou & Johnson, Matthew

### 2006, Volume 97, Issue 7

**1477-1500 On improved estimation of normal precision matrix and discriminant coefficients***by*Tsukuma, Hisayuki & Konno, Yoshihiko**1501-1524 Simple and efficient improvements of multivariate local linear regression***by*Cheng, Ming-Yen & Peng, Liang**1525-1550 Robust Gaussian graphical modeling***by*Miyamura, Masashi & Kano, Yutaka**1551-1572 Characterization of dependence of multidimensional Lévy processes using Lévy copulas***by*Kallsen, Jan & Tankov, Peter**1573-1585 A matrix-valued Bernoulli distribution***by*Lovison, Gianfranco**1586-1599 Empirical likelihood inference for linear transformation models***by*Lu, Wenbin & Liang, Yu**1600-1622 Robust estimation for the multivariate linear model based on a [tau]-scale***by*Ben, Marta García & Martínez, Elena & Yohai, Víctor J.**1623-1637 An indexed multivariate dispersion ordering based on the Hausdorff distance***by*López-Díaz, Miguel**1638-1659 Maximum likelihood estimation for all-pass time series models***by*Andrews, Beth & Davis, Richard A. & Jay Breidt, F.**1660-1674 Robust estimation of Cronbach's alpha***by*Christmann, A. & Van Aelst, S.**1675-1690 Sample mean, covariance and T2 statistic of the skew elliptical model***by*Fang, B.Q.

### 2006, Volume 97, Issue 6

**1263-1271 The covariance structure and likelihood function for multivariate dyadic data***by*Li, Heng**1272-1283 Maximum entropy characterizations of the multivariate Liouville distributions***by*Bhattacharya, Bhaskar**1284-1294 State space models on special manifolds***by*Chikuse, Yasuko**1295-1312 Empirical likelihood for single-index models***by*Xue, Liu-Gen & Zhu, Lixing**1313-1329 PLS regression: A directional signal-to-noise ratio approach***by*Druilhet, Pierre & Mom, Alain**1330-1341 Testing marginal homogeneity against stochastically ordered marginals for rxr contingency tables***by*Gao, Wei & Kuriki, Satoshi**1342-1354 Negative dependence in the balls and bins experiment with applications to order statistics***by*Hu, Taizhong & Xie, Chaode**1355-1360 On the unlinking conjecture of independent polynomial functions***by*Bhandari, Subir Kumar & Basu, Ayanendranath**1361-1381 Estimation of intrinsic processes affected by additive fractal noise***by*Fernández-Pascual, Rosaura & Ruiz-Medina, María D. & Angulo, José M.**1382-1408 Eigenvalues of large sample covariance matrices of spiked population models***by*Baik, Jinho & Silverstein, Jack W.**1409-1436 An estimation method for the Neyman chi-square divergence with application to test of hypotheses***by*Broniatowski, M. & Leorato, S.**1437-1450 Optimum two level fractional factorial plans for model identification and discrimination***by*Ghosh, Subir & Tian, Ying**1451-1466 Asymptotic Bayesian structure learning using graph supports for Gaussian graphical models***by*Marrelec, Guillaume & Benali, Habib**1467-1475 Duality between matrix variate t and matrix variate V.G. distributions***by*Harrar, Solomon W. & Seneta, Eugene & Gupta, Arjun K.

### 2006, Volume 97, Issue 5

**1025-1043 A likelihood ratio test for separability of covariances***by*Mitchell, Matthew W. & Genton, Marc G. & Gumpertz, Marcia L.**1044-1069 Limit distributions of least squares estimators in linear regression models with vague concepts***by*Krätschmer, Volker**1070-1089 Corrected version of AIC for selecting multivariate normal linear regression models in a general nonnormal case***by*Yanagihara, Hirokazu**1090-1120 Modified Whittle estimation of multilateral models on a lattice***by*Robinson, P.M. & Vidal Sanz, J.**1121-1141 Asymptotic robustness of standard errors in multilevel structural equation models***by*Yuan, Ke-Hai & Bentler, Peter M.**1142-1161 Nonparametric regression function estimation with surrogate data and validation sampling***by*Wang, Qihua**1162-1184 Semi-parametric estimation of partially linear single-index models***by*Xia, Yingcun & Härdle, Wolfgang**1185-1207 Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors***by*Daniels, Michael J.**1208-1220 Preserving multivariate dispersion: An application to the Wishart distribution***by*Fernández-Ponce, J.M. & Rodríguez-Griñolo, R.**1221-1250 Parameter estimation under ambiguity and contamination with the spurious model***by*Teresa Gallegos, María & Ritter, Gunter**1251-1261 Total positivity order and the normal distribution***by*Rinott, Yosef & Scarsini, Marco

### 2006, Volume 97, Issue 4

**797-809 Progressive Type II censored order statistics for multivariate observations***by*Bairamov, Ismihan**810-826 Influence functions for a general class of depth-based generalized quantile functions***by*Wang, Jin & Serfling, Robert**827-843 A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix***by*Schott, James R.**844-873 Statistical inference in a panel data semiparametric regression model with serially correlated errors***by*You, Jinhong & Zhou, Xian**874-894 Non-white Wishart ensembles***by*Péché, S.**895-924 The hyper-Dirichlet process and its discrete approximations: The butterfly model***by*Asci, C. & Nappo, G. & Piccioni, M.