# Elsevier

# Journal of Multivariate Analysis

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### 2010, Volume 101, Issue 1

**68-76 Energy discriminant analysis, quantum logic, and fuzzy sets***by*Melnichenko, Grigorii**77-100 Representations of SO(3) and angular polyspectra***by*Marinucci, D. & Peccati, G.**101-112 High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound***by*Kato, Naohiro & Yamada, Takayuki & Fujikoshi, Yasunori**113-125 Bivariate Birnbaum-Saunders distribution and associated inference***by*Kundu, Debasis & Balakrishnan, N. & Jamalizadeh, A.**126-137 Central limit theorem and the bootstrap for U-statistics of strongly mixing data***by*Dehling, Herold & Wendler, Martin**138-153 Projection based scatter depth functions and associated scatter estimators***by*Zhou, Weihua & Dang, Xin**154-164 Extending the multivariate generalised t and generalised VG distributions***by*Fung, Thomas & Seneta, Eugene**165-176 On the right spread order of convolutions of heterogeneous exponential random variables***by*Kochar, Subhash & Xu, Maochao**177-190 Bounds for the sum of dependent risks having overlapping marginals***by*Embrechts, Paul & Puccetti, Giovanni**191-199 Compatibility of discrete conditional distributions with structural zeros***by*Wang, Yuchung J. & Kuo, Kun-Lin**200-222 Thresholding methods to estimate copula density***by*Autin, F. & Le Pennec, E. & Tribouley, K.**223-239 Testing quasi-independence for truncation data***by*Emura, Takeshi & Wang, Weijing**240-251 Empirical likelihood for median regression model with designed censoring variables***by*Zhong, Pingshou & Cui, Hengjian**252-270 Tail dependence functions and vine copulas***by*Joe, Harry & Li, Haijun & Nikoloulopoulos, Aristidis K.**271-290 An integral transform method for estimating the central mean and central subspaces***by*Zeng, Peng & Zhu, Yu**291-304 Multivariate comonotonicity***by*Puccetti, Giovanni & Scarsini, Marco

### 2009, Volume 100, Issue 10

**2137-2154 Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model***by*Komaki, Fumiyasu**2155-2166 An extended class of minimax generalized Bayes estimators of regression coefficients***by*Maruyama, Yuzo & Strawderman, William E.**2167-2177 The limit of the partial sums process of spatial least squares residuals***by*Bischoff, Wolfgang & Somayasa, Wayan**2178-2194 On least squares estimation for long-memory lattice processes***by*Beran, Jan & Ghosh, Sucharita & Schell, Dieter**2195-2213 Convex and star-shaped sets associated with multivariate stable distributions, I: Moments and densities***by*Molchanov, Ilya**2214-2223 Regression analysis of multivariate recurrent event data with time-varying covariate effects***by*Sun, Liuquan & Zhu, Liang & Sun, Jianguo**2224-2236 Nearest neighbor conditional estimation for Harris recurrent Markov chains***by*Sancetta, Alessio**2237-2253 Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss***by*Konno, Yoshihiko**2254-2269 Estimation of a change-point in the mean function of functional data***by*Aue, Alexander & Gabrys, Robertas & Horváth, Lajos & Kokoszka, Piotr**2270-2286 Independent rule in classification of multivariate binary data***by*Park, Junyong**2287-2295 Mean width of random polytopes in a reasonably smooth convex body***by*Böröczky, K.J. & Fodor, F. & Reitzner, M. & Vígh, V.**2296-2304 Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix***by*Tsukuma, Hisayuki**2305-2312 Sphericity test in a GMANOVA-MANOVA model with normal error***by*Bai, Peng**2313-2323 Initial classification of joint data in EM estimation of latent class joint model***by*Han, Jun**2324-2330 Hessian orders and multinormal distributions***by*Arlotto, Alessandro & Scarsini, Marco**2331-2336 On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix***by*Ghosh, Malay & Mergel, Victor**2337-2351 Analysis of multivariate skew normal models with incomplete data***by*Lin, Tsung I. & Ho, Hsiu J. & Chen, Chiang L.**2352-2363 Modeling covariance matrices via partial autocorrelations***by*Daniels, M.J. & Pourahmadi, M.**2364-2375 Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators***by*Bissantz, Nicolai & Birke, Melanie**2376-2388 Robustness of Stein-type estimators under a non-scalar error covariance structure***by*Zhang, Xinyu & Chen, Ti & Wan, Alan T.K. & Zou, Guohua**2389-2405 Statistical estimation in varying coefficient models with surrogate data and validation sampling***by*Wang, Qihua & Zhang, Riquan

### 2009, Volume 100, Issue 9

**1867-1882 Nonparametric inference for extrinsic means on size-and-(reflection)-shape manifolds with applications in medical imaging***by*Bandulasiri, Ananda & Bhattacharya, Rabi N. & Patrangenaru, Vic**1883-1899 Finite-sample inference with monotone incomplete multivariate normal data, I***by*Chang, Wan-Ying & Richards, Donald St.P.**1900-1918 Normal distribution based pseudo ML for missing data: With applications to mean and covariance structure analysis***by*Yuan, Ke-Hai**1919-1937 Multiple imputation and other resampling schemes for imputing missing observations***by*Srivastava, Muni S. & Dolatabadi, Mohammad**1938-1951 A mixture model-based approach to the clustering of exponential repeated data***by*Martinez, M.J. & Lavergne, C. & Trottier, C.**1952-1961 Moderate deviation principle for autoregressive processes***by*Yu, Miao & Si, Shen**1962-1978 Weyl eigenvalue asymptotics and sharp adaptation on vector bundles***by*Kim, Peter T. & Koo, Ja-Yong & Luo, Zhi-Ming**1979-1988 Quadratic prediction and quadratic sufficiency in finite populations***by*Liu, Xu-Qing & Wang, Dong-Dong & Rong, Jian-Ying**1989-2001 Generating random correlation matrices based on vines and extended onion method***by*Lewandowski, Daniel & Kurowicka, Dorota & Joe, Harry**2002-2017 Influence diagnostics and outlier tests for varying coefficient mixed models***by*Li, Zaixing & Xu, Wangli & Zhu, Lixing**2018-2030 Maximum likelihood inference for the Cox regression model with applications to missing covariates***by*Chen, Ming-Hui & Ibrahim, Joseph G. & Shao, Qi-Man**2031-2043 Bayesian analysis of non-linear structural equation models with non-ignorable missing outcomes from reproductive dispersion models***by*Tang, Nian-Sheng & Chen, Xing & Fu, Ying-Zi**2044-2054 On asymptotic theory for multivariate GARCH models***by*Hafner, Christian M. & Preminger, Arie**2055-2064 Concentration inequality for evolutionary trees***by*Mariadassou, M. & Bar-Hen, A.**2065-2082 On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding***by*Pötscher, Benedikt M. & Leeb, Hannes**2083-2099 A quantile-copula approach to conditional density estimation***by*Faugeras, Olivier P.**2100-2111 Automatic model selection for partially linear models***by*Ni, Xiao & Zhang, Hao Helen & Zhang, Daowen**2112-2125 Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA***by*Jin, Baisuo & Wang, Cheng & Miao, Baiqi & Lo Huang, Mong-Na**2126-2136 Robust and accurate inference for generalized linear models***by*Lô, Serigne N. & Ronchetti, Elvezio

### 2009, Volume 100, Issue 8

**1587-1592 On the range of heterogeneous samples***by*Genest, Christian & Kochar, Subhash C. & Xu, Maochao**1593-1609 On the sensitivity of the one-sided t test to covariance misspecification***by*Qin, Huaizhen & Wan, Alan T.K. & Zou, Guohua**1610-1621 Simultaneous credible intervals for small area estimation problems***by*Ganesh, N.**1622-1633 Consistency of general bootstrap methods for degenerate U-type and V-type statistics***by*Leucht, Anne & Neumann, Michael H.**1634-1644 Multivariate semi-Weibull distributions***by*Yeh, Hsiaw-Chan**1645-1656 Decomposability of high-dimensional diversity measures: Quasi-U-statistics, martingales and nonstandard asymptotics***by*Pinheiro, Aluísio & Sen, Pranab Kumar & Pinheiro, Hildete Prisco**1657-1669 Stochastic comparisons of multivariate mixture models***by*Belzunce, Félix & Mercader, José-Angel & Ruiz, José-María & Spizzichino, Fabio**1670-1681 An improved model averaging scheme for logistic regression***by*Ghosh, D. & Yuan, Z.**1682-1690 Characterizations of the beta distribution on symmetric matrices***by*Hassairi, A. & Regaig, O.**1691-1705 Frontier estimation with local polynomials and high power-transformed data***by*Girard, Séphane & Jacob, Pierre**1706-1716 A stochastic restricted ridge regression estimator***by*Özkale, M. Revan**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.