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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
2016, Volume 151, Issue C
- 1-13 Extended likelihood approach to multiple testing with directional error control under a hidden Markov random field model
by Lee, Donghwan & Lee, Youngjo
- 14-36 Partially linear single-index proportional hazards model with current status data
by Lu, Xuewen & Pordeli, Pooneh & Burke, Murray D. & Song, Peter X.-K.
- 37-53 A randomness test for functional panels
by Kokoszka, Piotr & Reimherr, Matthew & Wölfing, Nikolas
- 54-68 Best estimation of functional linear models
by Aletti, Giacomo & May, Caterina & Tommasi, Chiara
- 69-89 Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
by Nagler, Thomas & Czado, Claudia
- 90-109 Limit laws of the empirical Wasserstein distance: Gaussian distributions
by Rippl, Thomas & Munk, Axel & Sturm, Anja
- 110-132 Adaptive global thresholding on the sphere
by Durastanti, Claudio
- 133-150 Constrained inference in linear regression
by Peiris, Thelge Buddika & Bhattacharya, Bhaskar
- 151-166 High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
by Yata, Kazuyoshi & Aoshima, Makoto
2016, Volume 150, Issue C
- 1-13 Continuously dynamic additive models for functional data
by Ma, Haiqiang & Zhu, Zhongyi
- 14-26 Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings
by Miller, Forrest R. & Neill, James W.
- 27-41 Posterior convergence for Bayesian functional linear regression
by Lian, Heng & Choi, Taeryon & Meng, Jie & Jo, Seongil
- 42-54 A note on fast envelope estimation
by Cook, R. Dennis & Forzani, Liliana & Su, Zhihua
- 55-74 Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data
by Cai, T. Tony & Zhang, Anru
- 75-90 Classification into Kullback–Leibler balls in exponential families
by Katzur, Alexander & Kamps, Udo
- 91-104 A local factor nonparametric test for trend synchronism in multiple time series
by Lyubchich, Vyacheslav & Gel, Yulia R.
- 105-124 Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
by Filipiak, Katarzyna & Klein, Daniel & Roy, Anuradha
- 125-151 Exact and asymptotic tests on a factor model in low and large dimensions with applications
by Bodnar, Taras & Reiß, Markus
- 152-168 Bivariate Conway–Maxwell–Poisson distribution: Formulation, properties, and inference
by Sellers, Kimberly F. & Morris, Darcy Steeg & Balakrishnan, Narayanaswamy
- 169-182 Single index quantile regression for heteroscedastic data
by Christou, Eliana & Akritas, Michael G.
- 183-190 Minimax convergence rates for kernel CCA
by Fan, Zengyan & Lian, Heng
- 191-213 Illumination problems in digital images. A statistical point of view
by Geffray, S. & Klutchnikoff, N. & Vimond, M.
- 214-228 Conditioned limit laws for inverted max-stable processes
by Papastathopoulos, Ioannis & Tawn, Jonathan A.
- 229-244 Model identification using the Efficient Determination Criterion
by Resende, Paulo Angelo Alves & Dorea, Chang Chung Yu
- 245-266 On the consistency of inversion-free parameter estimation for Gaussian random fields
by Keshavarz, Hossein & Scott, Clayton & Nguyen, XuanLong
2016, Volume 149, Issue C
- 1-12 Statistical consistency of coefficient-based conditional quantile regression
by Cai, Jia & Xiang, Dao-Hong
- 13-29 Confidence intervals for high-dimensional partially linear single-index models
by Gueuning, Thomas & Claeskens, Gerda
- 30-53 Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean
by Dharmawansa, Prathapasinghe
- 54-64 Maximum likelihood inference for the multivariate t mixture model
by Wang, Wan-Lun & Lin, Tsung-I
- 65-80 Adaptive jump-preserving estimates in varying-coefficient models
by Zhao, Yan-Yong & Lin, Jin-Guan & Huang, Xing-Fang & Wang, Hong-Xia
- 81-91 On permutation tests for predictor contribution in sufficient dimension reduction
by Dong, Yuexiao & Yang, Chaozheng & Yu, Zhou
- 92-113 Gaussian and robust Kronecker product covariance estimation: Existence and uniqueness
by Soloveychik, I. & Trushin, D.
- 114-123 Marčenko–Pastur law for Tyler’s M-estimator
by Zhang, Teng & Cheng, Xiuyuan & Singer, Amit
- 124-143 More powerful tests for sparse high-dimensional covariances matrices
by Peng, Liuhua & Chen, Song Xi & Zhou, Wen
- 144-159 Bias correction of the Akaike information criterion in factor analysis
by Ogasawara, Haruhiko
- 160-176 Composite partial likelihood estimation for length-biased and right-censored data with competing risks
by Zhang, Feipeng & Peng, Heng & Zhou, Yong
- 177-191 Asymptotic properties of multivariate tapering for estimation and prediction
by Furrer, Reinhard & Bachoc, François & Du, Juan
- 192-198 A simpler spatial-sign-based two-sample test for high-dimensional data
by Li, Yang & Wang, Zhaojun & Zou, Changliang
- 199-212 High-dimensional consistency of rank estimation criteria in multivariate linear model
by Fujikoshi, Yasunori & Sakurai, Tetsuro
2016, Volume 148, Issue C
- 1-17 Estimation of a high-dimensional covariance matrix with the Stein loss
by Tsukuma, Hisayuki
- 18-33 On conditional prediction errors in mixed models with application to small area estimation
by Sugasawa, Shonosuke & Kubokawa, Tatsuya
- 34-48 Weighted composite quantile regression for single-index models
by Jiang, Rong & Qian, Wei-Min & Zhou, Zhan-Gong
- 49-59 Exploratory factor analysis—Parameter estimation and scores prediction with high-dimensional data
by Sundberg, Rolf & Feldmann, Uwe
- 60-72 Estimation in singular linear models with stepwise inclusion of linear restrictions
by Ren, Xingwei
- 73-82 Analysis of bivariate zero inflated count data with missing responses
by Yang, Miao & Das, Kalyan & Majumdar, Anandamayee
- 83-88 Stochastic orderings for elliptical random vectors
by Pan, Xiaoqing & Qiu, Guoxin & Hu, Taizhong
- 89-106 Model-free sure screening via maximum correlation
by Huang, Qiming & Zhu, Yu
- 107-119 A general setting for symmetric distributions and their relationship to general distributions
by Jupp, P.E. & Regoli, G. & Azzalini, A.
- 120-140 On local asymptotic normality for functional autoregressive processes
by Kara-Terki, Nesrine & Mourid, Tahar
- 141-159 Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates
by Guilloux, Agathe & Lemler, Sarah & Taupin, Marie-Luce
- 160-172 Spectral analysis of the Moore–Penrose inverse of a large dimensional sample covariance matrix
by Bodnar, Taras & Dette, Holger & Parolya, Nestor
- 173-179 Characterizations of the class of bivariate Gompertz distributions
by Kolev, Nikolai
2016, Volume 147, Issue C
- 1-19 Improved second order estimation in the singular multivariate normal model
by Chételat, Didier & Wells, Martin T.
- 20-37 Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods
by Ogasawara, Haruhiko
- 38-57 Multivariate trend function testing with mixed stationary and integrated disturbances
by Xu, Ke-Li
- 58-81 Bootstrap likelihood ratio confidence bands for survival functions under random censorship and its semiparametric extension
by Subramanian, Sundarraman
- 82-101 Local convex hull support and boundary estimation
by Aaron, C. & Bodart, O.
- 102-126 Influence analysis of robust Wald-type tests
by Ghosh, Abhik & Mandal, Abhijit & Martín, Nirian & Pardo, Leandro
- 127-144 Robust ridge estimator in restricted semiparametric regression models
by Roozbeh, Mahdi
- 145-154 Influence measures and stability for graphical models
by Bar-Hen, Avner & Poggi, Jean-Michel
- 155-167 Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices
by Neuschel, Thorsten & Stivigny, Dries
- 168-182 Efficiency in multivariate functional nonparametric models with autoregressive errors
by Dabo-Niang, S. & Guillas, S. & Ternynck, C.
- 183-201 Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
by Fan, Guo-Liang & Liang, Han-Ying & Shen, Yu
- 202-217 Simultaneous variable selection and de-coarsening in multi-path change-point models
by Shohoudi, Azadeh & Khalili, Abbas & Wolfson, David B. & Asgharian, Masoud
- 218-233 Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors
by Beran, Jan & Liu, Haiyan
- 234-246 Detecting weak signals in high dimensions
by Jessie Jeng, X.
- 247-264 An objective general index for multivariate ordered data
by Sei, Tomonari
- 265-272 On the Tracy–Widom approximation of studentized extreme eigenvalues of Wishart matrices
by Deo, Rohit S.
- 273-284 Semi-parametric survival function estimators deduced from an identifying Volterra type integral equation
by Dikta, Gerhard & Reißel, Martin & Harlaß, Carsten
- 285-294 Local linear regression on correlated survival data
by Jin, Zhezhen & He, Wenqing
- 295-314 Decomposition of an autoregressive process into first order processes
by Monsour, Michael J.
2016, Volume 146, Issue C
- 7-17 Supervised singular value decomposition and its asymptotic properties
by Li, Gen & Yang, Dan & Nobel, Andrew B. & Shen, Haipeng
- 18-28 COBRA: A combined regression strategy
by Biau, Gérard & Fischer, Aurélie & Guedj, Benjamin & Malley, James D.
- 29-45 On the estimation of the functional Weibull tail-coefficient
by Gardes, Laurent & Girard, Stéphane
- 46-62 Weak convergence of discretely observed functional data with applications
by Nagy, Stanislav & Gijbels, Irène & Hlubinka, Daniel
- 63-71 Consistent variable selection for functional regression models
by Collazos, Julian A.A. & Dias, Ronaldo & Zambom, Adriano Z.
- 72-83 On the asymptotics of random forests
by Scornet, Erwan
- 84-94 Kriging for Hilbert-space valued random fields: The operatorial point of view
by Menafoglio, Alessandra & Petris, Giovanni
- 95-104 A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data
by Shang, Han Lin
- 105-118 Adaptive estimation in the functional nonparametric regression model
by Chagny, Gaëlle & Roche, Angelina
- 119-137 Detecting and estimating intensity of jumps for discretely observed ARMAD(1,1) processes
by Blanke, D. & Bosq, D.
- 138-150 Plug-in prediction intervals for a special class of standard ARH(1) processes
by Ruiz-Medina, M.D. & Romano, E. & Fernández-Pascual, R.
- 151-163 A semiparametric factor model for CDO surfaces dynamics
by Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap
- 164-176 Sharp minimax tests for large Toeplitz covariance matrices with repeated observations
by Butucea, Cristina & Zgheib, Rania
- 177-190 Combining a relaxed EM algorithm with Occam’s razor for Bayesian variable selection in high-dimensional regression
by Latouche, Pierre & Mattei, Pierre-Alexandre & Bouveyron, Charles & Chiquet, Julien
- 191-208 Feature selection for functional data
by Fraiman, Ricardo & Gimenez, Yanina & Svarc, Marcela
- 209-222 Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms: Lp and almost sure rates of convergence
by Godichon-Baggioni, Antoine
- 223-236 Direct shrinkage estimation of large dimensional precision matrix
by Bodnar, Taras & Gupta, Arjun K. & Parolya, Nestor
- 237-247 Shape classification based on interpoint distance distributions
by Berrendero, José R. & Cuevas, Antonio & Pateiro-López, Beatriz
- 248-260 Worst possible sub-directions in high-dimensional models
by van de Geer, Sara
- 261-268 Relative-error prediction in nonparametric functional statistics: Theory and practice
by Demongeot, Jacques & Hamie, Ali & Laksaci, Ali & Rachdi, Mustapha
- 269-281 A nonlinear aggregation type classifier
by Cholaquidis, Alejandro & Fraiman, Ricardo & Kalemkerian, Juan & Llop, Pamela
- 282-300 Gap between orthogonal projectors—Application to stationary processes
by Boudou, Alain & Viguier-Pla, Sylvie
- 301-312 Multivariate functional linear regression and prediction
by Chiou, Jeng-Min & Yang, Ya-Fang & Chen, Yu-Ting
- 313-324 Generalized linear model with functional predictors and their derivatives
by Ahmedou, Aziza & Marion, Jean-Marie & Pumo, Besnik
- 325-340 An angle-based multivariate functional pseudo-depth for shape outlier detection
by Kuhnt, Sonja & Rehage, André
- 341-351 Optimal sampling designs for nonparametric estimation of spatial averages of random fields
by Benhenni, Karim & Su, Yingcai
2016, Volume 145, Issue C
- 1-21 High-dimensional multivariate repeated measures analysis with unequal covariance matrices
by Harrar, Solomon W. & Kong, Xiaoli
- 22-36 Inference for biased models: A quasi-instrumental variable approach
by Lin, Lu & Zhu, Lixing & Gai, Yujie
- 37-43 Multivariate stochastic comparisons of multivariate mixture models and their applications
by Balakrishnan, Narayanaswamy & Barmalzan, Ghobad & Haidari, Abedin
- 44-57 Negative association and negative dependence for random upper semicontinuous functions, with applications
by Thuan, Nguyen Tran & Quang, Nguyen Van
- 58-72 A skew Gaussian decomposable graphical model
by Zareifard, Hamid & Rue, Håvard & Khaledi, Majid Jafari & Lindgren, Finn
- 73-86 Tails of weakly dependent random vectors
by Tankov, Peter
- 87-100 Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
by Kohli, Priya & Garcia, Tanya P. & Pourahmadi, Mohsen
- 101-116 Goodness of fit in restricted measurement error models
by Cheng, C.-L. & Shalabh, & Garg, G.
- 117-131 Kriging prediction for manifold-valued random fields
by Pigoli, Davide & Menafoglio, Alessandra & Secchi, Piercesare
- 132-147 On oracle property and asymptotic validity of Bayesian generalized method of moments
by Li, Cheng & Jiang, Wenxin
- 148-161 Approximate uniform shrinkage prior for a multivariate generalized linear mixed model
by Chen, Hsiang-Chun & Wehrly, Thomas E.
- 162-177 Skewed factor models using selection mechanisms
by Kim, Hyoung-Moon & Maadooliat, Mehdi & Arellano-Valle, Reinaldo B. & Genton, Marc G.
- 178-189 The Dual Central Subspaces in dimension reduction
by Iaci, Ross & Yin, Xiangrong & Zhu, Lixing
- 190-207 Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition
by Tsukuma, Hisayuki
- 208-223 Set-valued and interval-valued stationary time series
by Wang, Xun & Zhang, Zhongzhan & Li, Shoumei
- 224-235 Matrix-variate distribution theory under elliptical models-4: Joint distribution of latent roots of covariance matrix and the largest and smallest latent roots
by Caro-Lopera, Francisco J. & González Farías, Graciela & Balakrishnan, Narayanaswamy
- 236-249 A new estimator for efficient dimension reduction in regression
by Luo, Wei & Cai, Xizhen
2016, Volume 144, Issue C
- 1-24 Estimating the conditional extreme-value index under random right-censoring
by Stupfler, Gilles
- 25-37 Testing covariates in high dimension linear regression with latent factors
by Lan, Wei & Ding, Yue & Fang, Zheng & Fang, Kuangnan
- 38-53 Multivariate spline analysis for multiplicative models: Estimation, testing and application to climate change
by Azaïs, Jean-Marc & Ribes, Aurélien
- 54-67 Asymptotics of the two-stage spatial sign correlation
by Dürre, Alexander & Vogel, Daniel
- 68-80 Reliable inference for complex models by discriminative composite likelihood estimation
by Ferrari, Davide & Zheng, Chao
- 81-90 Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
by Roy, Anuradha & Zmyślony, Roman & Fonseca, Miguel & Leiva, Ricardo
- 91-98 Least product relative error estimation
by Chen, Kani & Lin, Yuanyuan & Wang, Zhanfeng & Ying, Zhiliang
- 99-109 Consistent estimation of survival functions under uniform stochastic ordering; the k-sample case
by El Barmi, Hammou & Mukerjee, Hari
- 110-128 Bayesian factor analysis with uncertain functional constraints about factor loadings
by Kim, Hea-Jung & Choi, Taeryon & Jo, Seongil
- 129-138 Tail asymptotics for the bivariate skew normal
by Fung, Thomas & Seneta, Eugene
- 139-149 Elliptical affine shape distributions for real normed division algebras
by Díaz-García, José A. & Caro-Lopera, Francisco J.
- 150-175 On the asymptotic normality of kernel estimators of the long run covariance of functional time series
by Berkes, István & Horváth, Lajos & Rice, Gregory
- 176-188 Quantile regression of longitudinal data with informative observation times
by Chen, Xuerong & Tang, Niansheng & Zhou, Yong
- 189-199 Bivariate one-sample optimal location test for spherical stable densities by Pade’ methods
by Barone, P.
- 200-217 New algorithms for M-estimation of multivariate scatter and location
by Dümbgen, Lutz & Nordhausen, Klaus & Schuhmacher, Heike
- 218-234 On the worst and least possible asymptotic dependence
by Asimit, Alexandru V. & Gerrard, Russell
2016, Volume 143, Issue C
- 1-11 Convexity issues in multivariate multiple testing of treatments vs. control
by Cohen, Arthur & Sackrowitz, Harold
- 12-31 A definition of qualitative robustness for general point estimators, and examples
by Zähle, Henryk
- 32-55 Estimation of the inverse scatter matrix of an elliptically symmetric distribution
by Fourdrinier, Dominique & Mezoued, Fatiha & Wells, Martin T.
- 56-70 Separation of linear and index covariates in partially linear single-index models
by Lian, Heng & Liang, Hua
- 71-93 Bias-corrected inference for multivariate nonparametric regression: Model selection and oracle property
by Giordano, Francesco & Parrella, Maria Lucia
- 94-106 Bayesian regression analysis of data with random effects covariates from nonlinear longitudinal measurements
by De la Cruz, Rolando & Meza, Cristian & Arribas-Gil, Ana & Carroll, Raymond J.
- 107-126 Inference for high-dimensional differential correlation matrices
by Cai, T. Tony & Zhang, Anru
- 127-142 Shrinkage-based diagonal Hotelling’s tests for high-dimensional small sample size data
by Dong, Kai & Pang, Herbert & Tong, Tiejun & Genton, Marc G.
- 143-152 Isotropic covariance functions on spheres: Some properties and modeling considerations
by Guinness, Joseph & Fuentes, Montserrat
- 153-164 Joint analysis of current count and current status data
by Wen, Chi-Chung & Chen, Yi-Hau
- 165-184 On the weak convergence and Central Limit Theorem of blurring and nonblurring processes with application to robust location estimation
by Chen, Ting-Li & Fujisawa, Hironori & Huang, Su-Yun & Hwang, Chii-Ruey
- 185-193 Bayesian analysis of multivariate stable distributions using one-dimensional projections
by Tsionas, Mike G.
- 194-207 Multivariate families of gamma-generated distributions with finite or infinite support above or below the diagonal
by Balakrishnan, Narayanaswamy & Ristić, Miroslav M.
- 208-232 Non-asymptotic adaptive prediction in functional linear models
by Brunel, Élodie & Mas, André & Roche, Angelina
- 233-248 Unified improvements in estimation of a normal covariance matrix in high and low dimensions
by Tsukuma, Hisayuki & Kubokawa, Tatsuya
- 249-274 Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals
by Couillet, Romain & Kammoun, Abla & Pascal, Frédéric
- 275-298 Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fr e ´ chet–Hoeffding upper bound
by Montes, Ignacio & Montes, Susana
- 299-313 Equalities for estimators of partial parameters under linear model with restrictions
by Tian, Yongge & Jiang, Bo
- 314-326 Singular inverse Wishart distribution and its application to portfolio theory
by Bodnar, Taras & Mazur, Stepan & Podgórski, Krzysztof
- 327-344 The Fine–Gray model under interval censored competing risks data
by Li, Chenxi
- 345-361 Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure
by Roś, Beata & Bijma, Fetsje & de Munck, Jan C. & de Gunst, Mathisca C.M.
- 362-373 Shrinkage estimation in spatial autoregressive model
by Pal, Amresh Bahadur & Dubey, Ashutosh Kumar & Chaturvedi, Anoop
- 374-382 A multivariate circular distribution with applications to the protein structure prediction problem
by Kim, Sungsu & SenGupta, Ashis & Arnold, Barry C.
- 383-393 Nonconvex penalized reduced rank regression and its oracle properties in high dimensions
by Lian, Heng & Kim, Yongdai
- 394-397 On the uniform consistency of the zonoid depth
by Cascos, Ignacio & López-Díaz, Miguel
- 398-413 Extending mixtures of factor models using the restricted multivariate skew-normal distribution
by Lin, Tsung-I & McLachlan, Geoffrey J. & Lee, Sharon X.
- 414-423 Characterization of beta distribution on symmetric cones
by Kołodziejek, Bartosz
- 424-439 Higher order density approximations for solutions to estimating equations
by Almudevar, Anthony
- 440-452 On the closure of relational models
by Klimova, Anna & Rudas, Tamás
- 453-466 Bias-corrected estimation of stable tail dependence function
by Beirlant, Jan & Escobar-Bach, Mikael & Goegebeur, Yuri & Guillou, Armelle
- 467-471 Distribution of the largest root of a matrix for Roy’s test in multivariate analysis of variance
by Chiani, Marco
- 472-480 Robust model-free feature screening via quantile correlation
by Ma, Xuejun & Zhang, Jingxiao
- 481-491 The analysis of multivariate longitudinal data using multivariate marginal models
by Cho, Hyunkeun
- 492-502 Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data
by Fu, Liya & Wang, You-Gan
2015, Volume 142, Issue C
- 1-15 Two-sample extended empirical likelihood for estimating equations
by Tsao, Min & Wu, Fan
- 16-25 Calibrated multivariate distributions for improved conditional prediction
by Vidoni, Paolo
- 26-40 Variable selection in semiparametric hazard regression for multivariate survival data
by Liu, Jicai & Zhang, Riquan & Zhao, Weihua & Lv, Yazhao
- 41-47 Strong consistency of the distribution estimator in the nonlinear autoregressive time series
by Cheng, Fuxia
- 48-56 Optimal design for multivariate observations in seemingly unrelated linear models
by Soumaya, Moudar & Gaffke, Norbert & Schwabe, Rainer
- 57-74 On predictive density estimation for location families under integrated squared error loss
by Kubokawa, Tatsuya & Marchand, Éric & Strawderman, William E.
- 75-85 Construction of two new general classes of bivariate distributions based on stochastic orders
by Lee, Hyunju & Cha, Ji Hwan
- 86-105 Half-region depth for stochastic processes
by Kuelbs, James & Zinn, Joel
- 106-116 Capturing the severity of type II errors in high-dimensional multiple testing
by He, Li & Sarkar, Sanat K. & Zhao, Zhigen
- 117-132 Semi-parametric rank regression with missing responses
by Bindele, Huybrechts F. & Abebe, Ash
- 133-143 A better approximation of moments of the eigenvalues and eigenvectors of the sample covariance matrix
by Enguix-González, A. & Moreno-Rebollo, J.L. & Muñoz-Pichardo, J.M.
- 144-166 Partially linear transformation models with varying coefficients for multivariate failure time data
by Qiu, Zhiping & Zhou, Yong
- 167-182 Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points
by Migliorati, Giovanni & Nobile, Fabio & Tempone, Raúl
- 183-198 Multivariate coefficients of variation: Comparison and influence functions
by Aerts, S. & Haesbroeck, G. & Ruwet, C.
2015, Volume 141, Issue C
- 1-21 Simultaneous estimation of linear conditional quantiles with penalized splines
by Lian, Heng & Meng, Jie & Fan, Zengyan
- 22-34 The Matsumoto–Yor property on trees for matrix variates of different dimensions
by Bobecka, Konstancja
- 35-48 Simultaneous prediction for independent Poisson processes with different durations
by Komaki, Fumiyasu
- 49-66 Quantile regression for dynamic partially linear varying coefficient time series models
by Lian, Heng
- 67-80 Semiparametric linear transformation model with differential measurement error and validation sampling
by Wang, Xuan & Wang, Qihua
- 81-103 Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models
by Lian, Heng & Meng, Jie & Zhao, Kaifeng
- 104-117 Influence assessment in censored mixed-effects models using the multivariate Student’s-t distribution
by Matos, Larissa A. & Bandyopadhyay, Dipankar & Castro, Luis M. & Lachos, Victor H.
- 118-131 Consistent test of error-in-variables partially linear model with auxiliary variables
by Sun, Zhihua & Ye, Xue & Sun, Liuquan
- 132-146 Penalized regression across multiple quantiles under random censoring
by Tang, Yanlin & Wang, Huixia Judy
- 147-167 Generalized additive models for conditional dependence structures
by Vatter, Thibault & Chavez-Demoulin, Valérie
- 168-178 On high dimensional two-sample tests based on nearest neighbors
by Mondal, Pronoy K. & Biswas, Munmun & Ghosh, Anil K.
- 179-196 Nonparametric and semiparametric compound estimation in multiple covariates
by Charnigo, Richard & Feng, Limin & Srinivasan, Cidambi
- 197-216 Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions
by Mainik, Georg
- 217-227 A robust test for sphericity of high-dimensional covariance matrices
by Tian, Xintao & Lu, Yuting & Li, Weiming
2015, Volume 140, Issue C
- 1-18 Optimal level sets for bivariate density representation
by Delicado, Pedro & Vieu, Philippe
- 19-30 Multiple hidden Markov models for categorical time series
by Colombi, R. & Giordano, S.
- 31-46 Density deconvolution from repeated measurements without symmetry assumption on the errors
by Comte, Fabienne & Kappus, Johanna
- 47-59 Predictive nonlinear biplots: Maps and trajectories
by Vines, S.K.
- 60-71 Rank inversions in the scoring of examinations consisting of several subtests
by Berman, Simeon M.
- 72-91 Weighted ℓ1-penalized corrected quantile regression for high dimensional measurement error models
by Kaul, Abhishek & Koul, Hira L.
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