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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 146, Issue C
- 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.
- 92-98 Copulae on products of compact Riemannian manifolds
by Jupp, P.E.
- 99-112 Third-order local power properties of tests for a composite hypothesis, II
by Kakizawa, Yoshihide
- 113-122 All admissible linear predictors in the finite populations with respect to inequality constraints under a balanced loss function
by Peng, Ping & Hu, Guikai & Liang, Jian
- 123-138 Smoothed jackknife empirical likelihood inference for ROC curves with missing data
by Yang, Hanfang & Zhao, Yichuan
- 139-161 Robust spiked random matrices and a robust G-MUSIC estimator
by Couillet, Romain
- 162-170 A high dimensional two-sample test under a low dimensional factor structure
by Ma, Yingying & Lan, Wei & Wang, Hansheng
- 171-192 Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
by Meintanis, Simos G. & Ngatchou-Wandji, Joseph & Taufer, Emanuele
- 193-208 On an independence test approach to the goodness-of-fit problem
by Baringhaus, Ludwig & Gaigall, Daniel
- 209-219 Semiparametric regression of multivariate panel count data with informative observation times
by Li, Yang & He, Xin & Wang, Haiying & Zhang, Bin & Sun, Jianguo
- 220-233 Vector quantization and clustering in the presence of censoring
by Gribkova, Svetlana
- 234-244 Asymptotic properties of the misclassification rates for Euclidean Distance Discriminant rule in high-dimensional data
by Watanabe, Hiroki & Hyodo, Masashi & Seo, Takashi & Pavlenko, Tatjana
- 245-258 Estimation of the mean vector in a singular multivariate normal distribution
by Tsukuma, Hisayuki & Kubokawa, Tatsuya
- 259-282 Consistency of non-integrated depths for functional data
by Gijbels, Irène & Nagy, Stanislav
- 283-290 Minimax rate of convergence for an estimator of the functional component in a semiparametric multivariate partially linear model
by Levine, Michael
- 291-301 Parametric and nonparametric bootstrap methods for general MANOVA
by Konietschke, Frank & Bathke, Arne C. & Harrar, Solomon W. & Pauly, Markus
- 302-316 Identifiability of a model for discrete frequency distributions with a multidimensional parameter space
by Manisera, Marica & Zuccolotto, Paola
- 317-324 Entropy measure for the quantification of upper quantile interdependence in multivariate distributions
by Rodríguez, Jhan & Bárdossy, András
- 325-342 Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models
by Johnson, Alicia A. & Jones, Galin L.
- 343-362 Discrete Schur-constant models
by Castañer, A. & Claramunt, M.M. & Lefèvre, C. & Loisel, S.
- 363-376 A class of multivariate copulas based on products of bivariate copulas
by Mazo, Gildas & Girard, Stéphane & Forbes, Florence
- 377-394 On estimation in the reduced-rank regression with a large number of responses and predictors
by Kargin, Vladislav
- 395-402 Minimax prediction for functional linear regression with functional responses in reproducing kernel Hilbert spaces
by Lian, Heng
2015, Volume 139, Issue C
- 1-6 Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavity
by Mukerjee, Rahul & Ong, S.H.
- 7-27 Testing homogeneity of mean vectors under heteroscedasticity in high-dimension
by Yamada, Takayuki & Himeno, Tetsuto
- 28-44 Contributions to the diagonal expansion of a bivariate copula with continuous extensions
by Cuadras, Carles M.
- 45-55 A mixed model for complete three or higher-way layout with two random effects factors
by Güven, Bilgehan
- 56-78 The random matrix regime of Maronna’s M-estimator with elliptically distributed samples
by Couillet, Romain & Pascal, Frédéric & Silverstein, Jack W.
- 79-91 High-dimensional tests for spherical location and spiked covariance
by Ley, Christophe & Paindaveine, Davy & Verdebout, Thomas
- 92-123 Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration
by Barczy, Mátyás & Körmendi, Kristóf & Pap, Gyula
- 124-146 Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models
by Passemier, Damien & McKay, Matthew R. & Chen, Yang
- 147-165 Data driven smooth test of comparison for dependent sequences
by Doukhan, P. & Pommeret, D. & Reboul, L.
- 166-188 Consistency and asymptotic normality for a nonparametric prediction under measurement errors
by Mynbaev, Kairat & Martins-Filho, Carlos
- 189-206 Estimating the parameters of multiple chirp signals
by Lahiri, Ananya & Kundu, Debasis & Mitra, Amit
- 207-218 Sharp lower and upper bounds for the Gaussian rank of a graph
by Ben-David, Emanuel
- 219-226 A bivariate Gompertz–Makeham life distribution
by Marshall, Albert W. & Olkin, Ingram
- 227-244 Model detection and estimation for single-index varying coefficient model
by Feng, Sanying & Xue, Liugen
- 245-258 Prediction of stationary Gaussian random fields with incomplete quarterplane past
by Cheng, Raymond
- 259-265 On mixtures of copulas and mixing coefficients
by Longla, Martial
- 266-282 High dimensional single index models
by Radchenko, Peter
- 283-294 On idempotent D-norms
by Falk, Michael
- 295-311 Parametric transformed Fay–Herriot model for small area estimation
by Sugasawa, Shonosuke & Kubokawa, Tatsuya
- 312-328 A unified approach to estimating a normal mean matrix in high and low dimensions
by Tsukuma, Hisayuki & Kubokawa, Tatsuya
- 329-346 Semiparametric estimation with missing covariates
by Bravo, Francesco
- 347-359 A two-step estimation method for grouped data with connections to the extended growth curve model and partial least squares regression
by Li, Ying & Udén, Peter & von Rosen, Dietrich
- 360-384 Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions
by Ledoit, Olivier & Wolf, Michael
2015, Volume 138, Issue C
- 4-18 Sampling, conditionalizing, counting, merging, searching regular vines
by Cooke, R.M. & Kurowicka, D. & Wilson, K.
- 19-33 Truncation of vine copulas using fit indices
by Brechmann, Eike C. & Joe, Harry
- 34-52 Efficient information based goodness-of-fit tests for vine copula models with fixed margins: A comprehensive review
by Schepsmeier, Ulf
- 53-73 Structured factor copula models: Theory, inference and computation
by Krupskii, Pavel & Joe, Harry
- 74-88 Spatial composite likelihood inference using local C-vines
by Erhardt, Tobias Michael & Czado, Claudia & Schepsmeier, Ulf
- 89-103 Univariate conditioning of vine copulas
by Jaworski, Piotr
- 104-126 Conditional quantiles and tail dependence
by Bernard, Carole & Czado, Claudia
- 127-142 On an interaction function for copulas
by Kurowicka, Dorota & van Horssen, Wim T.
- 143-155 Higher order tail densities of copulas and hidden regular variation
by Li, Haijun & Hua, Lei
- 156-169 Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks
by Cai, Jun & Wei, Wei
- 170-181 On aggregation sets and lower-convex sets
by Mao, Tiantian & Wang, Ruodu
- 182-198 Construction and sampling of Archimedean and nested Archimedean Lévy copulas
by Grothe, Oliver & Hofert, Marius
2015, Volume 137, Issue C
- 1-16 Nonparametric estimation of the conditional tail copula
by Gardes, Laurent & Girard, Stéphane
- 17-31 Adaptive estimation for varying coefficient models
by Chen, Yixin & Wang, Qin & Yao, Weixin
- 32-49 Equivariant minimax dominators of the MLE in the array normal model
by Gerard, David & Hoff, Peter
- 50-60 Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
by Roy, Anuradha & Leiva, Ricardo & Žežula, Ivan & Klein, Daniel
- 61-81 Maximum entropy copula with given diagonal section
by Butucea, Cristina & Delmas, Jean-François & Dutfoy, Anne & Fischer, Richard
- 82-99 Extremes of scale mixtures of multivariate time series
by Ferreira, Helena & Ferreira, Marta
- 100-118 SCAD-penalized regression for varying-coefficient models with autoregressive errors
by Qiu, Jia & Li, Degao & You, Jinhong
- 119-140 On singular value distribution of large-dimensional autocovariance matrices
by Li, Zeng & Pan, Guangming & Yao, Jianfeng
- 141-160 Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models
by Koul, Hira L. & Zhu, Xiaoqing
- 161-172 Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions
by Cai, T. Tony & Liang, Tengyuan & Zhou, Harrison H.
- 173-178 Matrix variate slash distribution
by Bulut, Y. Murat & Arslan, Olcay
- 179-186 Maximal coupling of empirical copulas for discrete vectors
by Faugeras, Olivier P.
- 187-203 A new test for part of high dimensional regression coefficients
by Wang, Siyang & Cui, Hengjian
2015, Volume 136, Issue C
- 1-11 Estimation in skew-normal linear mixed measurement error models
by Kheradmandi, Ameneh & Rasekh, Abdolrahman
- 12-25 Extreme negative dependence and risk aggregation
by Wang, Bin & Wang, Ruodu
- 26-40 Optimal partial ridge estimation in restricted semiparametric regression models
by Amini, Morteza & Roozbeh, Mahdi
- 41-55 Heteroscedasticity checks for single index models
by Zhu, Xuehu & Guo, Xu & Lin, Lu & Zhu, Lixing
- 56-74 Shrinkage ridge estimators in semiparametric regression models
by Roozbeh, Mahdi
- 75-85 On testing common indices for two multi-index models: A link-free approach
by Liu, Xuejing & Yu, Zhou & Wen, Xuerong Meggie & Paige, Robert
- 86-94 Covariance components selection in high-dimensional growth curve model with random coefficients
by Imori, Shinpei & Rosen, Dietrich von
- 95-107 Shift outliers in linear inference
by Jensen, D.R. & Ramirez, D.E.
- 108-125 Evaluating panel data forecasts under independent realization
by Greenaway-McGrevy, Ryan
- 126-146 Semi-parametric modeling of excesses above high multivariate thresholds with censored data
by Sabourin, Anne
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