# Elsevier

# Journal of Multivariate Analysis

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### 2009, Volume 100, Issue 5

**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.**2364-2367 A note on Srivastava and Hui's tests of multivariate normality***by*Hanusz, Zofia & Tarasinska, Joanna**2368-2388 A moving window approach for nonparametric estimation of the conditional tail index***by*Gardes, Laurent & Girard, Stéphane**2389-2405 Properties of the singular, inverse and generalized inverse partitioned Wishart distributions***by*Bodnar, Taras & Okhrin, Yarema**2406-2443 Model checking in errors-in-variables regression***by*Song, Weixing**2444-2452 Remarks on between estimator in the intraclass correlation model with missing data***by*Wu, Mi-Xia & Yu, Kai-Fun**2453-2471 Estimation of a tail index based on minimum density power divergence***by*Kim, Moosup & Lee, Sangyeol**2472-2478 Regression models for multivariate ordered responses via the Plackett distribution***by*Forcina, A. & Dardanoni, V.**2479-2496 Multivariate lag-windows and group representations***by*Berg, Arthur**2497-2507 Eigenanalysis on a bivariate covariance kernel***by*Cuadras, Carles M. & Cuadras, Daniel**2508-2526 Curve forecasting by functional autoregression***by*Kargin, V. & Onatski, A.

### 2008, Volume 99, Issue 9

**1841-1859 Diagnostic checking for multivariate regression models***by*Zhu, Lixing & Zhu, Ruoqing & Song, Song**1860-1877 Case deletion diagnostics in multilevel models***by*Shi, Lei & Chen, Gemai**1878-1887 Multivariate stress-strength reliability model and its evaluation for coherent structures***by*Eryilmaz, Serkan**1888-1905 Bayesian shrinkage prediction for the regression problem***by*Kobayashi, Kei & Komaki, Fumiyasu**1906-1928 Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data***by*Kubokawa, Tatsuya & Srivastava, Muni S.**1929-1940 Extreme inaccuracies in Gaussian Bayesian networks***by*Gómez-Villegas, Miguel A. & Maín, Paloma & Susi, Rosario**1941-1961 Estimation, prediction and the Stein phenomenon under divergence loss***by*Ghosh, Malay & Mergel, Victor & Datta, Gauri Sankar**1962-1984 Properties of spatial cross-periodograms using fixed-domain asymptotics***by*Lim, Chae Young & Stein, Michael**1985-1998 Allometric extension model for conditional distributions***by*Kurata, Hiroshi & Hoshino, Takahiro & Fujikoshi, Yasunori**1999-2015 Mixture representation for order statistics from INID progressive censoring and its applications***by*Fischer, T. & Balakrishnan, N. & Cramer, E.**2016-2038 Asymptotic results in segmented multiple regression***by*Kim, Jeankyung & Kim, Hyune-Ju**2039-2052 U-max-statistics***by*Lao, W. & Mayer, M.**2053-2081 Robust parameter estimation with a small bias against heavy contamination***by*Fujisawa, Hironori & Eguchi, Shinto**2082-2095 Limit theorems for hybridization reactions on oligonucleotide microarrays***by*Rempala, Grzegorz A. & Pawlikowska, Iwona**2096-2107 Characterizations of multivariate life distributions***by*Nair, N. Unnikrishnan & Sankaran, P.G.**2108-2124 A multivariate version of the Benjamini-Hochberg method***by*Ferreira, J.A. & Nyangoma, S.O.**2125-2135 Enhanced one-sided confidence regions for a multivariate location parameter***by*Vock, Michael**2136-2153 Regression with strongly correlated data***by*Jones, Christopher S. & Finn, John M. & Hengartner, Nicolas**2154-2171 Simultaneous change point analysis and variable selection in a regression problem***by*Wu, Y.**2172-2184 A new dependence ordering with applications***by*Kochar, Subhash & Xu, Maochao

### 2008, Volume 99, Issue 8

**1503-1517 Best linear unbiased prediction for linear combinations in general mixed linear models***by*Liu, Xu-Qing & Rong, Jian-Ying & Liu, Xiu-Ying**1518-1543 On the block thresholding wavelet estimators with censored data***by*Li, Linyuan**1544-1573 Analysis of variance with general errors and grouped and non-grouped data: Some iterative algorithms***by*Anido, Carmen & Rivero, Carlos & Valdés, Teófilo**1574-1589 Conditionally specified models and dimension reduction in the exponential families***by*Noorbaloochi, Siamak & Nelson, David**1590-1609 New families of estimators and test statistics in log-linear models***by*Martín, Nirian & Pardo, Leandro**1610-1634 A two-stage approach to semilinear in-slide models***by*You, Jinhong & Zhou, Haibo**1635-1664 Nonparametric methods for unbalanced multivariate data and many factor levels***by*Harrar, Solomon W. & Bathke, Arne C.**1665-1680 Estimating the parametric component of nonlinear partial spline model***by*Huang, Tzee-Ming & Chen, Hung**1681-1697 A comparative study of Gaussian geostatistical models and Gaussian Markov random field models***by*Song, Hae-Ryoung & Fuentes, Montserrat & Ghosh, Sujit**1698-1716 Exact distribution of the generalized Wilks's statistic and applications***by*Pham-Gia, T.**1717-1732 Multivariate dynamic model for ordinal outcomes***by*Chaubert, F. & Mortier, F. & Saint André, L.**1733-1757 Successive direction extraction for estimating the central subspace in a multiple-index regression***by*Yin, Xiangrong & Li, Bing & Cook, R. Dennis**1758-1771 A class of weighted multivariate normal distributions and its properties***by*Kim, Hea-Jung**1772-1792 Likelihood ratio tests for equality of shape under varying degrees of orientation invariance***by*Holland, Finbarr & Roy Choudhury, Kingshuk**1793-1806 Large deviations of bootstrapped U -statistics***by*Borovskikh, Yuri V. & Robinson, John**1807-1824 Bootstrap approximation of tail dependence function***by*Peng, Liang & Qi, Yongcheng**1825-1839 Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression***by*Yoo, Jae Keun

### 2008, Volume 99, Issue 7

**1362-1382 The centred parametrization for the multivariate skew-normal distribution***by*Arellano-Valle, Reinaldo B. & Azzalini, Adelchi**1383-1392 Bivariate distributions characterized by one family of conditionals and conditional percentile or mode functions***by*Arnold, Barry C. & Castillo, Enrique & Sarabia, José María**1393-1417 The noncentral Wishart as an exponential family, and its moments***by*Letac, Gérard & Massam, Hélène**1418-1437 A bivariate Lévy process with negative binomial and gamma marginals***by*Kozubowski, Tomasz J. & Panorska, Anna K. & Podgórski, Krzysztof**1438-1459 Conditional limiting distribution of beta-independent random vectors***by*Hashorva, Enkelejd**1460-1473 Joint distributions of numbers of occurrences of a discrete pattern and weak convergence of an empirical process for the pattern***by*Aki, Sigeo**1474-1488 Techniques for controlling bivariate grouped observations***by*Koutras, M.V. & Maravelakis, P.E. & Bersimis, S.**1489-1502 Order restricted inference for sequential k-out-of-n systems***by*Balakrishnan, N. & Beutner, E. & Kamps, U.

### 2008, Volume 99, Issue 6

**1015-1034 Sparse principal component analysis via regularized low rank matrix approximation***by*Shen, Haipeng & Huang, Jianhua Z.**1035-1050 A universal strong law of large numbers for conditional expectations via nearest neighbors***by*Walk, Harro**1051-1069 UMVU estimation of the ratio of powers of normal generalized variances under correlation***by*Iliopoulos, George**1070-1082 Some properties of projectors associated with the WLSE under a general linear model***by*Tian, Yongge & Takane, Yoshio**1083-1104 Some properties of canonical correlations and variates in infinite dimensions***by*Cupidon, J. & Eubank, R. & Gilliam, D. & Ruymgaart, F.**1105-1127 Noncentral matrix quadratic forms of the skew elliptical variables***by*Fang, B.Q.**1128-1153 A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions***by*Kakizawa, Yoshihide & Iwashita, Toshiya**1154-1176 Dissolution point and isolation robustness: Robustness criteria for general cluster analysis methods***by*Hennig, Christian**1177-1190 Multivariate Markov-switching ARMA processes with regularly varying noise***by*Stelzer, Robert**1191-1216 An extension of Fisher's discriminant analysis for stochastic processes***by*Shin, Hyejin**1217-1231 Multivariate maximum entropy identification, transformation, and dependence***by*Ebrahimi, Nader & Soofi, Ehsan S. & Soyer, Refik**1232-1259 Confidence intervals for marginal parameters under fractional linear regression imputation for missing data***by*Qin, Yongsong & Rao, J.N.K. & Ren, Qunshu**1260-1275 Parametric tail copula estimation and model testing***by*de Haan, Laurens & Neves, Cláudia & Peng, Liang**1276-1287 Bivariate Student t distributions with variable marginal degrees of freedom and independence***by*Shaw, W.T. & Lee, K.T.A.**1288-1301 Some notes on multivariate generalized Pareto distributions***by*Michel, René**1302-1331 Theory and inference for regression models with missing responses and covariates***by*Chen, Qingxia & Ibrahim, Joseph G. & Chen, Ming-Hui & Senchaudhuri, Pralay**1332-1357 Robust discrimination under a hierarchy on the scatter matrices***by*Bianco, Ana & Boente, Graciela & Pires, Ana M. & Rodrigues, Isabel M.

### 2008, Volume 99, Issue 5

**777-786 On the dependence between the extreme order statistics in the proportional hazards model***by*Dolati, Ali & Genest, Christian & Kochar, Subhash C.**787-814 Adaptive estimation of the transition density of a particular hidden Markov chain***by*Lacour, Claire**815-833 The one- and multi-sample problem for functional data with application to projective shape analysis***by*Munk, A. & Paige, R. & Pang, J. & Patrangenaru, V. & Ruymgaart, F.**834-857 Nonparametric time series prediction: A semi-functional partial linear modeling***by*Aneiros-Pérez, Germán & Vieu, Philippe**858-879 On Mardia's and Song's measures of kurtosis in elliptical distributions***by*Zografos, K.**880-895 Generalized partially linear models with missing covariates***by*Liang, Hua**896-911 Exact confidence coefficients of simultaneous confidence intervals for multinomial proportions***by*Wang, Hsiuying**912-927 Stein's Lemma for elliptical random vectors***by*Landsman, Zinoviy & Neslehová, Johanna**928-948 Estimation and confidence bands of a conditional survival function with censoring indicators missing at random***by*Wang, Qihua & Shen, Junshan**949-967 Sample covariance shrinkage for high dimensional dependent data***by*Sancetta, Alessio**968-1009 Testing nonparametric and semiparametric hypotheses in vector stationary processes***by*Eichler, Michael**1010-1012 Letter to the Editor***by*Nadarajah, Saralees

### 2008, Volume 99, Issue 4

**577-588 Nonparametric estimation of the dependence function for a multivariate extreme value distribution***by*Zhang, Dabao & Wells, Martin T. & Peng, Liang**589-605 Nonparametric inference under competing risks and selection-biased sampling***by*Dauxois, Jean-Yves & Guilloux, Agathe**606-636 High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus***by*Baldi, Paolo & Kerkyacharian, Gérard & Marinucci, Domenico & Picard, Dominique**637-648 Singular matrix variate beta distribution***by*Díaz-García, José A. & Gutiérrez Jáimez, Ramón**649-664 Empirical likelihood analysis of the Buckley-James estimator***by*Zhou, Mai & Li, Gang**665-683 A central limit theorem for measurements on the logarithmic scale and its application to dimension estimates***by*Denker, Manfred & Min, Aleksey**684-714 A nonparametric regression cross spectrum for multivariate time series***by*Beran, Jan & Heiler, Mark A.**715-734 Peaks-over-threshold stability of multivariate generalized Pareto distributions***by*Falk, Michael & Guillou, Armelle**735-750 Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions***by*Fourdrinier, Dominique & Strawderman, William E.**751-775 Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues***by*Sheena, Yo & Takemura, Akimichi

### 2008, Volume 99, Issue 3

**311-338 The multivariate least-trimmed squares estimator***by*Agulló, Jose & Croux, Christophe & Van Aelst, Stefan**339-357 Hierarchical orbital decompositions and extended decomposable distributions***by*Kamiya, Hidehiko & Takemura, Akimichi**358-371 Conditional orderings and positive dependence***by*Colangelo, Antonio & Hu, Taizhong & Shaked, Moshe**372-385 Dependence structure of conditional Archimedean copulas***by*Mesfioui, Mhamed & Quessy, Jean-François**386-402 A test for the mean vector with fewer observations than the dimension***by*Srivastava, Muni S. & Du, Meng**403-420 Frontier estimation via kernel regression on high power-transformed data***by*Girard, Stéphane & Jacob, Pierre**421-436 On information pooling, adaptability and superefficiency in nonparametric function estimation***by*Cai, T. Tony**437-450 Simultaneous control of false positives and false negatives in multiple hypotheses testing***by*Ebrahimi, Nader**451-464 Change detection in autoregressive time series***by*Gombay, Edit**465-489 An implicit function approach to constrained optimization with applications to asymptotic expansions***by*Boik, Robert J.**490-509 Grouped Dirichlet distribution: A new tool for incomplete categorical data analysis***by*Ng, Kai Wang & Tang, Man-Lai & Tan, Ming & Tian, Guo-Liang**510-541 The increment ratio statistic***by*Surgailis, Donatas & Teyssière, Gilles & Vaiciulis, Marijus**542-554 From moments of sum to moments of product***by*Kan, Raymond**555-571 Wishartness and independence of matrix quadratic forms in a normal random matrix***by*Hu, Jianhua**572-573 The distribution of the ratio X/Y for all centred elliptically symmetric distributions***by*Jones, M.C.**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