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Content
2014, Volume 130, Issue C
- 310-322 Generalized canonical correlation analysis for classification
by Shen, Cencheng & Sun, Ming & Tang, Minh & Priebe, Carey E.
- 323-334 Multivariate copulas with hairpin support
by Durante, Fabrizio & Fernández Sánchez, Juan & Trutschnig, Wolfgang
- 335-353 Subsampling extremes: From block maxima to smooth tail estimation
by Wager, Stefan
- 354-375 Partially linear single index models for repeated measurements
by Ma, Shujie & Liang, Hua & Tsai, Chih-Ling
- 376-386 Semiparametric efficiency for partially linear single-index regression models
by Chen, Tao & Parker, Thomas
- 387-408 Phi-divergence statistics for the likelihood ratio order: An approach based on log-linear models
by Martin, Nirian & Mata, Raquel & Pardo, Leandro
- 409-424 Variable selection and estimation for longitudinal survey data
by Wang, Li & Wang, Suojin & Wang, Guannan
2014, Volume 129, Issue C
- 1-15 Dirichlet distribution through neutralities with respect to two partitions
by Sakowicz, Agata & Wesołowski, Jacek
- 16-36 Weak convergence of empirical and bootstrapped C-power processes and application to copula goodness-of-fit
by Quessy, Jean-François & Bahraoui, Tarik
- 37-43 Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function
by He, Daojiang & Wu, Jie
- 44-56 Modified conditional AIC in linear mixed models
by Kawakubo, Yuki & Kubokawa, Tatsuya
- 57-68 Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula
by Wang, Antai
- 69-81 Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy–Widom distribution
by Chiani, Marco
- 82-94 Stochastic comparison of multivariate conditionally dependent mixtures
by Badía, F.G. & Sangüesa, C. & Cha, J.H.
- 95-109 Using linear interpolation to reduce the order of the coverage error of nonparametric prediction intervals based on right-censored data
by Beutner, E. & Cramer, E.
- 110-124 The asymptotic behaviors for least square estimation of multi-casting autoregressive processes
by Mao, Mingzhi
- 125-144 Inference on the shape of elliptical distributions based on the MCD
by Paindaveine, Davy & Van Bever, Germain
- 145-150 A stochastic inequality for the largest order statistics from heterogeneous gamma variables
by Zhao, Peng & Balakrishnan, N.
- 151-159 Feasible generalized least squares estimation of multivariate GARCH(1, 1) models
by Poloni, Federico & Sbrana, Giacomo
- 160-170 Joint density of correlations in the correlation matrix with chordal sparsity patterns
by Kurowicka, Dorota
- 171-185 On the estimation of the medial axis and inner parallel body
by Cuevas, Antonio & Llop, Pamela & Pateiro-López, Beatriz
- 186-192 Linear transformations to symmetry
by Loperfido, Nicola
- 193-205 Jackknife empirical likelihood inference with regression imputation and survey data
by Zhong, Ping-Shou & Chen, Sixia
- 206-219 Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample
by Tsukada, Shin-ichi
- 220-226 Some strong consistency results in stochastic regression
by Lita da Silva, João
- 227-242 A robust and efficient estimation and variable selection method for partially linear single-index models
by Yang, Hu & Yang, Jing
- 243-244 An identity on order statistics of a set of random variables
by Xu, Jian-Lun
- 245-248 A note on the article ‘Inference for multivariate normal mixtures’ by J. Chen and X. Tan
by Alexandrovich, Grigory
2014, Volume 128, Issue C
- 1-9 Stochastic domination in predictive density estimation for ordered normal means under α-divergence loss
by Chang, Yuan-Tsung & Strawderman, William E.
- 10-18 A strong linear representation for the maximum conditional hazard rate estimator in survival analysis
by Gneyou, Kossi Essona
- 19-32 A test for multivariate skew-normality based on its canonical form
by Balakrishnan, N. & Capitanio, A. & Scarpa, B.
- 33-50 Semiparametric efficient estimation for partially linear single-index models with responses missing at random
by Lai, Peng & Wang, Qihua
- 51-61 Testing for additivity in partially linear regression with possibly missing responses
by Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang
- 62-72 Convergence rate to a lower tail dependence coefficient of a skew-t distribution
by Fung, Thomas & Seneta, Eugene
- 73-85 Multivariate Skew-Normal Generalized Hyperbolic distribution and its properties
by Vilca, Filidor & Balakrishnan, N. & Zeller, Camila Borelli
- 86-107 Confidence regions for images observed under the Radon transform
by Bissantz, Nicolai & Holzmann, Hajo & Proksch, Katharina
- 108-119 Hypothesis testing for high-dimensional covariance matrices
by Li, Weiming & Qin, Yingli
- 120-133 Copulas for order statistics with prescribed margins
by Lebrun, Régis & Dutfoy, Anne
- 134-146 Matérn-based nonstationary cross-covariance models for global processes
by Jun, Mikyoung
- 147-153 Polar angle tangent vectors follow Cauchy distributions under spherical symmetry
by Cacoullos, T.
- 154-164 Optimal and minimax prediction in multivariate normal populations under a balanced loss function
by Hu, Guikai & Li, Qingguo & Yu, Shenghua
- 165-185 Graphical model selection and estimation for high dimensional tensor data
by He, Shiyuan & Yin, Jianxin & Li, Hongzhe & Wang, Xing
- 186-202 Minimax adaptive dimension reduction for regression
by Paris, Quentin
- 203-209 The joint distribution of Studentized residuals under elliptical distributions
by Iwashita, Toshiya & Klar, Bernhard
- 210-225 Kendall’s tau for hierarchical data
by Romdhani, H. & Lakhal-Chaieb, L. & Rivest, L.-P.
- 226-238 Semiparametric varying-coefficient study of mean residual life models
by Yang, Guangren & Zhou, Yong
2014, Volume 127, Issue C
- 1-18 Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
by Yang, Yiping & Li, Gaorong & Peng, Heng
- 19-35 Self-consistent estimation of conditional multivariate extreme value distributions
by Liu, Y. & Tawn, J.A.
- 36-55 On small area estimation under a sub-area level model
by Torabi, Mahmoud & Rao, J.N.K.
- 56-71 Sufficient dimension reduction on marginal regression for gaps of recurrent events
by Zhao, Xiaobing & Zhou, Xian
- 72-87 Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions
by Chan, Jennifer So Kuen & Wan, Wai Yin
- 88-97 On the Lorenz ordering of order statistics from exponential populations and some applications
by Da, Gaofeng & Xu, Maochao & Balakrishnan, N.
- 98-111 U-max-statistics and limit theorems for perimeters and areas of random polygons
by Koroleva, E.V. & Nikitin, Ya.Yu.
- 112-125 Some prediction problems for stationary random fields with quarter-plane past
by Kohli, P. & Pourahmadi, M.
- 126-146 Independence tests for continuous random variables based on the longest increasing subsequence
by García, Jesús E. & González-López, V.A.
- 147-150 On usual multivariate stochastic ordering of order statistics from heterogeneous beta variables
by Balakrishnan, Narayanaswamy & Barmalzan, Ghobad & Haidari, Abedin
- 151-159 On construction of general classes of bivariate distributions
by Lee, Hyunju & Cha, Ji Hwan
- 160-172 Bayesian estimation of a bounded precision matrix
by Tsukuma, Hisayuki
- 173-183 Estimation of the number of spikes, possibly equal, in the high-dimensional case
by Passemier, Damien & Yao, Jianfeng
- 184-199 Fast learning from α-mixing observations
by Hang, H. & Steinwart, I.
- 200-213 Copula based factorization in Bayesian multivariate infinite mixture models
by Burda, Martin & Prokhorov, Artem
2014, Volume 126, Issue C
- 1-13 Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices
by Collins, Benoît & Matsumoto, Sho & Saad, Nadia
- 14-24 On standard conjugate families for natural exponential families with bounded natural parameter space
by Hornik, Kurt & Grün, Bettina
- 25-52 Limiting spectral distribution of renormalized separable sample covariance matrices when p/n→0
by Wang, Lili & Paul, Debashis
- 53-74 Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
by Arashi, M. & Kibria, B.M. Golam & Norouzirad, M. & Nadarajah, S.
- 75-85 A class of smooth models satisfying marginal and context specific conditional independencies
by Colombi, R. & Forcina, A.
- 86-99 Bayesian influence analysis of generalized partial linear mixed models for longitudinal data
by Tang, Nian-Sheng & Duan, Xing-De
- 100-113 Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables
by Yang, Seong J. & Park, Byeong U.
- 114-117 Some counterexamples concerning maximal correlation and linear regression
by Papadatos, Nickos
- 118-136 Multivariate Archimax copulas
by Charpentier, A. & Fougères, A.-L. & Genest, C. & Nešlehová, J.G.
- 137-152 Coefficient of determination for multiple measurement error models
by Cheng, C.-L. & Shalabh, & Garg, G.
- 153-166 Compound p-value statistics for multiple testing procedures
by Habiger, Joshua D. & Peña, Edsel A.
- 167-183 Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter
by Cerioli, Andrea & Farcomeni, Alessio & Riani, Marco
2014, Volume 125, Issue C
- 1-35 Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes
by Bachoc, François
- 36-49 Model checking in Tobit regression via nonparametric smoothing
by Koul, Hira L. & Song, Weixing & Liu, Shan
- 50-64 SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part
by Lian, Heng & Li, Jianbo & Tang, Xingyu
- 65-88 On the estimation of the mean density of random closed sets
by Camerlenghi, F. & Capasso, V. & Villa, E.
- 89-99 A new sparse variable selection via random-effect model
by Lee, Youngjo & Oh, Hee-Seok
- 100-120 Assessment of the number of components in Gaussian mixture models in the presence of multiple local maximizers
by Kim, Daeyoung & Seo, Byungtae
- 121-135 On a symbolic representation of non-central Wishart random matrices with applications
by Di Nardo, Elvira
- 136-158 Local asymptotic minimax estimation of nonregular parameters with translation-scale equivariant maps
by Song, Kyungchul
- 159-175 Model structure selection in single-index-coefficient regression models
by Huang, Zhensheng & Pang, Zhen & Lin, Bingqing & Shao, Quanxi
- 176-189 An exact test about the covariance matrix
by Gupta, Arjun K. & Bodnar, Taras
- 190-203 Compatibility results for conditional distributions
by Berti, Patrizia & Dreassi, Emanuela & Rigo, Pietro
- 204-221 Monitoring procedure for parameter change in causal time series
by Bardet, Jean-Marc & Kengne, William
- 222-232 Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices
by Wang, Cheng & Tong, Tiejun & Cao, Longbing & Miao, Baiqi
- 233-251 Bivariate binomial autoregressive models
by Scotto, Manuel G. & Weiß, Christian H. & Silva, Maria Eduarda & Pereira, Isabel
2014, Volume 124, Issue C
- 1-9 On compatibility of discrete full conditional distributions: A graphical representation approach
by Yao, Yi-Ching & Chen, Shih-chieh & Wang, Shao-Hsuan
- 10-24 Asymptotically efficient estimation under semi-parametric random censorship models
by Dikta, Gerhard
- 25-30 Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss–Markoff model under a balanced loss function
by Cao, Mingxiang
- 31-41 Maximal non-exchangeability in dimension d
by Harder, Michael & Stadtmüller, Ulrich
- 42-56 A statistical view of clustering performance through the theory of U-processes
by Clémençon, Stéphan
- 57-69 D-optimal designs for multiresponse linear models with a qualitative factor
by Yue, Rong-Xian & Liu, Xin & Chatterjee, Kashinath
- 70-93 Estimation and inference of semi-varying coefficient models with heteroscedastic errors
by Shen, Si-Lian & Cui, Jian-Ling & Mei, Chang-Lin & Wang, Chun-Wei
- 94-104 General directional regression
by Yu, Zhou & Dong, Yuexiao & Huang, Mian
- 105-115 Stochastic comparisons of order statistics and their concomitants
by Bairamov, Ismihan & Khaledi, Baha-Eldin & Shaked, Moshe
- 116-129 A revisit to correlation analysis for distortion measurement error data
by Zhang, Jun & Feng, Zhenghui & Zhou, Bu
- 130-149 Simultaneous confidence bands for sequential autoregressive fitting
by Jirak, Moritz
- 150-165 Series expansion for functional sufficient dimension reduction
by Lian, Heng & Li, Gaorong
- 166-178 An optimal test for variance components of multivariate mixed-effects linear models
by Aryal, Subhash & Bhaumik, Dulal K. & Mathew, Thomas & Gibbons, Robert D.
- 179-198 Multivariate measurement error models using finite mixtures of skew-Student t distributions
by Cabral, Celso Rômulo Barbosa & Lachos, Víctor Hugo & Zeller, Camila Borelli
- 199-213 Model determination and estimation for the growth curve model via group SCAD penalty
by Hu, Jianhua & Xin, Xin & You, Jinhong
- 214-225 Sensitivity to hyperprior parameters in Gaussian Bayesian networks
by Gómez-Villegas, M.A. & Main, P. & Navarro, H. & Susi, R.
- 226-236 Subsignatures of systems
by Marichal, Jean-Luc
- 237-246 Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions
by Besson, Olivier & Abramovich, Yuri I.
- 247-259 A Bayesian analysis of normalized VAR models
by Sun, Dongchu & Ni, Shawn
- 260-280 Objective Bayesian analysis for autoregressive models with nugget effects
by Ren, Cuirong & Sun, Dongchu
- 281-294 A new adjusted maximum likelihood method for the Fay–Herriot small area model
by Yoshimori, Masayo & Lahiri, Partha
- 295-312 On Cauchy–Stieltjes kernel families
by Bryc, Włodek & Fakhfakh, Raouf & Hassairi, Abdelhamid
- 313-332 Functional data analysis with increasing number of projections
by Fremdt, Stefan & Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef G.
- 333-344 Minimax covariance estimation using commutator subgroup of lower triangular matrices
by Tsukuma, Hisayuki
- 345-352 On the Bingham distribution with large dimension
by Kume, A. & Walker, S.G.
- 353-370 Consistency, bias and efficiency of the normal-distribution-based MLE: The role of auxiliary variables
by Yuan, Ke-Hai & Savalei, Victoria
- 371-383 Bayesian model diagnostics using functional Bregman divergence
by Goh, Gyuhyeong & Dey, Dipak K.
- 384-397 Schur2-concavity properties of Gaussian measures, with applications to hypotheses testing
by Pinelis, Iosif
- 398-417 Application of second generation wavelets to blind spherical deconvolution
by Vareschi, T.
- 418-435 A robust extension of the bivariate Birnbaum–Saunders distribution and associated inference
by Vilca, Filidor & Balakrishnan, N. & Zeller, Camila Borelli
- 436-450 Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes
by Bosq, D.
- 451-464 Bayesian robust inference of sample selection using selection-t models
by Ding, Peng
- 465-479 Asymptotics of hierarchical clustering for growing dimension
by Borysov, Petro & Hannig, Jan & Marron, J.S.
- 480-487 A note on the asymptotic behavior of the Bernstein estimator of the copula density
by Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël
2014, Volume 123, Issue C
- 1-18 Partial marginal likelihood estimation for general transformation models
by Gu, Minggao & Wu, Yueqin & Huang, Bin
- 19-29 On bivariate Weibull-Geometric distribution
by Kundu, Debasis & Gupta, Arjun K.
- 30-42 Compound Poisson approximations for symmetric vectors
by Kruopis, Julius & Čekanavičius, Vydas
- 43-67 Nonparametric estimation of multivariate elliptic densities via finite mixture sieves
by Battey, Heather & Linton, Oliver
- 68-84 A ridge regression estimation approach to the measurement error model
by Saleh, A.K.Md. Ehsanes & Shalabh,
- 85-95 Geometric interpretation of the residual dependence coefficient
by Nolde, Natalia
- 96-110 Measuring association and dependence between random vectors
by Grothe, Oliver & Schnieders, Julius & Segers, Johan
- 111-128 Structure of the random measure associated with an isotropic stationary process
by Alain, Boudou & Sylvie, Viguier-Pla
- 129-142 Marginal regression analysis of clustered failure time data with a cure fraction
by Niu, Yi & Peng, Yingwei
- 143-159 Strength of tail dependence based on conditional tail expectation
by Hua, Lei & Joe, Harry
- 160-171 A nonparametric two-sample test applicable to high dimensional data
by Biswas, Munmun & Ghosh, Anil K.
- 172-183 Parameter estimation for operator scaling random fields
by Lim, C.Y. & Meerschaert, M.M. & Scheffler, H.-P.
- 184-200 Consistency of high-dimensional AIC-type and Cp-type criteria in multivariate linear regression
by Fujikoshi, Yasunori & Sakurai, Tetsuro & Yanagihara, Hirokazu
- 201-213 On the asymptotic normality of kernel density estimators for causal linear random fields
by Wang, Yizao & Woodroofe, Michael
- 214-227 Deflation-based separation of uncorrelated stationary time series
by Miettinen, Jari & Nordhausen, Klaus & Oja, Hannu & Taskinen, Sara
- 228-251 Mixtures of skewed Kalman filters
by Kim, Hyoung-Moon & Ryu, Duchwan & Mallick, Bani K. & Genton, Marc G.
- 252-269 Local linear–additive estimation for multiple nonparametric regressions
by Lin, Lu & Song, Yunquan & Liu, Zhao
- 270-280 Integrative correlation: Properties and relation to canonical correlations
by Cope, Leslie & Naiman, Daniel Q. & Parmigiani, Giovanni
- 281-303 Model assisted Cox regression
by Mondal, Shoubhik & Subramanian, Sundarraman
- 304-310 Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models
by Lian, Heng
- 311-329 Transformed goodness-of-fit statistics for a generalized linear model of binary data
by Taneichi, Nobuhiro & Sekiya, Yuri & Toyama, Jun
- 330-344 Efficient estimation of semiparametric copula models for bivariate survival data
by Cheng, Guang & Zhou, Lan & Chen, Xiaohong & Huang, Jianhua Z.
- 345-363 Multi-index regression models with missing covariates at random
by Guo, Xu & Xu, Wangli & Zhu, Lixing
- 364-379 A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data
by Hyodo, Masashi & Kubokawa, Tatsuya
- 380-385 Estimation of the covariance matrix in multivariate partially linear models
by Przystalski, Marcin
- 386-394 A note on the fourth cumulant of a finite mixture distribution
by Loperfido, Nicola
2013, Volume 122, Issue C
- 1-19 Extreme dependence models based on event magnitude
by Padoan, Simone A.
- 20-34 Quantile regression analysis of case-cohort data
by Zheng, Ming & Zhao, Ziqiang & Yu, Wen
- 35-52 Tests for skewness and kurtosis in the one-way error component model
by Galvao, Antonio F. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter & Wang, Liang
- 53-69 Extended matrix variate gamma and beta functions
by Nagar, Daya K. & Roldán-Correa, Alejandro & Gupta, Arjun K.
- 70-81 On the exact and approximate distributions of the product of a Wishart matrix with a normal vector
by Bodnar, Taras & Mazur, Stepan & Okhrin, Yarema
- 82-95 A nonparametric empirical Bayes approach to adaptive minimax estimation
by Jiang, Wenhua & Zhang, Cun-Hui
- 96-114 Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates
by Hu, Jianwei & Chai, Hao
- 115-132 Variable selection in high-dimensional quantile varying coefficient models
by Tang, Yanlin & Song, Xinyuan & Wang, Huixia Judy & Zhu, Zhongyi
- 133-147 A frailty model for interaction between multiple events
by Cuzick, Jack & Yang, Zihua
- 148-161 Direction estimation in single-index models via distance covariance
by Sheng, Wenhui & Yin, Xiangrong
- 162-174 Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices
by Kojima, Masahiro & Kubokawa, Tatsuya
- 175-189 On the distribution of posterior probabilities in finite mixture models with application in clustering
by Melnykov, Volodymyr
- 190-201 On extension of some identities for the bias and risk functions in elliptically contoured distributions
by Nkurunziza, Sévérien & Chen, Fuqi
- 202-214 Confidence regions for level sets
by Mammen, Enno & Polonik, Wolfgang
- 215-225 On the limiting distribution of the spatial scan statistic
by Zhang, Tonglin & Lin, Ge
- 226-238 A robust and efficient estimation method for single index models
by Liu, Jicai & Zhang, Riquan & Zhao, Weihua & Lv, Yazhao
- 239-250 High-dimensional AIC in the growth curve model
by Fujikoshi, Yasunori & Enomoto, Rie & Sakurai, Tetsuro
- 251-270 Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
by Zhou, Xing-cai & Lin, Jin-guan
- 271-277 Sklar’s theorem derived using probabilistic continuation and two consistency results
by Faugeras, Olivier P.
- 278-291 Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension
by Dedecker, Jérôme & Michel, Bertrand
- 292-316 On a family of test statistics for discretely observed diffusion processes
by De Gregorio, A. & Iacus, S.M.
- 317-333 Nonparametric estimation of means on Hilbert manifolds and extrinsic analysis of mean shapes of contours
by Ellingson, Leif & Patrangenaru, Vic & Ruymgaart, Frits
- 334-354 PCA consistency for the power spiked model in high-dimensional settings
by Yata, Kazuyoshi & Aoshima, Makoto
- 355-376 A note on the variance of the square components of a normal multivariate within a Euclidean ball
by Palombi, Filippo & Toti, Simona
- 377-392 Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models
by Kubokawa, Tatsuya
- 393-408 Hierarchical Poisson models for spatial count data
by De Oliveira, Victor
- 409-413 Extremal t processes: Elliptical domain of attraction and a spectral representation
by Opitz, T.
2013, Volume 121, Issue C
- 1-21 On the convergence of the spectrum of finite order approximations of stationary time series
by Datta Gupta, Syamantak & Mazumdar, Ravi R. & Glynn, Peter
- 22-32 Empirical likelihood for partially linear proportional hazards models with growing dimensions
by Tang, Xingyu & Li, Jianbo & Lian, Heng
- 33-49 Optimal generalized truncated sequential Monte Carlo test
by Silva, Ivair R. & Assunção, Renato M.
- 50-68 Support vector machine quantile regression approach for functional data: Simulation and application studies
by Crambes, Christophe & Gannoun, Ali & Henchiri, Yousri
- 70-86 An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index
by Dierckx, Goedele & Goegebeur, Yuri & Guillou, Armelle
- 87-108 A Bayesian semiparametric dynamic two-level structural equation model for analyzing non-normal longitudinal data
by Song, Xin-Yuan & Chen, Fei & Lu, Zhao-Hua
- 109-126 Bayesian estimation of order-restricted and unrestricted association models
by Demirhan, Haydar
- 127-138 Strictly stationary solutions of ARMA equations in Banach spaces
by Spangenberg, Felix
- 139-151 Efficient estimation for semiparametric cure models with interval-censored data
by Hu, Tao & Xiang, Liming
- 152-175 Kernel density estimation for directional–linear data
by García-Portugués, Eduardo & Crujeiras, Rosa M. & González-Manteiga, Wenceslao
- 176-192 Asymptotics of randomly weighted u- and v-statistics: Application to bootstrap
by Csörgő, Miklós & Nasari, Masoud M.
- 193-223 Best permutation analysis
by Rajaratnam, Bala & Salzman, Julia
- 224-232 A necessary test for complete independence in high dimensions using rank-correlations
by Wang, Guanghui & Zou, Changliang & Wang, Zhaojun
2013, Volume 120, Issue C
- 1-17 Conditional estimation for dependent functional data
by Battey, Heather & Sancetta, Alessio
- 18-33 Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations
by Chan, Ngai Hang & Zhang, Rong-Mao
- 34-39 Information on parameters of interest decreases under transformations
by Fewster, R.M. & Jupp, P.E.
- 40-58 Kernel estimation of conditional density with truncated, censored and dependent data
by Liang, Han-Ying & Liu, Ai-Ai
- 59-84 On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
by Christensen, Kim & Podolskij, Mark & Vetter, Mathias
- 85-101 Factor copula models for multivariate data
by Krupskii, Pavel & Joe, Harry
- 102-119 Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices
by Chang, Lo-Bin & Bai, Zhidong & Huang, Su-Yun & Hwang, Chii-Ruey
- 120-134 Functional analysis techniques to improve similarity matrices in discrimination problems
by González, Javier & Muñoz, Alberto
- 135-151 The L1 penalized LAD estimator for high dimensional linear regression
by Wang, Lie
- 152-162 A closed-form estimator for the multivariate GARCH(1,1) model
by Sbrana, Giacomo & Poloni, Federico
- 163-172 A note on tail dependence regression
by Zhang, Qingzhao & Li, Deyuan & Wang, Hansheng