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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
2015, Volume 140, Issue C
- 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
- 147-162 Bayesian structure learning in graphical models
by Banerjee, Sayantan & Ghosal, Subhashis
- 163-174 Parametric and semiparametric reduced-rank regression with flexible sparsity
by Lian, Heng & Feng, Sanying & Zhao, Kaifeng
- 175-189 Diagnostics in a simple correspondence analysis model: An approach based on Cook’s distance for log-linear models
by Martín, Nirian
2015, Volume 135, Issue C
- 1-10 A sufficient condition for the convergence of the mean shift algorithm with Gaussian kernel
by Aliyari Ghassabeh, Youness
- 11-24 A Semi-Infinite Programming based algorithm for determining T-optimum designs for model discrimination
by Duarte, Belmiro P.M. & Wong, Weng Kee & Atkinson, Anthony C.
- 25-42 MDR method for nonbinary response variable
by Bulinski, Alexander & Rakitko, Alexander
- 43-58 A Bayesian method for analyzing combinations of continuous, ordinal, and nominal categorical data with missing values
by Zhang, Xiao & Boscardin, W. John & Belin, Thomas R. & Wan, Xiaohai & He, Yulei & Zhang, Kui
- 59-70 Achieving semiparametric efficiency bound in longitudinal data analysis with dropouts
by Han, Peisong & Song, Peter X.-K. & Wang, Lu
- 71-88 Transformation-based nonparametric estimation of multivariate densities
by Chang, Meng-Shiuh & Wu, Ximing
- 89-105 Spatial sign correlation
by Dürre, Alexander & Vogel, Daniel & Fried, Roland
- 106-116 Nonparametric confidence regions for the central orientation of random rotations
by Stanfill, Bryan & Genschel, Ulrike & Hofmann, Heike & Nordman, Dan
- 117-130 A parametric registration model for warped distributions with Wasserstein’s distance
by Agulló-Antolín, Marina & Cuesta-Albertos, J.A. & Lescornel, Hélène & Loubes, Jean-Michel
- 131-152 Robust Generalized Empirical Likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors
by Hill, Jonathan B.
- 153-162 Fast and adaptive sparse precision matrix estimation in high dimensions
by Liu, Weidong & Luo, Xi
- 163-174 Joint prior distributions for variance parameters in Bayesian analysis of normal hierarchical models
by Demirhan, Haydar & Kalaylioglu, Zeynep
- 175-188 Sparse semiparametric discriminant analysis
by Mai, Qing & Zou, Hui
2015, Volume 134, Issue C
- 1-18 Canonical correlation analysis for irregularly and sparsely observed functional data
by Shin, Hyejin & Lee, Seokho
- 19-32 On modular decompositions of system signatures
by Marichal, Jean-Luc & Mathonet, Pierre & Spizzichino, Fabio
- 33-49 Sparse wavelet regression with multiple predictive curves
by Luo, Ruiyan & Qi, Xin
- 50-60 Central tolerance regions and reference regions for multivariate normal populations
by Dong, Xiaoyu & Mathew, Thomas
- 61-70 Covariance matrices associated to general moments of a random vector
by Lv, Songjun
- 71-81 Robust inverse regression for dimension reduction
by Dong, Yuexiao & Yu, Zhou & Zhu, Liping
- 82-98 Robust linear functional mixed models
by Riquelme, Marco & Bolfarine, Heleno & Galea, Manuel
- 99-118 Robust estimating equation-based sufficient dimension reduction
by Zhou, Jingke & Xu, Wangli & Zhu, Lixing
- 119-128 Sibuya-type bivariate lack of memory property
by Pinto, Jayme & Kolev, Nikolai
- 129-145 Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models
by Härdle, Wolfgang Karl & Ritov, Ya’acov & Wang, Weining
- 146-162 A possibly asymmetric multivariate generalization of the Möbius distribution for directional data
by Uesu, Kagumi & Shimizu, Kunio & SenGupta, Ashis
2015, Volume 133, Issue C
- 1-26 Efficient minimum distance estimator for quantile regression fixed effects panel data
by Galvao, Antonio F. & Wang, Liang
- 27-37 Self-consistency and a generalized principal subspace theorem
by Tarpey, Thaddeus & Loperfido, Nicola
- 38-50 Conditional density estimation in measurement error problems
by Wang, Xiao-Feng & Ye, Deping
- 51-60 Nonparametric significance testing and group variable selection
by Zambom, Adriano Zanin & Akritas, Michael G.
- 61-76 Asymptotic normality in the maximum entropy models on graphs with an increasing number of parameters
by Yan, Ting & Zhao, Yunpeng & Qin, Hong
- 77-94 Adaptive estimation of an additive regression function from weakly dependent data
by Chesneau, Christophe & Fadili, Jalal & Maillot, Bertrand
- 95-122 Nonparametric estimation of fixed effects panel data varying coefficient models
by Rodriguez-Poo, Juan M. & Soberón, Alexandra
- 123-135 The additive and block decompositions about the WLSEs of parametric functions for a multiple partitioned linear regression model
by Huang, Yunying & Zheng, Bing
- 136-139 A test for using the sum score to obtain a stochastic ordering of subjects
by Ligtvoet, R.
- 140-159 High dimensional mean–variance optimization through factor analysis
by Chen, Binbin & Huang, Shih-Feng & Pan, Guangming
- 160-172 A unified approach to decision-theoretic properties of the MLEs for the mean directions of several Langevin distributions
by Kanika, & Kumar, Somesh & SenGupta, Ashis
- 173-199 Influence function of projection-pursuit principal components for functional data
by Bali, Juan Lucas & Boente, Graciela
- 200-215 Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
by Dehling, Herold & Sharipov, Olimjon Sh. & Wendler, Martin
- 216-231 Tensor sliced inverse regression
by Ding, Shanshan & Cook, R. Dennis
- 232-250 Does modeling lead to more accurate classification?: A study of relative efficiency in linear classification
by Lee, Yoonkyung & Wang, Rui
- 251-265 Multivariate and multiradial Schoenberg measures with their dimension walks
by Alonso-Malaver, C.E. & Porcu, E. & Giraldo, R.
- 266-276 Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors
by Hu, Guikai & Yu, Shenghua & Luo, Han
- 277-290 Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval
by Kim, Seonjin & Zhao, Zhibiao & Shao, Xiaofeng
- 291-303 Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices
by Xu, Li-Wen
- 304-320 Ordering properties of order statistics from random variables of Archimedean copulas with applications
by Li, Xiaohu & Fang, Rui
- 321-333 SCAD penalized rank regression with a diverging number of parameters
by Yang, Hu & Guo, Chaohui & Lv, Jing
- 334-345 Extremes of aggregated Dirichlet risks
by Hashorva, Enkelejd
- 346-355 Estimation in mixed-effects functional ANOVA models
by Rady, E.A. & Kilany, N.M. & Eliwa, S.A.
- 356-376 A robust predictive approach for canonical correlation analysis
by Adrover, Jorge G. & Donato, Stella M.
- 377-381 On the use of coordinate-free matrix calculus
by Brinkhuis, Jan
- 382-401 Inference for mixed models of ANOVA type with high-dimensional data
by Chen, Fei & Li, Zaixing & Shi, Lei & Zhu, Lixing
2014, Volume 132, Issue C
- 1-8 A contribution to the visualisation of three-way arrays
by Albers, Casper J. & Gower, John C.
- 9-24 The analysis of distance of grouped data with categorical variables: Categorical canonical variate analysis
by Le Roux, Niël J. & Gardner-Lubbe, Sugnet & Gower, John C.
- 25-38 Two-sample location–scale estimation from semiparametric random censorship models
by Bhattacharya, Rianka & Subramanian, Sundarraman
- 39-57 A permutation approach for ranking of multivariate populations
by Arboretti, Rosa & Bonnini, Stefano & Corain, Livio & Salmaso, Luigi
- 58-81 Robust monitoring of CAPM portfolio betas II
by Chochola, Ondřej & Hušková, Marie & Prášková, Zuzana & Steinebach, Josef G.
- 82-93 A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families
by Dutta, Subhajit & Genton, Marc G.
- 94-110 Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
by Tian, Ruiqin & Xue, Liugen & Liu, Chunling
- 111-128 Detecting changes in cross-sectional dependence in multivariate time series
by Bücher, Axel & Kojadinovic, Ivan & Rohmer, Tom & Segers, Johan
- 129-137 On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model
by Ghoreishi, S.K. & Meshkani, M.R.
- 138-150 Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis
by Katayama, Shota & Imori, Shinpei
- 151-159 Biobjective sparse principal component analysis
by Carrizosa, Emilio & Guerrero, Vanesa
- 160-170 Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures
by Overholser, Rosanna & Xu, Ronghui
- 171-182 Smoothed and iterated bootstrap confidence regions for parameter vectors
by Ghosh, Santu & Polansky, Alan M.
- 183-196 Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample
by Tsukada, Shin-ichi
- 197-208 Optimal global rates of convergence for noiseless regression estimation problems with adaptively chosen design
by Kohler, Michael
- 209-214 Characterization of Gaussian distribution on a Hilbert space from samples of random size
by Prakasa Rao, B.L.S.
- 215-228 On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix
by Bodnar, Taras & Gupta, Arjun K. & Parolya, Nestor
- 229-241 An improved nonparametric estimator of sub-distribution function for bivariate competing risk models
by Emura, Takeshi & Kao, Fan-Hsuan & Michimae, Hirofumi
2014, Volume 131, Issue C
- 1-16 Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process
by Bardet, Jean-Marc & Tudor, Ciprian
- 17-31 Distributions on matrix moment spaces
by Dette, Holger & Guhlich, Matthias & Nagel, Jan
- 32-50 Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
by Ebrahimi, Nader & Jalali, Nima Y. & Soofi, Ehsan S.
- 51-64 Exchangeable Hoeffding decompositions over finite sets: A combinatorial characterization and counterexamples
by El-Dakkak, Omar & Peccati, Giovanni & Prünster, Igor
- 65-78 Varying coefficient subdistribution regression for left-truncated semi-competing risks data
by Li, Ruosha & Peng, Limin
- 79-98 Posterior analysis of rare variants in Gibbs-type species sampling models
by Cesari, Oriana & Favaro, Stefano & Nipoti, Bernardo
- 99-120 Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators
by Couillet, Romain & McKay, Matthew
- 121-125 A derivation of anti-Wishart distribution
by Yu, Soonyu & Ryu, Jaena & Park, Kyoohong
- 126-148 Asymptotic expansion of the posterior density in high dimensional generalized linear models
by Dasgupta, Shibasish & Khare, Kshitij & Ghosh, Malay
- 149-162 Estimating high dimensional covariance matrices: A new look at the Gaussian conjugate framework
by Hannart, Alexis & Naveau, Philippe
- 163-173 An analysis of longitudinal data with nonignorable dropout using the truncated multivariate normal distribution
by Jolani, Shahab
- 174-196 High-dimensional sparse MANOVA
by Cai, T. Tony & Xia, Yin
- 197-208 Preserving relationships between variables with MIVQUE based imputation for missing survey data
by Gelein, Brigitte & Haziza, David & Causeur, David
- 209-228 On binary and categorical time series models with feedback
by Moysiadis, Theodoros & Fokianos, Konstantinos
- 229-239 Distribution of matrix quadratic forms under skew-normal settings
by Ye, Rendao & Wang, Tonghui & Gupta, Arjun K.
- 240-253 Second-order asymptotic theory for calibration estimators in sampling and missing-data problems
by Tan, Zhiqiang
- 254-264 A characterization of elliptical distributions and some optimality properties of principal components for functional data
by Boente, Graciela & Salibián Barrera, Matías & Tyler, David E.
- 265-278 Maximal correlation in a non-diagonal case
by López Blázquez, F. & Salamanca Miño, B.
- 279-292 On relations between BLUEs under two transformed linear models
by Dong, Baomin & Guo, Wenxing & Tian, Yongge
- 293-308 A new test for the proportionality of two large-dimensional covariance matrices
by Liu, Baisen & Xu, Lin & Zheng, Shurong & Tian, Guo-Liang
2014, Volume 130, Issue C
- 1-20 A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks
by Cossette, Hélène & Côté, Marie-Pier & Mailhot, Mélina & Marceau, Etienne
- 45-63 Analyzing right-censored and length-biased data with varying-coefficient transformation model
by Lin, Cunjie & Zhou, Yong
- 107-117 The spatial sign covariance matrix with unknown location
by Dürre, Alexander & Vogel, Daniel & Tyler, David E.
- 118-133 Specification test for Markov models with measurement errors
by Kim, Seonjin & Zhao, Zhibiao
- 134-140 Dependence properties of multivariate max-stable distributions
by Papastathopoulos, Ioannis & Tawn, Jonathan A.
- 155-175 Infinitely divisible multivariate and matrix Gamma distributions
by Pérez-Abreu, Victor & Stelzer, Robert
- 176-193 Goodness of fit tests for linear mixed models
by Tang, Min & Slud, Eric V. & Pfeiffer, Ruth M.
- 194-207 A note on the CLT of the LSS for sample covariance matrix from a spiked population model
by Wang, Qinwen & Silverstein, Jack W. & Yao, Jian-feng
- 208-223 Higher-order accuracy of multiscale-double bootstrap for testing regions
by Shimodaira, Hidetoshi
- 224-239 Tests for real and complex unit roots in vector autoregressive models
by Nyblom, Jukka & Suomala, Jaakko
- 240-251 Stochastic comparison of lifetimes of two (n−k+1)-out-of-n systems with heterogeneous dependent components
by Rezapour, Mohsen & Alamatsaz, Mohammad Hossein
- 252-260 Binary distributions of concentric rings
by Wermuth, Nanny & Marchetti, Giovanni M. & Zwiernik, Piotr
- 261-274 Identifiability of cure models revisited
by Hanin, Leonid & Huang, Li-Shan
- 275-288 Empirical likelihood for partly linear models with errors in all variables
by Yan, Li & Chen, Xia
- 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
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