# Elsevier

# Journal of Multivariate Analysis

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### 2007, Volume 98, Issue 1

**102-113 Reliability and expectation bounds for coherent systems with exchangeable components***by*Navarro, Jorge & Rychlik, Tomasz**114-144 HAC estimation and strong linearity testing in weak ARMA models***by*Francq, Christian & Zakoïan, Jean-Michel**145-176 Minimax estimation for singular linear multivariate models with mixed uncertainty***by*Pankov, Alexei R. & Siemenikhin, Konstantin V.**177-193 On the transitivity of the comonotonic and countermonotonic comparison of random variables***by*De Meyer, H. & De Baets, B. & De Schuymer, B.**194-208 Geometry and marginals***by*Noakes, Lyle**209-226 On unit roots for spatial autoregressive models***by*Paulauskas, Vygantas

### 2006, Volume 97, Issue 10

**2071-2100 Optimizing random scan Gibbs samplers***by*Levine, Richard A. & Casella, George**2101-2130 Estimation of the memory parameter by fitting fractionally differenced autoregressive models***by*Bhansali, R.J. & Giraitis, L. & Kokoszka, P.S.**2131-2140 Some statistical applications of Faa di Bruno***by*Savits, Thomas H.**2141-2161 Linearly interpolated FDH efficiency score for nonconvex frontiers***by*Jeong, Seok-Oh & Simar, Léopold**2162-2176 Two-sample inference for normal mean vectors based on monotone missing data***by*Yu, Jianqi & Krishnamoorthy, K. & Pannala, Maruthy K.**2177-2189 Generating random correlation matrices based on partial correlations***by*Joe, Harry**2190-2205 The Spectral Decomposition of Covariance Matrices for the Variance Components Models***by*Jian-Hong, Shi & Song-Gui, Wang**2206-2220 A Chernoff-Savage result for shape:On the non-admissibility of pseudo-Gaussian methods***by*Paindaveine, Davy**2221-2241 Application of modified information criterion to multiple change point problems***by*Pan, Jianmin & Chen, Jiahua**2242-2261 Estimation of covariance matrices in fixed and mixed effects linear models***by*Kubokawa, Tatsuya & Tsai, Ming-Tien

### 2006, Volume 97, Issue 9

**1914-1926 Contributions to multivariate analysis by Professor Yasunori Fujikoshi***by*Siotani, Minoru & Wakaki, Hirofumi**1927-1940 Multivariate analysis of variance with fewer observations than the dimension***by*Srivastava, Muni S. & Fujikoshi, Yasunori**1941-1957 Error bounds for asymptotic expansions of Wilks' lambda distribution***by*Fujikoshi, Yasunori & Ulyanov, Vladimir V.**1958-1964 Edgeworth expansion of Wilks' lambda statistic***by*Wakaki, Hirofumi**1965-1975 Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition***by*Yanagihara, Hirokazu & Tonda, Tetsuji & Matsumoto, Chieko**1976-1983 On simultaneous confidence intervals for all contrasts in the means of the intraclass correlation model with missing data***by*Seo, Takashi & Kikuchi, Jun & Koizumi, Kazuyuki**1984-1996 James-Stein estimators for time series regression models***by*Senda, Motohiro & Taniguchi, Masanobu**1997-2008 Image classification based on Markov random field models with Jeffreys divergence***by*Nishii, Ryuei & Eguchi, Shinto**2009-2022 Non-parametric kernel regression for multinomial data***by*Okumura, Hidenori & Naito, Kanta**2023-2033 Nonlinear regression modeling via regularized wavelets and smoothing parameter selection***by*Fujii, Toru & Konishi, Sadanori**2034-2040 Interpreting Kullback-Leibler divergence with the Neyman-Pearson lemma***by*Eguchi, Shinto & Copas, John**2041-2056 Non-uniform bounds for short asymptotic expansions in the CLT for balls in a Hilbert space***by*Bogatyrev, S.A. & Götze, F. & Ulyanov, V.V.**2057-2070 Minimum distance classification rules for high dimensional data***by*Srivastava, Muni S.

### 2006, Volume 97, Issue 8

**1691-1701 Power of edge exclusion tests for graphical log-linear models***by*Fátima Salgueiro, M. & Smith, Peter W.F. & McDonald, John W.**1702-1717 Estimating the support of multivariate densities under measurement error***by*Meister, Alexander**1718-1741 Unbiased invariant minimum norm estimation in generalized growth curve model***by*Wu, Xiaoyong & Zou, Guohua & Chen, Jianwei**1742-1756 A multivariate nonparametric test of independence***by*Bakirov, Nail K. & Rizzo, Maria L. & Szekely, Gábor J.**1757-1765 Choosing joint distributions so that the variance of the sum is small***by*Knott, Martin & Smith, Cyril**1766-1782 On location estimation for LARCH processes***by*Beran, Jan**1783-1798 Local influence analysis of multivariate probit latent variable models***by*Lu, Bin & Song, Xin-Yuan**1799-1814 Prediction of Euclidean distances with discrete and continuous outcomes***by*Mortier, F. & Robin, S. & Lassalvy, S. & Baril, C.P. & Bar-Hen, A.**1815-1828 A class of proper priors for Bayesian simultaneous prediction of independent Poisson observables***by*Komaki, Fumiyasu**1829-1841 The distribution of the residual from a general elliptical multivariate linear model***by*Díaz-García, José A. & Gutiérrez-Jáimez, Ramón**1842-1869 On the prediction of vector-valued random fields and the spectral distribution of their evanescent component***by*Cuny, Christophe**1870-1893 Methods for tracking support boundaries with corners***by*Cheng, Ming-Yen & Hall, Peter**1894-1912 A unified approach to testing for and against a set of linear inequality constraints in the product multinomial setting***by*El Barmi, Hammou & Johnson, Matthew

### 2006, Volume 97, Issue 7

**1477-1500 On improved estimation of normal precision matrix and discriminant coefficients***by*Tsukuma, Hisayuki & Konno, Yoshihiko**1501-1524 Simple and efficient improvements of multivariate local linear regression***by*Cheng, Ming-Yen & Peng, Liang**1525-1550 Robust Gaussian graphical modeling***by*Miyamura, Masashi & Kano, Yutaka**1551-1572 Characterization of dependence of multidimensional Lévy processes using Lévy copulas***by*Kallsen, Jan & Tankov, Peter**1573-1585 A matrix-valued Bernoulli distribution***by*Lovison, Gianfranco**1586-1599 Empirical likelihood inference for linear transformation models***by*Lu, Wenbin & Liang, Yu**1600-1622 Robust estimation for the multivariate linear model based on a [tau]-scale***by*Ben, Marta García & Martínez, Elena & Yohai, Víctor J.**1623-1637 An indexed multivariate dispersion ordering based on the Hausdorff distance***by*López-Díaz, Miguel**1638-1659 Maximum likelihood estimation for all-pass time series models***by*Andrews, Beth & Davis, Richard A. & Jay Breidt, F.**1660-1674 Robust estimation of Cronbach's alpha***by*Christmann, A. & Van Aelst, S.**1675-1690 Sample mean, covariance and T2 statistic of the skew elliptical model***by*Fang, B.Q.

### 2006, Volume 97, Issue 6

**1263-1271 The covariance structure and likelihood function for multivariate dyadic data***by*Li, Heng**1272-1283 Maximum entropy characterizations of the multivariate Liouville distributions***by*Bhattacharya, Bhaskar**1284-1294 State space models on special manifolds***by*Chikuse, Yasuko**1295-1312 Empirical likelihood for single-index models***by*Xue, Liu-Gen & Zhu, Lixing**1313-1329 PLS regression: A directional signal-to-noise ratio approach***by*Druilhet, Pierre & Mom, Alain**1330-1341 Testing marginal homogeneity against stochastically ordered marginals for rxr contingency tables***by*Gao, Wei & Kuriki, Satoshi**1342-1354 Negative dependence in the balls and bins experiment with applications to order statistics***by*Hu, Taizhong & Xie, Chaode**1355-1360 On the unlinking conjecture of independent polynomial functions***by*Bhandari, Subir Kumar & Basu, Ayanendranath**1361-1381 Estimation of intrinsic processes affected by additive fractal noise***by*Fernández-Pascual, Rosaura & Ruiz-Medina, María D. & Angulo, José M.**1382-1408 Eigenvalues of large sample covariance matrices of spiked population models***by*Baik, Jinho & Silverstein, Jack W.**1409-1436 An estimation method for the Neyman chi-square divergence with application to test of hypotheses***by*Broniatowski, M. & Leorato, S.**1437-1450 Optimum two level fractional factorial plans for model identification and discrimination***by*Ghosh, Subir & Tian, Ying**1451-1466 Asymptotic Bayesian structure learning using graph supports for Gaussian graphical models***by*Marrelec, Guillaume & Benali, Habib**1467-1475 Duality between matrix variate t and matrix variate V.G. distributions***by*Harrar, Solomon W. & Seneta, Eugene & Gupta, Arjun K.

### 2006, Volume 97, Issue 5

**1025-1043 A likelihood ratio test for separability of covariances***by*Mitchell, Matthew W. & Genton, Marc G. & Gumpertz, Marcia L.**1044-1069 Limit distributions of least squares estimators in linear regression models with vague concepts***by*Krätschmer, Volker**1070-1089 Corrected version of AIC for selecting multivariate normal linear regression models in a general nonnormal case***by*Yanagihara, Hirokazu**1090-1120 Modified Whittle estimation of multilateral models on a lattice***by*Robinson, P.M. & Vidal Sanz, J.**1121-1141 Asymptotic robustness of standard errors in multilevel structural equation models***by*Yuan, Ke-Hai & Bentler, Peter M.**1142-1161 Nonparametric regression function estimation with surrogate data and validation sampling***by*Wang, Qihua**1162-1184 Semi-parametric estimation of partially linear single-index models***by*Xia, Yingcun & Härdle, Wolfgang**1185-1207 Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors***by*Daniels, Michael J.**1208-1220 Preserving multivariate dispersion: An application to the Wishart distribution***by*Fernández-Ponce, J.M. & Rodríguez-Griñolo, R.**1221-1250 Parameter estimation under ambiguity and contamination with the spurious model***by*Teresa Gallegos, María & Ritter, Gunter**1251-1261 Total positivity order and the normal distribution***by*Rinott, Yosef & Scarsini, Marco

### 2006, Volume 97, Issue 4

**797-809 Progressive Type II censored order statistics for multivariate observations***by*Bairamov, Ismihan**810-826 Influence functions for a general class of depth-based generalized quantile functions***by*Wang, Jin & Serfling, Robert**827-843 A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix***by*Schott, James R.**844-873 Statistical inference in a panel data semiparametric regression model with serially correlated errors***by*You, Jinhong & Zhou, Xian**874-894 Non-white Wishart ensembles***by*Péché, S.**895-924 The hyper-Dirichlet process and its discrete approximations: The butterfly model***by*Asci, C. & Nappo, G. & Piccioni, M.**925-945 Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example***by*Gilbert, Scott & Zemcík, Petr**946-984 Consistent variable selection in large panels when factors are observable***by*Ouysse, Rachida**985-998 Gauss inequalities on ordered linear spaces***by*Jensen, D.R.**999-1023 Kernel estimation of density level sets***by*Cadre, BenoI^t

### 2006, Volume 97, Issue 3

**575-585 New insights into best linear unbiased estimation and the optimality of least-squares***by*Faliva, Mario & Zoia, Maria Grazia**586-605 Asymptotic results on a class of adaptive multi-treatment designs***by*Li-Xin, Zhang**606-618 Special variance structures in the growth curve model***by*Zezula, Ivan**619-632 Restricted expected multivariate least squares***by*Fang, Kai-Tai & Wang, Song-Gui & von Rosen, Dietrich**633-654 Strong consistency of least-squares estimation in linear regression models with vague concepts***by*Krätschmer, Volker**655-674 A trivariate chi-squared distribution derived from the complex Wishart distribution***by*Hagedorn, M. & Smith, P.J. & Bones, P.J. & Millane, R.P. & Pairman, D.**675-697 Analysis of two-sample truncated data using generalized logistic models***by*Li, Gang & Qin, Jing**698-719 Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data***by*Sun, Dongchu & Sun, Xiaoqian**720-732 Consistency of the generalized MLE of a joint distribution function with multivariate interval-censored data***by*Yu, Shaohua & Yu, Qiqing & Wong, George Y.C.**733-758 Selecting mixed-effects models based on a generalized information criterion***by*Pu, Wenji & Niu, Xu-Feng**759-764 Best affine unbiased representations of the fully restricted general Gauss-Markov model***by*Haupt, Harry & Oberhofer, Walter**765-784 Measuring stochastic dependence using [phi]-divergence***by*Micheas, Athanasios C. & Zografos, Konstantinos**785-795 The matrix-t distribution and its applications in predictive inference***by*Kibria, B.M. Golam

### 2006, Volume 97, Issue 2

**295-310 Sequences of elliptical distributions and mixtures of normal distributions***by*Gómez-Sánchez-Manzano, E. & Gómez-Villegas, M.A. & Marín, J.M.**311-323 Rates of convergence for partitioning and nearest neighbor regression estimates with unbounded data***by*Kohler, Michael & Krzyzak, Adam & Walk, Harro**324-341 Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model***by*You, Jinhong & Chen, Gemai**342-358 On the ratio X/Y for some elliptically symmetric distributions***by*Nadarajah, Saralees**359-384 Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices***by*Taskinen, Sara & Croux, Christophe & Kankainen, Annaliisa & Ollila, Esa & Oja, Hannu**385-411 Conditional independence models for seemingly unrelated regressions with incomplete data***by*Drton, Mathias & Andersson, Steen A. & Perlman, Michael D.**412-430 A statistical model for random rotations***by*León, Carlos A. & Massé, Jean-Claude & Rivest, Louis-Paul**431-454 Estimation of two ordered bivariate mean residual life functions***by*Rojo, Javier & Ghebremichael, Musie**455-473 Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution***by*Schneeweiss, Hans & Cheng, Chi-Lun**474-491 The likelihood ratio test for homogeneity in bivariate normal mixtures***by*Song Qin, Yong & Smith, Bruce**492-513 An asymptotic expansion of the distribution of Rao's U-statistic under a general condition***by*Gupta, Arjun K. & Xu, Jin & Fujikoshi, Yasunori**514-525 Estimation of location parameters for spherically symmetric distributions***by*Xu, Jian-Lun & Izmirlian, Grant**526-547 Bounds for functions of multivariate risks***by*Embrechts, Paul & Puccetti, Giovanni**548-562 Nonlinear least-squares estimation***by*Pollard, David & Radchenko, Peter**563-573 Asymptotic properties of Bayes estimators for Gaussian Itô-processes with noisy observations***by*Deck, T.

### 2006, Volume 97, Issue 1

**1-18 Spatial design matrices and associated quadratic forms: structure and properties***by*Hillier, Grant & Martellosio, Federico**19-45 Asymptotics for estimation and testing procedures under loss of identifiability***by*Zhu, Hongtu & Zhang, Heping**46-78 Some positive dependence stochastic orders***by*Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe**79-102 Latent models for cross-covariance***by*Wegelin, Jacob A. & Packer, Asa & Richardson, Thomas S.**103-123 The Matsumoto-Yor property and the structure of the Wishart distribution***by*Massam, Hélène & Wesolowski, Jacek**124-147 General projection-pursuit estimators for the common principal components model: influence functions and Monte Carlo study***by*Boente, Graciela & Pires, Ana M. & Rodrigues, Isabel M.**148-178 Asymptotics for testing hypothesis in some multivariate variance components model under non-normality***by*Gupta, Arjun K. & Harrar, Solomon W. & Fujikoshi, Yasunori**179-197 Bayesian inference in spherical linear models: robustness and conjugate analysis***by*Arellano-Valle, R.B. & del Pino, G. & Iglesias, P.**198-210 Minimax and maximin efficient designs for estimating the location-shift parameter of parallel models with dual responses***by*Lo Huang, Mong-Na & Lin, Chun-Sui**211-230 Prospective and retrospective analyses under logistic regression models***by*Zhang, Biao**231-245 Adaptation under probabilistic error for estimating linear functionals***by*Tony Cai, T. & Low, Mark G.**246-273 Bayesian multivariate spatial models for roadway traffic crash mapping***by*Song, J.J. & Ghosh, M. & Miaou, S. & Mallick, B.**274-294 Local efficiency of a Cramer-von Mises test of independence***by*Genest, Christian & Quessy, Jean-François & Rémillard, Bruno

### 2005, Volume 96, Issue 2

**219-236 On the consistency properties of linear and quadratic discriminant analyses***by*Velilla, Santiago & Hernández, Adolfo**237-264 The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption***by*Yanagihara, Hirokazu & Tonda, Tetsuji & Matsumoto, Chieko**265-281 Skew normal measurement error models***by*Arellano-Valle, R.B. & Ozan, S. & Bolfarine, H. & Lachos, V.H.**282-294 Decomposition of search for v-structures in DAGs***by*Geng, Zhi & Wang, Chi & Zhao, Qiang**295-310 When is the mean self-consistent?***by*Davidov, Ori**311-331 Robust nonparametric estimators of monotone boundaries***by*Daouia, Abdelaati & Simar, Léopold**332-351 Locally efficient estimation of regression parameters using current status data***by*Andrews, Chris & van der Laan, Mark & Robins, James**352-373 Cycle-transitive comparison of independent random variables***by*De Schuymer, B. & De Meyer, H. & De Baets, B.**374-383 A measure of independence for a multivariate normal distribution and some connections with factor analysis***by*Knott, Martin**384-403 Influence of observations on the misclassification probability in quadratic discriminant analysis***by*Croux, Christophe & Joossens, Kristel**404-424 Integral trimmed regions***by*Cascos, Ignacio & López-Díaz, Miguel**425-438 Factorization of moving-average spectral densities by state-space representations and stacking***by*Li, Lei M.

### 2005, Volume 96, Issue 1

**1-19 L1-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized***by*Fujikoshi, Y. & Ulyanov, V.V. & Shimizu, R.**20-29 Correlation in Lp-spaces***by*Kowalski, Aleksander & Rudiuk, Edmund**30-54 A formal test for nonstationarity of spatial stochastic processes***by*Fuentes, Montserrat**55-72 Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis***by*Srivastava, M.S. & Ehsanes Saleh, A.K.Md.**73-92 Practical tests for randomized complete block designs***by*Mahfoud, Ziyad R. & Randles, Ronald H.**93-116 On fundamental skew distributions***by*Arellano-Valle, Reinaldo B. & Genton, Marc G.**117-135 Asymptotics for pooled marginal slicing estimator based on SIR[alpha] approach***by*Saracco, Jérôme**136-171 Second-order accurate inference on eigenvalues of covariance and correlation matrices***by*Boik, Robert J.**172-189 Measurement errors in multivariate measurement scales***by*Tarkkonen, L. & Vehkalahti, K.**190-217 Robust semiparametric M-estimation and the weighted bootstrap***by*Ma, Shuangge & Kosorok, Michael R.

### 2005, Volume 95, Issue 2

**227-245 Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences***by*Liang, Han-Ying & Jing, Bing-Yi**246-272 Rate optimal estimation with the integration method in the presence of many covariates***by*Hengartner, Nicolas W. & Sperlich, Stefan**273-300 Improved estimation of regression parameters in measurement error models***by*Kim, H.M. & Saleh, A.K.Md.Ehsanes**301-322 Testing goodness of fit for the distribution of errors in multivariate linear models***by*Jiménez Gamero, M.D. & Muñoz García, J. & Pino Mejías, R.**323-344 A new construction for skew multivariate distributions***by*Dey, Dipak K. & Liu, Junfeng**345-369 A multivariate empirical characteristic function test of independence with normal marginals***by*Bilodeau, M. & Lafaye de Micheaux, P.**370-384 Mixtures of factor analyzers: an extension with covariates***by*Fokoué, Ernest**385-409 Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach***by*Peng, Hanxiang & Schick, Anton**410-430 Noncentral quadratic forms of the skew elliptical variables***by*Fang, B.Q.**431-448 A two-way analysis of variance model with positive definite interaction for homologous factors***by*Causeur, David & Dhorne, Thierry & Antoni, Arlette

### 2005, Volume 95, Issue 1

**1-22 Item response theory for longitudinal data: population parameter estimation***by*Andrade, Dalton F. & Tavares, Heliton R.**23-36 On a combination method of VDR and patchwork for generating uniform random points on a unit sphere***by*Yang, Zhenhai & Pang, W.K. & Hou, S.H. & Leung, P.K.**37-49 Asymptotically optimal tests for parametric functions against ordered functional alternatives***by*Tsai, Ming-Tien & Sen, Pranab Kumar**50-65 Asymptotics in Bayesian decision theory with applications to global robustness***by*Abraham, Christophe**66-75 Stochastic response restrictions***by*Haupt, Harry & Oberhofer, Walter**76-106 Block thresholding for density estimation: local and global adaptivity***by*Chicken, Eric & Cai, T. Tony**107-118 Efficiency of test for independence after Box-Cox transformation***by*Freeman, Jade & Modarres, Reza**119-152 Goodness-of-fit tests for copulas***by*Fermanian, Jean-David**153-181 Depth estimators and tests based on the likelihood principle with application to regression***by*Müller, Christine H.**182-205 Censored multiple regression by the method of average derivatives***by*Lu, Xuewen & Burke, M.D.**206-226 High breakdown estimators for principal components: the projection-pursuit approach revisited***by*Croux, Christophe & Ruiz-Gazen, Anne

### 2005, Volume 94, Issue 2

**227-249 Estimation of regression contour clusters--an application of the excess mass approach to regression***by*Polonik, Wolfgang & Wang, Zailong**250-270 A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors***by*Shklyar, S. & Schneeweiss, H.**271-299 Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix***by*Takemura, Akimichi & Sheena, Yo**300-312 Monte Carlo approximation through Gibbs output in generalized linear mixed models***by*Chan, Jennifer S.K. & Kuk, Anthony Y.C. & Yam, Carrie H.K.**313-327 A class of stationary random fields with a simple correlation structure***by*Ma, Chunsheng**328-343 Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models***by*Yuan, Ke-Hai & Bentler, Peter M.**344-365 Nonlinearity effects in multidimensional scaling***by*Gower, John C. & Ngouenet, Roger F.**366-381 Covariance estimation under spatial dependence***by*Furrer, Reinhard**382-400 A skewed Kalman filter***by*Naveau, Philippe & Genton, Marc G. & Shen, Xilin**401-419 Asymptotic efficiency of the two-stage estimation method for copula-based models***by*Joe, Harry**420-449 Asymptotic distribution of inequality-restricted canonical correlation with application to tests for independence in ordered contingency tables***by*Kuriki, Satoshi

### 2005, Volume 94, Issue 1

**1-18 Laplace approximations to hypergeometric functions of two matrix arguments***by*Butler, Ronald W. & Wood, Andrew T.A.**19-69 Adequateness and interpretability of objective functions in ordinal data analysis***by*Herden, Gerhard & Pallack, Andreas**70-108 On the minimization of multinomial tails and the Gupta-Nagel conjecture***by*Gastaldi, Tommaso**109-122 Singular random matrix decompositions: distributions***by*Díaz-García, José A. & González-Farías, Graciela**123-158 On Hadamard differentiability in k-sample semiparametric models--with applications to the assessment of structural relationships***by*Freitag, Gudrun & Munk, Axel**159-171 On the dependence structure of order statistics***by*Avérous, Jean & Genest, Christian & C. Kochar, Subhash**172-195 Dependence structures of multivariate Bernoulli random vectors***by*Hu, Taizhong & Xie, Chaode & Ruan, Lingyan**196-208 Density estimation by the penalized combinatorial method***by*Biau, Gérard & Devroye, Luc**209-221 Some results on the multivariate truncated normal distribution***by*Horrace, William C.

### 2005, Volume 93, Issue 2

**223-237 Similar tests for covariance structures in multivariate linear models***by*Forchini, G.**238-256 Checking the adequacy of the multivariate semiparametric location shift model***by*Henze, N. & Klar, B. & Zhu, L. X.**257-266 The general common Hermitian nonnegative-definite solution to the matrix equations AXA*=BB* and CXC*=DD* with applications in statistics***by*Zhang, Xian**267-295 On the distribution of Pickands coordinates in bivariate EV and GP models***by*Falk, Michael & Reiss, Rolf-Dieter**296-312 Singular random matrix decompositions: Jacobians***by*Díaz-García, José A. & González-Farías, Graciela**313-339 Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes***by*Bassan, Bruno & Spizzichino, Fabio**340-357 Normative selection of Bayesian networks***by*Sebastiani, Paola & Ramoni, Marco**358-374 Regularized classification for mixed continuous and categorical variables under across-location heteroscedasticity***by*Leung, Chi-Ying