# Elsevier

# Journal of Multivariate Analysis

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### 2005, Volume 95, Issue 2

**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**375-393 Test for parameter change in stochastic processes based on conditional least-squares estimator***by*Lee, Sangyeol & Na, Okyoung**394-416 Minimax multivariate empirical Bayes estimators under multicollinearity***by*Srivastava, M. S. & Kubokawa, T.**417-433 Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation***by*Duong, Tarn & Hazelton, Martin L.**434-445 Archimedean copulæ and positive dependence***by*Müller, Alfred & Scarsini, Marco

### 2005, Volume 93, Issue 1

**1-20 Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribution***by*Gupta, A. K. & Sheena, Y. & Fujikoshi, Y.**21-39 Auto-associative models and generalized principal component analysis***by*Girard, Stéphane & Iovleff, Serge**40-57 Constraints on concordance measures in bivariate discrete data***by*Denuit, Michel & Lambert, Philippe**58-80 A new test for multivariate normality***by*Szekely, Gábor J. & Rizzo, Maria L.**81-101 Evaluation of reproducibility for paired functional data***by*Li, Runze & Chow, Mosuk**102-111 High breakdown mixture discriminant analysis***by*Bashir, Shaheena & Carter, E. M.**112-121 Stochastic comparisons of order statistics from gamma distributions***by*Lihong, Sun & Xinsheng, Zhang**122-163 Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors***by*Hallin, Marc & Paindaveine, Davy**164-179 Testing multivariate normality in incomplete data of small sample size***by*Tan, Ming & Fang, Hong-Bin & Tian, Guo-Liang & Wei, Gang**180-197 Angular Gaussian and Cauchy estimation***by*Auderset, Claude & Mazza, Christian & Ruh, Ernst A.**198-221 B-splines and discretization in an inverse problem for Poisson processes***by*Szkutnik, Zbigniew

### 2005, Volume 92, Issue 2

**227-238 Improving on the mle of a bounded location parameter for spherical distributions***by*Marchand, Éric & Perron, François**239-256 Extension of the variance function of a steep exponential family***by*Hassairi, A. & Masmoudi, A.**257-280 Modeling shape distributions and inferences for assessing differences in shapes***by*Micheas, Athanasios C. & Dey, Dipak K.**281-297 Matrix shrinkage of high-dimensional expectation vectors***by*Serdobolskii, V. I.**298-323 Operator geometric stable laws***by*Kozubowski, Tomasz J. & Meerschaert, Mark M. & Panorska, Anna K. & Scheffler, Hans-Peter**324-342 Estimation of the entropy of a multivariate normal distribution***by*Misra, Neeraj & Singh, Harshinder & Demchuk, Eugene**343-358 Characterization of rankings generated by linear discriminant analysis***by*Kamiya, Hidehiko & Takemura, Akimichi**359-385 Simple consistent cluster methods based on redescending M-estimators with an application to edge identification in images***by*Müller, Christine H. & Garlipp, Tim**386-404 Jackknifing in partially linear regression models with serially correlated errors***by*You, Jinhong & Zhou, Xian & Chen, Gemai**405-425 Some laws of the iterated logarithm in Hilbertian autoregressive models***by*Menneteau, Ludovic**426-453 On Pickands coordinates in arbitrary dimensions***by*Falk, Michael & Reiss, Rolf-Dieter**454-464 The admissibility of the empirical mean location for the matrix von Mises-Fisher family***by*Hendriks, Harrie

### 2005, Volume 92, Issue 1

**1-23 Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process***by*Helmers, Roelof & Mangku, I. Wayan & Zitikis, Ricardas**24-41 Estimation in generalized linear models for functional data via penalized likelihood***by*Cardot, Hervé & Sarda, Pacal**42-52 On the asymptotic properties of multivariate sample autocovariances***by*Boshnakov, Georgi N.**53-76 The restricted EM algorithm under inequality restrictions on the parameters***by*Shi, Ning-Zhong & Zheng, Shu-Rong & Guo, Jianhua**77-96 Robustness of one-sided cross-validation to autocorrelation***by*Hart, Jeffrey D. & Lee, Cherng-Luen**97-115 Rao distances***by*A. Micchelli, Charles & Noakes, Lyle**116-133 Extensions of the conjugate prior through the Kullback-Leibler separators***by*Yanagimoto, Takemi & Ohnishi, Toshio**134-144 A decomposition for a stochastic matrix with an application to MANOVA***by*Mortarino, Cinzia**145-173 Dependence orderings for some functionals of multivariate point processes***by*Kulik, Rafal & Szekli, Ryszard**174-185 A generalized Mahalanobis distance for mixed data***by*de Leon, A. R. & Carrière, K. C.**186-204 Covariate selection for semiparametric hazard function regression models***by*Bunea, Florentina & McKeague, Ian W.**205-225 A semiparametric density estimator based on elliptical distributions***by*Liebscher, Eckhard

### 2004, Volume 91, Issue 2

**119-142 On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(p)***by*Galtchouk, L. & Konev, V.**143-160 Multivariate Lukacs theorem***by*Bobecka, Konstancja & Wesolowski, Jacek**161-176 Canonical correlation analysis based on information theory***by*Yin, Xiangrong**177-198 Weighted bootstrap for U-statistics***by*Wang, Qiying & Jing, Bing-Yi**199-223 Improvement of approximations for the distributions of multinomial goodness-of-fit statistics under nonlocal alternatives***by*Sekiya, Yuri & Taneichi, Nobuhiro**224-239 Limit theorems for random permanents with exchangeable structure***by*Rempala, Grzegorz A. & Wesolowski, Jacek**240-261 Bandwidth choice for local polynomial estimation of smooth boundaries***by*Hall, Peter & Park, Byeong U.**262-281 Multivariate spatial regression models***by*Gamerman, Dani & Moreira, Ajax R. B.**282-304 Local influence in multilevel regression for growth curves***by*Shi, Lei & Ojeda, Mario Miguel

### 2004, Volume 91, Issue 1

**1-17 Linear mixed models and penalized least squares***by*Bates, Douglas M. & DebRoy, Saikat**18-34 A new joint model for longitudinal and survival data with a cure fraction***by*Chen, Ming-Hui & Ibrahim, Joseph G. & Sinha, Debajyoti**35-52 Likelihood ratio tests for goodness-of-fit of a nonlinear regression model***by*Crainiceanu, Ciprian M. & Ruppert, David**53-73 Estimation in mixed effects model with errors in variables***by*Cui, Hengjian & Ng, Kai W. & Zhu, Lixing**74-89 Quantile regression for longitudinal data***by*Koenker, Roger**90-106 Likelihood and conditional likelihood inference for generalized additive mixed models for clustered data***by*Zhang, Daowen & Davidian, Marie**107-118 Variance component testing in semiparametric mixed models***by*Zhu, Zhongyi & Fung, Wing K.

### 2004, Volume 90, Issue 2

**229-256 Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function***by*Chaturvedi, Anoop & Shalabh**257-268 Covariance kernel and the central limit theorem in the total variation distance***by*Mikami, Toshio**269-281 Improved estimation of accuracy in simple hypothesis versus simple alternative testing***by*Wang, Hsiuying**282-300 Discriminant analysis for locally stationary processes***by*Sakiyama, Kenji & Taniguchi, Masanobu**301-326 Higher order representations of the Robbins-Monro process***by*Dippon, Jürgen**327-347 Asymptotic properties of some subset vector autoregressive process estimators***by*Brockwell, Peter J. & Davis, Richard A. & Trindade, A. Alexandre**348-358 Best-possible bounds on sets of bivariate distribution functions***by*Nelsen, Roger B. & Molina, José Juan Quesada & Lallena, José Antonio Rodríguez & Flores, Manuel Úbeda**359-383 Correlation and spectral theory for periodically correlated random fields indexed on Z2***by*Hurd, H. & Kallianpur, G. & Farshidi, J.**384-392 Sharp minimaxity and spherical deconvolution for super-smooth error distributions***by*Kim, Peter T. & Koo, Ja-Yong & Park, Heon Jin**393-406 One-sided tests for independence of seemingly unrelated regression equations***by*Kurata, Hiroshi**407-425 The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities***by*Ando, Masakazu & Kimura, Miyoshi

### 2004, Volume 90, Issue 1

**1-18 Determining and analyzing differentially expressed genes from cDNA microarray experiments with complementary designs***by*Conlon, Erin M. & Eichenberger, Patrick & Liu, J.S.Jun S.**19-43 Analyzing factorial designed microarray experiments***by*Scholtens, Denise & Miron, Alexander & M. Merchant, Faisal & Miller, Arden & L. Miron, Penelope & Dirk Iglehart, J. & Gentleman, Robert**44-66 Problems in gene clustering based on gene expression data***by*Bryan, Jenny**67-89 Clustering and classification based on the L1 data depth***by*Jörnsten, Rebecka**90-105 On a resampling approach for tests on the number of clusters with mixture model-based clustering of tissue samples***by*McLachlan, G. J. & Khan, N.**106-131 Finding predictive gene groups from microarray data***by*Dettling, Marcel & Bühlmann, Peter**132-153 Hidden Markov models approach to the analysis of array CGH data***by*Fridlyand, Jane & Snijders, Antoine M. & Pinkel, Dan & Albertson, Donna G. & Jain, A.N.Ajay N.**154-177 Tree-based multivariate regression and density estimation with right-censored data***by*Molinaro, Annette M. & Dudoit, Sandrine & van der Laan, M.J.Mark J.**178-195 Exploring interactions in high-dimensional genomic data: an overview of Logic Regression, with applications***by*Ruczinski, Ingo & Kooperberg, Charles & L. LeBlanc, Michael**196-212 Sparse graphical models for exploring gene expression data***by*Dobra, Adrian & Hans, Chris & Jones, Beatrix & Nevins, J.R.Joseph R. & Yao, Guang & West, Mike**213-228 Ontology concepts and tools for statistical genomics***by*Carey, V.J.Vincent J.

### 2004, Volume 89, Issue 2

**191-218 The generalized near-integer Gamma distribution: a basis for 'near-exact' approximations to the distribution of statistics which are the product of an odd number of independent Beta random variables***by*Coelho, Carlos A.**219-242 Construction of conservative test for change-point problem in two-dimensional random fields***by*Ninomiya, Yoshiyuki**243-260 The limiting behavior of least absolute deviation estimators for threshold autoregressive models***by*Wang, Lihong & Wang, Jinde**261-291 Tail probabilities of the limiting null distributions of the Anderson-Stephens statistics***by*Kuriki, Satoshi & Takemura, Akimichi**292-303 Maximum likelihood estimation of covariance matrices under simple tree ordering***by*Tsai, Ming-Tien**304-328 Regression quantiles for unstable autoregressive models***by*Ling, Shiqing & McAleer, Michael**329-337 Family of multivariate generalized t distributions***by*Arslan, Olcay**338-350 Wavelet modeling of priors on triangles***by*Dey, Dipak K. & Wang, Yazhen**351-370 Multidimensional dependency measures***by*Fernández, Begoña Fernández & González-Barrios, José M.**371-383 A lower bound on the performance of the quadratic discriminant function***by*Cooke, Tristrom

### 2004, Volume 89, Issue 1

**1-35 Results in statistical discriminant analysis: a review of the former Soviet Union literature***by*Raudys, Sarunas & Young, Dean M.**36-69 Exact probabilities of correct classifications for uncorrelated repeated measurements from elliptically contoured distributions***by*Krause, D. & Richter, W. -D.**70-86 Optimal global rate of convergence in nonparametric regression with left-truncated and right-censored data***by*Park, Jinho**87-96 On inadmissibility of Hotelling T2-tests for restricted alternatives***by*Tsai, Ming-Tien & Sen, Pranab Kumar**97-118 Local polynomial maximum likelihood estimation for Pareto-type distributions***by*Beirlant, Jan & Goegebeur, Yuri**119-134 Structural decompositions of multivariate distributions with applications in moment and cumulant***by*Ip, Edward H. & Wang, Yuchung J. & Yeh, Yeong-nan**135-147 Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing***by*Inoue, Akihiko & Kasahara, Yukio**148-180 On consistent testing for serial correlation of unknown form in vector time series models***by*Duchesne, Pierre & Roy, Roch**181-190 A multivariate skew normal distribution***by*Gupta, Arjun K. & González-Farías, Graciela & Domínguez-Molina, J. Armando

### 2004, Volume 88, Issue 2

**207-221 Inequalities associated with intra-inter-class correlation matrices***by*Kurata, Hiroshi**222-242 Testing for affine equivalence of elliptically symmetric distributions***by*Gupta, A. K. & Henze, N. & Klar, B.**243-251 Estimation of cusp in nonregular nonlinear regression models***by*Prakasa Rao, B. L. S.**252-273 Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors***by*Jaschke, Stefan & Klüppelberg, Claudia & Lindner, Alexander**274-297 Complexity penalized support estimation***by*Klemelä, Jussi**298-319 Nonparametric ANCOVA with two and three covariates***by*Tsangari, Haritini & Akritas, Michael G.**320-334 Stein's idea and minimax admissible estimation of a multivariate normal mean***by*Maruyama, Yuzo**335-364 Reference priors for exponential families with simple quadratic variance function***by*Consonni, Guido & Veronese, Piero & Gutiérrez-Peña, Eduardo**365-411 A well-conditioned estimator for large-dimensional covariance matrices***by*Ledoit, Olivier & Wolf, Michael

### 2004, Volume 88, Issue 1

**1-18 On some testing problems for sparse contingency tables***by*Burman, Prabir**19-46 Combining the data from two normal populations to estimate the mean of one when their means difference is bounded***by*van Eeden, Constance & Zidek, James V.**47-60 Some properties and characterizations for generalized multivariate Pareto distributions***by*Yeh, Hsiaw-Chan**61-75 Kernel density estimation for spatial processes: the L1 theory***by*Hallin, Marc & Lu, Zudi & Tran, Lanh T.**76-88 Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models***by*Yang, Guo-Qing & Wu, Qi-Guang**89-108 Robust weighted orthogonal regression in the errors-in-variables model***by*Fekri, M. & Ruiz-Gazen, A.**109-117 A chi-square test for dimensionality with non-Gaussian data***by*Bai, Z. D. & He, Xuming**118-130 An extension of the factorization theorem to the non-positive case***by*Kopciuszewski, Pawel**131-137 Improved estimation of a covariance matrix in an elliptically contoured matrix distribution***by*Leung, Pui Lam & Ng, Foon Yip**138-151 A connection between supermodular ordering and positive/negative association***by*Christofides, Tasos C. & Vaggelatou, Eutichia**152-162 Spatial autoregression and related spatio-temporal models***by*Ma, Chunsheng**163-176 A test of uniformity on shape spaces***by*Chikuse, Y. & Jupp, P. E.**177-189 Generalized p-values and generalized confidence regions for the multivariate Behrens-Fisher problem and MANOVA***by*Gamage, Jinadasa & Mathew, Thomas & Weerahandi, Samaradasa**190-206 On a new multivariate two-sample test***by*Baringhaus, L. & Franz, C.

### 2003, Volume 87, Issue 2

**219-240 Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis***by*Pivato, Marcus & Seco, Luis**241-260 Large and moderate deviations for infinite-dimensional autoregressive processes***by*Mas, André & Menneteau, Ludovic**261-274 The efficiency of adjusted least squares in the linear functional relationship***by*Kukush, Alexander & Maschke, Erich Otto**275-297 Invariant tests for symmetry about an unspecified point based on the empirical characteristic function***by*Henze, N. & Klar, B. & Meintanis, S. G.**298-314 The skew elliptical distributions and their quadratic forms***by*Fang, B. Q.**315-327 Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model***by*Ibarrola, P. & Pérez-Palomares, A.**328-355 The affine equivariant sign covariance matrix: asymptotic behavior and efficiencies***by*Ollila, Esa & Oja, Hannu & Croux, Christophe**356-369 Factor models for multivariate count data***by*Wedel, Michel & Böckenholt, Ulf & Kamakura, Wagner A.**370-397 Tail behaviour of Gaussian processes with applications to the Brownian pillow***by*Koning, Alex J. & Protasov, Vladimir**398-412 On familial longitudinal Poisson mixed models with gamma random effects***by*Sutradhar, Brajendra C. & Jowaheer, Vandna**413-417 The distribution of symmetric matrix quotients***by*Gupta, A. K. & Kabe, D. G.

### 2003, Volume 87, Issue 1

**2-23 Multivariate quadratic forms of random vectors***by*Blacher, René**24-45 Identification of graphical models for nonignorable nonresponse of binary outcomes in longitudinal studies***by*Ma, Wen-Qing & Geng, Zhi & Hu, Yong-Hua**46-59 Characterization of the partial autocorrelation function of nonstationary time series***by*Dégerine, Serge & Lambert-Lacroix, Sophie**60-79 Empirical Bayesian estimation of normal variances and covariances***by*Champion, Colin J.**80-100 Semiparametric estimation based on parametric modeling of the cause-specific hazard ratios in competing risks***by*Suzukawa, A. & Taneichi, N.**101-132 Survival function estimation when lifetime and censoring time are dependent***by*Ebrahimi, Nader & Molefe, Daniel**133-158 Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes***by*Antoniadis, Anestis & Sapatinas, Theofanis**159-176 Rank estimation in reduced-rank regression***by*Bura, Efstathia & Cook, R. Dennis**177-190 Kronecker product permutation matrices and their application to moment matrices of the normal distribution***by*Schott, James R.**191-217 Nonparametric estimation of the location of a maximum in a response surface***by*Facer, Matthew R. & Müller, Hans-Georg

### 2003, Volume 86, Issue 2

**213-226 Efficient estimation in conditional single-index regression***by*Delecroix, Michel & Härdle, Wolfgang & Hristache, Marian**227-241 Consistent estimation of coefficients in measurement error models with replicated observations***by*Shalabh**242-253 Best affine unbiased response decomposition***by*Dhaene, Geert & Schokkaert, Erik & Van de Voorde, Carine**254-265 On the admissibility of stable spherical multivariate tests***by*Glimm, Ekkehard & Läuter, Jürgen**266-292 Nonparametric estimation of distributions with categorical and continuous data***by*Li, Qi & Racine, Jeff**293-309 Constructing fixed rank optimal estimators with method of best recurrent approximations***by*Torokhti, Anatoli & Howlett, Phil**310-329 Semi-parametric multivariate modelling when the marginals are the same***by*Marron, J. S. & Nakamura, Miguel & Pérez-Abreu, Víctor**330-359 Local polynomial fitting under association***by*Masry, Elias**360-374 Hypothesis testing for the generalized multivariate modified Bessel model***by*Thabane, Lehana & Drekic, Steve**375-397 Reducing variance in nonparametric surface estimation***by*Cheng, Ming-Yen & Hall, Peter**398-422 Precise asymptotics in some strong limit theorems for multidimensionally indexed random variables***by*Gut, Allan & Spataru, Aurel

### 2003, Volume 86, Issue 1

**1-13 Unbiased estimation in the multivariate natural exponential family with simple quadratic variance function***by*López Blázquez, Fernando & Gutiérrez Rubio, David**14-27 Estimation of a parameter vector when some components are restricted***by*Fourdrinier, Dominique & Ouassou, Idir & Strawderman, William E.**28-47 Estimating the covariance matrix: a new approach***by*Kubokawa, T. & Srivastava, M. S.**48-71 Are copulas unimodal?***by*Cuculescu, Ioan & Theodorescu, Radu**72-96 Using wavelet methods to solve noisy Abel-type equations with discontinuous inputs***by*Hall, Peter & Paige, Robert & Ruymgaart, Frits H.**97-107 Spatio-temporal stationary covariance models***by*Ma, Chunsheng**108-125 A criterion for a continuous spectral density***by*Bradley, Richard C.