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ORCIDJournal of Multivariate Analysis, Volume 141
Volume 141, October 2015
- Heng Lian
, Jie Meng, Zengyan Fan:
Simultaneous estimation of linear conditional quantiles with penalized splines. 1-21 - Konstancja Bobecka:
The Matsumoto-Yor property on trees for matrix variates of different dimensions. 22-34 - Fumiyasu Komaki:
Simultaneous prediction for independent Poisson processes with different durations. 35-48 - Heng Lian:
Quantile regression for dynamic partially linear varying coefficient time series models. 49-66 - Xuan Wang, Qihua Wang:
Semiparametric linear transformation model with differential measurement error and validation sampling. 67-80 - Heng Lian, Jie Meng, Kaifeng Zhao:
Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models. 81-103 - Larissa A. Matos, Dipankar Bandyopadhyay, Luis Mauricio Castro, Victor H. Lachos:
Influence assessment in censored mixed-effects models using the multivariate Student's-t distribution. 104-117 - Zhihua Sun, Xue Ye, Liuquan Sun:
Consistent test of error-in-variables partially linear model with auxiliary variables. 118-131 - Yanlin Tang, Huixia Judy Wang:
Penalized regression across multiple quantiles under random censoring. 132-146 - Thibault Vatter, Valérie Chavez-Demoulin:
Generalized additive models for conditional dependence structures. 147-167 - Pronoy K. Mondal, Munmun Biswas, Anil Kumar Ghosh:
On high dimensional two-sample tests based on nearest neighbors. 168-178 - Richard J. Charnigo, Limin Feng, Cidambi Srinivasan:
Nonparametric and semiparametric compound estimation in multiple covariates. 179-196 - Georg Mainik:
Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions. 197-216 - Xintao Tian, Yuting Lu, Weiming Li:
A robust test for sphericity of high-dimensional covariance matrices. 217-227
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