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ORCIDJournal of Multivariate Analysis, Volume 101
Volume 101, Number 1, January 2010
- Taoufik Bouezmarni, Jeroen V. K. Rombouts
, Abderrahim Taamouti:
Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data. 1-10 - Vic Patrangenaru, X. Liu, S. Sugathadasa:
A nonparametric approach to 3D shape analysis from digital camera images - I. 11-31 - Francisco J. Caro-Lopera, José A. Díaz-García, Graciela González-Farías:
Noncentral elliptical configuration density. 32-43 - Peng Zhao, Taizhong Hu:
On hazard rate ordering of the sums of heterogeneous geometric random variables. 44-51 - Jorge Navarro, N. Balakrishnan:
Study of some measures of dependence between order statistics and systems. 52-67 - Grigorii Melnichenko:
Energy discriminant analysis, quantum logic, and fuzzy sets. 68-76 - Domenico Marinucci, Giovanni Peccati:
Representations of SO(3) and angular polyspectra. 77-100 - Naohiro Kato, Takayuki Yamada, Yasunori Fujikoshi:
High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound. 101-112 - Debasis Kundu, N. Balakrishnan, Ahad Jamalizadeh:
Bivariate Birnbaum-Saunders distribution and associated inference. 113-125 - Herold Dehling, Martin Wendler:
Central limit theorem and the bootstrap for U-statistics of strongly mixing data. 126-137 - Weihua Zhou, Xin Dang:
Projection based scatter depth functions and associated scatter estimators. 138-153 - Thomas Fung, Eugene Seneta:
Extending the multivariate generalised t and generalised VG distributions. 154-164 - Subhash C. Kochar, Maochao Xu:
On the right spread order of convolutions of heterogeneous exponential random variables. 165-176 - Paul Embrechts, Giovanni Puccetti:
Bounds for the sum of dependent risks having overlapping marginals. 177-190 - Yuchung J. Wang, Kun-Lin Kuo:
Compatibility of discrete conditional distributions with structural zeros. 191-199 - Florent Autin, Erwan Le Pennec, Karine Tribouley:
Thresholding methods to estimate copula density. 200-222 - Takeshi Emura, Weijing Wang:
Testing quasi-independence for truncation data. 223-239 - Pingshou Zhong, Hengjian Cui:
Empirical likelihood for median regression model with designed censoring variables. 240-251 - Harry Joe, Haijun Li, Aristidis K. Nikoloulopoulos:
Tail dependence functions and vine copulas. 252-270 - Peng Zeng, Yu Zhu:
An integral transform method for estimating the central mean and central subspaces. 271-290 - Giovanni Puccetti, Marco Scarsini:
Multivariate comonotonicity. 291-304
Volume 101, Number 2, February 2010
- Frédéric Ferraty:
High-dimensional data: a fascinating statistical challenge. 305-306 - Sophie Dabo-Niang, Serge Guillas:
Functional semiparametric partially linear model with autoregressive errors. 307-315 - Dimitris N. Politis, Joseph P. Romano:
K-sample subsampling in general spaces: The case of independent time series. 316-326 - Manuel Febrero-Bande, Pedro Galeano, Wenceslao González-Manteiga:
Measures of influence for the functional linear model with scalar response. 327-339 - Xiao Wang:
Wiener processes with random effects for degradation data. 340-351 - Lajos Horváth, Marie Husková, Piotr Kokoszka:
Testing the stability of the functional autoregressive process. 352-367 - Ahmad Reza Soltani, Z. Shishebor, Ali Zamani:
Inference on periodograms of infinite dimensional discrete time periodically correlated processes. 368-373 - Karl Gustafson:
Operator trigonometry of multivariate finance. 374-384 - Alain Boudou, Yves Romain:
On the integral with respect to the tensor product of two random measures. 385-394 - Hervé Cardot, Jan Johannes:
Thresholding projection estimators in functional linear models. 395-408 - David Nerini, Pascal Monestiez, Claude Manté:
Cokriging for spatial functional data. 409-418 - Laurent Gardes, Stéphane Girard, Alexandre Lekina:
Functional nonparametric estimation of conditional extreme quantiles. 419-433 - Marianna Bolla, Katalin Friedl, András Krámli:
Singular value decomposition of large random matrices (for two-way classification of microarrays). 434-446 - Michiel Debruyne, Andreas Christmann, Mia Hubert, Johan A. K. Suykens:
Robustness of reweighted Least Squares Kernel Based Regression. 447-463 - Graciela Boente, Daniela Rodriguez, Mariela Sued:
Inference under functional proportional and common principal component models. 464-475 - Karim Benhenni, S. Hedli-Griche, Mustapha Rachdi:
Estimation of the regression operator from functional fixed-design with correlated errors. 476-490
Volume 101, Number 3, March 2010
- Manuel Franco, Juana-María Vivo:
A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its ageing and dependence properties. 491-499 - Theofanis Sapatinas, Damodar N. Shanbhag:
Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability. 500-511 - María Paz Casanova, Pilar Loreto Iglesias, Heleno Bolfarine, Victor H. Salinas, Alexis Peña:
Semiparametric Bayesian measurement error modeling. 512-524 - Wolfgang Polonik, Zailong Wang:
PRIM analysis. 525-540 - Johan Lim, Erning Li, Shin-Jae Lee:
Likelihood ratio tests of correlated multivariate samples. 541-554 - Djalil Chafaï:
The Dirichlet Markov Ensemble. 555-567 - Paolo Giordani:
Three-way analysis of imprecise data. 568-582 - Carlos Agra Coelho, Filipe J. Marques:
Near-exact distributions for the independence and sphericity likelihood ratio test statistics. 583-593 - Tie-Feng Ma, Song-Gui Wang:
Estimation of means of multivariate normal populations with order restriction. 594-602 - Wan-Ying Chang, Donald St. P. Richards:
Finite-sample inference with monotone incomplete multivariate normal data, II. 603-620 - Vygantas Paulauskas:
On Beveridge-Nelson decomposition and limit theorems for linear random fields. 621-639 - Weiwei Zhuang, Junchao Yao, Taizhong Hu:
Conditional ordering of order statistics. 640-644 - Guangming Pan, Wang Zhou:
Circular law, extreme singular values and potential theory. 645-656 - Donald St. P. Richards, Tomoya Yamada:
The Stein phenomenon for monotone incomplete multivariate normal data. 657-678 - Yanyan Liu, Yuanshan Wu, Haibo Zhou:
Multivariate failure times regression with a continuous auxiliary covariate. 679-691 - Mark Kliger, Joseph M. Francos:
The rank of the covariance matrix of an evanescent field. 692-705 - Jia Chen, Degui Li, Li-Xin Zhang:
Robust estimation in a nonlinear cointegration model. 706-717 - Gaorong Li, Lixing Zhu, Liugen Xue, Sanying Feng:
Empirical likelihood inference in partially linear single-index models for longitudinal data. 718-732 - Kairat T. Mynbaev:
Asymptotic distribution of the OLS estimator for a mixed spatial model. 733-748 - Axel Bücher, Holger Dette:
Some comments on goodness-of-fit tests for the parametric form of the copula based on L2-distances. 749-763
Volume 101, Number 4, April 2010
- Gery Geenens, Léopold Simar:
Nonparametric tests for conditional independence in two-way contingency tables. 765-788 - Steen A. Andersson, Thomas Klein:
On Riesz and Wishart distributions associated with decomposable undirected graphs. 789-810 - Elia Liitiäinen, Francesco Corona, Amaury Lendasse:
Residual variance estimation using a nearest neighbor statistic. 811-823 - Robin Wellmann, Christine H. Müller:
Tests for multiple regression based on simplicial depth. 824-838 - Jorma Rissanen, Teemu Roos, Petri Myllymäki:
Model selection by sequentially normalized least squares. 839-849 - Lixing Zhu, Lu Lin, Xia Cui, Gaorong Li:
Bias-corrected empirical likelihood in a multi-link semiparametric model. 850-868 - Olha Bodnar, Taras Bodnar, Arjun K. Gupta:
Estimation and inference for dependence in multivariate data. 869-881 - Huilin Li, Partha Lahiri:
An adjusted maximum likelihood method for solving small area estimation problems. 882-892 - Hsiaw-Chan Yeh:
Multivariate semi-logistic distributions. 893-908 - Hisayuki Hara, Akimichi Takemura, Ruriko Yoshida:
On connectivity of fibers with positive marginals in multiple logistic regression. 909-925 - Enkelejd Hashorva:
Asymptotics of the norm of elliptical random vectors. 926-935 - Haruhiko Ogasawara:
Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient. 936-948 - Jonathan C. Marshall, Martin L. Hazelton:
Boundary kernels for adaptive density estimators on regions with irregular boundaries. 949-963 - Hongmei Xie, Taizhong Hu:
Some new results on multivariate dispersive ordering of generalized order statistics. 964-970 - Chen Zhou:
The extent of the maximum likelihood estimator for the extreme value index. 971-983 - Sangyeol Lee, Chi Tim Ng:
Trimmed portmanteau test for linear processes with infinite variance. 984-998 - Xuewen Lu:
Asymptotic distributions of two "synthetic data" estimators for censored single-index models. 999-1015 - Xiaohu Li, Gaofeng Da:
Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications. 1016-1025 - Riquan Zhang, Zhensheng Huang, Yazhao Lv:
Statistical inference for the index parameter in single-index models. 1026-1041
Volume 101, Number 5, May 2010
- Han-Ying Liang, Liang Peng:
Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data. 1043-1054 - Chun-Sui Lin, Mong-Na Lo Huang:
Optimal designs for estimating the control values in multi-univariate regression models. 1055-1066 - Natalie Neumeyer, Ingrid Van Keilegom:
Estimating the error distribution in nonparametric multiple regression with applications to model testing. 1067-1078 - Jinhong You, Xian Zhou, Yong Zhou:
Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors. 1079-1101 - Jingjing Wu, Rohana J. Karunamuni, Biao Zhang:
Minimum Hellinger distance estimation in a two-sample semiparametric model. 1102-1122 - Ana Pérez González, J. M. Vilar-Fernández, Wenceslao González-Manteiga:
Nonparametric variance function estimation with missing data. 1123-1142 - Aida Toma, Samuela Leoni-Aubin:
Robust tests based on dual divergence estimators and saddlepoint approximations. 1143-1155 - Wei Lin, K. B. Kulasekera:
Testing the equality of linear single-index models. 1156-1167 - Joseph C. Masaro, Chi Song Wong:
Wishart-Laplace distributions associated with matrix quadratic forms. 1168-1178 - Alexander Meister:
Nonparametric Berkson regression under normal measurement error and bounded design. 1179-1189 - Vivekananda Roy, James P. Hobert:
On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors. 1190-1202 - M. Y. Mo:
Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues. 1203-1225 - Hirokazu Yanagihara, Kenichi Satoh:
An unbiased Cp criterion for multivariate ridge regression. 1226-1238 - Santiago Velilla:
On the structure of the quadratic subspace in discriminant analysis. 1239-1251 - Andrey L. Vasnev:
Sensitivity of GLS estimators in random effects models. 1252-1262 - Paul Shaman:
Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation. 1263-1273 - Nuria Torrado, Rosa E. Lillo, Michael P. Wiper:
On the conjecture of Kochar and Korwar. 1274-1283 - Martin Ohlson, Dietrich von Rosen:
Explicit estimators of parameters in the Growth Curve model with linearly structured covariance matrices. 1284-1295 - Ingrid Hobæk Haff, Kjersti Aas, Arnoldo Frigessi:
On the simplified pair-copula construction - Simply useful or too simplistic? 1296-1310
- Christopher S. Withers, Saralees Nadarajah:
Expansions for the multivariate normal. 1311-1316
- Carles M. Cuadras:
Letter to the Editor. 1317-1318
Volume 101, Number 6, July 2010
- Muni S. Srivastava, Hirokazu Yanagihara:
Testing the equality of several covariance matrices with fewer observations than the dimension. 1319-1329 - Guangming Pan:
Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix. 1330-1338 - Yongdai Kim, Bumsoo Kim, Woncheol Jang:
Asymptotic properties of the maximum likelihood estimator for the proportional hazards model with doubly censored data. 1339-1351 - Denis Bosq:
Tensorial products of functional ARMA processes. 1352-1363 - Gaorong Li, Li-Ping Zhu, Li-Xing Zhu:
Adaptive confidence region for the direction in semiparametric regressions. 1364-1377 - Fubao Xi, Gang George Yin:
Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching. 1378-1389 - Dominique Fourdrinier, Éric Marchand:
On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means. 1390-1399 - Jorge Adrover, Victor J. Yohai:
A new projection estimate for multivariate location with minimax bias. 1400-1411 - Ahad Jamalizadeh, N. Balakrishnan:
Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions. 1412-1427 - Christian Hering, Marius Hofert, Jan-Frederik Mai, Matthias Scherer:
Constructing hierarchical Archimedean copulas with Lévy subordinators. 1428-1433 - Christophe Ley, Davy Paindaveine:
On the singularity of multivariate skew-symmetric models. 1434-1444 - Ludwig Baringhaus, Fatemeh Taherizadeh:
Empirical Hankel transforms and its applications to goodness-of-fit tests. 1445-1457 - Bogdan Cmiel:
An adaptive wavelet shrinkage approach to the Spektor-Lord-Willis problem. 1458-1470 - Jorge Navarro, Fabio Spizzichino, N. Balakrishnan:
Applications of average and projected systems to the study of coherent systems. 1471-1482 - Hisayuki Tsukuma:
Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution. 1483-1492 - Tiantian Mao, Taizhong Hu:
Stochastic properties of INID progressive Type-II censored order statistics. 1493-1500 - Alberto Carabarin-Aguirre, B. Gail Ivanoff:
Estimation of a distribution under generalized censoring. 1501-1519 - Yun Gong, Liang Peng, Yongcheng Qi:
Smoothed jackknife empirical likelihood method for ROC curve. 1520-1531 - Chi Tim Ng, Harry Joe:
Generating random AR(p) and MA(q) Toeplitz correlation matrices. 1532-1545
Volume 101, Number 7, August 2010
- Steen A. Andersson, Jesse B. Crawford:
General canonical correlations with applications to group symmetry models. 1547-1558 - Ming-Tien Tsai, Pranab Kumar Sen:
Entropy based constrained inference for some HDLSS genomic models: UI tests in a Chen-Stein perspective. 1559-1573 - Chunming Zhang:
Statistical inference of minimum BD estimators and classifiers for varying-dimensional models. 1574-1593 - Hao Helen Zhang, Wenbin Lu, Hansheng Wang:
On sparse estimation for semiparametric linear transformation models. 1594-1606 - Tracy Zhou Wu, Keming Yu, Yan Yu:
Single-index quantile regression. 1607-1621 - Yingtao Bi, Daniel R. Jeske:
The efficiency of logistic regression compared to normal discriminant analysis under class-conditional classification noise. 1622-1637 - Yoshihide Kakizawa:
Comparison of Bartlett-type adjusted tests in the multiparameter case. 1638-1655 - Wenyang Zhang, Heng Peng:
Simultaneous confidence band and hypothesis test in generalised varying-coefficient models. 1656-1680 - Jib Huh:
Detection of a change point based on local-likelihood. 1681-1700 - Yukun Liu, Chi Wai Yu:
Bartlett correctable two-sample adjusted empirical likelihood. 1701-1711 - Bei Chen, Yulia R. Gel:
Autoregressive frequency detection using Regularized Least Squares. 1712-1727 - Heng Lian:
Sparse Bayesian hierarchical modeling of high-dimensional clustering problems. 1728-1737 - A. A. Balkema, Paul Embrechts, Natalia Nolde:
Meta densities and the shape of their sample clouds. 1738-1754
Volume 101, Number 8, September 2010
- Jules Sadefo Kamdem:
Sharp estimates for the CDF of quadratic forms of MPE random vectors. 1755-1771 - Alexander J. McNeil, Johanna Neslehová:
From Archimedean to Liouville copulas. 1772-1790 - Haiyan Wang, Michael G. Akritas:
Rank test for heteroscedastic functional data. 1791-1805 - Tomoyuki Akita, Jinghua Jin, Hirofumi Wakaki:
High-dimensional Edgeworth expansion of a test statistic on independence and its error bound. 1806-1813 - Peter E. Jupp:
A van Trees inequality for estimators on manifolds. 1814-1825 - Marco Burkschat, Udo Kamps, Maria Kateri:
Sequential order statistics with an order statistics prior. 1826-1836 - Christian Genest, Johan Segers:
On the covariance of the asymptotic empirical copula process. 1837-1845 - Yichuan Zhao:
Semiparametric inference for transformation models via empirical likelihood. 1846-1858 - Nader Ebrahimi, G. G. Hamedani, Ehsan S. Soofi, Hans Volkmer:
A class of models for uncorrelated random variables. 1859-1871 - Peixin Zhao, Liugen Xue:
Variable selection for semiparametric varying coefficient partially linear errors-in-variables models. 1872-1883 - Matthias Guhlich, Jan Nagel, Holger Dette:
Random block matrices generalizing the classical Jacobi and Laguerre ensembles. 1884-1897
- Ziqing Chang, Liugen Xue, Lixing Zhu:
On an asymptotically more efficient estimation of the single-index model. 1898-1901
Volume 101, Number 9, October 2010
- Hammou Elbarmi, Matthew S. Johnson, Hari Mukerjee:
Estimating cumulative incidence functions when the life distributions are constrained. 1903-1909 - J. Di, Eric D. Kolaczyk:
Complexity-penalized estimation of minimum volume sets for dependent data. 1910-1926 - Z. D. Bai, L. X. Zhang:
The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix. 1927-1949 - Chi Wai Yu, Bertrand S. Clarke:
Asymptotics of Bayesian median loss estimation. 1950-1958 - Yongge Tian, Chunmei Liu:
Some equalities for estimations of variance components in a general linear model and its restricted and transformed models. 1959-1969 - Muni S. Srivastava, Tatsuya Kubokawa:
Conditional information criteria for selecting variables in linear mixed models. 1970-1980 - Nikolai Leonenko, Oleg Seleznjev:
Statistical inference for the epsilon-entropy and the quadratic Rényi entropy. 1981-1994 - Daniel Peña, Francisco J. Prieto, Júlia Viladomat:
Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure. 1995-2007 - Qiongxia Song, Lijian Yang:
Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band. 2008-2025 - Xuming He, Hongqi Xue, Ning-Zhong Shi:
Sieve maximum likelihood estimation for doubly semiparametric zero-inflated Poisson models. 2026-2038 - Ramidha Srihera, Winfried Stute:
Nonparametric comparison of regression functions. 2039-2059 - Kazuyoshi Yata, Makoto Aoshima:
Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix. 2060-2077 - Bin Huang, Qihua Wang:
Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates. 2078-2090 - Francisco Javier Girón, Carmen del Castillo:
The multivariate Behrens-Fisher distribution. 2091-2102 - Daniel Cooley, Richard A. Davis, Philippe Naveau:
The pairwise beta distribution: A flexible parametric multivariate model for extremes. 2103-2117 - Frédéric Lavancier, Anne Philippe, Donatas Surgailis:
A two-sample test for comparison of long memory parameters. 2118-2136 - Ratan Dasgupta:
Bootstrap of deviation probabilities with applications. 2137-2148 - Haruhiko Ogasawara:
Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory. 2149-2167 - Alessandro José Queiroz Sarnaglia, Valderio Anselmo Reisen, Céline Lévy-Leduc:
Robust estimation of periodic autoregressive processes in the presence of additive outliers. 2168-2183 - Jennifer Gamble, Giseon Heo:
Exploring uses of persistent homology for statistical analysis of landmark-based shape data. 2184-2199 - Jan R. Magnus:
On the concept of matrix derivative. 2200-2206 - Aurélie Fischer:
Quantization and clustering with Bregman divergences. 2207-2221 - Linglong Kong, Yijun Zuo:
Smooth depth contours characterize the underlying distribution. 2222-2226 - Gwo Dong Lin, J. S. Huang:
A note on the maximum correlation for Baker's bivariate distributions with fixed marginals. 2227-2233 - Ivan Kojadinovic, Jun Yan:
Nonparametric rank-based tests of bivariate extreme-value dependence. 2234-2249
- Christopher S. Withers, Saralees Nadarajah:
Some conditional expectation identities for the multivariate normal. 2250-2253
Volume 101, Number 10, November 2010
- Hao Jin, Jinsuo Zhang:
Subsampling tests for variance changes in the presence of autoregressive parameter shifts. 2255-2265 - Naâmane Laib, Djamal Louani:
Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties. 2266-2281 - Anna Liu, Li Qin, John Staudenmayer:
M-type smoothing spline ANOVA for correlated data. 2282-2296 - Radoslav Harman, Vladimír Lacko:
On decompositional algorithms for uniform sampling from n-spheres and n-balls. 2297-2304 - Julio Angel Pardo:
An approach to multiway contingency tables based on phi-divergence test statistics. 2305-2319 - Carsten Jentsch, Jens-Peter Kreiss:
The multiple hybrid bootstrap - Resampling multivariate linear processes. 2320-2345 - Melanie Frick, Rolf-Dieter Reiss:
Limiting distributions of maxima under triangular schemes. 2346-2357 - Robin Wellmann, Christine H. Müller:
Depth notions for orthogonal regression. 2358-2371 - Eric A. Cator, Hendrik P. Lopuhaä:
Asymptotic expansion of the minimum covariance determinant estimators. 2372-2388 - Sanjoy K. Sinha, Nan M. Laird, Garrett M. Fitzmaurice:
Multivariate logistic regression with incomplete covariate and auxiliary information. 2389-2397 - Mhamed Mesfioui, Jean-François Quessy:
Concordance measures for multivariate non-continuous random vectors. 2398-2410 - Yuefeng Wu, Subhashis Ghosal:
The L1-consistency of Dirichlet mixtures in multivariate Bayesian density estimation. 2411-2419 - Xiaohui Yuan, Tianqing Liu, Nan Lin, Baoxue Zhang:
Combining conditional and unconditional moment restrictions with missing responses. 2420-2433 - Christian Y. Robert, Mathieu Rosenbaum:
On the limiting spectral distribution of the covariance matrices of time-lagged processes. 2434-2451 - Eric Beutner, Henryk Zähle:
A modified functional delta method and its application to the estimation of risk functionals. 2452-2463 - Ana M. Pires, João A. Branco:
Projection-pursuit approach to robust linear discriminant analysis. 2464-2485 - Baha-Eldin Khaledi, Moshe Shaked:
Stochastic comparisons of multivariate mixtures. 2486-2498 - Gérard Biau, Luc Devroye:
On the layered nearest neighbour estimate, the bagged nearest neighbour estimate and the random forest method in regression and classification. 2499-2518 - A. Forcina, M. Lupparelli, Giovanni M. Marchetti:
Marginal parameterizations of discrete models defined by a set of conditional independencies. 2519-2527 - Minggen Lu:
Spline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraints. 2528-2542 - Daniela G. Calò, Cinzia Viroli:
A dimensionally reduced finite mixture model for multilevel data. 2543-2553 - Thomas J. Fisher, Xiaoqian Sun, Colin M. Gallagher:
A new test for sphericity of the covariance matrix for high dimensional data. 2554-2570 - Sandra Gaißer, Martin Ruppert, Friedrich Schmid:
A multivariate version of Hoeffding's Phi-Square. 2571-2586 - Ignacio Vidal, Reinaldo Boris Arellano-Valle:
Bayesian inference for dependent elliptical measurement error models. 2587-2597 - Sandra Gaißer, Friedrich Schmid:
On testing equality of pairwise rank correlations in a multivariate random vector. 2598-2615 - Leonid Galtchouk, Victor V. Konev:
On asymptotic normality of sequential LS-estimate for unstable autoregressive process AR(2). 2616-2636
- Yongzhao Shao, Ming Zhou:
A characterization of multivariate normality through univariate projections. 2637-2640 - Zuoxiang Peng, Lunfeng Cao, Saralees Nadarajah:
Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences. 2641-2647
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