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ORCIDJournal of Multivariate Analysis, Volume 102
Volume 102, Number 1, January 2011
- Qihua Wang, Liugen Xue:
Statistical inference in partially-varying-coefficient single-index model. 1-19 - Aida Toma, Michel Broniatowski:
Dual divergence estimators and tests: Robustness results. 20-36 - Gordon Gudendorf, Johan Segers
:
Nonparametric estimation of an extreme-value copula in arbitrary dimensions. 37-47 - Michael Falk:
Local asymptotic normality in a stationary model for spatial extremes. 48-60 - Jiarui Feng, Zhongyi Zhu:
Semiparametric analysis of longitudinal zero-inflated count data. 61-72 - Pamela Llop, Liliana Forzani, Ricardo Fraiman:
On local times, density estimation and supervised classification from functional data. 73-86 - Damian V. Wandler, Jan Hannig:
Fiducial inference on the largest mean of a multivariate normal distribution. 87-104 - Sundarraman Subramanian:
Multiple imputations and the missing censoring indicator model. 105-117 - Ignacio Moral-Arce, Juan M. Rodríguez-Póo, Stefan Sperlich:
Low dimensional semiparametric estimation in a censored regression model. 118-129 - Efstathia Bura, Jiao Yang:
Dimension estimation in sufficient dimension reduction: A unifying approach. 130-142 - José A. Díaz-García, Ramón Gutiérrez Jáimez:
Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions. 143-152 - Yongsong Qin, Yinghua Li:
Empirical likelihood for linear models under negatively associated errors. 153-163 - Hisayuki Tsukuma, Tatsuya Kubokawa:
Modifying estimators of ordered positive parameters under the Stein loss. 164-181 - John J. Hanfelt, Ruosha Li, Yi Pan, Pierre Payment:
Robust inference for sparse cluster-correlated count data. 182-192
Volume 102, Number 2, February 2011
- Davy Paindaveine, Miroslav Siman:
On directional multiple-output quantile regression. 193-212 - Shun Matsuura, Hiroshi Kurata:
Principal points of a multivariate mixture distribution. 213-224 - Martin Crane, Vic Patrangenaru:
Random change on a Lie group and mean glaucomatous projective shape change detection from stereo pair images. 225-237 - Jemila S. Hamid, Joseph Beyene, Dietrich von Rosen:
A novel trace test for the mean parameters in a multivariate growth curve model. 238-251 - Nobumichi Shutoh, Masashi Hyodo, Takashi Seo:
An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples. 252-263 - Kanchan Jain, Sukhbir Singh, Suresh Sharma:
Restricted estimation in multivariate measurement error regression model. 264-280 - Wolfgang Bischoff, A. Gegg:
Partial sum process to check regression models with multiple correlated response: With an application for testing a change-point in profile data. 281-291 - María Dolores Ruiz-Medina:
Spatial autoregressive and moving average Hilbertian processes. 292-305 - Dietmar Ferger, Michael Scholz:
Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals. 306-314 - Jan Beran, Arno Weiershäuser:
On spline regression under Gaussian subordination with long memory. 315-335 - Shifeng Xiong:
An asymptotics look at the generalized inference. 336-348 - Zhou Zhou, Weibiao Wu:
On linear models with long memory and heavy-tailed errors. 349-362 - Boaz Nadler:
On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix. 363-371 - Gaorong Li, Sanying Feng, Heng Peng:
A profile-type smoothed score function for a varying coefficient partially linear model. 372-385
- Alexandre Galvão Patriota, Heleno Bolfarine, Reinaldo Boris Arellano-Valle:
A multivariate ultrastructural errors-in-variables model with equation error. 386-392
Volume 102, Number 3, March 2011
- Paul Ressel:
Monotonicity properties of multivariate distribution and survival functions - With an application to Lévy-frailty copulas. 393-404 - Rainer Dyckerhoff, Karl Mosler:
Weighted-mean trimming of multivariate data. 405-421 - Laurent Delsol, Frédéric Ferraty, Philippe Vieu:
Structural test in regression on functional variables. 422-447 - Han-Ying Liang, Jacobo de Uña-Álvarez:
Wavelet estimation of conditional density with truncated, censored and dependent data. 448-467 - Sam Efromovich:
Nonparametric estimation of the anisotropic probability density of mixed variables. 468-481 - Fabrizio Leisen, Antonio Lijoi:
Vectors of two-parameter Poisson-Dirichlet processes. 482-495 - Y. Boubacar Mainassara, Christian Francq:
Estimating structural VARMA models with uncorrelated but non-independent error terms. 496-505 - Ethan B. Anderes, Michael L. Stein:
Local likelihood estimation for nonstationary random fields. 506-520 - Diana Hay, Reza Rastegar, Alexander Roitershtein:
Multivariate linear recursions with Markov-dependent coefficients. 521-527 - Y. Nardi, A. Rinaldo:
Autoregressive process modeling via the Lasso procedure. 528-549 - Peng Zeng:
A link-free method for testing the significance of predictors. 550-562 - Konstantinos Fokianos, Dag Tjøstheim:
Log-linear Poisson autoregression. 563-578 - Nishantha Samarakoon, Weixing Song:
Minimum distance conditional variance function checking in heteroscedastic regression models. 579-600 - Chunrong Ai, Jinhong You, Yong Zhou:
Statistical inference using a weighted difference-based series approach for partially linear regression models. 601-618 - Andriëtte Bekker, Jacobus J. J. Ehlers, Mohammad Arashi:
Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components. 619-628 - Wen Yu, Hammou El Barmi, Zhiliang Ying:
Restricted one way analysis of variance using the empirical likelihood ratio test. 629-640 - Tatsuya Kubokawa:
Conditional and unconditional methods for selecting variables in linear mixed models. 641-660 - Rongning Wu, Jiguo Cao:
Blockwise empirical likelihood for time series of counts. 661-673 - SzeMan Tse:
Composing the cumulative quantile regression function and the Goldie concentration curve. 674-682 - Bert Van Es, Peter Spreij:
Estimation of a multivariate stochastic volatility density by kernel deconvolution. 683-697 - Casper J. Albers, Frank Critchley, John C. Gower:
Quadratic minimisation problems in statistics. 698-713 - Casper J. Albers, Frank Critchley, John C. Gower:
Applications of quadratic minimisation problems in statistics. 714-722
Volume 102, Number 4, April 2011
- Liugen Xue, Dong Xue:
Empirical likelihood for semiparametric regression model with missing response data. 723-740 - Xin Qi, Hongyu Zhao:
Some theoretical properties of Silverman's method for Smoothed functional principal component analysis. 741-767 - Nitai D. Mukhopadhyay, Snigdhansu Chatterjee:
High dimensional data analysis using multivariate generalized spatial quantiles. 768-780 - Kazuyuki Hiraoka:
Convergence proof of matrix dynamics for online linear discriminant analysis. 781-788 - Cristiano Cervellera, Danilo Macciò:
A numerical method for minimum distance estimation problems. 789-800 - Yo Sheena, Akimichi Takemura:
Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions. 801-815 - Zdenek Hlávka, Marie Husková, Simos G. Meintanis:
Tests for independence in non-parametric heteroscedastic regression models. 816-827 - Sung Jae Jun, Joris Pinkse, Yuanyuan Wan:
√n-Consistent robust integration-based estimation. 828-846 - K. D. Prathapasinghe Dharmawansa, Matthew R. McKay:
Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices. 847-868
- Eckhard Liebscher:
Erratum to "Construction of asymmetric multivariate copulas" [J. Multivariate Anal. 99(2008) 2234-2250]. 869-870
Volume 102, Number 5, May 2011
- Christopher K. Carter, Frederick Wong, Robert Kohn:
Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach. 871-883 - Susana Rubin-Bleuer:
The proportional hazards model for survey data from independent and clustered super-populations. 884-895 - Eugen Paltanea:
Bounds for mixtures of order statistics from exponentials and applications. 896-907 - Ismihan Bairamov, A. Stepanov:
Numbers of near bivariate record-concomitant observations. 908-917 - Habib Esmaeili, Claudia Klüppelberg:
Parametric estimation of a bivariate stable Lévy process. 918-930 - Jean-Luc Marichal, Pierre Mathonet:
Extensions of system signatures to dependent lifetimes: Explicit expressions and interpretations. 931-936 - Zhensheng Huang, Riquan Zhang:
Efficient empirical-likelihood-based inferences for the single-index model. 937-947 - N. Balakrishnan, Enkelejd Hashorva:
On Pearson-Kotz Dirichlet distributions. 948-957 - Peng Zhao:
Some new results on convolutions of heterogeneous gamma random variables. 958-976 - Simone A. Padoan:
Multivariate extreme models based on underlying skew-t and skew-normal distributions. 977-991
Volume 102, Number 6, July 2011
- Robert Hable, Andreas Christmann:
On qualitative robustness of support vector machines. 993-1007 - Salim Noreddine, Ivan Nourdin:
On the Gaussian approximation of vector-valued multiple integrals. 1008-1017 - S. Y. Hwang, Ishwar V. Basawa:
Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality. 1018-1031 - Moritz Jirak:
On the maximum of covariance estimators. 1032-1046 - Umberto Cherubini, Sabrina Mulinacci, Silvia Romagnoli:
A copula-based model of speculative price dynamics in discrete time. 1047-1063 - Martin Wendler:
Bahadur representation for U-quantiles of dependent data. 1064-1079 - Hiroaki Shimizu, Hirofumi Wakaki:
Asymptotic expansions for a class of tests for a general covariance structure under a local alternative. 1080-1089 - Muni S. Srivastava, Tõnu Kollo, Dietrich von Rosen:
Some tests for the covariance matrix with fewer observations than the dimension under non-normality. 1090-1103
Volume 102, Number 7, August 2011
- Hyoung-Moon Kim, Marc G. Genton:
Characteristic functions of scale mixtures of multivariate skew-normal distributions. 1105-1117 - Z. Shishebor, Ahmad Reza Soltani, Ali Zamani:
Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes. 1118-1125 - Li Wang, Suojin Wang:
Nonparametric additive model-assisted estimation for survey data. 1126-1140 - Tao Wang, Lixing Zhu:
Consistent tuning parameter selection in high dimensional sparse linear regression. 1141-1151 - Guy Freeman, Jim Q. Smith:
Bayesian MAP model selection of chain event graphs. 1152-1165 - Gaorong Li, Liugen Xue, Heng Lian:
Semi-varying coefficient models with a diverging number of components. 1166-1174
Volume 102, Number 8, September 2011
- Nirian Martín, Yi Li:
A new class of minimum power divergence estimators with applications to cancer surveillance. 1175-1193 - Barry C. Arnold, Hon Keung Tony Ng:
Flexible bivariate beta distributions. 1194-1202 - Taisuke Otsu:
Moderate deviations of generalized method of moments and empirical likelihood estimators. 1203-1216 - Guikai Hu, Ping Peng:
All admissible linear estimators of a regression coefficient under a balanced loss function. 1217-1224 - Wolfgang Kreitmeier:
Optimal vector quantization in terms of Wasserstein distance. 1225-1239
Volume 102, Number 9, October 2011
- Yutaka Kano, Keiji Takai:
Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model. 1241-1255 - S. Zinodiny, William E. Strawderman, A. Parsian:
Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance. 1256-1262 - Nobuhiro Taneichi, Yuri Sekiya, Jun Toyama:
Improved transformed deviance statistic for testing a logistic regression model. 1263-1279 - Nadia L. Kudraszow, Ricardo A. Maronna:
Estimates of MM type for the multivariate linear model. 1280-1292 - Emilio Porcu, Viktor Zastavnyi:
Characterization theorems for some classes of covariance functions associated to vector valued random fields. 1293-1301 - Wen Yu:
Semiparametric analysis in double-sampling designs via empirical likelihood. 1302-1314 - John H. J. Einmahl, Ramon van den Akker:
Superefficient estimation of the marginals by exploiting knowledge on the copula. 1315-1319
Volume 102, Number 10, November 2011
- Haibing Zhao, Jinhong You:
Difference based estimation for partially linear regression models with measurement errors. 1321-1338 - Kuo-mei Chen, Arthur Cohen, Harold Sackrowitz:
Consistent multiple testing for change points. 1339-1343 - Bin Wang, Ruodu Wang:
The complete mixability and convex minimization problems with monotone marginal densities. 1344-1360 - Hea-Jung Kim:
Classification of a screened data into one of two normal populations perturbed by a screening scheme. 1361-1373 - Cathy Maugis, Gilles Celeux, Marie-Laure Martin-Magniette:
Variable selection in model-based discriminant analysis. 1374-1387 - Jiaqi Chen, Bernard Delyon, Jianfeng Yao:
On a model selection problem from high-dimensional sample covariance matrices. 1388-1398 - Xiaohu Li, Franco Pellerey:
Generalized Marshall-Olkin distributions and related bivariate aging properties. 1399-1409 - Jean-Luc Marichal, Pierre Mathonet, Tamás Waldhauser:
On signature-based expressions of system reliability. 1410-1416 - Xinyi Xu, Dunke Zhou:
Empirical Bayes predictive densities for high-dimensional normal models. 1417-1428 - Tatsuya Kubokawa, William E. Strawderman:
A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators. 1429-1444 - Bo Li, Hao Zhang:
An approach to modeling asymmetric multivariate spatial covariance structures. 1445-1453 - Lei Hua, Harry Joe:
Tail order and intermediate tail dependence of multivariate copulas. 1454-1471 - Axel Bücher, Holger Dette, Gabriele Wieczorek:
Testing model assumptions in functional regression models. 1472-1488
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