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ORCIDJournal of Multivariate Analysis, Volume 104
Volume 104, Number 1, February 2012
- Jens Praestgaard:
A note on the power superiority of the restricted likelihood ratio test. 1-15 - Claudio Durastanti
, Daryl Geller, Domenico Marinucci:
Adaptive nonparametric regression on spin fiber bundles. 16-38 - Jun Zhang, Li-Ping Zhu, Li-Xing Zhu:
On a dimension reduction regression with covariate adjustment. 39-55 - Rongmao Zhang, Liang Peng, Yongcheng Qi:
Jackknife-blockwise empirical likelihood methods under dependence. 56-72 - N. Balakrishnan, Bruno Scarpa:
Multivariate measures of skewness for the skew-normal distribution. 73-87 - Qin Wang, Weixin Yao:
An adaptive estimation of MAVE. 88-100 - Holger Dette, Thimo Hildebrandt:
A note on testing hypotheses for stationary processes in the frequency domain. 101-114 - Dean Follmann, Michael Proschan:
A test of location for exchangeable multivariate normal data with unknown correlation. 115-125 - Francisco J. Caro-Lopera, Víctor Leiva, Narayanaswamy Balakrishnan:
Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions. 126-139 - Anoop Chaturvedi, Suchita Gupta, M. Ishaq Bhatti:
Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances. 140-158 - Anna Klimova, Tamás Rudas, Adrian Dobra:
Relational models for contingency tables. 159-173
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