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ORCIDJournal of Multivariate Analysis, Volume 111
Volume 111, October 2012
- Abhishek Bhattacharya, David B. Dunson:
Nonparametric Bayes classification and hypothesis testing on manifolds. 1-19 - Ao Yuan, Wenqing He, Binhuan Wang
, Gengsheng Qin:
U-statistic with side information. 20-38 - Tianqing Liu, Xiaohui Yuan:
Combining quasi and empirical likelihoods in generalized linear models with missing responses. 39-58 - Georgy L. Shevlyakov, Pavel O. Smirnov, Vladimir I. Shin, Kiseon Kim:
Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions. 59-65 - Hossein Baghishani, Mohsen Mohammadzadeh:
Asymptotic normality of posterior distributions for generalized linear mixed models. 66-77 - Mihai C. Giurcanu:
Bootstrapping in non-regular smooth function models. 78-93 - Geert Molenberghs, Geert Verbeke, Samuel Iddi, Clarice G. B. Demétrio:
A combined beta and normal random-effects model for repeated, overdispersed binary and binomial data. 94-109 - Florent Benaych-Georges, Raj Rao Nadakuditi:
The singular values and vectors of low rank perturbations of large rectangular random matrices. 120-135 - Tetsuro Sakurai:
Limiting distributions of high-dimensional multivariate Beta-type distributions. 110-119 - Moritz Jirak:
Change-point analysis in increasing dimension. 136-159 - Piero Barone:
On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications. 160-173 - Mariem Tounsi, Raoudha Zine:
The inverse Riesz probability distribution on symmetric matrices. 174-182 - Anita Behme:
Moments of MGOU processes and positive semidefinite matrix processes. 183-197 - Sukhbir Singh, Kanchan Jain, Suresh Sharma:
Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model. 198-212 - Mahmoud Torabi, Farhad Shokoohi:
Likelihood inference in small area estimation by combining time-series and cross-sectional data. 213-221 - Hammou El Barmi, Hari Mukerjee:
Peakedness and peakedness ordering. 222-233 - Martial Longla, Magda Peligrad:
Some aspects of modeling dependence in copula-based Markov chains. 234-240 - Wonyul Lee, Yufeng Liu:
Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood. 241-255 - Deli Li, Yongcheng Qi, Andrew Rosalsky:
On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix. 256-270 - Chin-Tsang Chiang, Ming-Yueh Huang:
New estimation and inference procedures for a single-index conditional distribution model. 271-285 - Guikai Hu, Ping Peng:
Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function. 286-295 - Cinzia Viroli:
On matrix-variate regression analysis. 296-309 - Lajos Horváth, Ron Reeder:
Detecting changes in functional linear models. 310-334 - Peng Zhao, Yiying Zhang:
On sample ranges in multiple-outlier models. 335-349 - Mitsuru Tamatani, Inge Koch, Kanta Naito:
Pattern recognition based on canonical correlations in a high dimension low sample size context. 350-367 - Bruno Ebner:
Asymptotic theory for the test for multivariate normality by Cox and Small. 368-379 - Weixing Song, Yi Zhang:
Empirical L2-distance lack-of-fit tests for Tobit regression models. 380-396 - Enkelejd Hashorva, Piotr Jaworski:
Gaussian approximation of conditional elliptical copulas. 397-407
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