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ORCIDJournal of Multivariate Analysis, Volume 116
Volume 116, April 2013
- Guochang Wang, Nan Lin, Baoxue Zhang:
Functional contour regression. 1-13 - (Withdrawn) Regression estimation with locally stationary long-memory errors. 14-24
- Mikhail Revyakov:
Schur-convexity of 2nd order, certain subclass of multivariate arrangement increasing functions with applications in statistics. 25-34 - Mahdi Roozbeh
, Mohammad Arashi:
Feasible ridge estimator in partially linear models. 35-44 - Lingzhou Xue, Hui Zou:
Minimax optimal estimation of general bandable covariance matrices. 45-51 - Salim Bouzebda, Nikolaos Limnios:
On general bootstrap of empirical estimator of a semi-Markov kernel with applications. 52-62 - Weiyong Ding, Gaofeng Da, Peng Zhao:
On sample ranges from two sets of heterogenous random variables. 63-73 - Wei-Ying Wu, Chae Young Lim, Yimin Xiao:
Tail estimation of the spectral density for a stationary Gaussian random field. 74-91 - Carlos Valencia, Ming Yuan:
Radial basis function regularization for linear inverse problems with random noise. 92-108 - Anne-Laure Fougères, Cécile Mercadier, John P. Nolan:
Dense classes of multivariate extreme value distributions. 109-129 - Yanpin Wang, Michael J. Daniels:
Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances. 130-140 - Maria Caterina Bramati:
Optimal rank-based tests for block exogeneity in vector autoregressions. 141-162 - Daniel Hlubinka, Miroslav Siman:
On elliptical quantiles in the quantile regression setup. 163-171 - Stéphane Girard, Armelle Guillou, Gilles Stupfler:
Frontier estimation with kernel regression on high order moments. 172-189 - Valentin Patilea, H. Raïssi:
Corrected portmanteau tests for VAR models with time-varying variance. 190-207 - Axel Bücher, Martin Ruppert:
Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique. 208-229 - Debasis Kundu, N. Balakrishnan, Ahad Jamalizadeh:
Generalized multivariate Birnbaum-Saunders distributions and related inferential issues. 230-244 - Dalei Yu, Xinyu Zhang, Kelvin K. W. Yau:
Information based model selection criteria for generalized linear mixed models with unknown variance component parameters. 245-262 - M. R. Brito, Adolfo J. Quiroz, Joseph E. Yukich:
Intrinsic dimension identification via graph-theoretic methods. 263-277 - Stefan Van Aelst, Gert Willems, Ruben H. Zamar:
Robust and efficient estimation of the residual scale in linear regression. 278-296 - Xin Liu, Qing-Wen Wang:
Equality of the BLUPs under the mixed linear model when random components and errors are correlated. 297-309 - Robert J. Boik:
Model-based principal components of correlation matrices. 310-331 - Chin-Tsang Chiang, Ming-Yueh Huang, Ren-Hong Bai:
Binary response models with M-phase case-control data. 332-348 - Yunwen Ren, Zhiguo Xiao, Xinsheng Zhang:
Two-step adaptive model selection for vector autoregressive processes. 349-364 - Jianxin Yin, Hongzhe Li:
Adjusting for high-dimensional covariates in sparse precision matrix estimation by ℓ1-penalization. 365-381 - Tatsuya Kubokawa, Éric Marchand, William E. Strawderman, Jean-Philippe Turcotte:
Minimaxity in predictive density estimation with parametric constraints. 382-397 - Zhigang Zhang, Yichuan Zhao:
Empirical likelihood for linear transformation models with interval-censored failure time data. 398-409 - Shota Katayama, Yutaka Kano, Muni S. Srivastava:
Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension. 410-421 - Hongwei Long, Yasutaka Shimizu, Wei Sun:
Least squares estimators for discretely observed stochastic processes driven by small Lévy noises. 422-439 - Tomonari Sei, Hiroki Shibata, Akimichi Takemura, Katsuyoshi Ohara, Nobuki Takayama:
Properties and applications of Fisher distribution on the rotation group. 440-455 - Debdeep Pati, David B. Dunson, Surya T. Tokdar:
Posterior consistency in conditional distribution estimation. 456-472 - Liang-Ching Lin, Sangyeol Lee, Meihui Guo:
Goodness-of-fit test for stochastic volatility models. 473-498
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