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ORCIDJournal of Multivariate Analysis, Volume 121
Volume 121, October 2013
- Syamantak Datta Gupta, Ravi R. Mazumdar
, Peter W. Glynn:
On the convergence of the spectrum of finite order approximations of stationary time series. 1-21 - Xingyu Tang, Jianbo Li, Heng Lian:
Empirical likelihood for partially linear proportional hazards models with growing dimensions. 22-32 - Ivair R. Silva, Renato M. Assunção:
Optimal generalized truncated sequential Monte Carlo test. 33-49 - Christophe Crambes, Ali Gannoun, Yousri Henchiri:
Support vector machine quantile regression approach for functional data: Simulation and application studies. 50-68 - Xin Liu, Qing-Wen Wang:
Corrigendum to "Equality of the BLUPs under the mixed linear model when random components and errors are correlated" [J. Multivariate Anal. 116 (2013) 297-309]. 69 - Goedele Dierckx, Yuri Goegebeur, Armelle Guillou:
An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index. 70-86 - Xinyuan Song, Fei Chen, Zhaohua Lu:
A Bayesian semiparametric dynamic two-level structural equation model for analyzing non-normal longitudinal data. 87-108 - Haydar Demirhan:
Bayesian estimation of order-restricted and unrestricted association models. 109-126 - Felix Spangenberg:
Strictly stationary solutions of ARMA equations in Banach spaces. 127-138 - Tao Hu, Liming Xiang:
Efficient estimation for semiparametric cure models with interval-censored data. 139-151 - Eduardo García-Portugués, Rosa M. Crujeiras, Wenceslao González-Manteiga:
Kernel density estimation for directional-linear data. 152-175 - Miklós Csörgo, Masoud M. Nasari:
Asymptotics of randomly weighted uu- and vv-statistics: Application to bootstrap. 176-192 - Bala Rajaratnam, Julia Salzman:
Best permutation analysis. 193-223
- Guanghui Wang, Changliang Zou, Zhaojun Wang:
A necessary test for complete independence in high dimensions using rank-correlations. 224-232
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