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ORCIDJournal of Multivariate Analysis, Volume 126
Volume 126, April 2014
- Benoit Collins
, Sho Matsumoto, Nadia Saad:
Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices. 1-13 - Kurt Hornik, Bettina Grün:
On standard conjugate families for natural exponential families with bounded natural parameter space. 14-24 - Lili Wang, Debashis Paul:
Limiting spectral distribution of renormalized separable sample covariance matrices when p/ni → 0. 25-52 - Mohammad Arashi, B. M. Golam Kibria, Mina Norouzirad, Saralees Nadarajah:
Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model. 53-74 - Roberto Colombi, Antonio Forcina:
A class of smooth models satisfying marginal and context specific conditional independencies. 75-85 - Nian-Sheng Tang, Xing-De Duan:
Bayesian influence analysis of generalized partial linear mixed models for longitudinal data. 86-99 - Seong J. Yang, Byeong U. Park:
Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables. 100-113 - Nickos Papadatos:
Some counterexamples concerning maximal correlation and linear regression. 114-117 - Arthur Charpentier, Anne-Laure Fougères, Christian Genest, Johanna Neslehová:
Multivariate Archimax copulas. 118-136 - C.-L. Cheng, Shalabh, Gaurav Garg:
Coefficient of determination for multiple measurement error models. 137-152 - Joshua D. Habiger, Edsel A. Peña:
Compound p-value statistics for multiple testing procedures. 153-166 - Andrea Cerioli, Alessio Farcomeni, Marco Riani:
Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter. 167-183
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