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ORCIDJournal of Multivariate Analysis, Volume 133
Volume 133, January 2015
- Antonio F. Galvao, Liang Wang:
Efficient minimum distance estimator for quantile regression fixed effects panel data. 1-26 - Thaddeus Tarpey, Nicola Loperfido
:
Self-consistency and a generalized principal subspace theorem. 27-37 - Xiao-Feng Wang, Deping Ye:
Conditional density estimation in measurement error problems. 38-50 - Adriano Zanin Zambom, Michael G. Akritas:
Nonparametric significance testing and group variable selection. 51-60 - Ting Yan, Yunpeng Zhao, Hong Qin:
Asymptotic normality in the maximum entropy models on graphs with an increasing number of parameters. 61-76 - Christophe Chesneau, Jalal Fadili, Bertrand Maillot:
Adaptive estimation of an additive regression function from weakly dependent data. 77-94 - Juan M. Rodríguez-Póo, Alexandra Soberón:
Nonparametric estimation of fixed effects panel data varying coefficient models. 95-122 - Yunying Huang, Bing Zheng:
The additive and block decompositions about the WLSEs of parametric functions for a multiple partitioned linear regression model. 123-135 - Rudy Ligtvoet:
A test for using the sum score to obtain a stochastic ordering of subjects. 136-139 - Binbin Chen, Shih-Feng Huang, Guangming Pan:
High dimensional mean-variance optimization through factor analysis. 140-159 - Kanika, Somesh Kumar, Ashis SenGupta:
A unified approach to decision-theoretic properties of the MLEs for the mean directions of several Langevin distributions. 160-172 - Juan Lucas Bali, Graciela Boente:
Influence function of projection-pursuit principal components for functional data. 173-199 - Herold Dehling, Olimjon Sh. Sharipov, Martin Wendler:
Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics. 200-215 - Shanshan Ding, R. Dennis Cook:
Tensor sliced inverse regression. 216-231 - Yoonkyung Lee, Rui Wang:
Does modeling lead to more accurate classification?: A study of relative efficiency in linear classification. 232-250 - Carlos Eduardo Alonso-Malaver, Emilio Porcu, Ramón H. Giraldo:
Multivariate and multiradial Schoenberg measures with their dimension walks. 251-265 - Guikai Hu, Shenghua Yu, Han Luo:
Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors. 266-276 - Seonjin Kim, Zhibiao Zhao, Xiaofeng Shao:
Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval. 277-290 - Li-Wen Xu:
Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices. 291-303 - Xiaohu Li, Rui Fang:
Ordering properties of order statistics from random variables of Archimedean copulas with applications. 304-320 - Hu Yang, Chaohui Guo, Jing Lv:
SCAD penalized rank regression with a diverging number of parameters. 321-333 - Enkelejd Hashorva:
Extremes of aggregated Dirichlet risks. 334-345 - E. A. Rady, Neveen Mohamed Kilany, S. A. Eliwa:
Estimation in mixed-effects functional ANOVA models. 346-355 - Jorge G. Adrover, Stella M. Donato:
A robust predictive approach for canonical correlation analysis. 356-376 - Jan Brinkhuis:
On the use of coordinate-free matrix calculus. 377-381 - Fei Chen, Zaixing Li, Lei Shi, Lixing Zhu:
Inference for mixed models of ANOVA type with high-dimensional data. 382-401
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