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ORCIDJournal of Multivariate Analysis, Volume 142
Volume 142, December 2015
- Min Tsao
, Fan Wu:
Two-sample extended empirical likelihood for estimating equations. 1-15 - Paolo Vidoni:
Calibrated multivariate distributions for improved conditional prediction. 16-25 - Jicai Liu, Riquan Zhang, Weihua Zhao, Yazhao Lv:
Variable selection in semiparametric hazard regression for multivariate survival data. 26-40 - Fuxia Cheng:
Strong consistency of the distribution estimator in the nonlinear autoregressive time series. 41-47 - Moudar Soumaya, Norbert Gaffke, Rainer Schwabe:
Optimal design for multivariate observations in seemingly unrelated linear models. 48-56 - Tatsuya Kubokawa, Éric Marchand, William E. Strawderman:
On predictive density estimation for location families under integrated squared error loss. 57-74 - Hyunju Lee, Ji Hwan Cha:
Construction of two new general classes of bivariate distributions based on stochastic orders. 75-85 - James Kuelbs, Joel Zinn:
Half-region depth for stochastic processes. 86-105 - Li He, Sanat K. Sarkar, Zhigen Zhao:
Capturing the severity of type II errors in high-dimensional multiple testing. 106-116 - Huybrechts F. Bindele, Asheber Abebe:
Semi-parametric rank regression with missing responses. 117-132 - Alicia Enguix-González, J. L. Moreno-Rebollo, J. M. Muñoz-Pichardo:
A better approximation of moments of the eigenvalues and eigenvectors of the sample covariance matrix. 133-143 - Zhiping Qiu, Yong Zhou:
Partially linear transformation models with varying coefficients for multivariate failure time data. 144-166 - Giovanni Migliorati, Fabio Nobile, Raúl Tempone:
Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points. 167-182 - Stephanie Aerts, Gentiane Haesbroeck, Christel Ruwet:
Multivariate coefficients of variation: Comparison and influence functions. 183-198
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