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ORCIDJournal of Multivariate Analysis, Volume 143
Volume 143, January 2016
- Arthur Cohen, Harold Sackrowitz:
Convexity issues in multivariate multiple testing of treatments vs. control. 1-11
- Henryk Zähle:
A definition of qualitative robustness for general point estimators, and examples. 12-31 - Dominique Fourdrinier, Fatiha Mezoued, Martin T. Wells:
Estimation of the inverse scatter matrix of an elliptically symmetric distribution. 32-55 - Heng Lian
, Hua Liang:
Separation of linear and index covariates in partially linear single-index models. 56-70 - Francesco Giordano, Maria Lucia Parrella:
Bias-corrected inference for multivariate nonparametric regression: Model selection and oracle property. 71-93 - Rolando De la Cruz, Cristian Meza, Ana Arribas-Gil, Raymond J. Carroll:
Bayesian regression analysis of data with random effects covariates from nonlinear longitudinal measurements. 94-106 - T. Tony Cai, Anru Zhang:
Inference for high-dimensional differential correlation matrices. 107-126 - Kai Dong, Herbert Pang, Tiejun Tong, Marc G. Genton:
Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data. 127-142 - Joseph Guinness, Montserrat Fuentes:
Isotropic covariance functions on spheres: Some properties and modeling considerations. 143-152 - Chi-Chung Wen, Yi-Hau Chen:
Joint analysis of current count and current status data. 153-164 - Ting-Li Chen, Hironori Fujisawa, Su-Yun Huang, Chii-Ruey Hwang:
On the weak convergence and Central Limit Theorem of blurring and nonblurring processes with application to robust location estimation. 165-184 - Mike G. Tsionas:
Bayesian analysis of multivariate stable distributions using one-dimensional projections. 185-193 - Narayanaswamy Balakrishnan, Miroslav M. Ristic:
Multivariate families of gamma-generated distributions with finite or infinite support above or below the diagonal. 194-207 - Élodie Brunel, André Mas, Angelina Roche:
Non-asymptotic adaptive prediction in functional linear models. 208-232 - Hisayuki Tsukuma, Tatsuya Kubokawa:
Unified improvements in estimation of a normal covariance matrix in high and low dimensions. 233-248 - Romain Couillet, Abla Kammoun, Frédéric Pascal:
Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals. 249-274 - Ignacio Montes, Susana Montes:
Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound. 275-298 - Yongge Tian, Bo Jiang:
Equalities for estimators of partial parameters under linear model with restrictions. 299-313 - Taras Bodnar, Stepan Mazur, Krzysztof Podgórski:
Singular inverse Wishart distribution and its application to portfolio theory. 314-326 - Chenxi Li:
The Fine-Gray model under interval censored competing risks data. 327-344 - Beata Ros, Fetsje Bijma, Jan C. de Munck, Mathisca C. M. de Gunst:
Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure. 345-361 - Amresh Bahadur Pal, Ashutosh Kumar Dubey, Anoop Chaturvedi:
Shrinkage estimation in spatial autoregressive model. 362-373 - Sungsu Kim, Ashis SenGupta, Barry C. Arnold:
A multivariate circular distribution with applications to the protein structure prediction problem. 374-382 - Heng Lian, Yongdai Kim:
Nonconvex penalized reduced rank regression and its oracle properties in high dimensions. 383-393 - Ignacio Cascos, Miguel López-Díaz:
On the uniform consistency of the zonoid depth. 394-397 - Tsung-I Lin, Geoffrey J. McLachlan, Sharon X. Lee:
Extending mixtures of factor models using the restricted multivariate skew-normal distribution. 398-413 - Bartosz Kolodziejek:
Characterization of beta distribution on symmetric cones. 414-423 - Anthony Almudevar:
Higher order density approximations for solutions to estimating equations. 424-439 - Anna Klimova, Tamás Rudas:
On the closure of relational models. 440-452 - Jan Beirlant, Mikael Escobar-Bach, Yuri Goegebeur, Armelle Guillou:
Bias-corrected estimation of stable tail dependence function. 453-466 - Marco Chiani:
Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance. 467-471 - Xuejun Ma, Jingxiao Zhang:
Robust model-free feature screening via quantile correlation. 472-480 - Hyunkeun Cho:
The analysis of multivariate longitudinal data using multivariate marginal models. 481-491 - Liya Fu, You-Gan Wang:
Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data. 492-502 - Simone A. Padoan:
Corrigendum to "Multivariate extreme models based on underlying skew-t and skew-normal distributions" [J. Multivariate Analyis 102 (2011) 977-991]. 503
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