


default search action
Journal of Multivariate Analysis, Volume 152
Volume 152, December 2016
- Song Song, Lixing Zhu

:
Group-wise semiparametric modeling: A SCSE approach. 1-14 - Agnieszka Piliszek

, Jacek Wesolowski:
Kummer and gamma laws through independences on trees - Another parallel with the Matsumoto-Yor property. 15-27 - Dandan Jiang

:
Tests for large-dimensional covariance structure based on Rao's score test. 28-39 - Jean-François Quessy, Louis-Paul Rivest

, Marie-Hélène Toupin
:
On the family of multivariate chi-square copulas. 40-60 - Yuki Ikeda, Tatsuya Kubokawa:

Linear shrinkage estimation of large covariance matrices using factor models. 61-81 - Ao Yuan, Yanxun Zheng, Peng Huang, Ming T. Tan:

A nonparametric test for the evaluation of group sequential clinical trials with covariate information. 82-99 - Davit Varron

:
Empirical likelihood confidence tubes for functional parameters in plug-in estimation. 100-118 - Cunjie Lin, Yong Zhou:

Semiparametric varying-coefficient model with right-censored and length-biased data. 119-144 - Fatimah Alashwali, John T. Kent:

The use of a common location measure in the invariant coordinate selection and projection pursuit. 145-161 - Hyonho Chun, Myung Hee Lee, James C. Fleet, Ji Hwan Oh:

Graphical models via joint quantile regression with component selection. 162-171 - Donggyu Kim, Yazhen Wang:

Sparse PCA-based on high-dimensional Itô processes with measurement errors. 172-189 - Yan-Qing Zhang, Guo-Liang Tian, Nian-Sheng Tang

:
Latent variable selection in structural equation models. 190-205 - Ben Sherwood

:
Variable selection for additive partial linear quantile regression with missing covariates. 206-223 - Qiaozhen Zhang, Hongsheng Dai

, Bo Fu:
A proportional hazards model for time-to-event data with epidemiological bias. 224-236 - Rafaela N. Bonfim, Valdir Antonio Menegatto:

Strict positive definiteness of multivariate covariance functions on compact two-point homogeneous spaces. 237-248 - Peter D. Hoff:

Limitations on detecting row covariance in the presence of column covariance. 249-258 - Ye-mao Xia, Nian-Sheng Tang, Jianwei Gou:

Generalized linear latent models for multivariate longitudinal measurements mixed with hidden Markov models. 259-275

manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.


Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCID














