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ORCIDJournal of Multivariate Analysis, Volume 168
Volume 168, November 2018
- Jun Wen:
Estimation of two high-dimensional covariance matrices and the spectrum of their ratio. 1-29 - Carlos Aya-Moreno, Gery Geenens, Spiridon I. Penev
:
Shape-preserving wavelet-based multivariate density estimation. 30-47 - Ming-Yueh Huang, Kwun Chuen Gary Chan:
Joint sufficient dimension reduction for estimating continuous treatment effect functions. 48-62 - Hanmei Sun, Thuan Nguyen, Yihui Luan, Jiming Jiang:
Classified mixed logistic model prediction. 63-74 - Patrice Abry, Gustavo Didier:
Wavelet eigenvalue regression for n-variate operator fractional Brownian motion. 75-104 - Peijun Sang, Richard A. Lockhart, Jiguo Cao:
Sparse estimation for functional semiparametric additive models. 105-118 - Cen Wu, Qingzhao Zhang, Yu Jiang, Shuangge Ma:
Robust network-based analysis of the associations between (epi)genetic measurements. 119-130 - Xin Liu, Rong-Xian Yue, Weng Kee Wong:
D-optimal design for the heteroscedastic Berman model on an arc. 131-141 - Fei Chen, Lei Shi, Xuehu Zhu, Lixing Zhu:
Generalized principal Hessian directions for mixture multivariate skew elliptical distributions. 142-159 - Masashi Hyodo, Hiroki Watanabe, Takashi Seo:
On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings. 160-173 - Francisco Germán Badía, Carmen Sangüesa, Ji Hwan Cha:
Stochastic comparisons and multivariate dependence for the epoch times of trend renewal processes. 174-184 - Luigi Ippoliti, R. J. Martin, Luca Romagnoli:
Efficient likelihood computations for some multivariate Gaussian Markov random fields. 185-200 - Wenquan Cui, Haoyang Cheng, Jiajing Sun:
An RKHS-based approach to double-penalized regression in high-dimensional partially linear models. 201-210 - Rhythm Grover, Debasis Kundu, Amit Mitra:
Approximate least squares estimators of a two-dimensional chirp model and their asymptotic properties. - Xueying Zheng, Lan Xue, Annie Qu:
Time-varying correlation structure estimation and local-feature detection for spatio-temporal data. 221-239 - Daniel Krause, Matthias Scherer, Jonas Schwinn, Ralf Werner:
Membership testing for Bernoulli and tail-dependence matrices. 240-260 - Yuexia Zhang, Guoyou Qin, Zhongyi Zhu, Jiajia Zhang:
Robust estimation in linear regression models for longitudinal data with covariate measurement errors and outliers. 261-275 - Luc Pronzato, Henry P. Wynn, Anatoly A. Zhigljavsky:
Simplicial variances, potentials and Mahalanobis distances. 276-289 - Roberto Fontana, Patrizia Semeraro:
Representation of multivariate Bernoulli distributions with a given set of specified moments. 290-303 - Ze Jin, David S. Matteson:
Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics. 304-322 - Raúl Fierro, Víctor Leiva, Jean Paul Maidana:
Cumulative damage and times of occurrence for a multicomponent system: A discrete time approach. 323-333 - Linlin Dai, Kani Chen, Zhihua Sun, Zhenqiu Liu, Gang Li:
Broken adaptive ridge regression and its asymptotic properties. 334-351
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