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Journal of Multivariate Analysis

1971 - 2014

Edited by J. de Leeuw

from Elsevier
Series data maintained by Zhang, Lei ().

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Volume 126, issue C, 2014

Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices pp. 1-13 Downloads
Benoît Collins, Sho Matsumoto and Nadia Saad
On standard conjugate families for natural exponential families with bounded natural parameter space pp. 14-24 Downloads
Kurt Hornik and Bettina Grün
Limiting spectral distribution of renormalized separable sample covariance matrices when p/n→0 pp. 25-52 Downloads
Lili Wang and Debashis Paul
Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model pp. 53-74 Downloads
M. Arashi, B.M. Golam Kibria, M. Norouzirad and S. Nadarajah
A class of smooth models satisfying marginal and context specific conditional independencies pp. 75-85 Downloads
R. Colombi and A. Forcina
Bayesian influence analysis of generalized partial linear mixed models for longitudinal data pp. 86-99 Downloads
Nian-Sheng Tang and Xing-De Duan
Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables pp. 100-113 Downloads
Seong J. Yang and Byeong U. Park
Some counterexamples concerning maximal correlation and linear regression pp. 114-117 Downloads
Nickos Papadatos
Multivariate Archimax copulas pp. 118-136 Downloads
A. Charpentier, A.-L. Fougères, C. Genest and J.G. Nešlehová
Coefficient of determination for multiple measurement error models pp. 137-152 Downloads
C.-L. Cheng, Shalabh, and G. Garg
Compound p-value statistics for multiple testing procedures pp. 153-166 Downloads
Joshua D. Habiger and Edsel A. Peña
Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter pp. 167-183 Downloads
Andrea Cerioli, Alessio Farcomeni and Marco Riani

Volume 125, issue C, 2014

Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes pp. 1-35 Downloads
François Bachoc
Model checking in Tobit regression via nonparametric smoothing pp. 36-49 Downloads
Hira L. Koul, Weixing Song and Shan Liu
SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part pp. 50-64 Downloads
Heng Lian, Jianbo Li and Xingyu Tang
On the estimation of the mean density of random closed sets pp. 65-88 Downloads
F. Camerlenghi, V. Capasso and E. Villa
A new sparse variable selection via random-effect model pp. 89-99 Downloads
Youngjo Lee and Hee-Seok Oh
Assessment of the number of components in Gaussian mixture models in the presence of multiple local maximizers pp. 100-120 Downloads
Daeyoung Kim and Byungtae Seo
On a symbolic representation of non-central Wishart random matrices with applications pp. 121-135 Downloads
Elvira Di Nardo
Local asymptotic minimax estimation of nonregular parameters with translation-scale equivariant maps pp. 136-158 Downloads
Kyungchul Song
Model structure selection in single-index-coefficient regression models pp. 159-175 Downloads
Zhensheng Huang, Zhen Pang, Bingqing Lin and Quanxi Shao
An exact test about the covariance matrix pp. 176-189 Downloads
Arjun K. Gupta and Taras Bodnar
Compatibility results for conditional distributions pp. 190-203 Downloads
Patrizia Berti, Emanuela Dreassi and Pietro Rigo
Monitoring procedure for parameter change in causal time series pp. 204-221 Downloads
Jean-Marc Bardet and William Kengne
Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices pp. 222-232 Downloads
Cheng Wang, Tiejun Tong, Longbing Cao and Baiqi Miao
Bivariate binomial autoregressive models pp. 233-251 Downloads
Manuel G. Scotto, Christian H. Weiß, Maria Eduarda Silva and Isabel Pereira

Volume 124, issue C, 2014

On compatibility of discrete full conditional distributions: A graphical representation approach pp. 1-9 Downloads
Yi-Ching Yao, Shih-chieh Chen and Shao-Hsuan Wang
Asymptotically efficient estimation under semi-parametric random censorship models pp. 10-24 Downloads
Gerhard Dikta
Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss–Markoff model under a balanced loss function pp. 25-30 Downloads
Mingxiang Cao
Maximal non-exchangeability in dimension d pp. 31-41 Downloads
Michael Harder and Ulrich Stadtmüller
A statistical view of clustering performance through the theory of U-processes pp. 42-56 Downloads
Stéphan Clémençon
D-optimal designs for multiresponse linear models with a qualitative factor pp. 57-69 Downloads
Rong-Xian Yue, Xin Liu and Kashinath Chatterjee
Estimation and inference of semi-varying coefficient models with heteroscedastic errors pp. 70-93 Downloads
Si-Lian Shen, Jian-Ling Cui, Chang-Lin Mei and Chun-Wei Wang
General directional regression pp. 94-104 Downloads
Zhou Yu, Yuexiao Dong and Mian Huang
Stochastic comparisons of order statistics and their concomitants pp. 105-115 Downloads
Ismihan Bairamov, Baha-Eldin Khaledi and Moshe Shaked
A revisit to correlation analysis for distortion measurement error data pp. 116-129 Downloads
Jun Zhang, Zhenghui Feng and Bu Zhou
Simultaneous confidence bands for sequential autoregressive fitting pp. 130-149 Downloads
Moritz Jirak
Series expansion for functional sufficient dimension reduction pp. 150-165 Downloads
Heng Lian and Gaorong Li
An optimal test for variance components of multivariate mixed-effects linear models pp. 166-178 Downloads
Subhash Aryal, Dulal K. Bhaumik, Thomas Mathew and Robert D. Gibbons
Multivariate measurement error models using finite mixtures of skew-Student t distributions pp. 179-198 Downloads
Celso Rômulo Barbosa Cabral, Víctor Hugo Lachos and Camila Borelli Zeller
Model determination and estimation for the growth curve model via group SCAD penalty pp. 199-213 Downloads
Jianhua Hu, Xin Xin and Jinhong You
Sensitivity to hyperprior parameters in Gaussian Bayesian networks pp. 214-225 Downloads
M.A. Gómez-Villegas, P. Main, H. Navarro and R. Susi
Subsignatures of systems pp. 226-236 Downloads
Jean-Luc Marichal
Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions pp. 237-246 Downloads
Olivier Besson and Yuri . Abramovich
A Bayesian analysis of normalized VAR models pp. 247-259 Downloads
Dongchu Sun and Shawn Ni
Objective Bayesian analysis for autoregressive models with nugget effects pp. 260-280 Downloads
Cuirong Ren and Dongchu Sun
A new adjusted maximum likelihood method for the Fay–Herriot small area model pp. 281-294 Downloads
Masayo Yoshimori and Partha Lahiri
On Cauchy–Stieltjes kernel families pp. 295-312 Downloads
Włodek Bryc, Raouf Fakhfakh and Abdelhamid Hassairi
Functional data analysis with increasing number of projections pp. 313-332 Downloads
Stefan Fremdt, Lajos Horvath, Piotr Kokoszka and Josef G. Steinebach
Minimax covariance estimation using commutator subgroup of lower triangular matrices pp. 333-344 Downloads
Hisayuki Tsukuma
On the Bingham distribution with large dimension pp. 345-352 Downloads
A. Kume and S.G. Walker
Consistency, bias and efficiency of the normal-distribution-based MLE: The role of auxiliary variables pp. 353-370 Downloads
Ke-Hai Yuan and Victoria Savalei
Bayesian model diagnostics using functional Bregman divergence pp. 371-383 Downloads
Gyuhyeong Goh and Dipak K. Dey
Schur2-concavity properties of Gaussian measures, with applications to hypotheses testing pp. 384-397 Downloads
Iosif Pinelis
Application of second generation wavelets to blind spherical deconvolution pp. 398-417 Downloads
T. Vareschi
A robust extension of the bivariate Birnbaum–Saunders distribution and associated inference pp. 418-435 Downloads
Filidor Vilca, N. Balakrishnan and Camila Borelli Zeller
Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes pp. 436-450 Downloads
D. Bosq
Bayesian robust inference of sample selection using selection-t models pp. 451-464 Downloads
Peng Ding
Asymptotics of hierarchical clustering for growing dimension pp. 465-479 Downloads
Petro Borysov, Jan Hannig and J.S. Marron
A note on the asymptotic behavior of the Bernstein estimator of the copula density pp. 480-487 Downloads
Paul Janssen, Jan Swanepoel and Noël Veraverbeke
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