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Journal of Multivariate Analysis

1971 - 2014

Current editor(s): J. de Leeuw

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

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Volume 129, issue C, 2014

Dirichlet distribution through neutralities with respect to two partitions pp. 1-15 Downloads
Agata Sakowicz and Jacek Wesołowski
Weak convergence of empirical and bootstrapped C-power processes and application to copula goodness-of-fit pp. 16-36 Downloads
Jean-François Quessy and Tarik Bahraoui
Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function pp. 37-43 Downloads
Daojiang He and Jie Wu
Modified conditional AIC in linear mixed models pp. 44-56 Downloads
Yuki Kawakubo and Tatsuya Kubokawa
Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula pp. 57-68 Downloads
Antai Wang
Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy–Widom distribution pp. 69-81 Downloads
Marco Chiani
Stochastic comparison of multivariate conditionally dependent mixtures pp. 82-94 Downloads
F.G. Badía, C. Sangüesa and J.H. Cha
Using linear interpolation to reduce the order of the coverage error of nonparametric prediction intervals based on right-censored data pp. 95-109 Downloads
E. Beutner and E. Cramer
The asymptotic behaviors for least square estimation of multi-casting autoregressive processes pp. 110-124 Downloads
Mingzhi Mao
Inference on the shape of elliptical distributions based on the MCD pp. 125-144 Downloads
Davy Paindaveine and Germain Van Bever
A stochastic inequality for the largest order statistics from heterogeneous gamma variables pp. 145-150 Downloads
Peng Zhao and N. Balakrishnan
Feasible generalized least squares estimation of multivariate GARCH(1, 1) models pp. 151-159 Downloads
Federico Poloni and Giacomo Sbrana
Joint density of correlations in the correlation matrix with chordal sparsity patterns pp. 160-170 Downloads
Dorota Kurowicka
On the estimation of the medial axis and inner parallel body pp. 171-185 Downloads
Antonio Cuevas, Pamela Llop and Beatriz Pateiro-López
Linear transformations to symmetry pp. 186-192 Downloads
Nicola Loperfido
Jackknife empirical likelihood inference with regression imputation and survey data pp. 193-205 Downloads
Ping-Shou Zhong and Sixia Chen
Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample pp. 206-219 Downloads
Shin-ichi Tsukada
Some strong consistency results in stochastic regression pp. 220-226 Downloads
João Lita da Silva
A robust and efficient estimation and variable selection method for partially linear single-index models pp. 227-242 Downloads
Hu Yang and Jing Yang
An identity on order statistics of a set of random variables pp. 243-244 Downloads
Jian-Lun Xu
A note on the article ‘Inference for multivariate normal mixtures’ by J. Chen and X. Tan pp. 245-248 Downloads
Grigory Alexandrovich

Volume 128, issue C, 2014

Stochastic domination in predictive density estimation for ordered normal means under α-divergence loss pp. 1-9 Downloads
Yuan-Tsung Chang and William E. Strawderman
A strong linear representation for the maximum conditional hazard rate estimator in survival analysis pp. 10-18 Downloads
Kossi Essona Gneyou
A test for multivariate skew-normality based on its canonical form pp. 19-32 Downloads
N. Balakrishnan, A. Capitanio and B. Scarpa
Semiparametric efficient estimation for partially linear single-index models with responses missing at random pp. 33-50 Downloads
Peng Lai and Qihua Wang
Testing for additivity in partially linear regression with possibly missing responses pp. 51-61 Downloads
Ursula U. Müller, Anton Schick and Wolfgang Wefelmeyer
Convergence rate to a lower tail dependence coefficient of a skew-t distribution pp. 62-72 Downloads
Thomas Fung and Eugene Seneta
Multivariate Skew-Normal Generalized Hyperbolic distribution and its properties pp. 73-85 Downloads
Filidor Vilca, N. Balakrishnan and Camila Borelli Zeller
Confidence regions for images observed under the Radon transform pp. 86-107 Downloads
Nicolai Bissantz, Hajo Holzmann and Katharina Proksch
Hypothesis testing for high-dimensional covariance matrices pp. 108-119 Downloads
Weiming Li and Yingli Qin
Copulas for order statistics with prescribed margins pp. 120-133 Downloads
Régis Lebrun and Anne Dutfoy
Matérn-based nonstationary cross-covariance models for global processes pp. 134-146 Downloads
Mikyoung Jun
Polar angle tangent vectors follow Cauchy distributions under spherical symmetry pp. 147-153 Downloads
T. Cacoullos
Optimal and minimax prediction in multivariate normal populations under a balanced loss function pp. 154-164 Downloads
Guikai Hu, Qingguo Li and Shenghua Yu
Graphical model selection and estimation for high dimensional tensor data pp. 165-185 Downloads
Shiyuan He, Jianxin Yin, Hongzhe Li and Xing Wang
Minimax adaptive dimension reduction for regression pp. 186-202 Downloads
Quentin Paris
The joint distribution of Studentized residuals under elliptical distributions pp. 203-209 Downloads
Toshiya Iwashita and Bernhard Klar
Kendall’s tau for hierarchical data pp. 210-225 Downloads
H. Romdhani, L. Lakhal-Chaieb and L.-P. Rivest
Semiparametric varying-coefficient study of mean residual life models pp. 226-238 Downloads
Guangren Yang and Yong Zhou

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
Page updated 2014-07-21