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Journal of Multivariate Analysis
1971 - 2013
Edited by J. de Leeuw
from Elsevier
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Volume 102, issue 10 , 2011
Difference based estimation for partially linear regression models with measurement errors pp. 1321-1338 Haibing Zhao and Jinhong You Consistent multiple testing for change points pp. 1339-1343 Kuo-mei Chen , Arthur Cohen and Harold Sackrowitz The complete mixability and convex minimization problems with monotone marginal densities pp. 1344-1360 Bin Wang and Ruodu Wang Classification of a screened data into one of two normal populations perturbed by a screening scheme pp. 1361-1373 Hea-Jung Kim Variable selection in model-based discriminant analysis pp. 1374-1387 C. Maugis , G. Celeux and M.-L. Martin-Magniette On a model selection problem from high-dimensional sample covariance matrices pp. 1388-1398 J. Chen , B. Delyon and J.-F. Yao Generalized Marshall-Olkin distributions and related bivariate aging properties pp. 1399-1409 Xiaohu Li and Franco Pellerey On signature-based expressions of system reliability pp. 1410-1416 Jean-Luc Marichal , Pierre Mathonet and Tamás Waldhauser Empirical Bayes predictive densities for high-dimensional normal models pp. 1417-1428 Xinyi Xu and Dunke Zhou A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators pp. 1429-1444 Tatsuya Kubokawa and William E. Strawderman An approach to modeling asymmetric multivariate spatial covariance structures pp. 1445-1453 Bo Li and Hao Zhang Tail order and intermediate tail dependence of multivariate copulas pp. 1454-1471 Lei Hua and Harry Joe Testing model assumptions in functional regression models pp. 1472-1488 Axel Bücher , Holger Dette and Gabriele Wieczorek Volume 102, issue 9 , 2011
Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model pp. 1241-1255 Yutaka Kano and Keiji Takai Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance pp. 1256-1262 S. Zinodiny , W.E. Strawderman and A. Parsian Improved transformed deviance statistic for testing a logistic regression model pp. 1263-1279 Nobuhiro Taneichi , Yuri Sekiya and Jun Toyama Estimates of MM type for the multivariate linear model pp. 1280-1292 Nadia L. Kudraszow and Ricardo A. Maronna Characterization theorems for some classes of covariance functions associated to vector valued random fields pp. 1293-1301 Emilio Porcu and Viktor Zastavnyi Semiparametric analysis in double-sampling designs via empirical likelihood pp. 1302-1314 Wen Yu Superefficient estimation of the marginals by exploiting knowledge on the copula pp. 1315-1319 John Einmahl and Ramon van den Akker Volume 102, issue 8 , 2011
A new class of minimum power divergence estimators with applications to cancer surveillance pp. 1175-1193 Nirian Martín and Yi Li Flexible bivariate beta distributions pp. 1194-1202 Barry C. Arnold and Hon Keung Tony Ng Moderate deviations of generalized method of moments and empirical likelihood estimators pp. 1203-1216 Taisuke Otsu All admissible linear estimators of a regression coefficient under a balanced loss function pp. 1217-1224 Guikai Hu and Ping Peng Optimal vector quantization in terms of Wasserstein distance pp. 1225-1239 Wolfgang Kreitmeier Volume 102, issue 7 , 2011
Characteristic functions of scale mixtures of multivariate skew-normal distributions pp. 1105-1117 Hyoung-Moon Kim and Marc G. Genton Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes pp. 1118-1125 Z. Shishebor , A.R. Soltani and A. Zamani Nonparametric additive model-assisted estimation for survey data pp. 1126-1140 Li Wang and Suojin Wang Consistent tuning parameter selection in high dimensional sparse linear regression pp. 1141-1151 Tao Wang and Lixing Zhu Bayesian MAP model selection of chain event graphs pp. 1152-1165 Guy Freeman and J.Q. Smith Semi-varying coefficient models with a diverging number of components pp. 1166-1174 Gaorong Li , Liugen Xue and Heng Lian Volume 102, issue 6 , 2011
On qualitative robustness of support vector machines pp. 993-1007 Robert Hable and Andreas Christmann On the Gaussian approximation of vector-valued multiple integrals pp. 1008-1017 Salim Noreddine and Ivan Nourdin Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality pp. 1018-1031 S.Y. Hwang and .V. Basawa On the maximum of covariance estimators pp. 1032-1046 Moritz Jirak A copula-based model of speculative price dynamics in discrete time pp. 1047-1063 Umberto Cherubini , Sabrina Mulinacci and Silvia Romagnoli Bahadur representation for U-quantiles of dependent data pp. 1064-1079 Martin Wendler Asymptotic expansions for a class of tests for a general covariance structure under a local alternative pp. 1080-1089 Hiroaki Shimizu and Hirofumi Wakaki Some tests for the covariance matrix with fewer observations than the dimension under non-normality pp. 1090-1103 Muni S. Srivastava , Tõnu Kollo and Dietrich von Rosen Volume 102, issue 5 , 2011
Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach pp. 871-883 Christopher K. Carter , Frederick Wong and Robert J. Kohn The proportional hazards model for survey data from independent and clustered super-populations pp. 884-895 Susana Rubin-Bleuer Bounds for mixtures of order statistics from exponentials and applications pp. 896-907 Eugen Paltanea Numbers of near bivariate record-concomitant observations pp. 908-917 . Bairamov and A. Stepanov Parametric estimation of a bivariate stable Lévy process pp. 918-930 Habib Esmaeili and Claudia Klüppelberg Extensions of system signatures to dependent lifetimes: Explicit expressions and interpretations pp. 931-936 Jean-Luc Marichal and Pierre Mathonet Efficient empirical-likelihood-based inferences for the single-index model pp. 937-947 Zhensheng Huang and Riquan Zhang On Pearson-Kotz Dirichlet distributions pp. 948-957 N. Balakrishnan and E. Hashorva Some new results on convolutions of heterogeneous gamma random variables pp. 958-976 Peng Zhao Multivariate extreme models based on underlying skew-t and skew-normal distributions pp. 977-991 Simone A. Padoan Volume 102, issue 4 , 2011
Empirical likelihood for semiparametric regression model with missing response data pp. 723-740 Liugen Xue and Dong Xue Some theoretical properties of Silverman's method for Smoothed functional principal component analysis pp. 741-767 Xin Qi and Hongyu Zhao High dimensional data analysis using multivariate generalized spatial quantiles pp. 768-780 Nitai D. Mukhopadhyay and Snigdhansu Chatterjee Convergence proof of matrix dynamics for online linear discriminant analysis pp. 781-788 Kazuyuki Hiraoka A numerical method for minimum distance estimation problems pp. 789-800 C. Cervellera and D. Macciò Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions pp. 801-815 Yo Sheena and Akimichi Takemura Tests for independence in non-parametric heteroscedastic regression models pp. 816-827 Zdenek Hlávka , Marie Husková and Simos G. Meintanis -Consistent robust integration-based estimation pp. 828-846 Sung Jae Jun , Joris Pinkse and Yuanyuan Wan Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices pp. 847-868 Prathapasinghe Dharmawansa and Matthew R. McKay Erratum to "Construction of asymmetric multivariate copulas" [J. Multivariate Anal. 99 (2008) 2234-2250] pp. 869-870 Eckhard Liebscher Volume 102, issue 3 , 2011
Monotonicity properties of multivariate distribution and survival functions -- With an application to Lévy-frailty copulas pp. 393-404 Paul Ressel Weighted-mean trimming of multivariate data pp. 405-421 Rainer Dyckerhoff and Karl Mosler Structural test in regression on functional variables pp. 422-447 Laurent Delsol , Frédéric Ferraty and Philippe Vieu Wavelet estimation of conditional density with truncated, censored and dependent data pp. 448-467 Han-Ying Liang and Jacobo de Uña-Álvarez Nonparametric estimation of the anisotropic probability density of mixed variables pp. 468-481 Sam Efromovich Vectors of two-parameter Poisson-Dirichlet processes pp. 482-495 Fabrizio Leisen and Antonio Lijoi Estimating structural VARMA models with uncorrelated but non-independent error terms pp. 496-505 Y. Boubacar Mainassara and Christian Francq Local likelihood estimation for nonstationary random fields pp. 506-520 Ethan B. Anderes and Michael L. Stein Multivariate linear recursions with Markov-dependent coefficients pp. 521-527 Diana Hay , Reza Rastegar and Alexander Roitershtein Autoregressive process modeling via the Lasso procedure pp. 528-549 Y. Nardi and A. Rinaldo A link-free method for testing the significance of predictors pp. 550-562 Peng Zeng Log-linear Poisson autoregression pp. 563-578 Konstantinos Fokianos and Dag Tjøstheim Minimum distance conditional variance function checking in heteroscedastic regression models pp. 579-600 Nishantha Samarakoon and Weixing Song Statistical inference using a weighted difference-based series approach for partially linear regression models pp. 601-618 Chunrong Ai , Jinhong You and Yong Zhou Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components pp. 619-628 A. Bekker , J.J.J. Roux and M. Arashi Restricted one way analysis of variance using the empirical likelihood ratio test pp. 629-640 Wen Yu , Hammou El Barmi and Zhiliang Ying Conditional and unconditional methods for selecting variables in linear mixed models pp. 641-660 Tatsuya Kubokawa Blockwise empirical likelihood for time series of counts pp. 661-673 Rongning Wu and Jiguo Cao Composing the cumulative quantile regression function and the Goldie concentration curve pp. 674-682 SzeMan Tse Estimation of a multivariate stochastic volatility density by kernel deconvolution pp. 683-697 Bert Van Es and Peter Spreij Quadratic minimisation problems in statistics pp. 698-713 C.J. Albers , F. Critchley and J.C. Gower Applications of quadratic minimisation problems in statistics pp. 714-722 C.J. Albers , F. Critchley and J.C. Gower Volume 102, issue 2 , 2011
On directional multiple-output quantile regression pp. 193-212 Davy Paindaveine and Miroslav Siman Principal points of a multivariate mixture distribution pp. 213-224 Shun Matsuura and Hiroshi Kurata Random change on a Lie group and mean glaucomatous projective shape change detection from stereo pair images pp. 225-237 M. Crane and V. Patrangenaru A novel trace test for the mean parameters in a multivariate growth curve model pp. 238-251 Jemila S. Hamid , Joseph Beyene and Dietrich von Rosen An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples pp. 252-263 Nobumichi Shutoh , Masashi Hyodo and Takashi Seo Restricted estimation in multivariate measurement error regression model pp. 264-280 Kanchan Jain , Sukhbir Singh and Suresh Sharma Partial sum process to check regression models with multiple correlated response: With an application for testing a change-point in profile data pp. 281-291 W. Bischoff and A. Gegg Spatial autoregressive and moving average Hilbertian processes pp. 292-305 M.D. Ruiz-Medina Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals pp. 306-314 Dietmar Ferger and Michael Scholz On spline regression under Gaussian subordination with long memory pp. 315-335 Jan Beran and Arno Weiershäuser An asymptotics look at the generalized inference pp. 336-348 Shifeng Xiong On linear models with long memory and heavy-tailed errors pp. 349-362 Zhou Zhou and Wei Biao Wu On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix pp. 363-371 Boaz Nadler A profile-type smoothed score function for a varying coefficient partially linear model pp. 372-385 Gaorong Li , Sanying Feng and Heng Peng A multivariate ultrastructural errors-in-variables model with equation error pp. 386-392 Alexandre G. Patriota , Heleno Bolfarine and Reinaldo B. Arellano-Valle Volume 102, issue 1 , 2011
Statistical inference in partially-varying-coefficient single-index model pp. 1-19 Qihua Wang and Liugen Xue Dual divergence estimators and tests: Robustness results pp. 20-36 Aida Toma and Michel Broniatowski Nonparametric estimation of an extreme-value copula in arbitrary dimensions pp. 37-47 Gordon Gudendorf and Johan Segers Local asymptotic normality in a stationary model for spatial extremes pp. 48-60 Michael Falk Semiparametric analysis of longitudinal zero-inflated count data pp. 61-72 Jiarui Feng and Zhongyi Zhu On local times, density estimation and supervised classification from functional data pp. 73-86 P. Llop , L. Forzani and R. Fraiman Fiducial inference on the largest mean of a multivariate normal distribution pp. 87-104 Damian V. Wandler and Jan Hannig Multiple imputations and the missing censoring indicator model pp. 105-117 Sundarraman Subramanian Low dimensional semiparametric estimation in a censored regression model pp. 118-129 Ignacio Moral-Arce , Juan M. Rodríguez-Póo and Stefan Sperlich Dimension estimation in sufficient dimension reduction: A unifying approach pp. 130-142 E. Bura and J. Yang Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions pp. 143-152 José A. Díaz-García and Ramón Gutiérrez-Jáimez Empirical likelihood for linear models under negatively associated errors pp. 153-163 Yongsong Qin and Yinghua Li Modifying estimators of ordered positive parameters under the Stein loss pp. 164-181 Hisayuki Tsukuma and Tatsuya Kubokawa Robust inference for sparse cluster-correlated count data pp. 182-192 John J. Hanfelt , Ruosha Li , Yi Pan and Pierre Payment
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