Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 101, issue 10, 2010

Subsampling tests for variance changes in the presence of autoregressive parameter shifts pp. 2255-2265

Hao Jin and Jinsuo Zhang

Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties pp. 2266-2281

Naâmane Laib and Djamal Louani

M-type smoothing spline ANOVA for correlated data pp. 2282-2296

Anna Liu, Li Qin and John Staudenmayer

On decompositional algorithms for uniform sampling from n-spheres and n-balls pp. 2297-2304

Radoslav Harman and Vladimír Lacko

An approach to multiway contingency tables based on [phi]-divergence test statistics pp. 2305-2319

Julio A. Pardo

The multiple hybrid bootstrap -- Resampling multivariate linear processes pp. 2320-2345

Carsten Jentsch and Jens-Peter Kreiss

Limiting distributions of maxima under triangular schemes pp. 2346-2357

Melanie Frick and Rolf-Dieter Reiss

Depth notions for orthogonal regression pp. 2358-2371

Robin Wellmann and Christine H. Müller

Asymptotic expansion of the minimum covariance determinant estimators pp. 2372-2388

Eric A. Cator and Hendrik P. Lopuhaä

Multivariate logistic regression with incomplete covariate and auxiliary information pp. 2389-2397

Sanjoy K. Sinha, Nan M. Laird and Garrett M. Fitzmaurice

Concordance measures for multivariate non-continuous random vectors pp. 2398-2410

Mhamed Mesfioui and Jean-François Quessy

The L1-consistency of Dirichlet mixtures in multivariate Bayesian density estimation pp. 2411-2419

Yuefeng Wu and Subhashis Ghosal

Combining conditional and unconditional moment restrictions with missing responses pp. 2420-2433

Xiaohui Yuan, Tianqing Liu, Nan Lin and Baoxue Zhang

On the limiting spectral distribution of the covariance matrices of time-lagged processes pp. 2434-2451

Christian Y. Robert and Mathieu Rosenbaum

A modified functional delta method and its application to the estimation of risk functionals pp. 2452-2463

Eric Beutner and Henryk Zähle

Projection-pursuit approach to robust linear discriminant analysis pp. 2464-2485

Ana M. Pires and João A. Branco

Stochastic comparisons of multivariate mixtures pp. 2486-2498

Baha-Eldin Khaledi and Moshe Shaked

On the layered nearest neighbour estimate, the bagged nearest neighbour estimate and the random forest method in regression and classification pp. 2499-2518

Gérard Biau and Luc Devroye

Marginal parameterizations of discrete models defined by a set of conditional independencies pp. 2519-2527

A. Forcina, Monia Lupparelli and G.M. Marchetti

Spline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraints pp. 2528-2542

Minggen Lu

A dimensionally reduced finite mixture model for multilevel data pp. 2543-2553

Daniela G. Calò and Cinzia Viroli

A new test for sphericity of the covariance matrix for high dimensional data pp. 2554-2570

Thomas J. Fisher, Xiaoqian Sun and Colin M. Gallagher

A multivariate version of Hoeffding's Phi-Square pp. 2571-2586

Sandra Gaißer, Martin Ruppert and Friedrich Schmid

Bayesian inference for dependent elliptical measurement error models pp. 2587-2597

Ignacio Vidal and Reinaldo B. Arellano-Valle

On testing equality of pairwise rank correlations in a multivariate random vector pp. 2598-2615

Sandra Gaißer and Friedrich Schmid

On asymptotic normality of sequential LS-estimate for unstable autoregressive process AR(2) pp. 2616-2636

Leonid Galtchouk and Victor Konev

A characterization of multivariate normality through univariate projections pp. 2637-2640

Yongzhao Shao and Ming Zhou

Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences pp. 2641-2647

Zuoxiang Peng, Lunfeng Cao and Saralees Nadarajah

Volume 101, issue 9, 2010

Estimating cumulative incidence functions when the life distributions are constrained pp. 1903-1909

Hammou El Barmi, Matthew Johnson and Hari Mukerjee

Complexity-penalized estimation of minimum volume sets for dependent data pp. 1910-1926

J. Di and E. Kolaczyk

The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix pp. 1927-1949

Z.D. Bai and L.X. Zhang

Asymptotics of Bayesian median loss estimation pp. 1950-1958

Chi Wai Yu and Bertrand Clarke

Some equalities for estimations of variance components in a general linear model and its restricted and transformed models pp. 1959-1969

Yongge Tian and Chunmei Liu

Conditional information criteria for selecting variables in linear mixed models pp. 1970-1980

Muni S. Srivastava and Tatsuya Kubokawa

Statistical inference for the [epsilon]-entropy and the quadratic Rényi entropy pp. 1981-1994

Nikolaj Leonenko and Oleg Seleznjev

Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure pp. 1995-2007

Daniel Peña, Francisco J. Prieto and Júlia Viladomat

Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band pp. 2008-2025

Qiongxia Song and Lijian Yang

Sieve maximum likelihood estimation for doubly semiparametric zero-inflated Poisson models pp. 2026-2038

Xuming He, Hongqi Xue and Ning-Zhong Shi

Nonparametric comparison of regression functions pp. 2039-2059

Ramidha Srihera and Winfried Stute

Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix pp. 2060-2077

Kazuyoshi Yata and Makoto Aoshima

Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates pp. 2078-2090

Bin Huang and Qihua Wang

The multivariate Behrens-Fisher distribution pp. 2091-2102

Fco. Javier Girón and Carmen del Castillo

The pairwise beta distribution: A flexible parametric multivariate model for extremes pp. 2103-2117

Daniel Cooley, Richard A. Davis and Philippe Naveau

A two-sample test for comparison of long memory parameters pp. 2118-2136

Frédéric Lavancier, Anne Philippe and Donatas Surgailis

Bootstrap of deviation probabilities with applications pp. 2137-2148

Ratan Dasgupta

Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory pp. 2149-2167

Haruhiko Ogasawara

Robust estimation of periodic autoregressive processes in the presence of additive outliers pp. 2168-2183

A.J.Q. Sarnaglia, V.A. Reisen and C. Lévy-Leduc

Exploring uses of persistent homology for statistical analysis of landmark-based shape data pp. 2184-2199

Jennifer Gamble and Giseon Heo

On the concept of matrix derivative pp. 2200-2206

Jan Magnus

Quantization and clustering with Bregman divergences pp. 2207-2221

Aurélie Fischer

Smooth depth contours characterize the underlying distribution pp. 2222-2226

Linglong Kong and Yijun Zuo

A note on the maximum correlation for Baker's bivariate distributions with fixed marginals pp. 2227-2233

G.D. Lin and J.S. Huang

Nonparametric rank-based tests of bivariate extreme-value dependence pp. 2234-2249

Ivan Kojadinovic and Jun Yan

Some conditional expectation identities for the multivariate normal pp. 2250-2253

Christopher S. Withers and Saralees Nadarajah

Volume 101, issue 8, 2010

Sharp estimates for the CDF of quadratic forms of MPE random vectors pp. 1755-1771

Jules Sadefo Kamdem

From Archimedean to Liouville copulas pp. 1772-1790

Alexander J. McNeil and Johanna Neslehová

Rank test for heteroscedastic functional data pp. 1791-1805

Haiyan Wang and Michael G. Akritas

High-dimensional Edgeworth expansion of a test statistic on independence and its error bound pp. 1806-1813

Tomoyuki Akita, Jinghua Jin and Hirofumi Wakaki

A van Trees inequality for estimators on manifolds pp. 1814-1825

P.E. Jupp

Sequential order statistics with an order statistics prior pp. 1826-1836

M. Burkschat, U. Kamps and M. Kateri

On the covariance of the asymptotic empirical copula process pp. 1837-1845

Christian Genest and Johan Segers

Semiparametric inference for transformation models via empirical likelihood pp. 1846-1858

Yichuan Zhao

A class of models for uncorrelated random variables pp. 1859-1871

Nader Ebrahimi, G.G. Hamedani, Ehsan S. Soofi and Hans Volkmer

Variable selection for semiparametric varying coefficient partially linear errors-in-variables models pp. 1872-1883

Peixin Zhao and Liugen Xue

Random block matrices generalizing the classical Jacobi and Laguerre ensembles pp. 1884-1897

Matthias Guhlich, Jan Nagel and Holger Dette

On an asymptotically more efficient estimation of the single-index model pp. 1898-1901

Ziqing Chang, Liugen Xue and Lixing Zhu

Volume 101, issue 7, 2010

General canonical correlations with applications to group symmetry models pp. 1547-1558

Steen A. Andersson and Jesse B. Crawford

Entropy based constrained inference for some HDLSS genomic models: UI tests in a Chen-Stein perspective pp. 1559-1573

Ming-Tien Tsai and Pranab Kumar Sen

Statistical inference of minimum BD estimators and classifiers for varying-dimensional models pp. 1574-1593

Chunming Zhang

On sparse estimation for semiparametric linear transformation models pp. 1594-1606

Hao Helen Zhang, Wenbin Lu and Hansheng Wang

Single-index quantile regression pp. 1607-1621

Tracy Z. Wu, Keming Yu and Yan Yu

The efficiency of logistic regression compared to normal discriminant analysis under class-conditional classification noise pp. 1622-1637

Yingtao Bi and Daniel R. Jeske

Comparison of Bartlett-type adjusted tests in the multiparameter case pp. 1638-1655

Yoshihide Kakizawa

Simultaneous confidence band and hypothesis test in generalised varying-coefficient models pp. 1656-1680

Wenyang Zhang and Heng Peng

Detection of a change point based on local-likelihood pp. 1681-1700

Jib Huh

Bartlett correctable two-sample adjusted empirical likelihood pp. 1701-1711

Yukun Liu and Chi Wai Yu

Autoregressive frequency detection using Regularized Least Squares pp. 1712-1727

Bei Chen and Yulia R. Gel

Sparse Bayesian hierarchical modeling of high-dimensional clustering problems pp. 1728-1737

Heng Lian

Meta densities and the shape of their sample clouds pp. 1738-1754

A.A. Balkema, P. Embrechts and N. Nolde

Volume 101, issue 6, 2010

Testing the equality of several covariance matrices with fewer observations than the dimension pp. 1319-1329

Muni S. Srivastava and Hirokazu Yanagihara

Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix pp. 1330-1338

Guangming Pan

Asymptotic properties of the maximum likelihood estimator for the proportional hazards model with doubly censored data pp. 1339-1351

Yongdai Kim, Bumsoo Kim and Woncheol Jang

Tensorial products of functional ARMA processes pp. 1352-1363

Denis Bosq

Adaptive confidence region for the direction in semiparametric regressions pp. 1364-1377

Gao-Rong Li, Li-Ping Zhu and Li-Xing Zhu

Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching pp. 1378-1389

Fubao Xi and G. Yin

On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means pp. 1390-1399

Dominique Fourdrinier and Éric Marchand

A new projection estimate for multivariate location with minimax bias pp. 1400-1411

Jorge G. Adrover and Víctor J. Yohai

Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions pp. 1412-1427

A. Jamalizadeh and N. Balakrishnan

Constructing hierarchical Archimedean copulas with Lévy subordinators pp. 1428-1433

Christian Hering, Marius Hofert, Jan-Frederik Mai and Matthias Scherer

On the singularity of multivariate skew-symmetric models pp. 1434-1444

Christophe Ley and Davy Paindaveine

Empirical Hankel transforms and its applications to goodness-of-fit tests pp. 1445-1457

Ludwig Baringhaus and Fatemeh Taherizadeh

An adaptive wavelet shrinkage approach to the Spektor-Lord-Willis problem pp. 1458-1470

Bogdan Cmiel

Applications of average and projected systems to the study of coherent systems pp. 1471-1482

Jorge Navarro, Fabio Spizzichino and N. Balakrishnan

Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution pp. 1483-1492

Hisayuki Tsukuma

Stochastic properties of INID progressive Type-II censored order statistics pp. 1493-1500

Tiantian Mao and Taizhong Hu

Estimation of a distribution under generalized censoring pp. 1501-1519

Alberto Carabarin-Aguirre and B. Gail Ivanoff

Smoothed jackknife empirical likelihood method for ROC curve pp. 1520-1531

Yun Gong, Liang Peng and Yongcheng Qi

Generating random AR(p) and MA(q) Toeplitz correlation matrices pp. 1532-1545

Chi Tim Ng and Harry Joe

Volume 101, issue 5, 2010

Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data pp. 1043-1054

Han-Ying Liang and Liang Peng

Optimal designs for estimating the control values in multi-univariate regression models pp. 1055-1066

Chun-Sui Lin and Mong-Na Lo Huang

Estimating the error distribution in nonparametric multiple regression with applications to model testing pp. 1067-1078

Natalie Neumeyer and Ingrid Van Keilegom

Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors pp. 1079-1101

Jinhong You, Xian Zhou and Yong Zhou

Minimum Hellinger distance estimation in a two-sample semiparametric model pp. 1102-1122

Jingjing Wu, Rohana Karunamuni and Biao Zhang

Nonparametric variance function estimation with missing data pp. 1123-1142

A. Pérez-González, J.M. Vilar-Fernández and W. González-Manteiga

Robust tests based on dual divergence estimators and saddlepoint approximations pp. 1143-1155

Aida Toma and Samuela Leoni-Aubin

Testing the equality of linear single-index models pp. 1156-1167

Wei Lin and K.B. Kulasekera

Wishart-Laplace distributions associated with matrix quadratic forms pp. 1168-1178

Joe Masaro and Chi Song Wong

Nonparametric Berkson regression under normal measurement error and bounded design pp. 1179-1189

Alexander Meister

On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors pp. 1190-1202

Vivekananda Roy and James P. Hobert

Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues pp. 1203-1225

M.Y. Mo

An unbiased Cp criterion for multivariate ridge regression pp. 1226-1238

Hirokazu Yanagihara and Kenichi Satoh

On the structure of the quadratic subspace in discriminant analysis pp. 1239-1251

Santiago Velilla

Sensitivity of GLS estimators in random effects models pp. 1252-1262

Andrey Vasnev

Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation pp. 1263-1273

Paul Shaman

On the conjecture of Kochar and Korwar pp. 1274-1283

Nuria Torrado, Rosa E. Lillo and Michael P. Wiper

Explicit estimators of parameters in the Growth Curve model with linearly structured covariance matrices pp. 1284-1295

Martin Ohlson and Dietrich von Rosen

On the simplified pair-copula construction -- Simply useful or too simplistic? pp. 1296-1310

Ingrid Hobæk Haff, Kjersti Aas and Arnoldo Frigessi

Expansions for the multivariate normal pp. 1311-1316

Christopher S. Withers and Saralees Nadarajah

Letter to the Editor pp. 1317-1318

Carles M. Cuadras

Volume 101, issue 4, 2010

Nonparametric tests for conditional independence in two-way contingency tables pp. 765-788

Gery Geenens and Leopold Simar

On Riesz and Wishart distributions associated with decomposable undirected graphs pp. 789-810

Steen A. Andersson and Thomas Klein

Residual variance estimation using a nearest neighbor statistic pp. 811-823

Elia Liitiäinen, Francesco Corona and Amaury Lendasse

Tests for multiple regression based on simplicial depth pp. 824-838

Robin Wellmann and Christine H. Müller

Model selection by sequentially normalized least squares pp. 839-849

Jorma Rissanen, Teemu Roos and Petri Myllymäki

Bias-corrected empirical likelihood in a multi-link semiparametric model pp. 850-868

Lixing Zhu, Lu Lin, Xia Cui and Gaorong Li

Estimation and inference for dependence in multivariate data pp. 869-881

Olha Bodnar, Taras Bodnar and Arjun K. Gupta

An adjusted maximum likelihood method for solving small area estimation problems pp. 882-892

Huilin Li and P. Lahiri

Multivariate semi-logistic distributions pp. 893-908

Hsiaw-Chan Yeh

On connectivity of fibers with positive marginals in multiple logistic regression pp. 909-925

Hisayuki Hara, Akimichi Takemura and Ruriko Yoshida

Asymptotics of the norm of elliptical random vectors pp. 926-935

Enkelejd Hashorva

Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient pp. 936-948

Haruhiko Ogasawara

Boundary kernels for adaptive density estimators on regions with irregular boundaries pp. 949-963

Jonathan C. Marshall and Martin L. Hazelton

Some new results on multivariate dispersive ordering of generalized order statistics pp. 964-970

Hongmei Xie and Taizhong Hu

The extent of the maximum likelihood estimator for the extreme value index pp. 971-983

Chen Zhou

Trimmed portmanteau test for linear processes with infinite variance pp. 984-998

Sangyeol Lee and Chi Tim Ng

Asymptotic distributions of two "synthetic data" estimators for censored single-index models pp. 999-1015

Xuewen Lu

Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications pp. 1016-1025

Xiaohu Li and Gaofeng Da

Statistical inference for the index parameter in single-index models pp. 1026-1041

Riquan Zhang, Zhensheng Huang and Yazhao Lv

Volume 101, issue 3, 2010

A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its ageing and dependence properties pp. 491-499

Manuel Franco and Juana-Maria Vivo

Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability pp. 500-511

Theofanis Sapatinas and Damodar N. Shanbhag

Semiparametric Bayesian measurement error modeling pp. 512-524

María P. Casanova, Pilar Iglesias, Heleno Bolfarine, Victor H. Salinas and Alexis Peña

PRIM analysis pp. 525-540

Wolfgang Polonik and Zailong Wang

Likelihood ratio tests of correlated multivariate samples pp. 541-554

Johan Lim, Erning Li and Shin-Jae Lee

The Dirichlet Markov Ensemble pp. 555-567

Djalil Chafaï

Three-way analysis of imprecise data pp. 568-582

Paolo Giordani

Near-exact distributions for the independence and sphericity likelihood ratio test statistics pp. 583-593

Carlos A. Coelho and Filipe J. Marques

Estimation of means of multivariate normal populations with order restriction pp. 594-602

Tiefeng Ma and Songgui Wang

Finite-sample inference with monotone incomplete multivariate normal data, II pp. 603-620

Wan-Ying Chang and Donald St. P. Richards

On Beveridge-Nelson decomposition and limit theorems for linear random fields pp. 621-639

Vygantas Paulauskas

Conditional ordering of order statistics pp. 640-644

Weiwei Zhuang, Junchao Yao and Taizhong Hu

Circular law, extreme singular values and potential theory pp. 645-656

Guangming Pan and Wang Zhou

The Stein phenomenon for monotone incomplete multivariate normal data pp. 657-678

Donald St. P. Richards and Tomoya Yamada

Multivariate failure times regression with a continuous auxiliary covariate pp. 679-691

Yanyan Liu, Yuanshan Wu and Haibo Zhou

The rank of the covariance matrix of an evanescent field pp. 692-705

Mark Kliger and Joseph M. Francos

Robust estimation in a nonlinear cointegration model pp. 706-717

Jia Chen, Degui Li and Lixin Zhang

Empirical likelihood inference in partially linear single-index models for longitudinal data pp. 718-732

Gaorong Li, Lixing Zhu, Liugen Xue and Sanying Feng

Asymptotic distribution of the OLS estimator for a mixed spatial model pp. 733-748

Kairat Mynbaev

Some comments on goodness-of-fit tests for the parametric form of the copula based on L2-distances pp. 749-763

Axel Bücher and Holger Dette

Volume 101, issue 2, 2010

High-dimensional data: a fascinating statistical challenge pp. 305-306

F. Ferraty

Functional semiparametric partially linear model with autoregressive errors pp. 307-315

Sophie Dabo-Niang and Serge Guillas

K-sample subsampling in general spaces: The case of independent time series pp. 316-326

Dimitris N. Politis and Joseph P. Romano

Measures of influence for the functional linear model with scalar response pp. 327-339

Manuel Febrero-Bande, Pedro Galeano and Wenceslao González-Manteiga

Wiener processes with random effects for degradation data pp. 340-351

Xiao Wang

Testing the stability of the functional autoregressive process pp. 352-367

Lajos Horvath, Marie Husková and Piotr Kokoszka

Inference on periodograms of infinite dimensional discrete time periodically correlated processes pp. 368-373

A.R. Soltani, Z. Shishebor and A. Zamani

Operator trigonometry of multivariate finance pp. 374-384

Karl Gustafson

On the integral with respect to the tensor product of two random measures pp. 385-394

Alain Boudou and Yves Romain

Thresholding projection estimators in functional linear models pp. 395-408

Hervé Cardot and Jan Johannes

Cokriging for spatial functional data pp. 409-418

David Nerini, Pascal Monestiez and Claude Manté

Functional nonparametric estimation of conditional extreme quantiles pp. 419-433

Laurent Gardes, Stéphane Girard and Alexandre Lekina

Singular value decomposition of large random matrices (for two-way classification of microarrays) pp. 434-446

Marianna Bolla, Katalin Friedl and András Krámli

Robustness of reweighted Least Squares Kernel Based Regression pp. 447-463

Michiel Debruyne, Andreas Christmann, Mia Hubert and Johan A.K. Suykens

Inference under functional proportional and common principal component models pp. 464-475

Graciela Boente, Daniela Rodriguez and Mariela Sued

Estimation of the regression operator from functional fixed-design with correlated errors pp. 476-490

K. Benhenni, S. Hedli-Griche and M. Rachdi

Volume 101, issue 1, 2010

Asymptotic properties of the Bernstein density copula estimator for [alpha]-mixing data pp. 1-10

Taoufik Bouezmarni, Jeroen Rombouts and Abderrahim Taamouti

A nonparametric approach to 3D shape analysis from digital camera images -- I pp. 11-31

V. Patrangenaru, X. Liu and S. Sugathadasa

Noncentral elliptical configuration density pp. 32-43

Francisco J. Caro-Lopera, José A. Díaz-García and Graciela González-Farías

On hazard rate ordering of the sums of heterogeneous geometric random variables pp. 44-51

Peng Zhao and Taizhong Hu

Study of some measures of dependence between order statistics and systems pp. 52-67

Jorge Navarro and N. Balakrishnan

Energy discriminant analysis, quantum logic, and fuzzy sets pp. 68-76

Grigorii Melnichenko

Representations of SO(3) and angular polyspectra pp. 77-100

D. Marinucci and G. Peccati

High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound pp. 101-112

Naohiro Kato, Takayuki Yamada and Yasunori Fujikoshi

Bivariate Birnbaum-Saunders distribution and associated inference pp. 113-125

Debasis Kundu, N. Balakrishnan and A. Jamalizadeh

Central limit theorem and the bootstrap for U-statistics of strongly mixing data pp. 126-137

Herold Dehling and Martin Wendler

Projection based scatter depth functions and associated scatter estimators pp. 138-153

Weihua Zhou and Xin Dang

Extending the multivariate generalised t and generalised VG distributions pp. 154-164

Thomas Fung and Eugene Seneta

On the right spread order of convolutions of heterogeneous exponential random variables pp. 165-176

Subhash Kochar and Maochao Xu

Bounds for the sum of dependent risks having overlapping marginals pp. 177-190

Paul Embrechts and Giovanni Puccetti

Compatibility of discrete conditional distributions with structural zeros pp. 191-199

Yuchung J. Wang and Kun-Lin Kuo

Thresholding methods to estimate copula density pp. 200-222

F. Autin, E. Le Pennec and K. Tribouley

Testing quasi-independence for truncation data pp. 223-239

Takeshi Emura and Weijing Wang

Empirical likelihood for median regression model with designed censoring variables pp. 240-251

Pingshou Zhong and Hengjian Cui

Tail dependence functions and vine copulas pp. 252-270

Harry Joe, Haijun Li and Aristidis K. Nikoloulopoulos

An integral transform method for estimating the central mean and central subspaces pp. 271-290

Peng Zeng and Yu Zhu

Multivariate comonotonicity pp. 291-304

Giovanni Puccetti and Marco Scarsini