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ORCIDJournal of Multivariate Analysis, Volume 100
Volume 100, Number 1, January 2009
- Han-Ying Liang, Guoliang Fan
:
Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors. 1-15 - Michel Broniatowski, Amor Keziou:
Parametric estimation and tests through divergences and the duality technique. 16-36 - Debashis Paul, Jack W. Silverstein:
No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix. 37-57 - Hirofumi Wakaki, Makoto Aoshima:
Optimal discriminant functions for normal populations. 58-69 - Karim Oualkacha, Louis-Paul Rivest:
A new statistical model for random unit vectors. 70-80 - Haroon Mohamed Barakat:
Multivariate order statistics based on dependent and nonidentically distributed random variables. 81-90 - Reinaldo Boris Arellano-Valle, Marc G. Genton, Rosangela Helena Loschi:
Shape mixtures of multivariate skew-normal distributions. 91-101 - Amparo Baíllo, Aurea Grané:
Local linear regression for functional predictor and scalar response. 102-111 - Itai Dattner:
Statistical properties of the Hough transform estimator in the presence of measurement errors. 112-125 - T. Tony Cai, Michael Levine, Lie Wang:
Variance function estimation in multivariate nonparametric regression with fixed design. 126-136 - Jian Chen, Liang Peng, Yichuan Zhao:
Empirical likelihood based confidence intervals for copulas. 137-151 - Yang Bai, Wing K. Fung, Zhong Yi Zhu:
Penalized quadratic inference functions for single-index models with longitudinal data. 152-161 - Han-Ying Liang, Deli Li, Yongcheng Qi:
Strong convergence in nonparametric regression with truncated dependent data. 162-174 - Ingo Steinwart, Don R. Hush, Clint Scovel:
Learning from dependent observations. 175-194 - Jianhui Zhou:
Robust dimension reduction based on canonical correlation. 195-209 - Olivier Lopez, Valentin Patilea:
Nonparametric lack-of-fit tests for parametric mean-regression models with censored data. 210-230 - Yasunori Fujikoshi, Tetsuro Sakurai:
High-dimensional asymptotic expansions for the distributions of canonical correlations. 231-242 - Haijun Li:
Orthant tail dependence of multivariate extreme value distributions. 243-256
Volume 100, Number 2, February 2009
- Tsung-I Lin:
Maximum likelihood estimation for multivariate skew normal mixture models. 257-265 - Ursula U. Müller, Anton Schick, Wolfgang Wefelmeyer:
Estimators for alternating nonlinear autoregression. 266-277 - Grace Y. Yi, Wenqing He, Hua Liang:
Analysis of correlated binary data under partially linear single-index logistic models. 278-290 - Xu-Qing Liu, Dong-Dong Wang, Jian-Ying Rong:
Quadratic prediction problems in multivariate linear models. 291-300 - Mi-Xia Wu, Kai F. Yu, Aiyi Liu:
Exact inference on contrasts in means of intraclass correlation models with missing responses. 301-308
Volume 100, Number 3, March 2009
- Carlos Martins-Filho, Feng Yao:
Nonparametric regression estimation with general parametric error covariance. 309-333 - Muneya Matsui, Akimichi Takemura:
Integral representations of one-dimensional projections for multivariate stable densities. 334-344 - Guang Cheng, Michael R. Kosorok:
The penalized profile sampler. 345-362 - Jason Shaw:
A continuous spectral density for a random field of continuous-index. 363-376 - Bruno N. Rémillard, Olivier Scaillet:
Testing for equality between two copulas. 377-386 - Xuewen Lu:
Empirical likelihood for heteroscedastic partially linear models. 387-396 - Dietmar Bauer:
Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms. 397-421 - Marc Hallin, Davy Paindaveine:
Optimal tests for homogeneity of covariance, scale, and shape. 422-444 - Ming-Tien Tsai:
Asymptotically efficient two-sample rank tests for modal directions on spheres. 445-458 - Bhramar Mukherjee, Ivy Liu:
A note on bias due to fitting prospective multivariate generalized linear models to categorical outcomes ignoring retrospective sampling schemes. 459-472 - Yoshihide Kakizawa:
Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions. 473-496 - Serguei Zernov, Victoria Zinde-Walsh, John W. Galbraith:
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes. 497-508 - Jin Wang:
A family of kurtosis orderings for multivariate distributions. 509-517 - Muni S. Srivastava:
A test for the mean vector with fewer observations than the dimension under non-normality. 518-532 - Tonghui Wang, Baokun Li, Arjun K. Gupta:
Distribution of quadratic forms under skew normal settings. 533-545 - Mohamed Lemdani, Elias Ould-Saïd, Nicolas Poulin:
Asymptotic properties of a conditional quantile estimator with randomly truncated data. 546-559
Volume 100, Number 4, April 2009
- K. D. Prathapasinghe Dharmawansa, Matthew R. McKay:
Diagonal distribution of a complex non-central Wishart matrix: A new trivariate non-central chi-squared density. 561-580 - Debasis Kundu, Rameshwar D. Gupta:
Bivariate generalized exponential distribution. 581-593 - Hammou Elbarmi, Hari Mukerjee:
Peakedness and peakedness ordering in symmetric distributions. 594-603 - Tucker McElroy, Scott H. Holan:
A local spectral approach for assessing time series model misspecification. 604-621 - Robin Wellmann, Peter Harmand, Christine H. Müller:
Distribution-free tests for polynomial regression based on simplicial depth. 622-635 - Zhihua Sun, Qihua Wang, Pengjie Dai:
Model checking for partially linear models with missing responses at random. 636-651 - Ernesto Salinelli:
Nonlinear principal components, II: Characterization of normal distributions. 652-660 - Anatoli Torokhti, Shmuel Friedland:
Towards theory of generic Principal Component Analysis. 661-669 - Harry Joe, Youngjo Lee:
On weighting of bivariate margins in pairwise likelihood. 670-685 - Sándor Baran, Gyula Pap:
On the least squares estimator in a nearly unstable sequence of stationary spatial AR models. 686-698 - Stephan Huckemann, Thomas Hotz:
Principal component geodesics for planar shape spaces. 699-714 - Edit Gombay, Daniel Serban:
Monitoring parameter change in AR(p) time series models. 715-725 - Hua Liang, Weixing Song:
Improved estimation in multiple linear regression models with measurement error and general constraint. 726-741 - Amadou Sarr, Arjun K. Gupta:
Estimation of the precision matrix of multivariate Kotz type model. 742-752 - Antonio Cuevas, Ricardo Fraiman:
On depth measures and dual statistics. A methodology for dealing with general data. 753-766 - Yongge Tian:
On an additive decomposition of the BLUE in a multiple-partitioned linear model. 767-776 - Attila Andai:
On the geometry of generalized Gaussian distributions. 777-793 - Chen Zhou:
Existence and consistency of the maximum likelihood estimator for the extreme value index. 794-815
- Reinaldo Boris Arellano-Valle, Adelchi Azzalini:
Corrigendum to: "The centred parametrization for the multivariate skew-normal distribution" [J. Multivariate Analysis 99 (2008) 1362-1382]. 816
Volume 100, Number 5, May 2009
- Fabian H. Sinz, Sebastian Gerwinn, Matthias Bethge:
Characterization of the p-generalized normal distribution. 817-820 - Klaus Nordhausen, Hannu Oja, Davy Paindaveine:
Signed-rank tests for location in the symmetric independent component model. 821-834 - Qihua Wang, Wei Liu, Catherine Chunling Liu:
Probability density estimation for survival data with censoring indicators missing at random. 835-850 - Bettina Grün, Friedrich Leisch:
Dealing with label switching in mixture models under genuine multimodality. 851-861 - Li-Ping Zhu, Li-Xing Zhu:
Nonconcave penalized inverse regression in single-index models with high dimensional predictors. 862-875 - Ella Roelant, Stefan Van Aelst, Christophe Croux:
Multivariate generalized S-estimators. 876-887 - Tetsuro Sakurai:
Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large. 888-901 - Haruhiko Ogasawara:
Asymptotic expansions in mean and covariance structure analysis. 902-912 - Hilmar Böhm, Rainer von Sachs:
Shrinkage estimation in the frequency domain of multivariate time series. 913-935 - Alexander Shapiro:
Asymptotic normality of test statistics under alternative hypotheses. 936-945 - Barry C. Arnold, Enrique F. Castillo, José María Sarabia:
Multivariate order statistics via multivariate concomitants. 946-951 - Peng Zhao, Xiaohu Li, N. Balakrishnan:
Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables. 952-962 - Isabel Molina:
Uncertainty under a multivariate nested-error regression model with logarithmic transformation. 963-980 - Daniel Carando, Ricardo Fraiman, Pablo Groisman:
Nonparametric likelihood based estimation for a multivariate Lipschitz density. 981-992 - Hongwen Guo, Chae Young Lim, Mark M. Meerschaert:
Local Whittle estimator for anisotropic random fields. 993-1028 - Alexander Aue, Lajos Horváth, Marie Husková:
Extreme value theory for stochastic integrals of Legendre polynomials. 1029-1043 - Samantha Leorato:
A refined Jensen's inequality in Hilbert spaces and empirical approximations. 1044-1060 - Xiaoyong Wu, Guohua Zou, Yingfu Li:
Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model. 1061-1072
Volume 100, Number 6, July 2009
- Yasutaka Shimizu:
Functional estimation for Lévy measures of semimartingales with Poissonian jumps. 1073-1092 - Marco Burkschat:
Multivariate dependence of spacings of generalized order statistics. 1093-1106 - Riina Haataja, Denis Larocque, Jaakko Nevalainen, Hannu Oja:
A weighted multivariate signed-rank test for cluster-correlated data. 1107-1119 - David J. Mayston:
The determinants of cumulative endogeneity bias in multivariate analysis. 1120-1136 - Ivan Kojadinovic, Mark Holmes:
Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process. 1137-1154 - S. Y. Hwang, Ishwar V. Basawa:
Branching Markov processes and related asymptotics. 1155-1167 - Melanie Frick, Rolf-Dieter Reiss:
Expansions of multivariate Pickands densities and testing the tail dependence. 1168-1181 - Jinhong You, Xian Zhou, Li-Xing Zhu:
Inference on a regression model with noised variables and serially correlated errors. 1182-1197 - Prabir Burman, Wolfgang Polonik:
Multivariate mode hunting: Data analytic tools with measures of significance. 1198-1218 - Han-Ying Liang, Jacobo de Uña-Álvarez:
A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples. 1219-1231 - Haruhiko Ogasawara:
On the estimators of model-based and maximal reliability. 1232-1244 - S. Ajay Chandra:
Testing the equality of error distributions from k independent GARCH models. 1245-1260 - Giuliana Regoli:
A class of bivariate exponential distributions. 1261-1269 - Roel Braekers, Ingrid Van Keilegom:
Flexible modeling based on copulas in nonparametric median regression. 1270-1281 - Edward Hak-Sing Ip, Yuchung J. Wang:
Canonical representation of conditionally specified multivariate discrete distributions. 1282-1290 - Chung Chang, R. Todd Ogden:
Bootstrapping sums of independent but not identically distributed continuous processes with applications to functional data. 1291-1303 - Ignacio Arbués:
Departure from normality of increasing-dimension martingales. 1304-1315 - Taeryon Choi, Jaeyong Lee, Anindya Roy:
A note on the Bayes factor in a semiparametric regression model. 1316-1327
Volume 100, Number 7, August 2009
- Gabriel Frahm:
Asymptotic distributions of robust shape matrices and scales. 1329-1337 - Kengo Kato:
On the degrees of freedom in shrinkage estimation. 1338-1352 - Liugen Xue:
Empirical likelihood for linear models with missing responses. 1353-1366 - Jiahua Chen, Xianming Tan:
Inference for multivariate normal mixtures. 1367-1383 - Anindya Roy, Arup Bose:
Coverage of generalized confidence intervals. 1384-1397 - Malay Ghosh, Georgios Papageorgiou, Janet Forrester:
Multivariate limited translation hierarchical Bayes estimators. 1398-1411 - Francesco Bravo:
Two-step generalised empirical likelihood inference for semiparametric models. 1412-1431 - Wei Liu, Anthony J. Hayter, Walter W. Piegorsch, Pascal Ah-Kine:
Comparison of hyperbolic and constant width simultaneous confidence bands in multiple linear regression under MVCS criterion. 1432-1439 - Jin Shan Liu, Wai-Cheung Ip, Heung Wong:
Predictive inference for singular multivariate elliptically contoured distributions. 1440-1446 - Guillermo Ayala, Miguel López-Díaz:
The simplex dispersion ordering and its application to the evaluation of human corneal endothelia. 1447-1464 - Kanta Naito, Masahiro Yoshizaki:
Bandwidth selection for a data sharpening estimator in nonparametric regression. 1465-1486 - Tae Yoon Kim, Byeong U. Park, Myung Sang Moon, Chiho Kim:
Using bimodal kernel for inference in nonparametric regression with correlated errors. 1487-1497 - Shalabh, Gaurav Garg, Neeraj Misra:
Use of prior information in the consistent estimation of regression coefficients in measurement error models. 1498-1520 - Arthur Charpentier, Johan Segers:
Tails of multivariate Archimedean copulas. 1521-1537 - Begoña Fernández, Nelson Muriel:
Regular variation and related results for the multivariate GARCH(p, q) model with constant conditional correlations. 1538-1550 - Natalie Neumeyer:
Testing independence in nonparametric regression. 1551-1566 - Jan-Frederik Mai, Matthias Scherer:
Lévy-frailty copulas. 1567-1585
Volume 100, Number 8, September 2009
- Christian Genest, Subhash C. Kochar, Maochao Xu:
On the range of heterogeneous samples. 1587-1592 - Huaizhen Qin, Alan T. K. Wan, Guohua Zou:
On the sensitivity of the one-sided t test to covariance misspecification. 1593-1609 - N. Ganesh:
Simultaneous credible intervals for small area estimation problems. 1610-1621 - Anne Leucht, Michael H. Neumann:
Consistency of general bootstrap methods for degenerate U-type and V-type statistics. 1622-1633 - Hsiaw-Chan Yeh:
Multivariate semi-Weibull distributions. 1634-1644 - Aluísio Pinheiro, Pranab Kumar Sen, Hildete Prisco Pinheiro:
Decomposability of high-dimensional diversity measures: Quasi-U-statistics, martingales and nonstandard asymptotics. 1645-1656 - Félix Belzunce, José-Angel Mercader, José-María Ruiz, Fabio Spizzichino:
Stochastic comparisons of multivariate mixture models. 1657-1669 - D. Ghosh, Z. Yuan:
An improved model averaging scheme for logistic regression. 1670-1681 - Abdelhamid Hassairi, O. Regaig:
Characterizations of the beta distribution on symmetric matrices. 1682-1690 - Stéphane Girard, Pierre Jacob:
Frontier estimation with local polynomials and high power-transformed data. 1691-1705 - M. Revan Özkale:
A stochastic restricted ridge regression estimator. 1706-1716 - Tomohiro Ando:
Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood. 1717-1726 - Naoto Kunitomo, Yukitoshi Matsushita:
Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations. 1727-1751 - Mohammad Arashi, S. M. M. Tabatabaey:
Improved variance estimation under sub-space restriction. 1752-1760 - Pascal Bondon:
Estimation of autoregressive models with epsilon-skew-normal innovations. 1761-1776 - H. H. Edwards, M. D. Taylor:
Characterizations of degree one bivariate measures of concordance. 1777-1791 - Peng Zhao, N. Balakrishnan:
Mean residual life order of convolutions of heterogeneous exponential random variables. 1792-1801 - Dianliang Deng, Hong-Bin Fang:
Asymptotics for non-parametric likelihood estimation with doubly censored multivariate failure times. 1802-1815 - Kengo Kato:
Asymptotics for argmin processes: Convexity arguments. 1816-1829 - Emilio Porcu, Jorge Mateu, George Christakos:
Quasi-arithmetic means of covariance functions with potential applications to space-time data. 1830-1844 - Yuzo Maruyama:
An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior. 1845-1853 - Guo-Liang Tian, Hong-Bin Fang, Ming Tan, Hong Qin, Man-Lai Tang:
Uniform distributions in a class of convex polyhedrons with applications to drug combination studies. 1854-1865
Volume 100, Number 9, October 2009
- Ananda Bandulasiri, Rabi N. Bhattacharya, Vic Patrangenaru:
Nonparametric inference for extrinsic means on size-and-(reflection)-shape manifolds with applications in medical imaging. 1867-1882 - Wan-Ying Chang, Donald St. P. Richards:
Finite-sample inference with monotone incomplete multivariate normal data, I. 1883-1899 - Ke-Hai Yuan:
Normal distribution based pseudo ML for missing data: With applications to mean and covariance structure analysis. 1900-1918 - Muni S. Srivastava, Mohammad Dolatabadi:
Multiple imputation and other resampling schemes for imputing missing observations. 1919-1937 - Marie-José Martinez, Christian Lavergne, Catherine Trottier:
A mixture model-based approach to the clustering of exponential repeated data. 1938-1951 - Miao Yu, Shen Si:
Moderate deviation principle for autoregressive processes. 1952-1961 - Peter T. Kim, Ja-Yong Koo, Zhi-Ming Luo:
Weyl eigenvalue asymptotics and sharp adaptation on vector bundles. 1962-1978 - Xu-Qing Liu, Dong-Dong Wang, Jian-Ying Rong:
Quadratic prediction and quadratic sufficiency in finite populations. 1979-1988 - Daniel Lewandowski, Dorota Kurowicka, Harry Joe:
Generating random correlation matrices based on vines and extended onion method. 1989-2001 - Zaixing Li, Wangli Xu, Lixing Zhu:
Influence diagnostics and outlier tests for varying coefficient mixed models. 2002-2017 - Ming-Hui Chen, Joseph G. Ibrahim, Qi-Man Shao:
Maximum likelihood inference for the Cox regression model with applications to missing covariates. 2018-2030 - Nian-Sheng Tang, Xing Chen, Ying-Zi Fu:
Bayesian analysis of non-linear structural equation models with non-ignorable missing outcomes from reproductive dispersion models. 2031-2043 - Christian M. Hafner, Arie Preminger:
On asymptotic theory for multivariate GARCH models. 2044-2054 - Mahendra Mariadassou, Avner Bar-Hen:
Concentration inequality for evolutionary trees. 2055-2064 - Benedikt M. Pötscher, Hannes Leeb:
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding. 2065-2082 - Olivier P. Faugeras:
A quantile-copula approach to conditional density estimation. 2083-2099 - Xiao Ni, Hao Helen Zhang, Daowen Zhang:
Automatic model selection for partially linear models. 2100-2111 - Baisuo Jin, Cheng Wang, Baiqi Miao, Mong-Na Lo Huang:
Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA. 2112-2125 - Serigne N. Lô, Elvezio Ronchetti:
Robust and accurate inference for generalized linear models. 2126-2136
Volume 100, Number 10, November 2009
- Fumiyasu Komaki:
Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model. 2137-2154 - Yuzo Maruyama, William E. Strawderman:
An extended class of minimax generalized Bayes estimators of regression coefficients. 2155-2166 - Wolfgang Bischoff, Wayan Somayasa:
The limit of the partial sums process of spatial least squares residuals. 2167-2177 - Jan Beran, Sucharita Ghosh, Dieter Schell:
On least squares estimation for long-memory lattice processes. 2178-2194 - Ilya S. Molchanov:
Convex and star-shaped sets associated with multivariate stable distributions, I: Moments and densities. 2195-2213 - Liuquan Sun, Liang Zhu, Jianguo Sun:
Regression analysis of multivariate recurrent event data with time-varying covariate effects. 2214-2223 - Alessio Sancetta:
Nearest neighbor conditional estimation for Harris recurrent Markov chains. 2224-2236 - Yoshihiko Konno:
Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss. 2237-2253 - Alexander Aue, Robertas Gabrys, Lajos Horváth, Piotr Kokoszka:
Estimation of a change-point in the mean function of functional data. 2254-2269 - Junyong Park:
Independent rule in classification of multivariate binary data. 2270-2286 - Károly J. Böröczky, Ferenc Fodor, Matthias Reitzner, Viktor Vígh:
Mean width of random polytopes in a reasonably smooth convex body. 2287-2295 - Hisayuki Tsukuma:
Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix. 2296-2304 - Peng Bai:
Sphericity test in a GMANOVA-MANOVA model with normal error. 2305-2312 - Jun Han:
Initial classification of joint data in EM estimation of latent class joint model. 2313-2323 - Alessandro Arlotto, Marco Scarsini:
Hessian orders and multinormal distributions. 2324-2330 - Malay Ghosh, Victor Mergel:
On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix. 2331-2336 - Tsung-I Lin, Hsiu J. Ho, Chiang L. Chen:
Analysis of multivariate skew normal models with incomplete data. 2337-2351 - Michael J. Daniels, Mohsen Pourahmadi:
Modeling covariance matrices via partial autocorrelations. 2352-2363 - Nicolai Bissantz, Melanie Birke:
Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators. 2364-2375 - Xinyu Zhang, Ti Chen, Alan T. K. Wan, Guohua Zou:
Robustness of Stein-type estimators under a non-scalar error covariance structure. 2376-2388 - Qihua Wang, Riquan Zhang:
Statistical estimation in varying coefficient models with surrogate data and validation sampling. 2389-2405
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