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ORCIDJournal of Multivariate Analysis, Volume 131
Volume 131, October 2014
- Jean-Marc Bardet, Ciprian Tudor:
Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process. 1-16 - Holger Dette, Matthias Guhlich, Jan Nagel
:
Distributions on matrix moment spaces. 17-31 - Nader Ebrahimi, Nima Y. Jalali, Ehsan S. Soofi:
Comparison, utility, and partition of dependence under absolutely continuous and singular distributions. 32-50 - Omar El-Dakkak, Giovanni Peccati, Igor Prünster:
Exchangeable Hoeffding decompositions over finite sets: A combinatorial characterization and counterexamples. 51-64 - Ruosha Li, Limin Peng:
Varying coefficient subdistribution regression for left-truncated semi-competing risks data. 65-78 - Oriana Cesari, Stefano Favaro, Bernardo Nipoti:
Posterior analysis of rare variants in Gibbs-type species sampling models. 79-98 - Romain Couillet, Matthew R. McKay:
Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators. 99-120 - Soonyu Yu, Jaena Ryu, Kyoohong Park:
A derivation of anti-Wishart distribution. 121-125 - Shibasish Dasgupta, Kshitij Khare, Malay Ghosh:
Asymptotic expansion of the posterior density in high dimensional generalized linear models. 126-148 - Alexis Hannart, Philippe Naveau:
Estimating high dimensional covariance matrices: A new look at the Gaussian conjugate framework. 149-162 - Shahab Jolani:
An analysis of longitudinal data with nonignorable dropout using the truncated multivariate normal distribution. 163-173 - T. Tony Cai, Yin Xia:
High-dimensional sparse MANOVA. 174-196 - Brigitte Gelein, David Haziza, David Causeur:
Preserving relationships between variables with MIVQUE based imputation for missing survey data. 197-208 - Theodoros Moysiadis, Konstantinos Fokianos:
On binary and categorical time series models with feedback. 209-228 - Ren-Dao Ye, Tonghui Wang, Arjun K. Gupta:
Distribution of matrix quadratic forms under skew-normal settings. 229-239 - Zhiqiang Tan:
Second-order asymptotic theory for calibration estimators in sampling and missing-data problems. 240-253 - Graciela Boente, Matías Salibián Barrera, David E. Tyler:
A characterization of elliptical distributions and some optimality properties of principal components for functional data. 254-264 - Fernando López-Blázquez, Begoña Salamanca Miño:
Maximal correlation in a non-diagonal case. 265-278 - Baomin Dong, Wenxing Guo, Yongge Tian:
On relations between BLUEs under two transformed linear models. 279-292 - Baisen Liu, Lin Xu, Shurong Zheng, Guo-Liang Tian:
A new test for the proportionality of two large-dimensional covariance matrices. 293-308
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