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ORCIDJournal of Multivariate Analysis, Volume 114
Volume 114, February 2013
- Patricia Giménez, Manuel Galea:
Influence measures on corrected score estimators in functional heteroscedastic measurement error models. 1-15 - Hamid Zareifard, Majid Jafari Khaledi:
Non-Gaussian modeling of spatial data using scale mixing of a unified skew Gaussian process. 16-28 - Francisco J. Caro-Lopera
, Graciela González-Farías, Narayanaswamy Balakrishnan:
Determinants, permanents and some applications to statistical shape theory. 29-39 - Debin Qiu, Q. Shao, Lijian Yang:
Efficient inference for autoregressive coefficients in the presence of trends. 40-53 - Wenhua Jiang:
On regularized general empirical Bayes estimation of normal means. 54-62 - Daoji Li, Jianxin Pan:
Empirical likelihood for generalized linear models with longitudinal data. 63-73 - Ewa Strzalkowska-Kominiak, Ricardo Cao:
Maximum likelihood estimation for conditional distribution single-index models under censoring. 74-98 - Haijun Li, Peiling Wu:
Extremal dependence of copulas: A tail density approach. 99-111 - Yoon Tae Kim, Hyun Suk Park:
Geometric structures arising from kernel density estimation on Riemannian manifolds. 112-126 - Xin Qi, Ruiyan Luo, Hongyu Zhao:
Sparse principal component analysis by choice of norm. 127-160 - Shalabh:
A revisit to efficient forecasting in linear regression models. 161-170 - David A. Johannsen, Jeffrey L. Solka:
Embedding in space forms. 171-188 - Zhensheng Huang, Bingqing Lin, Fan Feng, Zhen Pang:
Efficient penalized estimating method in the partially varying-coefficient single-index model. 189-200 - J. S. Huang, Xiaoling Dou, Satoshi Kuriki, Gwo Dong Lin:
Dependence structure of bivariate order statistics with applications to Bayramoglu's distributions. 201-208 - Ana M. Bianco, Graciela Boente, Isabel M. Rodrigues:
Resistant estimators in Poisson and Gamma models with missing responses and an application to outlier detection. 209-226 - Mika Meitz, Pentti Saikkonen:
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity. 227-255 - Suvrit Sra, Dmitrii Karp:
The multivariate Watson distribution: Maximum-likelihood estimation and other aspects. 256-269 - Olga Friesen, Matthias Löwe, Michael Stolz:
Gaussian fluctuations for sample covariance matrices with dependent data. 270-287 - Wenceslao González-Manteiga, María José Lombardía, María Dolores Martínez Miranda, Stefan Sperlich:
Kernel smoothers and bootstrapping for semiparametric mixed effects models. 288-302 - Yoshihide Kakizawa:
Third-order local power properties of tests for a composite hypothesis. 303-317 - Marius Hofert, Frédéric Vrins:
Sibuya copulas. 318-337 - Nuria Torrado, Rosa E. Lillo:
Likelihood ratio order of spacings from two heterogeneous samples. 338-348 - Muni S. Srivastava, Shota Katayama, Yutaka Kano:
A two sample test in high dimensional data. 349-358 - Haruhiko Ogasawara:
Asymptotic properties of the Bayes and pseudo Bayes estimators of ability in item response theory. 359-377 - K. Krishnamoorthy:
Comparison of confidence intervals for correlation coefficients based on incomplete monotone samples and those based on listwise deletion. 378-388 - Tomoya Yamada:
Asymptotic properties of canonical correlation analysis for one group with additional observations. 389-401 - Yuliya V. Martsynyuk:
On the generalized domain of attraction of the multivariate normal law and asymptotic normality of the multivariate Student t-statistic. 402-411 - Andrea Ongaro, Sonia Migliorati:
A generalization of the Dirichlet distribution. 412-426 - Walid Hachem, Philippe Loubaton, Xavier Mestre, Jamal Najim, Pascal Vallet:
A subspace estimator for fixed rank perturbations of large random matrices. 427-447 - Eberhard Mayerhofer:
On the existence of non-central Wishart distributions. 448-456 - Jean-Marc Bardet, Donatas Surgailis:
Moment bounds and central limit theorems for Gaussian subordinated arrays. 457-473
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