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ORCIDJournal of Multivariate Analysis, Volume 105
Volume 105, Number 1, February 2012
- Eun Ryung Lee
, Byeong U. Park:
Sparse estimation in functional linear regression. 1-17 - Nan Su, Robert Lund:
Multivariate versions of Bartlett's formula. 18-31 - Guoyou Qin, Yang Bai, Zhong Yi Zhu:
Robust empirical likelihood inference for generalized partial linear models with longitudinal data. 32-44 - Narayanaswamy Balakrishnan, Félix Belzunce, Miguel A. Sordo, Alfonso Suárez-Llorens:
Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data. 45-54 - Paul Ressel:
Functions operating on multivariate distribution and survival functions - With applications to classical mean-values and to copulas. 55-67 - Hongfei Li, Catherine A. Calder, Noel Cressie:
One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic. 68-84 - Gaorong Li, Lu Lin, Lixing Zhu:
Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters. 85-111 - Bei Wei, Stephen M. S. Lee:
Second-order accuracy of depth-based bootstrap confidence regions. 112-123 - Herold Dehling, Roland Fried:
Asymptotic distribution of two-sample empirical U-quantiles with applications to robust tests for shifts in location. 124-140 - K. Krishnamoorthy, Jianqi Yu:
Multivariate Behrens-Fisher problem with missing data. 141-150 - Guy Martial Nkiet:
Direct variable selection for discrimination among several groups. 151-163 - Esra Akdeniz Duran, Wolfgang K. Härdle, Maria Osipenko:
Difference based ridge and Liu type estimators in semiparametric regression models. 164-175 - Helena Ferreira, Marta Ferreira:
Tail dependence between order statistics. 176-192 - Kazuyoshi Yata, Makoto Aoshima:
Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations. 193-215 - Xiaomi Hu, Jürgen Hansohm, Linda Hoffmann, Ye Emma Zohner:
On the convergence of row-modification algorithm for matrix projections. 216-221 - Jean-Marc Bardet, Béchir Dola:
An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic. 222-240 - Ana Ferreira, Laurens de Haan, Chen Zhou:
Exceedance probability of the integral of a stochastic process. 241-257 - Xiaoying Wang, Song Jiang, Junping Yin:
Data sharpening methods in multivariate local quadratic regression. 258-275 - Zhensheng Huang, Zhen Pang:
Corrected empirical likelihood inference for right-censored partially linear single-index model. 276-284 - Peirong Xu, Lixing Zhu:
Estimation for a marginal generalized single-index longitudinal model. 285-299 - Wan-Lun Wang, Tsai-Hung Fan:
Bayesian analysis of multivariate t linear mixed models using a combination of IBF and Gibbs samplers. 300-310 - Azzouz Dermoune, Nadji Rahmania, Tianwen Wei:
General linear mixed model and signal extraction problem with constraint. 311-321 - Jan Beran, Yevgen Shumeyko:
Bootstrap testing for discontinuities under long-range dependence. 322-347 - Chris Heaton, Victor Solo:
Estimation of high-dimensional linear factor models with grouped variables. 348-367 - Limin Peng:
Self-consistent estimation of censored quantile regression. 368-379 - Guido Consonni, Hélène Massam:
Parametrizations and reference priors for multinomial decomposable graphical models. 380-396 - Sihai Dave Zhao, Yi Li:
Principled sure independence screening for Cox models with ultra-high-dimensional covariates. 397-411 - Yu-Ming Chu, Wei-feng Xia, Xiaohui Zhang:
The Schur concavity, Schur multiplicative and harmonic convexities of the second dual form of the Hamy symmetric function with applications. 412-421 - Peng Lai, Qihua Wang, Heng Lian:
Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data. 422-432
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