Volume 100, Number 1, January 2009
H. M. Barakat
: Multivariate order statistics based on dependent and nonidentically distributed random variables.
: Statistical properties of the Hough transform estimator in the presence of measurement errors.
: Robust dimension reduction based on canonical correlation.
, Valentin Patilea
: Nonparametric lack-of-fit tests for parametric mean-regression models with censored data.
: Orthant tail dependence of multivariate extreme value distributions.
Volume 100, Number 2, February 2009
Tsung I. Lin
: Maximum likelihood estimation for multivariate skew normal mixture models.
, Kai F. Yu
, Aiyi Liu
: Exact inference on contrasts in means of intraclass correlation models with missing responses.
Volume 100, Number 3, March 2009
: A continuous spectral density for a random field of continuous-index.
: Empirical likelihood for heteroscedastic partially linear models.
: Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms.
: Asymptotically efficient two-sample rank tests for modal directions on spheres.
, Ivy Liu
: A note on bias due to fitting prospective multivariate generalized linear models to categorical outcomes ignoring retrospective sampling schemes.
: Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions.
: A family of kurtosis orderings for multivariate distributions.
Muni S. Srivastava
: A test for the mean vector with fewer observations than the dimension under non-normality.
Volume 100, Number 4, April 2009
: Nonlinear principal components, II: Characterization of normal distributions.
, Gyula Pap
: On the least squares estimator in a nearly unstable sequence of stationary spatial AR models.
, Weixing Song
: Improved estimation in multiple linear regression models with measurement error and general constraint.
: On an additive decomposition of the BLUE in a multiple-partitioned linear model.
: On the geometry of generalized Gaussian distributions.
: Existence and consistency of the maximum likelihood estimator for the extreme value index.
Volume 100, Number 5, May 2009
, Li-Xing Zhu
: Nonconcave penalized inverse regression in single-index models with high dimensional predictors.
: Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large.
: Asymptotic expansions in mean and covariance structure analysis.
: Asymptotic normality of test statistics under alternative hypotheses.
: Uncertainty under a multivariate nested-error regression model with logarithmic transformation.
: A refined Jensen's inequality in Hilbert spaces and empirical approximations.
, Guohua Zou
, Yingfu Li
: Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model.
Volume 100, Number 6, July 2009
: Functional estimation for Lévy measures of semimartingales with Poissonian jumps.
: Multivariate dependence of spacings of generalized order statistics.
David J. Mayston
: The determinants of cumulative endogeneity bias in multivariate analysis.
, Mark Holmes
: Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process.
S. Ajay Chandra
: Testing the equality of error distributions from k independent GARCH models.
, R. Todd Ogden
: Bootstrapping sums of independent but not identically distributed continuous processes with applications to functional data.
: Departure from normality of increasing-dimension martingales.
Volume 100, Number 7, August 2009
: Asymptotic distributions of robust shape matrices and scales.
: On the degrees of freedom in shrinkage estimation.
: Empirical likelihood for linear models with missing responses.
: Two-step generalised empirical likelihood inference for semiparametric models.
, Gaurav Garg
, Neeraj Misra
: Use of prior information in the consistent estimation of regression coefficients in measurement error models.
, Nelson Muriel
: Regular variation and related results for the multivariate GARCH(p, q) model with constant conditional correlations.
Volume 100, Number 8, September 2009
: Simultaneous credible intervals for small area estimation problems.
, Z. Yuan
: An improved model averaging scheme for logistic regression.
M. Revan Özkale
: A stochastic restricted ridge regression estimator.
: Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood.
: Estimation of autoregressive models with epsilon-skew-normal innovations.
, N. Balakrishnan
: Mean residual life order of convolutions of heterogeneous exponential random variables.
, Hong-Bin Fang
: Asymptotics for non-parametric likelihood estimation with doubly censored multivariate failure times.
: Asymptotics for argmin processes: Convexity arguments.
: An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior.
Volume 100, Number 9, October 2009
: Normal distribution based pseudo ML for missing data: With applications to mean and covariance structure analysis.
, Shen Si
: Moderate deviation principle for autoregressive processes.
, Xing Chen
, Ying-Zi Fu
: Bayesian analysis of non-linear structural equation models with non-ignorable missing outcomes from reproductive dispersion models.
Volume 100, Number 10, November 2009
: Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model.
Ilya S. Molchanov
: Convex and star-shaped sets associated with multivariate stable distributions, I: Moments and densities.
: Nearest neighbor conditional estimation for Harris recurrent Markov chains.
: Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss.
: Independent rule in classification of multivariate binary data.
: Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix.
: Sphericity test in a GMANOVA-MANOVA model with normal error.
: Initial classification of joint data in EM estimation of latent class joint model.
, Victor Mergel
: On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix.
, Melanie Birke
: Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators.
, Riquan Zhang
: Statistical estimation in varying coefficient models with surrogate data and validation sampling.