Volume 101, Number 1, January 2010

• 
  Taoufik Bouezmarni, Jeroen V. K. Rombouts, Abderrahim Taamouti: Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data. 1-10
• 
  Vic Patrangenaru, X. Liu, S. Sugathadasa: A nonparametric approach to 3D shape analysis from digital camera images - I. 11-31
• 
  Francisco J. Caro-Lopera, José A. Díaz-García, Graciela González-Farías: Noncentral elliptical configuration density. 32-43
• 
  Peng Zhao, Taizhong Hu: On hazard rate ordering of the sums of heterogeneous geometric random variables. 44-51
• 
  Jorge Navarro, N. Balakrishnan: Study of some measures of dependence between order statistics and systems. 52-67
• 
  Grigorii Melnichenko: Energy discriminant analysis, quantum logic, and fuzzy sets. 68-76
• 
  D. Marinucci, G. Peccati: Representations of SO(3) and angular polyspectra. 77-100
• 
  Naohiro Kato, Takayuki Yamada, Yasunori Fujikoshi: High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound. 101-112
• 
  Debasis Kundu, N. Balakrishnan, A. Jamalizadeh: Bivariate Birnbaum-Saunders distribution and associated inference. 113-125
• 
  Herold Dehling, Martin Wendler: Central limit theorem and the bootstrap for U-statistics of strongly mixing data. 126-137
• 
  Weihua Zhou, Xin Dang: Projection based scatter depth functions and associated scatter estimators. 138-153
• 
  Thomas Fung, Eugene Seneta: Extending the multivariate generalised t and generalised VG distributions. 154-164
• 
  Subhash C. Kochar, Maochao Xu: On the right spread order of convolutions of heterogeneous exponential random variables. 165-176
• 
  Paul Embrechts, Giovanni Puccetti: Bounds for the sum of dependent risks having overlapping marginals. 177-190
• 
  Yuchung J. Wang, Kun-Lin Kuo: Compatibility of discrete conditional distributions with structural zeros. 191-199
• 
  F. Autin, E. Le Pennec, K. Tribouley: Thresholding methods to estimate copula density. 200-222
• 
  Takeshi Emura, Weijing Wang: Testing quasi-independence for truncation data. 223-239
• 
  Pingshou Zhong, Hengjian Cui: Empirical likelihood for median regression model with designed censoring variables. 240-251
• 
  Harry Joe, Haijun Li, Aristidis K. Nikoloulopoulos: Tail dependence functions and vine copulas. 252-270
• 
  Peng Zeng, Yu Zhu: An integral transform method for estimating the central mean and central subspaces. 271-290
• 
  Giovanni Puccetti, Marco Scarsini: Multivariate comonotonicity. 291-304

Volume 101, Number 2, February 2010

• 
  Frédéric Ferraty: High-dimensional data: a fascinating statistical challenge. 305-306
• 
  Sophie Dabo-Niang, Serge Guillas: Functional semiparametric partially linear model with autoregressive errors. 307-315
• 
  Dimitris N. Politis, Joseph P. Romano: K-sample subsampling in general spaces: The case of independent time series. 316-326
• 
  Manuel Febrero-Bande, Pedro Galeano, Wenceslao González-Manteiga: Measures of influence for the functional linear model with scalar response. 327-339
• 
  Xiao Wang: Wiener processes with random effects for degradation data. 340-351
• 
  Lajos Horváth, Marie Husková, Piotr Kokoszka: Testing the stability of the functional autoregressive process. 352-367
• 
  A. R. Soltani, Z. Shishebor, A. Zamani: Inference on periodograms of infinite dimensional discrete time periodically correlated processes. 368-373
• 
  Karl Gustafson: Operator trigonometry of multivariate finance. 374-384
• 
  Alain Boudou, Yves Romain: On the integral with respect to the tensor product of two random measures. 385-394
• 
  Hervé Cardot, Jan Johannes: Thresholding projection estimators in functional linear models. 395-408
• 
  David Nerini, Pascal Monestiez, Claude Manté: Cokriging for spatial functional data. 409-418
• 
  Laurent Gardes, Stéphane Girard, Alexandre Lekina: Functional nonparametric estimation of conditional extreme quantiles. 419-433
• 
  Marianna Bolla, Katalin Friedl, András Krámli: Singular value decomposition of large random matrices (for two-way classification of microarrays). 434-446
• 
  Michiel Debruyne, Andreas Christmann, Mia Hubert, Johan A. K. Suykens: Robustness of reweighted Least Squares Kernel Based Regression. 447-463
• 
  Graciela Boente, Daniela Rodriguez, Mariela Sued: Inference under functional proportional and common principal component models. 464-475
• 
  K. Benhenni, S. Hedli-Griche, M. Rachdi: Estimation of the regression operator from functional fixed-design with correlated errors. 476-490

Volume 101, Number 3, March 2010

Notes

• 
  Manuel Franco, Juana-María Vivo: A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its ageing and dependence properties. 491-499
• 
  Theofanis Sapatinas, Damodar N. Shanbhag: Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability. 500-511
• 
  María Paz Casanova, Pilar Loreto Iglesias, Heleno Bolfarine, Victor H. Salinas, Alexis Peña: Semiparametric Bayesian measurement error modeling. 512-524
• 
  Wolfgang Polonik, Zailong Wang: PRIM analysis. 525-540
• 
  Johan Lim, Erning Li, Shin-Jae Lee: Likelihood ratio tests of correlated multivariate samples. 541-554
• 
  Djalil Chafaï: The Dirichlet Markov Ensemble. 555-567
• 
  Paolo Giordani: Three-way analysis of imprecise data. 568-582
• 
  Carlos Agra Coelho, Filipe J. Marques: Near-exact distributions for the independence and sphericity likelihood ratio test statistics. 583-593
• 
  Tiefeng Ma, Songgui Wang: Estimation of means of multivariate normal populations with order restriction. 594-602
• 
  Wan-Ying Chang, Donald St. P. Richards: Finite-sample inference with monotone incomplete multivariate normal data, II. 603-620
• 
  Vygantas Paulauskas: On Beveridge-Nelson decomposition and limit theorems for linear random fields. 621-639
• 
  Weiwei Zhuang, Junchao Yao, Taizhong Hu: Conditional ordering of order statistics. 640-644
• 
  Guangming Pan, Wang Zhou: Circular law, extreme singular values and potential theory. 645-656
• 
  Donald St. P. Richards, Tomoya Yamada: The Stein phenomenon for monotone incomplete multivariate normal data. 657-678
• 
  Yanyan Liu, Yuanshan Wu, Haibo Zhou: Multivariate failure times regression with a continuous auxiliary covariate. 679-691
• 
  Mark Kliger, Joseph M. Francos: The rank of the covariance matrix of an evanescent field. 692-705
• 
  Jia Chen, Degui Li, Lixin Zhang: Robust estimation in a nonlinear cointegration model. 706-717
• 
  Gaorong Li, Lixing Zhu, Liugen Xue, Sanying Feng: Empirical likelihood inference in partially linear single-index models for longitudinal data. 718-732
• 
  Kairat T. Mynbaev: Asymptotic distribution of the OLS estimator for a mixed spatial model. 733-748
• 
  Axel Bücher, Holger Dette: Some comments on goodness-of-fit tests for the parametric form of the copula based on L²-distances. 749-763

Volume 101, Number 4, April 2010

• 
  Gery Geenens, Léopold Simar: Nonparametric tests for conditional independence in two-way contingency tables. 765-788
• 
  Steen A. Andersson, Thomas Klein: On Riesz and Wishart distributions associated with decomposable undirected graphs. 789-810
• 
  Elia Liitiäinen, Francesco Corona, Amaury Lendasse: Residual variance estimation using a nearest neighbor statistic. 811-823
• 
  Robin Wellmann, Christine H. Müller: Tests for multiple regression based on simplicial depth. 824-838
• 
  Jorma Rissanen, Teemu Roos, Petri Myllymäki: Model selection by sequentially normalized least squares. 839-849
• 
  Lixing Zhu, Lu Lin, Xia Cui, Gaorong Li: Bias-corrected empirical likelihood in a multi-link semiparametric model. 850-868
• 
  Olha Bodnar, Taras Bodnar, Arjun K. Gupta: Estimation and inference for dependence in multivariate data. 869-881
• 
  Huilin Li, Partha Lahiri: An adjusted maximum likelihood method for solving small area estimation problems. 882-892
• 
  Hsiaw-Chan Yeh: Multivariate semi-logistic distributions. 893-908
• 
  Hisayuki Hara, Akimichi Takemura, Ruriko Yoshida: On connectivity of fibers with positive marginals in multiple logistic regression. 909-925
• 
  Enkelejd Hashorva: Asymptotics of the norm of elliptical random vectors. 926-935
• 
  Haruhiko Ogasawara: Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient. 936-948
• 
  Jonathan C. Marshall, Martin L. Hazelton: Boundary kernels for adaptive density estimators on regions with irregular boundaries. 949-963
• 
  Hongmei Xie, Taizhong Hu: Some new results on multivariate dispersive ordering of generalized order statistics. 964-970
• 
  Chen Zhou: The extent of the maximum likelihood estimator for the extreme value index. 971-983
• 
  Sangyeol Lee, Chi Tim Ng: Trimmed portmanteau test for linear processes with infinite variance. 984-998
• 
  Xuewen Lu: Asymptotic distributions of two "synthetic data" estimators for censored single-index models. 999-1015
• 
  Xiaohu Li, Gaofeng Da: Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications. 1016-1025
• 
  Riquan Zhang, Zhensheng Huang, Yazhao Lv: Statistical inference for the index parameter in single-index models. 1026-1041

Volume 101, Number 5, May 2010

• 
  Han-Ying Liang, Liang Peng: Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data. 1043-1054
• 
  Chun-Sui Lin, Mong-Na Lo Huang: Optimal designs for estimating the control values in multi-univariate regression models. 1055-1066
• 
  Natalie Neumeyer, Ingrid Van Keilegom: Estimating the error distribution in nonparametric multiple regression with applications to model testing. 1067-1078
• 
  Jinhong You, Xian Zhou, Yong Zhou: Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors. 1079-1101
• 
  Jingjing Wu, Rohana J. Karunamuni, Biao Zhang: Minimum Hellinger distance estimation in a two-sample semiparametric model. 1102-1122
• 
  Ana Pérez González, J. M. Vilar-Fernández, Wenceslao González-Manteiga: Nonparametric variance function estimation with missing data. 1123-1142
• 
  Aida Toma, Samuela Leoni-Aubin: Robust tests based on dual divergence estimators and saddlepoint approximations. 1143-1155
• 
  Wei Lin, K. B. Kulasekera: Testing the equality of linear single-index models. 1156-1167
• 
  Joseph C. Masaro, Chi Song Wong: Wishart-Laplace distributions associated with matrix quadratic forms. 1168-1178
• 
  Alexander Meister: Nonparametric Berkson regression under normal measurement error and bounded design. 1179-1189
• 
  Vivekananda Roy, James P. Hobert: On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors. 1190-1202
• 
  M. Y. Mo: Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues. 1203-1225
• 
  Hirokazu Yanagihara, Kenichi Satoh: An unbiased C_p criterion for multivariate ridge regression. 1226-1238
• 
  Santiago Velilla: On the structure of the quadratic subspace in discriminant analysis. 1239-1251
• 
  Andrey L. Vasnev: Sensitivity of GLS estimators in random effects models. 1252-1262
• 
  Paul Shaman: Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation. 1263-1273
• 
  Nuria Torrado, Rosa E. Lillo, Michael P. Wiper: On the conjecture of Kochar and Korwar. 1274-1283
• 
  Martin Ohlson, Dietrich von Rosen: Explicit estimators of parameters in the Growth Curve model with linearly structured covariance matrices. 1284-1295
• 
  Ingrid Hobæk Haff, Kjersti Aas, Arnoldo Frigessi: On the simplified pair-copula construction - Simply useful or too simplistic? 1296-1310

Note

• 
  Christopher S. Withers, Saralees Nadarajah: Expansions for the multivariate normal. 1311-1316

Corrigendum

• 
  Carles M. Cuadras: Letter to the Editor. 1317-1318

Volume 101, Number 6, July 2010

• 
  Muni S. Srivastava, Hirokazu Yanagihara: Testing the equality of several covariance matrices with fewer observations than the dimension. 1319-1329
• 
  Guangming Pan: Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix. 1330-1338
• 
  Yongdai Kim, Bumsoo Kim, Woncheol Jang: Asymptotic properties of the maximum likelihood estimator for the proportional hazards model with doubly censored data. 1339-1351
• 
  Denis Bosq: Tensorial products of functional ARMA processes. 1352-1363
• 
  Gao-Rong Li, Li-Ping Zhu, Li-Xing Zhu: Adaptive confidence region for the direction in semiparametric regressions. 1364-1377
• 
  Fubao Xi, Gang George Yin: Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching. 1378-1389
• 
  Dominique Fourdrinier, Éric Marchand: On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means. 1390-1399
• 
  Jorge Adrover, Victor J. Yohai: A new projection estimate for multivariate location with minimax bias. 1400-1411
• 
  A. Jamalizadeh, N. Balakrishnan: Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions. 1412-1427
• 
  Christian Hering, Marius Hofert, Jan-Frederik Mai, Matthias Scherer: Constructing hierarchical Archimedean copulas with Lévy subordinators. 1428-1433
• 
  Christophe Ley, Davy Paindaveine: On the singularity of multivariate skew-symmetric models. 1434-1444
• 
  Ludwig Baringhaus, Fatemeh Taherizadeh: Empirical Hankel transforms and its applications to goodness-of-fit tests. 1445-1457
• 
  Bogdan Cmiel: An adaptive wavelet shrinkage approach to the Spektor-Lord-Willis problem. 1458-1470
• 
  Jorge Navarro, Fabio Spizzichino, N. Balakrishnan: Applications of average and projected systems to the study of coherent systems. 1471-1482
• 
  Hisayuki Tsukuma: Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution. 1483-1492
• 
  Tiantian Mao, Taizhong Hu: Stochastic properties of INID progressive Type-II censored order statistics. 1493-1500
• 
  Alberto Carabarin-Aguirre, B. Gail Ivanoff: Estimation of a distribution under generalized censoring. 1501-1519
• 
  Yun Gong, Liang Peng, Yongcheng Qi: Smoothed jackknife empirical likelihood method for ROC curve. 1520-1531
• 
  Chi Tim Ng, Harry Joe: Generating random AR(p) and MA(q) Toeplitz correlation matrices. 1532-1545

Volume 101, Number 7, August 2010

• 
  Steen A. Andersson, Jesse B. Crawford: General canonical correlations with applications to group symmetry models. 1547-1558
• 
  Ming-Tien Tsai, Pranab Kumar Sen: Entropy based constrained inference for some HDLSS genomic models: UI tests in a Chen-Stein perspective. 1559-1573
• 
  Chunming Zhang: Statistical inference of minimum BD estimators and classifiers for varying-dimensional models. 1574-1593
• 
  Hao Helen Zhang, Wenbin Lu, Hansheng Wang: On sparse estimation for semiparametric linear transformation models. 1594-1606
• 
  Tracy Zhou Wu, Keming Yu, Yan Yu: Single-index quantile regression. 1607-1621
• 
  Yingtao Bi, Daniel R. Jeske: The efficiency of logistic regression compared to normal discriminant analysis under class-conditional classification noise. 1622-1637
• 
  Yoshihide Kakizawa: Comparison of Bartlett-type adjusted tests in the multiparameter case. 1638-1655
• 
  Wenyang Zhang, Heng Peng: Simultaneous confidence band and hypothesis test in generalised varying-coefficient models. 1656-1680
• 
  Jib Huh: Detection of a change point based on local-likelihood. 1681-1700
• 
  Yukun Liu, Chi Wai Yu: Bartlett correctable two-sample adjusted empirical likelihood. 1701-1711
• 
  Bei Chen, Yulia R. Gel: Autoregressive frequency detection using Regularized Least Squares. 1712-1727
• 
  Heng Lian: Sparse Bayesian hierarchical modeling of high-dimensional clustering problems. 1728-1737
• 
  A. A. Balkema, P. Embrechts, N. Nolde: Meta densities and the shape of their sample clouds. 1738-1754

Volume 101, Number 8, September 2010

• 
  Jules Sadefo Kamdem: Sharp estimates for the CDF of quadratic forms of MPE random vectors. 1755-1771
• 
  Alexander J. McNeil, Johanna Neslehová: From Archimedean to Liouville copulas. 1772-1790
• 
  Haiyan Wang, Michael G. Akritas: Rank test for heteroscedastic functional data. 1791-1805
• 
  Tomoyuki Akita, Jinghua Jin, Hirofumi Wakaki: High-dimensional Edgeworth expansion of a test statistic on independence and its error bound. 1806-1813
• 
  Peter E. Jupp: A van Trees inequality for estimators on manifolds. 1814-1825
• 
  Marco Burkschat, Udo Kamps, Maria Kateri: Sequential order statistics with an order statistics prior. 1826-1836
• 
  Christian Genest, Johan Segers: On the covariance of the asymptotic empirical copula process. 1837-1845
• 
  Yichuan Zhao: Semiparametric inference for transformation models via empirical likelihood. 1846-1858
• 
  Nader Ebrahimi, G. G. Hamedani, Ehsan S. Soofi, Hans Volkmer: A class of models for uncorrelated random variables. 1859-1871
• 
  Peixin Zhao, Liugen Xue: Variable selection for semiparametric varying coefficient partially linear errors-in-variables models. 1872-1883
• 
  Matthias Guhlich, Jan Nagel, Holger Dette: Random block matrices generalizing the classical Jacobi and Laguerre ensembles. 1884-1897

Note

• 
  Ziqing Chang, Liugen Xue, Lixing Zhu: On an asymptotically more efficient estimation of the single-index model. 1898-1901

Volume 101, Number 9, October 2010

• 
  Hammou Elbarmi, Matthew Johnson, Hari Mukerjee: Estimating cumulative incidence functions when the life distributions are constrained. 1903-1909
• 
  J. Di, E. Kolaczyk: Complexity-penalized estimation of minimum volume sets for dependent data. 1910-1926
• 
  Z. D. Bai, L. X. Zhang: The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix. 1927-1949
• 
  Chi Wai Yu, Bertrand Clarke: Asymptotics of Bayesian median loss estimation. 1950-1958
• 
  Yongge Tian, Chunmei Liu: Some equalities for estimations of variance components in a general linear model and its restricted and transformed models. 1959-1969
• 
  Muni S. Srivastava, Tatsuya Kubokawa: Conditional information criteria for selecting variables in linear mixed models. 1970-1980
• 
  Nikolai Leonenko, Oleg Seleznjev: Statistical inference for the epsilon-entropy and the quadratic Rényi entropy. 1981-1994
• 
  Daniel Peña, Francisco J. Prieto, Júlia Viladomat: Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure. 1995-2007
• 
  Qiongxia Song, Lijian Yang: Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band. 2008-2025
• 
  Xuming He, Hongqi Xue, Ning-Zhong Shi: Sieve maximum likelihood estimation for doubly semiparametric zero-inflated Poisson models. 2026-2038
• 
  Ramidha Srihera, Winfried Stute: Nonparametric comparison of regression functions. 2039-2059
• 
  Kazuyoshi Yata, Makoto Aoshima: Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix. 2060-2077
• 
  Bin Huang, Qihua Wang: Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates. 2078-2090
• 
  Fco. Javier Girón, Carmen del Castillo: The multivariate Behrens-Fisher distribution. 2091-2102
• 
  Daniel Cooley, Richard A. Davis, Philippe Naveau: The pairwise beta distribution: A flexible parametric multivariate model for extremes. 2103-2117
• 
  Frédéric Lavancier, Anne Philippe, Donatas Surgailis: A two-sample test for comparison of long memory parameters. 2118-2136
• 
  Ratan Dasgupta: Bootstrap of deviation probabilities with applications. 2137-2148
• 
  Haruhiko Ogasawara: Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory. 2149-2167
• 
  A. J. Q. Sarnaglia, V. A. Reisen, Céline Lévy-Leduc: Robust estimation of periodic autoregressive processes in the presence of additive outliers. 2168-2183
• 
  Jennifer Gamble, Giseon Heo: Exploring uses of persistent homology for statistical analysis of landmark-based shape data. 2184-2199
• 
  Jan R. Magnus: On the concept of matrix derivative. 2200-2206
• 
  Aurélie Fischer: Quantization and clustering with Bregman divergences. 2207-2221
• 
  Linglong Kong, Yijun Zuo: Smooth depth contours characterize the underlying distribution. 2222-2226
• 
  G. D. Lin, J. S. Huang: A note on the maximum correlation for Baker's bivariate distributions with fixed marginals. 2227-2233
• 
  Ivan Kojadinovic, Jun Yan: Nonparametric rank-based tests of bivariate extreme-value dependence. 2234-2249

Note

• 
  Christopher S. Withers, Saralees Nadarajah: Some conditional expectation identities for the multivariate normal. 2250-2253

Volume 101, Number 10, November 2010

• 
  Hao Jin, Jinsuo Zhang: Subsampling tests for variance changes in the presence of autoregressive parameter shifts. 2255-2265
• 
  Naâmane Laib, Djamal Louani: Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties. 2266-2281
• 
  Anna Liu, Li Qin, John Staudenmayer: M-type smoothing spline ANOVA for correlated data. 2282-2296
• 
  Radoslav Harman, Vladimír Lacko: On decompositional algorithms for uniform sampling from n-spheres and n-balls. 2297-2304
• 
  Julio A. Pardo: An approach to multiway contingency tables based on phi-divergence test statistics. 2305-2319
• 
  Carsten Jentsch, Jens-Peter Kreiss: The multiple hybrid bootstrap - Resampling multivariate linear processes. 2320-2345
• 
  Melanie Frick, Rolf-Dieter Reiss: Limiting distributions of maxima under triangular schemes. 2346-2357
• 
  Robin Wellmann, Christine H. Müller: Depth notions for orthogonal regression. 2358-2371
• 
  Eric A. Cator, Hendrik P. Lopuhaä: Asymptotic expansion of the minimum covariance determinant estimators. 2372-2388
• 
  Sanjoy K. Sinha, Nan M. Laird, Garrett M. Fitzmaurice: Multivariate logistic regression with incomplete covariate and auxiliary information. 2389-2397
• 
  Mhamed Mesfioui, Jean-François Quessy: Concordance measures for multivariate non-continuous random vectors. 2398-2410
• 
  Yuefeng Wu, Subhashis Ghosal: The L₁-consistency of Dirichlet mixtures in multivariate Bayesian density estimation. 2411-2419
• 
  Xiaohui Yuan, Tianqing Liu, Nan Lin, Baoxue Zhang: Combining conditional and unconditional moment restrictions with missing responses. 2420-2433
• 
  Christian Y. Robert, Mathieu Rosenbaum: On the limiting spectral distribution of the covariance matrices of time-lagged processes. 2434-2451
• 
  Eric Beutner, Henryk Zähle: A modified functional delta method and its application to the estimation of risk functionals. 2452-2463
• 
  Ana M. Pires, João A. Branco: Projection-pursuit approach to robust linear discriminant analysis. 2464-2485
• 
  Baha-Eldin Khaledi, Moshe Shaked: Stochastic comparisons of multivariate mixtures. 2486-2498
• 
  Gérard Biau, Luc Devroye: On the layered nearest neighbour estimate, the bagged nearest neighbour estimate and the random forest method in regression and classification. 2499-2518
• 
  A. Forcina, M. Lupparelli, G. M. Marchetti: Marginal parameterizations of discrete models defined by a set of conditional independencies. 2519-2527
• 
  Minggen Lu: Spline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraints. 2528-2542
• 
  Daniela G. Calò, Cinzia Viroli: A dimensionally reduced finite mixture model for multilevel data. 2543-2553
• 
  Thomas J. Fisher, Xiaoqian Sun, Colin M. Gallagher: A new test for sphericity of the covariance matrix for high dimensional data. 2554-2570
• 
  Sandra Gaißer, Martin Ruppert, Friedrich Schmid: A multivariate version of Hoeffding's Phi-Square. 2571-2586
• 
  Ignacio Vidal, Reinaldo Boris Arellano-Valle: Bayesian inference for dependent elliptical measurement error models. 2587-2597
• 
  Sandra Gaißer, Friedrich Schmid: On testing equality of pairwise rank correlations in a multivariate random vector. 2598-2615
• 
  Leonid Galtchouk, Victor Konev: On asymptotic normality of sequential LS-estimate for unstable autoregressive process AR(2). 2616-2636

Notes

• 
  Yongzhao Shao, Ming Zhou: A characterization of multivariate normality through univariate projections. 2637-2640
• 
  Zuoxiang Peng, Lunfeng Cao, Saralees Nadarajah: Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences. 2641-2647