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ORCIDJournal of Multivariate Analysis, Volume 115
Volume 115, March 2013
- Edward Hoyle, Levent Ali Mengütürk:
Archimedean survival processes. 1-15 - Mark Holmes, Ivan Kojadinovic
, Jean-François Quessy:
Nonparametric tests for change-point detection à la Gombay and Horváth. 16-32 - Guang Cheng, Zhuqing Yu, Jianhua Z. Huang:
The cluster bootstrap consistency in generalized estimating equations. 33-47 - Jean-Luc Marichal, Pierre Mathonet:
On the extensions of Barlow-Proschan importance index and system signature to dependent lifetimes. 48-56 - Nicolas Durrande, David Ginsbourger, Olivier Roustant, Laurent Carraro:
ANOVA kernels and RKHS of zero mean functions for model-based sensitivity analysis. 57-67 - Nian-Sheng Tang, Yuan-Ying Zhao:
Semiparametric Bayesian analysis of nonlinear reproductive dispersion mixed models for longitudinal data. 68-83 - François Portier, Bernard Delyon:
Optimal transformation: A new approach for covering the central subspace. 84-107 - Addy Bolívar-Cimé, J. S. Marron:
Comparison of binary discrimination methods for high dimension low sample size data. 108-121 - Adriana Jordan, B. Gail Ivanoff:
Multidimensional p-p plots and precedence tests for point processes on Rd. 122-137 - Thanh Mai Pham Ngoc, Vincent Rivoirard:
The dictionary approach for spherical deconvolution. 138-156 - Samiran Sinha, Seungyoon Yoo:
Score tests in the presence of errors in covariates in matched case-control studies. 157-171 - Li-Wen Xu, Fang-Qin Yang, Aji'erguli Abula, Shuang Qin:
A parametric bootstrap approach for two-way ANOVA in presence of possible interactions with unequal variances. 172-180 - Svetlana Gribkova, Olivier Lopez, Philippe Saint-Pierre:
A simplified model for studying bivariate mortality under right-censoring. 181-192 - Subir Ghosh, Santanu Dutta:
Robustness of designs for model discrimination. 193-203 - Muni S. Srivastava, Tatsuya Kubokawa:
Tests for multivariate analysis of variance in high dimension under non-normality. 204-216 - Peter J. Brockwell, Eckhard Schlemm:
Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations. 217-251 - Lukasz Lenart:
Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series. 252-269 - Hanfang Yang, Yichuan Zhao:
Smoothed jackknife empirical likelihood inference for the difference of ROC curves. 270-284 - Alessio Sancetta:
Weak conditions for shrinking multivariate nonparametric density estimators. 285-300 - Yo Sheena:
Modified estimators of the contribution rates of population eigenvalues. 301-316 - Dan Shen, Haipeng Shen, J. S. Marron:
Consistency of sparse PCA in High Dimension, Low Sample Size contexts. 317-333 - Naohiro Kato, Satoshi Kuriki:
Likelihood ratio tests for positivity in polynomial regressions. 334-346 - David Nelson, Siamak Noorbaloochi:
Information preserving sufficient summaries for dimension reduction. 347-358 - Aida Toma, Samuela Leoni-Aubin:
Optimal robust M-estimators using Rényi pseudodistances. 359-373 - Ondrej Chochola, Marie Husková, Zuzana Prásková, Josef G. Steinebach:
Robust monitoring of CAPM portfolio betas. 374-395 - Caroline Keef, Ioannis Papastathopoulos, Jonathan A. Tawn:
Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn model. 396-404 - Young Min Kim, Daniel J. Nordman:
A frequency domain bootstrap for Whittle estimation under long-range dependence. 405-420 - Catherine Timmermans, Laurent Delsol, Rainer von Sachs:
Using Bagidis in nonparametric functional data analysis: Predicting from curves with sharp local features. 421-444 - Jianbo Li, Minggao Gu, Riquan Zhang:
Variable selection for general transformation models with right censored data via nonconcave penalties. 445-456 - Jan-Frederik Mai, Matthias Scherer, Natalia Shenkman:
Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws. 457-480 - Jesús E. García, Verónica Andrea González-López, Roger B. Nelsen:
A new index to measure positive dependence in trivariate distributions. 481-495 - Tatsuya Kubokawa, Masashi Hyodo, Muni S. Srivastava:
Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension. 496-515 - Wolfgang Karcher, Elena Shmileva, Evgeny Spodarev:
Extrapolation of stable random fields. 516-536
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