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ORCIDJournal of Multivariate Analysis, Volume 139
Volume 139, July 2015
- Rahul Mukerjee, S. H. Ong:
Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavity. 1-6 - Takayuki Yamada, Tetsuto Himeno
:
Testing homogeneity of mean vectors under heteroscedasticity in high-dimension. 7-27 - Carles M. Cuadras:
Contributions to the diagonal expansion of a bivariate copula with continuous extensions. 28-44 - Bilgehan Güven:
A mixed model for complete three or higher-way layout with two random effects factors. 45-55 - Romain Couillet, Frédéric Pascal, Jack W. Silverstein:
The random matrix regime of Maronna's M-estimator with elliptically distributed samples. 56-78 - Christophe Ley, Davy Paindaveine, Thomas Verdebout:
High-dimensional tests for spherical location and spiked covariance. 79-91 - Mátyás Barczy, Kristóf Körmendi, Gyula Pap:
Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration. 92-123 - Damien Passemier, Matthew R. McKay, Yang Chen:
Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models. 124-146 - Paul Doukhan, Denys Pommeret, Laurence Reboul:
Data driven smooth test of comparison for dependent sequences. 147-165 - Kairat T. Mynbaev, Carlos Martins-Filho:
Consistency and asymptotic normality for a nonparametric prediction under measurement errors. 166-188 - Ananya Lahiri, Debasis Kundu, Amit Mitra:
Estimating the parameters of multiple chirp signals. 189-206 - Emanuel Ben-David:
Sharp lower and upper bounds for the Gaussian rank of a graph. 207-218 - Albert W. Marshall, Ingram Olkin:
A bivariate Gompertz-Makeham life distribution. 219-226 - Sanying Feng, Liugen Xue:
Model detection and estimation for single-index varying coefficient model. 227-244 - Raymond Cheng:
Prediction of stationary Gaussian random fields with incomplete quarterplane past. 245-258 - Martial Longla:
On mixtures of copulas and mixing coefficients. 259-265 - Peter Radchenko:
High dimensional single index models. 266-282 - Michael Falk:
On idempotent D-norms. 283-294 - Shonosuke Sugasawa, Tatsuya Kubokawa:
Parametric transformed Fay-Herriot model for small area estimation. 295-311 - Hisayuki Tsukuma, Tatsuya Kubokawa:
A unified approach to estimating a normal mean matrix in high and low dimensions. 312-328 - Francesco Bravo:
Semiparametric estimation with missing covariates. 329-346 - Ying Li, Peter Udén, Dietrich von Rosen:
A two-step estimation method for grouped data with connections to the extended growth curve model and partial least squares regression. 347-359 - Olivier Ledoit, Michael Wolf:
Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions. 360-384
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