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ORCIDJournal of Multivariate Analysis, Volume 107
Volume 107, May 2012
- Jingjing Wu
, Rohana J. Karunamuni:
Efficient Hellinger distance estimates for semiparametric models. 1-23 - T. Tony Cai, Tiefeng Jiang:
Phase transition in limiting distributions of coherence of high-dimensional random matrices. 24-39 - Seppo Pynnönen:
Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors. 40-52 - Jorge M. Arevalillo, Hilario Navarro:
A study of the effect of kurtosis on discriminant analysis under elliptical populations. 53-63 - Xiaomi Hu, Arijit Banerjee:
On the test for the homogeneity of a parameter matrix with some rows constrained by synchronized order restrictions. 64-70 - Marios G. Pavlides, Jon A. Wellner:
Nonparametric estimation of multivariate scale mixtures of uniform densities. 71-89 - Roberto Colombi, Sabrina Giordano:
Graphical models for multivariate Markov chains. 90-103 - Chulmin Kim, Dale L. Zimmerman:
Unconstrained models for the covariance structure of multivariate longitudinal data. 104-118 - Jianxin Yin, Hongzhe Li:
Model selection and estimation in the matrix normal graphical model. 119-140 - Yoshihide Kakizawa:
Improved chi-squared tests for a composite hypothesis. 141-161 - Myung Hee Lee:
On the border of extreme and mild spiked models in the HDLSS framework. 162-168 - Jin Wang, Weihua Zhou:
A generalized multivariate kurtosis ordering and its applications. 169-180 - Dragan Radulovic:
A direct bootstrapping technique and its application to a novel goodness of fit test. 181-199 - Man-Suk Oh:
A simple and efficient Bayesian procedure for selecting dimensionality in multidimensional scaling. 200-209 - Yu-Hsiang Cheng, Tzee-Ming Huang:
A conditional independence test for dependent data based on maximal conditional correlation. 210-226 - A. Iranmanesh, Mohammad Arashi, Daya K. Nagar, Saralees Nadarajah, S. M. M. Tabatabaey:
A new mixture representation for multivariate t. 227-231 - Tiejun Tong, Homin Jang, Yuedong Wang:
James-Stein type estimators of variances. 232-243 - Song Song, Yaacov Ritov, Wolfgang K. Härdle:
Bootstrap confidence bands and partial linear quantile regression. 244-262 - Xiaoli Li, JinHong You:
Error covariance matrix correction based approach to functional coefficient regression models with generated covariates. 263-281 - Sándor Baran, Gyula Pap:
Parameter estimation in a spatial unilateral unit root autoregressive model. 282-305 - Ignacio Cascos, Miguel López-Díaz:
Trimmed regions induced by parameters of a probability. 306-318 - Chafik Bouhaddioui, Kilani Ghoudi:
Empirical processes for infinite variance autoregressive models. 319-335
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