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Journal of Multivariate Analysis, Volume 118

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Volume 118, July 2013

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  dblp key:
  - journals/ma/MartinB13
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  - https://dblp.org/rec/journals/ma/MartinB13
Nirian Martín, N. Balakrishnan:
Hypothesis testing in a generic nesting framework for general distributions. 1-23
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  - journals/ma/VuongBK13
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Q. N. Vuong, Stefan Bedbur, Udo Kamps:
Distances between models of generalized order statistics. 24-36
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  - journals/ma/HofertP13
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Marius Hofert, David Pham:
Densities of nested Archimedean copulas. 37-52
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  - journals/ma/BatsidisHMPZ13
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Apostolos Batsidis, Lajos Horváth, Nirian Martín, Leandro Pardo, Kostas Zografos:
Change-point detection in multinomial data using phi-divergence test statistics. 53-66
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  - journals/ma/ShabalinN13
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Andrey A. Shabalin, Andrew B. Nobel:
Reconstruction of a low-rank matrix in the presence of Gaussian noise. 67-76
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  - journals/ma/Proia13
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Frédéric Proïa:
Further results on the h-test of Durbin for stable autoregressive processes. 77-101
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  - journals/ma/PapadatosX13
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Nickos Papadatos, Tatiana Xifara:
A simple method for obtaining the maximal correlation coefficient and related characterizations. 102-114
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  - journals/ma/LaiLL13
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Peng Lai, Gaorong Li, Heng Lian:
Quadratic inference functions for partially linear single-index models with longitudinal data. 115-127
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  - journals/ma/WangYMC13
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Cheng Wang, Jing Yang, Baiqi Miao, Longbing Cao:
Identity tests for high dimensional data using RMT. 128-137

Note

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  - journals/ma/WithersN13a
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Christopher S. Withers, Saralees Nadarajah:
Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters. 138-147

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