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ORCIDJournal of Multivariate Analysis, Volume 125
Volume 125, March 2014
- François Bachoc:
Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes. 1-35 - Hira L. Koul, Weixing Song, Shan Liu:
Model checking in Tobit regression via nonparametric smoothing. 36-49 - Heng Lian
, Jianbo Li, Xingyu Tang:
SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part. 50-64 - Federico Camerlenghi, Vincenzo Capasso, Elena Villa:
On the estimation of the mean density of random closed sets. 65-88 - Youngjo Lee, Hee-Seok Oh:
A new sparse variable selection via random-effect model. 89-99 - Daeyoung Kim, Byungtae Seo:
Assessment of the number of components in Gaussian mixture models in the presence of multiple local maximizers. 100-120 - Elvira Di Nardo:
On a symbolic representation of non-central Wishart random matrices with applications. 121-135 - Kyungchul Song:
Local asymptotic minimax estimation of nonregular parameters with translation-scale equivariant maps. 136-158 - Zhensheng Huang, Zhen Pang, Bingqing Lin, Quanxi Shao:
Model structure selection in single-index-coefficient regression models. 159-175 - Arjun K. Gupta, Taras Bodnar:
An exact test about the covariance matrix. 176-189 - Patrizia Berti, Emanuela Dreassi, Pietro Rigo:
Compatibility results for conditional distributions. 190-203 - Jean-Marc Bardet, William Kengne:
Monitoring procedure for parameter change in causal time series. 204-221 - Cheng Wang, Tiejun Tong, Longbing Cao, Baiqi Miao:
Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices. 222-232 - Manuel G. Scotto, Christian H. Weiß, Maria Eduarda Silva, Isabel Pereira:
Bivariate binomial autoregressive models. 233-251
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