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Journal of Multivariate Analysis, Volume 150
Volume 150, September 2016
- Haiqiang Ma, Zhongyi Zhu:
Continuously dynamic additive models for functional data. 1-13 - Forrest R. Miller, James W. Neill:
Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings. 14-26 - Heng Lian, Taeryon Choi, Jie Meng, Seongil Jo:
Posterior convergence for Bayesian functional linear regression. 27-41 - R. Dennis Cook, Liliana Forzani
, Zhihua Su:
A note on fast envelope estimation. 42-54 - T. Tony Cai, Anru Zhang:
Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data. 55-74 - Alexander Katzur, Udo Kamps:
Classification into Kullback-Leibler balls in exponential families. 75-90 - Vyacheslav Lyubchich
A local factor nonparametric test for trend synchronism in multiple time series. 91-104 - Katarzyna Filipiak
Score test for a separable covariance structure with the first component as compound symmetric correlation matrix. 105-124 - Taras Bodnar, Markus Reiß:
Exact and asymptotic tests on a factor model in low and large dimensions with applications. 125-151 - Kimberly F. Sellers
Bivariate Conway-Maxwell-Poisson distribution: Formulation, properties, and inference. 152-168 - Eliana Christou
Single index quantile regression for heteroscedastic data. 169-182 - Zengyan Fan
Minimax convergence rates for kernel CCA. 183-190 - Ségolen Geffray, Nicolas Klutchnikoff
Illumination problems in digital images. A statistical point of view. 191-213 - Ioannis Papastathopoulos, Jonathan A. Tawn:
Conditioned limit laws for inverted max-stable processes. 214-228 - Paulo Angelo Alves Resende, Chang C. Y. Dorea:
Model identification using the Efficient Determination Criterion. 229-244 - Hossein Keshavarz
On the consistency of inversion-free parameter estimation for Gaussian random fields. 245-266
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