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Journal of Multivariate Analysis, Volume 154
Volume 154, February 2017
- Davide Floriello, Valeria Vitelli
:
Sparse clustering of functional data. 1-18 - Johannes Dueck, Dominic Edelmann, Donald Richards:
Distance correlation coefficients for Lancaster distributions. 19-39 - Weihua Zhao, Heng Lian:
Quantile index coefficient model with variable selection. 40-58 - Graciela Boente
Robust estimators in semi-functional partial linear regression models. 59-84 - Michael Falk, Gilles Stupfler
An offspring of multivariate extreme value theory: The max-characteristic function. 85-95 - Jianhua Hu, Jinhong You, Xian Zhou
Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors. 96-111 - Augustin Kelava
Nonparametric estimation of a latent variable model. 112-134 - Eni Musta
Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes. 135-146 - Zhihua Sun, Feifei Chen, Xiaohua Zhou
Improved model checking methods for parametric models with responses missing at random. 147-161 - Azzouz Dermoune, Cristian Preda
Parametrizations, fixed and random effects. 162-176 - Ludwig Baringhaus, Daniel Gaigall:
Hotelling's T2 tests in paired and independent survey samples: An efficiency comparison. 177-198 - Nathaniel Shiers
Gaussian tree constraints applied to acoustic linguistic functional data. 199-215 - Wei Wei, Fadoua Balabdaoui, Leonhard Held
Calibration tests for multivariate Gaussian forecasts. 216-233 - Xiang-Nan Feng
Bayesian regularized quantile structural equation models. 234-248 - Scott Marchese, Guoqing Diao:
Density ratio model for multivariate outcomes. 249-261 - Xuemei Hu
Semi-parametric inference for semi-varying coefficient panel data model with individual effects. 262-281 - Clément Cerovecki, Siegfried Hörmann:
On the CLT for discrete Fourier transforms of functional time series. 282-295
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