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Journal of Multivariate Analysis, Volume 167
Volume 167, September 2018
- Yang Zhou, Shu-Chin Lin, Jane-Ling Wang:
Local and global temporal correlations for longitudinal data. 1-14 - Mara S. Bernardi, Michelle Carey
, James O. Ramsay, Laura M. Sangalli
Modeling spatial anisotropy via regression with partial differential regularization. 15-30 - Hunter Glanz
An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing. 31-48 - Gauri S. Datta, Mahmoud Torabi
Small area estimation with multiple covariates measured with errors: A nested error linear regression approach of combining multiple surveys. 49-59 - Weiwei Wang, Xianyi Wu
Robust variable selection of joint frailty model for panel count data. 60-78 - Shaogao Lv, Mengying You, Huazhen Lin, Heng Lian, Jian Huang
On the sign consistency of the Lasso for the high-dimensional Cox model. 79-96 - Andreas H. Hamel, Daniel Kostner:
Cone distribution functions and quantiles for multivariate random variables. 97-113 - Armelle Guillou, Simone A. Padoan, Stefano Rizzelli
Inference for asymptotically independent samples of extremes. 114-135 - Marek Arendarczyk
The joint distribution of the sum and maximum of dependent Pareto risks. 136-156 - Ray Bai
High-dimensional multivariate posterior consistency under global-local shrinkage priors. 157-170 - Kun-Lin Kuo
Simulating conditionally specified models. 171-180 - Volodymyr Melnykov, Xuwen Zhu:
On model-based clustering of skewed matrix data. 181-194 - Marius Hofert
Hierarchical Archimax copulas. 195-211 - Kris Peremans, Stefan Van Aelst
Robust inference for seemingly unrelated regression models. 212-224 - Rui Wang, Xingzhong Xu:
On two-sample mean tests under spiked covariances. 225-249 - Juan L. Padilla, Caio L. N. Azevedo
Multidimensional multiple group IRT models with skew normal latent trait distributions. 250-268 - M. Rauf Ahmad, Tatjana Pavlenko:
A U-classifier for high-dimensional data under non-normality. 269-283 - Alessia Pini
Hotelling's T2 in separable Hilbert spaces. 284-305 - Ahmed Arafat, Emilio Porcu, Moreno Bevilacqua
Equivalence and orthogonality of Gaussian measures on spheres. 306-318 - Bruno M. Castro, Renan B. Lemes
A model selection approach for multiple sequence segmentation and dimensionality reduction. 319-330 - Said el Bouhaddani
Probabilistic partial least squares model: Identifiability, estimation and application. 331-346 - Maximilian Coblenz
On the length of copula level curves. 347-365 - Ahmad Alothman, Yuexiao Dong
On dual model-free variable selection with two groups of variables. 366-377 - Chongliang Luo
Leveraging mixed and incomplete outcomes via reduced-rank modeling. 378-394 - Spiridon I. Penev, Kanta Naito:
Locally robust methods and near-parametric asymptotics. 395-417 - Jingyuan Liu, Lejia Lou, Runze Li
Variable selection for partially linear models via partial correlation. 418-434 - David Hong
Asymptotic performance of PCA for high-dimensional heteroscedastic data. 435-452
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