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Journal of Multivariate Analysis, Volume 122
Volume 122, November 2013
- Simone A. Padoan
:
Extreme dependence models based on event magnitude. 1-19 - Ming Zheng
Quantile regression analysis of case-cohort data. 20-34 - Antonio F. Galvao, Gabriel Montes-Rojas
Tests for skewness and kurtosis in the one-way error component model. 35-52 - Daya K. Nagar, Alejandro Roldán-Correa
Extended matrix variate gamma and beta functions. 53-69 - Taras Bodnar
On the exact and approximate distributions of the product of a Wishart matrix with a normal vector. 70-81 - Wenhua Jiang, Cun-Hui Zhang:
A nonparametric empirical Bayes approach to adaptive minimax estimation. 82-95 - Jianwei Hu, Hao Chai:
Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates. 96-114 - Yanlin Tang, Xinyuan Song, Huixia Judy Wang
Variable selection in high-dimensional quantile varying coefficient models. 115-132 - Jack Cuzick, Zihua Yang:
A frailty model for interaction between multiple events. 133-147 - Wenhui Sheng, Xiangrong Yin:
Direction estimation in single-index models via distance covariance. 148-161 - Masahiro Kojima, Tatsuya Kubokawa:
Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices. 162-174 - Volodymyr Melnykov:
On the distribution of posterior probabilities in finite mixture models with application in clustering. 175-189 - Sévérien Nkurunziza, Fuqi Chen:
On extension of some identities for the bias and risk functions in elliptically contoured distributions. 190-201 - Enno Mammen, Wolfgang Polonik:
Confidence regions for level sets. 202-214 - Tonglin Zhang, Ge Lin:
On the limiting distribution of the spatial scan statistic. 215-225 - Jicai Liu
A robust and efficient estimation method for single index models. 226-238 - Yasunori Fujikoshi, Rie Enomoto, Tetsuro Sakurai:
High-dimensional AIC in the growth curve model. 239-250 - Xing-Cai Zhou, Jin-Guan Lin:
Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors. 251-270 - Olivier P. Faugeras:
Sklar's theorem derived using probabilistic continuation and two consistency results. 271-277 - Jérôme Dedecker, Bertrand Michel
Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension. 278-291 - Alessandro De Gregorio
On a family of test statistics for discretely observed diffusion processes. 292-316 - Leif Ellingson
Nonparametric estimation of means on Hilbert manifolds and extrinsic analysis of mean shapes of contours. 317-333 - Kazuyoshi Yata
PCA consistency for the power spiked model in high-dimensional settings. 334-354 - Filippo Palombi
A note on the variance of the square components of a normal multivariate within a Euclidean ball. 355-376 - Tatsuya Kubokawa:
Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models. 377-392 - Victor De Oliveira:
Hierarchical Poisson models for spatial count data. 393-408
- Thomas Opitz:
Extremal tt processes: Elliptical domain of attraction and a spectral representation. 409-413
- Xin Liu, Qing-Wen Wang
Corrigendum to "Equality of the BLUPs under the mixed linear model when random components and errors are correlated" [J. Multivariate Anal. 116(2013) 297-309]. 414
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