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Journal of Multivariate Analysis, Volume 140
Volume 140, September 2015
- Pedro Delicado
, Philippe Vieu:
Optimal level sets for bivariate density representation. 1-18 - Roberto Colombi, Sabrina Giordano
Multiple hidden Markov models for categorical time series. 19-30 - Fabienne Comte, Johanna Kappus:
Density deconvolution from repeated measurements without symmetry assumption on the errors. 31-46 - Karen Vines:
Predictive nonlinear biplots: Maps and trajectories. 47-59 - Simeon M. Berman:
Rank inversions in the scoring of examinations consisting of several subtests. 60-71 - Abhishek Kaul
Weighted ℓ1-penalized corrected quantile regression for high dimensional measurement error models. 72-91 - Peter E. Jupp
Copulae on products of compact Riemannian manifolds. 92-98 - Yoshihide Kakizawa:
Third-order local power properties of tests for a composite hypothesis, II. 99-112 - Ping Peng, Guikai Hu, Jian Liang:
All admissible linear predictors in the finite populations with respect to inequality constraints under a balanced loss function. 113-122 - Hanfang Yang, Yichuan Zhao:
Smoothed jackknife empirical likelihood inference for ROC curves with missing data. 123-138 - Romain Couillet:
Robust spiked random matrices and a robust G-MUSIC estimator. 139-161 - Yingying Ma, Wei Lan, Hansheng Wang
A high dimensional two-sample test under a low dimensional factor structure. 162-170 - Simos G. Meintanis, Joseph Ngatchou-Wandji, Emanuele Taufer:
Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function. 171-192 - Ludwig Baringhaus, Daniel Gaigall:
On an independence test approach to the goodness-of-fit problem. 193-208 - Yang Li
Semiparametric regression of multivariate panel count data with informative observation times. 209-219 - Svetlana Gribkova:
Vector quantization and clustering in the presence of censoring. 220-233 - Hiroki Watanabe, Masashi Hyodo
Asymptotic properties of the misclassification rates for Euclidean Distance Discriminant rule in high-dimensional data. 234-244 - Hisayuki Tsukuma, Tatsuya Kubokawa:
Estimation of the mean vector in a singular multivariate normal distribution. 245-258 - Irène Gijbels
Consistency of non-integrated depths for functional data. 259-282 - Michael Levine
Minimax rate of convergence for an estimator of the functional component in a semiparametric multivariate partially linear model. 283-290 - Frank Konietschke
Parametric and nonparametric bootstrap methods for general MANOVA. 291-301 - Marica Manisera
Identifiability of a model for discrete frequency distributions with a multidimensional parameter space. 302-316 - Jhan Rodríguez
Entropy measure for the quantification of upper quantile interdependence in multivariate distributions. 317-324 - Alicia A. Johnson, Galin L. Jones:
Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models. 325-342 - Anna Castañer
Discrete Schur-constant models. 343-362 - Gildas Mazo, Stéphane Girard
A class of multivariate copulas based on products of bivariate copulas. 363-376 - Vladislav Kargin
On estimation in the reduced-rank regression with a large number of responses and predictors. 377-394 - Heng Lian
Minimax prediction for functional linear regression with functional responses in reproducing kernel Hilbert spaces. 395-402
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