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Journal of Multivariate Analysis, Volume 153
Volume 153, January 2017
- Alejandro Cholaquidis, Liliana Forzani
, Pamela Llop, Leonardo Moreno
On the classification problem for Poisson point processes. 1-15 - Christian Francq
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns. 16-32 - Sophie Mercier
A bivariate failure time model with random shocks and mixed effects. 33-51 - Shonosuke Sugasawa, Tatsuya Kubokawa:
Bayesian estimators in uncertain nested error regression models. 52-63 - Drew Lazar
Scale and curvature effects in principal geodesic analysis. 64-82 - Ruiyan Luo
Signal extraction approach for sparse multivariate response regression. 83-97 - Yoshihide Kakizawa:
Third-order average local powers of Bartlett-type adjusted tests: Ordinary versus adjusted profile likelihood. 98-120 - Remigijus Leipus, Anne Philippe, Vytaute Pilipauskaite
Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data. 121-135 - Deepak Nag Ayyala, Junyong Park, Anindya Roy:
Mean vector testing for high-dimensional dependent observations. 136-155 - Julius Damarackas, Vygantas Paulauskas:
Spectral covariance and limit theorems for random fields with infinite variance. 156-175 - Lydia-Zaitri Kara, Ali Laksaci
Data-driven kNN estimation in nonparametric functional data analysis. 176-188 - Yanan Fan, Pierre Lafaye de Micheaux
Multivariate nonparametric test of independence. 189-210 - Ashley D. Holland
Penalized spline estimation in the partially linear model. 211-235 - Xuejing Liu, Lei Huo, Xuerong Meggie Wen, Robert Paige:
A link-free approach for testing common indices for three or more multi-index models. 236-245 - Ming-Xiang Cao
Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function. 246-254 - Sarah Friedrich
Permuting longitudinal data in spite of the dependencies. 255-265
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