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Journal of Multivariate Analysis, Volume 124
Volume 124, February 2014
- Yi-Ching Yao
, Shih-Chieh Chen, Shao-Hsuan Wang:
On compatibility of discrete full conditional distributions: A graphical representation approach. 1-9 - Gerhard Dikta:
Asymptotically efficient estimation under semi-parametric random censorship models. 10-24 - Ming-Xiang Cao
Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss-Markoff model under a balanced loss function. 25-30 - Michael Harder, Ulrich Stadtmüller:
Maximal non-exchangeability in dimension d. 31-41 - Stéphan Clémençon:
A statistical view of clustering performance through the theory of U-processes. 42-56 - Rong-Xian Yue
D-optimal designs for multiresponse linear models with a qualitative factor. 57-69 - Si-Lian Shen, Jian-Ling Cui, Chang-Lin Mei
Estimation and inference of semi-varying coefficient models with heteroscedastic errors. 70-93 - Zhou Yu, Yuexiao Dong
General directional regression. 94-104 - Ismihan Bairamov
Stochastic comparisons of order statistics and their concomitants. 105-115 - Jun Zhang
A revisit to correlation analysis for distortion measurement error data. 116-129 - Moritz Jirak:
Simultaneous confidence bands for sequential autoregressive fitting. 130-149 - Heng Lian
Series expansion for functional sufficient dimension reduction. 150-165 - Subhash Aryal
An optimal test for variance components of multivariate mixed-effects linear models. 166-178 - Celso Rômulo Barbosa Cabral
Multivariate measurement error models using finite mixtures of skew-Student t distributions. 179-198 - Jianhua Hu, Xin Xin, Jinhong You:
Model determination and estimation for the growth curve model via group SCAD penalty. 199-213 - Miguel Ángel Gómez-Villegas, Paloma Main
Sensitivity to hyperprior parameters in Gaussian Bayesian networks. 214-225 - Jean-Luc Marichal:
Subsignatures of systems. 226-236 - Olivier Besson
Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions. 237-246 - Dongchu Sun, Shawn Ni:
A Bayesian analysis of normalized VAR models. 247-259 - Cuirong Ren, Dongchu Sun:
Objective Bayesian analysis for autoregressive models with nugget effects. 260-280 - Masayo Yoshimori, Partha Lahiri:
A new adjusted maximum likelihood method for the Fay-Herriot small area model. 281-294 - Wlodek Bryc, Raouf Fakhfakh
On Cauchy-Stieltjes kernel families. 295-312 - Stefan Fremdt, Lajos Horváth, Piotr Kokoszka, Josef G. Steinebach
Functional data analysis with increasing number of projections. 313-332 - Hisayuki Tsukuma:
Minimax covariance estimation using commutator subgroup of lower triangular matrices. 333-344 - Alfred Kume, Stephen G. Walker:
On the Bingham distribution with large dimension. 345-352 - Ke-Hai Yuan, Victoria Savalei:
Consistency, bias and efficiency of the normal-distribution-based MLE: The role of auxiliary variables. 353-370 - Gyuhyeong Goh
Bayesian model diagnostics using functional Bregman divergence. 371-383 - Iosif Pinelis:
Schur2-concavity properties of Gaussian measures, with applications to hypotheses testing. 384-397 - T. Vareschi:
Application of second generation wavelets to blind spherical deconvolution. 398-417 - Filidor V. Vilca, Narayanaswamy Balakrishnan, Camila Borelli Zeller:
A robust extension of the bivariate Birnbaum-Saunders distribution and associated inference. 418-435 - Denis Bosq:
Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes. 436-450 - Peng Ding:
Bayesian robust inference of sample selection using selection-t models. 451-464 - Petro Borysov, Jan Hannig
Asymptotics of hierarchical clustering for growing dimension. 465-479 - Paul Janssen
A note on the asymptotic behavior of the Bernstein estimator of the copula density. 480-487
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