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Journal of Multivariate Analysis, Volume 118
Volume 118, July 2013
- Nirian Martín
, N. Balakrishnan:
Hypothesis testing in a generic nesting framework for general distributions. 1-23 - Q. N. Vuong, Stefan Bedbur, Udo Kamps:
Distances between models of generalized order statistics. 24-36 - Marius Hofert
Densities of nested Archimedean copulas. 37-52 - Apostolos Batsidis
Change-point detection in multinomial data using phi-divergence test statistics. 53-66 - Andrey A. Shabalin
Reconstruction of a low-rank matrix in the presence of Gaussian noise. 67-76 - Frédéric Proïa:
Further results on the h-test of Durbin for stable autoregressive processes. 77-101 - Nickos Papadatos, Tatiana Xifara:
A simple method for obtaining the maximal correlation coefficient and related characterizations. 102-114 - Peng Lai, Gaorong Li
Quadratic inference functions for partially linear single-index models with longitudinal data. 115-127 - Cheng Wang
Identity tests for high dimensional data using RMT. 128-137
- Christopher S. Withers
Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters. 138-147
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