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Journal of Multivariate Analysis, Volume 123
Volume 123, January 2014
- Minggao Gu, Yueqin Wu, Bin Huang:
Partial marginal likelihood estimation for general transformation models. 1-18 - Debasis Kundu, Arjun K. Gupta:
On bivariate Weibull-Geometric distribution. 19-29 - Julius Kruopis, Vydas Cekanavicius:
Compound Poisson approximations for symmetric vectors. 30-42 - Heather Battey, Oliver Linton:
Nonparametric estimation of multivariate elliptic densities via finite mixture sieves. 43-67 - A. K. Md. Ehsanes Saleh, Shalabh:
A ridge regression estimation approach to the measurement error model. 68-84 - Natalia Nolde:
Geometric interpretation of the residual dependence coefficient. 85-95 - Oliver Grothe, Julius Schnieders, Johan Segers
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Measuring association and dependence between random vectors. 96-110 - Alain Boudou, Sylvie Viguier-Pla
Structure of the random measure associated with an isotropic stationary process. 111-128 - Yi Niu, Yingwei Peng:
Marginal regression analysis of clustered failure time data with a cure fraction. 129-142 - Lei Hua
Strength of tail dependence based on conditional tail expectation. 143-159 - Munmun Biswas, Anil Kumar Ghosh:
A nonparametric two-sample test applicable to high dimensional data. 160-171 - C. Y. Lim, Mark M. Meerschaert, Hans-Peter Scheffler:
Parameter estimation for operator scaling random fields. 172-183 - Yasunori Fujikoshi, Tetsuro Sakurai, Hirokazu Yanagihara:
Consistency of high-dimensional AIC-type and Cp-type criteria in multivariate linear regression. 184-200 - Yizao Wang
On the asymptotic normality of kernel density estimators for causal linear random fields. 201-213 - Jari Miettinen
Deflation-based separation of uncorrelated stationary time series. 214-227 - Hyoung-Moon Kim, Duchwan Ryu, Bani K. Mallick, Marc G. Genton
Mixtures of skewed Kalman filters. 228-251 - Lu Lin, Yunquan Song, Zhao Liu:
Local linear-additive estimation for multiple nonparametric regressions. 252-269 - Leslie Cope, Daniel Q. Naiman, Giovanni Parmigiani:
Integrative correlation: Properties and relation to canonical correlations. 270-280 - Shoubhik Mondal, Sundarraman Subramanian
Model assisted Cox regression. 281-303 - Heng Lian
Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models. 304-310 - Nobuhiro Taneichi, Yuri Sekiya, Jun Toyama:
Transformed goodness-of-fit statistics for a generalized linear model of binary data. 311-329 - Guang Cheng, Lan Zhou, Xiaohong Chen, Jianhua Z. Huang:
Efficient estimation of semiparametric copula models for bivariate survival data. 330-344 - Xu Guo, Wangli Xu, Lixing Zhu
Multi-index regression models with missing covariates at random. 345-363 - Masashi Hyodo
A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data. 364-379 - Marcin Przystalski:
Estimation of the covariance matrix in multivariate partially linear models. 380-385 - Nicola Loperfido
A note on the fourth cumulant of a finite mixture distribution. 386-394
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