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ORCIDJournal of Multivariate Analysis, Volume 137
Volume 137, May 2015
- Laurent Gardes
, Stéphane Girard:
Nonparametric estimation of the conditional tail copula. 1-16 - Yixin Chen, Qin Wang, Weixin Yao:
Adaptive estimation for varying coefficient models. 17-31 - David Gerard, Peter D. Hoff:
Equivariant minimax dominators of the MLE in the array normal model. 32-49 - Anuradha Roy, Ricardo Leiva, Ivan Zezula, Daniel Klein:
Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup. 50-60 - Cristina Butucea, Jean-François Delmas, Anne Dutfoy, Richard Fischer:
Maximum entropy copula with given diagonal section. 61-81 - Helena Ferreira, Marta Ferreira:
Extremes of scale mixtures of multivariate time series. 82-99 - Jia Qiu, Degao Li, Jinhong You:
SCAD-penalized regression for varying-coefficient models with autoregressive errors. 100-118 - Zeng Li, Guangming Pan, Jianfeng Yao:
On singular value distribution of large-dimensional autocovariance matrices. 119-140 - Hira L. Koul, Xiaoqing Zhu:
Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models. 141-160 - T. Tony Cai, Tengyuan Liang, Harrison H. Zhou:
Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions. 161-172 - Y. Murat Bulut, Olçay Arslan:
Matrix variate slash distribution. 173-178 - Olivier P. Faugeras:
Maximal coupling of empirical copulas for discrete vectors. 179-186 - Siyang Wang, Hengjian Cui:
A new test for part of high dimensional regression coefficients. 187-203
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