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ORCIDJournal of Multivariate Analysis, Volume 147
Volume 147, May 2016
- Didier Chételat, Martin T. Wells:
Improved second order estimation in the singular multivariate normal model. 1-19 - Haruhiko Ogasawara:
Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods. 20-37 - Ke-Li Xu:
Multivariate trend function testing with mixed stationary and integrated disturbances. 38-57 - Sundarraman Subramanian
:
Bootstrap likelihood ratio confidence bands for survival functions under random censorship and its semiparametric extension. 58-81 - Catherine Aaron, Olivier Bodart:
Local convex hull support and boundary estimation. 82-101 - Abhik Ghosh, Abhijit Mandal, Nirian Martín, Leandro Pardo:
Influence analysis of robust Wald-type tests. 102-126 - Mahdi Roozbeh:
Robust ridge estimator in restricted semiparametric regression models. 127-144 - Avner Bar-Hen, Jean-Michel Poggi:
Influence measures and stability for graphical models. 145-154 - Thorsten Neuschel, Dries Stivigny:
Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices. 155-167 - Sophie Dabo-Niang, Serge Guillas, Camille Ternynck:
Efficiency in multivariate functional nonparametric models with autoregressive errors. 168-182 - Guoliang Fan, Han-Ying Liang, Yu Shen:
Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors. 183-201 - Azadeh Shohoudi, Abbas Khalili, David B. Wolfson, Masoud Asgharian:
Simultaneous variable selection and de-coarsening in multi-path change-point models. 202-217 - Jan Beran, Haiyan Liu:
Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors. 218-233 - X. Jessie Jeng:
Detecting weak signals in high dimensions. 234-246 - Tomonari Sei:
An objective general index for multivariate ordered data. 247-264 - Rohit S. Deo:
On the Tracy-Widom approximation of studentized extreme eigenvalues of Wishart matrices. 265-272 - Gerhard Dikta, Martin Reißel, Carsten Harlaß:
Semi-parametric survival function estimators deduced from an identifying Volterra type integral equation. 273-284 - Zhezhen Jin, Wenqing He:
Local linear regression on correlated survival data. 285-294 - Michael J. Monsour:
Decomposition of an autoregressive process into first order processes. 295-314 - Carles M. Cuadras:
Corrigendum to "Contributions to the diagonal expansion of a bivariate copula with continuous extensions" [J. Multivariate Anal. 139
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