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ORCIDJournal of Multivariate Analysis, Volume 162
Volume 162, November 2017
- Rong Liu
, Wolfgang K. Härdle, Guoyi Zhang:
Statistical inference for generalized additive partially linear models. 1-15 - Xin Xin, Jianhua Hu, Liangyuan Liu:
On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters. 16-31 - Piotr Kokoszka, Gregory Rice, Han Lin Shang:
Inference for the autocovariance of a functional time series under conditional heteroscedasticity. 32-50 - Abla Kammoun, Mohamed-Slim Alouini:
The random matrix regime of Maronna's estimator for observations corrupted by elliptical noise. 51-70 - Guangyu Mao:
Variance-corrected tests for covariance structures with high-dimensional data. 71-81 - Masashi Hyodo:
Tests for the parallelism and flatness hypotheses of multi-group profile analysis for high-dimensional elliptical populations. 82-92 - Claude Lefèvre, Stéphane Loisel, Sergey Utev:
On finite exchangeable sequences and their dependence. 93-109 - Alfredo Alegría, Emilio Porcu:
The dimple problem related to space-time modeling under the Lagrangian framework. 110-121 - Guanghui Wang, Zhaojun Wang, Changliang Zou:
Comparison of a large number of regression curves. 122-133 - Yuzo Maruyama, William E. Strawderman:
A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale. 134-151 - Han Na Lee, Armin Schwartzman:
Inference for eigenvalues and eigenvectors in exponential families of random symmetric matrices. 152-171 - Joni Virta, Bing Li, Klaus Nordhausen, Hannu Oja:
Independent component analysis for tensor-valued data. 172-192 - Bo Jiang, Yongge Tian:
On additive decompositions of estimators under a multivariate general linear model and its two submodels. 193-214 - Yuankun Zhang, Heng Lian, Yan Yu:
Estimation and variable selection for quantile partially linear single-index models. 215-234
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