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ORCIDJournal of Multivariate Analysis, Volume 165
Volume 165, May 2018
- Shucong Zhang, Yong Zhou:
Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations. 1-13 - Gianluca Mastrantonio
:
The joint projected normal and skew-normal: A distribution for poly-cylindrical data. 14-26 - Jean-David Fermanian, Olivier Lopez:
Single-index copulas. 27-55 - Yuzhen Zhou, Yimin Xiao:
Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes. 56-72 - Richard Arnold, Peter E. Jupp, Helmut Schaeben:
Statistics of ambiguous rotations. 73-85 - Gordana C. Popovic, Francis K. C. Hui, David I. Warton:
A general algorithm for covariance modeling of discrete data. 86-100 - Javier Alejo, Gabriel Montes-Rojas, Walter Sosa-Escudero:
Testing for serial correlation in hierarchical linear models. 101-116 - Holger Rootzén, Johan Segers, Jennifer L. Wadsworth:
Multivariate generalized Pareto distributions: Parametrizations, representations, and properties. 117-131 - Didier Chételat, Rajendran Narayanan, Martin T. Wells:
On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots. 132-142 - Vincent Brault, Sarah Ouadah, Laure Sansonnet, Céline Lévy-Leduc:
Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices. 143-165 - Sarah Friedrich, Markus Pauly:
MATS: Inference for potentially singular and heteroscedastic MANOVA. 166-179 - Célestin C. Kokonendji, Pedro Puig:
Fisher dispersion index for multivariate count distributions: A review and a new proposal. 180-193 - Bikramjit Das, Vicky Fasen-Hartmann:
Risk contagion under regular variation and asymptotic tail independence. 194-215 - Kosuke Morikawa, Yutaka Kano:
Identification problem of transition models for repeated measurement data with nonignorable missing values. 216-230 - Bruno Ebner, Norbert Henze, Joseph E. Yukich:
Multivariate goodness-of-fit on flat and curved spaces via nearest neighbor distances. 231-242 - Yuichi Mori, Taiji Suzuki:
Generalized ridge estimator and model selection criteria in multivariate linear regression. 243-261 - Wayne Yuan Gao:
Minimax linear estimation at a boundary point. 262-269 - Hiroki Hashiguchi, Nobuki Takayama, Akimichi Takemura:
Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method. 270-278 - Guanqun Cao, Li Wang:
Simultaneous inference for the mean of repeated functional data. 279-295
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