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ORCIDJournal of Multivariate Analysis, Volume 171
Volume 171, May 2019
- Ngoc Mai Tran, Petra Burdejová
, Maria Ospienko, Wolfgang K. Härdle:
Principal component analysis in an asymmetric norm. 1-21 - Tonglin Zhang, Jorge Mateu:
Substationarity for spatial point processes. 22-36 - Shen Zhang, Peixin Zhao, Gaorong Li, Wangli Xu:
Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data. 37-52 - Yoonseok Lee, Debasri Mukherjee, Aman Ullah:
Nonparametric estimation of the marginal effect in fixed-effect panel data models. 53-67 - Gwangsu Kim, Taeryon Choi:
Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models. 68-82 - M. C. Jones, Éric Marchand:
Multivariate discrete distributions via sums and shares. 83-93 - Jakob Raymaekers, Peter J. Rousseeuw:
A generalized spatial sign covariance matrix. 94-111 - Youming Liu, Cong Wu:
Point-wise estimation for anisotropic densities. 112-125 - Mehrdad Naderi, Wen-Liang Hung, Tsung-I Lin, Ahad Jamalizadeh:
A novel mixture model using the multivariate normal mean-variance mixture of Birnbaum-Saunders distributions and its application to extrasolar planets. 126-138 - Natalie Neumeyer, Marek Omelka, Sárka Hudecová:
A copula approach for dependence modeling in multivariate nonparametric time series. 139-162 - X. Jessie Jeng, Xiongzhi Chen:
Predictor ranking and false discovery proportion control in high-dimensional regression. 163-175 - Maria Umlauft, Marius Placzek, Frank Konietschke, Markus Pauly:
Wild bootstrapping rank-based procedures: Multiple testing in nonparametric factorial repeated measures designs. 176-192 - Nobuhiro Taneichi, Yuri Sekiya, Jun Toyama:
Transformed statistics for tests of conditional independence in J×K×L contingency tables. 193-208 - Duy Tung Luu, Jalal Fadili, Christophe Chesneau:
PAC-Bayesian risk bounds for group-analysis sparse regression by exponential weighting. 209-233 - Young-Geun Choi, Johan Lim, Anindya Roy, Junyong Park:
Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage. 234-249 - Jianyu Liu, Guan Yu, Yufeng Liu:
Graph-based sparse linear discriminant analysis for high-dimensional classification. 250-269 - Jia Zhang, Haoming Shi, Lemeng Tian, Fengjun Xiao:
Penalized generalized empirical likelihood in high-dimensional weakly dependent data. 270-283 - Guangren Yang, Ling Zhang, Runze Li, Yuan Huang:
Feature screening in ultrahigh-dimensional varying-coefficient Cox model. 284-297 - Burak Alparslan Eroglu:
Wavelet variance ratio cointegration test and wavestrapping. 298-319 - Mengyan Li, Yanyuan Ma, Runze Li:
Semiparametric regression for measurement error model with heteroscedastic error. 320-338 - Liliana Forzani, Daniela Rodriguez, Ezequiel Smucler, Mariela Sued:
Sufficient dimension reduction and prediction in regression: Asymptotic results. 339-349 - Hui Zhao, Dayu Sun, Gang Li, Jianguo Sun:
Simultaneous estimation and variable selection for incomplete event history studies. 350-361 - Vinnie Ko, Nils Lid Hjort:
Model robust inference with two-stage maximum likelihood estimation for copulas. 362-381 - Jingwei Wu, Hanxiang Peng, Wanzhu Tu:
Large-sample estimation and inference in multivariate single-index models. 382-396 - Lin Xu, Sijia Xiang, Weixin Yao:
Robust maximum Lq-likelihood estimation of joint mean-covariance models for longitudinal data. 397-411 - Koji Tsukuda, Shun Matsuura:
High-dimensional testing for proportional covariance matrices. 412-420 - Harry Joe, Haijun Li:
Tail densities of skew-elliptical distributions. 421-435 - S. Rao Jammalamadaka, György H. Terdik:
Harmonic analysis and distribution-free inference for spherical distributions. 436-451 - Mao Ye, Zhao-Hua Lu, Yimei Li, Xinyuan Song:
Finite mixture of varying coefficient model: Estimation and component selection. 452-474 - Paula M. Murray, Ryan P. Browne, Paul D. McNicholas:
Note of Clarification on 'Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering', by Murray, Browne, and McNicholas, J. Multivariate Anal. 161 (2017) 141-156. 475-476
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