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ORCIDJournal of Multivariate Analysis, Volume 117
Volume 117, May 2013
- Baojiang Chen, Xiao-Hua Zhou
:
A correlated random effects model for non-homogeneous Markov processes with nonignorable missingness. 1-13 - María Teresa Gallegos, Gunter Ritter:
Strong consistency of k-parameters clustering. 14-31 - Hee Min Choi, James P. Hobert:
Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors. 32-40 - Juan Carlos Arismendi:
Multivariate truncated moments. 41-75 - Mahmoud Torabi, J. N. K. Rao:
Estimation of mean squared error of model-based estimators of small area means under a nested error linear regression model. 76-87 - Cristina Rueda:
Degrees of freedom and model selection in semiparametric additive monotone regression. 88-99 - Lajos Horváth, Marie Husková, Gregory Rice:
Test of independence for functional data. 100-119 - Wan-Lun Wang:
Mixtures of common factor analyzers for high-dimensional data with missing information. 120-133 - Siyang Wang, Hengjian Cui:
Generalized F test for high dimensional linear regression coefficients. 134-149 - Toshio Honda:
Nonparametric LAD cointegrating regression. 150-162 - Zhaoping Hong, Heng Lian:
Sparse-smooth regularized singular value decomposition. 163-174 - Jaeyong Lee, Hee-Seok Oh:
Bayesian regression based on principal components for high-dimensional data. 175-192 - Gábor J. Székely, Maria L. Rizzo:
The distance correlation t-test of independence in high dimension. 193-213 - Christian Genest, Johanna Neslehová, Bruno N. Rémillard:
On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data. 214-228 - Yong Bao, Raymond Kan:
On the moments of ratios of quadratic forms in normal random variables. 229-245 - Paul Ressel:
Homogeneous distributions - And a spectral representation of classical mean values and stable tail dependence functions. 246-256 - Anne Leucht, Michael H. Neumann:
Dependent wild bootstrap for degenerate U- and V-statistics. 257-280 - Ross Iaci, T. N. Sriram:
Robust multivariate association and dimension reduction using density divergences. 281-295 - Hiroki Hashiguchi, Yasuhide Numata, Nobuki Takayama, Akimichi Takemura:
The holonomic gradient method for the distribution function of the largest root of a Wishart matrix. 296-312 - Kazuyoshi Yata, Makoto Aoshima:
Correlation tests for high-dimensional data using extended cross-data-matrix methodology. 313-331
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