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ORCIDJournal of Multivariate Analysis, Volume 112
Volume 112, November 2012
- Jun Zhang
, Li-Xing Zhu, Hua Liang:
Nonlinear models with measurement errors subject to single-indexed distortion. 1-23 - Gérard Biau, Luc Devroye, Vida Dujmovic, Adam Krzyzak:
An affine invariant k-nearest neighbor regression estimate. 24-34 - Shalabh, Gaurav Garg, Cristian Heumann:
Performance of double k-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses. 35-47 - Harold W. Gutch, Fabian J. Theis:
Uniqueness of linear factorizations into independent subspaces. 48-62 - Huijun Feng, Liang Peng:
Jackknife empirical likelihood tests for error distributions in regression models. 63-75 - William Kleiber, Douglas W. Nychka:
Nonstationary modeling for multivariate spatial processes. 76-91 - Yun-Xian Li, Yutaka Kano, Jun-Hao Pan, Xin-Yuan Song:
A criterion-based model comparison statistic for structural equation models with heterogeneous data. 92-107 - Kshitij Khare, James P. Hobert:
Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression. 108-116 - Dewei Wang, K. B. Kulasekera:
Parametric component detection and variable selection in varying-coefficient partially linear models. 117-129 - Francis K. C. Hui, Gery Geenens:
Nonparametric bootstrap tests of conditional independence in two-way contingency tables. 130-144 - Rongning Wu:
On variance estimation in a negative binomial time series regression model. 145-155 - Muni S. Srivastava, N. Reid:
Testing the structure of the covariance matrix with fewer observations than the dimension. 156-171 - Guang Cheng, Yichuan Zhao, Bo Li:
Empirical likelihood inferences for the semiparametric additive isotonic regression. 172-182 - Silvia Bianconcini, Silvia Cagnone:
Estimation of generalized linear latent variable models via fully exponential Laplace approximation. 183-193 - Bogdan Cmiel:
Poisson intensity estimation for the Spektor-Lord-Willis problem using a wavelet shrinkage approach. 194-206 - Yuexiao Dong, Zhou Yu:
Dimension reduction for the conditional kth moment via central solution space. 207-218 - Mitsunori Ogawa, Akimichi Takemura:
Markov bases for typical block effect models of two-way contingency tables. 219-229 - Majid Mojirsheibani:
A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets. 230-241
- Christopher S. Withers, Saralees Nadarajah:
Moments and cumulants for the complex Wishart. 242-247 - Changliang Zou, Xin Chen:
On the consistency of coordinate-independent sparse estimation with BIC. 248-255
- Antonio Cuevas, Ricardo Fraiman:
Corrigendum to "On depth measures and dual statistics. A methodology for dealing with general data" [JMVA 100 (2009) 753-766]. 256
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