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ORCIDJournal of Multivariate Analysis, Volume 129
Volume 129, August 2014
- Agata Sakowicz, Jacek Wesolowski:
Dirichlet distribution through neutralities with respect to two partitions. 1-15 - Jean-François Quessy, Tarik Bahraoui
:
Weak convergence of empirical and bootstrapped C-power processes and application to copula goodness-of-fit. 16-36 - Daojiang He, Jie Wu:
Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function. 37-43 - Yuki Kawakubo, Tatsuya Kubokawa:
Modified conditional AIC in linear mixed models. 44-56 - Antai Wang:
Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula. 57-68 - Marco Chiani:
Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution. 69-81 - Francisco Germán Badía, Carmen Sangüesa, Ji Hwan Cha:
Stochastic comparison of multivariate conditionally dependent mixtures. 82-94 - Eric Beutner, Erhard Cramer:
Using linear interpolation to reduce the order of the coverage error of nonparametric prediction intervals based on right-censored data. 95-109 - Mingzhi Mao:
The asymptotic behaviors for least square estimation of multi-casting autoregressive processes. 110-124 - Davy Paindaveine, Germain Van Bever:
Inference on the shape of elliptical distributions based on the MCD. 125-144 - Peng Zhao, N. Balakrishnan:
A stochastic inequality for the largest order statistics from heterogeneous gamma variables. 145-150 - Federico Poloni, Giacomo Sbrana:
Feasible generalized least squares estimation of multivariate GARCH(1, 1) models. 151-159 - Dorota Kurowicka:
Joint density of correlations in the correlation matrix with chordal sparsity patterns. 160-170 - Antonio Cuevas, Pamela Llop, Beatriz Pateiro-López:
On the estimation of the medial axis and inner parallel body. 171-185 - Nicola Loperfido:
Linear transformations to symmetry. 186-192 - Ping-Shou Zhong, Sixia Chen:
Jackknife empirical likelihood inference with regression imputation and survey data. 193-205 - Shin-ichi Tsukada:
Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample. 206-219 - João Lita da Silva:
Some strong consistency results in stochastic regression. 220-226 - Hu Yang, Jing Yang:
A robust and efficient estimation and variable selection method for partially linear single-index models. 227-242 - Jian-Lun Xu:
An identity on order statistics of a set of random variables. 243-244 - Grigory Alexandrovich:
A note on the article 'Inference for multivariate normal mixtures' by J. Chen and X. Tan. 245-248
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