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ORCIDJournal of Multivariate Analysis, Volume 132
Volume 132, November 2014
- Casper J. Albers
, John C. Gower:
A contribution to the visualisation of three-way arrays. 1-8 - Niël J. le Roux, Sugnet Gardner-Lubbe, John C. Gower:
The analysis of distance of grouped data with categorical variables: Categorical canonical variate analysis. 9-24 - Rianka Bhattacharya, Sundarraman Subramanian:
Two-sample location-scale estimation from semiparametric random censorship models. 25-38 - Rosa Arboretti Giancristofaro, Stefano Bonnini, Livio Corain, Luigi Salmaso:
A permutation approach for ranking of multivariate populations. 39-57 - Ondrej Chochola, Marie Husková, Zuzana Prásková, Josef G. Steinebach:
Robust monitoring of CAPM portfolio betas II. 58-81 - Subhajit Dutta, Marc G. Genton:
A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families. 82-93 - Ruiqin Tian, Liugen Xue, Catherine Chunling Liu:
Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data. 94-110 - Axel Bücher, Ivan Kojadinovic, Tom Rohmer, Johan Segers:
Detecting changes in cross-sectional dependence in multivariate time series. 111-128 - Seyed Kamran Ghoreishi, Mohammad Reza Meshkani:
On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model. 129-137 - Shota Katayama, Shinpei Imori:
Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis. 138-150 - Emilio Carrizosa, Vanesa Guerrero:
Biobjective sparse principal component analysis. 151-159 - Rosanna Overholser, Ronghui Xu:
Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures. 160-170 - Santu Ghosh, Alan M. Polansky:
Smoothed and iterated bootstrap confidence regions for parameter vectors. 171-182 - Shin-ichi Tsukada:
Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample. 183-196 - Michael Kohler:
Optimal global rates of convergence for noiseless regression estimation problems with adaptively chosen design. 197-208 - B. L. S. Prakasa Rao:
Characterization of Gaussian distribution on a Hilbert space from samples of random size. 209-214 - Taras Bodnar, Arjun K. Gupta, Nestor Parolya:
On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix. 215-228 - Takeshi Emura, Fan-Hsuan Kao, Hirofumi Michimae:
An improved nonparametric estimator of sub-distribution function for bivariate competing risk models. 229-241
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