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ORCIDJournal of Multivariate Analysis, Volume 145
Volume 145, March 2016
- Solomon W. Harrar, Xiaoli Kong
:
High-dimensional multivariate repeated measures analysis with unequal covariance matrices. 1-21 - Lu Lin, Lixing Zhu, Yujie Gai:
Inference for biased models: A quasi-instrumental variable approach. 22-36 - Narayanaswamy Balakrishnan, Ghobad Barmalzan, Abedin Haidari:
Multivariate stochastic comparisons of multivariate mixture models and their applications. 37-43 - Nguyen Tran Thuan, Nguyen Van Quang:
Negative association and negative dependence for random upper semicontinuous functions, with applications. 44-57 - Hamid Zareifard, Håvard Rue, Majid Jafari Khaledi, Finn Lindgren:
A skew Gaussian decomposable graphical model. 58-72 - Peter Tankov:
Tails of weakly dependent random vectors. 73-86 - Priya Kohli, Tanya P. Garcia, Mohsen Pourahmadi:
Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data. 87-100 - C.-L. Cheng, Shalabh, Gaurav Garg:
Goodness of fit in restricted measurement error models. 101-116 - Davide Pigoli, Alessandra Menafoglio, Piercesare Secchi:
Kriging prediction for manifold-valued random fields. 117-131 - Cheng Li, Wenxin Jiang:
On oracle property and asymptotic validity of Bayesian generalized method of moments. 132-147 - Hsiang-Chun Chen, Thomas E. Wehrly:
Approximate uniform shrinkage prior for a multivariate generalized linear mixed model. 148-161 - Hyoung-Moon Kim, Mehdi Maadooliat, Reinaldo Boris Arellano-Valle, Marc G. Genton:
Skewed factor models using selection mechanisms. 162-177 - Ross Iaci, Xiangrong Yin, Lixing Zhu:
The Dual Central Subspaces in dimension reduction. 178-189 - Hisayuki Tsukuma:
Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition. 190-207 - Xun Wang, Zhongzhan Zhang, Shoumei Li:
Set-valued and interval-valued stationary time series. 208-223 - Francisco J. Caro-Lopera, Graciela González-Farías, Narayanaswamy Balakrishnan:
Matrix-variate distribution theory under elliptical models-4: Joint distribution of latent roots of covariance matrix and the largest and smallest latent roots. 224-235 - Wei Luo, Xizhen Cai:
A new estimator for efficient dimension reduction in regression. 236-249
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