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ORCIDJournal of Multivariate Analysis, Volume 148
Volume 148, June 2016
- Hisayuki Tsukuma:
Estimation of a high-dimensional covariance matrix with the Stein loss. 1-17 - Shonosuke Sugasawa, Tatsuya Kubokawa:
On conditional prediction errors in mixed models with application to small area estimation. 18-33 - Rong Jiang
, Wei-Min Qian, Zhan-Gong Zhou:
Weighted composite quantile regression for single-index models. 34-48 - Rolf Sundberg, Uwe Feldmann:
Exploratory factor analysis - Parameter estimation and scores prediction with high-dimensional data. 49-59 - Xingwei Ren:
Estimation in singular linear models with stepwise inclusion of linear restrictions. 60-72 - Miao Yang, Kalyan Das, Anandamayee Majumdar:
Analysis of bivariate zero inflated count data with missing responses. 73-82 - Xiaoqing Pan, Guoxin Qiu, Taizhong Hu:
Stochastic orderings for elliptical random vectors. 83-88 - Qiming Huang, Yu Zhu:
Model-free sure screening via maximum correlation. 89-106 - Peter E. Jupp, Giuliana Regoli, Adelchi Azzalini:
A general setting for symmetric distributions and their relationship to general distributions. 107-119 - Nesrine Kara-Terki, Tahar Mourid:
On local asymptotic normality for functional autoregressive processes. 120-140 - Agathe Guilloux, Sarah Lemler, Marie-Luce Taupin:
Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates. 141-159 - Taras Bodnar, Holger Dette, Nestor Parolya:
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix. 160-172 - Nikolai Kolev:
Characterizations of the class of bivariate Gompertz distributions. 173-179
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