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ORCIDJournal of Multivariate Analysis, Volume 155
Volume 155, March 2017
- Danijel Krizmanic
:
Weak convergence of multivariate partial maxima processes. 1-11 - Javier Álvarez-Liébana, Denis Bosq, María Dolores Ruiz-Medina:
Asymptotic properties of a component-wise ARH(1) plug-in predictor. 12-34 - Johan Segers, Masaaki Sibuya, Hideatsu Tsukahara:
The empirical beta copula. 35-51 - Mónika Kereszturi, Jonathan A. Tawn:
Properties of extremal dependence models built on bivariate max-linearity. 52-71 - Tonglin Zhang, Run Zhuang:
Testing proportionality between the first-order intensity functions of spatial point processes. 72-82 - Xiaolei Lu, Satoshi Kuriki:
Simultaneous confidence bands for contrasts between several nonlinear regression curves. 83-104 - Yannick Hoga:
Monitoring multivariate time series. 105-121 - Gamage Pemantha Lakraj, Frits Ruymgaart:
Some asymptotic theory for Silverman's smoothed functional principal components in an abstract Hilbert space. 122-132 - Yujie Li, Gaorong Li, Heng Lian, Tiejun Tong:
Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models. 133-150 - Haruhiko Ogasawara:
Expected predictive least squares for model selection in covariance structures. 151-164 - Prabir Burman, Debashis Paul:
Smooth predictive model fitting in regression. 165-179 - Philip A. Ernst, Lawrence D. Brown, Larry Shepp, Robert L. Wolpert:
Stationary Gaussian Markov processes as limits of stationary autoregressive time series. 180-186 - Yaowu Zhang, Liping Zhu, Yanyuan Ma:
Efficient dimension reduction for multivariate response data. 187-199 - Jin-Ting Zhang, Jia Guo, Bu Zhou:
Linear hypothesis testing in high-dimensional one-way MANOVA. 200-216 - Long Feng, Binghui Liu:
High-dimensional rank tests for sphericity. 217-233 - Natalia Shenkman:
A natural parametrization of multivariate distributions with limited memory. 234-251 - J. Klepsch, Claudia Klüppelberg:
An innovations algorithm for the prediction of functional linear processes. 252-271 - Andriëtte Bekker, Janet van Niekerk, Mohammad Arashi:
Wishart distributions: Advances in theory with Bayesian application. 272-283 - Yoon Tae Kim, Hyun Suk Park:
Optimal Berry-Esseen bound for statistical estimations and its application to SPDE. 284-304 - Yuki Yamada, Masashi Hyodo, Takahiro Nishiyama:
Testing block-diagonal covariance structure for high-dimensional data under non-normality. 305-316 - Lei Hua, Harry Joe:
Multivariate dependence modeling based on comonotonic factors. 317-333 - Hyunkeun Cho, Seonjin Kim, Mi-Ok Kim:
Multiple quantile regression analysis of longitudinal data: Heteroscedasticity and efficient estimation. 334-343 - Béatrice Bucchia, Martin Wendler:
Change-point detection and bootstrap for Hilbert space valued random fields. 344-368
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