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Journal 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 - Johannes 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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