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ORCIDJournal of Multivariate Analysis, Volume 166
Volume 166, July 2018
- Kuangnan Fang, Xinyan Fan, Qingzhao Zhang
, Shuangge Ma:
Integrative sparse principal component analysis. 1-16 - Siliang Gong, Kai Zhang, Yufeng Liu:
Efficient test-based variable selection for high-dimensional linear models. 17-31 - Shanshan Wang, Robert Serfling:
On masking and swamping robustness of leading nonparametric outlier identifiers for multivariate data. 32-49 - Jan-Frederik Mai:
Extreme-value copulas associated with the expected scaled maximum of independent random variables. 50-61 - Subrata Rana, Surupa Roy, Kalyan Das, Alzheimer's Disease Neuroimaging Initiative:
Analysis of ordinal longitudinal data under nonignorable missingness and misreporting: An application to Alzheimer's disease study. 62-77 - Marie Perrot-Dockès, Céline Lévy-Leduc, Laure Sansonnet, Julien Chiquet:
Variable selection in multivariate linear models with high-dimensional covariance matrix estimation. 78-97 - Reinaldo Boris Arellano-Valle, Clécio da Silva Ferreira, Marc G. Genton:
Scale and shape mixtures of multivariate skew-normal distributions. 98-110 - Sayantee Jana, Narayanaswamy Balakrishnan, Jemila S. Hamid:
Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution. 111-128 - Victor De Oliveira, Binbin Wang, Eric V. Slud:
Spatial modeling of rainfall accumulated over short periods of time. 129-149 - Jean Carlo Guella, Valdir Antonio Menegatto, Emilio Porcu:
Strictly positive definite multivariate covariance functions on spheres. 150-159 - François Portier, Johan Segers:
On the weak convergence of the empirical conditional copula under a simplifying assumption. 160-181 - Chunlin Wang, Paul Marriott, Pengfei Li:
Semiparametric inference on the means of multiple nonnegative distributions with excess zero observations. 182-197 - Hiroshi Shiraishi, Masanobu Taniguchi, Takashi Yamashita:
Higher-order asymptotic theory of shrinkage estimation for general statistical models. 198-211 - Adrien Saumard, Jon A. Wellner:
Efron's monotonicity property for measures on R2. 212-224 - Niansheng Tang, Ying Wu, Dan Chen:
Semiparametric Bayesian analysis of transformation linear mixed models. 225-240 - Qing Feng, Meilei Jiang, Jan Hannig, J. S. Marron:
Angle-based joint and individual variation explained. 241-265 - Betina Berghaus, Johan Segers:
Weak convergence of the weighted empirical beta copula process. 266-281 - Sheng Fu, Sanguo Zhang, Yufeng Liu:
Adaptively weighted large-margin angle-based classifiers. 282-299 - Johannes T. N. Krebs:
Nonparametric density estimation for spatial data with wavelets. 300-319 - Yinqiu He, Gongjun Xu:
Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix. 320-334 - Qian Qin, James P. Hobert:
Trace-class Monte Carlo Markov chains for Bayesian multivariate linear regression with non-Gaussian errors. 335-345
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