Journal of Multivariate Analysis, Volume 100

Volume 100, Number 1, January 2009

• Han-Ying Liang, Guo-Liang Fan:
  Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors. 1-15
  
• Michel Broniatowski, Amor Keziou:
  Parametric estimation and tests through divergences and the duality technique. 16-36
  
• Debashis Paul, Jack W. Silverstein:
  No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix. 37-57
  
• Hirofumi Wakaki, Makoto Aoshima:
  Optimal discriminant functions for normal populations. 58-69
  
• Karim Oualkacha, Louis-Paul Rivest:
  A new statistical model for random unit vectors. 70-80
  
• H. M. Barakat:
  Multivariate order statistics based on dependent and nonidentically distributed random variables. 81-90
  
• Reinaldo Boris Arellano-Valle, Marc G. Genton, Rosangela Helena Loschi:
  Shape mixtures of multivariate skew-normal distributions. 91-101
  
• Amparo Baíllo, Aurea Grané:
  Local linear regression for functional predictor and scalar response. 102-111
  
• I. Dattner:
  Statistical properties of the Hough transform estimator in the presence of measurement errors. 112-125
  
• T. Tony Cai, Michael Levine, Lie Wang:
  Variance function estimation in multivariate nonparametric regression with fixed design. 126-136
  
• Jian Chen, Liang Peng, Yichuan Zhao:
  Empirical likelihood based confidence intervals for copulas. 137-151
  
• Yang Bai, Wing K. Fung, Zhong Yi Zhu:
  Penalized quadratic inference functions for single-index models with longitudinal data. 152-161
  
• Han-Ying Liang, Deli Li, Yongcheng Qi:
  Strong convergence in nonparametric regression with truncated dependent data. 162-174
  
• Ingo Steinwart, Don R. Hush, Clint Scovel:
  Learning from dependent observations. 175-194
  
• Jianhui Zhou:
  Robust dimension reduction based on canonical correlation. 195-209
  
• O. Lopez, Valentin Patilea:
  Nonparametric lack-of-fit tests for parametric mean-regression models with censored data. 210-230
  
• Yasunori Fujikoshi, Tetsuro Sakurai:
  High-dimensional asymptotic expansions for the distributions of canonical correlations. 231-242
  
• Haijun Li:
  Orthant tail dependence of multivariate extreme value distributions. 243-256
  

Volume 100, Number 2, February 2009

• Tsung I. Lin:
  Maximum likelihood estimation for multivariate skew normal mixture models. 257-265
  
• Ursula U. Müller, Anton Schick, Wolfgang Wefelmeyer:
  Estimators for alternating nonlinear autoregression. 266-277
  
• Grace Y. Yi, Wenqing He, Hua Liang:
  Analysis of correlated binary data under partially linear single-index logistic models. 278-290
  
• Xu-Qing Liu, Dong-Dong Wang, Jian-Ying Rong:
  Quadratic prediction problems in multivariate linear models. 291-300
  
• Mi-Xia Wu, Kai F. Yu, Aiyi Liu:
  Exact inference on contrasts in means of intraclass correlation models with missing responses. 301-308
  

Volume 100, Number 3, March 2009

• Carlos Martins-Filho, Feng Yao:
  Nonparametric regression estimation with general parametric error covariance. 309-333
  
• Muneya Matsui, Akimichi Takemura:
  Integral representations of one-dimensional projections for multivariate stable densities. 334-344
  
• Guang Cheng, Michael R. Kosorok:
  The penalized profile sampler. 345-362
  
• Jason Shaw:
  A continuous spectral density for a random field of continuous-index. 363-376
  
• Bruno Rémillard, Olivier Scaillet:
  Testing for equality between two copulas. 377-386
  
• Xuewen Lu:
  Empirical likelihood for heteroscedastic partially linear models. 387-396
  
• Dietmar Bauer:
  Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms. 397-421
  
• Marc Hallin, Davy Paindaveine:
  Optimal tests for homogeneity of covariance, scale, and shape. 422-444
  
• Ming-Tien Tsai:
  Asymptotically efficient two-sample rank tests for modal directions on spheres. 445-458
  
• Bhramar Mukherjee, Ivy Liu:
  A note on bias due to fitting prospective multivariate generalized linear models to categorical outcomes ignoring retrospective sampling schemes. 459-472
  
• Yoshihide Kakizawa:
  Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions. 473-496
  
• Serguei Zernov, Victoria Zinde-Walsh, John W. Galbraith:
  Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes. 497-508
  
• Jin Wang:
  A family of kurtosis orderings for multivariate distributions. 509-517
  
• Muni S. Srivastava:
  A test for the mean vector with fewer observations than the dimension under non-normality. 518-532
  
• Tonghui Wang, Baokun Li, Arjun K. Gupta:
  Distribution of quadratic forms under skew normal settings. 533-545
  
• Mohamed Lemdani, Elias Ould-Saïd, Nicolas Poulin:
  Asymptotic properties of a conditional quantile estimator with randomly truncated data. 546-559
  

Volume 100, Number 4, April 2009

• K. D. Prathapasinghe Dharmawansa, Matthew R. McKay:
  Diagonal distribution of a complex non-central Wishart matrix: A new trivariate non-central chi-squared density. 561-580
  
• Debasis Kundu, Rameshwar D. Gupta:
  Bivariate generalized exponential distribution. 581-593
  
• Hammou Elbarmi, Hari Mukerjee:
  Peakedness and peakedness ordering in symmetric distributions. 594-603
  
• Tucker McElroy, Scott Holan:
  A local spectral approach for assessing time series model misspecification. 604-621
  
• Robin Wellmann, Peter Harmand, Christine H. Müller:
  Distribution-free tests for polynomial regression based on simplicial depth. 622-635
  
• Zhihua Sun, Qihua Wang, Pengjie Dai:
  Model checking for partially linear models with missing responses at random. 636-651
  
• Ernesto Salinelli:
  Nonlinear principal components, II: Characterization of normal distributions. 652-660
  
• Anatoli Torokhti, Shmuel Friedland:
  Towards theory of generic Principal Component Analysis. 661-669
  
• Harry Joe, Youngjo Lee:
  On weighting of bivariate margins in pairwise likelihood. 670-685
  
• Sándor Baran, Gyula Pap:
  On the least squares estimator in a nearly unstable sequence of stationary spatial AR models. 686-698
  
• Stephan Huckemann, Thomas Hotz:
  Principal component geodesics for planar shape spaces. 699-714
  
• Edit Gombay, Daniel Serban:
  Monitoring parameter change in AR(p) time series models. 715-725
  
• Hua Liang, Weixing Song:
  Improved estimation in multiple linear regression models with measurement error and general constraint. 726-741
  
• Amadou Sarr, Arjun K. Gupta:
  Estimation of the precision matrix of multivariate Kotz type model. 742-752
  
• Antonio Cuevas, Ricardo Fraiman:
  On depth measures and dual statistics. A methodology for dealing with general data. 753-766
  
• Yongge Tian:
  On an additive decomposition of the BLUE in a multiple-partitioned linear model. 767-776
  
• Attila Andai:
  On the geometry of generalized Gaussian distributions. 777-793
  
• Chen Zhou:
  Existence and consistency of the maximum likelihood estimator for the extreme value index. 794-815
  

• Reinaldo Boris Arellano-Valle, Adelchi Azzalini:
  Corrigendum to: "The centred parametrization for the multivariate skew-normal distribution" [J. Multivariate Analysis 99 (2008) 1362-1382]. 816
  

Volume 100, Number 5, May 2009

• Fabian H. Sinz, Sebastian Gerwinn, Matthias Bethge:
  Characterization of the p-generalized normal distribution. 817-820
  
• Klaus Nordhausen, Hannu Oja, Davy Paindaveine:
  Signed-rank tests for location in the symmetric independent component model. 821-834
  
• Qihua Wang, Wei Liu, Chunling Liu:
  Probability density estimation for survival data with censoring indicators missing at random. 835-850
  
• Bettina Grün, Friedrich Leisch:
  Dealing with label switching in mixture models under genuine multimodality. 851-861
  
• Li-Ping Zhu, Li-Xing Zhu:
  Nonconcave penalized inverse regression in single-index models with high dimensional predictors. 862-875
  
• Ella Roelant, Stefan Van Aelst, Christophe Croux:
  Multivariate generalized S-estimators. 876-887
  
• Tetsuro Sakurai:
  Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large. 888-901
  
• Haruhiko Ogasawara:
  Asymptotic expansions in mean and covariance structure analysis. 902-912
  
• Hilmar Böhm, Rainer von Sachs:
  Shrinkage estimation in the frequency domain of multivariate time series. 913-935
  
• Alexander Shapiro:
  Asymptotic normality of test statistics under alternative hypotheses. 936-945
  
• Barry C. Arnold, Enrique F. Castillo, José María Sarabia:
  Multivariate order statistics via multivariate concomitants. 946-951
  
• Peng Zhao, Xiaohu Li, N. Balakrishnan:
  Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables. 952-962
  
• Isabel Molina:
  Uncertainty under a multivariate nested-error regression model with logarithmic transformation. 963-980
  
• Daniel Carando, Ricardo Fraiman, Pablo Groisman:
  Nonparametric likelihood based estimation for a multivariate Lipschitz density. 981-992
  
• Hongwen Guo, Chae Young Lim, Mark M. Meerschaert:
  Local Whittle estimator for anisotropic random fields. 993-1028
  
• Alexander Aue, Lajos Horváth, Marie Husková:
  Extreme value theory for stochastic integrals of Legendre polynomials. 1029-1043
  
• S. Leorato:
  A refined Jensen's inequality in Hilbert spaces and empirical approximations. 1044-1060
  
• Xiaoyong Wu, Guohua Zou, Yingfu Li:
  Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model. 1061-1072
  

Volume 100, Number 6, July 2009

• Yasutaka Shimizu:
  Functional estimation for Lévy measures of semimartingales with Poissonian jumps. 1073-1092
  
• Marco Burkschat:
  Multivariate dependence of spacings of generalized order statistics. 1093-1106
  
• Riina Haataja, Denis Larocque, Jaakko Nevalainen, Hannu Oja:
  A weighted multivariate signed-rank test for cluster-correlated data. 1107-1119
  
• David J. Mayston:
  The determinants of cumulative endogeneity bias in multivariate analysis. 1120-1136
  
• Ivan Kojadinovic, Mark Holmes:
  Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process. 1137-1154
  
• S. Y. Hwang, Ishwar V. Basawa:
  Branching Markov processes and related asymptotics. 1155-1167
  
• Melanie Frick, Rolf-Dieter Reiss:
  Expansions of multivariate Pickands densities and testing the tail dependence. 1168-1181
  
• Jinhong You, Xian Zhou, Li-Xing Zhu:
  Inference on a regression model with noised variables and serially correlated errors. 1182-1197
  
• Prabir Burman, Wolfgang Polonik:
  Multivariate mode hunting: Data analytic tools with measures of significance. 1198-1218
  
• Han-Ying Liang, Jacobo de Uña-Álvarez:
  A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples. 1219-1231
  
• Haruhiko Ogasawara:
  On the estimators of model-based and maximal reliability. 1232-1244
  
• S. Ajay Chandra:
  Testing the equality of error distributions from k independent GARCH models. 1245-1260
  
• Giuliana Regoli:
  A class of bivariate exponential distributions. 1261-1269
  
• Roel Braekers, Ingrid Van Keilegom:
  Flexible modeling based on copulas in nonparametric median regression. 1270-1281
  
• Edward Hak-Sing Ip, Yuchung J. Wang:
  Canonical representation of conditionally specified multivariate discrete distributions. 1282-1290
  
• Chung Chang, R. Todd Ogden:
  Bootstrapping sums of independent but not identically distributed continuous processes with applications to functional data. 1291-1303
  
• Ignacio Arbués:
  Departure from normality of increasing-dimension martingales. 1304-1315
  
• Taeryon Choi, Jaeyong Lee, Anindya Roy:
  A note on the Bayes factor in a semiparametric regression model. 1316-1327
  

Volume 100, Number 7, August 2009

• Gabriel Frahm:
  Asymptotic distributions of robust shape matrices and scales. 1329-1337
  
• Kengo Kato:
  On the degrees of freedom in shrinkage estimation. 1338-1352
  
• Liugen Xue:
  Empirical likelihood for linear models with missing responses. 1353-1366
  
• Jiahua Chen, Xianming Tan:
  Inference for multivariate normal mixtures. 1367-1383
  
• Anindya Roy, Arup Bose:
  Coverage of generalized confidence intervals. 1384-1397
  
• Malay Ghosh, Georgios Papageorgiou, Janet Forrester:
  Multivariate limited translation hierarchical Bayes estimators. 1398-1411
  
• Francesco Bravo:
  Two-step generalised empirical likelihood inference for semiparametric models. 1412-1431
  
• W. Liu, Anthony J. Hayter, Walter W. Piegorsch, P. Ah-Kine:
  Comparison of hyperbolic and constant width simultaneous confidence bands in multiple linear regression under MVCS criterion. 1432-1439
  
• Jin Shan Liu, Wai-Cheung Ip, Heung Wong:
  Predictive inference for singular multivariate elliptically contoured distributions. 1440-1446
  
• Guillermo Ayala, Miguel López-Díaz:
  The simplex dispersion ordering and its application to the evaluation of human corneal endothelia. 1447-1464
  
• Kanta Naito, Masahiro Yoshizaki:
  Bandwidth selection for a data sharpening estimator in nonparametric regression. 1465-1486
  
• Tae Yoon Kim, Byeong U. Park, Myung Sang Moon, Chiho Kim:
  Using bimodal kernel for inference in nonparametric regression with correlated errors. 1487-1497
  
• Shalabh, Gaurav Garg, Neeraj Misra:
  Use of prior information in the consistent estimation of regression coefficients in measurement error models. 1498-1520
  
• Arthur Charpentier, Johan Segers:
  Tails of multivariate Archimedean copulas. 1521-1537
  
• Begoña Fernández, Nelson Muriel:
  Regular variation and related results for the multivariate GARCH(p, q) model with constant conditional correlations. 1538-1550
  
• Natalie Neumeyer:
  Testing independence in nonparametric regression. 1551-1566
  
• Jan-Frederik Mai, Matthias Scherer:
  Lévy-frailty copulas. 1567-1585
  

Volume 100, Number 8, September 2009

• Christian Genest, Subhash C. Kochar, Maochao Xu:
  On the range of heterogeneous samples. 1587-1592
  
• Huaizhen Qin, Alan T. K. Wan, Guohua Zou:
  On the sensitivity of the one-sided t test to covariance misspecification. 1593-1609
  
• N. Ganesh:
  Simultaneous credible intervals for small area estimation problems. 1610-1621
  
• Anne Leucht, Michael H. Neumann:
  Consistency of general bootstrap methods for degenerate U-type and V-type statistics. 1622-1633
  
• Hsiaw-Chan Yeh:
  Multivariate semi-Weibull distributions. 1634-1644
  
• Aluísio Pinheiro, Pranab Kumar Sen, Hildete Prisco Pinheiro:
  Decomposability of high-dimensional diversity measures: Quasi-U-statistics, martingales and nonstandard asymptotics. 1645-1656
  
• Félix Belzunce, José-Angel Mercader, José-María Ruiz, Fabio Spizzichino:
  Stochastic comparisons of multivariate mixture models. 1657-1669
  
• D. Ghosh, Z. Yuan:
  An improved model averaging scheme for logistic regression. 1670-1681
  
• A. Hassairi, O. Regaig:
  Characterizations of the beta distribution on symmetric matrices. 1682-1690
  
• Séphane Girard, Pierre Jacob:
  Frontier estimation with local polynomials and high power-transformed data. 1691-1705
  
• M. Revan Özkale:
  A stochastic restricted ridge regression estimator. 1706-1716
  
• Tomohiro Ando:
  Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood. 1717-1726
  
• Naoto Kunitomo, Yukitoshi Matsushita:
  Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations. 1727-1751
  
• M. Arashi, S. M. M. Tabatabaey:
  Improved variance estimation under sub-space restriction. 1752-1760
  
• Pascal Bondon:
  Estimation of autoregressive models with epsilon-skew-normal innovations. 1761-1776
  
• H. H. Edwards, M. D. Taylor:
  Characterizations of degree one bivariate measures of concordance. 1777-1791
  
• Peng Zhao, N. Balakrishnan:
  Mean residual life order of convolutions of heterogeneous exponential random variables. 1792-1801
  
• Dianliang Deng, Hong-Bin Fang:
  Asymptotics for non-parametric likelihood estimation with doubly censored multivariate failure times. 1802-1815
  
• Kengo Kato:
  Asymptotics for argmin processes: Convexity arguments. 1816-1829
  
• Emilio Porcu, Jorge Mateu, George Christakos:
  Quasi-arithmetic means of covariance functions with potential applications to space-time data. 1830-1844
  
• Yuzo Maruyama:
  An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior. 1845-1853
  
• Guo-Liang Tian, Hong-Bin Fang, Ming Tan, Hong Qin, Man-Lai Tang:
  Uniform distributions in a class of convex polyhedrons with applications to drug combination studies. 1854-1865
  

Volume 100, Number 9, October 2009

• Ananda Bandulasiri, Rabi N. Bhattacharya, Vic Patrangenaru:
  Nonparametric inference for extrinsic means on size-and-(reflection)-shape manifolds with applications in medical imaging. 1867-1882
  
• Wan-Ying Chang, Donald St. P. Richards:
  Finite-sample inference with monotone incomplete multivariate normal data, I. 1883-1899
  
• Ke-Hai Yuan:
  Normal distribution based pseudo ML for missing data: With applications to mean and covariance structure analysis. 1900-1918
  
• Muni S. Srivastava, Mohammad Dolatabadi:
  Multiple imputation and other resampling schemes for imputing missing observations. 1919-1937
  
• M. J. Martinez, C. Lavergne, C. Trottier:
  A mixture model-based approach to the clustering of exponential repeated data. 1938-1951
  
• Miao Yu, Shen Si:
  Moderate deviation principle for autoregressive processes. 1952-1961
  
• Peter T. Kim, Ja-Yong Koo, Zhi-Ming Luo:
  Weyl eigenvalue asymptotics and sharp adaptation on vector bundles. 1962-1978
  
• Xu-Qing Liu, Dong-Dong Wang, Jian-Ying Rong:
  Quadratic prediction and quadratic sufficiency in finite populations. 1979-1988
  
• Daniel Lewandowski, Dorota Kurowicka, Harry Joe:
  Generating random correlation matrices based on vines and extended onion method. 1989-2001
  
• Zaixing Li, Wangli Xu, Lixing Zhu:
  Influence diagnostics and outlier tests for varying coefficient mixed models. 2002-2017
  
• Ming-Hui Chen, Joseph G. Ibrahim, Qi-Man Shao:
  Maximum likelihood inference for the Cox regression model with applications to missing covariates. 2018-2030
  
• Nian-Sheng Tang, Xing Chen, Ying-Zi Fu:
  Bayesian analysis of non-linear structural equation models with non-ignorable missing outcomes from reproductive dispersion models. 2031-2043
  
• Christian M. Hafner, Arie Preminger:
  On asymptotic theory for multivariate GARCH models. 2044-2054
  
• M. Mariadassou, Avner Bar-Hen:
  Concentration inequality for evolutionary trees. 2055-2064
  
• Benedikt M. Pötscher, Hannes Leeb:
  On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding. 2065-2082
  
• Olivier P. Faugeras:
  A quantile-copula approach to conditional density estimation. 2083-2099
  
• Xiao Ni, Hao Helen Zhang, Daowen Zhang:
  Automatic model selection for partially linear models. 2100-2111
  
• Baisuo Jin, Cheng Wang, Baiqi Miao, Mong-Na Lo Huang:
  Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA. 2112-2125
  
• Serigne N. Lô, Elvezio Ronchetti:
  Robust and accurate inference for generalized linear models. 2126-2136
  

Volume 100, Number 10, November 2009

• Fumiyasu Komaki:
  Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model. 2137-2154
  
• Yuzo Maruyama, William E. Strawderman:
  An extended class of minimax generalized Bayes estimators of regression coefficients. 2155-2166
  
• Wolfgang Bischoff, Wayan Somayasa:
  The limit of the partial sums process of spatial least squares residuals. 2167-2177
  
• Jan Beran, Sucharita Ghosh, Dieter Schell:
  On least squares estimation for long-memory lattice processes. 2178-2194
  
• Ilya S. Molchanov:
  Convex and star-shaped sets associated with multivariate stable distributions, I: Moments and densities. 2195-2213
  
• Liuquan Sun, Liang Zhu, Jianguo Sun:
  Regression analysis of multivariate recurrent event data with time-varying covariate effects. 2214-2223
  
• Alessio Sancetta:
  Nearest neighbor conditional estimation for Harris recurrent Markov chains. 2224-2236
  
• Yoshihiko Konno:
  Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss. 2237-2253
  
• Alexander Aue, Robertas Gabrys, Lajos Horváth, Piotr Kokoszka:
  Estimation of a change-point in the mean function of functional data. 2254-2269
  
• Junyong Park:
  Independent rule in classification of multivariate binary data. 2270-2286
  
• Károly J. Böröczky, F. Fodor, Matthias Reitzner, V. Vígh:
  Mean width of random polytopes in a reasonably smooth convex body. 2287-2295
  
• Hisayuki Tsukuma:
  Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix. 2296-2304
  
• Peng Bai:
  Sphericity test in a GMANOVA-MANOVA model with normal error. 2305-2312
  
• Jun Han:
  Initial classification of joint data in EM estimation of latent class joint model. 2313-2323
  
• Alessandro Arlotto, Marco Scarsini:
  Hessian orders and multinormal distributions. 2324-2330
  
• Malay Ghosh, Victor Mergel:
  On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix. 2331-2336
  
• Tsung I. Lin, Hsiu J. Ho, Chiang L. Chen:
  Analysis of multivariate skew normal models with incomplete data. 2337-2351
  
• M. J. Daniels, M. Pourahmadi:
  Modeling covariance matrices via partial autocorrelations. 2352-2363
  
• Nicolai Bissantz, Melanie Birke:
  Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators. 2364-2375
  
• Xinyu Zhang, Ti Chen, Alan T. K. Wan, Guohua Zou:
  Robustness of Stein-type estimators under a non-scalar error covariance structure. 2376-2388
  
• Qihua Wang, Riquan Zhang:
  Statistical estimation in varying coefficient models with surrogate data and validation sampling. 2389-2405
  

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