Volume 102, Number 1, January 2011
, Liugen Xue
: Statistical inference in partially-varying-coefficient single-index model.
: Local asymptotic normality in a stationary model for spatial extremes.
, J. Yang
: Dimension estimation in sufficient dimension reduction: A unifying approach.
Volume 102, Number 2, February 2011
, Vic Patrangenaru
: Random change on a Lie group and mean glaucomatous projective shape change detection from stereo pair images.
, A. Gegg
: Partial sum process to check regression models with multiple correlated response: With an application for testing a change-point in profile data.
: An asymptotics look at the generalized inference.
: On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix.
Volume 102, Number 3, March 2011
: Monotonicity properties of multivariate distribution and survival functions - With an application to Lévy-frailty copulas.
: Nonparametric estimation of the anisotropic probability density of mixed variables.
: A link-free method for testing the significance of predictors.
, Jinhong You
, Yong Zhou
: Statistical inference using a weighted difference-based series approach for partially linear regression models.
: Conditional and unconditional methods for selecting variables in linear mixed models.
: Composing the cumulative quantile regression function and the Goldie concentration curve.
Bert Van Es
, Peter Spreij
: Estimation of a multivariate stochastic volatility density by kernel deconvolution.
Volume 102, Number 4, April 2011
, Dong Xue
: Empirical likelihood for semiparametric regression model with missing response data.
, Hongyu Zhao
: Some theoretical properties of Silverman's method for Smoothed functional principal component analysis.
: Convergence proof of matrix dynamics for online linear discriminant analysis.
, Akimichi Takemura
: Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions.
: Erratum to "Construction of asymmetric multivariate copulas" [J. Multivariate Anal. 99(2008) 2234-2250].
Volume 102, Number 5, May 2011
: The proportional hazards model for survey data from independent and clustered super-populations.
: Bounds for mixtures of order statistics from exponentials and applications.
: Some new results on convolutions of heterogeneous gamma random variables.
Simone A. Padoan
: Multivariate extreme models based on underlying skew-t and skew-normal distributions.
Volume 102, Number 6, July 2011
S. Y. Hwang
, Ishwar V. Basawa
: Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality.
: On the maximum of covariance estimators.
: Bahadur representation for U-quantiles of dependent data.
Volume 102, Number 7, August 2011
, Suojin Wang
: Nonparametric additive model-assisted estimation for survey data.
, Lixing Zhu
: Consistent tuning parameter selection in high dimensional sparse linear regression.
Volume 102, Number 8, September 2011
, Yi Li
: A new class of minimum power divergence estimators with applications to cancer surveillance.
: Moderate deviations of generalized method of moments and empirical likelihood estimators.
, Ping Peng
: All admissible linear estimators of a regression coefficient under a balanced loss function.
Volume 102, Number 9, October 2011
, Keiji Takai
: Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model.
, Viktor Zastavnyi
: Characterization theorems for some classes of covariance functions associated to vector valued random fields.
: Semiparametric analysis in double-sampling designs via empirical likelihood.
Volume 102, Number 10, November 2011
, Jinhong You
: Difference based estimation for partially linear regression models with measurement errors.
, Ruodu Wang
: The complete mixability and convex minimization problems with monotone marginal densities.
: Classification of a screened data into one of two normal populations perturbed by a screening scheme.
, Dunke Zhou
: Empirical Bayes predictive densities for high-dimensional normal models.
, Hao Zhang
: An approach to modeling asymmetric multivariate spatial covariance structures.
, Harry Joe
: Tail order and intermediate tail dependence of multivariate copulas.