Journal of Multivariate Analysis, Volume 102

Volume 102, Number 1, January 2011

• Qihua Wang, Liugen Xue:
  Statistical inference in partially-varying-coefficient single-index model. 1-19
  
• Aida Toma, Michel Broniatowski:
  Dual divergence estimators and tests: Robustness results. 20-36
  
• Gordon Gudendorf, Johan Segers:
  Nonparametric estimation of an extreme-value copula in arbitrary dimensions. 37-47
  
• Michael Falk:
  Local asymptotic normality in a stationary model for spatial extremes. 48-60
  
• Jiarui Feng, Zhongyi Zhu:
  Semiparametric analysis of longitudinal zero-inflated count data. 61-72
  
• Pamela Llop, Liliana Forzani, Ricardo Fraiman:
  On local times, density estimation and supervised classification from functional data. 73-86
  
• Damian V. Wandler, Jan Hannig:
  Fiducial inference on the largest mean of a multivariate normal distribution. 87-104
  
• Sundarraman Subramanian:
  Multiple imputations and the missing censoring indicator model. 105-117
  
• Ignacio Moral-Arce, Juan M. Rodríguez-Póo, Stefan Sperlich:
  Low dimensional semiparametric estimation in a censored regression model. 118-129
  
• E. Bura, J. Yang:
  Dimension estimation in sufficient dimension reduction: A unifying approach. 130-142
  
• José A. Díaz-García, Ramón Gutiérrez Jáimez:
  Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions. 143-152
  
• Yongsong Qin, Yinghua Li:
  Empirical likelihood for linear models under negatively associated errors. 153-163
  
• Hisayuki Tsukuma, Tatsuya Kubokawa:
  Modifying estimators of ordered positive parameters under the Stein loss. 164-181
  
• John J. Hanfelt, Ruosha Li, Yi Pan, Pierre Payment:
  Robust inference for sparse cluster-correlated count data. 182-192
  

Volume 102, Number 2, February 2011

• Davy Paindaveine, Miroslav Siman:
  On directional multiple-output quantile regression. 193-212
  
• Shun Matsuura, Hiroshi Kurata:
  Principal points of a multivariate mixture distribution. 213-224
  
• M. Crane, Vic Patrangenaru:
  Random change on a Lie group and mean glaucomatous projective shape change detection from stereo pair images. 225-237
  
• Jemila S. Hamid, Joseph Beyene, Dietrich von Rosen:
  A novel trace test for the mean parameters in a multivariate growth curve model. 238-251
  
• Nobumichi Shutoh, Masashi Hyodo, Takashi Seo:
  An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples. 252-263
  
• Kanchan Jain, Sukhbir Singh, Suresh Sharma:
  Restricted estimation in multivariate measurement error regression model. 264-280
  
• W. Bischoff, A. Gegg:
  Partial sum process to check regression models with multiple correlated response: With an application for testing a change-point in profile data. 281-291
  
• María Dolores Ruiz-Medina:
  Spatial autoregressive and moving average Hilbertian processes. 292-305
  
• Dietmar Ferger, Michael Scholz:
  Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals. 306-314
  
• Jan Beran, Arno Weiershäuser:
  On spline regression under Gaussian subordination with long memory. 315-335
  
• Shifeng Xiong:
  An asymptotics look at the generalized inference. 336-348
  
• Zhou Zhou, Weibiao Wu:
  On linear models with long memory and heavy-tailed errors. 349-362
  
• Boaz Nadler:
  On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix. 363-371
  
• Gaorong Li, Sanying Feng, Heng Peng:
  A profile-type smoothed score function for a varying coefficient partially linear model. 372-385
  

• Alexandre G. Patriota, Heleno Bolfarine, Reinaldo Boris Arellano-Valle:
  A multivariate ultrastructural errors-in-variables model with equation error. 386-392
  

Volume 102, Number 3, March 2011

• Paul Ressel:
  Monotonicity properties of multivariate distribution and survival functions - With an application to Lévy-frailty copulas. 393-404
  
• Rainer Dyckerhoff, Karl Mosler:
  Weighted-mean trimming of multivariate data. 405-421
  
• Laurent Delsol, Frédéric Ferraty, Philippe Vieu:
  Structural test in regression on functional variables. 422-447
  
• Han-Ying Liang, Jacobo de Uña-Álvarez:
  Wavelet estimation of conditional density with truncated, censored and dependent data. 448-467
  
• Sam Efromovich:
  Nonparametric estimation of the anisotropic probability density of mixed variables. 468-481
  
• Fabrizio Leisen, Antonio Lijoi:
  Vectors of two-parameter Poisson-Dirichlet processes. 482-495
  
• Y. Boubacar Mainassara, Christian Francq:
  Estimating structural VARMA models with uncorrelated but non-independent error terms. 496-505
  
• Ethan B. Anderes, Michael L. Stein:
  Local likelihood estimation for nonstationary random fields. 506-520
  
• Diana Hay, Reza Rastegar, Alexander Roitershtein:
  Multivariate linear recursions with Markov-dependent coefficients. 521-527
  
• Y. Nardi, A. Rinaldo:
  Autoregressive process modeling via the Lasso procedure. 528-549
  
• Peng Zeng:
  A link-free method for testing the significance of predictors. 550-562
  
• Konstantinos Fokianos, Dag Tjøstheim:
  Log-linear Poisson autoregression. 563-578
  
• Nishantha Samarakoon, Weixing Song:
  Minimum distance conditional variance function checking in heteroscedastic regression models. 579-600
  
• Chunrong Ai, Jinhong You, Yong Zhou:
  Statistical inference using a weighted difference-based series approach for partially linear regression models. 601-618
  
• A. Bekker, J. J. J. Roux, M. Arashi:
  Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components. 619-628
  
• Wen Yu, Hammou El Barmi, Zhiliang Ying:
  Restricted one way analysis of variance using the empirical likelihood ratio test. 629-640
  
• Tatsuya Kubokawa:
  Conditional and unconditional methods for selecting variables in linear mixed models. 641-660
  
• Rongning Wu, Jiguo Cao:
  Blockwise empirical likelihood for time series of counts. 661-673
  
• SzeMan Tse:
  Composing the cumulative quantile regression function and the Goldie concentration curve. 674-682
  
• Bert Van Es, Peter Spreij:
  Estimation of a multivariate stochastic volatility density by kernel deconvolution. 683-697
  
• Casper J. Albers, Frank Critchley, John C. Gower:
  Quadratic minimisation problems in statistics. 698-713
  
• Casper J. Albers, Frank Critchley, John C. Gower:
  Applications of quadratic minimisation problems in statistics. 714-722
  

Volume 102, Number 4, April 2011

• Liugen Xue, Dong Xue:
  Empirical likelihood for semiparametric regression model with missing response data. 723-740
  
• Xin Qi, Hongyu Zhao:
  Some theoretical properties of Silverman's method for Smoothed functional principal component analysis. 741-767
  
• Nitai D. Mukhopadhyay, Snigdhansu Chatterjee:
  High dimensional data analysis using multivariate generalized spatial quantiles. 768-780
  
• Kazuyuki Hiraoka:
  Convergence proof of matrix dynamics for online linear discriminant analysis. 781-788
  
• Cristiano Cervellera, Danilo Macciò:
  A numerical method for minimum distance estimation problems. 789-800
  
• Yo Sheena, Akimichi Takemura:
  Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions. 801-815
  
• Zdenek Hlávka, Marie Husková, Simos G. Meintanis:
  Tests for independence in non-parametric heteroscedastic regression models. 816-827
  
• Sung Jae Jun, Joris Pinkse, Yuanyuan Wan:
  √n-Consistent robust integration-based estimation. 828-846
  
• K. D. Prathapasinghe Dharmawansa, Matthew R. McKay:
  Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices. 847-868
  

• Eckhard Liebscher:
  Erratum to "Construction of asymmetric multivariate copulas" [J. Multivariate Anal. 99(2008) 2234-2250]. 869-870
  

Volume 102, Number 5, May 2011

• Christopher K. Carter, Frederick Wong, Robert Kohn:
  Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach. 871-883
  
• Susana Rubin-Bleuer:
  The proportional hazards model for survey data from independent and clustered super-populations. 884-895
  
• Eugen Paltanea:
  Bounds for mixtures of order statistics from exponentials and applications. 896-907
  
• Ismihan Bairamov, A. Stepanov:
  Numbers of near bivariate record-concomitant observations. 908-917
  
• Habib Esmaeili, Claudia Klüppelberg:
  Parametric estimation of a bivariate stable Lévy process. 918-930
  
• Jean-Luc Marichal, Pierre Mathonet:
  Extensions of system signatures to dependent lifetimes: Explicit expressions and interpretations. 931-936
  
• Zhensheng Huang, Riquan Zhang:
  Efficient empirical-likelihood-based inferences for the single-index model. 937-947
  
• N. Balakrishnan, Enkelejd Hashorva:
  On Pearson-Kotz Dirichlet distributions. 948-957
  
• Peng Zhao:
  Some new results on convolutions of heterogeneous gamma random variables. 958-976
  
• Simone A. Padoan:
  Multivariate extreme models based on underlying skew-t and skew-normal distributions. 977-991
  

Volume 102, Number 6, July 2011

• Robert Hable, Andreas Christmann:
  On qualitative robustness of support vector machines. 993-1007
  
• Salim Noreddine, Ivan Nourdin:
  On the Gaussian approximation of vector-valued multiple integrals. 1008-1017
  
• S. Y. Hwang, Ishwar V. Basawa:
  Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality. 1018-1031
  
• Moritz Jirak:
  On the maximum of covariance estimators. 1032-1046
  
• Umberto Cherubini, Sabrina Mulinacci, Silvia Romagnoli:
  A copula-based model of speculative price dynamics in discrete time. 1047-1063
  
• Martin Wendler:
  Bahadur representation for U-quantiles of dependent data. 1064-1079
  
• Hiroaki Shimizu, Hirofumi Wakaki:
  Asymptotic expansions for a class of tests for a general covariance structure under a local alternative. 1080-1089
  
• Muni S. Srivastava, Tõnu Kollo, Dietrich von Rosen:
  Some tests for the covariance matrix with fewer observations than the dimension under non-normality. 1090-1103
  

Volume 102, Number 7, August 2011

• Hyoung-Moon Kim, Marc G. Genton:
  Characteristic functions of scale mixtures of multivariate skew-normal distributions. 1105-1117
  
• Z. Shishebor, A. R. Soltani, A. Zamani:
  Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes. 1118-1125
  
• Li Wang, Suojin Wang:
  Nonparametric additive model-assisted estimation for survey data. 1126-1140
  
• Tao Wang, Lixing Zhu:
  Consistent tuning parameter selection in high dimensional sparse linear regression. 1141-1151
  
• Guy Freeman, Jim Q. Smith:
  Bayesian MAP model selection of chain event graphs. 1152-1165
  
• Gaorong Li, Liugen Xue, Heng Lian:
  Semi-varying coefficient models with a diverging number of components. 1166-1174
  

Volume 102, Number 8, September 2011

• Nirian Martín, Yi Li:
  A new class of minimum power divergence estimators with applications to cancer surveillance. 1175-1193
  
• Barry C. Arnold, Hon Keung Tony Ng:
  Flexible bivariate beta distributions. 1194-1202
  
• Taisuke Otsu:
  Moderate deviations of generalized method of moments and empirical likelihood estimators. 1203-1216
  
• Guikai Hu, Ping Peng:
  All admissible linear estimators of a regression coefficient under a balanced loss function. 1217-1224
  
• Wolfgang Kreitmeier:
  Optimal vector quantization in terms of Wasserstein distance. 1225-1239
  

Volume 102, Number 9, October 2011

• Yutaka Kano, Keiji Takai:
  Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model. 1241-1255
  
• S. Zinodiny, William E. Strawderman, A. Parsian:
  Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance. 1256-1262
  
• Nobuhiro Taneichi, Yuri Sekiya, Jun Toyama:
  Improved transformed deviance statistic for testing a logistic regression model. 1263-1279
  
• Nadia L. Kudraszow, Ricardo A. Maronna:
  Estimates of MM type for the multivariate linear model. 1280-1292
  
• Emilio Porcu, Viktor Zastavnyi:
  Characterization theorems for some classes of covariance functions associated to vector valued random fields. 1293-1301
  
• Wen Yu:
  Semiparametric analysis in double-sampling designs via empirical likelihood. 1302-1314
  
• John H. J. Einmahl, Ramon van den Akker:
  Superefficient estimation of the marginals by exploiting knowledge on the copula. 1315-1319
  

Volume 102, Number 10, November 2011

• Haibing Zhao, Jinhong You:
  Difference based estimation for partially linear regression models with measurement errors. 1321-1338
  
• Kuo-mei Chen, Arthur Cohen, Harold Sackrowitz:
  Consistent multiple testing for change points. 1339-1343
  
• Bin Wang, Ruodu Wang:
  The complete mixability and convex minimization problems with monotone marginal densities. 1344-1360
  
• Hea-Jung Kim:
  Classification of a screened data into one of two normal populations perturbed by a screening scheme. 1361-1373
  
• Cathy Maugis, Gilles Celeux, Marie-Laure Martin-Magniette:
  Variable selection in model-based discriminant analysis. 1374-1387
  
• J. Chen, B. Delyon, J.-F. Yao:
  On a model selection problem from high-dimensional sample covariance matrices. 1388-1398
  
• Xiaohu Li, Franco Pellerey:
  Generalized Marshall-Olkin distributions and related bivariate aging properties. 1399-1409
  
• Jean-Luc Marichal, Pierre Mathonet, Tamás Waldhauser:
  On signature-based expressions of system reliability. 1410-1416
  
• Xinyi Xu, Dunke Zhou:
  Empirical Bayes predictive densities for high-dimensional normal models. 1417-1428
  
• Tatsuya Kubokawa, William E. Strawderman:
  A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators. 1429-1444
  
• Bo Li, Hao Zhang:
  An approach to modeling asymmetric multivariate spatial covariance structures. 1445-1453
  
• Lei Hua, Harry Joe:
  Tail order and intermediate tail dependence of multivariate copulas. 1454-1471
  
• Axel Bücher, Holger Dette, Gabriele Wieczorek:
  Testing model assumptions in functional regression models. 1472-1488
  

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