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2020, Volume 179, Issue C
- S0047259X20302098 Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors
by Cao, Xuan & Khare, Kshitij & Ghosh, Malay
- S0047259X20302104 Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix
by Nardo, Elvira Di
- S0047259X20302207 Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew t distributions
by Wang, Sheng & Zimmerman, Dale L. & Breheny, Patrick
- S0047259X20302219 Testing normality of data on a multivariate grid
by Horváth, Lajos & Kokoszka, Piotr & Wang, Shixuan
- S0047259X20302220 A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification
by Luo, Shan & Chen, Zehua
- S0047259X20302232 Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix
by Takayama, Nobuki & Jiu, Lin & Kuriki, Satoshi & Zhang, Yi
- S0047259X20302244 Univariate likelihood projections and characterizations of the multivariate normal distribution
by Vexler, Albert
- S0047259X20302256 Scalable interpretable learning for multi-response error-in-variables regression
by Wu, Jie & Zheng, Zemin & Li, Yang & Zhang, Yi
- S0047259X20302268 Uniform joint screening for ultra-high dimensional graphical models
by Zheng, Zemin & Shi, Haiyu & Li, Yang & Yuan, Hui
- S0047259X20302281 Linear orderings of the scale mixtures of the multivariate skew-normal distribution
by Amiri, Mehdi & Izadkhah, Salman & Jamalizadeh, Ahad
- S0047259X20302293 Testing for the significance of functional covariates
by Maistre, Samuel & Patilea, Valentin
- S0047259X20302311 Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions
by Heinen, Andréas & Valdesogo, Alfonso
- S0047259X20302323 A Conway–Maxwell-multinomial distribution for flexible modeling of clustered categorical data
by Morris, Darcy Steeg & Raim, Andrew M. & Sellers, Kimberly F.
- S0047259X20302335 Multivariate tests of independence and their application in correlation analysis between financial markets
by Feng, Long & Zhang, Xiaoxu & Liu, Binghui
- S0047259X20302347 Bayesian shrinkage estimation of negative multinomial parameter vectors
by Hamura, Yasuyuki & Kubokawa, Tatsuya
- S0047259X20302360 Estimating sparse networks with hubs
by McGillivray, Annaliza & Khalili, Abbas & Stephens, David A.
- S0047259X2030227X Continuous time hidden Markov model for longitudinal data
by Zhou, Jie & Song, Xinyuan & Sun, Liuquan
- S0047259X2030230X Scale and shape mixtures of matrix variate extended skew normal distributions
by Rezaei, Amir & Yousefzadeh, Fatemeh & Arellano-Valle, Reinaldo B.
2020, Volume 178, Issue C
- S0047259X18306699 Trinity tests of functions for conditional moment models
by Tao, Jing
- S0047259X19300910 Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data
by Kurita, Takamitsu
- S0047259X19301095 An objective prior for hyperparameters in normal hierarchical models
by Berger, James O. & Sun, Dongchu & Song, Chengyuan
- S0047259X19301198 An independence test based on recurrence rates
by Kalemkerian, Juan & Fernández, Diego
- S0047259X19301484 A Central Limit Theorem for extrinsic antimeans and estimation of Veronese–Whitney means and antimeans on planar Kendall shape spaces
by Wang, Yunfan & Patrangenaru, Vic & Guo, Ruite
- S0047259X19301745 Pseudo-quantile functional data clustering
by Kim, Joonpyo & Oh, Hee-Seok
- S0047259X19303252 Updating of the Gaussian graphical model through targeted penalized estimation
by van Wieringen, Wessel N. & Stam, Koen A. & Peeters, Carel F.W. & van de Wiel, Mark A.
- S0047259X19303720 A goodness-of-fit test for elliptical distributions with diagnostic capabilities
by Ducharme, Gilles R. & Lafaye de Micheaux, Pierre
- S0047259X19303732 Model-free feature screening for ultrahigh dimensional classification
by Sheng, Ying & Wang, Qihua
- S0047259X19303756 Pairwise sparse + low-rank models for variables of mixed type
by Nussbaum, Frank & Giesen, Joachim
- S0047259X19304105 Robust nonparametric estimation of the conditional tail dependence coefficient
by Goegebeur, Yuri & Guillou, Armelle & Ho, Nguyen Khanh Le & Qin, Jing
- S0047259X19304282 Joint and marginal causal effects for binary non-independent outcomes
by Lupparelli, Monia & Mattei, Alessandra
- S0047259X19304841 Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims
by Ariyafar, Saeed & Tata, Mahbanoo & Rezapour, Mohsen & Madadi, Mohsen
- S0047259X19305330 Parametrising correlation matrices
by Forrester, Peter J. & Zhang, Jiyuan
- S0047259X19305688 Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application
by Bose, Arup & Hachem, Walid
- S0047259X19306141 Kurtosis test of modality for rotationally symmetric distributions on hyperspheres
by Kim, Byungwon & Schulz, Jörn & Jung, Sungkyu
- S0047259X20302086 Testing for independence of high-dimensional variables: ρV-coefficient based approach
by Hyodo, Masashi & Nishiyama, Takahiro & Pavlenko, Tatjana
- S0047259X1930346X Likelihood ratio tests for many groups in high dimensions
by Dette, Holger & Dörnemann, Nina
- S0047259X1930435X On Kendall’s regression
by Derumigny, Alexis & Fermanian, Jean-David
- S0047259X1930569X Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution
by Yuasa, Ryota & Kubokawa, Tatsuya
2020, Volume 177, Issue C
- S0047259X18303725 Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid
by Hong, Yiping & Zhou, Zaiying & Yang, Ying
- S0047259X18305104 Testing and estimating change-points in the covariance matrix of a high-dimensional time series
by Steland, Ansgar
- S0047259X19300831 Bivariate distributions with ordered marginals
by Arnold, Sebastian & Molchanov, Ilya & Ziegel, Johanna F.
- S0047259X19301435 Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate
by Niu, Lu & Liu, Xiumin & Zhao, Junlong
- S0047259X19301666 Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses
by Zimmermann, Georg & Pauly, Markus & Bathke, Arne C.
- S0047259X19302854 Bernoulli vector autoregressive model
by Euán, Carolina & Sun, Ying
- S0047259X19303239 Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: Minimaxity and admissibility
by Karamikabir, Hamid & Afshari, Mahmoud
- S0047259X19304087 On moments of doubly truncated multivariate normal mean–variance mixture distributions with application to multivariate tail conditional expectation
by Roozegar, Roohollah & Balakrishnan, Narayanaswamy & Jamalizadeh, Ahad
2020, Volume 176, Issue C
- S0047259X19300077 M-estimation with incomplete and dependent multivariate data
by Frahm, Gabriel & Nordhausen, Klaus & Oja, Hannu
- S0047259X19300211 Measures of goodness of fit obtained by almost-canonical transformations on Riemannian manifolds
by Jupp, P.E. & Kume, A.
- S0047259X19300223 Independent component analysis for multivariate functional data
by Virta, Joni & Li, Bing & Nordhausen, Klaus & Oja, Hannu
- S0047259X19301216 A large covariance matrix estimator under intermediate spikiness regimes
by Farnè, Matteo & Montanari, Angela
- S0047259X19301423 Simultaneous confidence band for stationary covariance function of dense functional data
by Wang, Jiangyan & Cao, Guanqun & Wang, Li & Yang, Lijian
- S0047259X19301654 Closed-form expression for finite predictor coefficients of multivariate ARMA processes
by Inoue, Akihiko
- S0047259X19302015 Conditional probability estimation based classification with class label missing at random
by Sheng, Ying & Wang, Qihua
- S0047259X19302544 On the computation of Wasserstein barycenters
by Puccetti, Giovanni & Rüschendorf, Ludger & Vanduffel, Steven
- S0047259X19302830 Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data
by Fang, Qian & Yu, Chen & Weiping, Zhang
- S0047259X1930065X Distributed simultaneous inference in generalized linear models via confidence distribution
by Tang, Lu & Zhou, Ling & Song, Peter X.-K.
2020, Volume 175, Issue C
- v:175:y:2020:i:c:s0047259x19300703 Multivariate reciprocal inverse Gaussian distributions from the Sabot–Tarrès–Zeng integral
by Letac, Gérard & Wesołowski, Jacek
- v:175:y:2020:i:c:s0047259x19302337 Generalized linear mixed models with Gaussian mixture random effects: Inference and application
by Pan, Lanfeng & Li, Yehua & He, Kevin & Li, Yanming & Li, Yi
- v:175:y:2020:i:c:s0047259x18306225 Bayesian nonparametric analysis of multivariate time series: A matrix Gamma Process approach
by Meier, Alexander & Kirch, Claudia & Meyer, Renate
- v:175:y:2020:i:c:s0047259x18303762 Model specification and selection for multivariate time series
by Bhansali, Rajendra J.
- v:175:y:2020:i:c:s0047259x19301770 On shrinkage estimation for balanced loss functions
by Marchand, Éric & Strawderman, William E.
- v:175:y:2020:i:c:s0047259x18306717 Model-based clustering of time-evolving networks through temporal exponential-family random graph models
by Lee, Kevin H. & Xue, Lingzhou & Hunter, David R.
- v:175:y:2020:i:c:s0047259x19302271 Multivariate estimation of Poisson parameters
by Stoltenberg, Emil Aas & Hjort, Nils Lid
- v:175:y:2020:i:c:s0047259x19300168 Test for conditional independence with application to conditional screening
by Zhou, Yeqing & Liu, Jingyuan & Zhu, Liping
- v:175:y:2020:i:c:s0047259x19300545 A consistent variable selection method in high-dimensional canonical discriminant analysis
by Oda, Ryoya & Suzuki, Yuya & Yanagihara, Hirokazu & Fujikoshi, Yasunori
- v:175:y:2020:i:c:s0047259x19301915 On asymptotic normality of cross data matrix-based PCA in high dimension low sample size
by Wang, Shao-Hsuan & Huang, Su-Yun & Chen, Ting-Li
- v:175:y:2020:i:c:s0047259x18305906 Degrees of freedom in submodular regularization: A computational perspective of Stein’s unbiased risk estimate
by Minami, Kentaro
- v:175:y:2020:i:c:s0047259x19302970 Adaptive group bridge selection in the semiparametric accelerated failure time model
by Huang, Longlong & Kopciuk, Karen & Lu, Xuewen
- v:175:y:2020:i:c:s0047259x18306171 The estimation of frequency in the multichannel sinusoidal model
by Grant, Andrew J. & Quinn, Barry G.
- v:175:y:2020:i:c:s0047259x19303604 Some remarks on Koziol’s kurtosis
by Loperfido, Nicola
- v:175:y:2020:i:c:s0047259x1930123x Bayesian inference of the multi-period optimal portfolio for an exponential utility
by Bauder, David & Bodnar, Taras & Parolya, Nestor & Schmid, Wolfgang
2019, Volume 174, Issue C
- v:174:y:2019:i:c:s0047259x19301605 Dimension reduction estimation for central mean subspace with missing multivariate response
by Fan, Guo-Liang & Xu, Hong-Xia & Liang, Han-Ying
- v:174:y:2019:i:c:s0047259x19300296 Generalized Pareto copulas: A key to multivariate extremes
by Falk, Michael & Padoan, Simone A. & Wisheckel, Florian
- v:174:y:2019:i:c:s0047259x19302763 Classification with many classes: Challenges and pluses
by Abramovich, Felix & Pensky, Marianna
- v:174:y:2019:i:c:s0047259x18306146 A bootstrap-based KPSS test for functional time series
by Chen, Yichao & Pun, Chi Seng
- v:174:y:2019:i:c:s0047259x18304378 Robust factor number specification for large-dimensional elliptical factor model
by Yu, Long & He, Yong & Zhang, Xinsheng
- v:174:y:2019:i:c:s0047259x18305165 High-dimensional integrative analysis with homogeneity and sparsity recovery
by Yang, Xinfeng & Yan, Xiaodong & Huang, Jian
- v:174:y:2019:i:c:s0047259x18303841 Composite likelihood estimation for a Gaussian process under fixed domain asymptotics
by Bachoc, François & Bevilacqua, Moreno & Velandia, Daira
- v:174:y:2019:i:c:s0047259x19301733 Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
by Pergamenchtchikov, Serguei & Tartakovsky, Alexander G.
- v:174:y:2019:i:c:s0047259x18305554 Sparse network estimation for dynamical spatio-temporal array models
by Lund, Adam & Hansen, Niels Richard
- v:174:y:2019:i:c:s0047259x19300521 A two-sample test for the equality of univariate marginal distributions for high-dimensional data
by Cousido-Rocha, Marta & de Uña-Álvarez, Jacobo & Hart, Jeffrey D.
- v:174:y:2019:i:c:s0047259x18302896 Roy’s largest root under rank-one perturbations: The complex valued case and applications
by Dharmawansa, Prathapasinghe & Nadler, Boaz & Shwartz, Ofer
- v:174:y:2019:i:c:s0047259x18304238 Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates
by Wang, Yining & Wang, Jialei & Balakrishnan, Sivaraman & Singh, Aarti
- v:174:y:2019:i:c:s0047259x18302938 An innovative strategy on the construction of multivariate multimodal linear mixed-effects models
by Mahdiyeh, Zahra & Kazemi, Iraj
- v:174:y:2019:i:c:s0047259x18306547 Dependence properties and Bayesian inference for asymmetric multivariate copulas
by Arbel, Julyan & Crispino, Marta & Girard, Stéphane
- v:174:y:2019:i:c:s0047259x1930082x Random matrix-improved estimation of covariance matrix distances
by Couillet, Romain & Tiomoko, Malik & Zozor, Steeve & Moisan, Eric
2019, Volume 173, Issue C
- 1-17 Good (K-means) clusterings are unique (up to small perturbations)
by Meilă, Marina
- 18-25 On efficient prediction and predictive density estimation for normal and spherically symmetric models
by Fourdrinier, Dominique & Marchand, Éric & Strawderman, William E.
- 26-37 The generalized degrees of freedom of multilinear principal component analysis
by Tu, I-Ping & Huang, Su-Yun & Hsieh, Dai-Ni
- 38-50 A semiparametric efficient estimator in case-control studies for gene–environment independent models
by Liang, Liang & Ma, Yanyuan & Carroll, Raymond J.
- 51-69 Integrated rank-weighted depth
by Ramsay, Kelly & Durocher, Stéphane & Leblanc, Alexandre
- 70-84 Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress
by Petrella, Lea & Raponi, Valentina
- 85-109 Calibration estimation of semiparametric copula models with data missing at random
by Hamori, Shigeyuki & Motegi, Kaiji & Zhang, Zheng
- 110-124 Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
by Arteaga-Molina, Luis A. & Rodríguez-Poo, Juan M.
- 125-144 On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
by Chen, Feifei & Meintanis, Simos G. & Zhu, Lixing
- 145-164 Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model
by Dey, Rounak & Lee, Seunggeun
- 165-180 Nonparametric multiple contrast tests for general multivariate factorial designs
by Gunawardana, Asanka & Konietschke, Frank
- 181-203 Bivariate integer-autoregressive process with an application to mutual fund flows
by Darolles, Serge & Fol, Gaëlle Le & Lu, Yang & Sun, Ran
- 204-228 Sparse model identification and learning for ultra-high-dimensional additive partially linear models
by Li, Xinyi & Wang, Li & Nettleton, Dan
- 229-247 Local angles and dimension estimation from data on manifolds
by Díaz, Mateo & Quiroz, Adolfo J. & Velasco, Mauricio
- 248-267 Adaptive optimal kernel density estimation for directional data
by Pham Ngoc, Thanh Mai
- 268-290 Forward regression for Cox models with high-dimensional covariates
by Hong, Hyokyoung G. & Zheng, Qi & Li, Yi
- 291-312 Asymptotic confidence sets for the jump curve in bivariate regression problems
by Bengs, Viktor & Eulert, Matthias & Holzmann, Hajo
- 313-327 Prediction and calibration for multiple correlated variables
by Bhaumik, Dulal K. & Nordgren, Rachel K.
- 328-346 Functional continuum regression
by Zhou, Zhiyang
- 347-365 Semi-parametric copula-based models under non-stationarity
by Nasri, Bouchra R. & Rémillard, Bruno N. & Bouezmarni, Taoufik
- 366-382 Projection sparse principal component analysis: An efficient least squares method
by Merola, Giovanni Maria & Chen, Gemai
- 383-392 Observed best selective prediction in small area estimation
by Sugasawa, Shonosuke & Kawakubo, Yuki & Datta, Gauri Sankar
- 393-415 Robust functional regression based on principal components
by Kalogridis, Ioannis & Van Aelst, Stefan
- 416-434 Low-rank model with covariates for count data with missing values
by Robin, Geneviève & Josse, Julie & Moulines, Éric & Sardy, Sylvain
- 435-455 Screening and selection for quantile regression using an alternative measure of variable importance
by Kong, Yinfei & Li, Yujie & Zerom, Dawit
- 456-479 Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
by Chen, Jia & Li, Degui & Xia, Yingcun
- 480-493 Sufficient variable selection using independence measures for continuous response
by Yang, Baoying & Yin, Xiangrong & Zhang, Nan
- 494-511 Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data
by Slaoui, Yousri
- 512-524 On the estimation of population sizes in capture–recapture experiments
by Yauck, Mamadou & Rivest, Louis-Paul
- 525-550 Simple models for multivariate regular variation and the Hüsler–Reiß Pareto distribution
by Ho, Zhen Wai Olivier & Dombry, Clément
- 551-567 A nonparametric test for block-diagonal covariance structure in high dimension and small samples
by Xu, Kai & Hao, Xinxin
- 568-582 Robust feature screening for elliptical copula regression model
by He, Yong & Zhang, Liang & Ji, Jiadong & Zhang, Xinsheng
- 583-603 Inferential procedures for partially observed functional data
by Kraus, David
- 604-619 On second order conditions in the multivariate block maxima and peak over threshold method
by Bücher, Axel & Volgushev, Stanislav & Zou, Nan
- 620-639 The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions
by Krebs, Johannes T.N.
- 640-655 Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data
by Tang, Niansheng & Wang, Wenjun
- 656-671 Quasi-Bayesian estimation of large Gaussian graphical models
by Atchadé, Yves F.
- 672-684 Rank reduction for high-dimensional generalized additive models
by Lin, Hongmei & Lian, Heng & Liang, Hua
- 685-703 Quantization and clustering on Riemannian manifolds with an application to air traffic analysis
by Le Brigant, Alice & Puechmorel, Stéphane
- 704-723 Subsampling (weighted smooth) empirical copula processes
by Kojadinovic, Ivan & Stemikovskaya, Kristina
- 724-744 Uniformly consistently estimating the proportion of false null hypotheses via Lebesgue–Stieltjes integral equations
by Chen, Xiongzhi
2019, Volume 172, Issue C
- 5-27 A framework for measuring association of random vectors via collapsed random variables
by Hofert, Marius & Oldford, Wayne & Prasad, Avinash & Zhu, Mu
- 28-46 Dependence in a background risk model
by Côté, Marie-Pier & Genest, Christian
- 47-58 Partially Schur-constant models
by Castañer, Anna & Claramunt, M. Mercè & Lefèvre, Claude & Loisel, Stéphane
- 59-83 Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions
by Cossette, Hélène & Gadoury, Simon-Pierre & Marceau, Etienne & Robert, Christian Y.
- 84-106 Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition
by Näf, Jeffrey & Paolella, Marc S. & Polak, Paweł
- 107-121 Copula-based dynamic models for multivariate time series
by Nasri, Bouchra R. & Rémillard, Bruno N.
- 122-146 Model assessment for time series dynamics using copula spectral densities: A graphical tool
by Birr, Stefan & Kley, Tobias & Volgushev, Stanislav
- 147-161 Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients
by Krupskii, Pavel & Joe, Harry
- 162-179 Geometry of discrete copulas
by Perrone, Elisa & Solus, Liam & Uhler, Caroline
- 180-192 Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
by Nagler, T. & Bumann, C. & Czado, C.
- 193-209 Adjustable network reconstruction with applications to CDS exposures
by Gandy, Axel & Veraart, Luitgard Anna Maria
- 210-222 Reconstructing the topology of financial networks from degree distributions and reciprocity
by Engel, Janina & Pagano, Andrea & Scherer, Matthias
2019, Volume 171, Issue C
- 1-21 Principal component analysis in an asymmetric norm
by Tran, Ngoc M. & Burdejová, Petra & Ospienko, Maria & Härdle, Wolfgang K.
- 22-36 Substationarity for spatial point processes
by Zhang, Tonglin & Mateu, Jorge
- 37-52 Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data
by Zhang, Shen & Zhao, Peixin & Li, Gaorong & Xu, Wangli
- 53-67 Nonparametric estimation of the marginal effect in fixed-effect panel data models
by Lee, Yoonseok & Mukherjee, Debasri & Ullah, Aman
- 68-82 Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models
by Kim, Gwangsu & Choi, Taeryon
- 83-93 Multivariate discrete distributions via sums and shares
by Jones, M.C. & Marchand, Éric
- 94-111 A generalized spatial sign covariance matrix
by Raymaekers, Jakob & Rousseeuw, Peter
- 112-125 Point-wise estimation for anisotropic densities
by Liu, Youming & Wu, Cong
- 126-138 A novel mixture model using the multivariate normal mean–variance mixture of Birnbaum–Saunders distributions and its application to extrasolar planets
by Naderi, Mehrdad & Hung, Wen-Liang & Lin, Tsung-I & Jamalizadeh, Ahad
- 139-162 A copula approach for dependence modeling in multivariate nonparametric time series
by Neumeyer, Natalie & Omelka, Marek & Hudecová, Šárka
- 163-175 Predictor ranking and false discovery proportion control in high-dimensional regression
by Jeng, X. Jessie & Chen, Xiongzhi
- 176-192 Wild bootstrapping rank-based procedures: Multiple testing in nonparametric factorial repeated measures designs
by Umlauft, Maria & Placzek, Marius & Konietschke, Frank & Pauly, Markus
- 193-208 Transformed statistics for tests of conditional independence in J×K×L contingency tables
by Taneichi, Nobuhiro & Sekiya, Yuri & Toyama, Jun
- 209-233 PAC-Bayesian risk bounds for group-analysis sparse regression by exponential weighting
by Luu, Tung Duy & Fadili, Jalal & Chesneau, Christophe
- 234-249 Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage
by Choi, Young-Geun & Lim, Johan & Roy, Anindya & Park, Junyong
- 250-269 Graph-based sparse linear discriminant analysis for high-dimensional classification
by Liu, Jianyu & Yu, Guan & Liu, Yufeng
- 270-283 Penalized generalized empirical likelihood in high-dimensional weakly dependent data
by Zhang, Jia & Shi, Haoming & Tian, Lemeng & Xiao, Fengjun
- 284-297 Feature screening in ultrahigh-dimensional varying-coefficient Cox model
by Yang, Guangren & Zhang, Ling & Li, Runze & Huang, Yuan
- 298-319 Wavelet variance ratio cointegration test and wavestrapping
by Eroğlu, Burak Alparslan
- 320-338 Semiparametric regression for measurement error model with heteroscedastic error
by Li, Mengyan & Ma, Yanyuan & Li, Runze
- 339-349 Sufficient dimension reduction and prediction in regression: Asymptotic results
by Forzani, Liliana & Rodriguez, Daniela & Smucler, Ezequiel & Sued, Mariela
- 350-361 Simultaneous estimation and variable selection for incomplete event history studies
by Zhao, Hui & Sun, Dayu & Li, Gang & Sun, Jianguo
- 362-381 Model robust inference with two-stage maximum likelihood estimation for copulas
by Ko, Vinnie & Hjort, Nils Lid
- 382-396 Large-sample estimation and inference in multivariate single-index models
by Wu, Jingwei & Peng, Hanxiang & Tu, Wanzhu
- 397-411 Robust maximum Lq-likelihood estimation of joint mean–covariance models for longitudinal data
by Xu, Lin & Xiang, Sijia & Yao, Weixin
- 412-420 High-dimensional testing for proportional covariance matrices
by Tsukuda, Koji & Matsuura, Shun
- 421-435 Tail densities of skew-elliptical distributions
by Joe, Harry & Li, Haijun
- 436-451 Harmonic analysis and distribution-free inference for spherical distributions
by Jammalamadaka, S. Rao & Terdik, György H.
- 452-474 Finite mixture of varying coefficient model: Estimation and component selection
by Ye, Mao & Lu, Zhao-Hua & Li, Yimei & Song, Xinyuan
- 475-476 Note of Clarification on ‘Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering’, by Murray, Browne, and McNicholas, J. Multivariate Anal. 161 (2017) 141–156
by Murray, Paula M. & Browne, Ryan P. & McNicholas, Paul D.
2019, Volume 170, Issue C
- 3-9 Recent advances in functional data analysis and high-dimensional statistics
by Aneiros, Germán & Cao, Ricardo & Fraiman, Ricardo & Genest, Christian & Vieu, Philippe
- 10-24 Describing the concentration of income populations by functional principal component analysis on Lorenz curves
by Bongiorno, Enea G. & Goia, Aldo
- 25-45 An RKHS model for variable selection in functional linear regression
by Berrendero, José R. & Bueno-Larraz, Beatriz & Cuevas, Antonio
- 46-62 Robust sieve estimators for functional canonical correlation analysis
by Alvarez, Agustín & Boente, Graciela & Kudraszow, Nadia
- 63-79 Optimal shrinkage estimator for high-dimensional mean vector
by Bodnar, Taras & Okhrin, Ostap & Parolya, Nestor
- 80-94 Local polynomial estimation of regression operators from functional data with correlated errors
by Benhenni, Karim & Hassan, Ali Hajj & Su, Yingcai
- 95-114 Data depth for measurable noisy random functions
by Nagy, Stanislav & Ferraty, Frédéric
- 115-128 The spatial sign covariance operator: Asymptotic results and applications
by Boente, Graciela & Rodriguez, Daniela & Sued, Mariela
- 129-148 Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors
by Chaouch, Mohamed
- 149-161 Multivariate and functional robust fusion methods for structured Big Data
by Aaron, Catherine & Cholaquidis, Alejandro & Fraiman, Ricardo & Ghattas, Badih
- 162-185 Multi-aspect local inference for functional data: Analysis of ultrasound tongue profiles
by Pini, Alessia & Spreafico, Lorenzo & Vantini, Simone & Vietti, Alessandro
- 186-201 Strongly consistent autoregressive predictors in abstract Banach spaces
by Ruiz-Medina, María D. & Álvarez-Liébana, Javier
- 202-220 Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
by Jiang, Qing & Hušková, Marie & Meintanis, Simos G. & Zhu, Lixing
- 221-231 Quantifying prediction uncertainty for functional-and-scalar to functional autoregressive models under shape constraints
by Rossini, Jacopo & Canale, Antonio
- 232-243 High-dimensional functional time series forecasting: An application to age-specific mortality rates
by Gao, Yuan & Shang, Han Lin & Yang, Yanrong
- 244-262 Commuter of operators in a Hilbert space
by Boudou, Alain & Viguier-Pla, Sylvie
- 263-274 Spatial functional principal component analysis with applications to brain image data
by Li, Yingxing & Huang, Chen & Härdle, Wolfgang K.
- 275-295 Modeling spatially dependent functional data via regression with differential regularization
by Arnone, Eleonora & Azzimonti, Laura & Nobile, Fabio & Sangalli, Laura M.
- 296-314 Estimation and testing for partially functional linear errors-in-variables models
by Zhu, Hanbing & Zhang, Riquan & Yu, Zhou & Lian, Heng & Liu, Yanghui
- 315-335 Inference for sparse and dense functional data with covariate adjustments
by Liebl, Dominik
2019, Volume 169, Issue C
- 1-20 Sparse inference of the drift of a high-dimensional Ornstein–Uhlenbeck process
by Gaïffas, Stéphane & Matulewicz, Gustaw
- 21-32 Projection tests for high-dimensional spiked covariance matrices
by Guo, Wenwen & Cui, Hengjian
- 33-48 A tail adaptive approach for change point detection
by Liu, Bin & Zhou, Cheng & Zhang, Xinsheng
- 49-60 Bayesian simultaneous estimation for means in k-sample problems
by Imai, Ryo & Kubokawa, Tatsuya & Ghosh, Malay
- 61-80 Fast Monte Carlo Markov chains for Bayesian shrinkage models with random effects
by Abrahamsen, Tavis & Hobert, James P.
- 81-94 Connecting pairwise geodesic spheres by depth: DCOPS
by Fraiman, Ricardo & Gamboa, Fabrice & Moreno, Leonardo
- 95-109 On total positivity of exchangeable random variables obtained by symmetrization, with applications to failure-dependent lifetimes
by Bezgina, E. & Burkschat, M.
- 110-129 Modeling, simulation and inference for multivariate time series of counts using trawl processes
by Veraart, Almut E.D.
- 130-137 Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients
by Allam, Abdelaziz & Mourid, Tahar
Printed from https://ideas.repec.org/s/eee/jmvana3.html
