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Journal of Multivariate Analysis, Volume 120
Volume 120, September 2013
- Heather Battey, Alessio Sancetta:
Conditional estimation for dependent functional data. 1-17 - Ngai Hang Chan
, Rongmao Zhang:
Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations. 18-33 - R. M. Fewster, Peter E. Jupp
Information on parameters of interest decreases under transformations. 34-39 - Han-Ying Liang, Ai-Ai Liu:
Kernel estimation of conditional density with truncated, censored and dependent data. 40-58 - Kim Christensen, Mark Podolskij
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes. 59-84 - Pavel Krupskii
Factor copula models for multivariate data. 85-101 - Lo-Bin Chang, Zhidong Bai
Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices. 102-119 - Javier González, Alberto Muñoz
Functional analysis techniques to improve similarity matrices in discrimination problems. 120-134 - Lie Wang:
The L1L1 penalized LAD estimator for high dimensional linear regression. 135-151 - Giacomo Sbrana, Federico Poloni:
A closed-form estimator for the multivariate GARCH(1, 1)(1, 1) model. 152-162 - Qingzhao Zhang, Deyuan Li, Hansheng Wang
A note on tail dependence regression. 163-172 - Thomas Kirschstein
Robust estimation of location and scatter by pruning the minimum spanning tree. 173-184 - Qingguo Tang, Rohana J. Karunamuni:
Minimum distance estimation in a finite mixture regression model. 185-204 - Naveen K. Bansal, Klaus J. Miescke:
A Bayesian decision theoretic approach to directional multiple hypotheses problems. 205-215 - James M. Dickey, Thomas J. Jiang
Distribution of functionals of a Ferguson-Dirichlet process over an n-dimensional ball. 216-225 - Jinadasa Gamage, Thomas Mathew, Samaradasa Weerahandi:
Generalized prediction intervals for BLUPs in mixed models. 226-233
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