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Journal of Multivariate Analysis, Volume 173
Volume 173, September 2019
- Dietrich von Rosen:
Editorial. iii - Marina Meila:
Good (K-means) clusterings are unique (up to small perturbations). 1-17 - Dominique Fourdrinier
, Éric Marchand, William E. Strawderman:
On efficient prediction and predictive density estimation for normal and spherically symmetric models. 18-25 - I-Ping Tu
The generalized degrees of freedom of multilinear principal component analysis. 26-37 - Liang Liang
A semiparametric efficient estimator in case-control studies for gene-environment independent models. 38-50 - Kelly Ramsay, Stephane Durocher, Alexandre Leblanc:
Integrated rank-weighted depth. 51-69 - Lea Petrella, Valentina Raponi
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress. 70-84 - Shigeyuki Hamori
Calibration estimation of semiparametric copula models with data missing at random. 85-109 - Luis A. Arteaga-Molina
Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects. 110-124 - Feifei Chen, Simos G. Meintanis, Lixing Zhu:
On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence. 125-144 - Rounak Dey
Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model. 145-164 - Asanka Gunawardana, Frank Konietschke
Nonparametric multiple contrast tests for general multivariate factorial designs. 165-180 - Serge Darolles, Gaëlle Le Fol, Yang Lu
Bivariate integer-autoregressive process with an application to mutual fund flows. 181-203 - Xinyi Li
Sparse model identification and learning for ultra-high-dimensional additive partially linear models. 204-228 - Mateo Díaz, Adolfo J. Quiroz
Local angles and dimension estimation from data on manifolds. 229-247 - Thanh Mai Pham Ngoc:
Adaptive optimal kernel density estimation for directional data. 248-267 - Hyokyoung Grace Hong
Forward regression for Cox models with high-dimensional covariates. 268-290 - Viktor Bengs, Matthias Eulert, Hajo Holzmann:
Asymptotic confidence sets for the jump curve in bivariate regression problems. 291-312 - Dulal K. Bhaumik, Rachel K. Nordgren
Prediction and calibration for multiple correlated variables. 313-327 - Zhiyang Zhou
Functional continuum regression. 328-346 - Bouchra R. Nasri
Semi-parametric copula-based models under non-stationarity. 347-365 - Giovanni Maria Merola, Gemai Chen:
Projection sparse principal component analysis: An efficient least squares method. 366-382 - Shonosuke Sugasawa, Yuki Kawakubo, Gauri Sankar Datta:
Observed best selective prediction in small area estimation. 383-392 - Ioannis Kalogridis
Robust functional regression based on principal components. 393-415 - Geneviève Robin, Julie Josse, Eric Moulines, Sylvain Sardy:
Low-rank model with covariates for count data with missing values. 416-434 - Yinfei Kong, Yujie Li, Dawit Zerom:
Screening and selection for quantile regression using an alternative measure of variable importance. 435-455 - Jia Chen, Degui Li, Yingcun Xia:
Estimation of a rank-reduced functional-coefficient panel data model with serial correlation. 456-479 - Baoying Yang, Xiangrong Yin, Nan Zhang:
Sufficient variable selection using independence measures for continuous response. 480-493 - Yousri Slaoui:
Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data. 494-511 - Mamadou Yauck, Louis-Paul Rivest
On the estimation of population sizes in capture-recapture experiments. 512-524 - Zhen-Wai Olivier Ho, Clément Dombry:
Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution. 525-550 - Kai Xu, Xinxin Hao:
A nonparametric test for block-diagonal covariance structure in high dimension and small samples. 551-567 - Yong He, Liang Zhang, Jiadong Ji
Robust feature screening for elliptical copula regression model. 568-582 - David Kraus
Inferential procedures for partially observed functional data. 583-603 - Axel Bücher
On second order conditions in the multivariate block maxima and peak over threshold method. 604-619 - Johannes T. N. Krebs
The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions. 620-639 - Niansheng Tang, Wenjun Wang:
Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data. 640-655 - Yves F. Atchadé:
Quasi-Bayesian estimation of large Gaussian graphical models. 656-671 - Hongmei Lin, Heng Lian, Hua Liang:
Rank reduction for high-dimensional generalized additive models. 672-684 - Alice Le Brigant, Stéphane Puechmorel:
Quantization and clustering on Riemannian manifolds with an application to air traffic analysis. 685-703 - Ivan Kojadinovic
Subsampling (weighted smooth) empirical copula processes. 704-723 - Xiongzhi Chen:
Uniformly consistently estimating the proportion of false null hypotheses via Lebesgue-Stieltjes integral equations. 724-744 - Christian Genest
Editor's final report. 745-746
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