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ORCIDJournal of Multivariate Analysis, Volume 159
Volume 159, July 2017
- Véronique Maume-Deschamps, Didier Rullière, Antoine Usseglio-Carleve
:
Quantile predictions for elliptical random fields. 1-17 - Liliana Forzani, Antonella Gieco, Carlos F. Tolmasky:
Likelihood ratio test for partial sphericity in high and ultra-high dimensions. 18-38 - Paul Janssen, Jan W. H. Swanepoel, Noël Veraverbeke:
Smooth copula-based estimation of the conditional density function with a single covariate. 39-48 - Linda Mhalla, Valérie Chavez-Demoulin, Philippe Naveau:
Non-linear models for extremal dependence. 49-66 - Christophe Ley, Thomas Verdebout:
Skew-rotationally-symmetric distributions and related efficient inferential procedures. 67-81 - Christian Genest, Johanna Neslehová, Bruno N. Rémillard:
Asymptotic behavior of the empirical multilinear copula process under broad conditions. 82-110 - Irène Gijbels, Marek Omelka, Michal Pesta, Noël Veraverbeke:
Score tests for covariate effects in conditional copulas. 111-133 - Jeankyung Kim, Hyune-Ju Kim:
Corrigendum to "Asymptotic results in segmented multiple regression" [J. Multivariate Anal. 99 (2008) 2016-2038]. 134-137 - Hisayuki Tsukuma, Tatsuya Kubokawa:
Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix. 138-150 - Victor H. Lachos, Edgar J. López Moreno, Kun Chen, Celso Rômulo Barbosa Cabral:
Finite mixture modeling of censored data using the multivariate Student-t distribution. 151-167 - Meng Xu, Jialiang Li, Ying Chen:
Varying coefficient functional autoregressive model with application to the U.S. treasuries. 168-183 - Ning Dai, Galin L. Jones:
Multivariate initial sequence estimators in Markov chain Monte Carlo. 184-199
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