Journal of Multivariate Analysis

1971 - 2026

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 214, issue C, 2026

Dimension reduction in multivariate analysis

Nicola Loperfido, Haruhiko Ogasawara and Taras Bodnar

AUK-based test for mutual independence and an index of mutual dependence

Georgios Afendras, Marianthi Markatou and Nickos Papantonis

On consistent estimation of dimension values

Alejandro Cholaquidis, Antonio Cuevas and Beatriz Pateiro-López

Uniform knockoff filter for high-dimensional controlled graph recovery

Jia Zhou, Yang Li, Zemin Zheng and Changchun Tan

A scalable model averaging based on Kullback–Leibler distance for multivariate regression models

Jie Zeng, Guozhi Hu and Weihu Cheng

Global tests for detecting change in mean vector functions of multivariate functional data with repeated observations

Zhiping Qiu, Wei Lin, Xiaming Tu and Jin-Ting Zhang

Statistical inference for large-dimensional tensor factor model by iterative projections

Matteo Barigozzi, Yong He, Lingxiao Li and Lorenzo Trapani

Multivariate and multiple contrast testing in general covariate-adjusted factorial designs

Marléne Baumeister, Konstantin Emil Thiel, Lynn Matits, Georg Zimmermann, Markus Pauly and Paavo Sattler

Ultrahigh-dimensional quadratic discriminant analysis using random projections

Annesha Deb, Minerva Mukhopadhyay and Subhajit Dutta

Tests for the significance of a correlation matrix via ℓa-norms in high-dimensions

Yuanya Xu and Weiming Li

Conditional multidimensional scaling with incomplete conditioning data

Anh Tuan Bui

Simultaneous estimation and domain selection for the spatial autoregressive model with semi-parametric functional coefficients

Fang Lu, Kaili Zhu and Jing Yang

Adaptive ℓq regularized estimation for high-dimensional sparse covariance matrix

Xin Wang, Hongxin Zhao, Zhenwei Zhou, Lingchen Kong and Liqun Wang

Tensor-on-vector regression with interactions with application to fMRI data

Jinwen Liang, Keming Yu, Jianxin Pan, Wolfgang Karl Härdle and Maozai Tian

Relation between PLS and OLS regression in terms of the eigenvalue distribution of the regressor covariance matrix

David del Val, José R. Berrendero and Alberto Suárez

Sparse multivariate linear regression with strongly associated response variables

Daeyoung Ham, Bradley S. Price and Adam J. Rothman

Consistent estimation of low-rank spatial covariance matrix: A penalized random effects approach

Siddhartha Nandy, Chae Young Lim and Tapabrata Maiti

Kernel quantile regression for semiparametric partially linear time-varying-coefficient model based on a history process of longitudinal data

Wenshan Wang, Xiufang Liu and Dianliang Deng

The exact region and an inequality between Chatterjee’s and Spearman’s rank correlations

Jonathan Ansari and Marcus Rockel

Differential distance correlation and its applications

Yixiao Liu and Pengjian Shang

Bayesian multivariate meta-analysis by using the Birge ratio method

Olha Bodnar and Taras Bodnar

Kendall’s tau and Spearman’s rho for normal location-scale and skew-normal scale mixture copulas

Ye Lu

Adaptive sphericity tests for high dimensional data

Ping Zhao, Wenwan Yang, Long Feng, Xiaoxu Zhang and Zhaojun Wang

Semiparametric imputation using latent sparse conditional Gaussian mixtures for multivariate mixed outcomes

Shonosuke Sugasawa, Jae Kwang Kim and Kosuke Morikawa

Spectral analysis of high-dimensional spot volatility matrix with applications

Qiang Liu, Yiming Liu, Zhi Liu and Wang Zhou

Volume 213, issue C, 2026

A general framework to extend sufficient dimension reductions to the cases of the mixture multivariate elliptical distributions

Wenjuan Li, Hongming Pei, Ali Jiang and Fei Chen

Simultaneous variable selection and estimation of multivariate panel count data

Lei Ge, Rong Liu, Tao Hu and Jianguo Sun

A robust mixed functional classifier with adaptive large margin loss

Hanteng Ma, Peijun Sang, Xingdong Feng and Xin Liu

Bounds and identification on direct and indirect effects under partially observed mediator-endpoint confounders

Yu Han, Peng Luo, Wei Zhang and Xiang Gu

Robust factor analysis with exponential squared loss

Jiaqi Hu, Tingyin Wang and Xueqin Wang

Simultaneous heterogeneity and reduced-rank learning for multivariate response regression

Jie Wu, Bo Zhang, Daoji Li and Zemin Zheng

Multiplier and empirical subsample bootstraps for maxima in high dimensional time series analysis

Ruru Ma and Shibin Zhang

A method for sparse and robust independent component analysis

Lauri Heinonen and Joni Virta

Low dimensional factor model-based tests for assessing vector correlation in high-dimensional settings

Masashi Hyodo, Takahiro Nishiyama and Shoichi Narita

Automatic sparse estimation of the high-dimensional cross-covariance matrix

Tetsuya Umino, Kazuyoshi Yata and Makoto Aoshima

Envelope-based partial least squares in functional regression

Minxuan Wu, Joseph Antonelli and Zhihua Su

Subgroup effect quantile regression with high dimensional missing panel data

Shu-Yu Li and Han-Ying Liang

A sparse dimension-reduced subspace-based approach for detecting multiple change points in high-dimensional data

Luoyao Yu, Rongzhu Zhao, Jiaqi Huang, Lixing Zhu and Xuehu Zhu

Model-free feature screening for ultrahigh dimensional data with responses missing not at random

Yuliang Bai and Niansheng Tang

Nonparametric estimation from correlated copies of a drifted process

Nicolas Marie

Volume 212, issue C, 2026

On the use of the Gram matrix for multivariate functional principal components analysis

Steven Golovkine, Edward Gunning, Andrew J. Simpkin and Norma Bargary

Nonlinear functional principal component analysis using neural networks

Rou Zhong, Jingxiao Zhang and Chunming Zhang

Robust two-way dimension reduction by Grassmannian barycenter

Zeyu Li, Yong He, Xinbing Kong and Xinsheng Zhang

Recent advances in principal component analysis for directional data

Anahita Nodehi, Meisam Moghimbeygi and Christophe Ley

Recovering Imbalanced Clusters via gradient-based projection pursuit

Martin Eppert, Satyaki Mukherjee and Debarghya Ghoshdastidar

Wasserstein projection pursuit of non-Gaussian signals

Satyaki Mukherjee, Soumendu Sundar Mukherjee and Debarghya Ghoshdastidar

Parametric convergence rate of a non-parametric estimator in multivariate mixtures of power series distributions under conditional independence

Fadoua Balabdaoui, Harald Besdziek and Yong Wang

Density and graph estimation with smoothing splines and conditional Gaussian graphical models

Runfei Luo, Anna Liu, Hao Dong and Yuedong Wang

Stochastic arrangement increasing property of skew-normal distributions

Jiajie Lu and Xiaohu Li

Symmetric Bernoulli distributions and minimal dependence copulas

Alessandro Mutti and Patrizia Semeraro

A componentwise estimation procedure for multivariate location and scatter: Robustness, efficiency and scalability

Soumya Chakraborty, Ayanendranath Basu and Abhik Ghosh

Estimation for partially time-varying spatial autoregressive panel data model under linear constraints

Lingling Tian, Chuanhua Wei, Bing Sun and Mixia Wu

Variable selection in mixture regression for longitudinal data based on joint mean–covariance model

Jing Yu and Jianxin Pan

Rank-based combination independence tests for high-dimensional data

Liqi Xia, Ruiyuan Cao, Jiang Du and Ling Liu

Estimation and testing for fixed effects partially linear nonparametric panel regression model with separable spatially and serially correlated error structure

Shuangshuang Li and Jianbao Chen

On convergence of regularized covariance estimator based on modified Cholesky decomposition

Yuli Liang, Deliang Dai and Shaobo Jin

A latent factor model for high-dimensional binary data

Jiaxin Shi, Yuan Gao, Rui Pan and Hansheng Wang

A latent space model for link prediction in statistical citation network

Rui Pan, Yuan Gao and Hansheng Wang

Type I multivariate Pólya-Aeppli distributions with applications

Claire Geldenhuys, Rene Ehlers and Andriette Bekker

Estimation of tensor factor model by iterative least squares

Yong He, Yujie Hou, Yalin Wang and Wen-Xin Zhou

Distributed estimation of spiked eigenvalues in spiked population models

Lu Yan and Jiang Hu

Threshold models for high-dimensional time series with network structure

Chi Tim Ng, Chun Yip Yau, Yuanbo Li and Lei Qin

Varying-coefficient quantile regression with effect under panel data and missing observation

Shu-Yu Li, Han-Ying Liang and Bao-Hua Wang

Testing multivariate normality for two-level structural equation models

Jiajuan Liang, Peter M. Bentler and Yiwen Cao

The mean tests with high dimensional data

Wenzhi Yang, Chi Yao, Yiming Liu, Guangming Pan and Wang Zhou

Fréchet kNN-based sufficient dimension reduction

Xueyan Huang, Rui Qiu and Zhou Yu

Limiting spectral distribution of high-dimensional integrated covariance matrices based on high-frequency data with multiple transactions

Moming Wang, Ningning Xia and Yong Zhou

Asymptotics for a discounted systemic risk measure in a multi-dimensional risk model with dependent claim sizes and stochastic return

Yang Yang, Zhenyuan Xu and Yahui Fan

Iterative sequential screening strategies for sparse recovery with computational advantages

Weixiong Liang and Yuehan Yang

Statistical guarantees for distribution estimation of contaminated data via DNN-based MoM-GANs

Fang Xie, Lihu Xu, Qiuran Yao and Huiming Zhang

On the two-sample Behrens–Fisher problem for high-dimensional data

Yongshuai Chen, Gongming Shi, Xiaomeng Yan and Baoxue Zhang

Testing and measuring the conditional mean (in)dependence for functional data by martingale difference-angle divergence

Tingyu Lai, Yingying Wang and Zhongzhan Zhang

Jump detection in single-index models with measurement error

Yuan Liu, Yan-Yong Zhao, Noriszura Ismail, Razik Ridzuan Mohd Tajuddin and Yuchun Zhang

Robust bilinear factor analysis based on the matrix-variate t distribution

Xuan Ma, Jianhua Zhao, Changchun Shang, Fen Jiang and Philip L.H. Yu

Uniform designs for experiments with branching and nested factors

Feng Yang, Zheng Zhou and Yongdao Zhou

Bayesian analysis of nonlinear structured latent factor models with a Gaussian process prior

Yimang Zhang, Xiaorui Wang and Jian Qing Shi