Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 210, issue C, 2025

Understanding asymptotic consistency and its unique advantages in large sample statistical inference

Jiangzhou Wang, Binghui Liu, Bing-Yi Jing and Jianhua Guo

The k-sample problem using Gini covariance for large k

M.D. Jiménez-Gamero and M.R. Sillero-Denamiel

Random projection-based response best-subset selector for ultra-high dimensional multivariate data

Jianhua Hu, Tao Li, Xiaoqian Liu and Xu Liu

Additive regression for Riemannian functional responses

Jeong Min Jeon and Germain Van Bever

Robust factorization for high-dimensional matrix-variate observations

Yalin Wang and Long Yu

Error analysis for a statistical finite element method

Toni Karvonen, Fehmi Cirak and Mark Girolami

Robust signal recovery in Hadamard spaces

Georg Köstenberger and Thomas Stark

Test for a general trilinear hypothesis in the generalized growth curve model

Justine Dushimirimana, Isaac Kipchirchir Chumba, Lydia Musiga, Joseph Nzabanita and Ronald Waliaula Wanyonyi

Moment-type estimators for the Dirichlet and the multivariate gamma distributions

Ioannis Oikonomidis and Samis Trevezas

Robust functional inverse regression

Haoyang Cheng, Jianjun Xu and Qian Huang

Generalized score matching

Jiazhen Xu, Janice L. Scealy, Andrew T.A. Wood and Tao Zou

On properties of fractional posterior in generalized reduced-rank regression

The Tien Mai

Estimators for multivariate allometric regression model

Koji Tsukuda and Shun Matsuura

Inference for overparametrized hierarchical Archimedean copulas

Samuel Perreault, Yanbo Tang, Ruyi Pan and Nancy Reid

The multirank likelihood for semiparametric canonical correlation analysis

Jordan G. Bryan, Jonathan Niles-Weed and Peter D. Hoff

Enhanced HSIC for independence test via projection integration

Zhimei Li, Tianxuan Ding, Tingyou Zhou and Yaowu Zhang

Schrödinger bridge based deep conditional generative learning

Hanwen Huang and Manyu Huang

Uniform error bounds of Kriging interpolants of Gaussian random fields on metric spaces

Juan Du and Chunsheng Ma

Exact mean and covariance formulas after diagonal transformations of a multivariate normal

Rebecca Morrison and Estelle Basor

Likelihood ratio test for covariance matrix under multivariate t distribution with uncorrelated observations

Katarzyna Filipiak, Daniel Klein, Stepan Mazur and Malwina Mrowińska

Finite mixture representations of zero-and-N-inflated distributions for count-compositional data

André F.B. Menezes, Andrew C. Parnell and Keefe Murphy

Posterior contraction and uncertainty quantification for the multivariate spike-and-slab LASSO

Yunyi Shen and Sameer K. Deshpande

Conformal prediction for multivariate responses with Euclidean likelihood

Feichen Gan and Yukun Liu

Classifying elliptically distributed observations using the Ledoit–Wolf shrinkage approach

Rasoul Lotfi, Davood Shahsavani and Mohammad Arashi

Volume 209, issue C, 2025

An operator theory approach to the evanescent part of a two-parametric weak-stationary stochastic process

Zbigniew Burdak, Marek Kosiek, Patryk Pagacz and Marek Słociński

Consistency for constrained maximum likelihood estimation and clustering based on mixtures of elliptically-symmetric distributions under general data generating processes

Pietro Coretto and Christian Hennig

A non-parametric U-statistic testing approach for multi-arm clinical trials with multivariate longitudinal data

Dhrubajyoti Ghosh and Sheng Luo

Convex comparison of Gaussian mixtures

Benjamin Jourdain and Gilles Pagès

High-dimensional data analysis: Change point detection via bootstrap MOSUM

Houlin Zhou, Hanbing Zhu and Xuejun Wang

Matrix variate gamma distributions with unrestricted shape parameter

Tomasz J. Kozubowski, Stepan Mazur and Krzysztof Podgórski

Measuring and testing tail equivalence

Takaaki Koike, Shogo Kato and Toshinao Yoshiba

Robust Bayesian graphical modeling using γ-divergence

Takahiro Onizuka and Shintaro Hashimoto

Deconvolution density estimation on Lie groups without auxiliary data

Jeong Min Jeon

Volume 208, issue C, 2025

Asymptotics for non-degenerate multivariate U-statistics with estimated nuisance parameters under the null and local alternative hypotheses

Alain Desgagné, Christian Genest and Frédéric Ouimet

New results for drift estimation in inhomogeneous stochastic differential equations

Fabienne Comte and Valentine Genon-Catalot

Statistical analysis of parsimonious high-order multivariate finite Markov chains based on sufficient statistics

Yuriy Kharin and Valeriy Voloshko

On a class of finite mixture models that includes hidden Markov models

Francesco Bartolucci, Silvia Pandolfi and Fulvia Pennoni

Improved Gaussian mean matrix estimators in high-dimensional data

Arash A. Foroushani and Sévérien Nkurunziza

Set-valued expectiles for ordered data analysis

Andreas H. Hamel and Thi Khanh Linh Ha

On estimation and order selection for multivariate extremes via clustering

Shiyuan Deng, He Tang and Shuyang Bai

Markov switching multiple-equation tensor regressions

Roberto Casarin, Radu V. Craiu and Qing Wang

Ledoit-Wolf linear shrinkage with unknown mean

Benoît Oriol and Alexandre Miot

Geometric scale mixtures of normal distributions

Deepak Prajapati, Sobhan Shafiei, Debasis Kundu and Ahad Jamalizadeh

Minimaxity under the half-Cauchy prior

Yuzo Maruyama and Takeru Matsuda

Maximum spacing estimation for multivariate observations under a general class of information-type measures

Kristi Kuljus, Han Bao and Bo Ranneby

Asymptotics of estimators for structured covariance matrices

Hendrik Paul Lopuhaä

Hoeffding decomposition of functions of random dependent variables

Marouane Il Idrissi, Nicolas Bousquet, Fabrice Gamboa, Bertrand Iooss and Jean-Michel Loubes

Volume 207, issue C, 2025

On the consistency of the jackknife estimator of the asymptotic variance of spatial median

František Rublík

Quadratic inference with dense functional responses

Pratim Guha Niyogi and Ping-Shou Zhong

High-dimensional projection-based ANOVA test

Weihao Yu, Qi Zhang and Weiyu Li

Semi-functional varying coefficient mode-based regression

Tao Wang

Sequential estimation of high-dimensional signal plus noise models under general elliptical frameworks

Li Yanpeng, Xie Jiahui, Zhou Guoliang and Zhou Wang

Fisher’s legacy of directional statistics, and beyond to statistics on manifolds

Kanti V. Mardia

SFQRA: Scaled factor-augmented quantile regression with aggregation in conditional mean forecasting

Lei Shu, Yifan Hao, Yu Chen and Qing Yang

An exponential inequality for Hilbert-valued U-statistics of i.i.d. data

Davide Giraudo

Model averaging for global Fréchet regression

Daisuke Kurisu and Taisuke Otsu

Classification using global and local Mahalanobis distances

Annesha Ghosh, Anil K. Ghosh, Rita SahaRay and Soham Sarkar

Tree-structured Markov random fields with Poisson marginal distributions

Benjamin Côté, Hélène Cossette and Etienne Marceau

Semiparametric density estimation with localized Bregman divergence

Daisuke Matsuno and Kanta Naito

Consistency of empirical distributions of sequences of graph statistics in networks with dependent edges

Jonathan R. Stewart

A review of multivariate permutation tests: Findings and trends

Rosa Arboretti, Elena Barzizza, Nicoló Biasetton and Marta Disegna

Graph-constrained analysis for multivariate functional data

Debangan Dey, Sudipto Banerjee, Martin A. Lindquist and Abhirup Datta