Journal of Multivariate Analysis

1971 - 2026

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 215, issue C, 2026

Functional lasso kernel smoothing for additive regression with interaction effects

Young Kyung Lee, Enno Mammen, Seung Hyun Moon and Byeong U. Park

A Bayesian shrinkage estimator for transfer learning

Mohamed A. Abba, Jonathan P. Williams and Brian J. Reich

A bootstrap test for testing the equality of two ultra-high dimensional covariance matrices

Nilanjan Chakraborty, Sayar Karmakar and Hira L. Koul

To minimize the expected total sampling cost in sequential testing about a random vector

Yiming Xing

Hypothesis testing under uniform-block covariance structures

Yifan Yang, Shuo Chen and Ming Wang

Hyper-sphere decomposition and its alternative on Growth Curve Model for different dimensions

Qingze Li and Jianxin Pan

Multidimensional distribution-to-distribution regression via optimal transport maps

Jianyang Tong, Jian Sun and Niansheng Tang

Geometric medians on product manifolds

Jiewon Park and Kisung You

Inner-Envelope Matrix Autoregression

Abdolnasser Sadeghkhani

Distribution-free robust independence test for high-dimensional data via semi-Grothendieck’s covariance

Ruizhe Jiang, Xiaowen Huang, Zhe Gao and Yunlu Jiang

Variable selection for stratified sampling designs in semiparametric accelerated failure time models with clustered failure times

Ying Chen, Chuan-Fa Tang, Sy Han Chiou and Min Chen

Distribution estimation via flow matching with lipschitz guarantees

Lea Kunkel

Order determination of large dimensional dynamic factor model

Zhidong Bai, Ruihan Liu and Chen Wang

A two-sample test based on averaged Wilcoxon rank sums over interpoint distances

A. Betken, A. Marjanovic and K. Proksch

Estimating the intensity of a filtered Poisson point process on Rd

Rémy Abergel, Fabienne Comte, Céline Duval and Camille Pouchol

Weighted multivariate orthogonal systems and nonparametric regression estimators

Asma BenSaber, Sophie Dabo-Niang and Abderrazek Karoui

Spline estimation for semiparametric spatio-temporal autoregressive models with irregular locations

Youquan Pei, Jing Yang, Jinhong You and Chi Zhang

Joint estimation of edge probabilities for multi-layer networks via neighborhood smoothing

Yong He, Zizhou Huang, Bingyi Jing and Diqing Li

A variance-corrected U-statistic approach for comparing covariance matrices of high-dimensional mixtures

Kai Xu and Qing Cheng

Regenerative bootstrap for Markov chains in high dimension

Patrice Bertail, Anna E. Dudek and Łukasiewicz (Marek), Karolina

Partial-overlapping batch means estimators for Markov chain Monte Carlo

Noé Vidales and James M. Flegal

Nonparametric statistical inference for multivariate niche overlap

Jonas Beck and Solomon W. Harrar

Asymptotic distributions of four linear hypothesis test statistics under a generalized spiked model

Zhijun Liu, Jiang Hu, Zhidong Bai and Zhihui Lv

Nonparametric estimation of smooth coefficients in fixed-effect panel data models

Taining Wang, Feng Yao and Jun Cai

Envelope-guided regularization for improved prediction in high-dimensional multivariate regression

Tate Jacobson and Oh-Ran Kwon

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