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Journal of Multivariate Analysis

1971 - 2017

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 158, issue C, 2017

Domains of weak continuity of statistical functionals with a view toward robust statistics pp. 1-19 Downloads
Volker Krätschmer, Alexander Schied and Henryk Zähle
Reduced form vector directional quantiles pp. 20-30 Downloads
Gabriel Montes-Rojas
Dirichlet ARMA models for compositional time series pp. 31-46 Downloads
Tingguo Zheng and Rong Chen
A new minimum contrast approach for inference in single-index models pp. 47-59 Downloads
Weiyu Li and Valentin Patilea
Unbiased risk estimates for matrix estimation in the elliptical case pp. 60-72 Downloads
Stéphane Canu and Dominique Fourdrinier
Estimation of parameters under a generalized growth curve model pp. 73-86 Downloads
Katarzyna Filipiak and Daniel Klein
Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components pp. 87-102 Downloads
Jorge Navarro and Fabrizio Durante
Nonparametric tests for multi-parameter M-estimators pp. 103-116 Downloads
John E. Kolassa and John Robinson

Volume 157, issue C, 2017

Joint rank and variable selection for parsimonious estimation in a high-dimensional finite mixture regression model pp. 1-13 Downloads
Emilie Devijver
Bayesian sparse reduced rank multivariate regression pp. 14-28 Downloads
Gyuhyeong Goh, Dipak K. Dey and Kun Chen
Multivariate elliptical truncated moments pp. 29-44 Downloads
Juan C. Arismendi and Simon Broda
A calibration method for non-positive definite covariance matrix in multivariate data analysis pp. 45-52 Downloads
Chao Huang, Daniel Farewell and Jianxin Pan
A weighted localization of halfspace depth and its properties pp. 53-69 Downloads
Lukáš Kotík and Daniel Hlubinka
High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices pp. 70-86 Downloads
Hirokazu Yanagihara, Ryoya Oda, Yusuke Hashiyama and Yasunori Fujikoshi
Multiple correspondence analysis and the multilogit bilinear model pp. 87-102 Downloads
William Fithian and Julie Josse
Bayesian inference for higher-order ordinary differential equation models pp. 103-114 Downloads
Prithwish Bhaumik and Subhashis Ghosal
Exactly and almost compatible joint distributions for high-dimensional discrete conditional distributions pp. 115-123 Downloads
Kun-Lin Kuo, Chwan-Chin Song and Thomas J. Jiang
Asymptotic Fisher information matrix of Markov switching VARMA models pp. 124-135 Downloads
Maddalena Cavicchioli

Volume 156, issue C, 2017

A statistical framework for pathway and gene identification from integrative analysis pp. 1-17 Downloads
Quefeng Li, Menggang Yu and Sijian Wang
Bayesian prediction with multiple-samples information pp. 18-28 Downloads
Federico Camerlenghi, Antonio Lijoi and Igor Prünster
Distribution-free detection of a submatrix pp. 29-38 Downloads
Ery Arias-Castro and Yuchao Liu
Regularized partially functional quantile regression pp. 39-56 Downloads
Fang Yao, Shivon Sue-Chee and Fan Wang
Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions pp. 57-69 Downloads
Hui Jiang and Shaochen Wang
High-dimensional tests for functional networks of brain anatomic regions pp. 70-88 Downloads
Jichun Xie and Jian Kang
Semi-parametric order-based generalized multivariate regression pp. 89-102 Downloads
Milad Kharratzadeh and Mark Coates
On local linear regression for strongly mixing random fields pp. 103-115 Downloads
Mohamed El Machkouri, Khalifa Es-Sebaiy and Idir Ouassou
Estimation and model identification of longitudinal data time-varying nonparametric models pp. 116-136 Downloads
Shu Liu, Jinhong You and Heng Lian

Volume 155, issue C, 2017

Weak convergence of multivariate partial maxima processes pp. 1-11 Downloads
Danijel Krizmanić
Asymptotic properties of a component-wise ARH(1) plug-in predictor pp. 12-34 Downloads
J. Álvarez-Liébana, D. Bosq and M.D. Ruiz-Medina
The empirical beta copula pp. 35-51 Downloads
Johan Segers, Masaaki Sibuya and Hideatsu Tsukahara
Properties of extremal dependence models built on bivariate max-linearity pp. 52-71 Downloads
Mónika Kereszturi and Jonathan Tawn
Testing proportionality between the first-order intensity functions of spatial point processes pp. 72-82 Downloads
Tonglin Zhang and Run Zhuang
Simultaneous confidence bands for contrasts between several nonlinear regression curves pp. 83-104 Downloads
Xiaolei Lu and Satoshi Kuriki
Monitoring multivariate time series pp. 105-121 Downloads
Yannick Hoga
Some asymptotic theory for Silverman’s smoothed functional principal components in an abstract Hilbert space pp. 122-132 Downloads
Gamage Pemantha Lakraj and Frits Ruymgaart
Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models pp. 133-150 Downloads
Yujie Li, Gaorong Li, Heng Lian and Tiejun Tong
Expected predictive least squares for model selection in covariance structures pp. 151-164 Downloads
Haruhiko Ogasawara
Smooth predictive model fitting in regression pp. 165-179 Downloads
Prabir Burman and Debashis Paul
Stationary Gaussian Markov processes as limits of stationary autoregressive time series pp. 180-186 Downloads
Philip A. Ernst, Lawrence D. Brown, Larry Shepp and Robert L. Wolpert
Efficient dimension reduction for multivariate response data pp. 187-199 Downloads
Yaowu Zhang, Liping Zhu and Yanyuan Ma
Linear hypothesis testing in high-dimensional one-way MANOVA pp. 200-216 Downloads
Jin-Ting Zhang, Jia Guo and Bu Zhou
High-dimensional rank tests for sphericity pp. 217-233 Downloads
Long Feng and Binghui Liu
A natural parametrization of multivariate distributions with limited memory pp. 234-251 Downloads
Natalia Shenkman
An innovations algorithm for the prediction of functional linear processes pp. 252-271 Downloads
J. Klepsch and C. Klüppelberg
Wishart distributions: Advances in theory with Bayesian application pp. 272-283 Downloads
Andriëtte Bekker, Janet van Niekerk and Mohammad Arashi
Optimal Berry–Esseen bound for statistical estimations and its application to SPDE pp. 284-304 Downloads
Yoon Tae Kim and Hyun Suk Park
Testing block-diagonal covariance structure for high-dimensional data under non-normality pp. 305-316 Downloads
Yuki Yamada, Masashi Hyodo and Takahiro Nishiyama
Multivariate dependence modeling based on comonotonic factors pp. 317-333 Downloads
Lei Hua and Harry Joe
Multiple quantile regression analysis of longitudinal data: Heteroscedasticity and efficient estimation pp. 334-343 Downloads
Hyunkeun Cho, Seonjin Kim and Mi-Ok Kim
Change-point detection and bootstrap for Hilbert space valued random fields pp. 344-368 Downloads
Béatrice Bucchia and Martin Wendler
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