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Journal of Multivariate Analysis

1971 - 2015

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 141, issue C, 2015

Simultaneous estimation of linear conditional quantiles with penalized splines pp. 1-21 Downloads
Heng Lian, Jie Meng and Zengyan Fan
The Matsumoto–Yor property on trees for matrix variates of different dimensions pp. 22-34 Downloads
Konstancja Bobecka
Simultaneous prediction for independent Poisson processes with different durations pp. 35-48 Downloads
Fumiyasu Komaki
Quantile regression for dynamic partially linear varying coefficient time series models pp. 49-66 Downloads
Heng Lian
Semiparametric linear transformation model with differential measurement error and validation sampling pp. 67-80 Downloads
Xuan Wang and Qihua Wang
Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models pp. 81-103 Downloads
Heng Lian, Jie Meng and Kaifeng Zhao
Influence assessment in censored mixed-effects models using the multivariate Student’s-t distribution pp. 104-117 Downloads
Larissa A. Matos, Dipankar Bandyopadhyay, Luis M. Castro and Victor H. Lachos
Consistent test of error-in-variables partially linear model with auxiliary variables pp. 118-131 Downloads
Zhihua Sun, Xue Ye and Liuquan Sun
Penalized regression across multiple quantiles under random censoring pp. 132-146 Downloads
Yanlin Tang and Huixia Judy Wang
Generalized additive models for conditional dependence structures pp. 147-167 Downloads
Thibault Vatter and Valérie Chavez-Demoulin
On high dimensional two-sample tests based on nearest neighbors pp. 168-178 Downloads
Pronoy K. Mondal, Munmun Biswas and Anil K. Ghosh
Nonparametric and semiparametric compound estimation in multiple covariates pp. 179-196 Downloads
Richard Charnigo, Limin Feng and Cidambi Srinivasan
Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions pp. 197-216 Downloads
Georg Mainik
A robust test for sphericity of high-dimensional covariance matrices pp. 217-227 Downloads
Xintao Tian, Yuting Lu and Weiming Li

Volume 140, issue C, 2015

Optimal level sets for bivariate density representation pp. 1-18 Downloads
Pedro Delicado and Philippe Vieu
Multiple hidden Markov models for categorical time series pp. 19-30 Downloads
R. Colombi and S. Giordano
Density deconvolution from repeated measurements without symmetry assumption on the errors pp. 31-46 Downloads
Fabienne Comte and Johanna Kappus
Predictive nonlinear biplots: Maps and trajectories pp. 47-59 Downloads
S.K. Vines
Rank inversions in the scoring of examinations consisting of several subtests pp. 60-71 Downloads
Simeon M. Berman
Weighted ℓ1-penalized corrected quantile regression for high dimensional measurement error models pp. 72-91 Downloads
Abhishek Kaul and Hira L. Koul
Copulae on products of compact Riemannian manifolds pp. 92-98 Downloads
P.E. Jupp
Third-order local power properties of tests for a composite hypothesis, II pp. 99-112 Downloads
Yoshihide Kakizawa
All admissible linear predictors in the finite populations with respect to inequality constraints under a balanced loss function pp. 113-122 Downloads
Ping Peng, Guikai Hu and Jian Liang
Smoothed jackknife empirical likelihood inference for ROC curves with missing data pp. 123-138 Downloads
Hanfang Yang and Yichuan Zhao
Robust spiked random matrices and a robust G-MUSIC estimator pp. 139-161 Downloads
Romain Couillet
A high dimensional two-sample test under a low dimensional factor structure pp. 162-170 Downloads
Yingying Ma, Wei Lan and Hansheng Wang
Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function pp. 171-192 Downloads
Simos G. Meintanis, Joseph Ngatchou-Wandji and Emanuele Taufer
On an independence test approach to the goodness-of-fit problem pp. 193-208 Downloads
Ludwig Baringhaus and Daniel Gaigall
Semiparametric regression of multivariate panel count data with informative observation times pp. 209-219 Downloads
Yang Li, Xin He, Haiying Wang, Bin Zhang and Jianguo Sun
Vector quantization and clustering in the presence of censoring pp. 220-233 Downloads
Svetlana Gribkova
Asymptotic properties of the misclassification rates for Euclidean Distance Discriminant rule in high-dimensional data pp. 234-244 Downloads
Hiroki Watanabe, Masashi Hyodo, Takashi Seo and Tatjana Pavlenko
Estimation of the mean vector in a singular multivariate normal distribution pp. 245-258 Downloads
Hisayuki Tsukuma and Tatsuya Kubokawa
Consistency of non-integrated depths for functional data pp. 259-282 Downloads
Irène Gijbels and Stanislav Nagy
Minimax rate of convergence for an estimator of the functional component in a semiparametric multivariate partially linear model pp. 283-290 Downloads
Michael Levine
Parametric and nonparametric bootstrap methods for general MANOVA pp. 291-301 Downloads
Frank Konietschke, Arne C. Bathke, Solomon W. Harrar and Markus Pauly
Identifiability of a model for discrete frequency distributions with a multidimensional parameter space pp. 302-316 Downloads
Marica Manisera and Paola Zuccolotto
Entropy measure for the quantification of upper quantile interdependence in multivariate distributions pp. 317-324 Downloads
Jhan Rodríguez and András Bárdossy
Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models pp. 325-342 Downloads
Alicia A. Johnson and Galin L. Jones
Discrete Schur-constant models pp. 343-362 Downloads
A. Castañer, M.M. Claramunt, C. Lefèvre and S. Loisel
A class of multivariate copulas based on products of bivariate copulas pp. 363-376 Downloads
Gildas Mazo, Stéphane Girard and Florence Forbes
On estimation in the reduced-rank regression with a large number of responses and predictors pp. 377-394 Downloads
Vladislav Kargin
Minimax prediction for functional linear regression with functional responses in reproducing kernel Hilbert spaces pp. 395-402 Downloads
Heng Lian

Volume 139, issue C, 2015

Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavity pp. 1-6 Downloads
Rahul Mukerjee and S.H. Ong
Testing homogeneity of mean vectors under heteroscedasticity in high-dimension pp. 7-27 Downloads
Takayuki Yamada and Tetsuto Himeno
Contributions to the diagonal expansion of a bivariate copula with continuous extensions pp. 28-44 Downloads
Carles M. Cuadras
A mixed model for complete three or higher-way layout with two random effects factors pp. 45-55 Downloads
Bilgehan Güven
The random matrix regime of Maronna’s M-estimator with elliptically distributed samples pp. 56-78 Downloads
Romain Couillet, Frédéric Pascal and Jack W. Silverstein
High-dimensional tests for spherical location and spiked covariance pp. 79-91 Downloads
Christophe Ley, Davy Paindaveine and Thomas Verdebout
Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration pp. 92-123 Downloads
Mátyás Barczy, Kristóf Körmendi and Gyula Pap
Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models pp. 124-146 Downloads
Damien Passemier, Matthew R. McKay and Yang Chen
Data driven smooth test of comparison for dependent sequences pp. 147-165 Downloads
P. Doukhan, D. Pommeret and L. Reboul
Consistency and asymptotic normality for a nonparametric prediction under measurement errors pp. 166-188 Downloads
Kairat Mynbaev and Carlos Martins-Filho
Estimating the parameters of multiple chirp signals pp. 189-206 Downloads
Ananya Lahiri, Debasis Kundu and Amit Mitra
Sharp lower and upper bounds for the Gaussian rank of a graph pp. 207-218 Downloads
Emanuel Ben-David
A bivariate Gompertz–Makeham life distribution pp. 219-226 Downloads
Albert W. Marshall and Ingram Olkin
Model detection and estimation for single-index varying coefficient model pp. 227-244 Downloads
Sanying Feng and Liugen Xue
Prediction of stationary Gaussian random fields with incomplete quarterplane past pp. 245-258 Downloads
Raymond Cheng
On mixtures of copulas and mixing coefficients pp. 259-265 Downloads
Martial Longla
High dimensional single index models pp. 266-282 Downloads
Peter Radchenko
On idempotent D-norms pp. 283-294 Downloads
Michael Falk
Parametric transformed Fay–Herriot model for small area estimation pp. 295-311 Downloads
Shonosuke Sugasawa and Tatsuya Kubokawa
A unified approach to estimating a normal mean matrix in high and low dimensions pp. 312-328 Downloads
Hisayuki Tsukuma and Tatsuya Kubokawa
Semiparametric estimation with missing covariates pp. 329-346 Downloads
Francesco Bravo
A two-step estimation method for grouped data with connections to the extended growth curve model and partial least squares regression pp. 347-359 Downloads
Ying Li, Peter Udén and Dietrich von Rosen
Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions pp. 360-384 Downloads
Olivier Ledoit and Michael Wolf
Page updated 2015-11-27