Economics at your fingertips  

Journal of Multivariate Analysis

1971 - 2015

Current editor(s): de Leeuw, J.

from Elsevier
Series data maintained by Zhang, Lei ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 137, issue C, 2015

Nonparametric estimation of the conditional tail copula pp. 1-16 Downloads
Laurent Gardes and Stéphane Girard
Adaptive estimation for varying coefficient models pp. 17-31 Downloads
Yixin Chen, Qin Wang and Weixin Yao
Equivariant minimax dominators of the MLE in the array normal model pp. 32-49 Downloads
David Gerard and Peter Hoff
Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup pp. 50-60 Downloads
Anuradha Roy, Ricardo Leiva, Ivan Žežula and Daniel Klein
Maximum entropy copula with given diagonal section pp. 61-81 Downloads
Cristina Butucea, Jean-François Delmas, Anne Dutfoy and Richard Fischer
Extremes of scale mixtures of multivariate time series pp. 82-99 Downloads
Helena Ferreira and Marta Ferreira
SCAD-penalized regression for varying-coefficient models with autoregressive errors pp. 100-118 Downloads
Jia Qiu, Degao Li and Jinhong You
On singular value distribution of large-dimensional autocovariance matrices pp. 119-140 Downloads
Zeng Li, Guangming Pan and Jianfeng Yao
Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models pp. 141-160 Downloads
Hira L. Koul and Xiaoqing Zhu
Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions pp. 161-172 Downloads
T. Tony Cai, Tengyuan Liang and Harrison H. Zhou
Matrix variate slash distribution pp. 173-178 Downloads
Y. Murat Bulut and Olcay Arslan
Maximal coupling of empirical copulas for discrete vectors pp. 179-186 Downloads
Olivier P. Faugeras
A new test for part of high dimensional regression coefficients pp. 187-203 Downloads
Siyang Wang and Hengjian Cui

Volume 136, issue C, 2015

Estimation in skew-normal linear mixed measurement error models pp. 1-11 Downloads
Ameneh Kheradmandi and Abdolrahman Rasekh
Extreme negative dependence and risk aggregation pp. 12-25 Downloads
Bin Wang and Ruodu Wang
Optimal partial ridge estimation in restricted semiparametric regression models pp. 26-40 Downloads
Morteza Amini and Mahdi Roozbeh
Heteroscedasticity checks for single index models pp. 41-55 Downloads
Xuehu Zhu, Xu Guo, Lu Lin and Lixing Zhu
Shrinkage ridge estimators in semiparametric regression models pp. 56-74 Downloads
Mahdi Roozbeh
On testing common indices for two multi-index models: A link-free approach pp. 75-85 Downloads
Xuejing Liu, Zhou Yu, Xuerong Meggie Wen and Robert Paige
Covariance components selection in high-dimensional growth curve model with random coefficients pp. 86-94 Downloads
Shinpei Imori and Dietrich von Rosen
Shift outliers in linear inference pp. 95-107 Downloads
D.R. Jensen and D.E. Ramirez
Evaluating panel data forecasts under independent realization pp. 108-125 Downloads
Ryan Greenaway-McGrevy
Semi-parametric modeling of excesses above high multivariate thresholds with censored data pp. 126-146 Downloads
Anne Sabourin
Bayesian structure learning in graphical models pp. 147-162 Downloads
Sayantan Banerjee and Subhashis Ghosal
Parametric and semiparametric reduced-rank regression with flexible sparsity pp. 163-174 Downloads
Heng Lian, Sanying Feng and Kaifeng Zhao
Diagnostics in a simple correspondence analysis model: An approach based on Cook’s distance for log-linear models pp. 175-189 Downloads
Nirian Martín

Volume 135, issue C, 2015

A sufficient condition for the convergence of the mean shift algorithm with Gaussian kernel pp. 1-10 Downloads
Youness Aliyari Ghassabeh
A Semi-Infinite Programming based algorithm for determining T-optimum designs for model discrimination pp. 11-24 Downloads
Belmiro P.M. Duarte, Weng Kee Wong and Anthony C. Atkinson
MDR method for nonbinary response variable pp. 25-42 Downloads
Alexander Bulinski and Alexander Rakitko
A Bayesian method for analyzing combinations of continuous, ordinal, and nominal categorical data with missing values pp. 43-58 Downloads
Xiao Zhang, W. John Boscardin, Thomas R. Belin, Xiaohai Wan, Yulei He and Kui Zhang
Achieving semiparametric efficiency bound in longitudinal data analysis with dropouts pp. 59-70 Downloads
Peisong Han, Peter X.-K. Song and Lu Wang
Transformation-based nonparametric estimation of multivariate densities pp. 71-88 Downloads
Meng-Shiuh Chang and Ximing Wu
Spatial sign correlation pp. 89-105 Downloads
Alexander Dürre, Daniel Vogel and Roland Fried
Nonparametric confidence regions for the central orientation of random rotations pp. 106-116 Downloads
Bryan Stanfill, Ulrike Genschel, Heike Hofmann and Dan Nordman
A parametric registration model for warped distributions with Wasserstein’s distance pp. 117-130 Downloads
Marina Agulló-Antolín, J.A. Cuesta-Albertos, Hélène Lescornel and Jean-Michel Loubes
Robust Generalized Empirical Likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors pp. 131-152 Downloads
Jonathan B. Hill
Fast and adaptive sparse precision matrix estimation in high dimensions pp. 153-162 Downloads
Weidong Liu and Xi Luo
Joint prior distributions for variance parameters in Bayesian analysis of normal hierarchical models pp. 163-174 Downloads
Haydar Demirhan and Zeynep Kalaylioglu
Sparse semiparametric discriminant analysis pp. 175-188 Downloads
Qing Mai and Hui Zou

Volume 134, issue C, 2015

Canonical correlation analysis for irregularly and sparsely observed functional data pp. 1-18 Downloads
Hyejin Shin and Seokho Lee
On modular decompositions of system signatures pp. 19-32 Downloads
Jean-Luc Marichal, Pierre Mathonet and Fabio Spizzichino
Sparse wavelet regression with multiple predictive curves pp. 33-49 Downloads
Ruiyan Luo and Xin Qi
Central tolerance regions and reference regions for multivariate normal populations pp. 50-60 Downloads
Xiaoyu Dong and Thomas Mathew
Covariance matrices associated to general moments of a random vector pp. 61-70 Downloads
Songjun Lv
Robust inverse regression for dimension reduction pp. 71-81 Downloads
Yuexiao Dong, Zhou Yu and Liping Zhu
Robust linear functional mixed models pp. 82-98 Downloads
Marco Riquelme, Heleno Bolfarine and Manuel Galea
Robust estimating equation-based sufficient dimension reduction pp. 99-118 Downloads
Jingke Zhou, Wangli Xu and Lixing Zhu
Sibuya-type bivariate lack of memory property pp. 119-128 Downloads
Jayme Pinto and Nikolai Kolev
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models pp. 129-145 Downloads
Wolfgang Härdle, Ritov, Ya’acov and Weining Wang
A possibly asymmetric multivariate generalization of the Möbius distribution for directional data pp. 146-162 Downloads
Kagumi Uesu, Kunio Shimizu and Ashis SenGupta
Page updated 2015-05-24