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Journal of Multivariate Analysis

1971 - 2015

Current editor(s): de Leeuw, J.

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

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Volume 133, issue C, 2015

Efficient minimum distance estimator for quantile regression fixed effects panel data pp. 1-26 Downloads
Antonio F. Galvao and Liang Wang
Self-consistency and a generalized principal subspace theorem pp. 27-37 Downloads
Thaddeus Tarpey and Nicola Loperfido
Conditional density estimation in measurement error problems pp. 38-50 Downloads
Xiao-Feng Wang and Deping Ye
Nonparametric significance testing and group variable selection pp. 51-60 Downloads
Adriano Zanin Zambom and Michael G. Akritas
Asymptotic normality in the maximum entropy models on graphs with an increasing number of parameters pp. 61-76 Downloads
Ting Yan, Yunpeng Zhao and Hong Qin
Adaptive estimation of an additive regression function from weakly dependent data pp. 77-94 Downloads
Christophe Chesneau, Jalal Fadili and Bertrand Maillot
Nonparametric estimation of fixed effects panel data varying coefficient models pp. 95-122 Downloads
Juan M. Rodriguez-Poo and Alexandra Soberón
The additive and block decompositions about the WLSEs of parametric functions for a multiple partitioned linear regression model pp. 123-135 Downloads
Yunying Huang and Bing Zheng
A test for using the sum score to obtain a stochastic ordering of subjects pp. 136-139 Downloads
R. Ligtvoet
High dimensional mean–variance optimization through factor analysis pp. 140-159 Downloads
Binbin Chen, Shih-Feng Huang and Guangming Pan
A unified approach to decision-theoretic properties of the MLEs for the mean directions of several Langevin distributions pp. 160-172 Downloads
Kanika,, Somesh Kumar and Ashis SenGupta
Influence function of projection-pursuit principal components for functional data pp. 173-199 Downloads
Juan Lucas Bali and Graciela Boente
Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics pp. 200-215 Downloads
Herold Dehling, Olimjon Sh. Sharipov and Martin Wendler
Tensor sliced inverse regression pp. 216-231 Downloads
Shanshan Ding and R. Dennis Cook
Does modeling lead to more accurate classification?: A study of relative efficiency in linear classification pp. 232-250 Downloads
Yoonkyung Lee and Rui Wang
Multivariate and multiradial Schoenberg measures with their dimension walks pp. 251-265 Downloads
C.E. Alonso-Malaver, E. Porcu and R. Giraldo
Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors pp. 266-276 Downloads
Guikai Hu, Shenghua Yu and Han Luo
Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval pp. 277-290 Downloads
Seonjin Kim, Zhibiao Zhao and Xiaofeng Shao
Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices pp. 291-303 Downloads
Li-Wen Xu
Ordering properties of order statistics from random variables of Archimedean copulas with applications pp. 304-320 Downloads
Xiaohu Li and Rui Fang
SCAD penalized rank regression with a diverging number of parameters pp. 321-333 Downloads
Hu Yang, Chaohui Guo and Jing Lv
Extremes of aggregated Dirichlet risks pp. 334-345 Downloads
Enkelejd Hashorva
Estimation in mixed-effects functional ANOVA models pp. 346-355 Downloads
E.A. Rady, N.M. Kilany and S.A. Eliwa
A robust predictive approach for canonical correlation analysis pp. 356-376 Downloads
Jorge G. Adrover and Stella M. Donato
On the use of coordinate-free matrix calculus pp. 377-381 Downloads
Jan Brinkhuis
Inference for mixed models of ANOVA type with high-dimensional data pp. 382-401 Downloads
Fei Chen, Zaixing Li, Lei Shi and Lixing Zhu

Volume 132, issue C, 2014

A contribution to the visualisation of three-way arrays pp. 1-8 Downloads
Casper J. Albers and John C. Gower
The analysis of distance of grouped data with categorical variables: Categorical canonical variate analysis pp. 9-24 Downloads
Niël J. Le Roux, Sugnet Gardner-Lubbe and John C. Gower
Two-sample location–scale estimation from semiparametric random censorship models pp. 25-38 Downloads
Rianka Bhattacharya and Sundarraman Subramanian
A permutation approach for ranking of multivariate populations pp. 39-57 Downloads
Rosa Arboretti, Stefano Bonnini, Livio Corain and Luigi Salmaso
Robust monitoring of CAPM portfolio betas II pp. 58-81 Downloads
Ondřej Chochola, Marie Hušková, Zuzana Prášková and Josef G. Steinebach
A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families pp. 82-93 Downloads
Subhajit Dutta and Marc G. Genton
Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data pp. 94-110 Downloads
Ruiqin Tian, Liugen Xue and Chunling Liu
Detecting changes in cross-sectional dependence in multivariate time series pp. 111-128 Downloads
Axel Bücher, Ivan Kojadinovic, Tom Rohmer and Johan Segers
On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model pp. 129-137 Downloads
S.K. Ghoreishi and M.R. Meshkani
Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis pp. 138-150 Downloads
Shota Katayama and Shinpei Imori
Biobjective sparse principal component analysis pp. 151-159 Downloads
Emilio Carrizosa and Vanesa Guerrero
Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures pp. 160-170 Downloads
Rosanna Overholser and Ronghui Xu
Smoothed and iterated bootstrap confidence regions for parameter vectors pp. 171-182 Downloads
Santu Ghosh and Alan M. Polansky
Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample pp. 183-196 Downloads
Shin-ichi Tsukada
Optimal global rates of convergence for noiseless regression estimation problems with adaptively chosen design pp. 197-208 Downloads
Michael Kohler
Characterization of Gaussian distribution on a Hilbert space from samples of random size pp. 209-214 Downloads
B.L.S. Prakasa Rao
On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix pp. 215-228 Downloads
Taras Bodnar, Arjun K. Gupta and Nestor Parolya
An improved nonparametric estimator of sub-distribution function for bivariate competing risk models pp. 229-241 Downloads
Takeshi Emura, Fan-Hsuan Kao and Hirofumi Michimae

Volume 131, issue C, 2014

Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process pp. 1-16 Downloads
Jean-Marc Bardet and Ciprian Tudor
Distributions on matrix moment spaces pp. 17-31 Downloads
Holger Dette, Matthias Guhlich and Jan Nagel
Comparison, utility, and partition of dependence under absolutely continuous and singular distributions pp. 32-50 Downloads
Nader Ebrahimi, Nima Y. Jalali and Ehsan S. Soofi
Exchangeable Hoeffding decompositions over finite sets: A combinatorial characterization and counterexamples pp. 51-64 Downloads
Omar El-Dakkak, Giovanni Peccati and Igor Prünster
Varying coefficient subdistribution regression for left-truncated semi-competing risks data pp. 65-78 Downloads
Ruosha Li and Limin Peng
Posterior analysis of rare variants in Gibbs-type species sampling models pp. 79-98 Downloads
Oriana Cesari, Stefano Favaro and Bernardo Nipoti
Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators pp. 99-120 Downloads
Romain Couillet and Matthew McKay
A derivation of anti-Wishart distribution pp. 121-125 Downloads
Soonyu Yu, Jaena Ryu and Kyoohong Park
Asymptotic expansion of the posterior density in high dimensional generalized linear models pp. 126-148 Downloads
Shibasish Dasgupta, Kshitij Khare and Malay Ghosh
Estimating high dimensional covariance matrices: A new look at the Gaussian conjugate framework pp. 149-162 Downloads
Alexis Hannart and Philippe Naveau
An analysis of longitudinal data with nonignorable dropout using the truncated multivariate normal distribution pp. 163-173 Downloads
Shahab Jolani
High-dimensional sparse MANOVA pp. 174-196 Downloads
T. Tony Cai and Yin Xia
Preserving relationships between variables with MIVQUE based imputation for missing survey data pp. 197-208 Downloads
Brigitte Gelein, David Haziza and David Causeur
On binary and categorical time series models with feedback pp. 209-228 Downloads
Theodoros Moysiadis and Konstantinos Fokianos
Distribution of matrix quadratic forms under skew-normal settings pp. 229-239 Downloads
Rendao Ye, Tonghui Wang and Arjun K. Gupta
Second-order asymptotic theory for calibration estimators in sampling and missing-data problems pp. 240-253 Downloads
Zhiqiang Tan
A characterization of elliptical distributions and some optimality properties of principal components for functional data pp. 254-264 Downloads
Graciela Boente, Matías Salibián Barrera and David E. Tyler
Maximal correlation in a non-diagonal case pp. 265-278 Downloads
F. López Blázquez and B. Salamanca Miño
On relations between BLUEs under two transformed linear models pp. 279-292 Downloads
Baomin Dong, Wenxing Guo and Yongge Tian
A new test for the proportionality of two large-dimensional covariance matrices pp. 293-308 Downloads
Baisen Liu, Lin Xu, Shurong Zheng and Guo-Liang Tian
Page updated 2015-03-01