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Journal of Multivariate Analysis

1971 - 2017

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 154, issue C, 2017

Sparse clustering of functional data pp. 1-18 Downloads
Davide Floriello and Valeria Vitelli
Distance correlation coefficients for Lancaster distributions pp. 19-39 Downloads
Johannes Dueck, Dominic Edelmann and Donald Richards
Quantile index coefficient model with variable selection pp. 40-58 Downloads
Weihua Zhao and Heng Lian
Robust estimators in semi-functional partial linear regression models pp. 59-84 Downloads
Graciela Boente and Alejandra Vahnovan
An offspring of multivariate extreme value theory: The max-characteristic function pp. 85-95 Downloads
Michael Falk and Gilles Stupfler
Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors pp. 96-111 Downloads
Jianhua Hu, Jinhong You and Xian Zhou
Nonparametric estimation of a latent variable model pp. 112-134 Downloads
Augustin Kelava, Michael Kohler, Adam Krzyżak and Tim Fabian Schaffland
Functional Cramér–Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes pp. 135-146 Downloads
Eni Musta, Maurizio Pratelli and Dario Trevisan
Improved model checking methods for parametric models with responses missing at random pp. 147-161 Downloads
Zhihua Sun, Feifei Chen, Xiaohua Zhou and Qingzhao Zhang
Parametrizations, fixed and random effects pp. 162-176 Downloads
Azzouz Dermoune and Cristian Preda
Hotelling’s T2 tests in paired and independent survey samples: An efficiency comparison pp. 177-198 Downloads
Ludwig Baringhaus and Daniel Gaigall
Gaussian tree constraints applied to acoustic linguistic functional data pp. 199-215 Downloads
Nathaniel Shiers, John A.D. Aston, Jim Q. Smith and John S. Coleman
Calibration tests for multivariate Gaussian forecasts pp. 216-233 Downloads
Wei Wei, Fadoua Balabdaoui and Leonhard Held
Bayesian regularized quantile structural equation models pp. 234-248 Downloads
Xiang-Nan Feng, Yifan Wang, Bin Lu and Xin-Yuan Song
Density ratio model for multivariate outcomes pp. 249-261 Downloads
Scott Marchese and Guoqing Diao
Semi-parametric inference for semi-varying coefficient panel data model with individual effects pp. 262-281 Downloads
Xuemei Hu
On the CLT for discrete Fourier transforms of functional time series pp. 282-295 Downloads
Clément Cerovecki and Siegfried Hörmann

Volume 153, issue C, 2017

On the classification problem for Poisson point processes pp. 1-15 Downloads
Alejandro Cholaquidis, Liliana Forzani, Pamela Llop and Leonardo Moreno
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns pp. 16-32 Downloads
Christian Francq and Genaro Sucarrat
A bivariate failure time model with random shocks and mixed effects pp. 33-51 Downloads
Sophie Mercier and Hai Ha Pham
Bayesian estimators in uncertain nested error regression models pp. 52-63 Downloads
Shonosuke Sugasawa and Tatsuya Kubokawa
Scale and curvature effects in principal geodesic analysis pp. 64-82 Downloads
Drew Lazar and Lizhen Lin
Signal extraction approach for sparse multivariate response regression pp. 83-97 Downloads
Ruiyan Luo and Xin Qi
Third-order average local powers of Bartlett-type adjusted tests: Ordinary versus adjusted profile likelihood pp. 98-120 Downloads
Yoshihide Kakizawa
Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data pp. 121-135 Downloads
Remigijus Leipus, Anne Philippe, Vytautė Pilipauskaitė and Donatas Surgailis
Mean vector testing for high-dimensional dependent observations pp. 136-155 Downloads
Deepak Nag Ayyala, Junyong Park and Anindya Roy
Spectral covariance and limit theorems for random fields with infinite variance pp. 156-175 Downloads
Julius Damarackas and Vygantas Paulauskas
Data-driven kNN estimation in nonparametric functional data analysis pp. 176-188 Downloads
Lydia-Zaitri Kara, Ali Laksaci, Mustapha Rachdi and Philippe Vieu
Multivariate nonparametric test of independence pp. 189-210 Downloads
Yanan Fan, Pierre Lafaye de Micheaux, Spiridon Penev and Donna Salopek
Penalized spline estimation in the partially linear model pp. 211-235 Downloads
Ashley D. Holland
A link-free approach for testing common indices for three or more multi-index models pp. 236-245 Downloads
Xuejing Liu, Lei Huo, Xuerong Meggie Wen and Robert Paige
Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function pp. 246-254 Downloads
Ming-Xiang Cao and Dao-Jiang He
Permuting longitudinal data in spite of the dependencies pp. 255-265 Downloads
Sarah Friedrich, Edgar Brunner and Markus Pauly

Volume 152, issue C, 2016

Group-wise semiparametric modeling: A SCSE approach pp. 1-14 Downloads
Song Song and Lixing Zhu
Kummer and gamma laws through independences on trees—Another parallel with the Matsumoto–Yor property pp. 15-27 Downloads
Agnieszka Piliszek and Jacek Wesołowski
Tests for large-dimensional covariance structure based on Rao’s score test pp. 28-39 Downloads
Dandan Jiang
On the family of multivariate chi-square copulas pp. 40-60 Downloads
Jean-François Quessy, Louis-Paul Rivest and Marie-Hélène Toupin
Linear shrinkage estimation of large covariance matrices using factor models pp. 61-81 Downloads
Yuki Ikeda and Tatsuya Kubokawa
A nonparametric test for the evaluation of group sequential clinical trials with covariate information pp. 82-99 Downloads
Ao Yuan, Yanxun Zheng, Peng Huang and Ming T. Tan
Empirical likelihood confidence tubes for functional parameters in plug-in estimation pp. 100-118 Downloads
Davit Varron
Semiparametric varying-coefficient model with right-censored and length-biased data pp. 119-144 Downloads
Cunjie Lin and Yong Zhou
The use of a common location measure in the invariant coordinate selection and projection pursuit pp. 145-161 Downloads
Fatimah Alashwali and John T. Kent
Graphical models via joint quantile regression with component selection pp. 162-171 Downloads
Hyonho Chun, Myung Hee Lee, James C. Fleet and Ji Hwan Oh
Sparse PCA-based on high-dimensional Itô processes with measurement errors pp. 172-189 Downloads
Donggyu Kim and Yazhen Wang
Latent variable selection in structural equation models pp. 190-205 Downloads
Yan-Qing Zhang, Guo-Liang Tian and Nian-Sheng Tang
Variable selection for additive partial linear quantile regression with missing covariates pp. 206-223 Downloads
Ben Sherwood
A proportional hazards model for time-to-event data with epidemiological bias pp. 224-236 Downloads
Qiaozhen Zhang, Hongsheng Dai and Bo Fu
Strict positive definiteness of multivariate covariance functions on compact two-point homogeneous spaces pp. 237-248 Downloads
Rafaela N. Bonfim and Valdir A. Menegatto
Limitations on detecting row covariance in the presence of column covariance pp. 249-258 Downloads
Peter D. Hoff
Generalized linear latent models for multivariate longitudinal measurements mixed with hidden Markov models pp. 259-275 Downloads
Ye-Mao Xia, Nian-Sheng Tang and Jian-Wei Gou
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