Economics at your fingertips  

Journal of Multivariate Analysis

1971 - 2016

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 144, issue C, 2016

Estimating the conditional extreme-value index under random right-censoring pp. 1-24 Downloads
Gilles Stupfler
Testing covariates in high dimension linear regression with latent factors pp. 25-37 Downloads
Wei Lan, Yue Ding, Zheng Fang and Kuangnan Fang
Multivariate spline analysis for multiplicative models: Estimation, testing and application to climate change pp. 38-53 Downloads
Jean-Marc Azaïs and Aurélien Ribes
Asymptotics of the two-stage spatial sign correlation pp. 54-67 Downloads
Alexander Dürre and Daniel Vogel
Reliable inference for complex models by discriminative composite likelihood estimation pp. 68-80 Downloads
Davide Ferrari and Chao Zheng
Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure pp. 81-90 Downloads
Anuradha Roy, Roman Zmyślony, Miguel Fonseca and Ricardo Leiva
Least product relative error estimation pp. 91-98 Downloads
Kani Chen, Yuanyuan Lin, Zhanfeng Wang and Zhiliang Ying
Consistent estimation of survival functions under uniform stochastic ordering; the k-sample case pp. 99-109 Downloads
Hammou El Barmi and Hari Mukerjee
Bayesian factor analysis with uncertain functional constraints about factor loadings pp. 110-128 Downloads
Hea-Jung Kim, Taeryon Choi and Seongil Jo
Tail asymptotics for the bivariate skew normal pp. 129-138 Downloads
Thomas Fung and Eugene Seneta
Elliptical affine shape distributions for real normed division algebras pp. 139-149 Downloads
José A. Díaz-García and Francisco J. Caro-Lopera
On the asymptotic normality of kernel estimators of the long run covariance of functional time series pp. 150-175 Downloads
István Berkes, Lajos Horváth and Gregory Rice
Quantile regression of longitudinal data with informative observation times pp. 176-188 Downloads
Xuerong Chen, Niansheng Tang and Yong Zhou
Bivariate one-sample optimal location test for spherical stable densities by Pade’ methods pp. 189-199 Downloads
P. Barone
New algorithms for M-estimation of multivariate scatter and location pp. 200-217 Downloads
Lutz Dümbgen, Klaus Nordhausen and Heike Schuhmacher
On the worst and least possible asymptotic dependence pp. 218-234 Downloads
Alexandru V. Asimit and Russell Gerrard

Volume 143, issue C, 2016

Convexity issues in multivariate multiple testing of treatments vs. control pp. 1-11 Downloads
Arthur Cohen and Harold Sackrowitz
A definition of qualitative robustness for general point estimators, and examples pp. 12-31 Downloads
Henryk Zähle
Estimation of the inverse scatter matrix of an elliptically symmetric distribution pp. 32-55 Downloads
Dominique Fourdrinier, Fatiha Mezoued and Martin T. Wells
Separation of linear and index covariates in partially linear single-index models pp. 56-70 Downloads
Heng Lian and Hua Liang
Bias-corrected inference for multivariate nonparametric regression: Model selection and oracle property pp. 71-93 Downloads
Francesco Giordano and Maria Lucia Parrella
Bayesian regression analysis of data with random effects covariates from nonlinear longitudinal measurements pp. 94-106 Downloads
Rolando De la Cruz, Cristian Meza, Ana Arribas-Gil and Raymond J. Carroll
Inference for high-dimensional differential correlation matrices pp. 107-126 Downloads
T. Tony Cai and Anru Zhang
Shrinkage-based diagonal Hotelling’s tests for high-dimensional small sample size data pp. 127-142 Downloads
Kai Dong, Herbert Pang, Tiejun Tong and Marc G. Genton
Isotropic covariance functions on spheres: Some properties and modeling considerations pp. 143-152 Downloads
Joseph Guinness and Montserrat Fuentes
Joint analysis of current count and current status data pp. 153-164 Downloads
Chi-Chung Wen and Yi-Hau Chen
On the weak convergence and Central Limit Theorem of blurring and nonblurring processes with application to robust location estimation pp. 165-184 Downloads
Ting-Li Chen, Hironori Fujisawa, Su-Yun Huang and Chii-Ruey Hwang
Bayesian analysis of multivariate stable distributions using one-dimensional projections pp. 185-193 Downloads
Mike Tsionas
Multivariate families of gamma-generated distributions with finite or infinite support above or below the diagonal pp. 194-207 Downloads
Narayanaswamy Balakrishnan and Miroslav M. Ristić
Non-asymptotic adaptive prediction in functional linear models pp. 208-232 Downloads
Élodie Brunel, André Mas and Angelina Roche
Unified improvements in estimation of a normal covariance matrix in high and low dimensions pp. 233-248 Downloads
Hisayuki Tsukuma and Tatsuya Kubokawa
Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals pp. 249-274 Downloads
Romain Couillet, Abla Kammoun and Frédéric Pascal
Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fr e ´ chet–Hoeffding upper bound pp. 275-298 Downloads
Ignacio Montes and Susana Montes
Equalities for estimators of partial parameters under linear model with restrictions pp. 299-313 Downloads
Yongge Tian and Bo Jiang
Singular inverse Wishart distribution and its application to portfolio theory pp. 314-326 Downloads
Taras Bodnar, Stepan Mazur and Krzysztof Podgórski
The Fine–Gray model under interval censored competing risks data pp. 327-344 Downloads
Chenxi Li
Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure pp. 345-361 Downloads
Beata Roś, Fetsje Bijma, Jan C. de Munck and Mathisca C.M. de Gunst
Shrinkage estimation in spatial autoregressive model pp. 362-373 Downloads
Amresh Bahadur Pal, Ashutosh Kumar Dubey and Anoop Chaturvedi
A multivariate circular distribution with applications to the protein structure prediction problem pp. 374-382 Downloads
Sungsu Kim, Ashis SenGupta and Barry C. Arnold
Nonconvex penalized reduced rank regression and its oracle properties in high dimensions pp. 383-393 Downloads
Heng Lian and Yongdai Kim
On the uniform consistency of the zonoid depth pp. 394-397 Downloads
Ignacio Cascos and Miguel López-Díaz
Extending mixtures of factor models using the restricted multivariate skew-normal distribution pp. 398-413 Downloads
Tsung- Lin, Geoffrey J. McLachlan and Sharon X. Lee
Characterization of beta distribution on symmetric cones pp. 414-423 Downloads
Bartosz Kołodziejek
Higher order density approximations for solutions to estimating equations pp. 424-439 Downloads
Anthony Almudevar
On the closure of relational models pp. 440-452 Downloads
Anna Klimova and Tamás Rudas
Bias-corrected estimation of stable tail dependence function pp. 453-466 Downloads
Jan Beirlant, Mikael Escobar-Bach, Yuri Goegebeur and Armelle Guillou
Distribution of the largest root of a matrix for Roy’s test in multivariate analysis of variance pp. 467-471 Downloads
Marco Chiani
Robust model-free feature screening via quantile correlation pp. 472-480 Downloads
Xuejun Ma and Jingxiao Zhang
The analysis of multivariate longitudinal data using multivariate marginal models pp. 481-491 Downloads
Hyunkeun Cho
Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data pp. 492-502 Downloads
Liya Fu and You-Gan Wang
Page updated 2016-02-10