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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 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

Volume 138, issue C, 2015

Sampling, conditionalizing, counting, merging, searching regular vines pp. 4-18 Downloads
R.M. Cooke, D. Kurowicka and K. Wilson
Truncation of vine copulas using fit indices pp. 19-33 Downloads
Eike C. Brechmann and Harry Joe
Efficient information based goodness-of-fit tests for vine copula models with fixed margins: A comprehensive review pp. 34-52 Downloads
Ulf Schepsmeier
Structured factor copula models: Theory, inference and computation pp. 53-73 Downloads
Pavel Krupskii and Harry Joe
Spatial composite likelihood inference using local C-vines pp. 74-88 Downloads
Tobias Michael Erhardt, Claudia Czado and Ulf Schepsmeier
Univariate conditioning of vine copulas pp. 89-103 Downloads
Piotr Jaworski
Conditional quantiles and tail dependence pp. 104-126 Downloads
Carole Bernard and Claudia Czado
On an interaction function for copulas pp. 127-142 Downloads
Dorota Kurowicka and Wim T. van Horssen
Higher order tail densities of copulas and hidden regular variation pp. 143-155 Downloads
Haijun Li and Lei Hua
Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks pp. 156-169 Downloads
Jun Cai and Wei Wei
On aggregation sets and lower-convex sets pp. 170-181 Downloads
Tiantian Mao and Ruodu Wang
Construction and sampling of Archimedean and nested Archimedean Lévy copulas pp. 182-198 Downloads
Oliver Grothe and Marius Hofert

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
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