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Journal of Multivariate Analysis

1971 - 2016

Current editor(s): de Leeuw, J.

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

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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
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