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Journal of Multivariate Analysis

1971 - 2016

Current editor(s): de Leeuw, J.

From Elsevier
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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

Volume 151, issue C, 2016

Extended likelihood approach to multiple testing with directional error control under a hidden Markov random field model pp. 1-13 Downloads
Donghwan Lee and Youngjo Lee
Partially linear single-index proportional hazards model with current status data pp. 14-36 Downloads
Xuewen Lu, Pooneh Pordeli, Murray D. Burke and Peter X.-K. Song
A randomness test for functional panels pp. 37-53 Downloads
Piotr Kokoszka, Matthew Reimherr and Nikolas Wölfing
Best estimation of functional linear models pp. 54-68 Downloads
Giacomo Aletti, Caterina May and Chiara Tommasi
Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas pp. 69-89 Downloads
Thomas Nagler and Claudia Czado
Limit laws of the empirical Wasserstein distance: Gaussian distributions pp. 90-109 Downloads
Thomas Rippl, Axel Munk and Anja Sturm
Adaptive global thresholding on the sphere pp. 110-132 Downloads
Claudio Durastanti
Constrained inference in linear regression pp. 133-150 Downloads
Thelge Buddika Peiris and Bhaskar Bhattacharya
High-dimensional inference on covariance structures via the extended cross-data-matrix methodology pp. 151-166 Downloads
Kazuyoshi Yata and Makoto Aoshima

Volume 150, issue C, 2016

Continuously dynamic additive models for functional data pp. 1-13 Downloads
Haiqiang Ma and Zhongyi Zhu
Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings pp. 14-26 Downloads
Forrest R. Miller and James W. Neill
Posterior convergence for Bayesian functional linear regression pp. 27-41 Downloads
Heng Lian, Taeryon Choi, Jie Meng and Seongil Jo
A note on fast envelope estimation pp. 42-54 Downloads
R. Dennis Cook, Liliana Forzani and Zhihua Su
Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data pp. 55-74 Downloads
T. Tony Cai and Anru Zhang
Classification into Kullback–Leibler balls in exponential families pp. 75-90 Downloads
Alexander Katzur and Udo Kamps
A local factor nonparametric test for trend synchronism in multiple time series pp. 91-104 Downloads
Vyacheslav Lyubchich and Yulia R. Gel
Score test for a separable covariance structure with the first component as compound symmetric correlation matrix pp. 105-124 Downloads
Katarzyna Filipiak, Daniel Klein and Anuradha Roy
Exact and asymptotic tests on a factor model in low and large dimensions with applications pp. 125-151 Downloads
Taras Bodnar and Markus Reiß
Bivariate Conway–Maxwell–Poisson distribution: Formulation, properties, and inference pp. 152-168 Downloads
Kimberly F. Sellers, Darcy Steeg Morris and Narayanaswamy Balakrishnan
Single index quantile regression for heteroscedastic data pp. 169-182 Downloads
Eliana Christou and Michael G. Akritas
Minimax convergence rates for kernel CCA pp. 183-190 Downloads
Zengyan Fan and Heng Lian
Illumination problems in digital images. A statistical point of view pp. 191-213 Downloads
S. Geffray, N. Klutchnikoff and M. Vimond
Conditioned limit laws for inverted max-stable processes pp. 214-228 Downloads
Ioannis Papastathopoulos and Jonathan A. Tawn
Model identification using the Efficient Determination Criterion pp. 229-244 Downloads
Paulo Angelo Alves Resende and Chang Chung Yu Dorea
On the consistency of inversion-free parameter estimation for Gaussian random fields pp. 245-266 Downloads
Hossein Keshavarz, Clayton Scott and XuanLong Nguyen

Volume 149, issue C, 2016

Statistical consistency of coefficient-based conditional quantile regression pp. 1-12 Downloads
Jia Cai and Dao-Hong Xiang
Confidence intervals for high-dimensional partially linear single-index models pp. 13-29 Downloads
Thomas Gueuning and Gerda Claeskens
Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean pp. 30-53 Downloads
Prathapasinghe Dharmawansa
Maximum likelihood inference for the multivariate t mixture model pp. 54-64 Downloads
Wan-Lun Wang and Tsung-I Lin
Adaptive jump-preserving estimates in varying-coefficient models pp. 65-80 Downloads
Yan-Yong Zhao, Jin-Guan Lin, Xing-Fang Huang and Hong-Xia Wang
On permutation tests for predictor contribution in sufficient dimension reduction pp. 81-91 Downloads
Yuexiao Dong, Chaozheng Yang and Zhou Yu
Gaussian and robust Kronecker product covariance estimation: Existence and uniqueness pp. 92-113 Downloads
I. Soloveychik and D. Trushin
Marčenko–Pastur law for Tyler’s M-estimator pp. 114-123 Downloads
Teng Zhang, Xiuyuan Cheng and Amit Singer
More powerful tests for sparse high-dimensional covariances matrices pp. 124-143 Downloads
Liuhua Peng, Song Chen and Wen Zhou
Bias correction of the Akaike information criterion in factor analysis pp. 144-159 Downloads
Haruhiko Ogasawara
Composite partial likelihood estimation for length-biased and right-censored data with competing risks pp. 160-176 Downloads
Feipeng Zhang, Heng Peng and Yong Zhou
Asymptotic properties of multivariate tapering for estimation and prediction pp. 177-191 Downloads
Reinhard Furrer, François Bachoc and Juan Du
A simpler spatial-sign-based two-sample test for high-dimensional data pp. 192-198 Downloads
Yang Li, Zhaojun Wang and Changliang Zou
High-dimensional consistency of rank estimation criteria in multivariate linear model pp. 199-212 Downloads
Yasunori Fujikoshi and Tetsuro Sakurai
Page updated 2016-12-06