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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 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

Volume 148, issue C, 2016

Estimation of a high-dimensional covariance matrix with the Stein loss pp. 1-17 Downloads
Hisayuki Tsukuma
On conditional prediction errors in mixed models with application to small area estimation pp. 18-33 Downloads
Shonosuke Sugasawa and Tatsuya Kubokawa
Weighted composite quantile regression for single-index models pp. 34-48 Downloads
Rong Jiang, Wei-Min Qian and Zhan-Gong Zhou
Exploratory factor analysis—Parameter estimation and scores prediction with high-dimensional data pp. 49-59 Downloads
Rolf Sundberg and Uwe Feldmann
Estimation in singular linear models with stepwise inclusion of linear restrictions pp. 60-72 Downloads
Xingwei Ren
Analysis of bivariate zero inflated count data with missing responses pp. 73-82 Downloads
Miao Yang, Kalyan Das and Anandamayee Majumdar
Stochastic orderings for elliptical random vectors pp. 83-88 Downloads
Xiaoqing Pan, Guoxin Qiu and Taizhong Hu
Model-free sure screening via maximum correlation pp. 89-106 Downloads
Qiming Huang and Yu Zhu
A general setting for symmetric distributions and their relationship to general distributions pp. 107-119 Downloads
P.E. Jupp, G. Regoli and A. Azzalini
On local asymptotic normality for functional autoregressive processes pp. 120-140 Downloads
Nesrine Kara-Terki and Tahar Mourid
Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates pp. 141-159 Downloads
Agathe Guilloux, Sarah Lemler and Marie-Luce Taupin
Spectral analysis of the Moore–Penrose inverse of a large dimensional sample covariance matrix pp. 160-172 Downloads
Taras Bodnar, Holger Dette and Nestor Parolya
Characterizations of the class of bivariate Gompertz distributions pp. 173-179 Downloads
Nikolai Kolev

Volume 147, issue C, 2016

Improved second order estimation in the singular multivariate normal model pp. 1-19 Downloads
Didier Chételat and Martin T. Wells
Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods pp. 20-37 Downloads
Haruhiko Ogasawara
Multivariate trend function testing with mixed stationary and integrated disturbances pp. 38-57 Downloads
Ke-Li Xu
Bootstrap likelihood ratio confidence bands for survival functions under random censorship and its semiparametric extension pp. 58-81 Downloads
Sundarraman Subramanian
Local convex hull support and boundary estimation pp. 82-101 Downloads
C. Aaron and O. Bodart
Influence analysis of robust Wald-type tests pp. 102-126 Downloads
Abhik Ghosh, Abhijit Mandal, Nirian Martín and Leandro Pardo
Robust ridge estimator in restricted semiparametric regression models pp. 127-144 Downloads
Mahdi Roozbeh
Influence measures and stability for graphical models pp. 145-154 Downloads
Avner Bar-Hen and Jean-Michel Poggi
Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices pp. 155-167 Downloads
Thorsten Neuschel and Dries Stivigny
Efficiency in multivariate functional nonparametric models with autoregressive errors pp. 168-182 Downloads
S. Dabo-Niang, S. Guillas and C. Ternynck
Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors pp. 183-201 Downloads
Guo-Liang Fan, Han-Ying Liang and Yu Shen
Simultaneous variable selection and de-coarsening in multi-path change-point models pp. 202-217 Downloads
Azadeh Shohoudi, Abbas Khalili, David B. Wolfson and Masoud Asgharian
Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors pp. 218-233 Downloads
Jan Beran and Haiyan Liu
Detecting weak signals in high dimensions pp. 234-246 Downloads
X. Jessie Jeng
An objective general index for multivariate ordered data pp. 247-264 Downloads
Tomonari Sei
On the Tracy–Widom approximation of studentized extreme eigenvalues of Wishart matrices pp. 265-272 Downloads
Rohit S. Deo
Semi-parametric survival function estimators deduced from an identifying Volterra type integral equation pp. 273-284 Downloads
Gerhard Dikta, Martin Reißel and Carsten Harlaß
Local linear regression on correlated survival data pp. 285-294 Downloads
Zhezhen Jin and Wenqing He
Decomposition of an autoregressive process into first order processes pp. 295-314 Downloads
Michael J. Monsour

Volume 146, issue C, 2016

Supervised singular value decomposition and its asymptotic properties pp. 7-17 Downloads
Gen Li, Dan Yang, Andrew B. Nobel and Haipeng Shen
COBRA: A combined regression strategy pp. 18-28 Downloads
Gérard Biau, Aurélie Fischer, Benjamin Guedj and James D. Malley
On the estimation of the functional Weibull tail-coefficient pp. 29-45 Downloads
Laurent Gardes and Stéphane Girard
Weak convergence of discretely observed functional data with applications pp. 46-62 Downloads
Stanislav Nagy, Irène Gijbels and Daniel Hlubinka
Consistent variable selection for functional regression models pp. 63-71 Downloads
Julian A.A. Collazos, Ronaldo Dias and Adriano Z. Zambom
On the asymptotics of random forests pp. 72-83 Downloads
Erwan Scornet
Kriging for Hilbert-space valued random fields: The operatorial point of view pp. 84-94 Downloads
Alessandra Menafoglio and Giovanni Petris
A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data pp. 95-104 Downloads
Han Lin Shang
Adaptive estimation in the functional nonparametric regression model pp. 105-118 Downloads
Gaëlle Chagny and Angelina Roche
Detecting and estimating intensity of jumps for discretely observed ARMAD(1,1) processes pp. 119-137 Downloads
D. Blanke and D. Bosq
Plug-in prediction intervals for a special class of standard ARH(1) processes pp. 138-150 Downloads
M.D. Ruiz-Medina, E. Romano and R. Fernández-Pascual
A semiparametric factor model for CDO surfaces dynamics pp. 151-163 Downloads
Barbara Choroś-Tomczyk, Wolfgang Härdle and Ostap Okhrin
Sharp minimax tests for large Toeplitz covariance matrices with repeated observations pp. 164-176 Downloads
Cristina Butucea and Rania Zgheib
Combining a relaxed EM algorithm with Occam’s razor for Bayesian variable selection in high-dimensional regression pp. 177-190 Downloads
Pierre Latouche, Pierre-Alexandre Mattei, Charles Bouveyron and Julien Chiquet
Feature selection for functional data pp. 191-208 Downloads
Ricardo Fraiman, Yanina Gimenez and Marcela Svarc
Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms: Lp and almost sure rates of convergence pp. 209-222 Downloads
Antoine Godichon-Baggioni
Direct shrinkage estimation of large dimensional precision matrix pp. 223-236 Downloads
Taras Bodnar, Arjun K. Gupta and Nestor Parolya
Shape classification based on interpoint distance distributions pp. 237-247 Downloads
José R. Berrendero, Antonio Cuevas and Beatriz Pateiro-López
Worst possible sub-directions in high-dimensional models pp. 248-260 Downloads
Sara van de Geer
Relative-error prediction in nonparametric functional statistics: Theory and practice pp. 261-268 Downloads
Jacques Demongeot, Ali Hamie, Ali Laksaci and Mustapha Rachdi
A nonlinear aggregation type classifier pp. 269-281 Downloads
Alejandro Cholaquidis, Ricardo Fraiman, Juan Kalemkerian and Pamela Llop
Gap between orthogonal projectors—Application to stationary processes pp. 282-300 Downloads
Alain Boudou and Sylvie Viguier-Pla
Multivariate functional linear regression and prediction pp. 301-312 Downloads
Jeng-Min Chiou, Ya-Fang Yang and Yu-Ting Chen
Generalized linear model with functional predictors and their derivatives pp. 313-324 Downloads
Aziza Ahmedou, Jean-Marie Marion and Besnik Pumo
An angle-based multivariate functional pseudo-depth for shape outlier detection pp. 325-340 Downloads
Sonja Kuhnt and André Rehage
Optimal sampling designs for nonparametric estimation of spatial averages of random fields pp. 341-351 Downloads
Karim Benhenni and Yingcai Su
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