Journal of Multivariate Analysis
1971 - 2025
Current editor(s): de Leeuw, J. From Elsevier
Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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Volume 207, issue C, 2025
- On the consistency of the jackknife estimator of the asymptotic variance of spatial median
- František Rublík
- Quadratic inference with dense functional responses
- Pratim Guha Niyogi and Ping-Shou Zhong
- High-dimensional projection-based ANOVA test
- Weihao Yu, Qi Zhang and Weiyu Li
- Semi-functional varying coefficient mode-based regression
- Tao Wang
- Sequential estimation of high-dimensional signal plus noise models under general elliptical frameworks
- Li Yanpeng, Xie Jiahui, Zhou Guoliang and Zhou Wang
- Fisher’s legacy of directional statistics, and beyond to statistics on manifolds
- Kanti V. Mardia
- SFQRA: Scaled factor-augmented quantile regression with aggregation in conditional mean forecasting
- Lei Shu, Yifan Hao, Yu Chen and Qing Yang
- An exponential inequality for Hilbert-valued U-statistics of i.i.d. data
- Davide Giraudo
- Model averaging for global Fréchet regression
- Daisuke Kurisu and Taisuke Otsu
- Classification using global and local Mahalanobis distances
- Annesha Ghosh, Anil K. Ghosh, Rita SahaRay and Soham Sarkar
- Tree-structured Markov random fields with Poisson marginal distributions
- Benjamin Côté, Hélène Cossette and Etienne Marceau
- Semiparametric density estimation with localized Bregman divergence
- Daisuke Matsuno and Kanta Naito
- Consistency of empirical distributions of sequences of graph statistics in networks with dependent edges
- Jonathan R. Stewart
- A review of multivariate permutation tests: Findings and trends
- Rosa Arboretti, Elena Barzizza, Nicoló Biasetton and Marta Disegna
- Graph-constrained analysis for multivariate functional data
- Debangan Dey, Sudipto Banerjee, Martin A. Lindquist and Abhirup Datta
Volume 206, issue C, 2025
- Sparse functional varying-coefficient mixture regression
- Qingzhi Zhong and Xinyuan Song
- A general approach for testing independence in Hilbert spaces
- Daniel Gaigall, Shunyao Wu and Hua Liang
- Multivariate robust linear models for multivariate longitudinal data
- Keunbaik Lee, Jongwoo Choi, Eun Jin Jang and Dipak Dey
- Efficient estimation of a partially linear panel data model with cross-sectional dependence
- Alexandra Soberon, Massimiliano Mazzanti, Antonio Musolesi and Juan M. Rodriguez-Poo
- New multivariate Gini’s indices
- Marco Capaldo and Jorge Navarro
- Alteration detection of tensor dependence structure via sparsity-exploited reranking algorithm
- Li Ma, Shenghao Qin and Yin Xia
- Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule
- Jakub Woźny, Piotr Jaworski, Damian Jelito, Marcin Pitera and Agnieszka Wyłomańska
- Equality tests of covariance matrices under a low-dimensional factor structure
- Masashi Hyodo, Takahiro Nishiyama, Hiroki Watanabe, Tomoyuki Nakagawa and Kouji Tahata
Volume 204, issue C, 2024
- Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests
- Šárka Hudecová and Miroslav Šiman
- Double penalized variable selection for high-dimensional partial linear mixed effects models
- Yiping Yang, Chuanqin Luo and Weiming Yang
- An approximation to peak detection power using Gaussian random field theory
- Yu Zhao, Dan Cheng and Armin Schwartzman
- Dependent censoring with simultaneous death times based on the Generalized Marshall–Olkin model
- Mikael Escobar-Bach and Salima Helali
- Two-sample test for high-dimensional covariance matrices: A normal-reference approach
- Jingyi Wang, Tianming Zhu and Jin-Ting Zhang
- Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes
- Alexander Petersen
- The inner partial least square: An exploration of the “necessary” dimension reduction
- Yunjian Yin and Lan Liu
- Conjugacy properties of multivariate unified skew-elliptical distributions
- Maicon J. Karling, Daniele Durante and Marc G. Genton
- Cross projection test for mean vectors via multiple random splits in high dimensions
- Guanpeng Wang, Jiujing Wu and Hengjian Cui
- Bayesian covariance structure modeling of interval-censored multi-way nested survival data
- Stef Baas, Jean-Paul Fox and Richard J. Boucherie
- Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation
- Yongli Sang and Xin Dang
- Invariant correlation under marginal transforms
- Takaaki Koike, Liyuan Lin and Ruodu Wang
Volume 203, issue C, 2024
- Testing distributional equality for functional random variables
- Bilol Banerjee
- Multivariate directional tail-weighted dependence measures
- Xiaoting Li and Harry Joe
- Multivariate unified skew-t distributions and their properties
- Kesen Wang, Maicon J. Karling, Reinaldo B. Arellano-Valle and Marc G. Genton
- Bayesian inference of graph-based dependencies from mixed-type data
- Chiara Galimberti, Stefano Peluso and Federico Castelletti
- Tuning-free sparse clustering via alternating hard-thresholding
- Wei Dong, Chen Xu, Jinhan Xie and Niansheng Tang
- On the Mai–Wang stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant
- Christian Genest and Johanna G. Nešlehová
- Adaptive directional estimator of the density in Rd for independent and mixing sequences
- Sinda Ammous, Jérôme Dedecker and Céline Duval
- Sparse subspace clustering in diverse multiplex network model
- Majid Noroozi and Marianna Pensky
- Distribution-on-distribution regression with Wasserstein metric: Multivariate Gaussian case
- Ryo Okano and Masaaki Imaizumi
- Tensor recovery in high-dimensional Ising models
- Tianyu Liu, Somabha Mukherjee and Rahul Biswas
- Parametric dependence between random vectors via copula-based divergence measures
- Steven De Keyser and Irène Gijbels
- Ordinal pattern dependence and multivariate measures of dependence
- Angelika Silbernagel and Alexander Schnurr
- Bias correction for kernel density estimation with spherical data
- Yasuhito Tsuruta
- Low-rank tensor regression for selection of grouped variables
- Yang Chen, Ziyan Luo and Lingchen Kong
- Max-convolution processes with random shape indicator kernels
- Pavel Krupskii and Raphaël Huser
- Fisher’s pioneering work on discriminant analysis and its impact on Artificial Intelligence
- Kanti V. Mardia
- Exponential bounds for regularized Hotelling’s T2 statistic in high dimension
- El Mehdi Issouani, Patrice Bertail and Emmanuelle Gautherat
- Composite expectile estimation in partial functional linear regression model
- Ping Yu, Xinyuan Song and Jiang Du
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