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Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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Volume 210, issue C, 2025

Understanding asymptotic consistency and its unique advantages in large sample statistical inference Downloads
Jiangzhou Wang, Binghui Liu, Bing-Yi Jing and Jianhua Guo
The k-sample problem using Gini covariance for large k Downloads
M.D. Jiménez-Gamero and M.R. Sillero-Denamiel
Random projection-based response best-subset selector for ultra-high dimensional multivariate data Downloads
Jianhua Hu, Tao Li, Xiaoqian Liu and Xu Liu
Additive regression for Riemannian functional responses Downloads
Jeong Min Jeon and Germain Van Bever
Robust factorization for high-dimensional matrix-variate observations Downloads
Yalin Wang and Long Yu
Error analysis for a statistical finite element method Downloads
Toni Karvonen, Fehmi Cirak and Mark Girolami
Robust signal recovery in Hadamard spaces Downloads
Georg Köstenberger and Thomas Stark
Test for a general trilinear hypothesis in the generalized growth curve model Downloads
Justine Dushimirimana, Isaac Kipchirchir Chumba, Lydia Musiga, Joseph Nzabanita and Ronald Waliaula Wanyonyi
Moment-type estimators for the Dirichlet and the multivariate gamma distributions Downloads
Ioannis Oikonomidis and Samis Trevezas
Robust functional inverse regression Downloads
Haoyang Cheng, Jianjun Xu and Qian Huang
Generalized score matching Downloads
Jiazhen Xu, Janice L. Scealy, Andrew T.A. Wood and Tao Zou
On properties of fractional posterior in generalized reduced-rank regression Downloads
The Tien Mai
Estimators for multivariate allometric regression model Downloads
Koji Tsukuda and Shun Matsuura
Inference for overparametrized hierarchical Archimedean copulas Downloads
Samuel Perreault, Yanbo Tang, Ruyi Pan and Nancy Reid
The multirank likelihood for semiparametric canonical correlation analysis Downloads
Jordan G. Bryan, Jonathan Niles-Weed and Peter D. Hoff
Enhanced HSIC for independence test via projection integration Downloads
Zhimei Li, Tianxuan Ding, Tingyou Zhou and Yaowu Zhang
Schrödinger bridge based deep conditional generative learning Downloads
Hanwen Huang and Manyu Huang
Uniform error bounds of Kriging interpolants of Gaussian random fields on metric spaces Downloads
Juan Du and Chunsheng Ma
Exact mean and covariance formulas after diagonal transformations of a multivariate normal Downloads
Rebecca Morrison and Estelle Basor
Likelihood ratio test for covariance matrix under multivariate t distribution with uncorrelated observations Downloads
Katarzyna Filipiak, Daniel Klein, Stepan Mazur and Malwina Mrowińska
Finite mixture representations of zero-and-N-inflated distributions for count-compositional data Downloads
André F.B. Menezes, Andrew C. Parnell and Keefe Murphy
Posterior contraction and uncertainty quantification for the multivariate spike-and-slab LASSO Downloads
Yunyi Shen and Sameer K. Deshpande
Conformal prediction for multivariate responses with Euclidean likelihood Downloads
Feichen Gan and Yukun Liu
Classifying elliptically distributed observations using the Ledoit–Wolf shrinkage approach Downloads
Rasoul Lotfi, Davood Shahsavani and Mohammad Arashi

Volume 209, issue C, 2025

An operator theory approach to the evanescent part of a two-parametric weak-stationary stochastic process Downloads
Zbigniew Burdak, Marek Kosiek, Patryk Pagacz and Marek Słociński
Consistency for constrained maximum likelihood estimation and clustering based on mixtures of elliptically-symmetric distributions under general data generating processes Downloads
Pietro Coretto and Christian Hennig
A non-parametric U-statistic testing approach for multi-arm clinical trials with multivariate longitudinal data Downloads
Dhrubajyoti Ghosh and Sheng Luo
Convex comparison of Gaussian mixtures Downloads
Benjamin Jourdain and Gilles Pagès
High-dimensional data analysis: Change point detection via bootstrap MOSUM Downloads
Houlin Zhou, Hanbing Zhu and Xuejun Wang
Matrix variate gamma distributions with unrestricted shape parameter Downloads
Tomasz J. Kozubowski, Stepan Mazur and Krzysztof Podgórski
Measuring and testing tail equivalence Downloads
Takaaki Koike, Shogo Kato and Toshinao Yoshiba
Robust Bayesian graphical modeling using γ-divergence Downloads
Takahiro Onizuka and Shintaro Hashimoto
Deconvolution density estimation on Lie groups without auxiliary data Downloads
Jeong Min Jeon

Volume 208, issue C, 2025

Asymptotics for non-degenerate multivariate U-statistics with estimated nuisance parameters under the null and local alternative hypotheses Downloads
Alain Desgagné, Christian Genest and Frédéric Ouimet
New results for drift estimation in inhomogeneous stochastic differential equations Downloads
Fabienne Comte and Valentine Genon-Catalot
Statistical analysis of parsimonious high-order multivariate finite Markov chains based on sufficient statistics Downloads
Yuriy Kharin and Valeriy Voloshko
On a class of finite mixture models that includes hidden Markov models Downloads
Francesco Bartolucci, Silvia Pandolfi and Fulvia Pennoni
Improved Gaussian mean matrix estimators in high-dimensional data Downloads
Arash A. Foroushani and Sévérien Nkurunziza
Set-valued expectiles for ordered data analysis Downloads
Andreas H. Hamel and Thi Khanh Linh Ha
On estimation and order selection for multivariate extremes via clustering Downloads
Shiyuan Deng, He Tang and Shuyang Bai
Markov switching multiple-equation tensor regressions Downloads
Roberto Casarin, Radu V. Craiu and Qing Wang
Ledoit-Wolf linear shrinkage with unknown mean Downloads
Benoît Oriol and Alexandre Miot
Geometric scale mixtures of normal distributions Downloads
Deepak Prajapati, Sobhan Shafiei, Debasis Kundu and Ahad Jamalizadeh
Minimaxity under the half-Cauchy prior Downloads
Yuzo Maruyama and Takeru Matsuda
Maximum spacing estimation for multivariate observations under a general class of information-type measures Downloads
Kristi Kuljus, Han Bao and Bo Ranneby
Asymptotics of estimators for structured covariance matrices Downloads
Hendrik Paul Lopuhaä
Hoeffding decomposition of functions of random dependent variables Downloads
Marouane Il Idrissi, Nicolas Bousquet, Fabrice Gamboa, Bertrand Iooss and Jean-Michel Loubes

Volume 207, issue C, 2025

On the consistency of the jackknife estimator of the asymptotic variance of spatial median Downloads
František Rublík
Quadratic inference with dense functional responses Downloads
Pratim Guha Niyogi and Ping-Shou Zhong
High-dimensional projection-based ANOVA test Downloads
Weihao Yu, Qi Zhang and Weiyu Li
Semi-functional varying coefficient mode-based regression Downloads
Tao Wang
Sequential estimation of high-dimensional signal plus noise models under general elliptical frameworks Downloads
Li Yanpeng, Xie Jiahui, Zhou Guoliang and Zhou Wang
Fisher’s legacy of directional statistics, and beyond to statistics on manifolds Downloads
Kanti V. Mardia
SFQRA: Scaled factor-augmented quantile regression with aggregation in conditional mean forecasting Downloads
Lei Shu, Yifan Hao, Yu Chen and Qing Yang
An exponential inequality for Hilbert-valued U-statistics of i.i.d. data Downloads
Davide Giraudo
Model averaging for global Fréchet regression Downloads
Daisuke Kurisu and Taisuke Otsu
Classification using global and local Mahalanobis distances Downloads
Annesha Ghosh, Anil K. Ghosh, Rita SahaRay and Soham Sarkar
Tree-structured Markov random fields with Poisson marginal distributions Downloads
Benjamin Côté, Hélène Cossette and Etienne Marceau
Semiparametric density estimation with localized Bregman divergence Downloads
Daisuke Matsuno and Kanta Naito
Consistency of empirical distributions of sequences of graph statistics in networks with dependent edges Downloads
Jonathan R. Stewart
A review of multivariate permutation tests: Findings and trends Downloads
Rosa Arboretti, Elena Barzizza, Nicoló Biasetton and Marta Disegna
Graph-constrained analysis for multivariate functional data Downloads
Debangan Dey, Sudipto Banerjee, Martin A. Lindquist and Abhirup Datta
Page updated 2025-10-17