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 208, issue C, 2025

Asymptotics for non-degenerate multivariate U-statistics with estimated nuisance parameters under the null and local alternative hypotheses

Alain Desgagné, Christian Genest and Frédéric Ouimet

New results for drift estimation in inhomogeneous stochastic differential equations

Fabienne Comte and Valentine Genon-Catalot

Statistical analysis of parsimonious high-order multivariate finite Markov chains based on sufficient statistics

Yuriy Kharin and Valeriy Voloshko

On a class of finite mixture models that includes hidden Markov models

Francesco Bartolucci, Silvia Pandolfi and Fulvia Pennoni

Improved Gaussian mean matrix estimators in high-dimensional data

Arash A. Foroushani and Sévérien Nkurunziza

Set-valued expectiles for ordered data analysis

Andreas H. Hamel and Thi Khanh Linh Ha

On estimation and order selection for multivariate extremes via clustering

Shiyuan Deng, He Tang and Shuyang Bai

Markov switching multiple-equation tensor regressions

Roberto Casarin, Radu V. Craiu and Qing Wang

Ledoit-Wolf linear shrinkage with unknown mean

Benoît Oriol and Alexandre Miot

Geometric scale mixtures of normal distributions

Deepak Prajapati, Sobhan Shafiei, Debasis Kundu and Ahad Jamalizadeh

Minimaxity under the half-Cauchy prior

Yuzo Maruyama and Takeru Matsuda

Maximum spacing estimation for multivariate observations under a general class of information-type measures

Kristi Kuljus, Han Bao and Bo Ranneby

Asymptotics of estimators for structured covariance matrices

Hendrik Paul Lopuhaä

Hoeffding decomposition of functions of random dependent variables

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

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 205, issue C, 2025

Scaled envelope models for multivariate time series

H.M. Wiranthe B. Herath and S. Yaser Samadi

A bias-corrected Srivastava-type test for cross-sectional independence

Kai Xu, Mingxiang Cao and Qing Cheng

Data depth functions for non-standard data by use of formal concept analysis

Hannah Blocher and Georg Schollmeyer

Large sample correlation matrices with unbounded spectrum

Yanpeng Li

Detection and localization of changes in a panel of densities

Tim Kutta, Agnieszka Jach, Michel Ferreira Cardia Haddad, Piotr Kokoszka and Haonan Wang

Explicit bivariate simplicial depth

Erik Mendroš and Stanislav Nagy

Birge ratio method for modeling dark uncertainty in multivariate meta-analyses and inter-laboratory studies

Olha Bodnar and Taras Bodnar

On the exact region determined by Spearman’s ρ and Blest’s measure of rank correlation ν for bivariate extreme-value copulas

Marco Tschimpke

A conditional distribution function-based measure for independence and K-sample tests in multivariate data

Li Wang, Hongyi Zhou, Weidong Ma and Ying Yang

Diagnostic checking of periodic vector autoregressive time series models with dependent errors

Yacouba Boubacar Maïnassara and Eugen Ursu

Covariance parameter estimation of Gaussian processes with approximated functional inputs

Lucas Reding, Andrés F. López-Lopera and François Bachoc

PDE-regularised spatial quantile regression

Cristian Castiglione, Eleonora Arnone, Mauro Bernardi, Alessio Farcomeni and Laura M. Sangalli

Maximum likelihood estimation of elliptical tail

Moosup Kim and Sangyeol Lee