Journal of Multivariate Analysis

1971 - 2026

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 212, issue C, 2026

On the use of the Gram matrix for multivariate functional principal components analysis

Steven Golovkine, Edward Gunning, Andrew J. Simpkin and Norma Bargary

Nonlinear functional principal component analysis using neural networks

Rou Zhong, Jingxiao Zhang and Chunming Zhang

Robust two-way dimension reduction by Grassmannian barycenter

Zeyu Li, Yong He, Xinbing Kong and Xinsheng Zhang

Recent advances in principal component analysis for directional data

Anahita Nodehi, Meisam Moghimbeygi and Christophe Ley

Recovering Imbalanced Clusters via gradient-based projection pursuit

Martin Eppert, Satyaki Mukherjee and Debarghya Ghoshdastidar

Wasserstein projection pursuit of non-Gaussian signals

Satyaki Mukherjee, Soumendu Sundar Mukherjee and Debarghya Ghoshdastidar

Parametric convergence rate of a non-parametric estimator in multivariate mixtures of power series distributions under conditional independence

Fadoua Balabdaoui, Harald Besdziek and Yong Wang

Density and graph estimation with smoothing splines and conditional Gaussian graphical models

Runfei Luo, Anna Liu, Hao Dong and Yuedong Wang

Stochastic arrangement increasing property of skew-normal distributions

Jiajie Lu and Xiaohu Li

Symmetric Bernoulli distributions and minimal dependence copulas

Alessandro Mutti and Patrizia Semeraro

A componentwise estimation procedure for multivariate location and scatter: Robustness, efficiency and scalability

Soumya Chakraborty, Ayanendranath Basu and Abhik Ghosh

Estimation for partially time-varying spatial autoregressive panel data model under linear constraints

Lingling Tian, Chuanhua Wei, Bing Sun and Mixia Wu

Variable selection in mixture regression for longitudinal data based on joint mean–covariance model

Jing Yu and Jianxin Pan

Rank-based combination independence tests for high-dimensional data

Liqi Xia, Ruiyuan Cao, Jiang Du and Ling Liu

Estimation and testing for fixed effects partially linear nonparametric panel regression model with separable spatially and serially correlated error structure

Shuangshuang Li and Jianbao Chen

On convergence of regularized covariance estimator based on modified Cholesky decomposition

Yuli Liang, Deliang Dai and Shaobo Jin

A latent factor model for high-dimensional binary data

Jiaxin Shi, Yuan Gao, Rui Pan and Hansheng Wang

A latent space model for link prediction in statistical citation network

Rui Pan, Yuan Gao and Hansheng Wang

Type I multivariate Pólya-Aeppli distributions with applications

Claire Geldenhuys, Rene Ehlers and Andriette Bekker

Estimation of tensor factor model by iterative least squares

Yong He, Yujie Hou, Yalin Wang and Wen-Xin Zhou

Distributed estimation of spiked eigenvalues in spiked population models

Lu Yan and Jiang Hu

Threshold models for high-dimensional time series with network structure

Chi Tim Ng, Chun Yip Yau, Yuanbo Li and Lei Qin

Varying-coefficient quantile regression with effect under panel data and missing observation

Shu-Yu Li, Han-Ying Liang and Bao-Hua Wang

Testing multivariate normality for two-level structural equation models

Jiajuan Liang, Peter M. Bentler and Yiwen Cao

The mean tests with high dimensional data

Wenzhi Yang, Chi Yao, Yiming Liu, Guangming Pan and Wang Zhou

Fréchet kNN-based sufficient dimension reduction

Xueyan Huang, Rui Qiu and Zhou Yu

Limiting spectral distribution of high-dimensional integrated covariance matrices based on high-frequency data with multiple transactions

Moming Wang, Ningning Xia and Yong Zhou

Asymptotics for a discounted systemic risk measure in a multi-dimensional risk model with dependent claim sizes and stochastic return

Yang Yang, Zhenyuan Xu and Yahui Fan

Iterative sequential screening strategies for sparse recovery with computational advantages

Weixiong Liang and Yuehan Yang

Statistical guarantees for distribution estimation of contaminated data via DNN-based MoM-GANs

Fang Xie, Lihu Xu, Qiuran Yao and Huiming Zhang

On the two-sample Behrens–Fisher problem for high-dimensional data

Yongshuai Chen, Gongming Shi, Xiaomeng Yan and Baoxue Zhang

Testing and measuring the conditional mean (in)dependence for functional data by martingale difference-angle divergence

Tingyu Lai, Yingying Wang and Zhongzhan Zhang

Jump detection in single-index models with measurement error

Yuan Liu, Yan-Yong Zhao, Noriszura Ismail, Razik Ridzuan Mohd Tajuddin and Yuchun Zhang

Robust bilinear factor analysis based on the matrix-variate t distribution

Xuan Ma, Jianhua Zhao, Changchun Shang, Fen Jiang and Philip L.H. Yu

Uniform designs for experiments with branching and nested factors

Feng Yang, Zheng Zhou and Yongdao Zhou

Bayesian analysis of nonlinear structured latent factor models with a Gaussian process prior

Yimang Zhang, Xiaorui Wang and Jian Qing Shi

Volume 211, issue C, 2026

Hierarchical structure-guided high-dimensional multi-view clustering

Jiajia Jiang, Kuangnan Fang, Shuangge Ma and Qingzhao Zhang

Robust semi-functional censored regression

Tao Wang

Matérn and Generalized Wendland correlation models that parameterize hole effect, smoothness, and support

Xavier Emery, Moreno Bevilacqua and Emilio Porcu

On nonparametric functional data regression with incomplete observations

Majid Mojirsheibani

A unified selection consistency theorem for information criterion-based rank estimators in factor analysis

Toshinari Morimoto, Hung Hung and Su-Yun Huang

Efficiency of Markov chains for Bayesian linear regression models with heavy-tailed errors

Yasuyuki Hamura

Tree Pólya Splitting distributions for multivariate count data

Samuel Valiquette, Jean Peyhardi, Éric Marchand, Gwladys Toulemonde and Frédéric Mortier

A novel martingale difference correlation via data splitting with applications in feature screening

Zhengyu Zhu, Jicai Liu and Riquan Zhang

Joint graphical lasso with regularized aggregation

Jongik Chung, Qihu Zhang, Jennifer E. Mcdowell and Cheolwoo Park

Properties of CoVaR based on tail expansions of copulas

Xiaoting Li and Harry Joe

Identifying differential networks through high-dimensional two-sample inference

Hui Chen and Yinxu Jia

Dimension selection in tensor decompositions and envelope models

Xin Zhang, Wenbiao Zhao and Lixing Zhu

Optimal estimation for a family of sparse covariance matrices with missing data

Youming Liu and Li Miao

Estimating singular functions of kernel cross-covariance operators: An investigation of the Nyström method

Min Xu, Qi-Hang Zhou, Qin Fang and Zhuo-Xi Shi

Model-based Fréchet regression in (quotient) metric spaces with a focus on elastic curves

Lisa Steyer, Almond Stöcker and Sonja Greven

Ultra-high dimensional semiparametric dynamic high-order spatial autoregressive models

Feng Luo, Hongxia Xu, Guoliang Fan and Liping Zhu

Testing for patterns and structures in covariance and correlation matrices

Paavo Sattler and Dennis Dobler

Distance correlation in the presence of measurement errors

Xilin Zhang, Guoliang Fan and Liping Zhu

Random correlation matrices generated via partial correlation C-vines

Harry Joe and Dorota Kurowicka

Generalized implementation of invariant coordinate selection with positive semi-definite scatter matrices

Aurore Archimbaud

Invariant Coordinate Selection and Fisher discriminant subspace beyond the case of two groups

Colombe Becquart, Aurore Archimbaud, Anne Ruiz-Gazen, Luka Prilć and Klaus Nordhausen

ICS for complex data with application to outlier detection for density data

Camille Mondon, Huong Thi Trinh, Anne Ruiz-Gazen and Christine Thomas-Agnan

Star products and dimension reduction

Nicola Loperfido

Unsupervised linear discrimination using skewness

Una Radojičić, Klaus Nordhausen and Joni Virta

A unified framework of principal component analysis and factor analysis

Shifeng Xiong

Dimension reduction for outlier detection in high-dimensional data

Santiago Ortiz, Henry Laniado, Daniel Peña and Francisco J. Prieto

On the fourth cumulant tensor in projection pursuit for a flexible class of skewed models

Jorge M. Arevalillo and Hilario Navarro

Skewness and kurtosis projection pursuit for the multivariate extended skew-normal and skew-Student distributions

C.J. Adcock

Projection pursuit via kernel mean embeddings

Oliver Warth and Lutz Dümbgen

Cover it up! Bipartite graphs uncover identifiability in sparse factor analysis

Darjus Hosszejni and Sylvia Frühwirth-Schnatter

tSNE-Spec: A new classification method for multivariate time series data

Shubhajit Sen and Soudeep Deb

Enhancing spatial functional linear regression with robust dimension reduction methods

Ufuk Beyaztas, Abhijit Mandal and Han Lin Shang

Projection pursuit Bayesian regression for symmetric matrix predictors

Xiaomeng Ju, Hyung G. Park and Thaddeus Tarpey

Robust variable selection criteria for the penalized regression

Abhijit Mandal and Samiran Ghosh

Parsimonious multivariate structural spatial models with intra-location feedback

Hossein Asgharian, Krzysztof Podgórski and Nima Shariati