Journal of Multivariate Analysis

1971 - 2026

Current editor(s): de Leeuw, J.

From Elsevier
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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

Volume 210, issue C, 2025

Understanding asymptotic consistency and its unique advantages in large sample statistical inference

Jiangzhou Wang, Binghui Liu, Bing-Yi Jing and Jianhua Guo

The k-sample problem using Gini covariance for large k

M.D. Jiménez-Gamero and M.R. Sillero-Denamiel

Random projection-based response best-subset selector for ultra-high dimensional multivariate data

Jianhua Hu, Tao Li, Xiaoqian Liu and Xu Liu

Additive regression for Riemannian functional responses

Jeong Min Jeon and Germain Van Bever

Robust factorization for high-dimensional matrix-variate observations

Yalin Wang and Long Yu

Error analysis for a statistical finite element method

Toni Karvonen, Fehmi Cirak and Mark Girolami

Robust signal recovery in Hadamard spaces

Georg Köstenberger and Thomas Stark

Test for a general trilinear hypothesis in the generalized growth curve model

Justine Dushimirimana, Isaac Kipchirchir Chumba, Lydia Musiga, Joseph Nzabanita and Ronald Waliaula Wanyonyi

Moment-type estimators for the Dirichlet and the multivariate gamma distributions

Ioannis Oikonomidis and Samis Trevezas

Robust functional inverse regression

Haoyang Cheng, Jianjun Xu and Qian Huang

Generalized score matching

Jiazhen Xu, Janice L. Scealy, Andrew T.A. Wood and Tao Zou

On properties of fractional posterior in generalized reduced-rank regression

The Tien Mai

Estimators for multivariate allometric regression model

Koji Tsukuda and Shun Matsuura

Inference for overparametrized hierarchical Archimedean copulas

Samuel Perreault, Yanbo Tang, Ruyi Pan and Nancy Reid

The multirank likelihood for semiparametric canonical correlation analysis

Jordan G. Bryan, Jonathan Niles-Weed and Peter D. Hoff

Enhanced HSIC for independence test via projection integration

Zhimei Li, Tianxuan Ding, Tingyou Zhou and Yaowu Zhang

Schrödinger bridge based deep conditional generative learning

Hanwen Huang and Manyu Huang

Uniform error bounds of Kriging interpolants of Gaussian random fields on metric spaces

Juan Du and Chunsheng Ma

Exact mean and covariance formulas after diagonal transformations of a multivariate normal

Rebecca Morrison and Estelle Basor

Likelihood ratio test for covariance matrix under multivariate t distribution with uncorrelated observations

Katarzyna Filipiak, Daniel Klein, Stepan Mazur and Malwina Mrowińska

Finite mixture representations of zero-and-N-inflated distributions for count-compositional data

André F.B. Menezes, Andrew C. Parnell and Keefe Murphy

Posterior contraction and uncertainty quantification for the multivariate spike-and-slab LASSO

Yunyi Shen and Sameer K. Deshpande

Conformal prediction for multivariate responses with Euclidean likelihood

Feichen Gan and Yukun Liu

Classifying elliptically distributed observations using the Ledoit–Wolf shrinkage approach

Rasoul Lotfi, Davood Shahsavani and Mohammad Arashi