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 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
Volume 209, issue C, 2025
- An operator theory approach to the evanescent part of a two-parametric weak-stationary stochastic process

- 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

- Pietro Coretto and Christian Hennig
- A non-parametric U-statistic testing approach for multi-arm clinical trials with multivariate longitudinal data

- Dhrubajyoti Ghosh and Sheng Luo
- Convex comparison of Gaussian mixtures

- Benjamin Jourdain and Gilles Pagès
- High-dimensional data analysis: Change point detection via bootstrap MOSUM

- Houlin Zhou, Hanbing Zhu and Xuejun Wang
- Matrix variate gamma distributions with unrestricted shape parameter

- Tomasz J. Kozubowski, Stepan Mazur and Krzysztof Podgórski
- Measuring and testing tail equivalence

- Takaaki Koike, Shogo Kato and Toshinao Yoshiba
- Robust Bayesian graphical modeling using γ-divergence

- Takahiro Onizuka and Shintaro Hashimoto
- Deconvolution density estimation on Lie groups without auxiliary data

- 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

- 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
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