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Journal of Multivariate Analysis

1971 - 2022

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 192, issue C, 2022

Response envelopes for linear coregionalization models Downloads
Paul May, Matthew Biesecker and Hossein Moradi Rekabdarkolaee
Spatially clustered varying coefficient model Downloads
Fangzheng Lin, Yanlin Tang, Huichen Zhu and Zhongyi Zhu
Functional linear regression with truncated signatures Downloads
Adeline Fermanian
Approximate least squares estimators of a two-dimensional chirp model Downloads
Abhinek Shukla, Rhythm Grover, Debasis Kundu and Amit Mitra
Inference of a time-varying coefficient regression model for multivariate panel count data Downloads
Yuanyuan Guo, Dayu Sun and Jianguo Sun
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings Downloads
Daniel Klein, Jolanta Pielaszkiewicz and Katarzyna Filipiak
Edge statistics of large dimensional deformed rectangular matrices Downloads
Xiucai Ding and Fan Yang
Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework Downloads
Alexis Boulin, Elena Di Bernardino, Thomas Laloë and Gwladys Toulemonde
Order selection for regression-based hidden Markov model Downloads
Yiqi Lin and Xinyuan Song
On the tail behaviour of aggregated random variables Downloads
Jordan Richards and Jonathan A. Tawn
The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate Downloads
Kyoungjae Lee, Seongil Jo and Jaeyong Lee
Nonparametric variable screening for multivariate additive models Downloads
Hui Ding, Jian Zhang and Riquan Zhang
Canonical quantile regression Downloads
Stephen Portnoy
Estimation of multivariate asymmetric power GARCH models Downloads
Y. Boubacar Maïnassara, O. Kadmiri and B. Saussereau
Statistical analysis of a hierarchical clustering algorithm with outliers Downloads
Nicolas Klutchnikoff, Audrey Poterie and Laurent Rouvière
Estimation of functional-coefficient autoregressive models with measurement error Downloads
Pei Geng
High-dimensional robust approximated M-estimators for mean regression with asymmetric data Downloads
Bin Luo and Xiaoli Gao
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation Downloads
Shaofei Zhao and Guifang Fu
Conditions on which cokriging does not do better than kriging Downloads
Chae Young Lim and Wei-Ying Wu
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics Downloads
Fabian J.E. Telschow, Samuel Davenport and Armin Schwartzman
Laplace approximations for hypergeometric functions with Hermitian matrix argument Downloads
Ronald W. Butler and Andrew T.A. Wood
Sub-dimensional Mardia measures of multivariate skewness and kurtosis Downloads
Joydeep Chowdhury, Subhajit Dutta, Reinaldo B. Arellano-Valle and Marc G. Genton
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency Downloads
Donggyu Kim, Xinyu Song and Yazhen Wang
Estimation of spatial autoregressive models with covariate measurement errors Downloads
Guowang Luo, Mixia Wu and Zhen Pang
One-way MANOVA for functional data via Lawley–Hotelling trace test Downloads
Tianming Zhu, Jin-Ting Zhang and Ming-Yen Cheng
Subgroup analysis for high-dimensional functional regression Downloads
Xiaochen Zhang, Qingzhao Zhang, Shuangge Ma and Kuangnan Fang
Tests of serial dependence for multivariate time series with arbitrary distributions Downloads
Bouchra R. Nasri

Volume 191, issue C, 2022

Bayesian joint inference for multiple directed acyclic graphs Downloads
Kyoungjae Lee and Xuan Cao
Estimating multivariate density and its derivatives for mixed measurement error data Downloads
Linruo Guo, Weixing Song and Jianhong Shi
CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions Downloads
Yangchun Zhang, Jiang Hu and Weiming Li
Closed-form and bias-corrected estimators for the bivariate gamma distribution Downloads
Jun Zhao, Yu-Hyeong Jang and Hyoung-Moon Kim
Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices Downloads
Zeyu Wu and Cheng Wang
On weighted multivariate sign functions Downloads
Subhabrata Majumdar and Snigdhansu Chatterjee
Online statistical inference for parameters estimation with linear-equality constraints Downloads
Ruiqi Liu, Mingao Yuan and Zuofeng Shang
Dimension-wise scaled normal mixtures with application to finance and biometry Downloads
Antonio Punzo and Luca Bagnato
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path Downloads
Budhi Arta Surya
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm Downloads
Yesim Guney, Olcay Arslan and Fulya Gokalp Yavuz
t-copula from the viewpoint of tail dependence matrices Downloads
Nariankadu D. Shyamalkumar and Siyang Tao
Fréchet kernel sliced inverse regression Downloads
Yushen Dong and Yichao Wu
On attainability of Kendall’s tau matrices and concordance signatures Downloads
Alexander J. McNeil, Johanna G. Nešlehová and Andrew D. Smith
Measures of concordance and testing of independence in multivariate structure Downloads
Wenli Deng, Jinglong Wang and Riquan Zhang
Density ratio model with data-adaptive basis function Downloads
Archer Gong Zhang and Jiahua Chen

Volume 190, issue C, 2022

Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices Downloads
Nayel Bettache, Cristina Butucea and Marianne Sorba
Some clustering-based exact distribution-free k-sample tests applicable to high dimension, low sample size data Downloads
Biplab Paul, Shyamal K. De and Anil K. Ghosh
Generalized empirical likelihood for nonsmooth estimating equations with missing data Downloads
Li-E Cui, Puying Zhao and Niansheng Tang
A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance Downloads
Jiamin Liu, Shuangge Ma, Wangli Xu and Liping Zhu
Graph-valued regression: Prediction of unlabelled networks in a non-Euclidean graph space Downloads
Anna Calissano, Aasa Feragen and Simone Vantini
A generative approach to modeling data with quantitative and qualitative responses Downloads
Xiaoning Kang, Lulu Kang, Wei Chen and Xinwei Deng
Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution Downloads
Fahimeh Tourani-Farani and Iraj Kazemi
Mixture regression for longitudinal data based on joint mean–covariance model Downloads
Jing Yu, Tapio Nummi and Jianxin Pan
A generalized Mallows model based on ϕ-divergence measures Downloads
Maria Kateri and Nikolay I. Nikolov
Perturbation theory for cross data matrix-based PCA Downloads
Shao-Hsuan Wang and Su-Yun Huang
Identifiability and estimation of meta-elliptical copula generators Downloads
A. Derumigny and J.-D. Fermanian
Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes Downloads
Albert Vexler and Li Zou
Searching for a source of difference in graphical models Downloads
Vera Djordjilović and Monica Chiogna
Asymptotic properties of high-dimensional spatial median in elliptical distributions with application Downloads
Weiming Li and Yangchang Xu
Minimax and pointwise sequential changepoint detection and identification for general stochastic models Downloads
Serguei M. Pergamenchtchikov, Alexander G. Tartakovsky and Valentin S. Spivak
Diagonal nonlinear transformations preserve structure in covariance and precision matrices Downloads
Rebecca Morrison, Ricardo Baptista and Estelle Basor
Inference in functional linear quantile regression Downloads
Meng Li, Kehui Wang, Arnab Maity and Ana-Maria Staicu
Quadratic discriminant analysis by projection Downloads
Ruiyang Wu and Ning Hao
Anisotropic spectral cut-off estimation under multiplicative measurement errors Downloads
Sergio Brenner Miguel
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction Downloads
Canyi Chen, Wangli Xu and Liping Zhu
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics Downloads
Luke A. Prendergast and Jodie A. Smith
Targeted principal components regression Downloads
Karl Oskar Ekvall
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds Downloads
Corina Ciobotaru and Christian Mazza
Max-linear models in random environment Downloads
Claudia Klüppelberg and Ercan Sönmez
GARCH-type factor model Downloads
Yuanbo Li, Chi Tim Ng and Chun Yip Yau
Page updated 2022-12-07