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Journal of Multivariate Analysis

1971 - 2020

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 180, issue C, 2020

Copula-based regression models with data missing at random Downloads
Shigeyuki Hamori, Kaiji Motegi and Zheng Zhang
Nonlinear functional canonical correlation analysis via distance covariance Downloads
Hanbing Zhu, Rui Li, Riquan Zhang and Heng Lian
Locally optimal designs for multivariate generalized linear models Downloads
Osama Idais
Surface functional models Downloads
Ziqi Chen, Jianhua Hu and Hongtu Zhu
Asymptotics and practical aspects of testing normality with kernel methods Downloads
Natsumi Makigusa and Kanta Naito
Bivariate gamma model Downloads
Ruijian Han, Kani Chen and Chunxi Tan
Testing for spherical and elliptical symmetry Downloads
Isaia Albisetti, Fadoua Balabdaoui and Hajo Holzmann
Dimensionality reduction for binary data through the projection of natural parameters Downloads
Andrew J. Landgraf and Yoonkyung Lee
Single-index composite quantile regression for massive data Downloads
Rong Jiang and Keming Yu
On the structure of exchangeable extreme-value copulas Downloads
Jan-Frederik Mai and Matthias Scherer
A note on the regularity of optimal-transport-based center-outward distribution and quantile functions Downloads
Eustasio del Barrio, Alberto González-Sanz and Marc Hallin

Volume 179, issue C, 2020

Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings Downloads
Hiroki Watanabe, Masashi Hyodo and Shigekazu Nakagawa
Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors Downloads
Xuan Cao, Kshitij Khare and Malay Ghosh
Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix Downloads
Elvira Di Nardo
Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew t distributions Downloads
Sheng Wang, Dale L. Zimmerman and Patrick Breheny
Testing normality of data on a multivariate grid Downloads
Lajos Horvath, Piotr Kokoszka and Shixuan Wang
A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification Downloads
Shan Luo and Zehua Chen
Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix Downloads
Nobuki Takayama, Lin Jiu, Satoshi Kuriki and Yi Zhang
Univariate likelihood projections and characterizations of the multivariate normal distribution Downloads
Albert Vexler
Scalable interpretable learning for multi-response error-in-variables regression Downloads
Jie Wu, Zemin Zheng, Yang Li and Yi Zhang
Uniform joint screening for ultra-high dimensional graphical models Downloads
Zemin Zheng, Haiyu Shi, Yang Li and Hui Yuan
Continuous time hidden Markov model for longitudinal data Downloads
Jie Zhou, Xinyuan Song and Liuquan Sun
Linear orderings of the scale mixtures of the multivariate skew-normal distribution Downloads
Mehdi Amiri, Salman Izadkhah and Ahad Jamalizadeh
Testing for the significance of functional covariates Downloads
Samuel Maistre and Valentin Patilea
Scale and shape mixtures of matrix variate extended skew normal distributions Downloads
Amir Rezaei, Fatemeh Yousefzadeh and Reinaldo B. Arellano-Valle
Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions Downloads
Andréas Heinen and Alfonso Valdesogo Robles
A Conway–Maxwell-multinomial distribution for flexible modeling of clustered categorical data Downloads
Darcy Steeg Morris, Andrew M. Raim and Kimberly F. Sellers
Multivariate tests of independence and their application in correlation analysis between financial markets Downloads
Long Feng, Xiaoxu Zhang and Binghui Liu
Bayesian shrinkage estimation of negative multinomial parameter vectors Downloads
Yasuyuki Hamura and Tatsuya Kubokawa
Estimating sparse networks with hubs Downloads
Annaliza McGillivray, Abbas Khalili and David A. Stephens

Volume 178, issue C, 2020

Trinity tests of functions for conditional moment models Downloads
Jing Tao
Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data Downloads
Takamitsu Kurita
An objective prior for hyperparameters in normal hierarchical models Downloads
James O. Berger, Dongchu Sun and Chengyuan Song
An independence test based on recurrence rates Downloads
Juan Kalemkerian and Diego Fernández
A Central Limit Theorem for extrinsic antimeans and estimation of Veronese–Whitney means and antimeans on planar Kendall shape spaces Downloads
Yunfan Wang, Vic Patrangenaru and Ruite Guo
Pseudo-quantile functional data clustering Downloads
Joonpyo Kim and Hee-Seok Oh
Updating of the Gaussian graphical model through targeted penalized estimation Downloads
Wessel N. van Wieringen, Koen A. Stam, Carel F.W. Peeters and Mark A. van de Wiel
Likelihood ratio tests for many groups in high dimensions Downloads
Holger Dette and Nina Dörnemann
A goodness-of-fit test for elliptical distributions with diagnostic capabilities Downloads
Gilles R. Ducharme and Pierre Lafaye de Micheaux
Model-free feature screening for ultrahigh dimensional classification Downloads
Ying Sheng and Qihua Wang
Pairwise sparse + low-rank models for variables of mixed type Downloads
Frank Nussbaum and Joachim Giesen
Robust nonparametric estimation of the conditional tail dependence coefficient Downloads
Yuri Goegebeur, Armelle Guillou, Nguyen Khanh Le Ho and Jing Qin
Joint and marginal causal effects for binary non-independent outcomes Downloads
Monia Lupparelli and Alessandra Mattei
On Kendall’s regression Downloads
Alexis Derumigny and Jean-David Fermanian
Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims Downloads
Saeed Ariyafar, Mahbanoo Tata, Mohsen Rezapour and Mohsen Madadi
Parametrising correlation matrices Downloads
Peter J. Forrester and Jiyuan Zhang
Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application Downloads
Arup Bose and Walid Hachem
Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution Downloads
Ryota Yuasa and Tatsuya Kubokawa
Kurtosis test of modality for rotationally symmetric distributions on hyperspheres Downloads
Byungwon Kim, Jörn Schulz and Sungkyu Jung
Testing for independence of high-dimensional variables: ρV-coefficient based approach Downloads
Masashi Hyodo, Takahiro Nishiyama and Tatjana Pavlenko
Page updated 2020-10-23