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Journal of Multivariate Analysis

1971 - 2017

Current editor(s): de Leeuw, J.

From Elsevier
Series data maintained by Dana Niculescu ().

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Volume 161, issue C, 2017

SURE estimates under dependence and heteroscedasticity pp. 1-11 Downloads
Xinbing Kong, Zhi Liu, Peng Zhao and Wang Zhou
Sparse representation of multivariate extremes with applications to anomaly detection pp. 12-31 Downloads
Nicolas Goix, Anne Sabourin and Stephan Clémençon
Multivariate intensity estimation via hyperbolic wavelet selection pp. 32-57 Downloads
Nathalie Akakpo
Estimation and incommutativity in mixed models pp. 58-67 Downloads
Dário Ferreira, Sandra Ferreira, Célia Nunes, Miguel Fonseca, Adilson Silva and João T. Mexia
A class of functional partially linear single-index models pp. 68-82 Downloads
Hui Ding, Yanghui Liu, Wenchao Xu and Riquan Zhang
Some high-dimensional one-sample tests based on functions of interpoint distances pp. 83-95 Downloads
Enakshi Saha, Soham Sarkar and Anil K. Ghosh
Vector quantile regression beyond the specified case pp. 96-102 Downloads
Guillaume Carlier, Victor Chernozhukov and Alfred Galichon
Variable selection and structure identification for varying coefficient Cox models pp. 103-122 Downloads
Toshio Honda and Ryota Yabe
Assessing skewness, kurtosis and normality in linear mixed models pp. 123-140 Downloads
Alexandra Soberón and Winfried Stute
Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering pp. 141-156 Downloads
Paula M. Murray, Ryan P. Browne and Paul D. McNicholas
Automated learning of t factor analysis models with complete and incomplete data pp. 157-171 Downloads
Wan-Lun Wang, Luis M. Castro and Tsung-I Lin
Robust sparse Gaussian graphical modeling pp. 172-190 Downloads
Kei Hirose, Hironori Fujisawa and Jun Sese
Feature screening in large scale cluster analysis pp. 191-212 Downloads
Trambak Banerjee, Gourab Mukherjee and Peter Radchenko

Volume 160, issue C, 2017

Extremal properties of order statistic distributions for dependent samples with partially known multidimensional marginals pp. 1-9 Downloads
Andrzej Okolewski
Goodness-of-fit tests in semiparametric transformation models using the integrated regression function pp. 10-30 Downloads
Benjamin Colling and Ingrid Van Keilegom
On stochastic comparisons of maximum order statistics from the location-scale family of distributions pp. 31-41 Downloads
Nil Kamal Hazra, Mithu Rani Kuiti, Maxim Finkelstein and Asok K. Nanda
Cross-validation estimation of covariance parameters under fixed-domain asymptotics pp. 42-67 Downloads
François Bachoc, Agnès Lagnoux and Thi Mong Ngoc Nguyen
Extremal attractors of Liouville copulas pp. 68-92 Downloads
Léo R. Belzile and Johanna G. Nešlehová
Nonparametric estimation of a function from noiseless observations at random points pp. 93-104 Downloads
Benedikt Bauer, Luc Devroye, Michael Kohler, Adam Krzyżak and Harro Walk
Model specification test in a semiparametric regression model for longitudinal data pp. 105-116 Downloads
Hyunkeun Cho and Seonjin Kim
A new test of independence for bivariate observations pp. 117-133 Downloads
D. Bagkavos and P.N. Patil
Robust inference in a linear functional model with replications using the t distribution pp. 134-145 Downloads
Manuel Galea and Mário de Castro
On optimal grouping and stochastic comparisons for heterogeneous items pp. 146-156 Downloads
Nil Kamal Hazra, Maxim Finkelstein and Ji Hwan Cha
Convergence rate of Bayesian supervised tensor modeling with multiway shrinkage priors pp. 157-168 Downloads
Rajarshi Guhaniyogi
Optimal detection of weak positive latent dependence between two sequences of multiple tests pp. 169-184 Downloads
Sihai Dave Zhao, T. Tony Cai and Hongzhe Li
Symmetric Gaussian mixture distributions with GGC scales pp. 185-194 Downloads
Stergios B. Fotopoulos

Volume 159, issue C, 2017

Quantile predictions for elliptical random fields pp. 1-17 Downloads
V. Maume-Deschamps, Didier Rulliere and A. Usseglio-Carleve
Likelihood ratio test for partial sphericity in high and ultra-high dimensions pp. 18-38 Downloads
Liliana Forzani, Antonella Gieco and Carlos Tolmasky
Smooth copula-based estimation of the conditional density function with a single covariate pp. 39-48 Downloads
Paul Janssen, Jan Swanepoel and Noël Veraverbeke
Non-linear models for extremal dependence pp. 49-66 Downloads
Linda Mhalla, Valérie Chavez-Demoulin and Philippe Naveau
Skew-rotationally-symmetric distributions and related efficient inferential procedures pp. 67-81 Downloads
Christophe Ley and Thomas Verdebout
Asymptotic behavior of the empirical multilinear copula process under broad conditions pp. 82-110 Downloads
Christian Genest, Johanna G. Nešlehová and Bruno Rémillard
Score tests for covariate effects in conditional copulas pp. 111-133 Downloads
Irène Gijbels, Marek Omelka, Michal Pešta and Noël Veraverbeke
Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix pp. 138-150 Downloads
Hisayuki Tsukuma and Tatsuya Kubokawa
Finite mixture modeling of censored data using the multivariate Student-t distribution pp. 151-167 Downloads
Víctor H. Lachos, Edgar J. López Moreno, Kun Chen and Celso Rômulo Barbosa Cabral
Varying coefficient functional autoregressive model with application to the U.S. treasuries pp. 168-183 Downloads
Meng Xu, Jialiang Li and Ying Chen
Multivariate initial sequence estimators in Markov chain Monte Carlo pp. 184-199 Downloads
Ning Dai and Galin L. Jones

Volume 158, issue C, 2017

Domains of weak continuity of statistical functionals with a view toward robust statistics pp. 1-19 Downloads
Volker Krätschmer, Alexander Schied and Henryk Zähle
Reduced form vector directional quantiles pp. 20-30 Downloads
Gabriel Montes-Rojas
Dirichlet ARMA models for compositional time series pp. 31-46 Downloads
Tingguo Zheng and Rong Chen
A new minimum contrast approach for inference in single-index models pp. 47-59 Downloads
Weiyu Li and Valentin Patilea
Unbiased risk estimates for matrix estimation in the elliptical case pp. 60-72 Downloads
Stéphane Canu and Dominique Fourdrinier
Estimation of parameters under a generalized growth curve model pp. 73-86 Downloads
Katarzyna Filipiak and Daniel Klein
Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components pp. 87-102 Downloads
Jorge Navarro and Fabrizio Durante
Nonparametric tests for multi-parameter M-estimators pp. 103-116 Downloads
John E. Kolassa and John Robinson

Volume 157, issue C, 2017

Joint rank and variable selection for parsimonious estimation in a high-dimensional finite mixture regression model pp. 1-13 Downloads
Emilie Devijver
Bayesian sparse reduced rank multivariate regression pp. 14-28 Downloads
Gyuhyeong Goh, Dipak K. Dey and Kun Chen
Multivariate elliptical truncated moments pp. 29-44 Downloads
Juan C. Arismendi and Simon Broda
A calibration method for non-positive definite covariance matrix in multivariate data analysis pp. 45-52 Downloads
Chao Huang, Daniel Farewell and Jianxin Pan
A weighted localization of halfspace depth and its properties pp. 53-69 Downloads
Lukáš Kotík and Daniel Hlubinka
High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices pp. 70-86 Downloads
Hirokazu Yanagihara, Ryoya Oda, Yusuke Hashiyama and Yasunori Fujikoshi
Multiple correspondence analysis and the multilogit bilinear model pp. 87-102 Downloads
William Fithian and Julie Josse
Bayesian inference for higher-order ordinary differential equation models pp. 103-114 Downloads
Prithwish Bhaumik and Subhashis Ghosal
Exactly and almost compatible joint distributions for high-dimensional discrete conditional distributions pp. 115-123 Downloads
Kun-Lin Kuo, Chwan-Chin Song and Thomas J. Jiang
Asymptotic Fisher information matrix of Markov switching VARMA models pp. 124-135 Downloads
Maddalena Cavicchioli
Page updated 2017-11-19