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Journal of Multivariate Analysis

1971 - 2018

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 168, issue C, 2018

Estimation of two high-dimensional covariance matrices and the spectrum of their ratio pp. 1-29 Downloads
Jun Wen
Shape-preserving wavelet-based multivariate density estimation pp. 30-47 Downloads
Aya-Moreno, Carlos, Gery Geenens and Spiridon Penev
Joint sufficient dimension reduction for estimating continuous treatment effect functions pp. 48-62 Downloads
Ming-Yueh Huang and Kwun Chuen Gary Chan
Classified mixed logistic model prediction pp. 63-74 Downloads
Hanmei Sun, Thuan Nguyen, Yihui Luan and Jiming Jiang
Wavelet eigenvalue regression for n-variate operator fractional Brownian motion pp. 75-104 Downloads
Patrice Abry and Gustavo Didier
Sparse estimation for functional semiparametric additive models pp. 105-118 Downloads
Peijun Sang, Richard A. Lockhart and Jiguo Cao
Robust network-based analysis of the associations between (epi)genetic measurements pp. 119-130 Downloads
Cen Wu, Qingzhao Zhang, Yu Jiang and Shuangge Ma
D-optimal design for the heteroscedastic Berman model on an arc pp. 131-141 Downloads
Xin Liu, Rong-Xian Yue and Weng Kee Wong
Generalized principal Hessian directions for mixture multivariate skew elliptical distributions pp. 142-159 Downloads
Fei Chen, Lei Shi, Xuehu Zhu and Lixing Zhu
On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings pp. 160-173 Downloads
Masashi Hyodo, Hiroki Watanabe and Takashi Seo
Stochastic comparisons and multivariate dependence for the epoch times of trend renewal processes pp. 174-184 Downloads
Francisco German Badía, Carmen Sangüesa and Ji Hwan Cha
Efficient likelihood computations for some multivariate Gaussian Markov random fields pp. 185-200 Downloads
L. Ippoliti, R.J. Martin and L. Romagnoli
An RKHS-based approach to double-penalized regression in high-dimensional partially linear models pp. 201-210 Downloads
Wenquan Cui, Haoyang Cheng and Jiajing Sun
Approximate least squares estimators of a two-dimensional chirp model and their asymptotic properties pp. 211-220 Downloads
Rhythm Grover, Debasis Kundu and Amit Mitra
Time-varying correlation structure estimation and local-feature detection for spatio-temporal data pp. 221-239 Downloads
Xueying Zheng, Lan Xue and Annie Qu
Membership testing for Bernoulli and tail-dependence matrices pp. 240-260 Downloads
Daniel Krause, Matthias Scherer, Jonas Schwinn and Ralf Werner
Robust estimation in linear regression models for longitudinal data with covariate measurement errors and outliers pp. 261-275 Downloads
Yuexia Zhang, Guoyou Qin, Zhongyi Zhu and Jiajia Zhang
Simplicial variances, potentials and Mahalanobis distances pp. 276-289 Downloads
Luc Pronzato, Henry P. Wynn and Anatoly A. Zhigljavsky
Representation of multivariate Bernoulli distributions with a given set of specified moments pp. 290-303 Downloads
Roberto Fontana and Patrizia Semeraro
Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics pp. 304-322 Downloads
Ze Jin and David S. Matteson
Cumulative damage and times of occurrence for a multicomponent system: A discrete time approach pp. 323-333 Downloads
Raúl Fierro, Víctor Leiva and Jean Paul Maidana
Broken adaptive ridge regression and its asymptotic properties pp. 334-351 Downloads
Linlin Dai, Kani Chen, Zhihua Sun, Zhenqiu Liu and Gang Li

Volume 167, issue C, 2018

Local and global temporal correlations for longitudinal data pp. 1-14 Downloads
Yang Zhou, Shu-Chin Lin and Jane-Ling Wang
Modeling spatial anisotropy via regression with partial differential regularization pp. 15-30 Downloads
Mara S. Bernardi, Michelle Carey, James O. Ramsay and Laura M. Sangalli
An expectation–maximization algorithm for the matrix normal distribution with an application in remote sensing pp. 31-48 Downloads
Hunter Glanz and Luis Carvalho
Small area estimation with multiple covariates measured with errors: A nested error linear regression approach of combining multiple surveys pp. 49-59 Downloads
Gauri S. Datta, Mahmoud Torabi, J.N.K. Rao and Benmei Liu
Robust variable selection of joint frailty model for panel count data pp. 60-78 Downloads
Weiwei Wang, Xianyi Wu, Xiaobing Zhao and Xian Zhou
On the sign consistency of the Lasso for the high-dimensional Cox model pp. 79-96 Downloads
Shaogao Lv, Mengying You, Huazhen Lin, Heng Lian and Jian Huang
Cone distribution functions and quantiles for multivariate random variables pp. 97-113 Downloads
Andreas H. Hamel and Daniel Kostner
Inference for asymptotically independent samples of extremes pp. 114-135 Downloads
Armelle Guillou, Simone A. Padoan and Stefano Rizzelli
The joint distribution of the sum and maximum of dependent Pareto risks pp. 136-156 Downloads
Marek Arendarczyk, Tomasz. J. Kozubowski and Anna K. Panorska
High-dimensional multivariate posterior consistency under global–local shrinkage priors pp. 157-170 Downloads
Ray Bai and Malay Ghosh
Simulating conditionally specified models pp. 171-180 Downloads
Kun-Lin Kuo and Yuchung J. Wang
On model-based clustering of skewed matrix data pp. 181-194 Downloads
Volodymyr Melnykov and Xuwen Zhu
Hierarchical Archimax copulas pp. 195-211 Downloads
Marius Hofert, Raphaël Huser and Avinash Prasad
Robust inference for seemingly unrelated regression models pp. 212-224 Downloads
Kris Peremans and Stefan Van Aelst
On two-sample mean tests under spiked covariances pp. 225-249 Downloads
Rui Wang and Xingzhong Xu
Multidimensional multiple group IRT models with skew normal latent trait distributions pp. 250-268 Downloads
Juan L. Padilla, Caio L.N. Azevedo and Victor H. Lachos
A U-classifier for high-dimensional data under non-normality pp. 269-283 Downloads
M. Rauf Ahmad and Tatjana Pavlenko
Hotelling’s T2 in separable Hilbert spaces pp. 284-305 Downloads
Alessia Pini, Aymeric Stamm and Simone Vantini
Equivalence and orthogonality of Gaussian measures on spheres pp. 306-318 Downloads
Ahmed Arafat, Emilio Porcu, Moreno Bevilacqua and Jorge Mateu
A model selection approach for multiple sequence segmentation and dimensionality reduction pp. 319-330 Downloads
Bruno M. Castro, Renan B. Lemes, Jonatas Cesar, Tábita Hünemeier and Florencia Leonardi
Probabilistic partial least squares model: Identifiability, estimation and application pp. 331-346 Downloads
Said el Bouhaddani, Hae-Won Uh, Caroline Hayward, Geurt Jongbloed and Houwing-Duistermaat, Jeanine
On the length of copula level curves pp. 347-365 Downloads
Maximilian Coblenz, Oliver Grothe, Manuela Schreyer and Wolfgang Trutschnig
On dual model-free variable selection with two groups of variables pp. 366-377 Downloads
Ahmad Alothman, Yuexiao Dong and Andreas Artemiou
Leveraging mixed and incomplete outcomes via reduced-rank modeling pp. 378-394 Downloads
Chongliang Luo, Jian Liang, Gen Li, Fei Wang, Changshui Zhang, Dipak K. Dey and Kun Chen
Locally robust methods and near-parametric asymptotics pp. 395-417 Downloads
Spiridon Penev and Kanta Naito
Variable selection for partially linear models via partial correlation pp. 418-434 Downloads
Jingyuan Liu, Lejia Lou and Runze Li
Asymptotic performance of PCA for high-dimensional heteroscedastic data pp. 435-452 Downloads
David Hong, Laura Balzano and Jeffrey A. Fessler

Volume 166, issue C, 2018

Integrative sparse principal component analysis pp. 1-16 Downloads
Kuangnan Fang, Xinyan Fan, Qingzhao Zhang and Shuangge Ma
Efficient test-based variable selection for high-dimensional linear models pp. 17-31 Downloads
Siliang Gong, Kai Zhang and Yufeng Liu
On masking and swamping robustness of leading nonparametric outlier identifiers for multivariate data pp. 32-49 Downloads
Shanshan Wang and Robert Serfling
Extreme-value copulas associated with the expected scaled maximum of independent random variables pp. 50-61 Downloads
Jan-Frederik Mai
Analysis of ordinal longitudinal data under nonignorable missingness and misreporting: An application to Alzheimer’s disease study pp. 62-77 Downloads
Subrata Rana, Surupa Roy and Kalyan Das
Variable selection in multivariate linear models with high-dimensional covariance matrix estimation pp. 78-97 Downloads
Perrot-Dockès, Marie, Lévy-Leduc, Céline, Laure Sansonnet and Julien Chiquet
Scale and shape mixtures of multivariate skew-normal distributions pp. 98-110 Downloads
Arellano-Valle, Reinaldo B., Clécio S. Ferreira and Marc G. Genton
Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution pp. 111-128 Downloads
Sayantee Jana, Narayanaswamy Balakrishnan and Jemila S. Hamid
Spatial modeling of rainfall accumulated over short periods of time pp. 129-149 Downloads
Victor De Oliveira, Binbin Wang and Eric V. Slud
Strictly positive definite multivariate covariance functions on spheres pp. 150-159 Downloads
Jean Carlo Guella, Valdir Antonio Menegatto and Emilio Porcu
On the weak convergence of the empirical conditional copula under a simplifying assumption pp. 160-181 Downloads
François Portier and Johan Segers
Semiparametric inference on the means of multiple nonnegative distributions with excess zero observations pp. 182-197 Downloads
Chunlin Wang, Paul Marriott and Pengfei Li
Higher-order asymptotic theory of shrinkage estimation for general statistical models pp. 198-211 Downloads
Hiroshi Shiraishi, Masanobu Taniguchi and Takashi Yamashita
Efron’s monotonicity property for measures on R2 pp. 212-224 Downloads
Adrien Saumard and Jon A. Wellner
Semiparametric Bayesian analysis of transformation linear mixed models pp. 225-240 Downloads
Niansheng Tang, Ying Wu and Dan Chen
Angle-based joint and individual variation explained pp. 241-265 Downloads
Qing Feng, Meilei Jiang, Jan Hannig and J.S. Marron
Weak convergence of the weighted empirical beta copula process pp. 266-281 Downloads
Betina Berghaus and Johan Segers
Adaptively weighted large-margin angle-based classifiers pp. 282-299 Downloads
Sheng Fu, Sanguo Zhang and Yufeng Liu
Nonparametric density estimation for spatial data with wavelets pp. 300-319 Downloads
Johannes T.N. Krebs
Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix pp. 320-334 Downloads
Yinqiu He and Gongjun Xu
Trace-class Monte Carlo Markov chains for Bayesian multivariate linear regression with non-Gaussian errors pp. 335-345 Downloads
Qian Qin and James P. Hobert
Page updated 2018-12-16