EconPapers    
Economics at your fingertips  
 

Journal of Multivariate Analysis

1971 - 2018

Current editor(s): de Leeuw, J.

From Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


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