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Journal of Multivariate Analysis

1971 - 2019

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 172, issue C, 2019

A framework for measuring association of random vectors via collapsed random variables pp. 5-27 Downloads
Marius Hofert, Wayne Oldford, Avinash Prasad and Mu Zhu
Dependence in a background risk model pp. 28-46 Downloads
Marie-Pier Côté and Christian Genest
Partially Schur-constant models pp. 47-58 Downloads
Anna Castañer, M. Mercè Claramunt, Claude Lefèvre and Stéphane Loisel
Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions pp. 59-83 Downloads
Hélène Cossette, Simon-Pierre Gadoury, Etienne Marceau and Christian Y. Robert
Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition pp. 84-106 Downloads
Jeffrey Näf, Marc S. Paolella and Paweł Polak
Copula-based dynamic models for multivariate time series pp. 107-121 Downloads
Bouchra R. Nasri and Bruno N. Rémillard
Model assessment for time series dynamics using copula spectral densities: A graphical tool pp. 122-146 Downloads
Stefan Birr, Tobias Kley and Stanislav Volgushev
Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients pp. 147-161 Downloads
Pavel Krupskii and Harry Joe
Geometry of discrete copulas pp. 162-179 Downloads
Elisa Perrone, Liam Solus and Caroline Uhler
Model selection in sparse high-dimensional vine copula models with an application to portfolio risk pp. 180-192 Downloads
T. Nagler, C. Bumann and C. Czado
Adjustable network reconstruction with applications to CDS exposures pp. 193-209 Downloads
Axel Gandy and Luitgard Anna Maria Veraart
Reconstructing the topology of financial networks from degree distributions and reciprocity pp. 210-222 Downloads
Janina Engel, Andrea Pagano and Matthias Scherer

Volume 171, issue C, 2019

Principal component analysis in an asymmetric norm pp. 1-21 Downloads
Ngoc M. Tran, Petra Burdejová, Maria Ospienko and Wolfgang Härdle
Substationarity for spatial point processes pp. 22-36 Downloads
Tonglin Zhang and Jorge Mateu
Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data pp. 37-52 Downloads
Shen Zhang, Peixin Zhao, Gaorong Li and Wangli Xu
Nonparametric estimation of the marginal effect in fixed-effect panel data models pp. 53-67 Downloads
Yoonseok Lee, Debasri Mukherjee and Aman Ullah
Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models pp. 68-82 Downloads
Gwangsu Kim and Taeryon Choi
Multivariate discrete distributions via sums and shares pp. 83-93 Downloads
M.C. Jones and Éric Marchand
A generalized spatial sign covariance matrix pp. 94-111 Downloads
Jakob Raymaekers and Peter Rousseeuw
Point-wise estimation for anisotropic densities pp. 112-125 Downloads
Youming Liu and Cong Wu
A novel mixture model using the multivariate normal mean–variance mixture of Birnbaum–Saunders distributions and its application to extrasolar planets pp. 126-138 Downloads
Mehrdad Naderi, Wen-Liang Hung, Tsung-I Lin and Ahad Jamalizadeh
A copula approach for dependence modeling in multivariate nonparametric time series pp. 139-162 Downloads
Natalie Neumeyer, Marek Omelka and Šárka Hudecová
Predictor ranking and false discovery proportion control in high-dimensional regression pp. 163-175 Downloads
X. Jessie Jeng and Xiongzhi Chen
Wild bootstrapping rank-based procedures: Multiple testing in nonparametric factorial repeated measures designs pp. 176-192 Downloads
Maria Umlauft, Marius Placzek, Frank Konietschke and Markus Pauly
Transformed statistics for tests of conditional independence in J×K×L contingency tables pp. 193-208 Downloads
Nobuhiro Taneichi, Yuri Sekiya and Jun Toyama
PAC-Bayesian risk bounds for group-analysis sparse regression by exponential weighting pp. 209-233 Downloads
Tung Duy Luu, Jalal Fadili and Christophe Chesneau
Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage pp. 234-249 Downloads
Young-Geun Choi, Johan Lim, Anindya Roy and Junyong Park
Graph-based sparse linear discriminant analysis for high-dimensional classification pp. 250-269 Downloads
Jianyu Liu, Guan Yu and Yufeng Liu
Penalized generalized empirical likelihood in high-dimensional weakly dependent data pp. 270-283 Downloads
Jia Zhang, Haoming Shi, Lemeng Tian and Fengjun Xiao
Feature screening in ultrahigh-dimensional varying-coefficient Cox model pp. 284-297 Downloads
Guangren Yang, Ling Zhang, Runze Li and Yuan Huang
Wavelet variance ratio cointegration test and wavestrapping pp. 298-319 Downloads
Burak Alparslan Eroğlu
Semiparametric regression for measurement error model with heteroscedastic error pp. 320-338 Downloads
Mengyan Li, Yanyuan Ma and Runze Li
Sufficient dimension reduction and prediction in regression: Asymptotic results pp. 339-349 Downloads
Liliana Forzani, Daniela Rodriguez, Ezequiel Smucler and Mariela Sued
Simultaneous estimation and variable selection for incomplete event history studies pp. 350-361 Downloads
Hui Zhao, Dayu Sun, Gang Li and Jianguo Sun
Model robust inference with two-stage maximum likelihood estimation for copulas pp. 362-381 Downloads
Vinnie Ko and Nils Lid Hjort
Large-sample estimation and inference in multivariate single-index models pp. 382-396 Downloads
Jingwei Wu, Hanxiang Peng and Wanzhu Tu
Robust maximum Lq-likelihood estimation of joint mean–covariance models for longitudinal data pp. 397-411 Downloads
Lin Xu, Sijia Xiang and Weixin Yao
High-dimensional testing for proportional covariance matrices pp. 412-420 Downloads
Koji Tsukuda and Shun Matsuura
Tail densities of skew-elliptical distributions pp. 421-435 Downloads
Harry Joe and Haijun Li
Harmonic analysis and distribution-free inference for spherical distributions pp. 436-451 Downloads
S. Rao Jammalamadaka and György H. Terdik
Finite mixture of varying coefficient model: Estimation and component selection pp. 452-474 Downloads
Mao Ye, Zhao-Hua Lu, Yimei Li and Xinyuan Song
Note of Clarification on ‘Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering’, by Murray, Browne, and McNicholas, J. Multivariate Anal. 161 (2017) 141–156 pp. 475-476 Downloads
Paula M. Murray, Ryan P. Browne and Paul D. McNicholas

Volume 170, issue C, 2019

Recent advances in functional data analysis and high-dimensional statistics pp. 3-9 Downloads
Germán Aneiros, Ricardo Cao, Ricardo Fraiman, Christian Genest and Philippe Vieu
Describing the concentration of income populations by functional principal component analysis on Lorenz curves pp. 10-24 Downloads
Enea G. Bongiorno and Aldo Goia
An RKHS model for variable selection in functional linear regression pp. 25-45 Downloads
José R. Berrendero, Bueno-Larraz, Beatriz and Antonio Cuevas
Robust sieve estimators for functional canonical correlation analysis pp. 46-62 Downloads
Agustín Alvarez, Graciela Boente and Nadia Kudraszow
Optimal shrinkage estimator for high-dimensional mean vector pp. 63-79 Downloads
Taras Bodnar, Ostap Okhrin and Nestor Parolya
Local polynomial estimation of regression operators from functional data with correlated errors pp. 80-94 Downloads
Karim Benhenni, Ali Hajj Hassan and Yingcai Su
Data depth for measurable noisy random functions pp. 95-114 Downloads
Stanislav Nagy and Frédéric Ferraty
The spatial sign covariance operator: Asymptotic results and applications pp. 115-128 Downloads
Graciela Boente, Daniela Rodriguez and Mariela Sued
Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors pp. 129-148 Downloads
Mohamed Chaouch
Multivariate and functional robust fusion methods for structured Big Data pp. 149-161 Downloads
Catherine Aaron, Alejandro Cholaquidis, Ricardo Fraiman and Badih Ghattas
Multi-aspect local inference for functional data: Analysis of ultrasound tongue profiles pp. 162-185 Downloads
Alessia Pini, Lorenzo Spreafico, Simone Vantini and Alessandro Vietti
Strongly consistent autoregressive predictors in abstract Banach spaces pp. 186-201 Downloads
Ruiz-Medina, María D. and Álvarez-Liébana, Javier
Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data pp. 202-220 Downloads
Qing Jiang, Marie Hušková, Simos G. Meintanis and Lixing Zhu
Quantifying prediction uncertainty for functional-and-scalar to functional autoregressive models under shape constraints pp. 221-231 Downloads
Jacopo Rossini and Antonio Canale
High-dimensional functional time series forecasting: An application to age-specific mortality rates pp. 232-243 Downloads
Yuan Gao, Han Lin Shang and Yanrong Yang
Commuter of operators in a Hilbert space pp. 244-262 Downloads
Alain Boudou and Viguier-Pla, Sylvie
Spatial functional principal component analysis with applications to brain image data pp. 263-274 Downloads
Yingxing Li, Chen Huang and Wolfgang Härdle
Modeling spatially dependent functional data via regression with differential regularization pp. 275-295 Downloads
Eleonora Arnone, Laura Azzimonti, Fabio Nobile and Laura M. Sangalli
Estimation and testing for partially functional linear errors-in-variables models pp. 296-314 Downloads
Hanbing Zhu, Riquan Zhang, Zhou Yu, Heng Lian and Yanghui Liu
Inference for sparse and dense functional data with covariate adjustments pp. 315-335 Downloads
Dominik Liebl
Page updated 2019-08-23