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Journal of Multivariate Analysis

1971 - 2024

Current editor(s): de Leeuw, J.

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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Volume 200, issue C, 2024

Statistical performance of quantile tensor regression with convex regularization Downloads
Wenqi Lu, Zhongyi Zhu, Rui Li and Heng Lian
Matrix-valued isotropic covariance functions with local extrema Downloads
Alfredo Alegría and Xavier Emery
Testing homogeneity in high dimensional data through random projections Downloads
Tao Qiu, Qintong Zhang, Yuanyuan Fang and Wangli Xu
A novel positive dependence property and its impact on a popular class of concordance measures Downloads
Sebastian Fuchs and Marco Tschimpke
A multivariate skew-normal-Tukey-h distribution Downloads
Sagnik Mondal and Marc G. Genton
High-dimensional Bernstein–von Mises theorem for the Diaconis–Ylvisaker prior Downloads
Xin Jin, Anirban Bhattacharya and Riddhi Pratim Ghosh

Volume 199, issue C, 2024

On testing the equality of latent roots of scatter matrices under ellipticity Downloads
Gaspard Bernard and Thomas Verdebout
Tests for group-specific heterogeneity in high-dimensional factor models Downloads
Antoine Djogbenou and Razvan Sufana
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions Downloads
Chuancun Yin and Narayanaswamy Balakrishnan
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion Downloads
Kai Xu and Qing Cheng
The skewness of mean–variance normal mixtures Downloads
Nicola Loperfido
Tests for equality of several covariance matrix functions for multivariate functional data Downloads
Zhiping Qiu, Jiangyuan Fan, Jin-Ting Zhang and Jianwei Chen
Large factor model estimation by nuclear norm plus ℓ1 norm penalization Downloads
Matteo Farnè and Angela Montanari
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices Downloads
Ansgar Steland
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs Downloads
Marléne Baumeister, Marc Ditzhaus and Markus Pauly
Non-asymptotic robustness analysis of regression depth median Downloads
Yijun Zuo
On moments of truncated multivariate normal/independent distributions Downloads
Tsung-I Lin and Wan-Lun Wang
Asymptotic properties of hierarchical clustering in high-dimensional settings Downloads
Kento Egashira, Kazuyoshi Yata and Makoto Aoshima

Volume 198, issue C, 2023

Tensor Stein-rules in a generalized tensor regression model Downloads
Mai Ghannam and Sévérien Nkurunziza
Extending compositional data analysis from a graph signal processing perspective Downloads
Christopher Rieser and Peter Filzmoser
Testing for changes in linear models using weighted residuals Downloads
Lajos Horváth, Gregory Rice and Yuqian Zhao
Uncovering block structures in large rectangular matrices Downloads
Tingnan Gong, Weiping Zhang and Yu Chen
Optimal designs for prediction of random effects in two-groups models with multivariate response Downloads
Maryna Prus
Learning Gaussian graphical models with latent confounders Downloads
Ke Wang, Alexander Franks and Sang-Yun Oh
Functional additive expectile regression in the reproducing kernel Hilbert space Downloads
Yuzi Liu, Ling Peng, Qing Liu, Heng Lian and Xiaohui Liu
Nonparametric drift estimation from diffusions with correlated Brownian motions Downloads
Fabienne Comte and Nicolas Marie
Feature screening for multiple responses Downloads
Zhenzhen Jiang, Hongping Guo and Jinjuan Wang
False discovery rate approach to dynamic change detection Downloads
Lilun Du and Mengtao Wen
Covariance structure estimation with Laplace approximation Downloads
Bongjung Sung and Jaeyong Lee
Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space Downloads
Haihan Xie and Linglong Kong
Exact first moments of the RV coefficient by invariant orthogonal integration Downloads
François Bavaud
Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation Downloads
Christian Genest, Karel Hron and Johanna G. Nešlehová
A nonparametric test for paired data Downloads
Grzegorz Wyłupek
Uniformly valid inference based on the Lasso in linear mixed models Downloads
Peter Kramlinger, Ulrike Schneider and Tatyana Krivobokova
Estimation in nonparametric functional-on-functional models with surrogate responses Downloads
Mounir Boumahdi, Idir Ouassou and Mustapha Rachdi

Volume 196, issue C, 2023

Partial least squares for simultaneous reduction of response and predictor vectors in regression Downloads
R. Dennis Cook, Liliana Forzani and Lan Liu
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables Downloads
Maddalena Cavicchioli
Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels Downloads
Yoonseok Lee and Donggyu Sul
Likelihood-based inference for the multivariate skew-t regression with censored or missing responses Downloads
Katherine A.L. Valeriano, Christian E. Galarza, Larissa A. Matos and Victor H. Lachos
Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions Downloads
Brittany Green, Heng Lian, Yan Yu and Tianhai Zu
A Cramér–Wold theorem for elliptical distributions Downloads
Ricardo Fraiman, Leonardo Moreno and Thomas Ransford
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity Downloads
Anjana Mondal, Paavo Sattler and Somesh Kumar
Region selection in Markov random fields: Gaussian case Downloads
Ilya Soloveychik and Vahid Tarokh
On the exploration of regression dependence structures in multidimensional contingency tables with ordinal response variables Downloads
Zheng Wei, Li Wang, Shu-Min Liao and Daeyoung Kim
Nonparametric testing for the specification of spatial trend functions Downloads
Rongmao Zhang, Ngai Hang Chan and Changxiong Chi
Selecting the number of clusters, clustering models, and algorithms. A unifying approach based on the quadratic discriminant score Downloads
Luca Coraggio and Pietro Coretto
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model Downloads
Dimitrios Bagkavos, Prakash N. Patil and Andrew T.A. Wood
Finite sample t-tests for high-dimensional means Downloads
Jun Li
Tyler’s and Maronna’s M-estimators: Non-asymptotic concentration results Downloads
Elad Romanov, Gil Kur and Boaz Nadler
Exact test theory in Gaussian graphical models Downloads
Olha Bodnar and Elena Farahbakhsh Touli
Spiked singular values and vectors under extreme aspect ratios Downloads
Michael J. Feldman
Randomized extrapolation for accelerating EM-type fixed-point algorithms Downloads
Foued Saâdaoui
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