Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 206, issue C, 2025

Sparse functional varying-coefficient mixture regression

Qingzhi Zhong and Xinyuan Song

A general approach for testing independence in Hilbert spaces

Daniel Gaigall, Shunyao Wu and Hua Liang

Multivariate robust linear models for multivariate longitudinal data

Keunbaik Lee, Jongwoo Choi, Eun Jin Jang and Dipak Dey

Efficient estimation of a partially linear panel data model with cross-sectional dependence

Alexandra Soberon, Massimiliano Mazzanti, Antonio Musolesi and Juan M. Rodriguez-Poo

New multivariate Gini’s indices

Marco Capaldo and Jorge Navarro

Alteration detection of tensor dependence structure via sparsity-exploited reranking algorithm

Li Ma, Shenghao Qin and Yin Xia

Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule

Jakub Woźny, Piotr Jaworski, Damian Jelito, Marcin Pitera and Agnieszka Wyłomańska

Equality tests of covariance matrices under a low-dimensional factor structure

Masashi Hyodo, Takahiro Nishiyama, Hiroki Watanabe, Tomoyuki Nakagawa and Kouji Tahata

Volume 205, issue C, 2025

Scaled envelope models for multivariate time series

H.M. Wiranthe B. Herath and S. Yaser Samadi

A bias-corrected Srivastava-type test for cross-sectional independence

Kai Xu, Mingxiang Cao and Qing Cheng

Data depth functions for non-standard data by use of formal concept analysis

Hannah Blocher and Georg Schollmeyer

Large sample correlation matrices with unbounded spectrum

Yanpeng Li

Detection and localization of changes in a panel of densities

Tim Kutta, Agnieszka Jach, Michel Ferreira Cardia Haddad, Piotr Kokoszka and Haonan Wang

Explicit bivariate simplicial depth

Erik Mendroš and Stanislav Nagy

Birge ratio method for modeling dark uncertainty in multivariate meta-analyses and inter-laboratory studies

Olha Bodnar and Taras Bodnar

On the exact region determined by Spearman’s ρ and Blest’s measure of rank correlation ν for bivariate extreme-value copulas

Marco Tschimpke

A conditional distribution function-based measure for independence and K-sample tests in multivariate data

Li Wang, Hongyi Zhou, Weidong Ma and Ying Yang

Diagnostic checking of periodic vector autoregressive time series models with dependent errors

Yacouba Boubacar Maïnassara and Eugen Ursu

Covariance parameter estimation of Gaussian processes with approximated functional inputs

Lucas Reding, Andrés F. López-Lopera and François Bachoc

PDE-regularised spatial quantile regression

Cristian Castiglione, Eleonora Arnone, Mauro Bernardi, Alessio Farcomeni and Laura M. Sangalli

Maximum likelihood estimation of elliptical tail

Moosup Kim and Sangyeol Lee

Volume 204, issue C, 2024

Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests

Šárka Hudecová and Miroslav Šiman

Double penalized variable selection for high-dimensional partial linear mixed effects models

Yiping Yang, Chuanqin Luo and Weiming Yang

An approximation to peak detection power using Gaussian random field theory

Yu Zhao, Dan Cheng and Armin Schwartzman

Dependent censoring with simultaneous death times based on the Generalized Marshall–Olkin model

Mikael Escobar-Bach and Salima Helali

Two-sample test for high-dimensional covariance matrices: A normal-reference approach

Jingyi Wang, Tianming Zhu and Jin-Ting Zhang

Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes

Alexander Petersen

The inner partial least square: An exploration of the “necessary” dimension reduction

Yunjian Yin and Lan Liu

Conjugacy properties of multivariate unified skew-elliptical distributions

Maicon J. Karling, Daniele Durante and Marc G. Genton

Cross projection test for mean vectors via multiple random splits in high dimensions

Guanpeng Wang, Jiujing Wu and Hengjian Cui

Bayesian covariance structure modeling of interval-censored multi-way nested survival data

Stef Baas, Jean-Paul Fox and Richard J. Boucherie

Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation

Yongli Sang and Xin Dang

Invariant correlation under marginal transforms

Takaaki Koike, Liyuan Lin and Ruodu Wang

Volume 203, issue C, 2024

Testing distributional equality for functional random variables

Bilol Banerjee

Multivariate directional tail-weighted dependence measures

Xiaoting Li and Harry Joe

Multivariate unified skew-t distributions and their properties

Kesen Wang, Maicon J. Karling, Reinaldo B. Arellano-Valle and Marc G. Genton

Bayesian inference of graph-based dependencies from mixed-type data

Chiara Galimberti, Stefano Peluso and Federico Castelletti

Tuning-free sparse clustering via alternating hard-thresholding

Wei Dong, Chen Xu, Jinhan Xie and Niansheng Tang

On the Mai–Wang stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant

Christian Genest and Johanna G. Nešlehová

Adaptive directional estimator of the density in Rd for independent and mixing sequences

Sinda Ammous, Jérôme Dedecker and Céline Duval

Sparse subspace clustering in diverse multiplex network model

Majid Noroozi and Marianna Pensky

Distribution-on-distribution regression with Wasserstein metric: Multivariate Gaussian case

Ryo Okano and Masaaki Imaizumi

Tensor recovery in high-dimensional Ising models

Tianyu Liu, Somabha Mukherjee and Rahul Biswas

Parametric dependence between random vectors via copula-based divergence measures

Steven De Keyser and Irène Gijbels

Ordinal pattern dependence and multivariate measures of dependence

Angelika Silbernagel and Alexander Schnurr

Bias correction for kernel density estimation with spherical data

Yasuhito Tsuruta

Low-rank tensor regression for selection of grouped variables

Yang Chen, Ziyan Luo and Lingchen Kong

Max-convolution processes with random shape indicator kernels

Pavel Krupskii and Raphaël Huser

Fisher’s pioneering work on discriminant analysis and its impact on Artificial Intelligence

Kanti V. Mardia

Exponential bounds for regularized Hotelling’s T2 statistic in high dimension

El Mehdi Issouani, Patrice Bertail and Emmanuelle Gautherat

Composite expectile estimation in partial functional linear regression model

Ping Yu, Xinyuan Song and Jiang Du