Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 202, issue C, 2024

Asymptotic normality of the local linear estimator of the functional expectile regression

Ouahiba Litimein, Ali Laksaci, Larbi Ait-Hennani, Boubaker Mechab and Mustapha Rachdi

Shrinkage estimators of BLUE for time series regression models

Yujie Xue, Masanobu Taniguchi and Tong Liu

Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension

Shin-ichi Tsukada

Estimation of extreme multivariate expectiles with functional covariates

Elena Di Bernardino, Thomas Laloë and Cambyse Pakzad

An independence test for functional variables based on kernel normalized cross-covariance operator

Terence Kevin Manfoumbi Djonguet and Guy Martial Nkiet

Estimation of sparse covariance matrix via non-convex regularization

Xin Wang, Lingchen Kong and Liqun Wang

On positive association of absolute-valued and squared multivariate Gaussians beyond MTP2

Helmut Finner and Markus Roters

Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data

Haoxiang Li, Qian Qin and Galin L. Jones

A data depth based nonparametric test of independence between two random vectors

Sakineh Dehghan and Mohammad Reza Faridrohani

Estimation of multiple networks with common structures in heterogeneous subgroups

Xing Qin, Jianhua Hu, Shuangge Ma and Mengyun Wu

Variable selection in multivariate regression models with measurement error in covariates

Jingyu Cui and Grace Y. Yi

Latent model extreme value index estimation

Joni Virta, Niko Lietzén, Lauri Viitasaari and Pauliina Ilmonen

Linearized maximum rank correlation estimation when covariates are functional

Wenchao Xu, Xinyu Zhang and Hua Liang

Nonlinear sufficient dimension reduction for distribution-on-distribution regression

Qi Zhang, Bing Li and Lingzhou Xue

High-dimensional nonconvex LASSO-type M-estimators

Jad Beyhum and François Portier

On heavy-tailed risks under Gaussian copula: The effects of marginal transformation

Bikramjit Das and Vicky Fasen-Hartmann

Change point analysis of functional variance function with stationary error

Qirui Hu

A consistent test of equality of distributions for Hilbert-valued random elements

González–Rodríguez, Gil, Ana Colubi, González–Manteiga, Wenceslao and Febrero–Bande, Manuel

Online stochastic Newton methods for estimating the geometric median and applications

Antoine Godichon-Baggioni and Wei Lu

On extreme quantile region estimation under heavy-tailed elliptical distributions

Jaakko Pere, Pauliina Ilmonen and Lauri Viitasaari

Efficient calibration of computer models with multivariate output

Yang Sun and Xiangzhong Fang

Sparse online regression algorithm with insensitive loss functions

Ting Hu and Jing Xiong

A uniform kernel trick for high and infinite-dimensional two-sample problems

Javier Cárcamo, Antonio Cuevas and Luis-Alberto Rodríguez

A fast and accurate kernel-based independence test with applications to high-dimensional and functional data

Jin-Ting Zhang and Tianming Zhu

Enhanced Laplace approximation

Jeongseop Han and Youngjo Lee

Volume 200, issue C, 2024

Statistical performance of quantile tensor regression with convex regularization

Wenqi Lu, Zhongyi Zhu, Rui Li and Heng Lian

Matrix-valued isotropic covariance functions with local extrema

Alfredo Alegría and Xavier Emery

Testing homogeneity in high dimensional data through random projections

Tao Qiu, Qintong Zhang, Yuanyuan Fang and Wangli Xu

A novel positive dependence property and its impact on a popular class of concordance measures

Sebastian Fuchs and Marco Tschimpke

A multivariate skew-normal-Tukey-h distribution

Sagnik Mondal and Marc G. Genton

High-dimensional Bernstein–von Mises theorem for the Diaconis–Ylvisaker prior

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

Gaspard Bernard and Thomas Verdebout

Tests for group-specific heterogeneity in high-dimensional factor models

Antoine Djogbenou and Razvan Sufana

Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions

Chuancun Yin and Narayanaswamy Balakrishnan

Test of conditional independence in factor models via Hilbert–Schmidt independence criterion

Kai Xu and Qing Cheng

The skewness of mean–variance normal mixtures

Nicola Loperfido

Tests for equality of several covariance matrix functions for multivariate functional data

Zhiping Qiu, Jiangyuan Fan, Jin-Ting Zhang and Jianwei Chen

Large factor model estimation by nuclear norm plus ℓ1 norm penalization

Matteo Farnè and Angela Montanari

Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices

Ansgar Steland

Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs

Marléne Baumeister, Marc Ditzhaus and Markus Pauly

Non-asymptotic robustness analysis of regression depth median

Yijun Zuo

On moments of truncated multivariate normal/independent distributions

Tsung-I Lin and Wan-Lun Wang

Asymptotic properties of hierarchical clustering in high-dimensional settings

Kento Egashira, Kazuyoshi Yata and Makoto Aoshima

Volume 198, issue C, 2023

Tensor Stein-rules in a generalized tensor regression model

Mai Ghannam and Sévérien Nkurunziza

Extending compositional data analysis from a graph signal processing perspective

Christopher Rieser and Peter Filzmoser

Testing for changes in linear models using weighted residuals

Lajos Horvath, Gregory Rice and Yuqian Zhao

Uncovering block structures in large rectangular matrices

Tingnan Gong, Weiping Zhang and Yu Chen

Optimal designs for prediction of random effects in two-groups models with multivariate response

Maryna Prus

Learning Gaussian graphical models with latent confounders

Ke Wang, Alexander Franks and Sang-Yun Oh

Functional additive expectile regression in the reproducing kernel Hilbert space

Yuzi Liu, Ling Peng, Qing Liu, Heng Lian and Xiaohui Liu

Nonparametric drift estimation from diffusions with correlated Brownian motions

Fabienne Comte and Nicolas Marie

Feature screening for multiple responses

Zhenzhen Jiang, Hongping Guo and Jinjuan Wang

False discovery rate approach to dynamic change detection

Lilun Du and Mengtao Wen

Covariance structure estimation with Laplace approximation

Bongjung Sung and Jaeyong Lee

Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space

Haihan Xie and Linglong Kong

Exact first moments of the RV coefficient by invariant orthogonal integration

François Bavaud

Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation

Christian Genest, Karel Hron and Johanna G. Nešlehová

A nonparametric test for paired data

Grzegorz Wyłupek

Uniformly valid inference based on the Lasso in linear mixed models

Peter Kramlinger, Ulrike Schneider and Tatyana Krivobokova

Estimation in nonparametric functional-on-functional models with surrogate responses

Mounir Boumahdi, Idir Ouassou and Mustapha Rachdi