Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

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

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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

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