Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 169, issue C, 2019

Sparse inference of the drift of a high-dimensional Ornstein–Uhlenbeck process pp. 1-20

Stéphane Gaïffas and Gustaw Matulewicz

Projection tests for high-dimensional spiked covariance matrices pp. 21-32

Wenwen Guo and Hengjian Cui

A tail adaptive approach for change point detection pp. 33-48

Bin Liu, Cheng Zhou and Xinsheng Zhang

Bayesian simultaneous estimation for means in k-sample problems pp. 49-60

Ryo Imai, Tatsuya Kubokawa and Malay Ghosh

Fast Monte Carlo Markov chains for Bayesian shrinkage models with random effects pp. 61-80

Tavis Abrahamsen and James P. Hobert

Connecting pairwise geodesic spheres by depth: DCOPS pp. 81-94

Ricardo Fraiman, Fabrice Gamboa and Leonardo Moreno

On total positivity of exchangeable random variables obtained by symmetrization, with applications to failure-dependent lifetimes pp. 95-109

E. Bezgina and M. Burkschat

Modeling, simulation and inference for multivariate time series of counts using trawl processes pp. 110-129

Almut Veraart

Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients pp. 130-137

Abdelaziz Allam and Tahar Mourid

Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models pp. 138-165

Lajos Horvath and Gregory Rice

A class of optimal estimators for the covariance operator in reproducing kernel Hilbert spaces pp. 166-178

Yang Zhou, Di-Rong Chen and Wei Huang

Optimal estimation of slope vector in high-dimensional linear transformation models pp. 179-204

Xin Lu Tan

Reduced rank modeling for functional regression with functional responses pp. 205-217

Hongmei Lin, Xuejun Jiang, Heng Lian and Weiping Zhang

Functional response regression analysis pp. 218-233

Xuerong Chen, Haoqi Li, Hua Liang and Huazhen Lin

General Gaussian estimation pp. 234-247

Tonglin Zhang

On parameter estimation of the hidden Ornstein–Uhlenbeck process pp. 248-263

Yury A. Kutoyants

A copula model for non-Gaussian multivariate spatial data pp. 264-277

Pavel Krupskii and Marc G. Genton

Sparse quadratic classification rules via linear dimension reduction pp. 278-299

Irina Gaynanova and Tianying Wang

Improved loss estimation for a normal mean matrix pp. 300-311

Takeru Matsuda and William E. Strawderman

Robust two-sample test of high-dimensional mean vectors under dependence pp. 312-329

Wei Wang, Nan Lin and Xiang Tang

Approximation of some multivariate risk measures for Gaussian risks pp. 330-340

Enkelejd Hashorva

Central limit theorem and bootstrap procedure for Wasserstein’s variations with an application to structural relationships between distributions pp. 341-362

Eustasio del Barrio, Paula Gordaliza, Hélène Lescornel and Jean-Michel Loubes

Asymptotics of generalized depth-based spread processes and applications pp. 363-380

Jin Wang

Inference from multiple samples of Weibull sequential order statistics pp. 381-399

Stefan Bedbur, Marcus Johnen and Udo Kamps

Detection of block-exchangeable structure in large-scale correlation matrices pp. 400-422

Samuel Perreault, Thierry Duchesne and Johanna G. Nešlehová

Volume 168, issue C, 2018

Estimation of two high-dimensional covariance matrices and the spectrum of their ratio pp. 1-29

Jun Wen

Shape-preserving wavelet-based multivariate density estimation pp. 30-47

Carlos Aya-Moreno, Gery Geenens and Spiridon Penev

Joint sufficient dimension reduction for estimating continuous treatment effect functions pp. 48-62

Ming-Yueh Huang and Kwun Chuen Gary Chan

Classified mixed logistic model prediction pp. 63-74

Hanmei Sun, Thuan Nguyen, Yihui Luan and Jiming Jiang

Wavelet eigenvalue regression for n-variate operator fractional Brownian motion pp. 75-104

Patrice Abry and Gustavo Didier

Sparse estimation for functional semiparametric additive models pp. 105-118

Peijun Sang, Richard A. Lockhart and Jiguo Cao

Robust network-based analysis of the associations between (epi)genetic measurements pp. 119-130

Cen Wu, Qingzhao Zhang, Yu Jiang and Shuangge Ma

D-optimal design for the heteroscedastic Berman model on an arc pp. 131-141

Xin Liu, Rong-Xian Yue and Weng Kee Wong

Generalized principal Hessian directions for mixture multivariate skew elliptical distributions pp. 142-159

Fei Chen, Lei Shi, Xuehu Zhu and Lixing Zhu

On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings pp. 160-173

Masashi Hyodo, Hiroki Watanabe and Takashi Seo

Stochastic comparisons and multivariate dependence for the epoch times of trend renewal processes pp. 174-184

Francisco German Badía, Carmen Sangüesa and Ji Hwan Cha

Efficient likelihood computations for some multivariate Gaussian Markov random fields pp. 185-200

L. Ippoliti, R.J. Martin and L. Romagnoli

An RKHS-based approach to double-penalized regression in high-dimensional partially linear models pp. 201-210

Wenquan Cui, Haoyang Cheng and Jiajing Sun

Approximate least squares estimators of a two-dimensional chirp model and their asymptotic properties pp. 211-220

Rhythm Grover, Debasis Kundu and Amit Mitra

Time-varying correlation structure estimation and local-feature detection for spatio-temporal data pp. 221-239

Xueying Zheng, Lan Xue and Annie Qu

Membership testing for Bernoulli and tail-dependence matrices pp. 240-260

Daniel Krause, Matthias Scherer, Jonas Schwinn and Ralf Werner

Robust estimation in linear regression models for longitudinal data with covariate measurement errors and outliers pp. 261-275

Yuexia Zhang, Guoyou Qin, Zhongyi Zhu and Jiajia Zhang

Simplicial variances, potentials and Mahalanobis distances pp. 276-289

Luc Pronzato, Henry P. Wynn and Anatoly A. Zhigljavsky

Representation of multivariate Bernoulli distributions with a given set of specified moments pp. 290-303

Roberto Fontana and Patrizia Semeraro

Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics pp. 304-322

Ze Jin and David S. Matteson

Cumulative damage and times of occurrence for a multicomponent system: A discrete time approach pp. 323-333

Raúl Fierro, Víctor Leiva and Jean Paul Maidana

Broken adaptive ridge regression and its asymptotic properties pp. 334-351

Linlin Dai, Kani Chen, Zhihua Sun, Zhenqiu Liu and Gang Li

Volume 167, issue C, 2018

Local and global temporal correlations for longitudinal data pp. 1-14

Yang Zhou, Shu-Chin Lin and Jane-Ling Wang

Modeling spatial anisotropy via regression with partial differential regularization pp. 15-30

Mara S. Bernardi, Michelle Carey, James O. Ramsay and Laura M. Sangalli

An expectation–maximization algorithm for the matrix normal distribution with an application in remote sensing pp. 31-48

Hunter Glanz and Luis Carvalho

Small area estimation with multiple covariates measured with errors: A nested error linear regression approach of combining multiple surveys pp. 49-59

Gauri S. Datta, Mahmoud Torabi, J.N.K. Rao and Benmei Liu

Robust variable selection of joint frailty model for panel count data pp. 60-78

Weiwei Wang, Xianyi Wu, Xiaobing Zhao and Xian Zhou

On the sign consistency of the Lasso for the high-dimensional Cox model pp. 79-96

Shaogao Lv, Mengying You, Huazhen Lin, Heng Lian and Jian Huang

Cone distribution functions and quantiles for multivariate random variables pp. 97-113

Andreas H. Hamel and Daniel Kostner

Inference for asymptotically independent samples of extremes pp. 114-135

Armelle Guillou, Simone A. Padoan and Stefano Rizzelli

The joint distribution of the sum and maximum of dependent Pareto risks pp. 136-156

Marek Arendarczyk, Tomasz. J. Kozubowski and Anna K. Panorska

High-dimensional multivariate posterior consistency under global–local shrinkage priors pp. 157-170

Ray Bai and Malay Ghosh

Simulating conditionally specified models pp. 171-180

Kun-Lin Kuo and Yuchung J. Wang

On model-based clustering of skewed matrix data pp. 181-194

Volodymyr Melnykov and Xuwen Zhu

Hierarchical Archimax copulas pp. 195-211

Marius Hofert, Raphaël Huser and Avinash Prasad

Robust inference for seemingly unrelated regression models pp. 212-224

Kris Peremans and Stefan Van Aelst

On two-sample mean tests under spiked covariances pp. 225-249

Rui Wang and Xingzhong Xu

Multidimensional multiple group IRT models with skew normal latent trait distributions pp. 250-268

Juan L. Padilla, Caio L.N. Azevedo and Victor H. Lachos

A U-classifier for high-dimensional data under non-normality pp. 269-283

M. Rauf Ahmad and Tatjana Pavlenko

Hotelling’s T2 in separable Hilbert spaces pp. 284-305

Alessia Pini, Aymeric Stamm and Simone Vantini

Equivalence and orthogonality of Gaussian measures on spheres pp. 306-318

Ahmed Arafat, Emilio Porcu, Moreno Bevilacqua and Jorge Mateu

A model selection approach for multiple sequence segmentation and dimensionality reduction pp. 319-330

Bruno M. Castro, Renan B. Lemes, Jonatas Cesar, Tábita Hünemeier and Florencia Leonardi

Probabilistic partial least squares model: Identifiability, estimation and application pp. 331-346

Said el Bouhaddani, Hae-Won Uh, Caroline Hayward, Geurt Jongbloed and Jeanine Houwing-Duistermaat

On the length of copula level curves pp. 347-365

Maximilian Coblenz, Oliver Grothe, Manuela Schreyer and Wolfgang Trutschnig

On dual model-free variable selection with two groups of variables pp. 366-377

Ahmad Alothman, Yuexiao Dong and Andreas Artemiou

Leveraging mixed and incomplete outcomes via reduced-rank modeling pp. 378-394

Chongliang Luo, Jian Liang, Gen Li, Fei Wang, Changshui Zhang, Dipak K. Dey and Kun Chen

Locally robust methods and near-parametric asymptotics pp. 395-417

Spiridon Penev and Kanta Naito

Variable selection for partially linear models via partial correlation pp. 418-434

Jingyuan Liu, Lejia Lou and Runze Li

Asymptotic performance of PCA for high-dimensional heteroscedastic data pp. 435-452

David Hong, Laura Balzano and Jeffrey A. Fessler