Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

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

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 166, issue C, 2018

Integrative sparse principal component analysis pp. 1-16

Kuangnan Fang, Xinyan Fan, Qingzhao Zhang and Shuangge Ma

Efficient test-based variable selection for high-dimensional linear models pp. 17-31

Siliang Gong, Kai Zhang and Yufeng Liu

On masking and swamping robustness of leading nonparametric outlier identifiers for multivariate data pp. 32-49

Shanshan Wang and Robert Serfling

Extreme-value copulas associated with the expected scaled maximum of independent random variables pp. 50-61

Jan-Frederik Mai

Analysis of ordinal longitudinal data under nonignorable missingness and misreporting: An application to Alzheimer’s disease study pp. 62-77

Subrata Rana, Surupa Roy and Kalyan Das

Variable selection in multivariate linear models with high-dimensional covariance matrix estimation pp. 78-97

Marie Perrot-Dockès, Céline Lévy-Leduc, Laure Sansonnet and Julien Chiquet

Scale and shape mixtures of multivariate skew-normal distributions pp. 98-110

Reinaldo B. Arellano-Valle, Clécio S. Ferreira and Marc G. Genton

Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution pp. 111-128

Sayantee Jana, Narayanaswamy Balakrishnan and Jemila S. Hamid

Spatial modeling of rainfall accumulated over short periods of time pp. 129-149

Victor De Oliveira, Binbin Wang and Eric V. Slud

Strictly positive definite multivariate covariance functions on spheres pp. 150-159

Jean Carlo Guella, Valdir Antonio Menegatto and Emilio Porcu

On the weak convergence of the empirical conditional copula under a simplifying assumption pp. 160-181

François Portier and Johan Segers

Semiparametric inference on the means of multiple nonnegative distributions with excess zero observations pp. 182-197

Chunlin Wang, Paul Marriott and Pengfei Li

Higher-order asymptotic theory of shrinkage estimation for general statistical models pp. 198-211

Hiroshi Shiraishi, Masanobu Taniguchi and Takashi Yamashita

Efron’s monotonicity property for measures on R2 pp. 212-224

Adrien Saumard and Jon A. Wellner

Semiparametric Bayesian analysis of transformation linear mixed models pp. 225-240

Niansheng Tang, Ying Wu and Dan Chen

Angle-based joint and individual variation explained pp. 241-265

Qing Feng, Meilei Jiang, Jan Hannig and J.S. Marron

Weak convergence of the weighted empirical beta copula process pp. 266-281

Betina Berghaus and Johan Segers

Adaptively weighted large-margin angle-based classifiers pp. 282-299

Sheng Fu, Sanguo Zhang and Yufeng Liu

Nonparametric density estimation for spatial data with wavelets pp. 300-319

Johannes T.N. Krebs

Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix pp. 320-334

Yinqiu He and Gongjun Xu

Trace-class Monte Carlo Markov chains for Bayesian multivariate linear regression with non-Gaussian errors pp. 335-345

Qian Qin and James P. Hobert

Volume 165, issue C, 2018

Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations pp. 1-13

Shucong Zhang and Yong Zhou

The joint projected normal and skew-normal: A distribution for poly-cylindrical data pp. 14-26

Gianluca Mastrantonio

Single-index copulas pp. 27-55

Jean-David Fermanian and Olivier Lopez

Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes pp. 56-72

Yuzhen Zhou and Yimin Xiao

Statistics of ambiguous rotations pp. 73-85

R. Arnold, P.E. Jupp and H. Schaeben

A general algorithm for covariance modeling of discrete data pp. 86-100

Gordana C. Popovic, Francis K.C. Hui and David I. Warton

Testing for serial correlation in hierarchical linear models pp. 101-116

Javier Alejo, Gabriel Montes-Rojas and Walter Sosa-Escudero

Multivariate generalized Pareto distributions: Parametrizations, representations, and properties pp. 117-131

Holger Rootzén, Johan Segers and Jennifer L. Wadsworth

On the domain of attraction of a Tracy–Widom law with applications to testing multiple largest roots pp. 132-142

Didier Chételat, Rajendran Narayanan and Martin T. Wells

Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices pp. 143-165

Vincent Brault, Sarah Ouadah, Laure Sansonnet and Céline Lévy-Leduc

MATS: Inference for potentially singular and heteroscedastic MANOVA pp. 166-179

Sarah Friedrich and Markus Pauly

Fisher dispersion index for multivariate count distributions: A review and a new proposal pp. 180-193

Célestin C. Kokonendji and Pedro Puig

Risk contagion under regular variation and asymptotic tail independence pp. 194-215

Bikramjit Das and Vicky Fasen-Hartmann

Identification problem of transition models for repeated measurement data with nonignorable missing values pp. 216-230

Kosuke Morikawa and Yutaka Kano

Multivariate goodness-of-fit on flat and curved spaces via nearest neighbor distances pp. 231-242

Bruno Ebner, Norbert Henze and Joseph E. Yukich

Generalized ridge estimator and model selection criteria in multivariate linear regression pp. 243-261

Yuichi Mori and Taiji Suzuki

Minimax linear estimation at a boundary point pp. 262-269

Wayne Gao

Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method pp. 270-278

Hiroki Hashiguchi, Nobuki Takayama and Akimichi Takemura

Simultaneous inference for the mean of repeated functional data pp. 279-295

Guanqun Cao and Li Wang

Volume 164, issue C, 2018

Local conditional and marginal approach to parameter estimation in discrete graphical models pp. 1-21

Hélène Massam and Nanwei Wang

Asymptotic normality of quadratic forms with random vectors of increasing dimension pp. 22-39

Hanxiang Peng and Anton Schick

On the joint tail behavior of randomly weighted sums of heavy-tailed random variables pp. 40-53

Jinzhu Li

Quantile regression for additive coefficient models in high dimensions pp. 54-64

Zengyan Fan and Heng Lian

Bayesian hierarchical robust factor analysis models for partially observed sample-selection data pp. 65-82

Hea-Jung Kim

Volume 163, issue C, 2018

Inverse regression approach to robust nonlinear high-to-low dimensional mapping pp. 1-14

Emeline Perthame, Florence Forbes and Antoine Deleforge

PCA-based estimation for functional linear regression with functional responses pp. 15-36

Masaaki Imaizumi and Kengo Kato

Functional envelope for model-free sufficient dimension reduction pp. 37-50

Xin Zhang, Chong Wang and Yichao Wu

Function-on-function regression with thousands of predictive curves pp. 51-66

Xin Qi and Ruiyan Luo

Local half-region depth for functional data pp. 67-79

Claudio Agostinelli

Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler–Reiß distribution pp. 80-95

Pavel Krupskii, Harry Joe, David Lee and Marc G. Genton

The Laplace transform (dets)−pexptr(s−1w) and the existence of non-central Wishart distributions pp. 96-110

Gérard Letac and Hélène Massam