Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

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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