Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 161, issue C, 2017

SURE estimates under dependence and heteroscedasticity pp. 1-11

Xinbing Kong, Zhi Liu, Peng Zhao and Wang Zhou

Sparse representation of multivariate extremes with applications to anomaly detection pp. 12-31

Nicolas Goix, Anne Sabourin and Stephan Clémençon

Multivariate intensity estimation via hyperbolic wavelet selection pp. 32-57

Nathalie Akakpo

Estimation and incommutativity in mixed models pp. 58-67

Dário Ferreira, Sandra Ferreira, Célia Nunes, Miguel Fonseca, Adilson Silva and João T. Mexia

A class of functional partially linear single-index models pp. 68-82

Hui Ding, Yanghui Liu, Wenchao Xu and Riquan Zhang

Some high-dimensional one-sample tests based on functions of interpoint distances pp. 83-95

Enakshi Saha, Soham Sarkar and Anil K. Ghosh

Vector quantile regression beyond the specified case pp. 96-102

Guillaume Carlier, Victor Chernozhukov and Alfred Galichon

Variable selection and structure identification for varying coefficient Cox models pp. 103-122

Toshio Honda and Ryota Yabe

Assessing skewness, kurtosis and normality in linear mixed models pp. 123-140

Alexandra Soberón and Winfried Stute

Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering pp. 141-156

Paula M. Murray, Ryan P. Browne and Paul D. McNicholas

Automated learning of t factor analysis models with complete and incomplete data pp. 157-171

Wan-Lun Wang, Luis M. Castro and Tsung-I Lin

Robust sparse Gaussian graphical modeling pp. 172-190

Kei Hirose, Hironori Fujisawa and Jun Sese

Feature screening in large scale cluster analysis pp. 191-212

Trambak Banerjee, Gourab Mukherjee and Peter Radchenko

Volume 160, issue C, 2017

Extremal properties of order statistic distributions for dependent samples with partially known multidimensional marginals pp. 1-9

Andrzej Okolewski

Goodness-of-fit tests in semiparametric transformation models using the integrated regression function pp. 10-30

Benjamin Colling and Ingrid Van Keilegom

On stochastic comparisons of maximum order statistics from the location-scale family of distributions pp. 31-41

Nil Kamal Hazra, Mithu Rani Kuiti, Maxim Finkelstein and Asok K. Nanda

Cross-validation estimation of covariance parameters under fixed-domain asymptotics pp. 42-67

François Bachoc, Agnès Lagnoux and Thi Mong Ngoc Nguyen

Extremal attractors of Liouville copulas pp. 68-92

Léo R. Belzile and Johanna G. Nešlehová

Nonparametric estimation of a function from noiseless observations at random points pp. 93-104

Benedikt Bauer, Luc Devroye, Michael Kohler, Adam Krzyżak and Harro Walk

Model specification test in a semiparametric regression model for longitudinal data pp. 105-116

Hyunkeun Cho and Seonjin Kim

A new test of independence for bivariate observations pp. 117-133

D. Bagkavos and P.N. Patil

Robust inference in a linear functional model with replications using the t distribution pp. 134-145

Manuel Galea and Mário de Castro

On optimal grouping and stochastic comparisons for heterogeneous items pp. 146-156

Nil Kamal Hazra, Maxim Finkelstein and Ji Hwan Cha

Convergence rate of Bayesian supervised tensor modeling with multiway shrinkage priors pp. 157-168

Rajarshi Guhaniyogi

Optimal detection of weak positive latent dependence between two sequences of multiple tests pp. 169-184

Sihai Dave Zhao, T. Tony Cai and Hongzhe Li

Symmetric Gaussian mixture distributions with GGC scales pp. 185-194

Stergios Fotopoulos

Volume 159, issue C, 2017

Quantile predictions for elliptical random fields pp. 1-17

V. Maume-Deschamps, Didier Rulliere and A. Usseglio-Carleve

Likelihood ratio test for partial sphericity in high and ultra-high dimensions pp. 18-38

Liliana Forzani, Antonella Gieco and Carlos Tolmasky

Smooth copula-based estimation of the conditional density function with a single covariate pp. 39-48

Paul Janssen, Jan Swanepoel and Noël Veraverbeke

Non-linear models for extremal dependence pp. 49-66

Linda Mhalla, Valérie Chavez-Demoulin and Philippe Naveau

Skew-rotationally-symmetric distributions and related efficient inferential procedures pp. 67-81

Christophe Ley and Thomas Verdebout

Asymptotic behavior of the empirical multilinear copula process under broad conditions pp. 82-110

Christian Genest, Johanna G. Nešlehová and Bruno Rémillard

Score tests for covariate effects in conditional copulas pp. 111-133

Irène Gijbels, Marek Omelka, Michal Pešta and Noël Veraverbeke

Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix pp. 138-150

Hisayuki Tsukuma and Tatsuya Kubokawa

Finite mixture modeling of censored data using the multivariate Student-t distribution pp. 151-167

Víctor H. Lachos, Edgar J. López Moreno, Kun Chen and Celso Rômulo Barbosa Cabral

Varying coefficient functional autoregressive model with application to the U.S. treasuries pp. 168-183

Meng Xu, Jialiang Li and Ying Chen

Multivariate initial sequence estimators in Markov chain Monte Carlo pp. 184-199

Ning Dai and Galin L. Jones

Volume 158, issue C, 2017

Domains of weak continuity of statistical functionals with a view toward robust statistics pp. 1-19

Volker Krätschmer, Alexander Schied and Henryk Zähle

Reduced form vector directional quantiles pp. 20-30

Gabriel Montes-Rojas

Dirichlet ARMA models for compositional time series pp. 31-46

Tingguo Zheng and Rong Chen

A new minimum contrast approach for inference in single-index models pp. 47-59

Weiyu Li and Valentin Patilea

Unbiased risk estimates for matrix estimation in the elliptical case pp. 60-72

Stéphane Canu and Dominique Fourdrinier

Estimation of parameters under a generalized growth curve model pp. 73-86

Katarzyna Filipiak and Daniel Klein

Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components pp. 87-102

Jorge Navarro and Fabrizio Durante

Nonparametric tests for multi-parameter M-estimators pp. 103-116

John E. Kolassa and John Robinson

Volume 157, issue C, 2017

Joint rank and variable selection for parsimonious estimation in a high-dimensional finite mixture regression model pp. 1-13

Emilie Devijver

Bayesian sparse reduced rank multivariate regression pp. 14-28

Gyuhyeong Goh, Dipak K. Dey and Kun Chen

Multivariate elliptical truncated moments pp. 29-44

Juan C. Arismendi and Simon Broda

A calibration method for non-positive definite covariance matrix in multivariate data analysis pp. 45-52

Chao Huang, Daniel Farewell and Jianxin Pan

A weighted localization of halfspace depth and its properties pp. 53-69

Lukáš Kotík and Daniel Hlubinka

High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices pp. 70-86

Hirokazu Yanagihara, Ryoya Oda, Yusuke Hashiyama and Yasunori Fujikoshi

Multiple correspondence analysis and the multilogit bilinear model pp. 87-102

William Fithian and Julie Josse

Bayesian inference for higher-order ordinary differential equation models pp. 103-114

Prithwish Bhaumik and Subhashis Ghosal

Exactly and almost compatible joint distributions for high-dimensional discrete conditional distributions pp. 115-123

Kun-Lin Kuo, Chwan-Chin Song and Thomas J. Jiang

Asymptotic Fisher information matrix of Markov switching VARMA models pp. 124-135

Maddalena Cavicchioli