Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 152, issue C, 2016

Group-wise semiparametric modeling: A SCSE approach pp. 1-14

Song Song and Lixing Zhu

Kummer and gamma laws through independences on trees—Another parallel with the Matsumoto–Yor property pp. 15-27

Agnieszka Piliszek and Jacek Wesołowski

Tests for large-dimensional covariance structure based on Rao’s score test pp. 28-39

Dandan Jiang

On the family of multivariate chi-square copulas pp. 40-60

Jean-François Quessy, Louis-Paul Rivest and Marie-Hélène Toupin

Linear shrinkage estimation of large covariance matrices using factor models pp. 61-81

Yuki Ikeda and Tatsuya Kubokawa

A nonparametric test for the evaluation of group sequential clinical trials with covariate information pp. 82-99

Ao Yuan, Yanxun Zheng, Peng Huang and Ming T. Tan

Empirical likelihood confidence tubes for functional parameters in plug-in estimation pp. 100-118

Davit Varron

Semiparametric varying-coefficient model with right-censored and length-biased data pp. 119-144

Cunjie Lin and Yong Zhou

The use of a common location measure in the invariant coordinate selection and projection pursuit pp. 145-161

Fatimah Alashwali and John T. Kent

Graphical models via joint quantile regression with component selection pp. 162-171

Hyonho Chun, Myung Hee Lee, James C. Fleet and Ji Hwan Oh

Sparse PCA-based on high-dimensional Itô processes with measurement errors pp. 172-189

Donggyu Kim and Yazhen Wang

Latent variable selection in structural equation models pp. 190-205

Yan-Qing Zhang, Guo-Liang Tian and Nian-Sheng Tang

Variable selection for additive partial linear quantile regression with missing covariates pp. 206-223

Ben Sherwood

A proportional hazards model for time-to-event data with epidemiological bias pp. 224-236

Qiaozhen Zhang, Hongsheng Dai and Bo Fu

Strict positive definiteness of multivariate covariance functions on compact two-point homogeneous spaces pp. 237-248

Rafaela N. Bonfim and Valdir A. Menegatto

Limitations on detecting row covariance in the presence of column covariance pp. 249-258

Peter D. Hoff

Generalized linear latent models for multivariate longitudinal measurements mixed with hidden Markov models pp. 259-275

Ye-Mao Xia, Nian-Sheng Tang and Jian-Wei Gou

Volume 151, issue C, 2016

Extended likelihood approach to multiple testing with directional error control under a hidden Markov random field model pp. 1-13

Donghwan Lee and Youngjo Lee

Partially linear single-index proportional hazards model with current status data pp. 14-36

Xuewen Lu, Pooneh Pordeli, Murray D. Burke and Peter X.-K. Song

A randomness test for functional panels pp. 37-53

Piotr Kokoszka, Matthew Reimherr and Nikolas Wölfing

Best estimation of functional linear models pp. 54-68

Giacomo Aletti, Caterina May and Chiara Tommasi

Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas pp. 69-89

Thomas Nagler and Claudia Czado

Limit laws of the empirical Wasserstein distance: Gaussian distributions pp. 90-109

Thomas Rippl, Axel Munk and Anja Sturm

Adaptive global thresholding on the sphere pp. 110-132

Claudio Durastanti

Constrained inference in linear regression pp. 133-150

Thelge Buddika Peiris and Bhaskar Bhattacharya

High-dimensional inference on covariance structures via the extended cross-data-matrix methodology pp. 151-166

Kazuyoshi Yata and Makoto Aoshima

Volume 150, issue C, 2016

Continuously dynamic additive models for functional data pp. 1-13

Haiqiang Ma and Zhongyi Zhu

Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings pp. 14-26

Forrest R. Miller and James W. Neill

Posterior convergence for Bayesian functional linear regression pp. 27-41

Heng Lian, Taeryon Choi, Jie Meng and Seongil Jo

A note on fast envelope estimation pp. 42-54

R. Dennis Cook, Liliana Forzani and Zhihua Su

Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data pp. 55-74

T. Tony Cai and Anru Zhang

Classification into Kullback–Leibler balls in exponential families pp. 75-90

Alexander Katzur and Udo Kamps

A local factor nonparametric test for trend synchronism in multiple time series pp. 91-104

Vyacheslav Lyubchich and Yulia R. Gel

Score test for a separable covariance structure with the first component as compound symmetric correlation matrix pp. 105-124

Katarzyna Filipiak, Daniel Klein and Anuradha Roy

Exact and asymptotic tests on a factor model in low and large dimensions with applications pp. 125-151

Taras Bodnar and Markus Reiß

Bivariate Conway–Maxwell–Poisson distribution: Formulation, properties, and inference pp. 152-168

Kimberly F. Sellers, Darcy Steeg Morris and Narayanaswamy Balakrishnan

Single index quantile regression for heteroscedastic data pp. 169-182

Eliana Christou and Michael G. Akritas

Minimax convergence rates for kernel CCA pp. 183-190

Zengyan Fan and Heng Lian

Illumination problems in digital images. A statistical point of view pp. 191-213

S. Geffray, N. Klutchnikoff and M. Vimond

Conditioned limit laws for inverted max-stable processes pp. 214-228

Ioannis Papastathopoulos and Jonathan A. Tawn

Model identification using the Efficient Determination Criterion pp. 229-244

Paulo Angelo Alves Resende and Chang Chung Yu Dorea

On the consistency of inversion-free parameter estimation for Gaussian random fields pp. 245-266

Hossein Keshavarz, Clayton Scott and XuanLong Nguyen

Volume 149, issue C, 2016

Statistical consistency of coefficient-based conditional quantile regression pp. 1-12

Jia Cai and Dao-Hong Xiang

Confidence intervals for high-dimensional partially linear single-index models pp. 13-29

Thomas Gueuning and Gerda Claeskens

Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean pp. 30-53

Prathapasinghe Dharmawansa

Maximum likelihood inference for the multivariate t mixture model pp. 54-64

Wan-Lun Wang and Tsung-I Lin

Adaptive jump-preserving estimates in varying-coefficient models pp. 65-80

Yan-Yong Zhao, Jin-Guan Lin, Xing-Fang Huang and Hong-Xia Wang

On permutation tests for predictor contribution in sufficient dimension reduction pp. 81-91

Yuexiao Dong, Chaozheng Yang and Zhou Yu

Gaussian and robust Kronecker product covariance estimation: Existence and uniqueness pp. 92-113

I. Soloveychik and D. Trushin

Marčenko–Pastur law for Tyler’s M-estimator pp. 114-123

Teng Zhang, Xiuyuan Cheng and Amit Singer

More powerful tests for sparse high-dimensional covariances matrices pp. 124-143

Liuhua Peng, Song Chen and Wen Zhou

Bias correction of the Akaike information criterion in factor analysis pp. 144-159

Haruhiko Ogasawara

Composite partial likelihood estimation for length-biased and right-censored data with competing risks pp. 160-176

Feipeng Zhang, Heng Peng and Yong Zhou

Asymptotic properties of multivariate tapering for estimation and prediction pp. 177-191

Reinhard Furrer, François Bachoc and Juan Du

A simpler spatial-sign-based two-sample test for high-dimensional data pp. 192-198

Yang Li, Zhaojun Wang and Changliang Zou

High-dimensional consistency of rank estimation criteria in multivariate linear model pp. 199-212

Yasunori Fujikoshi and Tetsuro Sakurai