Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 148, issue C, 2016

Estimation of a high-dimensional covariance matrix with the Stein loss pp. 1-17

Hisayuki Tsukuma

On conditional prediction errors in mixed models with application to small area estimation pp. 18-33

Shonosuke Sugasawa and Tatsuya Kubokawa

Weighted composite quantile regression for single-index models pp. 34-48

Rong Jiang, Wei-Min Qian and Zhan-Gong Zhou

Exploratory factor analysis—Parameter estimation and scores prediction with high-dimensional data pp. 49-59

Rolf Sundberg and Uwe Feldmann

Estimation in singular linear models with stepwise inclusion of linear restrictions pp. 60-72

Xingwei Ren

Analysis of bivariate zero inflated count data with missing responses pp. 73-82

Miao Yang, Kalyan Das and Anandamayee Majumdar

Stochastic orderings for elliptical random vectors pp. 83-88

Xiaoqing Pan, Guoxin Qiu and Taizhong Hu

Model-free sure screening via maximum correlation pp. 89-106

Qiming Huang and Yu Zhu

A general setting for symmetric distributions and their relationship to general distributions pp. 107-119

P.E. Jupp, G. Regoli and A. Azzalini

On local asymptotic normality for functional autoregressive processes pp. 120-140

Nesrine Kara-Terki and Tahar Mourid

Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates pp. 141-159

Agathe Guilloux, Sarah Lemler and Marie-Luce Taupin

Spectral analysis of the Moore–Penrose inverse of a large dimensional sample covariance matrix pp. 160-172

Taras Bodnar, Holger Dette and Nestor Parolya

Characterizations of the class of bivariate Gompertz distributions pp. 173-179

Nikolai Kolev

Volume 147, issue C, 2016

Improved second order estimation in the singular multivariate normal model pp. 1-19

Didier Chételat and Martin T. Wells

Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods pp. 20-37

Haruhiko Ogasawara

Multivariate trend function testing with mixed stationary and integrated disturbances pp. 38-57

Ke-Li Xu

Bootstrap likelihood ratio confidence bands for survival functions under random censorship and its semiparametric extension pp. 58-81

Sundarraman Subramanian

Local convex hull support and boundary estimation pp. 82-101

C. Aaron and O. Bodart

Influence analysis of robust Wald-type tests pp. 102-126

Abhik Ghosh, Abhijit Mandal, Nirian Martín and Leandro Pardo

Robust ridge estimator in restricted semiparametric regression models pp. 127-144

Mahdi Roozbeh

Influence measures and stability for graphical models pp. 145-154

Avner Bar-Hen and Jean-Michel Poggi

Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices pp. 155-167

Thorsten Neuschel and Dries Stivigny

Efficiency in multivariate functional nonparametric models with autoregressive errors pp. 168-182

Sophie Dabo-Niang, S. Guillas and C. Ternynck

Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors pp. 183-201

Guo-Liang Fan, Han-Ying Liang and Yu Shen

Simultaneous variable selection and de-coarsening in multi-path change-point models pp. 202-217

Azadeh Shohoudi, Abbas Khalili, David B. Wolfson and Masoud Asgharian

Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors pp. 218-233

Jan Beran and Haiyan Liu

Detecting weak signals in high dimensions pp. 234-246

X. Jessie Jeng

An objective general index for multivariate ordered data pp. 247-264

Tomonari Sei

On the Tracy–Widom approximation of studentized extreme eigenvalues of Wishart matrices pp. 265-272

Rohit S. Deo

Semi-parametric survival function estimators deduced from an identifying Volterra type integral equation pp. 273-284

Gerhard Dikta, Martin Reißel and Carsten Harlaß

Local linear regression on correlated survival data pp. 285-294

Zhezhen Jin and Wenqing He

Decomposition of an autoregressive process into first order processes pp. 295-314

Michael J. Monsour

Volume 146, issue C, 2016

Supervised singular value decomposition and its asymptotic properties pp. 7-17

Gen Li, Dan Yang, Andrew B. Nobel and Haipeng Shen

COBRA: A combined regression strategy pp. 18-28

Gérard Biau, Aurélie Fischer, Benjamin Guedj and James D. Malley

On the estimation of the functional Weibull tail-coefficient pp. 29-45

Laurent Gardes and Stéphane Girard

Weak convergence of discretely observed functional data with applications pp. 46-62

Stanislav Nagy, Irène Gijbels and Daniel Hlubinka

Consistent variable selection for functional regression models pp. 63-71

Julian A.A. Collazos, Ronaldo Dias and Adriano Z. Zambom

On the asymptotics of random forests pp. 72-83

Erwan Scornet

Kriging for Hilbert-space valued random fields: The operatorial point of view pp. 84-94

Alessandra Menafoglio and Giovanni Petris

A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data pp. 95-104

Han Lin Shang

Adaptive estimation in the functional nonparametric regression model pp. 105-118

Gaëlle Chagny and Angelina Roche

Detecting and estimating intensity of jumps for discretely observed ARMAD(1,1) processes pp. 119-137

D. Blanke and D. Bosq

Plug-in prediction intervals for a special class of standard ARH(1) processes pp. 138-150

M.D. Ruiz-Medina, E. Romano and R. Fernández-Pascual

A semiparametric factor model for CDO surfaces dynamics pp. 151-163

Barbara Choroś-Tomczyk, Wolfgang Härdle and Ostap Okhrin

Sharp minimax tests for large Toeplitz covariance matrices with repeated observations pp. 164-176

Cristina Butucea and Rania Zgheib

Combining a relaxed EM algorithm with Occam’s razor for Bayesian variable selection in high-dimensional regression pp. 177-190

Pierre Latouche, Pierre-Alexandre Mattei, Charles Bouveyron and Julien Chiquet

Feature selection for functional data pp. 191-208

Ricardo Fraiman, Yanina Gimenez and Marcela Svarc

Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms: Lp and almost sure rates of convergence pp. 209-222

Antoine Godichon-Baggioni

Direct shrinkage estimation of large dimensional precision matrix pp. 223-236

Taras Bodnar, Arjun K. Gupta and Nestor Parolya

Shape classification based on interpoint distance distributions pp. 237-247

José R. Berrendero, Antonio Cuevas and Beatriz Pateiro-López

Worst possible sub-directions in high-dimensional models pp. 248-260

Sara van de Geer

Relative-error prediction in nonparametric functional statistics: Theory and practice pp. 261-268

Jacques Demongeot, Ali Hamie, Ali Laksaci and Mustapha Rachdi

A nonlinear aggregation type classifier pp. 269-281

Alejandro Cholaquidis, Ricardo Fraiman, Juan Kalemkerian and Pamela Llop

Gap between orthogonal projectors—Application to stationary processes pp. 282-300

Alain Boudou and Sylvie Viguier-Pla

Multivariate functional linear regression and prediction pp. 301-312

Jeng-Min Chiou, Ya-Fang Yang and Yu-Ting Chen

Generalized linear model with functional predictors and their derivatives pp. 313-324

Aziza Ahmedou, Jean-Marie Marion and Besnik Pumo

An angle-based multivariate functional pseudo-depth for shape outlier detection pp. 325-340

Sonja Kuhnt and André Rehage

Optimal sampling designs for nonparametric estimation of spatial averages of random fields pp. 341-351

Karim Benhenni and Yingcai Su