Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 145, issue C, 2016

High-dimensional multivariate repeated measures analysis with unequal covariance matrices pp. 1-21

Solomon W. Harrar and Xiaoli Kong

Inference for biased models: A quasi-instrumental variable approach pp. 22-36

Lu Lin, Lixing Zhu and Yujie Gai

Multivariate stochastic comparisons of multivariate mixture models and their applications pp. 37-43

Narayanaswamy Balakrishnan, Ghobad Barmalzan and Abedin Haidari

Negative association and negative dependence for random upper semicontinuous functions, with applications pp. 44-57

Nguyen Tran Thuan and Nguyen Van Quang

A skew Gaussian decomposable graphical model pp. 58-72

Hamid Zareifard, Håvard Rue, Majid Jafari Khaledi and Finn Lindgren

Tails of weakly dependent random vectors pp. 73-86

Peter Tankov

Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data pp. 87-100

Priya Kohli, Tanya P. Garcia and Mohsen Pourahmadi

Goodness of fit in restricted measurement error models pp. 101-116

C.-L. Cheng, Shalabh, and G. Garg

Kriging prediction for manifold-valued random fields pp. 117-131

Davide Pigoli, Alessandra Menafoglio and Piercesare Secchi

On oracle property and asymptotic validity of Bayesian generalized method of moments pp. 132-147

Cheng Li and Wenxin Jiang

Approximate uniform shrinkage prior for a multivariate generalized linear mixed model pp. 148-161

Hsiang-Chun Chen and Thomas E. Wehrly

Skewed factor models using selection mechanisms pp. 162-177

Hyoung-Moon Kim, Mehdi Maadooliat, Reinaldo B. Arellano-Valle and Marc G. Genton

The Dual Central Subspaces in dimension reduction pp. 178-189

Ross Iaci, Xiangrong Yin and Lixing Zhu

Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition pp. 190-207

Hisayuki Tsukuma

Set-valued and interval-valued stationary time series pp. 208-223

Xun Wang, Zhongzhan Zhang and Shoumei Li

Matrix-variate distribution theory under elliptical models-4: Joint distribution of latent roots of covariance matrix and the largest and smallest latent roots pp. 224-235

Francisco J. Caro-Lopera, Graciela González Farías and Narayanaswamy Balakrishnan

A new estimator for efficient dimension reduction in regression pp. 236-249

Wei Luo and Xizhen Cai

Volume 144, issue C, 2016

Estimating the conditional extreme-value index under random right-censoring pp. 1-24

Gilles Stupfler

Testing covariates in high dimension linear regression with latent factors pp. 25-37

Wei Lan, Yue Ding, Zheng Fang and Kuangnan Fang

Multivariate spline analysis for multiplicative models: Estimation, testing and application to climate change pp. 38-53

Jean-Marc Azaïs and Aurélien Ribes

Asymptotics of the two-stage spatial sign correlation pp. 54-67

Alexander Dürre and Daniel Vogel

Reliable inference for complex models by discriminative composite likelihood estimation pp. 68-80

Davide Ferrari and Chao Zheng

Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure pp. 81-90

Anuradha Roy, Roman Zmyślony, Miguel Fonseca and Ricardo Leiva

Least product relative error estimation pp. 91-98

Kani Chen, Yuanyuan Lin, Zhanfeng Wang and Zhiliang Ying

Consistent estimation of survival functions under uniform stochastic ordering; the k-sample case pp. 99-109

Hammou El Barmi and Hari Mukerjee

Bayesian factor analysis with uncertain functional constraints about factor loadings pp. 110-128

Hea-Jung Kim, Taeryon Choi and Seongil Jo

Tail asymptotics for the bivariate skew normal pp. 129-138

Thomas Fung and Eugene Seneta

Elliptical affine shape distributions for real normed division algebras pp. 139-149

José A. Díaz-García and Francisco J. Caro-Lopera

On the asymptotic normality of kernel estimators of the long run covariance of functional time series pp. 150-175

István Berkes, Lajos Horvath and Gregory Rice

Quantile regression of longitudinal data with informative observation times pp. 176-188

Xuerong Chen, Niansheng Tang and Yong Zhou

Bivariate one-sample optimal location test for spherical stable densities by Pade’ methods pp. 189-199

P. Barone

New algorithms for M-estimation of multivariate scatter and location pp. 200-217

Lutz Dümbgen, Klaus Nordhausen and Heike Schuhmacher

On the worst and least possible asymptotic dependence pp. 218-234

Alexandru V. Asimit and Russell Gerrard

Volume 143, issue C, 2016

Convexity issues in multivariate multiple testing of treatments vs. control pp. 1-11

Arthur Cohen and Harold Sackrowitz

A definition of qualitative robustness for general point estimators, and examples pp. 12-31

Henryk Zähle

Estimation of the inverse scatter matrix of an elliptically symmetric distribution pp. 32-55

Dominique Fourdrinier, Fatiha Mezoued and Martin T. Wells

Separation of linear and index covariates in partially linear single-index models pp. 56-70

Heng Lian and Hua Liang

Bias-corrected inference for multivariate nonparametric regression: Model selection and oracle property pp. 71-93

Francesco Giordano and Maria Lucia Parrella

Bayesian regression analysis of data with random effects covariates from nonlinear longitudinal measurements pp. 94-106

Rolando De la Cruz, Cristian Meza, Ana Arribas-Gil and Raymond J. Carroll

Inference for high-dimensional differential correlation matrices pp. 107-126

T. Tony Cai and Anru Zhang

Shrinkage-based diagonal Hotelling’s tests for high-dimensional small sample size data pp. 127-142

Kai Dong, Herbert Pang, Tiejun Tong and Marc G. Genton

Isotropic covariance functions on spheres: Some properties and modeling considerations pp. 143-152

Joseph Guinness and Montserrat Fuentes

Joint analysis of current count and current status data pp. 153-164

Chi-Chung Wen and Yi-Hau Chen

On the weak convergence and Central Limit Theorem of blurring and nonblurring processes with application to robust location estimation pp. 165-184

Ting-Li Chen, Hironori Fujisawa, Su-Yun Huang and Chii-Ruey Hwang

Bayesian analysis of multivariate stable distributions using one-dimensional projections pp. 185-193

Mike Tsionas

Multivariate families of gamma-generated distributions with finite or infinite support above or below the diagonal pp. 194-207

Narayanaswamy Balakrishnan and Miroslav M. Ristić

Non-asymptotic adaptive prediction in functional linear models pp. 208-232

Élodie Brunel, André Mas and Angelina Roche

Unified improvements in estimation of a normal covariance matrix in high and low dimensions pp. 233-248

Hisayuki Tsukuma and Tatsuya Kubokawa

Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals pp. 249-274

Romain Couillet, Abla Kammoun and Frédéric Pascal

Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fr e ´ chet–Hoeffding upper bound pp. 275-298

Ignacio Montes and Susana Montes

Equalities for estimators of partial parameters under linear model with restrictions pp. 299-313

Yongge Tian and Bo Jiang

Singular inverse Wishart distribution and its application to portfolio theory pp. 314-326

Taras Bodnar, Stepan Mazur and Krzysztof Podgórski

The Fine–Gray model under interval censored competing risks data pp. 327-344

Chenxi Li

Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure pp. 345-361

Beata Roś, Fetsje Bijma, Jan C. de Munck and Mathisca C.M. de Gunst

Shrinkage estimation in spatial autoregressive model pp. 362-373

Amresh Bahadur Pal, Ashutosh Kumar Dubey and Anoop Chaturvedi

A multivariate circular distribution with applications to the protein structure prediction problem pp. 374-382

Sungsu Kim, Ashis SenGupta and Barry C. Arnold

Nonconvex penalized reduced rank regression and its oracle properties in high dimensions pp. 383-393

Heng Lian and Yongdai Kim

On the uniform consistency of the zonoid depth pp. 394-397

Ignacio Cascos and Miguel López-Díaz

Extending mixtures of factor models using the restricted multivariate skew-normal distribution pp. 398-413

Tsung-I Lin, Geoffrey J. McLachlan and Sharon X. Lee

Characterization of beta distribution on symmetric cones pp. 414-423

Bartosz Kołodziejek

Higher order density approximations for solutions to estimating equations pp. 424-439

Anthony Almudevar

On the closure of relational models pp. 440-452

Anna Klimova and Tamás Rudas

Bias-corrected estimation of stable tail dependence function pp. 453-466

Jan Beirlant, Mikael Escobar-Bach, Yuri Goegebeur and Armelle Guillou

Distribution of the largest root of a matrix for Roy’s test in multivariate analysis of variance pp. 467-471

Marco Chiani

Robust model-free feature screening via quantile correlation pp. 472-480

Xuejun Ma and Jingxiao Zhang

The analysis of multivariate longitudinal data using multivariate marginal models pp. 481-491

Hyunkeun Cho

Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data pp. 492-502

Liya Fu and You-Gan Wang