Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 142, issue C, 2015

Two-sample extended empirical likelihood for estimating equations pp. 1-15

Min Tsao and Fan Wu

Calibrated multivariate distributions for improved conditional prediction pp. 16-25

Paolo Vidoni

Variable selection in semiparametric hazard regression for multivariate survival data pp. 26-40

Jicai Liu, Riquan Zhang, Weihua Zhao and Yazhao Lv

Strong consistency of the distribution estimator in the nonlinear autoregressive time series pp. 41-47

Fuxia Cheng

Optimal design for multivariate observations in seemingly unrelated linear models pp. 48-56

Moudar Soumaya, Norbert Gaffke and Rainer Schwabe

On predictive density estimation for location families under integrated squared error loss pp. 57-74

Tatsuya Kubokawa, Éric Marchand and William E. Strawderman

Construction of two new general classes of bivariate distributions based on stochastic orders pp. 75-85

Hyunju Lee and Ji Hwan Cha

Half-region depth for stochastic processes pp. 86-105

James Kuelbs and Joel Zinn

Capturing the severity of type II errors in high-dimensional multiple testing pp. 106-116

Li He, Sanat K. Sarkar and Zhigen Zhao

Semi-parametric rank regression with missing responses pp. 117-132

Huybrechts F. Bindele and Ash Abebe

A better approximation of moments of the eigenvalues and eigenvectors of the sample covariance matrix pp. 133-143

A. Enguix-González, J.L. Moreno-Rebollo and J.M. Muñoz-Pichardo

Partially linear transformation models with varying coefficients for multivariate failure time data pp. 144-166

Zhiping Qiu and Yong Zhou

Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points pp. 167-182

Giovanni Migliorati, Fabio Nobile and Raúl Tempone

Multivariate coefficients of variation: Comparison and influence functions pp. 183-198

S. Aerts, G. Haesbroeck and C. Ruwet

Volume 141, issue C, 2015

Simultaneous estimation of linear conditional quantiles with penalized splines pp. 1-21

Heng Lian, Jie Meng and Zengyan Fan

The Matsumoto–Yor property on trees for matrix variates of different dimensions pp. 22-34

Konstancja Bobecka

Simultaneous prediction for independent Poisson processes with different durations pp. 35-48

Fumiyasu Komaki

Quantile regression for dynamic partially linear varying coefficient time series models pp. 49-66

Heng Lian

Semiparametric linear transformation model with differential measurement error and validation sampling pp. 67-80

Xuan Wang and Qihua Wang

Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models pp. 81-103

Heng Lian, Jie Meng and Kaifeng Zhao

Influence assessment in censored mixed-effects models using the multivariate Student’s-t distribution pp. 104-117

Larissa A. Matos, Dipankar Bandyopadhyay, Luis M. Castro and Victor H. Lachos

Consistent test of error-in-variables partially linear model with auxiliary variables pp. 118-131

Zhihua Sun, Xue Ye and Liuquan Sun

Penalized regression across multiple quantiles under random censoring pp. 132-146

Yanlin Tang and Huixia Judy Wang

Generalized additive models for conditional dependence structures pp. 147-167

Thibault Vatter and Valérie Chavez-Demoulin

On high dimensional two-sample tests based on nearest neighbors pp. 168-178

Pronoy K. Mondal, Munmun Biswas and Anil K. Ghosh

Nonparametric and semiparametric compound estimation in multiple covariates pp. 179-196

Richard Charnigo, Limin Feng and Cidambi Srinivasan

Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions pp. 197-216

Georg Mainik

A robust test for sphericity of high-dimensional covariance matrices pp. 217-227

Xintao Tian, Yuting Lu and Weiming Li

Volume 140, issue C, 2015

Optimal level sets for bivariate density representation pp. 1-18

Pedro Delicado and Philippe Vieu

Multiple hidden Markov models for categorical time series pp. 19-30

R. Colombi and S. Giordano

Density deconvolution from repeated measurements without symmetry assumption on the errors pp. 31-46

Fabienne Comte and Johanna Kappus

Predictive nonlinear biplots: Maps and trajectories pp. 47-59

S.K. Vines

Rank inversions in the scoring of examinations consisting of several subtests pp. 60-71

Simeon M. Berman

Weighted ℓ1-penalized corrected quantile regression for high dimensional measurement error models pp. 72-91

Abhishek Kaul and Hira L. Koul

Copulae on products of compact Riemannian manifolds pp. 92-98

P.E. Jupp

Third-order local power properties of tests for a composite hypothesis, II pp. 99-112

Yoshihide Kakizawa

All admissible linear predictors in the finite populations with respect to inequality constraints under a balanced loss function pp. 113-122

Ping Peng, Guikai Hu and Jian Liang

Smoothed jackknife empirical likelihood inference for ROC curves with missing data pp. 123-138

Hanfang Yang and Yichuan Zhao

Robust spiked random matrices and a robust G-MUSIC estimator pp. 139-161

Romain Couillet

A high dimensional two-sample test under a low dimensional factor structure pp. 162-170

Yingying Ma, Wei Lan and Hansheng Wang

Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function pp. 171-192

Simos G. Meintanis, Joseph Ngatchou-Wandji and Emanuele Taufer

On an independence test approach to the goodness-of-fit problem pp. 193-208

Ludwig Baringhaus and Daniel Gaigall

Semiparametric regression of multivariate panel count data with informative observation times pp. 209-219

Yang Li, Xin He, Haiying Wang, Bin Zhang and Jianguo Sun

Vector quantization and clustering in the presence of censoring pp. 220-233

Svetlana Gribkova

Asymptotic properties of the misclassification rates for Euclidean Distance Discriminant rule in high-dimensional data pp. 234-244

Hiroki Watanabe, Masashi Hyodo, Takashi Seo and Tatjana Pavlenko

Estimation of the mean vector in a singular multivariate normal distribution pp. 245-258

Hisayuki Tsukuma and Tatsuya Kubokawa

Consistency of non-integrated depths for functional data pp. 259-282

Irène Gijbels and Stanislav Nagy

Minimax rate of convergence for an estimator of the functional component in a semiparametric multivariate partially linear model pp. 283-290

Michael Levine

Parametric and nonparametric bootstrap methods for general MANOVA pp. 291-301

Frank Konietschke, Arne C. Bathke, Solomon W. Harrar and Markus Pauly

Identifiability of a model for discrete frequency distributions with a multidimensional parameter space pp. 302-316

Marica Manisera and Paola Zuccolotto

Entropy measure for the quantification of upper quantile interdependence in multivariate distributions pp. 317-324

Jhan Rodríguez and András Bárdossy

Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models pp. 325-342

Alicia A. Johnson and Galin L. Jones

Discrete Schur-constant models pp. 343-362

Anna Castañer, M.M. Claramunt, C. Lefèvre and Stéphane Loisel

A class of multivariate copulas based on products of bivariate copulas pp. 363-376

Gildas Mazo, Stéphane Girard and Florence Forbes

On estimation in the reduced-rank regression with a large number of responses and predictors pp. 377-394

Vladislav Kargin

Minimax prediction for functional linear regression with functional responses in reproducing kernel Hilbert spaces pp. 395-402

Heng Lian