Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 139, issue C, 2015

Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavity pp. 1-6

Rahul Mukerjee and S.H. Ong

Testing homogeneity of mean vectors under heteroscedasticity in high-dimension pp. 7-27

Takayuki Yamada and Tetsuto Himeno

Contributions to the diagonal expansion of a bivariate copula with continuous extensions pp. 28-44

Carles M. Cuadras

A mixed model for complete three or higher-way layout with two random effects factors pp. 45-55

Bilgehan Güven

The random matrix regime of Maronna’s M-estimator with elliptically distributed samples pp. 56-78

Romain Couillet, Frédéric Pascal and Jack W. Silverstein

High-dimensional tests for spherical location and spiked covariance pp. 79-91

Christophe Ley, Davy Paindaveine and Thomas Verdebout

Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration pp. 92-123

Mátyás Barczy, Kristóf Körmendi and Gyula Pap

Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models pp. 124-146

Damien Passemier, Matthew R. McKay and Yang Chen

Data driven smooth test of comparison for dependent sequences pp. 147-165

P. Doukhan, D. Pommeret and L. Reboul

Consistency and asymptotic normality for a nonparametric prediction under measurement errors pp. 166-188

Kairat Mynbaev and Carlos Martins-Filho

Estimating the parameters of multiple chirp signals pp. 189-206

Ananya Lahiri, Debasis Kundu and Amit Mitra

Sharp lower and upper bounds for the Gaussian rank of a graph pp. 207-218

Emanuel Ben-David

A bivariate Gompertz–Makeham life distribution pp. 219-226

Albert W. Marshall and Ingram Olkin

Model detection and estimation for single-index varying coefficient model pp. 227-244

Sanying Feng and Liugen Xue

Prediction of stationary Gaussian random fields with incomplete quarterplane past pp. 245-258

Raymond Cheng

On mixtures of copulas and mixing coefficients pp. 259-265

Martial Longla

High dimensional single index models pp. 266-282

Peter Radchenko

On idempotent D-norms pp. 283-294

Michael Falk

Parametric transformed Fay–Herriot model for small area estimation pp. 295-311

Shonosuke Sugasawa and Tatsuya Kubokawa

A unified approach to estimating a normal mean matrix in high and low dimensions pp. 312-328

Hisayuki Tsukuma and Tatsuya Kubokawa

Semiparametric estimation with missing covariates pp. 329-346

Francesco Bravo

A two-step estimation method for grouped data with connections to the extended growth curve model and partial least squares regression pp. 347-359

Ying Li, Peter Udén and Dietrich von Rosen

Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions pp. 360-384

Olivier Ledoit and Michael Wolf

Volume 138, issue C, 2015

Sampling, conditionalizing, counting, merging, searching regular vines pp. 4-18

Roger Cooke, D. Kurowicka and K. Wilson

Truncation of vine copulas using fit indices pp. 19-33

Eike C. Brechmann and Harry Joe

Efficient information based goodness-of-fit tests for vine copula models with fixed margins: A comprehensive review pp. 34-52

Ulf Schepsmeier

Structured factor copula models: Theory, inference and computation pp. 53-73

Pavel Krupskii and Harry Joe

Spatial composite likelihood inference using local C-vines pp. 74-88

Tobias Michael Erhardt, Claudia Czado and Ulf Schepsmeier

Univariate conditioning of vine copulas pp. 89-103

Piotr Jaworski

Conditional quantiles and tail dependence pp. 104-126

Carole Bernard and Claudia Czado

On an interaction function for copulas pp. 127-142

Dorota Kurowicka and Wim T. van Horssen

Higher order tail densities of copulas and hidden regular variation pp. 143-155

Haijun Li and Lei Hua

Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks pp. 156-169

Jun Cai and Wei Wei

On aggregation sets and lower-convex sets pp. 170-181

Tiantian Mao and Ruodu Wang

Construction and sampling of Archimedean and nested Archimedean Lévy copulas pp. 182-198

Oliver Grothe and Marius Hofert

Volume 137, issue C, 2015

Nonparametric estimation of the conditional tail copula pp. 1-16

Laurent Gardes and Stéphane Girard

Adaptive estimation for varying coefficient models pp. 17-31

Yixin Chen, Qin Wang and Weixin Yao

Equivariant minimax dominators of the MLE in the array normal model pp. 32-49

David Gerard and Peter Hoff

Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup pp. 50-60

Anuradha Roy, Ricardo Leiva, Ivan Žežula and Daniel Klein

Maximum entropy copula with given diagonal section pp. 61-81

Cristina Butucea, Jean-François Delmas, Anne Dutfoy and Richard Fischer

Extremes of scale mixtures of multivariate time series pp. 82-99

Helena Ferreira and Marta Ferreira

SCAD-penalized regression for varying-coefficient models with autoregressive errors pp. 100-118

Jia Qiu, Degao Li and Jinhong You

On singular value distribution of large-dimensional autocovariance matrices pp. 119-140

Zeng Li, Guangming Pan and Jianfeng Yao

Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models pp. 141-160

Hira L. Koul and Xiaoqing Zhu

Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions pp. 161-172

T. Tony Cai, Tengyuan Liang and Harrison H. Zhou

Matrix variate slash distribution pp. 173-178

Y. Murat Bulut and Olcay Arslan

Maximal coupling of empirical copulas for discrete vectors pp. 179-186

Olivier P. Faugeras

A new test for part of high dimensional regression coefficients pp. 187-203

Siyang Wang and Hengjian Cui

Volume 136, issue C, 2015

Estimation in skew-normal linear mixed measurement error models pp. 1-11

Ameneh Kheradmandi and Abdolrahman Rasekh

Extreme negative dependence and risk aggregation pp. 12-25

Bin Wang and Ruodu Wang

Optimal partial ridge estimation in restricted semiparametric regression models pp. 26-40

Morteza Amini and Mahdi Roozbeh

Heteroscedasticity checks for single index models pp. 41-55

Xuehu Zhu, Xu Guo, Lu Lin and Lixing Zhu

Shrinkage ridge estimators in semiparametric regression models pp. 56-74

Mahdi Roozbeh

On testing common indices for two multi-index models: A link-free approach pp. 75-85

Xuejing Liu, Zhou Yu, Xuerong Meggie Wen and Robert Paige

Covariance components selection in high-dimensional growth curve model with random coefficients pp. 86-94

Shinpei Imori and Dietrich von Rosen

Shift outliers in linear inference pp. 95-107

D.R. Jensen and D.E. Ramirez

Evaluating panel data forecasts under independent realization pp. 108-125

Ryan Greenaway-McGrevy

Semi-parametric modeling of excesses above high multivariate thresholds with censored data pp. 126-146

Anne Sabourin

Bayesian structure learning in graphical models pp. 147-162

Sayantan Banerjee and Subhashis Ghosal

Parametric and semiparametric reduced-rank regression with flexible sparsity pp. 163-174

Heng Lian, Sanying Feng and Kaifeng Zhao

Diagnostics in a simple correspondence analysis model: An approach based on Cook’s distance for log-linear models pp. 175-189

Nirian Martín