Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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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