Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 135, issue C, 2015

A sufficient condition for the convergence of the mean shift algorithm with Gaussian kernel pp. 1-10

Youness Aliyari Ghassabeh

A Semi-Infinite Programming based algorithm for determining T-optimum designs for model discrimination pp. 11-24

Belmiro P.M. Duarte, Weng Kee Wong and Anthony C. Atkinson

MDR method for nonbinary response variable pp. 25-42

Alexander Bulinski and Alexander Rakitko

A Bayesian method for analyzing combinations of continuous, ordinal, and nominal categorical data with missing values pp. 43-58

Xiao Zhang, W. John Boscardin, Thomas R. Belin, Xiaohai Wan, Yulei He and Kui Zhang

Achieving semiparametric efficiency bound in longitudinal data analysis with dropouts pp. 59-70

Peisong Han, Peter X.-K. Song and Lu Wang

Transformation-based nonparametric estimation of multivariate densities pp. 71-88

Meng-Shiuh Chang and Ximing Wu

Spatial sign correlation pp. 89-105

Alexander Dürre, Daniel Vogel and Roland Fried

Nonparametric confidence regions for the central orientation of random rotations pp. 106-116

Bryan Stanfill, Ulrike Genschel, Heike Hofmann and Dan Nordman

A parametric registration model for warped distributions with Wasserstein’s distance pp. 117-130

Marina Agulló-Antolín, J.A. Cuesta-Albertos, Hélène Lescornel and Jean-Michel Loubes

Robust Generalized Empirical Likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors pp. 131-152

Jonathan B. Hill

Fast and adaptive sparse precision matrix estimation in high dimensions pp. 153-162

Weidong Liu and Xi Luo

Joint prior distributions for variance parameters in Bayesian analysis of normal hierarchical models pp. 163-174

Haydar Demirhan and Zeynep Kalaylioglu

Sparse semiparametric discriminant analysis pp. 175-188

Qing Mai and Hui Zou

Volume 134, issue C, 2015

Canonical correlation analysis for irregularly and sparsely observed functional data pp. 1-18

Hyejin Shin and Seokho Lee

On modular decompositions of system signatures pp. 19-32

Jean-Luc Marichal, Pierre Mathonet and Fabio Spizzichino

Sparse wavelet regression with multiple predictive curves pp. 33-49

Ruiyan Luo and Xin Qi

Central tolerance regions and reference regions for multivariate normal populations pp. 50-60

Xiaoyu Dong and Thomas Mathew

Covariance matrices associated to general moments of a random vector pp. 61-70

Songjun Lv

Robust inverse regression for dimension reduction pp. 71-81

Yuexiao Dong, Zhou Yu and Liping Zhu

Robust linear functional mixed models pp. 82-98

Marco Riquelme, Heleno Bolfarine and Manuel Galea

Robust estimating equation-based sufficient dimension reduction pp. 99-118

Jingke Zhou, Wangli Xu and Lixing Zhu

Sibuya-type bivariate lack of memory property pp. 119-128

Jayme Pinto and Nikolai Kolev

Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models pp. 129-145

Wolfgang Härdle, Ritov, Ya’acov and Weining Wang

A possibly asymmetric multivariate generalization of the Möbius distribution for directional data pp. 146-162

Kagumi Uesu, Kunio Shimizu and Ashis SenGupta

Volume 133, issue C, 2015

Efficient minimum distance estimator for quantile regression fixed effects panel data pp. 1-26

Antonio Galvao and Liang Wang

Self-consistency and a generalized principal subspace theorem pp. 27-37

Thaddeus Tarpey and Nicola Loperfido

Conditional density estimation in measurement error problems pp. 38-50

Xiao-Feng Wang and Deping Ye

Nonparametric significance testing and group variable selection pp. 51-60

Adriano Zanin Zambom and Michael G. Akritas

Asymptotic normality in the maximum entropy models on graphs with an increasing number of parameters pp. 61-76

Ting Yan, Yunpeng Zhao and Hong Qin

Adaptive estimation of an additive regression function from weakly dependent data pp. 77-94

Christophe Chesneau, Jalal Fadili and Bertrand Maillot

Nonparametric estimation of fixed effects panel data varying coefficient models pp. 95-122

Juan M. Rodriguez-Poo and Alexandra Soberón

The additive and block decompositions about the WLSEs of parametric functions for a multiple partitioned linear regression model pp. 123-135

Yunying Huang and Bing Zheng

A test for using the sum score to obtain a stochastic ordering of subjects pp. 136-139

R. Ligtvoet

High dimensional mean–variance optimization through factor analysis pp. 140-159

Binbin Chen, Shih-Feng Huang and Guangming Pan

A unified approach to decision-theoretic properties of the MLEs for the mean directions of several Langevin distributions pp. 160-172

Kanika,, Somesh Kumar and Ashis SenGupta

Influence function of projection-pursuit principal components for functional data pp. 173-199

Juan Lucas Bali and Graciela Boente

Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics pp. 200-215

Herold Dehling, Olimjon Sh. Sharipov and Martin Wendler

Tensor sliced inverse regression pp. 216-231

Shanshan Ding and R. Dennis Cook

Does modeling lead to more accurate classification?: A study of relative efficiency in linear classification pp. 232-250

Yoonkyung Lee and Rui Wang

Multivariate and multiradial Schoenberg measures with their dimension walks pp. 251-265

C.E. Alonso-Malaver, E. Porcu and R. Giraldo

Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors pp. 266-276

Guikai Hu, Shenghua Yu and Han Luo

Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval pp. 277-290

Seonjin Kim, Zhibiao Zhao and Xiaofeng Shao

Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices pp. 291-303

Li-Wen Xu

Ordering properties of order statistics from random variables of Archimedean copulas with applications pp. 304-320

Xiaohu Li and Rui Fang

SCAD penalized rank regression with a diverging number of parameters pp. 321-333

Hu Yang, Chaohui Guo and Jing Lv

Extremes of aggregated Dirichlet risks pp. 334-345

Enkelejd Hashorva

Estimation in mixed-effects functional ANOVA models pp. 346-355

E.A. Rady, N.M. Kilany and S.A. Eliwa

A robust predictive approach for canonical correlation analysis pp. 356-376

Jorge G. Adrover and Stella M. Donato

On the use of coordinate-free matrix calculus pp. 377-381

Jan Brinkhuis

Inference for mixed models of ANOVA type with high-dimensional data pp. 382-401

Fei Chen, Zaixing Li, Lei Shi and Lixing Zhu