Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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Volume 200, issue C, 2024

Statistical performance of quantile tensor regression with convex regularization

Wenqi Lu, Zhongyi Zhu, Rui Li and Heng Lian

Matrix-valued isotropic covariance functions with local extrema

Alfredo Alegría and Xavier Emery

Testing homogeneity in high dimensional data through random projections

Tao Qiu, Qintong Zhang, Yuanyuan Fang and Wangli Xu

A novel positive dependence property and its impact on a popular class of concordance measures

Sebastian Fuchs and Marco Tschimpke

A multivariate skew-normal-Tukey-h distribution

Sagnik Mondal and Marc G. Genton

High-dimensional Bernstein–von Mises theorem for the Diaconis–Ylvisaker prior

Xin Jin, Anirban Bhattacharya and Riddhi Pratim Ghosh

Volume 199, issue C, 2024

On testing the equality of latent roots of scatter matrices under ellipticity

Gaspard Bernard and Thomas Verdebout

Tests for group-specific heterogeneity in high-dimensional factor models

Antoine Djogbenou and Razvan Sufana

Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions

Chuancun Yin and Narayanaswamy Balakrishnan

Test of conditional independence in factor models via Hilbert–Schmidt independence criterion

Kai Xu and Qing Cheng

The skewness of mean–variance normal mixtures

Nicola Loperfido

Tests for equality of several covariance matrix functions for multivariate functional data

Zhiping Qiu, Jiangyuan Fan, Jin-Ting Zhang and Jianwei Chen

Large factor model estimation by nuclear norm plus ℓ1 norm penalization

Matteo Farnè and Angela Montanari

Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices

Ansgar Steland

Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs

Marléne Baumeister, Marc Ditzhaus and Markus Pauly

Non-asymptotic robustness analysis of regression depth median

Yijun Zuo

On moments of truncated multivariate normal/independent distributions

Tsung-I Lin and Wan-Lun Wang

Asymptotic properties of hierarchical clustering in high-dimensional settings

Kento Egashira, Kazuyoshi Yata and Makoto Aoshima

Volume 198, issue C, 2023

Tensor Stein-rules in a generalized tensor regression model

Mai Ghannam and Sévérien Nkurunziza

Extending compositional data analysis from a graph signal processing perspective

Christopher Rieser and Peter Filzmoser

Testing for changes in linear models using weighted residuals

Lajos Horvath, Gregory Rice and Yuqian Zhao

Uncovering block structures in large rectangular matrices

Tingnan Gong, Weiping Zhang and Yu Chen

Optimal designs for prediction of random effects in two-groups models with multivariate response

Maryna Prus

Learning Gaussian graphical models with latent confounders

Ke Wang, Alexander Franks and Sang-Yun Oh

Functional additive expectile regression in the reproducing kernel Hilbert space

Yuzi Liu, Ling Peng, Qing Liu, Heng Lian and Xiaohui Liu

Nonparametric drift estimation from diffusions with correlated Brownian motions

Fabienne Comte and Nicolas Marie

Feature screening for multiple responses

Zhenzhen Jiang, Hongping Guo and Jinjuan Wang

False discovery rate approach to dynamic change detection

Lilun Du and Mengtao Wen

Covariance structure estimation with Laplace approximation

Bongjung Sung and Jaeyong Lee

Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space

Haihan Xie and Linglong Kong

Exact first moments of the RV coefficient by invariant orthogonal integration

François Bavaud

Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation

Christian Genest, Karel Hron and Johanna G. Nešlehová

A nonparametric test for paired data

Grzegorz Wyłupek

Uniformly valid inference based on the Lasso in linear mixed models

Peter Kramlinger, Ulrike Schneider and Tatyana Krivobokova

Estimation in nonparametric functional-on-functional models with surrogate responses

Mounir Boumahdi, Idir Ouassou and Mustapha Rachdi

Volume 196, issue C, 2023

Partial least squares for simultaneous reduction of response and predictor vectors in regression

R. Dennis Cook, Liliana Forzani and Lan Liu

Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables

Maddalena Cavicchioli

Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels

Yoonseok Lee and Donggyu Sul

Likelihood-based inference for the multivariate skew-t regression with censored or missing responses

Katherine A.L. Valeriano, Christian E. Galarza, Larissa A. Matos and Victor H. Lachos

Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions

Brittany Green, Heng Lian, Yan Yu and Tianhai Zu

A Cramér–Wold theorem for elliptical distributions

Ricardo Fraiman, Leonardo Moreno and Thomas Ransford

Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity

Anjana Mondal, Paavo Sattler and Somesh Kumar

Region selection in Markov random fields: Gaussian case

Ilya Soloveychik and Vahid Tarokh

On the exploration of regression dependence structures in multidimensional contingency tables with ordinal response variables

Zheng Wei, Li Wang, Shu-Min Liao and Daeyoung Kim

Nonparametric testing for the specification of spatial trend functions

Rongmao Zhang, Ngai Hang Chan and Changxiong Chi

Selecting the number of clusters, clustering models, and algorithms. A unifying approach based on the quadratic discriminant score

Luca Coraggio and Pietro Coretto

Nonparametric goodness-of-fit testing for a continuous multivariate parametric model

Dimitrios Bagkavos, Prakash N. Patil and Andrew T.A. Wood

Finite sample t-tests for high-dimensional means

Jun Li

Tyler’s and Maronna’s M-estimators: Non-asymptotic concentration results

Elad Romanov, Gil Kur and Boaz Nadler

Exact test theory in Gaussian graphical models

Olha Bodnar and Elena Farahbakhsh Touli

Spiked singular values and vectors under extreme aspect ratios

Michael J. Feldman

Randomized extrapolation for accelerating EM-type fixed-point algorithms

Foued Saâdaoui