Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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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

Volume 195, issue C, 2023

Estimation and order selection for multivariate exponential power mixture models

Xiao Chen, Zhenghui Feng and Heng Peng

Mixed membership Gaussians

Joachim Giesen, Paul Kahlmeyer, Sören Laue, Matthias Mitterreiter, Frank Nussbaum and Christoph Staudt

Semiparametric estimation of the high-dimensional elliptical distribution

Eckhard Liebscher and Ostap Okhrin

Renewal type bootstrap for increasing degree U-process of a Markov chain

Inass Soukarieh and Salim Bouzebda

Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space

Wei Zhang, Wei Gao and Hon Keung Tony Ng

A distance-based test of independence between two multivariate time series

Ba Chu

The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio

Haruhiko Ogasawara

Multivariate α-stable distributions: VAR(1) processes, measures of dependence and their estimations

Maicon J. Karling, Sílvia R.C. Lopes and Roberto M. de Souza

A goodness-of-fit test for the compound Poisson exponential model

Ludwig Baringhaus and Daniel Gaigall

Robust projected principal component analysis for large-dimensional semiparametric factor modeling

Shuquan Yang and Nengxiang Ling

Penalized Whittle likelihood for spatial data

Kun Chen, Ngai Hang Chan, Chun Yip Yau and Jie Hu

On portmanteau-type tests for nonlinear multivariate time series

Jan G. Gooijer

Minimax properties of Dirichlet kernel density estimators

Karine Bertin, Christian Genest, Nicolas Klutchnikoff and Frédéric Ouimet

Envelope-based sparse reduced-rank regression for multivariate linear model

Wenxing Guo, Narayanaswamy Balakrishnan and Mu He

Independence tests with random subspace of two random vectors in high dimension

Tao Qiu, Wangli Xu and Lixing Zhu

Recovery of partly sparse and dense signals

Izuru Miyazaki

A Behrens–Fisher problem for general factor models in high dimensions

Masashi Hyodo, Takahiro Nishiyama and Tatjana Pavlenko

Volume 194, issue C, 2023

Bivariate covariance functions of Pólya type

Olga Moreva and Martin Schlather

Extreme partial least-squares

Meryem Bousebata, Geoffroy Enjolras and Stéphane Girard

Robust penalized estimators for functional linear regression

Ioannis Kalogridis and Stefan Van Aelst

Generating MCMC proposals by randomly rotating the regular simplex

Andrew J. Holbrook

On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime

Philippe Loubaton, Alexis Rosuel and Pascal Vallet

A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data

Jianglin Fang

On skewed Gaussian graphical models

Tianhong Sheng, Bing Li and Eftychia Solea

Weighted shrinkage estimators of normal mean matrices and dominance properties

Ryota Yuasa and Tatsuya Kubokawa

Moderate deviation principle for likelihood ratio test in multivariate linear regression model

Yansong Bai, Yong Zhang and Congmin Liu

Volume 193, issue C, 2023

Bivariate symmetric Heckman models and their characterization

Helton Saulo, Roberto Vila, Shayane S. Cordeiro and Víctor Leiva

Regression based thresholds in principal loading analysis

Jan O. Bauer and Bernhard Drabant

Enriched standard conjugate priors and the right invariant prior for Wishart distributions

Hidemasa Oda and Fumiyasu Komaki

Robust inference for change points in high dimension

Feiyu Jiang, Runmin Wang and Xiaofeng Shao

Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences

Florian Brück

A new distance based measure of asymmetry

Jonas Baillien, Irène Gijbels and Anneleen Verhasselt

On the eigenvectors of large-dimensional sample spatial sign covariance matrices

Yangchang Xu and Ningning Xia

Conditional independence testing via weighted partial copulas

Pascal Bianchi, Kevin Elgui and François Portier

Nonparametric estimation of conditional marginal excess moments

Yuri Goegebeur, Armelle Guillou, Nguyen Khanh Le Ho and Jing Qin

Likelihood ratio tests under model misspecification in high dimensions

Nina Dörnemann

Principal component analysis of infinite variance functional data

Piotr Kokoszka and Rafał Kulik

Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error

Jeong Min Jeon and Ingrid Van Keilegom

TNN: A transfer learning classifier based on weighted nearest neighbors

Haiyang Sheng and Guan Yu

CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures

Weiming Li and Junpeng Zhu