Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

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

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 132, issue C, 2014

A contribution to the visualisation of three-way arrays pp. 1-8

Casper J. Albers and John C. Gower

The analysis of distance of grouped data with categorical variables: Categorical canonical variate analysis pp. 9-24

Niël J. Le Roux, Sugnet Gardner-Lubbe and John C. Gower

Two-sample location–scale estimation from semiparametric random censorship models pp. 25-38

Rianka Bhattacharya and Sundarraman Subramanian

A permutation approach for ranking of multivariate populations pp. 39-57

Rosa Arboretti, Stefano Bonnini, Livio Corain and Luigi Salmaso

Robust monitoring of CAPM portfolio betas II pp. 58-81

Ondřej Chochola, Marie Hušková, Zuzana Prášková and Josef G. Steinebach

A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families pp. 82-93

Subhajit Dutta and Marc G. Genton

Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data pp. 94-110

Ruiqin Tian, Liugen Xue and Chunling Liu

Detecting changes in cross-sectional dependence in multivariate time series pp. 111-128

Axel Bücher, Ivan Kojadinovic, Tom Rohmer and Johan Segers

On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model pp. 129-137

S.K. Ghoreishi and M.R. Meshkani

Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis pp. 138-150

Shota Katayama and Shinpei Imori

Biobjective sparse principal component analysis pp. 151-159

Emilio Carrizosa and Vanesa Guerrero

Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures pp. 160-170

Rosanna Overholser and Ronghui Xu

Smoothed and iterated bootstrap confidence regions for parameter vectors pp. 171-182

Santu Ghosh and Alan M. Polansky

Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample pp. 183-196

Shin-ichi Tsukada

Optimal global rates of convergence for noiseless regression estimation problems with adaptively chosen design pp. 197-208

Michael Kohler

Characterization of Gaussian distribution on a Hilbert space from samples of random size pp. 209-214

B.L.S. Prakasa Rao

On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix pp. 215-228

Taras Bodnar, Arjun K. Gupta and Nestor Parolya

An improved nonparametric estimator of sub-distribution function for bivariate competing risk models pp. 229-241

Takeshi Emura, Fan-Hsuan Kao and Hirofumi Michimae

Volume 131, issue C, 2014

Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process pp. 1-16

Jean-Marc Bardet and Ciprian Tudor

Distributions on matrix moment spaces pp. 17-31

Holger Dette, Matthias Guhlich and Jan Nagel

Comparison, utility, and partition of dependence under absolutely continuous and singular distributions pp. 32-50

Nader Ebrahimi, Nima Y. Jalali and Ehsan S. Soofi

Exchangeable Hoeffding decompositions over finite sets: A combinatorial characterization and counterexamples pp. 51-64

Omar El-Dakkak, Giovanni Peccati and Igor Prünster

Varying coefficient subdistribution regression for left-truncated semi-competing risks data pp. 65-78

Ruosha Li and Limin Peng

Posterior analysis of rare variants in Gibbs-type species sampling models pp. 79-98

Oriana Cesari, Stefano Favaro and Bernardo Nipoti

Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators pp. 99-120

Romain Couillet and Matthew McKay

A derivation of anti-Wishart distribution pp. 121-125

Soonyu Yu, Jaena Ryu and Kyoohong Park

Asymptotic expansion of the posterior density in high dimensional generalized linear models pp. 126-148

Shibasish Dasgupta, Kshitij Khare and Malay Ghosh

Estimating high dimensional covariance matrices: A new look at the Gaussian conjugate framework pp. 149-162

Alexis Hannart and Philippe Naveau

An analysis of longitudinal data with nonignorable dropout using the truncated multivariate normal distribution pp. 163-173

Shahab Jolani

High-dimensional sparse MANOVA pp. 174-196

T. Tony Cai and Yin Xia

Preserving relationships between variables with MIVQUE based imputation for missing survey data pp. 197-208

Brigitte Gelein, David Haziza and David Causeur

On binary and categorical time series models with feedback pp. 209-228

Theodoros Moysiadis and Konstantinos Fokianos

Distribution of matrix quadratic forms under skew-normal settings pp. 229-239

Rendao Ye, Tonghui Wang and Arjun K. Gupta

Second-order asymptotic theory for calibration estimators in sampling and missing-data problems pp. 240-253

Zhiqiang Tan

A characterization of elliptical distributions and some optimality properties of principal components for functional data pp. 254-264

Graciela Boente, Matías Salibián Barrera and David E. Tyler

Maximal correlation in a non-diagonal case pp. 265-278

F. López Blázquez and B. Salamanca Miño

On relations between BLUEs under two transformed linear models pp. 279-292

Baomin Dong, Wenxing Guo and Yongge Tian

A new test for the proportionality of two large-dimensional covariance matrices pp. 293-308

Baisen Liu, Lin Xu, Shurong Zheng and Guo-Liang Tian

Volume 130, issue C, 2014

A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks pp. 1-20

Hélène Cossette, Marie-Pier Côté, Mélina Mailhot and Etienne Marceau

Analyzing right-censored and length-biased data with varying-coefficient transformation model pp. 45-63

Cunjie Lin and Yong Zhou

The spatial sign covariance matrix with unknown location pp. 107-117

Alexander Dürre, Daniel Vogel and David E. Tyler

Specification test for Markov models with measurement errors pp. 118-133

Seonjin Kim and Zhibiao Zhao

Dependence properties of multivariate max-stable distributions pp. 134-140

Ioannis Papastathopoulos and Jonathan A. Tawn

Infinitely divisible multivariate and matrix Gamma distributions pp. 155-175

Victor Pérez-Abreu and Robert Stelzer

Goodness of fit tests for linear mixed models pp. 176-193

Min Tang, Eric V. Slud and Ruth M. Pfeiffer

A note on the CLT of the LSS for sample covariance matrix from a spiked population model pp. 194-207

Qinwen Wang, Jack W. Silverstein and Jian-feng Yao

Higher-order accuracy of multiscale-double bootstrap for testing regions pp. 208-223

Hidetoshi Shimodaira

Tests for real and complex unit roots in vector autoregressive models pp. 224-239

Jukka Nyblom and Jaakko Suomala

Stochastic comparison of lifetimes of two (n−k+1)-out-of-n systems with heterogeneous dependent components pp. 240-251

Mohsen Rezapour and Mohammad Hossein Alamatsaz

Binary distributions of concentric rings pp. 252-260

Nanny Wermuth, Giovanni M. Marchetti and Piotr Zwiernik

Identifiability of cure models revisited pp. 261-274

Leonid Hanin and Li-Shan Huang

Empirical likelihood for partly linear models with errors in all variables pp. 275-288

Li Yan and Xia Chen

Generalized canonical correlation analysis for classification pp. 310-322

Cencheng Shen, Ming Sun, Minh Tang and Carey E. Priebe

Multivariate copulas with hairpin support pp. 323-334

Fabrizio Durante, Juan Fernández Sánchez and Wolfgang Trutschnig

Subsampling extremes: From block maxima to smooth tail estimation pp. 335-353

Stefan Wager

Partially linear single index models for repeated measurements pp. 354-375

Shujie Ma, Hua Liang and Chih-Ling Tsai

Semiparametric efficiency for partially linear single-index regression models pp. 376-386

Tao Chen and Thomas Parker

Phi-divergence statistics for the likelihood ratio order: An approach based on log-linear models pp. 387-408

Nirian Martin, Raquel Mata and Leandro Pardo

Variable selection and estimation for longitudinal survey data pp. 409-424

Li Wang, Suojin Wang and Guannan Wang