Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 129, issue C, 2014

Dirichlet distribution through neutralities with respect to two partitions pp. 1-15

Agata Sakowicz and Jacek Wesołowski

Weak convergence of empirical and bootstrapped C-power processes and application to copula goodness-of-fit pp. 16-36

Jean-François Quessy and Tarik Bahraoui

Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function pp. 37-43

Daojiang He and Jie Wu

Modified conditional AIC in linear mixed models pp. 44-56

Yuki Kawakubo and Tatsuya Kubokawa

Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula pp. 57-68

Antai Wang

Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy–Widom distribution pp. 69-81

Marco Chiani

Stochastic comparison of multivariate conditionally dependent mixtures pp. 82-94

F.G. Badía, C. Sangüesa and J.H. Cha

Using linear interpolation to reduce the order of the coverage error of nonparametric prediction intervals based on right-censored data pp. 95-109

E. Beutner and E. Cramer

The asymptotic behaviors for least square estimation of multi-casting autoregressive processes pp. 110-124

Mingzhi Mao

Inference on the shape of elliptical distributions based on the MCD pp. 125-144

Davy Paindaveine and Germain Van Bever

A stochastic inequality for the largest order statistics from heterogeneous gamma variables pp. 145-150

Peng Zhao and N. Balakrishnan

Feasible generalized least squares estimation of multivariate GARCH(1, 1) models pp. 151-159

Federico Poloni and Giacomo Sbrana

Joint density of correlations in the correlation matrix with chordal sparsity patterns pp. 160-170

Dorota Kurowicka

On the estimation of the medial axis and inner parallel body pp. 171-185

Antonio Cuevas, Pamela Llop and Beatriz Pateiro-López

Linear transformations to symmetry pp. 186-192

Nicola Loperfido

Jackknife empirical likelihood inference with regression imputation and survey data pp. 193-205

Ping-Shou Zhong and Sixia Chen

Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample pp. 206-219

Shin-ichi Tsukada

Some strong consistency results in stochastic regression pp. 220-226

João Lita da Silva

A robust and efficient estimation and variable selection method for partially linear single-index models pp. 227-242

Hu Yang and Jing Yang

An identity on order statistics of a set of random variables pp. 243-244

Jian-Lun Xu

A note on the article ‘Inference for multivariate normal mixtures’ by J. Chen and X. Tan pp. 245-248

Grigory Alexandrovich

Volume 128, issue C, 2014

Stochastic domination in predictive density estimation for ordered normal means under α-divergence loss pp. 1-9

Yuan-Tsung Chang and William E. Strawderman

A strong linear representation for the maximum conditional hazard rate estimator in survival analysis pp. 10-18

Kossi Essona Gneyou

A test for multivariate skew-normality based on its canonical form pp. 19-32

N. Balakrishnan, A. Capitanio and B. Scarpa

Semiparametric efficient estimation for partially linear single-index models with responses missing at random pp. 33-50

Peng Lai and Qihua Wang

Testing for additivity in partially linear regression with possibly missing responses pp. 51-61

Ursula U. Müller, Anton Schick and Wolfgang Wefelmeyer

Convergence rate to a lower tail dependence coefficient of a skew-t distribution pp. 62-72

Thomas Fung and Eugene Seneta

Multivariate Skew-Normal Generalized Hyperbolic distribution and its properties pp. 73-85

Filidor Vilca, N. Balakrishnan and Camila Borelli Zeller

Confidence regions for images observed under the Radon transform pp. 86-107

Nicolai Bissantz, Hajo Holzmann and Katharina Proksch

Hypothesis testing for high-dimensional covariance matrices pp. 108-119

Weiming Li and Yingli Qin

Copulas for order statistics with prescribed margins pp. 120-133

Régis Lebrun and Anne Dutfoy

Matérn-based nonstationary cross-covariance models for global processes pp. 134-146

Mikyoung Jun

Polar angle tangent vectors follow Cauchy distributions under spherical symmetry pp. 147-153

T. Cacoullos

Optimal and minimax prediction in multivariate normal populations under a balanced loss function pp. 154-164

Guikai Hu, Qingguo Li and Shenghua Yu

Graphical model selection and estimation for high dimensional tensor data pp. 165-185

Shiyuan He, Jianxin Yin, Hongzhe Li and Xing Wang

Minimax adaptive dimension reduction for regression pp. 186-202

Quentin Paris

The joint distribution of Studentized residuals under elliptical distributions pp. 203-209

Toshiya Iwashita and Bernhard Klar

Kendall’s tau for hierarchical data pp. 210-225

H. Romdhani, L. Lakhal-Chaieb and L.-P. Rivest

Semiparametric varying-coefficient study of mean residual life models pp. 226-238

Guangren Yang and Yong Zhou

Volume 127, issue C, 2014

Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data pp. 1-18

Yiping Yang, Gaorong Li and Heng Peng

Self-consistent estimation of conditional multivariate extreme value distributions pp. 19-35

Y. Liu and J.A. Tawn

On small area estimation under a sub-area level model pp. 36-55

Mahmoud Torabi and J.N.K. Rao

Sufficient dimension reduction on marginal regression for gaps of recurrent events pp. 56-71

Xiaobing Zhao and Xian Zhou

Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions pp. 72-87

Jennifer Chan and Wai Yin Wan

On the Lorenz ordering of order statistics from exponential populations and some applications pp. 88-97

Gaofeng Da, Maochao Xu and N. Balakrishnan

U-max-statistics and limit theorems for perimeters and areas of random polygons pp. 98-111

E.V. Koroleva and Yakov Nikitin

Some prediction problems for stationary random fields with quarter-plane past pp. 112-125

P. Kohli and M. Pourahmadi

Independence tests for continuous random variables based on the longest increasing subsequence pp. 126-146

Jesús E. García and V.A. González-López

On usual multivariate stochastic ordering of order statistics from heterogeneous beta variables pp. 147-150

Narayanaswamy Balakrishnan, Ghobad Barmalzan and Abedin Haidari

On construction of general classes of bivariate distributions pp. 151-159

Hyunju Lee and Ji Hwan Cha

Bayesian estimation of a bounded precision matrix pp. 160-172

Hisayuki Tsukuma

Estimation of the number of spikes, possibly equal, in the high-dimensional case pp. 173-183

Damien Passemier and Jianfeng Yao

Fast learning from α-mixing observations pp. 184-199

H. Hang and I. Steinwart

Copula based factorization in Bayesian multivariate infinite mixture models pp. 200-213

Martin Burda and Artem Prokhorov