Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 126, issue C, 2014

Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices pp. 1-13

Benoît Collins, Sho Matsumoto and Nadia Saad

On standard conjugate families for natural exponential families with bounded natural parameter space pp. 14-24

Kurt Hornik and Bettina Grün

Limiting spectral distribution of renormalized separable sample covariance matrices when p/n→0 pp. 25-52

Lili Wang and Debashis Paul

Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model pp. 53-74

M. Arashi, B.M. Golam Kibria, M. Norouzirad and S. Nadarajah

A class of smooth models satisfying marginal and context specific conditional independencies pp. 75-85

R. Colombi and A. Forcina

Bayesian influence analysis of generalized partial linear mixed models for longitudinal data pp. 86-99

Nian-Sheng Tang and Xing-De Duan

Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables pp. 100-113

Seong J. Yang and Byeong U. Park

Some counterexamples concerning maximal correlation and linear regression pp. 114-117

Nickos Papadatos

Multivariate Archimax copulas pp. 118-136

Arthur Charpentier, A.-L. Fougères, C. Genest and J.G. Nešlehová

Coefficient of determination for multiple measurement error models pp. 137-152

C.-L. Cheng, Shalabh, and G. Garg

Compound p-value statistics for multiple testing procedures pp. 153-166

Joshua D. Habiger and Edsel A. Peña

Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter pp. 167-183

Andrea Cerioli, Alessio Farcomeni and Marco Riani

Volume 125, issue C, 2014

Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes pp. 1-35

François Bachoc

Model checking in Tobit regression via nonparametric smoothing pp. 36-49

Hira L. Koul, Weixing Song and Shan Liu

SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part pp. 50-64

Heng Lian, Jianbo Li and Xingyu Tang

On the estimation of the mean density of random closed sets pp. 65-88

F. Camerlenghi, V. Capasso and E. Villa

A new sparse variable selection via random-effect model pp. 89-99

Youngjo Lee and Hee-Seok Oh

Assessment of the number of components in Gaussian mixture models in the presence of multiple local maximizers pp. 100-120

Daeyoung Kim and Byungtae Seo

On a symbolic representation of non-central Wishart random matrices with applications pp. 121-135

Elvira Di Nardo

Local asymptotic minimax estimation of nonregular parameters with translation-scale equivariant maps pp. 136-158

Kyungchul Song

Model structure selection in single-index-coefficient regression models pp. 159-175

Zhensheng Huang, Zhen Pang, Bingqing Lin and Quanxi Shao

An exact test about the covariance matrix pp. 176-189

Arjun K. Gupta and Taras Bodnar

Compatibility results for conditional distributions pp. 190-203

Patrizia Berti, Emanuela Dreassi and Pietro Rigo

Monitoring procedure for parameter change in causal time series pp. 204-221

Jean-Marc Bardet and William Kengne

Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices pp. 222-232

Cheng Wang, Tiejun Tong, Longbing Cao and Baiqi Miao

Bivariate binomial autoregressive models pp. 233-251

Manuel G. Scotto, Christian H. Weiß, Maria Eduarda Silva and Isabel Pereira

Volume 124, issue C, 2014

On compatibility of discrete full conditional distributions: A graphical representation approach pp. 1-9

Yi-Ching Yao, Shih-chieh Chen and Shao-Hsuan Wang

Asymptotically efficient estimation under semi-parametric random censorship models pp. 10-24

Gerhard Dikta

Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss–Markoff model under a balanced loss function pp. 25-30

Mingxiang Cao

Maximal non-exchangeability in dimension d pp. 31-41

Michael Harder and Ulrich Stadtmüller

A statistical view of clustering performance through the theory of U-processes pp. 42-56

Stéphan Clémençon

D-optimal designs for multiresponse linear models with a qualitative factor pp. 57-69

Rong-Xian Yue, Xin Liu and Kashinath Chatterjee

Estimation and inference of semi-varying coefficient models with heteroscedastic errors pp. 70-93

Si-Lian Shen, Jian-Ling Cui, Chang-Lin Mei and Chun-Wei Wang

General directional regression pp. 94-104

Zhou Yu, Yuexiao Dong and Mian Huang

Stochastic comparisons of order statistics and their concomitants pp. 105-115

Ismihan Bairamov, Baha-Eldin Khaledi and Moshe Shaked

A revisit to correlation analysis for distortion measurement error data pp. 116-129

Jun Zhang, Zhenghui Feng and Bu Zhou

Simultaneous confidence bands for sequential autoregressive fitting pp. 130-149

Moritz Jirak

Series expansion for functional sufficient dimension reduction pp. 150-165

Heng Lian and Gaorong Li

An optimal test for variance components of multivariate mixed-effects linear models pp. 166-178

Subhash Aryal, Dulal K. Bhaumik, Thomas Mathew and Robert D. Gibbons

Multivariate measurement error models using finite mixtures of skew-Student t distributions pp. 179-198

Celso Rômulo Barbosa Cabral, Víctor Hugo Lachos and Camila Borelli Zeller

Model determination and estimation for the growth curve model via group SCAD penalty pp. 199-213

Jianhua Hu, Xin Xin and Jinhong You

Sensitivity to hyperprior parameters in Gaussian Bayesian networks pp. 214-225

M.A. Gómez-Villegas, P. Main, H. Navarro and R. Susi

Subsignatures of systems pp. 226-236

Jean-Luc Marichal

Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions pp. 237-246

Olivier Besson and Yuri I. Abramovich

A Bayesian analysis of normalized VAR models pp. 247-259

Dongchu Sun and Shawn Ni

Objective Bayesian analysis for autoregressive models with nugget effects pp. 260-280

Cuirong Ren and Dongchu Sun

A new adjusted maximum likelihood method for the Fay–Herriot small area model pp. 281-294

Masayo Yoshimori and Partha Lahiri

On Cauchy–Stieltjes kernel families pp. 295-312

Włodek Bryc, Raouf Fakhfakh and Abdelhamid Hassairi

Functional data analysis with increasing number of projections pp. 313-332

Stefan Fremdt, Lajos Horvath, Piotr Kokoszka and Josef G. Steinebach

Minimax covariance estimation using commutator subgroup of lower triangular matrices pp. 333-344

Hisayuki Tsukuma

On the Bingham distribution with large dimension pp. 345-352

A. Kume and S.G. Walker

Consistency, bias and efficiency of the normal-distribution-based MLE: The role of auxiliary variables pp. 353-370

Ke-Hai Yuan and Victoria Savalei

Bayesian model diagnostics using functional Bregman divergence pp. 371-383

Gyuhyeong Goh and Dipak K. Dey

Schur2-concavity properties of Gaussian measures, with applications to hypotheses testing pp. 384-397

Iosif Pinelis

Application of second generation wavelets to blind spherical deconvolution pp. 398-417

T. Vareschi

A robust extension of the bivariate Birnbaum–Saunders distribution and associated inference pp. 418-435

Filidor Vilca, N. Balakrishnan and Camila Borelli Zeller

Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes pp. 436-450

D. Bosq

Bayesian robust inference of sample selection using selection-t models pp. 451-464

Peng Ding

Asymptotics of hierarchical clustering for growing dimension pp. 465-479

Petro Borysov, Jan Hannig and J.S. Marron

A note on the asymptotic behavior of the Bernstein estimator of the copula density pp. 480-487

Paul Janssen, Jan Swanepoel and Noël Veraverbeke