Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 123, issue C, 2014

Partial marginal likelihood estimation for general transformation models pp. 1-18

Minggao Gu, Yueqin Wu and Bin Huang

On bivariate Weibull-Geometric distribution pp. 19-29

Debasis Kundu and Arjun K. Gupta

Compound Poisson approximations for symmetric vectors pp. 30-42

Julius Kruopis and Vydas Čekanavičius

Nonparametric estimation of multivariate elliptic densities via finite mixture sieves pp. 43-67

Heather Battey and Oliver Linton

A ridge regression estimation approach to the measurement error model pp. 68-84

A.K.Md. Ehsanes Saleh and Shalabh,

Geometric interpretation of the residual dependence coefficient pp. 85-95

Natalia Nolde

Measuring association and dependence between random vectors pp. 96-110

Oliver Grothe, Julius Schnieders and Johan Segers

Structure of the random measure associated with an isotropic stationary process pp. 111-128

Boudou Alain and Viguier-Pla Sylvie

Marginal regression analysis of clustered failure time data with a cure fraction pp. 129-142

Yi Niu and Yingwei Peng

Strength of tail dependence based on conditional tail expectation pp. 143-159

Lei Hua and Harry Joe

A nonparametric two-sample test applicable to high dimensional data pp. 160-171

Munmun Biswas and Anil K. Ghosh

Parameter estimation for operator scaling random fields pp. 172-183

C.Y. Lim, M.M. Meerschaert and H.-P. Scheffler

Consistency of high-dimensional AIC-type and Cp-type criteria in multivariate linear regression pp. 184-200

Yasunori Fujikoshi, Tetsuro Sakurai and Hirokazu Yanagihara

On the asymptotic normality of kernel density estimators for causal linear random fields pp. 201-213

Yizao Wang and Michael Woodroofe

Deflation-based separation of uncorrelated stationary time series pp. 214-227

Jari Miettinen, Klaus Nordhausen, Hannu Oja and Sara Taskinen

Mixtures of skewed Kalman filters pp. 228-251

Hyoung-Moon Kim, Duchwan Ryu, Bani K. Mallick and Marc G. Genton

Local linear–additive estimation for multiple nonparametric regressions pp. 252-269

Lu Lin, Yunquan Song and Zhao Liu

Integrative correlation: Properties and relation to canonical correlations pp. 270-280

Leslie Cope, Daniel Q. Naiman and Giovanni Parmigiani

Model assisted Cox regression pp. 281-303

Shoubhik Mondal and Sundarraman Subramanian

Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models pp. 304-310

Heng Lian

Transformed goodness-of-fit statistics for a generalized linear model of binary data pp. 311-329

Nobuhiro Taneichi, Yuri Sekiya and Jun Toyama

Efficient estimation of semiparametric copula models for bivariate survival data pp. 330-344

Guang Cheng, Lan Zhou, Xiaohong Chen and Jianhua Z. Huang

Multi-index regression models with missing covariates at random pp. 345-363

Xu Guo, Wangli Xu and Lixing Zhu

A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data pp. 364-379

Masashi Hyodo and Tatsuya Kubokawa

Estimation of the covariance matrix in multivariate partially linear models pp. 380-385

Marcin Przystalski

A note on the fourth cumulant of a finite mixture distribution pp. 386-394

Nicola Loperfido

Volume 122, issue C, 2013

Extreme dependence models based on event magnitude pp. 1-19

Simone A. Padoan

Quantile regression analysis of case-cohort data pp. 20-34

Ming Zheng, Ziqiang Zhao and Wen Yu

Tests for skewness and kurtosis in the one-way error component model pp. 35-52

Antonio Galvao, Gabriel Montes-Rojas, Walter Sosa-Escudero and Liang Wang

Extended matrix variate gamma and beta functions pp. 53-69

Daya K. Nagar, Alejandro Roldán-Correa and Arjun K. Gupta

On the exact and approximate distributions of the product of a Wishart matrix with a normal vector pp. 70-81

Taras Bodnar, Stepan Mazur and Yarema Okhrin

A nonparametric empirical Bayes approach to adaptive minimax estimation pp. 82-95

Wenhua Jiang and Cun-Hui Zhang

Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates pp. 96-114

Jianwei Hu and Hao Chai

Variable selection in high-dimensional quantile varying coefficient models pp. 115-132

Yanlin Tang, Xinyuan Song, Huixia Judy Wang and Zhongyi Zhu

A frailty model for interaction between multiple events pp. 133-147

Jack Cuzick and Zihua Yang

Direction estimation in single-index models via distance covariance pp. 148-161

Wenhui Sheng and Xiangrong Yin

Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices pp. 162-174

Masahiro Kojima and Tatsuya Kubokawa

On the distribution of posterior probabilities in finite mixture models with application in clustering pp. 175-189

Volodymyr Melnykov

On extension of some identities for the bias and risk functions in elliptically contoured distributions pp. 190-201

Sévérien Nkurunziza and Fuqi Chen

Confidence regions for level sets pp. 202-214

Enno Mammen and Wolfgang Polonik

On the limiting distribution of the spatial scan statistic pp. 215-225

Tonglin Zhang and Ge Lin

A robust and efficient estimation method for single index models pp. 226-238

Jicai Liu, Riquan Zhang, Weihua Zhao and Yazhao Lv

High-dimensional AIC in the growth curve model pp. 239-250

Yasunori Fujikoshi, Rie Enomoto and Tetsuro Sakurai

Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors pp. 251-270

Xing-cai Zhou and Jin-guan Lin

Sklar’s theorem derived using probabilistic continuation and two consistency results pp. 271-277

Olivier P. Faugeras

Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension pp. 278-291

Jérôme Dedecker and Bertrand Michel

On a family of test statistics for discretely observed diffusion processes pp. 292-316

A. De Gregorio and Stefano Iacus

Nonparametric estimation of means on Hilbert manifolds and extrinsic analysis of mean shapes of contours pp. 317-333

Leif Ellingson, Vic Patrangenaru and Frits Ruymgaart

PCA consistency for the power spiked model in high-dimensional settings pp. 334-354

Kazuyoshi Yata and Makoto Aoshima

A note on the variance of the square components of a normal multivariate within a Euclidean ball pp. 355-376

Filippo Palombi and Simona Toti

Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models pp. 377-392

Tatsuya Kubokawa

Hierarchical Poisson models for spatial count data pp. 393-408

Victor De Oliveira

Extremal t processes: Elliptical domain of attraction and a spectral representation pp. 409-413

T. Opitz