Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 121, issue C, 2013

On the convergence of the spectrum of finite order approximations of stationary time series pp. 1-21

Syamantak Datta Gupta, Ravi R. Mazumdar and Peter Glynn

Empirical likelihood for partially linear proportional hazards models with growing dimensions pp. 22-32

Xingyu Tang, Jianbo Li and Heng Lian

Optimal generalized truncated sequential Monte Carlo test pp. 33-49

Ivair R. Silva and Renato M. Assunção

Support vector machine quantile regression approach for functional data: Simulation and application studies pp. 50-68

Christophe Crambes, Ali Gannoun and Yousri Henchiri

An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index pp. 70-86

Goedele Dierckx, Yuri Goegebeur and Armelle Guillou

A Bayesian semiparametric dynamic two-level structural equation model for analyzing non-normal longitudinal data pp. 87-108

Xin-Yuan Song, Fei Chen and Zhao-Hua Lu

Bayesian estimation of order-restricted and unrestricted association models pp. 109-126

Haydar Demirhan

Strictly stationary solutions of ARMA equations in Banach spaces pp. 127-138

Felix Spangenberg

Efficient estimation for semiparametric cure models with interval-censored data pp. 139-151

Tao Hu and Liming Xiang

Kernel density estimation for directional–linear data pp. 152-175

Eduardo García-Portugués, Rosa M. Crujeiras and Wenceslao González-Manteiga

Asymptotics of randomly weighted u- and v-statistics: Application to bootstrap pp. 176-192

Miklós Csörgő and Masoud M. Nasari

Best permutation analysis pp. 193-223

Bala Rajaratnam and Julia Salzman

A necessary test for complete independence in high dimensions using rank-correlations pp. 224-232

Guanghui Wang, Changliang Zou and Zhaojun Wang

Volume 120, issue C, 2013

Conditional estimation for dependent functional data pp. 1-17

Heather Battey and Alessio Sancetta

Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations pp. 18-33

Ngai Hang Chan and Rong-Mao Zhang

Information on parameters of interest decreases under transformations pp. 34-39

R.M. Fewster and P.E. Jupp

Kernel estimation of conditional density with truncated, censored and dependent data pp. 40-58

Han-Ying Liang and Ai-Ai Liu

On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes pp. 59-84

Kim Christensen, Mark Podolskij and Mathias Vetter

Factor copula models for multivariate data pp. 85-101

Pavel Krupskii and Harry Joe

Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices pp. 102-119

Lo-Bin Chang, Zhidong Bai, Su-Yun Huang and Chii-Ruey Hwang

Functional analysis techniques to improve similarity matrices in discrimination problems pp. 120-134

Javier González and Alberto Muñoz

The L1 penalized LAD estimator for high dimensional linear regression pp. 135-151

Lie Wang

A closed-form estimator for the multivariate GARCH(1,1) model pp. 152-162

Giacomo Sbrana and Federico Poloni

A note on tail dependence regression pp. 163-172

Qingzhao Zhang, Deyuan Li and Hansheng Wang

Robust estimation of location and scatter by pruning the minimum spanning tree pp. 173-184

Thomas Kirschstein, Steffen Liebscher and Claudia Becker

Minimum distance estimation in a finite mixture regression model pp. 185-204

Qingguo Tang and Rohana J. Karunamuni

A Bayesian decision theoretic approach to directional multiple hypotheses problems pp. 205-215

Naveen K. Bansal and Klaus J. Miescke

Distribution of functionals of a Ferguson–Dirichlet process over an n-dimensional ball pp. 216-225

James M. Dickey, Thomas J. Jiang and Kun-Lin Kuo

Generalized prediction intervals for BLUPs in mixed models pp. 226-233

Jinadasa Gamage, Thomas Mathew and Samaradasa Weerahandi

Volume 119, issue C, 2013

Vine constructions of Lévy copulas pp. 1-15

Oliver Grothe and Stephan Nicklas

Fisher information in different types of perfect and imperfect ranked set samples from finite mixture models pp. 16-31

Armin Hatefi and Mohammad Jafari Jozani

On multivariate extensions of Value-at-Risk pp. 32-46

Areski Cousin and Elena Di Bernardino

Supervised component generalized linear regression using a PLS-extension of the Fisher scoring algorithm pp. 47-60

X. Bry, C. Trottier, T. Verron and F. Mortier

Empirical and sequential empirical copula processes under serial dependence pp. 61-70

Axel Bücher and Stanislav Volgushev

Regression analysis of multivariate panel count data with an informative observation process pp. 71-80

Haixiang Zhang, Hui Zhao, Jianguo Sun, Dehui Wang and KyungMann Kim

Estimating a bivariate tail: A copula based approach pp. 81-100

Elena Di Bernardino, Véronique Maume-Deschamps and Clémentine Prieur

Simplified pair copula constructions—Limitations and extensions pp. 101-118

Jakob Stöber, Harry Joe and Claudia Czado

Kernel density estimation on the rotation group and its application to crystallographic texture analysis pp. 119-143

Ralf Hielscher

Asymptotic cumulants of ability estimators using fallible item parameters pp. 144-162

Haruhiko Ogasawara

Nonparametric two-sample tests on homogeneous Riemannian manifolds, Cholesky decompositions and Diffusion Tensor Image analysis pp. 163-175

Daniel Osborne, Vic Patrangenaru, Leif Ellingson, David Groisser and Armin Schwartzman

Predictive power of principal components for single-index model and sufficient dimension reduction pp. 176-184

Andreas Artemiou and Bing Li

Empirical and weighted conditional likelihoods for matched case-control studies with missing covariates pp. 185-199

Tianqing Liu, Xiaohui Yuan, Zhaohai Li and Yuanzhang Li

Inverse circular–circular regression pp. 200-208

Ashis SenGupta, Sungsu Kim and Barry C. Arnold

Volume 118, issue C, 2013

Hypothesis testing in a generic nesting framework for general distributions pp. 1-23

N. Martín and N. Balakrishnan

Distances between models of generalized order statistics pp. 24-36

Q.N. Vuong, S. Bedbur and U. Kamps

Densities of nested Archimedean copulas pp. 37-52

Marius Hofert and David Pham

Change-point detection in multinomial data using phi-divergence test statistics pp. 53-66

A. Batsidis, Lajos Horvath, N. Martín, L. Pardo and K. Zografos

Reconstruction of a low-rank matrix in the presence of Gaussian noise pp. 67-76

Andrey A. Shabalin and Andrew B. Nobel

Further results on the h-test of Durbin for stable autoregressive processes pp. 77-101

Frédéric Proïa

A simple method for obtaining the maximal correlation coefficient and related characterizations pp. 102-114

Nickos Papadatos and Tatiana Xifara

Quadratic inference functions for partially linear single-index models with longitudinal data pp. 115-127

Peng Lai, Gaorong Li and Heng Lian

Identity tests for high dimensional data using RMT pp. 128-137

Cheng Wang, Jing Yang, Baiqi Miao and Longbing Cao

Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters pp. 138-147

Christopher S. Withers and Saralees Nadarajah