Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 117, issue C, 2013

A correlated random effects model for non-homogeneous Markov processes with nonignorable missingness pp. 1-13

Baojiang Chen and Xiao-Hua Zhou

Strong consistency of k-parameters clustering pp. 14-31

María Teresa Gallegos and Gunter Ritter

Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors pp. 32-40

Hee Min Choi and James P. Hobert

Multivariate truncated moments pp. 41-75

Juan Arismendi Zambrano

Estimation of mean squared error of model-based estimators of small area means under a nested error linear regression model pp. 76-87

Mahmoud Torabi and J.N.K. Rao

Degrees of freedom and model selection in semiparametric additive monotone regression pp. 88-99

Cristina Rueda

Test of independence for functional data pp. 100-119

Lajos Horvath, Marie Hušková and Gregory Rice

Mixtures of common factor analyzers for high-dimensional data with missing information pp. 120-133

Wan-Lun Wang

Generalized F test for high dimensional linear regression coefficients pp. 134-149

Siyang Wang and Hengjian Cui

Nonparametric LAD cointegrating regression pp. 150-162

Toshio Honda

Sparse-smooth regularized singular value decomposition pp. 163-174

Zhaoping Hong and Heng Lian

Bayesian regression based on principal components for high-dimensional data pp. 175-192

Jaeyong Lee and Hee-Seok Oh

The distance correlation t-test of independence in high dimension pp. 193-213

Gábor J. Székely and Maria L. Rizzo

On the estimation of Spearman’s rho and related tests of independence for possibly discontinuous multivariate data pp. 214-228

Christian Genest, Johanna G. Nešlehová and Bruno Rémillard

On the moments of ratios of quadratic forms in normal random variables pp. 229-245

Yong Bao and Raymond Kan

Homogeneous distributions—And a spectral representation of classical mean values and stable tail dependence functions pp. 246-256

Paul Ressel

Dependent wild bootstrap for degenerate U- and V-statistics pp. 257-280

Anne Leucht and Michael H. Neumann

Robust multivariate association and dimension reduction using density divergences pp. 281-295

Ross Iaci and T.N. Sriram

The holonomic gradient method for the distribution function of the largest root of a Wishart matrix pp. 296-312

Hiroki Hashiguchi, Yasuhide Numata, Nobuki Takayama and Akimichi Takemura

Correlation tests for high-dimensional data using extended cross-data-matrix methodology pp. 313-331

Kazuyoshi Yata and Makoto Aoshima

Volume 116, issue C, 2013

Functional contour regression pp. 1-13

Guochang Wang, Nan Lin and Baoxue Zhang

Schur-convexity of 2nd order, certain subclass of multivariate arrangement increasing functions with applications in statistics pp. 25-34

Mikhail Revyakov

Feasible ridge estimator in partially linear models pp. 35-44

M. Roozbeh and M. Arashi

Minimax optimal estimation of general bandable covariance matrices pp. 45-51

Lingzhou Xue and Hui Zou

On general bootstrap of empirical estimator of a semi-Markov kernel with applications pp. 52-62

Salim Bouzebda and Nikolaos Limnios

On sample ranges from two sets of heterogenous random variables pp. 63-73

Weiyong Ding, Gaofeng Da and Peng Zhao

Tail estimation of the spectral density for a stationary Gaussian random field pp. 74-91

Wei-Ying Wu, Chae Young Lim and Yimin Xiao

Radial basis function regularization for linear inverse problems with random noise pp. 92-108

Carlos Valencia and Ming Yuan

Dense classes of multivariate extreme value distributions pp. 109-129

Anne-Laure Fougères, Cécile Mercadier and John P. Nolan

Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances pp. 130-140

Y. Wang and M.J. Daniels

Optimal rank-based tests for block exogeneity in vector autoregressions pp. 141-162

Maria Caterina Bramati

On elliptical quantiles in the quantile regression setup pp. 163-171

Daniel Hlubinka and Miroslav Šiman

Frontier estimation with kernel regression on high order moments pp. 172-189

Stéphane Girard, Armelle Guillou and Gilles Stupfler

Corrected portmanteau tests for VAR models with time-varying variance pp. 190-207

V. Patilea and Hamdi Raïssi

Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique pp. 208-229

Axel Bücher and Martin Ruppert

Generalized multivariate Birnbaum–Saunders distributions and related inferential issues pp. 230-244

Debasis Kundu, N. Balakrishnan and Ahad Jamalizadeh

Information based model selection criteria for generalized linear mixed models with unknown variance component parameters pp. 245-262

Dalei Yu, Xinyu Zhang and Kelvin K.W. Yau

Intrinsic dimension identification via graph-theoretic methods pp. 263-277

M.R. Brito, A.J. Quiroz and J.E. Yukich

Robust and efficient estimation of the residual scale in linear regression pp. 278-296

Stefan Van Aelst, Gert Willems and Ruben H. Zamar

Equality of the BLUPs under the mixed linear model when random components and errors are correlated pp. 297-309

Xin Liu and Qing-Wen Wang

Model-based principal components of correlation matrices pp. 310-331

Robert J. Boik

Binary response models with M-phase case-control data pp. 332-348

Chin-Tsang Chiang, Ming-Yueh Huang and Ren-Hong Bai

Two-step adaptive model selection for vector autoregressive processes pp. 349-364

Yunwen Ren, Zhiguo Xiao and Xinsheng Zhang

Adjusting for high-dimensional covariates in sparse precision matrix estimation by ℓ1-penalization pp. 365-381

Jianxin Yin and Hongzhe Li

Minimaxity in predictive density estimation with parametric constraints pp. 382-397

Tatsuya Kubokawa, Éric Marchand, William E. Strawderman and Jean-Philippe Turcotte

Empirical likelihood for linear transformation models with interval-censored failure time data pp. 398-409

Zhigang Zhang and Yichuan Zhao

Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension pp. 410-421

Shota Katayama, Yutaka Kano and Muni S. Srivastava

Least squares estimators for discretely observed stochastic processes driven by small Lévy noises pp. 422-439

Hongwei Long, Yasutaka Shimizu and Wei Sun

Properties and applications of Fisher distribution on the rotation group pp. 440-455

Tomonari Sei, Hiroki Shibata, Akimichi Takemura, Katsuyoshi Ohara and Nobuki Takayama

Posterior consistency in conditional distribution estimation pp. 456-472

Debdeep Pati, David B. Dunson and Surya T. Tokdar

Goodness-of-fit test for stochastic volatility models pp. 473-498

Liang-Ching Lin, Sangyeol Lee and Meihui Guo