Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 115, issue C, 2013

Archimedean survival processes pp. 1-15

Edward Hoyle and Levent Ali Mengütürk

Nonparametric tests for change-point detection à la Gombay and Horváth pp. 16-32

Mark Holmes, Ivan Kojadinovic and Jean-François Quessy

The cluster bootstrap consistency in generalized estimating equations pp. 33-47

Guang Cheng, Zhuqing Yu and Jianhua Z. Huang

On the extensions of Barlow–Proschan importance index and system signature to dependent lifetimes pp. 48-56

Jean-Luc Marichal and Pierre Mathonet

ANOVA kernels and RKHS of zero mean functions for model-based sensitivity analysis pp. 57-67

N. Durrande, D. Ginsbourger, O. Roustant and L. Carraro

Semiparametric Bayesian analysis of nonlinear reproductive dispersion mixed models for longitudinal data pp. 68-83

Nian-Sheng Tang and Yuan-Ying Zhao

Optimal transformation: A new approach for covering the central subspace pp. 84-107

François Portier and Bernard Delyon

Comparison of binary discrimination methods for high dimension low sample size data pp. 108-121

A. Bolivar-Cime and J.S. Marron

Multidimensional p–p plots and precedence tests for point processes on ℜd pp. 122-137

Adriana Jordan and B. Gail Ivanoff

The dictionary approach for spherical deconvolution pp. 138-156

Thanh Mai Pham Ngoc and Vincent Rivoirard

Score tests in the presence of errors in covariates in matched case-control studies pp. 157-171

Samiran Sinha and Seungyoon Yoo

A parametric bootstrap approach for two-way ANOVA in presence of possible interactions with unequal variances pp. 172-180

Li-Wen Xu, Fang-Qin Yang, Abula, Aji’erguli and Shuang Qin

A simplified model for studying bivariate mortality under right-censoring pp. 181-192

Svetlana Gribkova, Olivier Lopez and Philippe Saint-Pierre

Robustness of designs for model discrimination pp. 193-203

Subir Ghosh and Santanu Dutta

Tests for multivariate analysis of variance in high dimension under non-normality pp. 204-216

Muni S. Srivastava and Tatsuya Kubokawa

Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations pp. 217-251

Peter J. Brockwell and Eckhard Schlemm

Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series pp. 252-269

Łukasz Lenart

Smoothed jackknife empirical likelihood inference for the difference of ROC curves pp. 270-284

Hanfang Yang and Yichuan Zhao

Weak conditions for shrinking multivariate nonparametric density estimators pp. 285-300

Alessio Sancetta

Modified estimators of the contribution rates of population eigenvalues pp. 301-316

Yo Sheena

Consistency of sparse PCA in High Dimension, Low Sample Size contexts pp. 317-333

Dan Shen, Haipeng Shen and J.S. Marron

Likelihood ratio tests for positivity in polynomial regressions pp. 334-346

Naohiro Kato and Satoshi Kuriki

Information preserving sufficient summaries for dimension reduction pp. 347-358

David Nelson and Siamak Noorbaloochi

Optimal robust M-estimators using Rényi pseudodistances pp. 359-373

Aida Toma and Samuela Leoni-Aubin

Robust monitoring of CAPM portfolio betas pp. 374-395

Ondřej Chochola, Marie Hušková, Zuzana Prášková and Josef G. Steinebach

Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn model pp. 396-404

Caroline Keef, Ioannis Papastathopoulos and Jonathan A. Tawn

A frequency domain bootstrap for Whittle estimation under long-range dependence pp. 405-420

Young Min Kim and Daniel J. Nordman

Using Bagidis in nonparametric functional data analysis: Predicting from curves with sharp local features pp. 421-444

Catherine Timmermans, Laurent Delsol and Rainer von Sachs

Variable selection for general transformation models with right censored data via nonconcave penalties pp. 445-456

Jianbo Li, Minggao Gu and Riquan Zhang

Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws pp. 457-480

Jan-Frederik Mai, Matthias Scherer and Natalia Shenkman

A new index to measure positive dependence in trivariate distributions pp. 481-495

Jesús E. García, V.A. González-López and R.B. Nelsen

Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension pp. 496-515

Tatsuya Kubokawa, Masashi Hyodo and Muni S. Srivastava

Extrapolation of stable random fields pp. 516-536

Wolfgang Karcher, Elena Shmileva and Evgeny Spodarev

Volume 114, issue C, 2013

Influence measures on corrected score estimators in functional heteroscedastic measurement error models pp. 1-15

Patricia Giménez and Manuel Galea

Non-Gaussian modeling of spatial data using scale mixing of a unified skew Gaussian process pp. 16-28

Hamid Zareifard and Majid Jafari Khaledi

Determinants, permanents and some applications to statistical shape theory pp. 29-39

Francisco J. Caro-Lopera, Graciela González-Farías and N. Balakrishnan

Efficient inference for autoregressive coefficients in the presence of trends pp. 40-53

Dongfang Qiu, Q. Shao and Lijian Yang

On regularized general empirical Bayes estimation of normal means pp. 54-62

Wenhua Jiang

Empirical likelihood for generalized linear models with longitudinal data pp. 63-73

Daoji Li and Jianxin Pan

Maximum likelihood estimation for conditional distribution single-index models under censoring pp. 74-98

Ewa Strzalkowska-Kominiak and Ricardo Cao

Extremal dependence of copulas: A tail density approach pp. 99-111

Haijun Li and Peiling Wu

Geometric structures arising from kernel density estimation on Riemannian manifolds pp. 112-126

Yoon Tae Kim and Hyun Suk Park

Sparse principal component analysis by choice of norm pp. 127-160

Xin Qi, Ruiyan Luo and Hongyu Zhao

A revisit to efficient forecasting in linear regression models pp. 161-170

Shalabh,

Embedding in space forms pp. 171-188

David A. Johannsen and Jeffrey L. Solka

Efficient penalized estimating method in the partially varying-coefficient single-index model pp. 189-200

Zhensheng Huang, Bingqing Lin, Fan Feng and Zhen Pang

Dependence structure of bivariate order statistics with applications to Bayramoglu’s distributions pp. 201-208

J.S. Huang, Xiaoling Dou, Satoshi Kuriki and G.D. Lin

Resistant estimators in Poisson and Gamma models with missing responses and an application to outlier detection pp. 209-226

Ana M. Bianco, Graciela Boente and Isabel M. Rodrigues

Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity pp. 227-255

Mika Meitz and Pentti Saikkonen

The multivariate Watson distribution: Maximum-likelihood estimation and other aspects pp. 256-269

Suvrit Sra and Dmitrii Karp

Gaussian fluctuations for sample covariance matrices with dependent data pp. 270-287

Olga Friesen, Matthias Löwe and Michael Stolz

Kernel smoothers and bootstrapping for semiparametric mixed effects models pp. 288-302

Wenceslao González Manteiga, María José Lombardía, María Dolores Martínez Miranda and Stefan Sperlich

Third-order local power properties of tests for a composite hypothesis pp. 303-317

Yoshihide Kakizawa

Sibuya copulas pp. 318-337

Marius Hofert and Frédéric Vrins

Likelihood ratio order of spacings from two heterogeneous samples pp. 338-348

Nuria Torrado and Rosa E. Lillo

A two sample test in high dimensional data pp. 349-358

Muni S. Srivastava, Shota Katayama and Yutaka Kano

Asymptotic properties of the Bayes and pseudo Bayes estimators of ability in item response theory pp. 359-377

Haruhiko Ogasawara

Comparison of confidence intervals for correlation coefficients based on incomplete monotone samples and those based on listwise deletion pp. 378-388

K. Krishnamoorthy

Asymptotic properties of canonical correlation analysis for one group with additional observations pp. 389-401

Tomoya Yamada

On the generalized domain of attraction of the multivariate normal law and asymptotic normality of the multivariate Student t-statistic pp. 402-411

Yuliya V. Martsynyuk

A generalization of the Dirichlet distribution pp. 412-426

A. Ongaro and S. Migliorati

A subspace estimator for fixed rank perturbations of large random matrices pp. 427-447

Walid Hachem, Philippe Loubaton, Xavier Mestre, Jamal Najim and Pascal Vallet

On the existence of non-central Wishart distributions pp. 448-456

Eberhard Mayerhofer

Moment bounds and central limit theorems for Gaussian subordinated arrays pp. 457-473

Jean-Marc Bardet and Donatas Surgailis