Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 113, issue C, 2013

New discrete Appell and Humbert distributions with relevance to bivariate accident data pp. 2-6

Adrienne W. Kemp

Multivariate distributions and the moment problem pp. 7-18

Christian Kleiber and Jordan Stoyanov

The distribution of the product of powers of independent uniform random variables — A simple but useful tool to address and better understand the structure of some distributions pp. 19-36

Barry C. Arnold, Carlos A. Coelho and Filipe J. Marques

The multilinear normal distribution: Introduction and some basic properties pp. 37-47

Martin Ohlson, M. Rauf Ahmad and Dietrich von Rosen

Scale mixtures of Kotz–Dirichlet distributions pp. 48-58

N. Balakrishnan and E. Hashorva

Multivariate generalized Laplace distribution and related random fields pp. 59-72

Tomasz J. Kozubowski, Krzysztof Podgórski and Igor Rychlik

The centred parameterization and related quantities of the skew-t distribution pp. 73-90

Reinaldo B. Arellano-Valle and Adelchi Azzalini

A necessary test of fit of specific elliptical distributions based on an estimator of Song’s measure pp. 91-105

Apostolos Batsidis and Konstantinos Zografos

From the Huang–Kotz FGM distribution to Baker’s bivariate distribution pp. 106-115

I. Bairamov and K. Bayramoglu

Reliability properties of bivariate conditional proportional hazard rate models pp. 116-127

Jorge Navarro and José María Sarabia

The distribution of the amplitude and phase of the mean of a sample of complex random variables pp. 128-152

Christopher S. Withers and Saralees Nadarajah

Hazard rate comparison of parallel systems with heterogeneous gamma components pp. 153-160

N. Balakrishnan and Peng Zhao

Volume 112, issue C, 2012

Nonlinear models with measurement errors subject to single-indexed distortion pp. 1-23

Jun Zhang, Li-Xing Zhu and Hua Liang

An affine invariant k-nearest neighbor regression estimate pp. 24-34

Gérard Biau, Luc Devroye, Vida Dujmović and Adam Krzyżak

Performance of double k-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses pp. 35-47

Shalabh,, G. Garg and C. Heumann

Uniqueness of linear factorizations into independent subspaces pp. 48-62

Harold W. Gutch and Fabian J. Theis

Jackknife empirical likelihood tests for error distributions in regression models pp. 63-75

Huijun Feng and Liang Peng

Nonstationary modeling for multivariate spatial processes pp. 76-91

William Kleiber and Douglas Nychka

A criterion-based model comparison statistic for structural equation models with heterogeneous data pp. 92-107

Yun-Xian Li, Yutaka Kano, Jun-Hao Pan and Xin-Yuan Song

Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression pp. 108-116

Kshitij Khare and James P. Hobert

Parametric component detection and variable selection in varying-coefficient partially linear models pp. 117-129

Dewei Wang and K.B. Kulasekera

Nonparametric bootstrap tests of conditional independence in two-way contingency tables pp. 130-144

Francis K.C. Hui and Gery Geenens

On variance estimation in a negative binomial time series regression model pp. 145-155

Rongning Wu

Testing the structure of the covariance matrix with fewer observations than the dimension pp. 156-171

Muni S. Srivastava and N. Reid

Empirical likelihood inferences for the semiparametric additive isotonic regression pp. 172-182

Guang Cheng, Yichuan Zhao and Bo Li

Estimation of generalized linear latent variable models via fully exponential Laplace approximation pp. 183-193

Silvia Bianconcini and Silvia Cagnone

Dimension reduction for the conditional kth moment via central solution space pp. 207-218

Yuexiao Dong and Zhou Yu

Markov bases for typical block effect models of two-way contingency tables pp. 219-229

Mitsunori Ogawa and Akimichi Takemura

A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets pp. 230-241

Majid Mojirsheibani

Moments and cumulants for the complex Wishart pp. 242-247

Christopher S. Withers and Saralees Nadarajah

On the consistency of coordinate-independent sparse estimation with BIC pp. 248-255

Changliang Zou and Xin Chen

Volume 111, issue C, 2012

Nonparametric Bayes classification and hypothesis testing on manifolds pp. 1-19

Abhishek Bhattacharya and David Dunson

U-statistic with side information pp. 20-38

Ao Yuan, Wenqing He, Binhuan Wang and Gengsheng Qin

Combining quasi and empirical likelihoods in generalized linear models with missing responses pp. 39-58

Tianqing Liu and Xiaohui Yuan

Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions pp. 59-65

G.L. Shevlyakov, P.O. Smirnov, V.I. Shin and K. Kim

Asymptotic normality of posterior distributions for generalized linear mixed models pp. 66-77

Hossein Baghishani and Mohsen Mohammadzadeh

Bootstrapping in non-regular smooth function models pp. 78-93

Mihai C. Giurcanu

A combined beta and normal random-effects model for repeated, overdispersed binary and binomial data pp. 94-109

Geert Molenberghs, Geert Verbeke, Samuel Iddi and Clarice G.B. Demétrio

Limiting distributions of high-dimensional multivariate Beta-type distributions pp. 110-119

Tetsuro Sakurai

The singular values and vectors of low rank perturbations of large rectangular random matrices pp. 120-135

Florent Benaych-Georges and Raj Rao Nadakuditi

Change-point analysis in increasing dimension pp. 136-159

Moritz Jirak

On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications pp. 160-173

Piero Barone

The inverse Riesz probability distribution on symmetric matrices pp. 174-182

Mariem Tounsi and Raoudha Zine

Moments of MGOU processes and positive semidefinite matrix processes pp. 183-197

Anita Behme

Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model pp. 198-212

Sukhbir Singh, Kanchan Jain and Suresh Sharma

Likelihood inference in small area estimation by combining time-series and cross-sectional data pp. 213-221

Mahmoud Torabi and Farhad Shokoohi

Peakedness and peakedness ordering pp. 222-233

Hammou El Barmi and Hari Mukerjee

Some aspects of modeling dependence in copula-based Markov chains pp. 234-240

Martial Longla and Magda Peligrad

Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood pp. 241-255

Wonyul Lee and Yufeng Liu

On Jiang’s asymptotic distribution of the largest entry of a sample correlation matrix pp. 256-270

Deli Li, Yongcheng Qi and Andrew Rosalsky

New estimation and inference procedures for a single-index conditional distribution model pp. 271-285

Chin-Tsang Chiang and Ming-Yueh Huang

Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function pp. 286-295

Guikai Hu and Ping Peng

On matrix-variate regression analysis pp. 296-309

Cinzia Viroli

Detecting changes in functional linear models pp. 310-334

Lajos Horvath and Ron Reeder

On sample ranges in multiple-outlier models pp. 335-349

Peng Zhao and Yiying Zhang

Pattern recognition based on canonical correlations in a high dimension low sample size context pp. 350-367

Mitsuru Tamatani, Inge Koch and Kanta Naito

Asymptotic theory for the test for multivariate normality by Cox and Small pp. 368-379

Bruno Ebner

Empirical L2-distance lack-of-fit tests for Tobit regression models pp. 380-396

Weixing Song and Yi Zhang

Gaussian approximation of conditional elliptical copulas pp. 397-407

Enkelejd Hashorva and Piotr Jaworski