Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 110, issue C, 2012

A review of copula models for economic time series pp. 4-18

Andrew Patton

Time-dependent copulas pp. 19-29

Jean-David Fermanian and Marten H. Wegkamp

Copula-based semiparametric models for multivariate time series pp. 30-42

Bruno Rémillard, Nicolas Papageorgiou and Frédéric Soustra

Semiparametric estimation of conditional copulas pp. 43-73

Fentaw Abegaz, Irène Gijbels and Noël Veraverbeke

Beyond simplified pair-copula constructions pp. 74-90

Elif F. Acar, Christian Genest and Johanna Nešlehová

Comparison of estimators for pair-copula constructions pp. 91-105

Ingrid Hobæk Haff

In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes pp. 106-120

V. Radu Craiu and Avideh Sabeti

A test for Archimedeanity in bivariate copula models pp. 121-132

Axel Bücher, Holger Dette and Stanislav Volgushev

Likelihood inference for Archimedean copulas in high dimensions under known margins pp. 133-150

Marius Hofert, Martin Mächler and Alexander J. McNeil

H-extendible copulas pp. 151-160

Jan-Frederik Mai and Matthias Scherer

The multivariate Piecing-Together approach revisited pp. 161-170

Stefan Aulbach, Michael Falk and Martin Hofmann

Nonparametric maximum likelihood estimation for dependent truncation data based on copulas pp. 171-188

Takeshi Emura and Weijing Wang

Volume 109, issue C, 2012

On the sample ranges from heterogeneous exponential variables pp. 1-9

Maochao Xu and N. Balakrishnan

Regression when both response and predictor are functions pp. 10-28

F. Ferraty, Ingrid Van Keilegom and P. Vieu

Theoretical and practical considerations on the convergence properties of the Fisher-EM algorithm pp. 29-41

Charles Bouveyron and Camille Brunet

Hierarchical likelihood methods for nonlinear and generalized linear mixed models with missing data and measurement errors in covariates pp. 42-51

Maengseok Noh, Lang Wu and Youngjo Lee

Small area estimation using survey weights under a nested error linear regression model with structural measurement error pp. 52-60

Mahmoud Torabi

On model-free conditional coordinate tests for regressions pp. 61-72

Zhou Yu, Lixing Zhu and Xuerong Meggie Wen

Distribution of the product of determinants of noncentral bimatrix beta variates pp. 73-87

A. Bekker, J.J.J. Roux, R. Ehlers and M. Arashi

Bayesian spatial models with a mixture neighborhood structure pp. 88-102

E.C. Rodrigues and R. Assunção

On the Durbin–Wagle randomization device and some of its applications pp. 103-108

Zbigniew Szkutnik

Model selection in linear mixed effect models pp. 109-129

Heng Peng and Ying Lu

Bivariate gamma-geometric law and its induced Lévy process pp. 130-145

Wagner Barreto-Souza

Multivariate random effect models with complete and incomplete data pp. 146-155

James O. Chipperfield and David G. Steel

Variable selection in robust regression models for longitudinal data pp. 156-167

Yali Fan, Guoyou Qin and Zhongyi Zhu

Exploring the varying covariate effects in proportional odds models with censored data pp. 168-189

Qihua Wang, Xingwei Tong and Liuquan Sun

Boundary behavior in High Dimension, Low Sample Size asymptotics of PCA pp. 190-203

Sungkyu Jung, Arusharka Sen and J.S. Marron

Detecting and estimating changes in dependent functional data pp. 204-220

John A.D. Aston and Claudia Kirch

Non-convex penalized estimation in high-dimensional models with single-index structure pp. 221-235

Tao Wang, Pei-Rong Xu and Li-Xing Zhu

Testing for symmetries in multivariate inverse problems pp. 236-253

Melanie Birke and Nicolai Bissantz

Smoothed empirical likelihood for ROC curves with censored data pp. 254-263

Hanfang Yang and Yichuan Zhao

Volume 108, issue C, 2012

Quantiles for finite and infinite dimensional data pp. 1-14

Ricardo Fraiman and Beatriz Pateiro-López

Efficient algorithm for estimating the parameters of a chirp signal pp. 15-27

Ananya Lahiri, Debasis Kundu and Amit Mitra

Bayesian nonlinear regression for large p small n problems pp. 28-40

Sounak Chakraborty, Malay Ghosh and Bani K. Mallick

On the upper bound of the number of modes of a multivariate normal mixture pp. 41-52

Surajit Ray and Dan Ren

Estimation of parameters in the growth curve model via an outer product least squares approach for covariance pp. 53-66

Jianhua Hu, Fuxiang Liu and S. Ejaz Ahmed

Characteristic function-based hypothesis tests under weak dependence pp. 67-89

Anne Leucht

Volume 107, issue C, 2012

Efficient Hellinger distance estimates for semiparametric models pp. 1-23

Jingjing Wu and Rohana J. Karunamuni

Phase transition in limiting distributions of coherence of high-dimensional random matrices pp. 24-39

T. Tony Cai and Tiefeng Jiang

Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors pp. 40-52

Seppo Pynnönen

A study of the effect of kurtosis on discriminant analysis under elliptical populations pp. 53-63

Jorge M. Arevalillo and Hilario Navarro

On the test for the homogeneity of a parameter matrix with some rows constrained by synchronized order restrictions pp. 64-70

Xiaomi Hu and Arijit Banerjee

Nonparametric estimation of multivariate scale mixtures of uniform densities pp. 71-89

Marios G. Pavlides and Jon A. Wellner

Graphical models for multivariate Markov chains pp. 90-103

R. Colombi and S. Giordano

Unconstrained models for the covariance structure of multivariate longitudinal data pp. 104-118

Chulmin Kim and Dale L. Zimmerman

Model selection and estimation in the matrix normal graphical model pp. 119-140

Jianxin Yin and Hongzhe Li

Improved chi-squared tests for a composite hypothesis pp. 141-161

Yoshihide Kakizawa

On the border of extreme and mild spiked models in the HDLSS framework pp. 162-168

Myung Hee Lee

A generalized multivariate kurtosis ordering and its applications pp. 169-180

Jin Wang and Weihua Zhou

A direct bootstrapping technique and its application to a novel goodness of fit test pp. 181-199

Dragan Radulovic

A simple and efficient Bayesian procedure for selecting dimensionality in multidimensional scaling pp. 200-209

Man-Suk Oh

A conditional independence test for dependent data based on maximal conditional correlation pp. 210-226

Yu-Hsiang Cheng and Tzee-Ming Huang

A new mixture representation for multivariate t pp. 227-231

A. Iranmanesh, M. Arashi, D.K. Nagar, S. Nadarajah and S.M.M. Tabatabaey

James–Stein type estimators of variances pp. 232-243

Tiejun Tong, Homin Jang and Yuedong Wang

Bootstrap confidence bands and partial linear quantile regression pp. 244-262

Song Song, Ritov, Ya’acov and Wolfgang Härdle

Error covariance matrix correction based approach to functional coefficient regression models with generated covariates pp. 263-281

XiaoLi Li and JinHong You

Parameter estimation in a spatial unilateral unit root autoregressive model pp. 282-305

Sándor Baran and Gyula Pap

Trimmed regions induced by parameters of a probability pp. 306-318

Ignacio Cascos and Miguel López-Díaz

Empirical processes for infinite variance autoregressive models pp. 319-335

Chafik Bouhaddioui and Kilani Ghoudi