Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 106, issue C, 2012

Parametric bootstrap methods for bias correction in linear mixed models pp. 1-16

Tatsuya Kubokawa and Bui Nagashima

Large deviations for random matricial moment problems pp. 17-35

Fabrice Gamboa, Jan Nagel, Alain Rouault and Jens Wagener

Local Walsh-average regression pp. 36-48

Long Feng, Changliang Zou and Zhaojun Wang

Smoothness of conditional independence models for discrete data pp. 49-56

Antonio Forcina

Model selection for integrated autoregressive processes of infinite order pp. 57-71

Ching-Kang Ing, Chor-yiu (CY) Sin and Shu-Hui Yu

Application of H-likelihood to factor analysis models with binary response data pp. 72-79

Jianmin Wu and Peter M. Bentler

Information, data dimension and factor structure pp. 80-91

Jan Jacobs, Pieter W. Otter and Ard Reijer

Asymptotic normality of support vector machine variants and other regularized kernel methods pp. 92-117

Robert Hable

Edgeworth expansions for GEL estimators pp. 118-146

Gubhinder Kundhi and Paul Rilstone

Root-n estimability of some missing data models pp. 147-166

Ao Yuan, Jinfeng Xu and Gang Zheng

On sample eigenvalues in a generalized spiked population model pp. 167-177

Zhidong Bai and Jianfeng Yao

Characterization of multivariate heavy-tailed distribution families via copula pp. 178-186

Chengguo Weng and Yi Zhang

Semiparametric likelihood estimation in survival models with informative censoring pp. 187-211

Zudi Lu and Wenyang Zhang

Covariance selection and multivariate dependence pp. 212-228

Bhaskar Bhattacharya

Volume 105, issue 1, 2012

Sparse estimation in functional linear regression pp. 1-17

Eun Ryung Lee and Byeong U. Park

Multivariate versions of Bartlett’s formula pp. 18-31

Nan Su and Robert Lund

Robust empirical likelihood inference for generalized partial linear models with longitudinal data pp. 32-44

Guoyou Qin, Yang Bai and Zhongyi Zhu

Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data pp. 45-54

Narayanaswamy Balakrishnan, Félix Belzunce, Miguel A. Sordo and Alfonso Suárez-Llorens

Functions operating on multivariate distribution and survival functions—With applications to classical mean-values and to copulas pp. 55-67

Paul Ressel

One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic pp. 68-84

Hongfei Li, Catherine A. Calder and Noel Cressie

Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters pp. 85-111

Gaorong Li, Lu Lin and Lixing Zhu

Second-order accuracy of depth-based bootstrap confidence regions pp. 112-123

Bei Wei and Stephen M.S. Lee

Asymptotic distribution of two-sample empirical U-quantiles with applications to robust tests for shifts in location pp. 124-140

Herold Dehling and Roland Fried

Multivariate Behrens–Fisher problem with missing data pp. 141-150

K. Krishnamoorthy and Jianqi Yu

Direct variable selection for discrimination among several groups pp. 151-163

Guy Martial Nkiet

Difference based ridge and Liu type estimators in semiparametric regression models pp. 164-175

Esra Akdeniz Duran, Wolfgang Karl Härdle and Maria Osipenko

Tail dependence between order statistics pp. 176-192

Helena Ferreira and Marta Ferreira

Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations pp. 193-215

Kazuyoshi Yata and Makoto Aoshima

On the convergence of row-modification algorithm for matrix projections pp. 216-221

Xiaomi Hu, Jürgen Hansohm, Linda Hoffmann and Ye Emma Zohner

An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic pp. 222-240

Jean-Marc Bardet and Béchir Dola

Exceedance probability of the integral of a stochastic process pp. 241-257

Ana Ferreira, Laurens de Haan and Chen Zhou

Data sharpening methods in multivariate local quadratic regression pp. 258-275

Xiaoying Wang, Song Jiang and Junping Yin

Corrected empirical likelihood inference for right-censored partially linear single-index model pp. 276-284

Zhensheng Huang and Zhen Pang

Estimation for a marginal generalized single-index longitudinal model pp. 285-299

Peirong Xu and Lixing Zhu

Bayesian analysis of multivariate t linear mixed models using a combination of IBF and Gibbs samplers pp. 300-310

Wan-Lun Wang and Tsai-Hung Fan

General linear mixed model and signal extraction problem with constraint pp. 311-321

Azzouz Dermoune, Nadji Rahmania and Tianwen Wei

Bootstrap testing for discontinuities under long-range dependence pp. 322-347

Jan Beran and Yevgen Shumeyko

Estimation of high-dimensional linear factor models with grouped variables pp. 348-367

Chris Heaton and Victor Solo

Self-consistent estimation of censored quantile regression pp. 368-379

Limin Peng

Parametrizations and reference priors for multinomial decomposable graphical models pp. 380-396

Guido Consonni and Hélène Massam

Principled sure independence screening for Cox models with ultra-high-dimensional covariates pp. 397-411

Sihai Dave Zhao and Yi Li

The Schur concavity, Schur multiplicative and harmonic convexities of the second dual form of the Hamy symmetric function with applications pp. 412-421

Yu-Ming Chu, Wei-Feng Xia and Xiao-Hui Zhang

Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data pp. 422-432

Peng Lai, Qihua Wang and Heng Lian

Volume 104, issue 1, 2012

A note on the power superiority of the restricted likelihood ratio test pp. 1-15

Jens Praestgaard

Adaptive nonparametric regression on spin fiber bundles pp. 16-38

Claudio Durastanti, Daryl Geller and Domenico Marinucci

On a dimension reduction regression with covariate adjustment pp. 39-55

Jun Zhang, Li-Ping Zhu and Li-Xing Zhu

Jackknife-blockwise empirical likelihood methods under dependence pp. 56-72

Rongmao Zhang, Liang Peng and Yongcheng Qi

Multivariate measures of skewness for the skew-normal distribution pp. 73-87

N. Balakrishnan and Bruno Scarpa

An adaptive estimation of MAVE pp. 88-100

Qin Wang and Weixin Yao

A note on testing hypotheses for stationary processes in the frequency domain pp. 101-114

Holger Dette and Thimo Hildebrandt

A test of location for exchangeable multivariate normal data with unknown correlation pp. 115-125

Dean Follmann and Michael Proschan

Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions pp. 126-139

Francisco J. Caro-Lopera, Víctor Leiva and N. Balakrishnan

Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances pp. 140-158

Anoop Chaturvedi, Suchita Gupta and Muhammad Bhatti

Relational models for contingency tables pp. 159-173

Anna Klimova, Tamás Rudas and Adrian Dobra