Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 192, issue C, 2022

Response envelopes for linear coregionalization models

Paul May, Matthew Biesecker and Hossein Moradi Rekabdarkolaee

Spatially clustered varying coefficient model

Fangzheng Lin, Yanlin Tang, Huichen Zhu and Zhongyi Zhu

Functional linear regression with truncated signatures

Adeline Fermanian

Approximate least squares estimators of a two-dimensional chirp model

Abhinek Shukla, Rhythm Grover, Debasis Kundu and Amit Mitra

Inference of a time-varying coefficient regression model for multivariate panel count data

Yuanyuan Guo, Dayu Sun and Jianguo Sun

Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings

Daniel Klein, Jolanta Pielaszkiewicz and Katarzyna Filipiak

Edge statistics of large dimensional deformed rectangular matrices

Xiucai Ding and Fan Yang

Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework

Alexis Boulin, Elena Di Bernardino, Thomas Laloë and Gwladys Toulemonde

Order selection for regression-based hidden Markov model

Yiqi Lin and Xinyuan Song

On the tail behaviour of aggregated random variables

Jordan Richards and Jonathan A. Tawn

The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate

Kyoungjae Lee, Seongil Jo and Jaeyong Lee

Nonparametric variable screening for multivariate additive models

Hui Ding, Jian Zhang and Riquan Zhang

Canonical quantile regression

Stephen Portnoy

Estimation of multivariate asymmetric power GARCH models

Y. Boubacar Maïnassara, O. Kadmiri and B. Saussereau

Statistical analysis of a hierarchical clustering algorithm with outliers

Nicolas Klutchnikoff, Audrey Poterie and Laurent Rouvière

Estimation of functional-coefficient autoregressive models with measurement error

Pei Geng

High-dimensional robust approximated M-estimators for mean regression with asymmetric data

Bin Luo and Xiaoli Gao

Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation

Shaofei Zhao and Guifang Fu

Conditions on which cokriging does not do better than kriging

Chae Young Lim and Wei-Ying Wu

Functional delta residuals and applications to simultaneous confidence bands of moment based statistics

Fabian J.E. Telschow, Samuel Davenport and Armin Schwartzman

Laplace approximations for hypergeometric functions with Hermitian matrix argument

Ronald W. Butler and Andrew T.A. Wood

Sub-dimensional Mardia measures of multivariate skewness and kurtosis

Joydeep Chowdhury, Subhajit Dutta, Reinaldo B. Arellano-Valle and Marc G. Genton

Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency

Donggyu Kim, Xinyu Song and Yazhen Wang

Estimation of spatial autoregressive models with covariate measurement errors

Guowang Luo, Mixia Wu and Zhen Pang

One-way MANOVA for functional data via Lawley–Hotelling trace test

Tianming Zhu, Jin-Ting Zhang and Ming-Yen Cheng

Subgroup analysis for high-dimensional functional regression

Xiaochen Zhang, Qingzhao Zhang, Shuangge Ma and Kuangnan Fang

Tests of serial dependence for multivariate time series with arbitrary distributions

Bouchra R. Nasri

Volume 191, issue C, 2022

Bayesian joint inference for multiple directed acyclic graphs

Kyoungjae Lee and Xuan Cao

Estimating multivariate density and its derivatives for mixed measurement error data

Linruo Guo, Weixing Song and Jianhong Shi

CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions

Yangchun Zhang, Jiang Hu and Weiming Li

Closed-form and bias-corrected estimators for the bivariate gamma distribution

Jun Zhao, Yu-Hyeong Jang and Hyoung-Moon Kim

Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices

Zeyu Wu and Cheng Wang

On weighted multivariate sign functions

Subhabrata Majumdar and Snigdhansu Chatterjee

Online statistical inference for parameters estimation with linear-equality constraints

Ruiqi Liu, Mingao Yuan and Zuofeng Shang

Dimension-wise scaled normal mixtures with application to finance and biometry

Antonio Punzo and Luca Bagnato

Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path

Budhi Arta Surya

Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm

Yesim Guney, Olcay Arslan and Fulya Gokalp Yavuz

t-copula from the viewpoint of tail dependence matrices

Nariankadu D. Shyamalkumar and Siyang Tao

Fréchet kernel sliced inverse regression

Yushen Dong and Yichao Wu

On attainability of Kendall’s tau matrices and concordance signatures

Alexander J. McNeil, Johanna G. Nešlehová and Andrew D. Smith

Measures of concordance and testing of independence in multivariate structure

Wenli Deng, Jinglong Wang and Riquan Zhang

Density ratio model with data-adaptive basis function

Archer Gong Zhang and Jiahua Chen

Volume 190, issue C, 2022

Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices

Nayel Bettache, Cristina Butucea and Marianne Sorba

Some clustering-based exact distribution-free k-sample tests applicable to high dimension, low sample size data

Biplab Paul, Shyamal K. De and Anil K. Ghosh

Generalized empirical likelihood for nonsmooth estimating equations with missing data

Li-E Cui, Puying Zhao and Niansheng Tang

A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance

Jiamin Liu, Shuangge Ma, Wangli Xu and Liping Zhu

Graph-valued regression: Prediction of unlabelled networks in a non-Euclidean graph space

Anna Calissano, Aasa Feragen and Simone Vantini

A generative approach to modeling data with quantitative and qualitative responses

Xiaoning Kang, Lulu Kang, Wei Chen and Xinwei Deng

Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution

Fahimeh Tourani-Farani and Iraj Kazemi

Mixture regression for longitudinal data based on joint mean–covariance model

Jing Yu, Tapio Nummi and Jianxin Pan

A generalized Mallows model based on ϕ-divergence measures

Maria Kateri and Nikolay I. Nikolov

Perturbation theory for cross data matrix-based PCA

Shao-Hsuan Wang and Su-Yun Huang

Identifiability and estimation of meta-elliptical copula generators

A. Derumigny and J.-D. Fermanian

Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes

Albert Vexler and Li Zou

Searching for a source of difference in graphical models

Vera Djordjilović and Monica Chiogna

Asymptotic properties of high-dimensional spatial median in elliptical distributions with application

Weiming Li and Yangchang Xu

Minimax and pointwise sequential changepoint detection and identification for general stochastic models

Serguei M. Pergamenchtchikov, Alexander G. Tartakovsky and Valentin S. Spivak

Diagonal nonlinear transformations preserve structure in covariance and precision matrices

Rebecca Morrison, Ricardo Baptista and Estelle Basor

Inference in functional linear quantile regression

Meng Li, Kehui Wang, Arnab Maity and Ana-Maria Staicu

Quadratic discriminant analysis by projection

Ruiyang Wu and Ning Hao

Anisotropic spectral cut-off estimation under multiplicative measurement errors

Sergio Brenner Miguel

Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction

Canyi Chen, Wangli Xu and Liping Zhu

Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics

Luke A. Prendergast and Jodie A. Smith

Targeted principal components regression

Karl Oskar Ekvall

Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds

Corina Ciobotaru and Christian Mazza

Max-linear models in random environment

Claudia Klüppelberg and Ercan Sönmez

GARCH-type factor model

Yuanbo Li, Chi Tim Ng and Chun Yip Yau