Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 195, issue C, 2023

Estimation and order selection for multivariate exponential power mixture models

Xiao Chen, Zhenghui Feng and Heng Peng

Mixed membership Gaussians

Joachim Giesen, Paul Kahlmeyer, Sören Laue, Matthias Mitterreiter, Frank Nussbaum and Christoph Staudt

Semiparametric estimation of the high-dimensional elliptical distribution

Eckhard Liebscher and Ostap Okhrin

Renewal type bootstrap for increasing degree U-process of a Markov chain

Inass Soukarieh and Salim Bouzebda

Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space

Wei Zhang, Wei Gao and Hon Keung Tony Ng

A distance-based test of independence between two multivariate time series

Ba Chu

The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio

Haruhiko Ogasawara

Multivariate α-stable distributions: VAR(1) processes, measures of dependence and their estimations

Maicon J. Karling, Sílvia R.C. Lopes and Roberto M. de Souza

A goodness-of-fit test for the compound Poisson exponential model

Ludwig Baringhaus and Daniel Gaigall

Robust projected principal component analysis for large-dimensional semiparametric factor modeling

Shuquan Yang and Nengxiang Ling

Penalized Whittle likelihood for spatial data

Kun Chen, Ngai Hang Chan, Chun Yip Yau and Jie Hu

On portmanteau-type tests for nonlinear multivariate time series

Jan G. Gooijer

Minimax properties of Dirichlet kernel density estimators

Karine Bertin, Christian Genest, Nicolas Klutchnikoff and Frédéric Ouimet

Envelope-based sparse reduced-rank regression for multivariate linear model

Wenxing Guo, Narayanaswamy Balakrishnan and Mu He

Independence tests with random subspace of two random vectors in high dimension

Tao Qiu, Wangli Xu and Lixing Zhu

Recovery of partly sparse and dense signals

Izuru Miyazaki

A Behrens–Fisher problem for general factor models in high dimensions

Masashi Hyodo, Takahiro Nishiyama and Tatjana Pavlenko

Volume 194, issue C, 2023

Bivariate covariance functions of Pólya type

Olga Moreva and Martin Schlather

Extreme partial least-squares

Meryem Bousebata, Geoffroy Enjolras and Stéphane Girard

Robust penalized estimators for functional linear regression

Ioannis Kalogridis and Stefan Van Aelst

Generating MCMC proposals by randomly rotating the regular simplex

Andrew J. Holbrook

On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime

Philippe Loubaton, Alexis Rosuel and Pascal Vallet

A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data

Jianglin Fang

On skewed Gaussian graphical models

Tianhong Sheng, Bing Li and Eftychia Solea

Weighted shrinkage estimators of normal mean matrices and dominance properties

Ryota Yuasa and Tatsuya Kubokawa

Moderate deviation principle for likelihood ratio test in multivariate linear regression model

Yansong Bai, Yong Zhang and Congmin Liu

Volume 193, issue C, 2023

Bivariate symmetric Heckman models and their characterization

Helton Saulo, Roberto Vila, Shayane S. Cordeiro and Víctor Leiva

Regression based thresholds in principal loading analysis

Jan O. Bauer and Bernhard Drabant

Enriched standard conjugate priors and the right invariant prior for Wishart distributions

Hidemasa Oda and Fumiyasu Komaki

Robust inference for change points in high dimension

Feiyu Jiang, Runmin Wang and Xiaofeng Shao

Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences

Florian Brück

A new distance based measure of asymmetry

Jonas Baillien, Irène Gijbels and Anneleen Verhasselt

On the eigenvectors of large-dimensional sample spatial sign covariance matrices

Yangchang Xu and Ningning Xia

Conditional independence testing via weighted partial copulas

Pascal Bianchi, Kevin Elgui and François Portier

Nonparametric estimation of conditional marginal excess moments

Yuri Goegebeur, Armelle Guillou, Nguyen Khanh Le Ho and Jing Qin

Likelihood ratio tests under model misspecification in high dimensions

Nina Dörnemann

Principal component analysis of infinite variance functional data

Piotr Kokoszka and Rafał Kulik

Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error

Jeong Min Jeon and Ingrid Van Keilegom

TNN: A transfer learning classifier based on weighted nearest neighbors

Haiyang Sheng and Guan Yu

CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures

Weiming Li and Junpeng Zhu

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