Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 103, issue 1, 2012

Cornish-Fisher expansions using sample cumulants and monotonic transformations pp. 1-18

Haruhiko Ogasawara

Hierarchical subspace models for contingency tables pp. 19-34

Hisayuki Hara, Tomonari Sei and Akimichi Takemura

Qualitative and infinitesimal robustness of tail-dependent statistical functionals pp. 35-47

Volker Krätschmer, Alexander Schied and Henryk Zähle

Testing for positive evidence of equally likely outcomes pp. 48-57

Jesse Frey

Time-varying coefficient estimation in differential equation models with noisy time-varying covariates pp. 58-67

Zhaoping Hong and Heng Lian

Admissible prediction in superpopulation models with random regression coefficients under matrix loss function pp. 68-76

Li-Wen Xu and Sheng-Hua Yu

Statistical theory of shape under elliptical models and singular value decompositions pp. 77-92

José A. Díaz-García and Francisco J. Caro-Lopera

On prediction rate in partial functional linear regression pp. 93-106

Hyejin Shin and Myung Hee Lee

Some notes on extremal discriminant analysis pp. 107-115

B.G. Manjunath, Melanie Frick and Rolf-Dieter Reiss

Partially linear single-index beta regression model and score test pp. 116-123

Weihua Zhao, Riquan Zhang, Zhensheng Huang and Jingyan Feng

Nonparametric and semiparametric optimal transformations of markers pp. 124-141

Chin-Tsang Chiang and Chih-Heng Chiu

On computing signatures of coherent systems pp. 142-150

Gaofeng Da, Ben Zheng and Taizhong Hu

On the asymptotics of numbers of observations in random regions determined by order statistics pp. 151-160

Anna Dembinska and George Iliopoulos

Letter to the editor pp. 161-162

J.A. Cuesta-Albertos, E. del Barrio, R. Fraiman and C. Matrán

Volume 102, issue 10, 2011

Difference based estimation for partially linear regression models with measurement errors pp. 1321-1338

Haibing Zhao and Jinhong You

Consistent multiple testing for change points pp. 1339-1343

Kuo-mei Chen, Arthur Cohen and Harold Sackrowitz

The complete mixability and convex minimization problems with monotone marginal densities pp. 1344-1360

Bin Wang and Ruodu Wang

Classification of a screened data into one of two normal populations perturbed by a screening scheme pp. 1361-1373

Hea-Jung Kim

Variable selection in model-based discriminant analysis pp. 1374-1387

C. Maugis, G. Celeux and M.-L. Martin-Magniette

On a model selection problem from high-dimensional sample covariance matrices pp. 1388-1398

J. Chen, B. Delyon and J.-F. Yao

Generalized Marshall-Olkin distributions and related bivariate aging properties pp. 1399-1409

Xiaohu Li and Franco Pellerey

On signature-based expressions of system reliability pp. 1410-1416

Jean-Luc Marichal, Pierre Mathonet and Tamás Waldhauser

Empirical Bayes predictive densities for high-dimensional normal models pp. 1417-1428

Xinyi Xu and Dunke Zhou

A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators pp. 1429-1444

Tatsuya Kubokawa and William E. Strawderman

An approach to modeling asymmetric multivariate spatial covariance structures pp. 1445-1453

Bo Li and Hao Zhang

Tail order and intermediate tail dependence of multivariate copulas pp. 1454-1471

Lei Hua and Harry Joe

Testing model assumptions in functional regression models pp. 1472-1488

Axel Bücher, Holger Dette and Gabriele Wieczorek

Volume 102, issue 9, 2011

Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model pp. 1241-1255

Yutaka Kano and Keiji Takai

Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance pp. 1256-1262

S. Zinodiny, W.E. Strawderman and A. Parsian

Improved transformed deviance statistic for testing a logistic regression model pp. 1263-1279

Nobuhiro Taneichi, Yuri Sekiya and Jun Toyama

Estimates of MM type for the multivariate linear model pp. 1280-1292

Nadia L. Kudraszow and Ricardo A. Maronna

Characterization theorems for some classes of covariance functions associated to vector valued random fields pp. 1293-1301

Emilio Porcu and Viktor Zastavnyi

Semiparametric analysis in double-sampling designs via empirical likelihood pp. 1302-1314

Wen Yu

Superefficient estimation of the marginals by exploiting knowledge on the copula pp. 1315-1319

John Einmahl and Ramon van den Akker

Volume 102, issue 8, 2011

A new class of minimum power divergence estimators with applications to cancer surveillance pp. 1175-1193

Nirian Martín and Yi Li

Flexible bivariate beta distributions pp. 1194-1202

Barry C. Arnold and Hon Keung Tony Ng

Moderate deviations of generalized method of moments and empirical likelihood estimators pp. 1203-1216

Taisuke Otsu

All admissible linear estimators of a regression coefficient under a balanced loss function pp. 1217-1224

Guikai Hu and Ping Peng

Optimal vector quantization in terms of Wasserstein distance pp. 1225-1239

Wolfgang Kreitmeier

Volume 102, issue 7, 2011

Characteristic functions of scale mixtures of multivariate skew-normal distributions pp. 1105-1117

Hyoung-Moon Kim and Marc G. Genton

Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes pp. 1118-1125

Z. Shishebor, A.R. Soltani and A. Zamani

Nonparametric additive model-assisted estimation for survey data pp. 1126-1140

Li Wang and Suojin Wang

Consistent tuning parameter selection in high dimensional sparse linear regression pp. 1141-1151

Tao Wang and Lixing Zhu

Bayesian MAP model selection of chain event graphs pp. 1152-1165

Guy Freeman and J.Q. Smith

Semi-varying coefficient models with a diverging number of components pp. 1166-1174

Gaorong Li, Liugen Xue and Heng Lian

Volume 102, issue 6, 2011

On qualitative robustness of support vector machines pp. 993-1007

Robert Hable and Andreas Christmann

On the Gaussian approximation of vector-valued multiple integrals pp. 1008-1017

Salim Noreddine and Ivan Nourdin

Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality pp. 1018-1031

S.Y. Hwang and I.V. Basawa

On the maximum of covariance estimators pp. 1032-1046

Moritz Jirak

A copula-based model of speculative price dynamics in discrete time pp. 1047-1063

Umberto Cherubini, Sabrina Mulinacci and Silvia Romagnoli

Bahadur representation for U-quantiles of dependent data pp. 1064-1079

Martin Wendler

Asymptotic expansions for a class of tests for a general covariance structure under a local alternative pp. 1080-1089

Hiroaki Shimizu and Hirofumi Wakaki

Some tests for the covariance matrix with fewer observations than the dimension under non-normality pp. 1090-1103

Muni S. Srivastava, Tõnu Kollo and Dietrich von Rosen

Volume 102, issue 5, 2011

Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach pp. 871-883

Christopher K. Carter, Frederick Wong and Robert Kohn

The proportional hazards model for survey data from independent and clustered super-populations pp. 884-895

Susana Rubin-Bleuer

Bounds for mixtures of order statistics from exponentials and applications pp. 896-907

Eugen Paltanea

Numbers of near bivariate record-concomitant observations pp. 908-917

I. Bairamov and A. Stepanov

Parametric estimation of a bivariate stable Lévy process pp. 918-930

Habib Esmaeili and Claudia Klüppelberg

Extensions of system signatures to dependent lifetimes: Explicit expressions and interpretations pp. 931-936

Jean-Luc Marichal and Pierre Mathonet

Efficient empirical-likelihood-based inferences for the single-index model pp. 937-947

Zhensheng Huang and Riquan Zhang

On Pearson-Kotz Dirichlet distributions pp. 948-957

N. Balakrishnan and E. Hashorva

Some new results on convolutions of heterogeneous gamma random variables pp. 958-976

Peng Zhao

Multivariate extreme models based on underlying skew-t and skew-normal distributions pp. 977-991

Simone A. Padoan

Volume 102, issue 4, 2011

Empirical likelihood for semiparametric regression model with missing response data pp. 723-740

Liugen Xue and Dong Xue

Some theoretical properties of Silverman's method for Smoothed functional principal component analysis pp. 741-767

Xin Qi and Hongyu Zhao

High dimensional data analysis using multivariate generalized spatial quantiles pp. 768-780

Nitai D. Mukhopadhyay and Snigdhansu Chatterjee

Convergence proof of matrix dynamics for online linear discriminant analysis pp. 781-788

Kazuyuki Hiraoka

A numerical method for minimum distance estimation problems pp. 789-800

C. Cervellera and D. Macciò

Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions pp. 801-815

Yo Sheena and Akimichi Takemura

Tests for independence in non-parametric heteroscedastic regression models pp. 816-827

Zdenek Hlávka, Marie Husková and Simos G. Meintanis

-Consistent robust integration-based estimation pp. 828-846

Sung Jae Jun, Joris Pinkse and Yuanyuan Wan

Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices pp. 847-868

Prathapasinghe Dharmawansa and Matthew R. McKay

Erratum to "Construction of asymmetric multivariate copulas" [J. Multivariate Anal. 99 (2008) 2234-2250] pp. 869-870

Eckhard Liebscher

Volume 102, issue 3, 2011

Monotonicity properties of multivariate distribution and survival functions -- With an application to Lévy-frailty copulas pp. 393-404

Paul Ressel

Weighted-mean trimming of multivariate data pp. 405-421

Rainer Dyckerhoff and Karl Mosler

Structural test in regression on functional variables pp. 422-447

Laurent Delsol, Frédéric Ferraty and Philippe Vieu

Wavelet estimation of conditional density with truncated, censored and dependent data pp. 448-467

Han-Ying Liang and Jacobo de Uña-Álvarez

Nonparametric estimation of the anisotropic probability density of mixed variables pp. 468-481

Sam Efromovich

Vectors of two-parameter Poisson-Dirichlet processes pp. 482-495

Fabrizio Leisen and Antonio Lijoi

Estimating structural VARMA models with uncorrelated but non-independent error terms pp. 496-505

Y. Boubacar Mainassara and Christian Francq

Local likelihood estimation for nonstationary random fields pp. 506-520

Ethan B. Anderes and Michael L. Stein

Multivariate linear recursions with Markov-dependent coefficients pp. 521-527

Diana Hay, Reza Rastegar and Alexander Roitershtein

Autoregressive process modeling via the Lasso procedure pp. 528-549

Y. Nardi and A. Rinaldo

A link-free method for testing the significance of predictors pp. 550-562

Peng Zeng

Log-linear Poisson autoregression pp. 563-578

Konstantinos Fokianos and Dag Tjøstheim

Minimum distance conditional variance function checking in heteroscedastic regression models pp. 579-600

Nishantha Samarakoon and Weixing Song

Statistical inference using a weighted difference-based series approach for partially linear regression models pp. 601-618

Chunrong Ai, Jinhong You and Yong Zhou

Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components pp. 619-628

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

Restricted one way analysis of variance using the empirical likelihood ratio test pp. 629-640

Wen Yu, Hammou El Barmi and Zhiliang Ying

Conditional and unconditional methods for selecting variables in linear mixed models pp. 641-660

Tatsuya Kubokawa

Blockwise empirical likelihood for time series of counts pp. 661-673

Rongning Wu and Jiguo Cao

Composing the cumulative quantile regression function and the Goldie concentration curve pp. 674-682

SzeMan Tse

Estimation of a multivariate stochastic volatility density by kernel deconvolution pp. 683-697

Bert Van Es and Peter Spreij

Quadratic minimisation problems in statistics pp. 698-713

C.J. Albers, F. Critchley and J.C. Gower

Applications of quadratic minimisation problems in statistics pp. 714-722

C.J. Albers, F. Critchley and J.C. Gower

Volume 102, issue 2, 2011

On directional multiple-output quantile regression pp. 193-212

Davy Paindaveine and Miroslav Siman

Principal points of a multivariate mixture distribution pp. 213-224

Shun Matsuura and Hiroshi Kurata

Random change on a Lie group and mean glaucomatous projective shape change detection from stereo pair images pp. 225-237

M. Crane and V. Patrangenaru

A novel trace test for the mean parameters in a multivariate growth curve model pp. 238-251

Jemila S. Hamid, Joseph Beyene and Dietrich von Rosen

An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples pp. 252-263

Nobumichi Shutoh, Masashi Hyodo and Takashi Seo

Restricted estimation in multivariate measurement error regression model pp. 264-280

Kanchan Jain, Sukhbir Singh and Suresh Sharma

Partial sum process to check regression models with multiple correlated response: With an application for testing a change-point in profile data pp. 281-291

W. Bischoff and A. Gegg

Spatial autoregressive and moving average Hilbertian processes pp. 292-305

M.D. Ruiz-Medina

Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals pp. 306-314

Dietmar Ferger and Michael Scholz

On spline regression under Gaussian subordination with long memory pp. 315-335

Jan Beran and Arno Weiershäuser

An asymptotics look at the generalized inference pp. 336-348

Shifeng Xiong

On linear models with long memory and heavy-tailed errors pp. 349-362

Zhou Zhou and Wei Biao Wu

On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix pp. 363-371

Boaz Nadler

A profile-type smoothed score function for a varying coefficient partially linear model pp. 372-385

Gaorong Li, Sanying Feng and Heng Peng

A multivariate ultrastructural errors-in-variables model with equation error pp. 386-392

Alexandre G. Patriota, Heleno Bolfarine and Reinaldo B. Arellano-Valle

Volume 102, issue 1, 2011

Statistical inference in partially-varying-coefficient single-index model pp. 1-19

Qihua Wang and Liugen Xue

Dual divergence estimators and tests: Robustness results pp. 20-36

Aida Toma and Michel Broniatowski

Nonparametric estimation of an extreme-value copula in arbitrary dimensions pp. 37-47

Gordon Gudendorf and Johan Segers

Local asymptotic normality in a stationary model for spatial extremes pp. 48-60

Michael Falk

Semiparametric analysis of longitudinal zero-inflated count data pp. 61-72

Jiarui Feng and Zhongyi Zhu

On local times, density estimation and supervised classification from functional data pp. 73-86

P. Llop, L. Forzani and R. Fraiman

Fiducial inference on the largest mean of a multivariate normal distribution pp. 87-104

Damian V. Wandler and Jan Hannig

Multiple imputations and the missing censoring indicator model pp. 105-117

Sundarraman Subramanian

Low dimensional semiparametric estimation in a censored regression model pp. 118-129

Ignacio Moral-Arce, Juan M. Rodríguez-Póo and Stefan Sperlich

Dimension estimation in sufficient dimension reduction: A unifying approach pp. 130-142

E. Bura and J. Yang

Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions pp. 143-152

José A. Díaz-García and Ramón Gutiérrez-Jáimez

Empirical likelihood for linear models under negatively associated errors pp. 153-163

Yongsong Qin and Yinghua Li

Modifying estimators of ordered positive parameters under the Stein loss pp. 164-181

Hisayuki Tsukuma and Tatsuya Kubokawa

Robust inference for sparse cluster-correlated count data pp. 182-192

John J. Hanfelt, Ruosha Li, Yi Pan and Pierre Payment