Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 100, issue 10, 2009

Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model pp. 2137-2154

Fumiyasu Komaki

An extended class of minimax generalized Bayes estimators of regression coefficients pp. 2155-2166

Yuzo Maruyama and William E. Strawderman

The limit of the partial sums process of spatial least squares residuals pp. 2167-2177

Wolfgang Bischoff and Wayan Somayasa

On least squares estimation for long-memory lattice processes pp. 2178-2194

Jan Beran, Sucharita Ghosh and Dieter Schell

Convex and star-shaped sets associated with multivariate stable distributions, I: Moments and densities pp. 2195-2213

Ilya Molchanov

Regression analysis of multivariate recurrent event data with time-varying covariate effects pp. 2214-2223

Liuquan Sun, Liang Zhu and Jianguo Sun

Nearest neighbor conditional estimation for Harris recurrent Markov chains pp. 2224-2236

Alessio Sancetta

Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss pp. 2237-2253

Yoshihiko Konno

Estimation of a change-point in the mean function of functional data pp. 2254-2269

Alexander Aue, Robertas Gabrys, Lajos Horvath and Piotr Kokoszka

Independent rule in classification of multivariate binary data pp. 2270-2286

Junyong Park

Mean width of random polytopes in a reasonably smooth convex body pp. 2287-2295

K.J. Böröczky, F. Fodor, M. Reitzner and V. Vígh

Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix pp. 2296-2304

Hisayuki Tsukuma

Sphericity test in a GMANOVA-MANOVA model with normal error pp. 2305-2312

Peng Bai

Initial classification of joint data in EM estimation of latent class joint model pp. 2313-2323

Jun Han

Hessian orders and multinormal distributions pp. 2324-2330

Alessandro Arlotto and Marco Scarsini

On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix pp. 2331-2336

Malay Ghosh and Victor Mergel

Analysis of multivariate skew normal models with incomplete data pp. 2337-2351

Tsung I. Lin, Hsiu J. Ho and Chiang L. Chen

Modeling covariance matrices via partial autocorrelations pp. 2352-2363

M.J. Daniels and M. Pourahmadi

Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators pp. 2364-2375

Nicolai Bissantz and Melanie Birke

Robustness of Stein-type estimators under a non-scalar error covariance structure pp. 2376-2388

Xinyu Zhang, Ti Chen, Alan Wan and Guohua Zou

Statistical estimation in varying coefficient models with surrogate data and validation sampling pp. 2389-2405

Qihua Wang and Riquan Zhang

Volume 100, issue 9, 2009

Nonparametric inference for extrinsic means on size-and-(reflection)-shape manifolds with applications in medical imaging pp. 1867-1882

Ananda Bandulasiri, Rabi N. Bhattacharya and Vic Patrangenaru

Finite-sample inference with monotone incomplete multivariate normal data, I pp. 1883-1899

Wan-Ying Chang and Donald St.P. Richards

Normal distribution based pseudo ML for missing data: With applications to mean and covariance structure analysis pp. 1900-1918

Ke-Hai Yuan

Multiple imputation and other resampling schemes for imputing missing observations pp. 1919-1937

Muni S. Srivastava and Mohammad Dolatabadi

A mixture model-based approach to the clustering of exponential repeated data pp. 1938-1951

M.J. Martinez, C. Lavergne and C. Trottier

Moderate deviation principle for autoregressive processes pp. 1952-1961

Miao Yu and Shen Si

Weyl eigenvalue asymptotics and sharp adaptation on vector bundles pp. 1962-1978

Peter T. Kim, Ja-Yong Koo and Zhi-Ming Luo

Quadratic prediction and quadratic sufficiency in finite populations pp. 1979-1988

Xu-Qing Liu, Dong-Dong Wang and Jian-Ying Rong

Generating random correlation matrices based on vines and extended onion method pp. 1989-2001

Daniel Lewandowski, Dorota Kurowicka and Harry Joe

Influence diagnostics and outlier tests for varying coefficient mixed models pp. 2002-2017

Zaixing Li, Wangli Xu and Lixing Zhu

Maximum likelihood inference for the Cox regression model with applications to missing covariates pp. 2018-2030

Ming-Hui Chen, Joseph G. Ibrahim and Qi-Man Shao

Bayesian analysis of non-linear structural equation models with non-ignorable missing outcomes from reproductive dispersion models pp. 2031-2043

Nian-Sheng Tang, Xing Chen and Ying-Zi Fu

On asymptotic theory for multivariate GARCH models pp. 2044-2054

Christian Hafner and Arie Preminger

Concentration inequality for evolutionary trees pp. 2055-2064

M. Mariadassou and A. Bar-Hen

On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding pp. 2065-2082

Benedikt Pötscher and Hannes Leeb

A quantile-copula approach to conditional density estimation pp. 2083-2099

Olivier Faugeras

Automatic model selection for partially linear models pp. 2100-2111

Xiao Ni, Hao Helen Zhang and Daowen Zhang

Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA pp. 2112-2125

Baisuo Jin, Cheng Wang, Baiqi Miao and Mong-Na Lo Huang

Robust and accurate inference for generalized linear models pp. 2126-2136

Serigne N. Lô and Elvezio Ronchetti

Volume 100, issue 8, 2009

On the range of heterogeneous samples pp. 1587-1592

Christian Genest, Subhash C. Kochar and Maochao Xu

On the sensitivity of the one-sided t test to covariance misspecification pp. 1593-1609

Huaizhen Qin, Alan Wan and Guohua Zou

Simultaneous credible intervals for small area estimation problems pp. 1610-1621

N. Ganesh

Consistency of general bootstrap methods for degenerate U-type and V-type statistics pp. 1622-1633

Anne Leucht and Michael H. Neumann

Multivariate semi-Weibull distributions pp. 1634-1644

Hsiaw-Chan Yeh

Decomposability of high-dimensional diversity measures: Quasi-U-statistics, martingales and nonstandard asymptotics pp. 1645-1656

Aluísio Pinheiro, Pranab Kumar Sen and Hildete Prisco Pinheiro

Stochastic comparisons of multivariate mixture models pp. 1657-1669

Félix Belzunce, José-Angel Mercader, José-María Ruiz and Fabio Spizzichino

An improved model averaging scheme for logistic regression pp. 1670-1681

D. Ghosh and Z. Yuan

Characterizations of the beta distribution on symmetric matrices pp. 1682-1690

A. Hassairi and O. Regaig

Frontier estimation with local polynomials and high power-transformed data pp. 1691-1705

Séphane Girard and Pierre Jacob

A stochastic restricted ridge regression estimator pp. 1706-1716

M. Revan Özkale

Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood pp. 1717-1726

Tomohiro Ando

Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations pp. 1727-1751

Naoto Kunitomo and Yukitoshi Matsushita

Improved variance estimation under sub-space restriction pp. 1752-1760

M. Arashi and S.M.M. Tabatabaey

Estimation of autoregressive models with epsilon-skew-normal innovations pp. 1761-1776

Pascal Bondon

Characterizations of degree one bivariate measures of concordance pp. 1777-1791

H.H. Edwards and M.D. Taylor

Mean residual life order of convolutions of heterogeneous exponential random variables pp. 1792-1801

Peng Zhao and N. Balakrishnan

Asymptotics for non-parametric likelihood estimation with doubly censored multivariate failure times pp. 1802-1815

Dianliang Deng and Hong-Bin Fang

Asymptotics for argmin processes: Convexity arguments pp. 1816-1829

Kengo Kato

Quasi-arithmetic means of covariance functions with potential applications to space-time data pp. 1830-1844

Emilio Porcu, Jorge Mateu and George Christakos

An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior pp. 1845-1853

Yuzo Maruyama

Uniform distributions in a class of convex polyhedrons with applications to drug combination studies pp. 1854-1865

Guo-Liang Tian, Hong-Bin Fang, Ming Tan, Hong Qin and Man-Lai Tang

Volume 100, issue 7, 2009

Asymptotic distributions of robust shape matrices and scales pp. 1329-1337

Gabriel Frahm

On the degrees of freedom in shrinkage estimation pp. 1338-1352

Kengo Kato

Empirical likelihood for linear models with missing responses pp. 1353-1366

Liugen Xue

Inference for multivariate normal mixtures pp. 1367-1383

Jiahua Chen and Xianming Tan

Coverage of generalized confidence intervals pp. 1384-1397

Anindya Roy and Arup Bose

Multivariate limited translation hierarchical Bayes estimators pp. 1398-1411

Malay Ghosh, Georgios Papageorgiou and Janet Forrester

Two-step generalised empirical likelihood inference for semiparametric models pp. 1412-1431

Francesco Bravo

Comparison of hyperbolic and constant width simultaneous confidence bands in multiple linear regression under MVCS criterion pp. 1432-1439

Wen-Fang Liu, A.J. Hayter, W.W. Piegorsch and P. Ah-Kine

Predictive inference for singular multivariate elliptically contoured distributions pp. 1440-1446

Jin Shan Liu, Wai Cheung Ip and Heung Wong

The simplex dispersion ordering and its application to the evaluation of human corneal endothelia pp. 1447-1464

Guillermo Ayala and Miguel López-Díaz

Bandwidth selection for a data sharpening estimator in nonparametric regression pp. 1465-1486

Kanta Naito and Masahiro Yoshizaki

Using bimodal kernel for inference in nonparametric regression with correlated errors pp. 1487-1497

Tae Yoon Kim, Byeong U. Park, Myung Sang Moon and Chiho Kim

Use of prior information in the consistent estimation of regression coefficients in measurement error models pp. 1498-1520

Shalabh, Gaurav Garg and Neeraj Misra

Tails of multivariate Archimedean copulas pp. 1521-1537

Arthur Charpentier and Johan Segers

Regular variation and related results for the multivariate GARCH(p,q) model with constant conditional correlations pp. 1538-1550

Begoña Fernández and Nelson Muriel

Testing independence in nonparametric regression pp. 1551-1566

Natalie Neumeyer

Lévy-frailty copulas pp. 1567-1585

Jan-Frederik Mai and Matthias Scherer

Volume 100, issue 6, 2009

Functional estimation for Lvy measures of semimartingales with Poissonian jumps pp. 1073-1092

Yasutaka Shimizu

Multivariate dependence of spacings of generalized order statistics pp. 1093-1106

M. Burkschat

A weighted multivariate signed-rank test for cluster-correlated data pp. 1107-1119

Riina Haataja, Denis Larocque, Jaakko Nevalainen and Hannu Oja

The determinants of cumulative endogeneity bias in multivariate analysis pp. 1120-1136

David Mayston

Tests of independence among continuous random vectors based on Cramr-von Mises functionals of the empirical copula process pp. 1137-1154

Ivan Kojadinovic and Mark Holmes

Branching Markov processes and related asymptotics pp. 1155-1167

S.Y. Hwang and I.V. Basawa

Expansions of multivariate Pickands densities and testing the tail dependence pp. 1168-1181

Melanie Frick and Rolf-Dieter Reiss

Inference on a regression model with noised variables and serially correlated errors pp. 1182-1197

Jinhong You, Xian Zhou and Li-Xing Zhu

Multivariate mode hunting: Data analytic tools with measures of significance pp. 1198-1218

Prabir Burman and Wolfgang Polonik

A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples pp. 1219-1231

Han-Ying Liang and Jacobo de Ua-lvarez

On the estimators of model-based and maximal reliability pp. 1232-1244

Haruhiko Ogasawara

Testing the equality of error distributions from k independent GARCH models pp. 1245-1260

S. Ajay Chandra

A class of bivariate exponential distributions pp. 1261-1269

Giuliana Regoli

Flexible modeling based on copulas in nonparametric median regression pp. 1270-1281

Roel Braekers and Ingrid Van Keilegom

Canonical representation of conditionally specified multivariate discrete distributions pp. 1282-1290

Edward H. Ip and Yuchung J. Wang

Bootstrapping sums of independent but not identically distributed continuous processes with applications to functional data pp. 1291-1303

Chung Chang and R. Todd Ogden

Departure from normality of increasing-dimension martingales pp. 1304-1315

Ignacio Arbus

A note on the Bayes factor in a semiparametric regression model pp. 1316-1327

Taeryon Choi, Jaeyong Lee and Anindya Roy

Volume 100, issue 5, 2009

Characterization of the p-generalized normal distribution pp. 817-820

Fabian Sinz, Sebastian Gerwinn and Matthias Bethge

Signed-rank tests for location in the symmetric independent component model pp. 821-834

Klaus Nordhausen, Hannu Oja and Davy Paindaveine

Probability density estimation for survival data with censoring indicators missing at random pp. 835-850

Qihua Wang, Wei Liu and Chunling Liu

Dealing with label switching in mixture models under genuine multimodality pp. 851-861

Bettina Grn and Friedrich Leisch

Nonconcave penalized inverse regression in single-index models with high dimensional predictors pp. 862-875

Li-Ping Zhu and Li-Xing Zhu

Multivariate generalized S-estimators pp. 876-887

E. Roelant, S. Van Aelst and C. Croux

Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large pp. 888-901

Tetsuro Sakurai

Asymptotic expansions in mean and covariance structure analysis pp. 902-912

Haruhiko Ogasawara

Shrinkage estimation in the frequency domain of multivariate time series pp. 913-935

Hilmar Bhm and Rainer von Sachs

Asymptotic normality of test statistics under alternative hypotheses pp. 936-945

Alexander Shapiro

Multivariate order statistics via multivariate concomitants pp. 946-951

Barry C. Arnold, Enrique Castillo and José María Sarabia

Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables pp. 952-962

Peng Zhao, Xiaohu Li and N. Balakrishnan

Uncertainty under a multivariate nested-error regression model with logarithmic transformation pp. 963-980

Isabel Molina

Nonparametric likelihood based estimation for a multivariate Lipschitz density pp. 981-992

Daniel Carando, Ricardo Fraiman and Pablo Groisman

Local Whittle estimator for anisotropic random fields pp. 993-1028

Hongwen Guo, Chae Young Lim and Mark M. Meerschaert

Extreme value theory for stochastic integrals of Legendre polynomials pp. 1029-1043

Alexander Aue, Lajos Horvth and Marie Huskov

A refined Jensen's inequality in Hilbert spaces and empirical approximations pp. 1044-1060

Samantha Leorato

Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model pp. 1061-1072

Xiaoyong Wu, Guohua Zou and Yingfu Li

Volume 100, issue 4, 2009

Diagonal distribution of a complex non-central Wishart matrix: A new trivariate non-central chi-squared density pp. 561-580

Prathapasinghe Dharmawansa and Matthew R. McKay

Bivariate generalized exponential distribution pp. 581-593

Debasis Kundu and Rameshwar D. Gupta

Peakedness and peakedness ordering in symmetric distributions pp. 594-603

Hammou Elbarmi and Hari Mukerjee

A local spectral approach for assessing time series model misspecification pp. 604-621

Tucker McElroy and Scott Holan

Distribution-free tests for polynomial regression based on simplicial depth pp. 622-635

Robin Wellmann, Peter Harmand and Christine H. Müller

Model checking for partially linear models with missing responses at random pp. 636-651

Zhihua Sun, Qihua Wang and Pengjie Dai

Nonlinear principal components, II: Characterization of normal distributions pp. 652-660

Ernesto Salinelli

Towards theory of generic Principal Component Analysis pp. 661-669

Anatoli Torokhti and Shmuel Friedland

On weighting of bivariate margins in pairwise likelihood pp. 670-685

Harry Joe and Youngjo Lee

On the least squares estimator in a nearly unstable sequence of stationary spatial AR models pp. 686-698

Sándor Baran and Gyula Pap

Principal component geodesics for planar shape spaces pp. 699-714

Stephan Huckemann and Thomas Hotz

Monitoring parameter change in time series models pp. 715-725

Edit Gombay and Daniel Serban

Improved estimation in multiple linear regression models with measurement error and general constraint pp. 726-741

Hua Liang and Weixing Song

Estimation of the precision matrix of multivariate Kotz type model pp. 742-752

Amadou Sarr and Arjun K. Gupta

On depth measures and dual statistics. A methodology for dealing with general data pp. 753-766

Antonio Cuevas and Ricardo Fraiman

On an additive decomposition of the BLUE in a multiple-partitioned linear model pp. 767-776

Yongge Tian

On the geometry of generalized Gaussian distributions pp. 777-793

Attila Andai

Existence and consistency of the maximum likelihood estimator for the extreme value index pp. 794-815

Chen Zhou

Corrigendum to: "The centred parametrization for the multivariate skew-normal distribution" [J. Multivariate Anal. 99 (2008) 1362-1382] pp. 816-816

Reinaldo B. Arellano-Valle and Adelchi Azzalini

Volume 100, issue 3, 2009

Nonparametric regression estimation with general parametric error covariance pp. 309-333

Carlos Martins-Filho and Feng Yao

Integral representations of one-dimensional projections for multivariate stable densities pp. 334-344

Muneya Matsui and Akimichi Takemura

The penalized profile sampler pp. 345-362

Guang Cheng and Michael R. Kosorok

A continuous spectral density for a random field of continuous-index pp. 363-376

Jason Shaw

Testing for equality between two copulas pp. 377-386

Bruno Remillard and Olivier Scaillet

Empirical likelihood for heteroscedastic partially linear models pp. 387-396

Xuewen Lu

Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms pp. 397-421

Dietmar Bauer

Optimal tests for homogeneity of covariance, scale, and shape pp. 422-444

Marc Hallin and Davy Paindaveine

Asymptotically efficient two-sample rank tests for modal directions on spheres pp. 445-458

Ming-Tien Tsai

A note on bias due to fitting prospective multivariate generalized linear models to categorical outcomes ignoring retrospective sampling schemes pp. 459-472

Bhramar Mukherjee and Ivy Liu

Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions pp. 473-496

Yoshihide Kakizawa

Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes pp. 497-508

Serguei Zernov, Victoria Zinde-Walsh and John Galbraith

A family of kurtosis orderings for multivariate distributions pp. 509-517

Jin Wang

A test for the mean vector with fewer observations than the dimension under non-normality pp. 518-532

Muni S. Srivastava

Distribution of quadratic forms under skew normal settings pp. 533-545

Tonghui Wang, Baokun Li and Arjun K. Gupta

Asymptotic properties of a conditional quantile estimator with randomly truncated data pp. 546-559

Mohamed Lemdani, Elias Ould-Saïd and Nicolas Poulin

Volume 100, issue 2, 2009

Estimators for alternating nonlinear autoregression pp. 266-277

Ursula U. Müller, Anton Schick and Wolfgang Wefelmeyer

Analysis of correlated binary data under partially linear single-index logistic models pp. 278-290

Grace Y. Yi, Wenqing He and Hua Liang

Quadratic prediction problems in multivariate linear models pp. 291-300

Xu-Qing Liu, Dong-Dong Wang and Jian-Ying Rong

Exact inference on contrasts in means of intraclass correlation models with missing responses pp. 301-308

Mi-Xia Wu, Kai F. Yu and Aiyi Liu

Volume 100, issue 1, 2009

Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors pp. 1-15

Han-Ying Liang and Guo-Liang Fan

Parametric estimation and tests through divergences and the duality technique pp. 16-36

Michel Broniatowski and Amor Keziou

No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix pp. 37-57

Debashis Paul and Jack W. Silverstein

Optimal discriminant functions for normal populations pp. 58-69

Hirofumi Wakaki and Makoto Aoshima

A new statistical model for random unit vectors pp. 70-80

Karim Oualkacha and Louis-Paul Rivest

Multivariate order statistics based on dependent and nonidentically distributed random variables pp. 81-90

H.M. Barakat

Shape mixtures of multivariate skew-normal distributions pp. 91-101

Reinaldo B. Arellano-Valle, Marc G. Genton and Rosangela H. Loschi

Local linear regression for functional predictor and scalar response pp. 102-111

Amparo Baíllo and Aurea Grané

Statistical properties of the Hough transform estimator in the presence of measurement errors pp. 112-125

I. Dattner

Variance function estimation in multivariate nonparametric regression with fixed design pp. 126-136

T. Tony Cai, Michael Levine and Lie Wang

Empirical likelihood based confidence intervals for copulas pp. 137-151

Jian Chen, Liang Peng and Yichuan Zhao

Penalized quadratic inference functions for single-index models with longitudinal data pp. 152-161

Yang Bai, Wing K. Fung and Zhong Yi Zhu

Strong convergence in nonparametric regression with truncated dependent data pp. 162-174

Han-Ying Liang, Deli Li and Yongcheng Qi

Learning from dependent observations pp. 175-194

Ingo Steinwart, Don Hush and Clint Scovel

Robust dimension reduction based on canonical correlation pp. 195-209

Jianhui Zhou

Nonparametric lack-of-fit tests for parametric mean-regression models with censored data pp. 210-230

O. Lopez and V. Patilea

High-dimensional asymptotic expansions for the distributions of canonical correlations pp. 231-242

Yasunori Fujikoshi and Tetsuro Sakurai

Orthant tail dependence of multivariate extreme value distributions pp. 243-256

Haijun Li