Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 99, issue 10, 2008

Exact rates in density support estimation pp. 2185-2207

Gérard Biau, Benoît Cadre and Bruno Pelletier

Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance pp. 2208-2220

Martin T. Wells and Gongfu Zhou

A unified and generalized set of shrinkage bounds on minimax Stein estimates pp. 2221-2233

Dominique Fourdrinier and William E. Strawderman

Construction of asymmetric multivariate copulas pp. 2234-2250

Eckhard Liebscher

Admissibility and minimaxity of Bayes estimators for a normal mean matrix pp. 2251-2264

Hisayuki Tsukuma

Preliminary test estimators and phi-divergence measures in generalized linear models with binary data pp. 2265-2284

M.L. Menéndez, L. Pardo and M.C. Pardo

On Stein's lemma, dependent covariates and functional monotonicity in multi-dimensional modeling pp. 2285-2303

Chunming Zhang, Jialiang Li and Jingci Meng

The Tukey and the random Tukey depths characterize discrete distributions pp. 2304-2311

J.A. Cuesta-Albertos and A. Nieto-Reyes

An order-statistics-based method for constructing multivariate distributions with fixed marginals pp. 2312-2327

Rose Baker

Multivariate skewness and kurtosis measures with an application in ICA pp. 2328-2338

Tõnu Kollo

Change point estimators by local polynomial fits under a dependence assumption pp. 2339-2355

Zhengyan Lin, Degui Li and Jia Chen

A note on cuts for contingency tables pp. 2356-2363

Edward H. Ip and Yuchung J. Wang

A note on Srivastava and Hui's tests of multivariate normality pp. 2364-2367

Zofia Hanusz and Joanna Tarasinska

A moving window approach for nonparametric estimation of the conditional tail index pp. 2368-2388

Laurent Gardes and Stéphane Girard

Properties of the singular, inverse and generalized inverse partitioned Wishart distributions pp. 2389-2405

Taras Bodnar and Yarema Okhrin

Model checking in errors-in-variables regression pp. 2406-2443

Weixing Song

Remarks on between estimator in the intraclass correlation model with missing data pp. 2444-2452

Mi-Xia Wu and Kai-Fun Yu

Estimation of a tail index based on minimum density power divergence pp. 2453-2471

Moosup Kim and Sangyeol Lee

Regression models for multivariate ordered responses via the Plackett distribution pp. 2472-2478

A. Forcina and Valentino Dardanoni

Multivariate lag-windows and group representations pp. 2479-2496

Arthur Berg

Eigenanalysis on a bivariate covariance kernel pp. 2497-2507

Carles M. Cuadras and Daniel Cuadras

Curve forecasting by functional autoregression pp. 2508-2526

Vladislav Kargin and Alexei Onatski

Volume 99, issue 9, 2008

Diagnostic checking for multivariate regression models pp. 1841-1859

Lixing Zhu, Ruoqing Zhu and Song Song

Case deletion diagnostics in multilevel models pp. 1860-1877

Lei Shi and Gemai Chen

Multivariate stress-strength reliability model and its evaluation for coherent structures pp. 1878-1887

Serkan Eryilmaz

Bayesian shrinkage prediction for the regression problem pp. 1888-1905

Kei Kobayashi and Fumiyasu Komaki

Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data pp. 1906-1928

Tatsuya Kubokawa and Muni S. Srivastava

Extreme inaccuracies in Gaussian Bayesian networks pp. 1929-1940

Miguel A. Gómez-Villegas, Paloma Maín and Rosario Susi

Estimation, prediction and the Stein phenomenon under divergence loss pp. 1941-1961

Malay Ghosh, Victor Mergel and Gauri Sankar Datta

Properties of spatial cross-periodograms using fixed-domain asymptotics pp. 1962-1984

Chae Young Lim and Michael Stein

Allometric extension model for conditional distributions pp. 1985-1998

Hiroshi Kurata, Takahiro Hoshino and Yasunori Fujikoshi

Mixture representation for order statistics from INID progressive censoring and its applications pp. 1999-2015

T. Fischer, N. Balakrishnan and E. Cramer

Asymptotic results in segmented multiple regression pp. 2016-2038

Jeankyung Kim and Hyune-Ju Kim

U-max-statistics pp. 2039-2052

W. Lao and M. Mayer

Robust parameter estimation with a small bias against heavy contamination pp. 2053-2081

Hironori Fujisawa and Shinto Eguchi

Limit theorems for hybridization reactions on oligonucleotide microarrays pp. 2082-2095

Grzegorz A. Rempala and Iwona Pawlikowska

Characterizations of multivariate life distributions pp. 2096-2107

N. Unnikrishnan Nair and P.G. Sankaran

A multivariate version of the Benjamini-Hochberg method pp. 2108-2124

J.A. Ferreira and S.O. Nyangoma

Enhanced one-sided confidence regions for a multivariate location parameter pp. 2125-2135

Michael Vock

Regression with strongly correlated data pp. 2136-2153

Christopher S. Jones, John M. Finn and Nicolas Hengartner

Simultaneous change point analysis and variable selection in a regression problem pp. 2154-2171

Y. Wu

A new dependence ordering with applications pp. 2172-2184

Subhash Kochar and Maochao Xu

Volume 99, issue 8, 2008

Best linear unbiased prediction for linear combinations in general mixed linear models pp. 1503-1517

Xu-Qing Liu, Jian-Ying Rong and Xiu-Ying Liu

On the block thresholding wavelet estimators with censored data pp. 1518-1543

Linyuan Li

Analysis of variance with general errors and grouped and non-grouped data: Some iterative algorithms pp. 1544-1573

Carmen Anido, Carlos Rivero and Teófilo Valdés

Conditionally specified models and dimension reduction in the exponential families pp. 1574-1589

Siamak Noorbaloochi and David Nelson

New families of estimators and test statistics in log-linear models pp. 1590-1609

Nirian Martín and Leandro Pardo

A two-stage approach to semilinear in-slide models pp. 1610-1634

Jinhong You and Haibo Zhou

Nonparametric methods for unbalanced multivariate data and many factor levels pp. 1635-1664

Solomon W. Harrar and Arne C. Bathke

Estimating the parametric component of nonlinear partial spline model pp. 1665-1680

Tzee-Ming Huang and Hung Chen

A comparative study of Gaussian geostatistical models and Gaussian Markov random field models pp. 1681-1697

Hae-Ryoung Song, Montserrat Fuentes and Sujit Ghosh

Exact distribution of the generalized Wilks's statistic and applications pp. 1698-1716

T. Pham-Gia

Multivariate dynamic model for ordinal outcomes pp. 1717-1732

F. Chaubert, F. Mortier and L. Saint André

Successive direction extraction for estimating the central subspace in a multiple-index regression pp. 1733-1757

Xiangrong Yin, Bing Li and R. Dennis Cook

A class of weighted multivariate normal distributions and its properties pp. 1758-1771

Hea-Jung Kim

Likelihood ratio tests for equality of shape under varying degrees of orientation invariance pp. 1772-1792

Finbarr Holland and Kingshuk Roy Choudhury

Large deviations of bootstrapped U -statistics pp. 1793-1806

Yuri V. Borovskikh and John Robinson

Bootstrap approximation of tail dependence function pp. 1807-1824

Liang Peng and Yongcheng Qi

Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression pp. 1825-1839

Jae Keun Yoo

Volume 99, issue 7, 2008

The centred parametrization for the multivariate skew-normal distribution pp. 1362-1382

Reinaldo B. Arellano-Valle and Adelchi Azzalini

Bivariate distributions characterized by one family of conditionals and conditional percentile or mode functions pp. 1383-1392

Barry C. Arnold, Enrique Castillo and José María Sarabia

The noncentral Wishart as an exponential family, and its moments pp. 1393-1417

Gérard Letac and Hélène Massam

A bivariate Lévy process with negative binomial and gamma marginals pp. 1418-1437

Tomasz J. Kozubowski, Anna K. Panorska and Krzysztof Podgórski

Conditional limiting distribution of beta-independent random vectors pp. 1438-1459

Enkelejd Hashorva

Joint distributions of numbers of occurrences of a discrete pattern and weak convergence of an empirical process for the pattern pp. 1460-1473

Sigeo Aki

Techniques for controlling bivariate grouped observations pp. 1474-1488

M.V. Koutras, P.E. Maravelakis and S. Bersimis

Order restricted inference for sequential k-out-of-n systems pp. 1489-1502

N. Balakrishnan, E. Beutner and U. Kamps

Volume 99, issue 6, 2008

Sparse principal component analysis via regularized low rank matrix approximation pp. 1015-1034

Haipeng Shen and Jianhua Z. Huang

A universal strong law of large numbers for conditional expectations via nearest neighbors pp. 1035-1050

Harro Walk

UMVU estimation of the ratio of powers of normal generalized variances under correlation pp. 1051-1069

George Iliopoulos

Some properties of projectors associated with the WLSE under a general linear model pp. 1070-1082

Yongge Tian and Yoshio Takane

Some properties of canonical correlations and variates in infinite dimensions pp. 1083-1104

J. Cupidon, R. Eubank, D. Gilliam and F. Ruymgaart

Noncentral matrix quadratic forms of the skew elliptical variables pp. 1105-1127

B.Q. Fang

A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions pp. 1128-1153

Yoshihide Kakizawa and Toshiya Iwashita

Dissolution point and isolation robustness: Robustness criteria for general cluster analysis methods pp. 1154-1176

Christian Hennig

Multivariate Markov-switching ARMA processes with regularly varying noise pp. 1177-1190

Robert Stelzer

An extension of Fisher's discriminant analysis for stochastic processes pp. 1191-1216

Hyejin Shin

Multivariate maximum entropy identification, transformation, and dependence pp. 1217-1231

Nader Ebrahimi, Ehsan S. Soofi and Refik Soyer

Confidence intervals for marginal parameters under fractional linear regression imputation for missing data pp. 1232-1259

Yongsong Qin, J.N.K. Rao and Qunshu Ren

Parametric tail copula estimation and model testing pp. 1260-1275

Laurens de Haan, Cláudia Neves and Liang Peng

Bivariate Student t distributions with variable marginal degrees of freedom and independence pp. 1276-1287

W.T. Shaw and K.T.A. Lee

Some notes on multivariate generalized Pareto distributions pp. 1288-1301

René Michel

Theory and inference for regression models with missing responses and covariates pp. 1302-1331

Qingxia Chen, Joseph G. Ibrahim, Ming-Hui Chen and Pralay Senchaudhuri

Robust discrimination under a hierarchy on the scatter matrices pp. 1332-1357

Ana Bianco, Graciela Boente, Ana M. Pires and Isabel M. Rodrigues

Volume 99, issue 5, 2008

On the dependence between the extreme order statistics in the proportional hazards model pp. 777-786

Ali Dolati, Christian Genest and Subhash C. Kochar

Adaptive estimation of the transition density of a particular hidden Markov chain pp. 787-814

Claire Lacour

The one- and multi-sample problem for functional data with application to projective shape analysis pp. 815-833

A. Munk, R. Paige, J. Pang, V. Patrangenaru and F. Ruymgaart

Nonparametric time series prediction: A semi-functional partial linear modeling pp. 834-857

Germán Aneiros-Pérez and Philippe Vieu

On Mardia's and Song's measures of kurtosis in elliptical distributions pp. 858-879

K. Zografos

Generalized partially linear models with missing covariates pp. 880-895

Hua Liang

Exact confidence coefficients of simultaneous confidence intervals for multinomial proportions pp. 896-911

Hsiuying Wang

Stein's Lemma for elliptical random vectors pp. 912-927

Zinoviy Landsman and Johanna Neslehová

Estimation and confidence bands of a conditional survival function with censoring indicators missing at random pp. 928-948

Qihua Wang and Junshan Shen

Sample covariance shrinkage for high dimensional dependent data pp. 949-967

Alessio Sancetta

Testing nonparametric and semiparametric hypotheses in vector stationary processes pp. 968-1009

Michael Eichler

Letter to the Editor pp. 1010-1012

Saralees Nadarajah

Volume 99, issue 4, 2008

Nonparametric estimation of the dependence function for a multivariate extreme value distribution pp. 577-588

Dabao Zhang, Martin T. Wells and Liang Peng

Nonparametric inference under competing risks and selection-biased sampling pp. 589-605

Jean-Yves Dauxois and Agathe Guilloux

High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus pp. 606-636

Paolo Baldi, Gérard Kerkyacharian, Domenico Marinucci and Dominique Picard

Singular matrix variate beta distribution pp. 637-648

José A. Díaz-García and Ramón Gutiérrez Jáimez

Empirical likelihood analysis of the Buckley-James estimator pp. 649-664

Mai Zhou and Gang Li

A central limit theorem for measurements on the logarithmic scale and its application to dimension estimates pp. 665-683

Manfred Denker and Aleksey Min

A nonparametric regression cross spectrum for multivariate time series pp. 684-714

Jan Beran and Mark A. Heiler

Peaks-over-threshold stability of multivariate generalized Pareto distributions pp. 715-734

Michael Falk and Armelle Guillou

Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions pp. 735-750

Dominique Fourdrinier and William E. Strawderman

Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues pp. 751-775

Yo Sheena and Akimichi Takemura

Volume 99, issue 3, 2008

The multivariate least-trimmed squares estimator pp. 311-338

Jose Agulló, Christophe Croux and Stefan Van Aelst

Hierarchical orbital decompositions and extended decomposable distributions pp. 339-357

Hidehiko Kamiya and Akimichi Takemura

Conditional orderings and positive dependence pp. 358-371

Antonio Colangelo, Taizhong Hu and Moshe Shaked

Dependence structure of conditional Archimedean copulas pp. 372-385

Mhamed Mesfioui and Jean-François Quessy

A test for the mean vector with fewer observations than the dimension pp. 386-402

Muni S. Srivastava and Meng Du

Frontier estimation via kernel regression on high power-transformed data pp. 403-420

Stéphane Girard and Pierre Jacob

On information pooling, adaptability and superefficiency in nonparametric function estimation pp. 421-436

T. Tony Cai

Simultaneous control of false positives and false negatives in multiple hypotheses testing pp. 437-450

Nader Ebrahimi

Change detection in autoregressive time series pp. 451-464

Edit Gombay

An implicit function approach to constrained optimization with applications to asymptotic expansions pp. 465-489

Robert J. Boik

Grouped Dirichlet distribution: A new tool for incomplete categorical data analysis pp. 490-509

Kai Wang Ng, Man-Lai Tang, Ming Tan and Guo-Liang Tian

The increment ratio statistic pp. 510-541

Donatas Surgailis, Gilles Teyssière and Marijus Vaiciulis

From moments of sum to moments of product pp. 542-554

Raymond Kan

Wishartness and independence of matrix quadratic forms in a normal random matrix pp. 555-571

Jianhua Hu

The distribution of the ratio X/Y for all centred elliptically symmetric distributions pp. 572-573

M.C. Jones

Letter to the editor pp. 574-575

Saralees Nadarajah

Volume 99, issue 2, 2008

Sharp adaptation for spherical inverse problems with applications to medical imaging pp. 165-190

Ja-Yong Koo and Peter T. Kim

Detecting abrupt changes in a piecewise locally stationary time series pp. 191-214

Michael Last and Robert Shumway

Empirical likelihood inference for censored median regression model via nonparametric kernel estimation pp. 215-231

Yichuan Zhao and Feiming Chen

Shrinkage structure in biased regression pp. 232-244

Pierre Druilhet and Alain Mom

Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model pp. 245-277

Kairat Mynbaev and Aman Ullah

Functional-coefficient partially linear regression model pp. 278-305

Heung Wong, Riquan Zhang, Wai-cheung Ip and Guoying Li

Letter to the Editor pp. 306-307

Saralees Nadarajah and Samuel Kotz

Volume 99, issue 1, 2008

Optimal adaptive generalized Polya urn design for multi-arm clinical trials pp. 1-24

Ao Yuan and Gen Xiang Chai

Approximating posterior probabilities in a linear model with possibly noninvertible moving average errors pp. 25-49

Suriani Pokta and Jeffrey D. Hart

Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family pp. 50-73

Yazo Maruyama and Akimichi Takemura

Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions pp. 74-93

Dominique Fourdrinier, Othmane Kortbi and William E. Strawderman

Innovations algorithm asymptotics for periodically stationary time series with heavy tails pp. 94-116

Paul L. Anderson, Laimonis Kavalieris and Mark M. Meerschaert

Parameter estimation of selfsimilarity exponents pp. 117-140

Peter Becker-Kern and Gyula Pap

Stein's phenomenon in estimation of means restricted to a polyhedral convex cone pp. 141-164

Hisayuki Tsukuma and Tatsuya Kubokawa