Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 98, issue 10, 2007

Asymptotic normality of the sample mean and covariances of evanescent fields in noise pp. 1853-1875

Mark Kliger and Joseph M. Francos

On the exact distribution of linear combinations of order statistics from dependent random variables pp. 1876-1894

Reinaldo B. Arellano-Valle and Marc G. Genton

Randomly censored partially linear single-index models pp. 1895-1922

Xuewen Lu and Tsung-Lin Cheng

Penalized empirical likelihood estimation of semiparametric models pp. 1923-1954

Taisuke Otsu

Deconvolution from panel data with unknown error distribution pp. 1955-1968

Michael H. Neumann

On posterior consistency in nonparametric regression problems pp. 1969-1987

Taeryon Choi and Mark J. Schervish

Partial size-and-shape distributions pp. 1988-2001

A.K.S. Alshabani, I.L. Dryden and C.D. Litton

Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis pp. 2002-2008

Yasunori Fujikoshi, Takayuki Yamada, Daisuke Watanabe and Takakazu Sugiyama

Reply to "M.C. Jones, The distribution of the ratio X/Y for all centred elliptically symmetric distributions" pp. 2009-2009

Saralees Nadarajah

Volume 98, issue 9, 2007

Cross-validated bagged learning pp. 1693-1704

Maya L. Petersen, Annette M. Molinaro, Sandra E. Sinisi and Mark J. van der Laan

Multivariate fractionally integrated CARMA processes pp. 1705-1725

Tina Marquardt

Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality pp. 1726-1750

Haruhiko Ogasawara

Entropy estimate for high-dimensional monotonic functions pp. 1751-1764

Fuchang Gao and Jon A. Wellner

A contribution to multivariate L-moments: L-comoment matrices pp. 1765-1781

Robert Serfling and Peng Xiao

On rates of convergence in functional linear regression pp. 1782-1804

Yehua Li and Tailen Hsing

Nonparametric tests of independence between random vectors pp. 1805-1824

R. Beran, M. Bilodeau and P. Lafaye de Micheaux

Some high-dimensional tests for a one-way MANOVA pp. 1825-1839

James R. Schott

Exact distributions of MLEs of regression coefficients in GMANOVA-MANOVA model pp. 1840-1852

Peng Bai and Lei Shi

Volume 98, issue 8, 2007

Variable screening in predicting clinical outcome with high-dimensional microarrays pp. 1529-1538

Jun Shao and Shein-Chung Chow

Statistical inference of partially linear regression models with heteroscedastic errors pp. 1539-1557

Jinhong You, Gemai Chen and Yong Zhou

Location estimation in nonparametric regression with censored data pp. 1558-1582

Cédric Heuchenne and Ingrid Van Keilegom

Extremes of conditioned elliptical random vectors pp. 1583-1591

Enkelejd Hashorva

Methods for improvement in estimation of a normal mean matrix pp. 1592-1610

Hisayuki Tsukuma and Tatsuya Kubokawa

Symmetrised M-estimators of multivariate scatter pp. 1611-1629

Seija Sirkiä, Sara Taskinen and Hannu Oja

Improved transformed statistics for the test of independence in rxs contingency tables pp. 1630-1657

Nobuhiro Taneichi and Yuri Sekiya

Robust estimation in generalized semiparametric mixed models for longitudinal data pp. 1658-1683

Guoyou Qin and Zhongyi Zhu

Pseudo-inverse multivariate/matrix-variate distributions pp. 1684-1692

Zhihua Zhang

Volume 98, issue 7, 2007

Weak convergence of non-stationary multivariate marked processes with applications to martingale testing pp. 1321-1336

Juan Carlos Escanciano

Hazard rate estimation on random fields pp. 1337-1355

Jiexiang Li and Lanh Tat Tran

Moving estimates test with time varying bandwidth pp. 1356-1375

Okyoung Na and Sangyeol Lee

Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: L1 and pointwise convergence theory pp. 1376-1390

Alessio Sancetta

Partitioning a non-symmetric measure of association for three-way contingency tables pp. 1391-1411

Eric Beh, Biagio Simonetti and Luigi D'Ambra

Fisher information for generalised linear mixed models pp. 1412-1416

M.P. Wand

Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models pp. 1417-1440

Petruta C. Caragea and Richard L. Smith

Scan clustering: A false discovery approach pp. 1441-1469

M. Perone Pacifico, C. Genovese, I. Verdinelli and L. Wasserman

Estimation in partially linear models with missing responses at random pp. 1470-1493

Qihua Wang and Zhihua Sun

Characterizations of Arnold and Strauss' and related bivariate exponential models pp. 1494-1507

Samuel Kotz, Jorge Navarro and Jose M. Ruiz

A new class of bivariate distributions and its mixture pp. 1508-1527

Ammar M. Sarhan and N. Balakrishnan

Volume 98, issue 6, 2007

Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices pp. 1099-1122

R. Brent Dozier and Jack W. Silverstein

Multivariate conditional versions of Spearman's rho and related measures of tail dependence pp. 1123-1140

Friedrich Schmid and Rafael Schmidt

Identification of parameters by the distribution of the minimum: The tri-variate normal case with negative correlations pp. 1141-1159

J. Davis and A. Mukherjea

Locally best rotation-invariant rank tests for modal location pp. 1160-1179

Ming-Tien Tsai and Pranab Kumar Sen

Nonnegative quadratic estimation and quadratic sufficiency in general linear models pp. 1180-1194

Xu-qing Liu and Jian-ying Rong

Homogeneity tests based on several progressively Type-II censored samples pp. 1195-1213

S. Alvarez-Andrade, N. Balakrishnan and L. Bordes

Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence pp. 1214-1230

Zhengyan Lin and Degui Li

Weak convergence in the functional autoregressive model pp. 1231-1261

André Mas

Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses pp. 1262-1282

Ke-Hai Yuan, Kentaro Hayashi and Peter M. Bentler

Exponential families of mixed Poisson distributions pp. 1283-1292

A. Ferrari, G. Letac and J.-Y. Tourneret

On the Student's t-distribution and the t-statistic pp. 1293-1304

Zhenhai Yang, Kai-Tai Fang and Samuel Kotz

Three general multivariate semi-Pareto distributions and their characterizations pp. 1305-1319

Hsiaw-Chan Yeh

Volume 98, issue 5, 2007

Comparing clusterings--an information based distance pp. 873-895

Marina Meila

REML estimation for binary data in GLMMs pp. 896-915

Maengseok Noh and Youngjo Lee

On the convergence of Newton's method when estimating higher dimensional parameters pp. 916-931

Brenton R. Clarke and Andreas Futschik

Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions pp. 932-944

Ming-Tien Tsai

Estimation of Wishart mean matrices under simple tree ordering pp. 945-959

Ming-Tien Tsai and Tatsuya Kubokawa

A note about measures and Jacobians of singular random matrices pp. 960-969

José A. Díaz-García

On kernel method for sliced average variance estimation pp. 970-991

Li-Ping Zhu and Li-Xing Zhu

Moderate deviations for quadratic forms in Gaussian stationary processes pp. 992-1017

Yoshihide Kakizawa

Model checking for additive hazards model with multivariate survival data pp. 1018-1032

Guosheng Yin

A reliability model for multivariate exponential distributions pp. 1033-1042

Rong-Tsorng Wang

Algorithms and error estimations for monotone regression on partially preordered sets pp. 1043-1050

Jürgen Hansohm

On nonparametric classification with missing covariates pp. 1051-1071

Majid Mojirsheibani and Zahra Montazeri

Asymptotic confidence intervals for Poisson regression pp. 1072-1094

Michael Kohler and Adam Krzyzak

Volume 98, issue 4, 2007

Distribution and characteristic functions for correlated complex Wishart matrices pp. 661-677

Peter J. Smith and Lee M. Garth

On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices pp. 678-694

R. Brent Dozier and Jack W. Silverstein

A penalized criterion for variable selection in classification pp. 695-705

Tristan Mary-Huard, Stéphane Robin and Jean-Jacques Daudin

Statistical inference using higher-order information pp. 706-742

V.V. Anh, N.N. Leonenko and L.M. Sakhno

Likelihood ratio orderings of spacings of heterogeneous exponential random variables pp. 743-756

Songqiao Wen, Qingshu Lu and Taizhong Hu

Dependence properties and bounds for ruin probabilities in multivariate compound risk models pp. 757-773

Jun Cai and Haijun Li

A multilinear form inequality pp. 774-788

Frederic Picard

Bayesian reference analysis for Gaussian Markov random fields pp. 789-812

Marco A.R. Ferreira and Victor De Oliveira

Maximum likelihood factor analysis with rank-deficient sample covariance matrices pp. 813-828

Donald Robertson and James Symons

On minimaxity and admissibility of hierarchical Bayes estimators pp. 829-851

Tatsuya Kubokawa and William E. Strawderman

Hierarchical Bayes variable selection and microarray experiments pp. 852-872

David J. Nott, Zeming Yu, Eva Chan, Chris Cotsapas, Mark J. Cowley, Jeremy Pulvers, Rohan Williams and Peter Little

Volume 98, issue 3, 2007

Estimating common vector parameters in interlaboratory studies pp. 435-454

Andrew L. Rukhin

Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data pp. 455-480

Qihua Wang and Keming Yu

More on the inadmissibility of step-up pp. 481-492

Arthur Cohen and Harold B. Sackrowitz

Analysis of repeated measures under unequal variances pp. 493-504

Yu-Yun Ho and Sam Weerahandi

Completeness and unbiased estimation of mean vector in the multivariate group sequential case pp. 505-516

Aiyi Liu, Chengqing Wu, Kai F. Yu and Weishi Yuan

Limit distribution of the sum and maximum from multivariate Gaussian sequences pp. 517-532

Barry James, Kang James and Yongcheng Qi

Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters pp. 533-543

Olivier Scaillet

On rank correlation measures for non-continuous random variables pp. 544-567

Johanna Neslehová

Simultaneous modelling of the Cholesky decomposition of several covariance matrices pp. 568-587

Mohsen Pourahmadi, Michael J. Daniels and Trevor Park

On the conic section fitting problem pp. 588-624

Sergiy Shklyar, Alexander Kukush, Ivan Markovsky and Sabine Van Huffel

Properties of cyclic subspace regression pp. 625-637

Patrick Lang, Ann Gironella and Rienk Venema

Second order optimality for estimators in time series regression models pp. 638-659

Kenichiro Tamaki

Volume 98, issue 2, 2007

Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter variants pp. 227-255

Reinhard Furrer and Thomas Bengtsson

A test for elliptical symmetry pp. 256-281

Fred W. Huffer and Cheolyong Park

Conditional limiting distribution of Type III elliptical random vectors pp. 282-294

Enkelejd Hashorva

Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss pp. 295-316

Yoshihiko Konno

Estimation for parameters of interest in random effects growth curve models pp. 317-327

Wai-Cheung Ip, Mi-Xia Wu, Song-Gui Wang and Heung Wong

Multivariate dynamic information pp. 328-349

Nader Ebrahimi, S.N.U.A. Kirmani and Ehsan S. Soofi

Densities for random balanced sampling pp. 350-369

Peter Bubenik and John Holbrook

A bivariate interval censorship model for partnership formation pp. 370-383

Linda Yuet-Yee Wong and Qiqing Yu

Linear discrimination with equicorrelated training vectors pp. 384-409

Ricardo Leiva

Improving on the maximum likelihood estimators of the means in Poisson decomposable graphical models pp. 410-434

Hisayuki Hara and Akimichi Takemura

Volume 98, issue 1, 2007

A family of estimators for multivariate kurtosis in a nonnormal linear regression model pp. 1-29

Hirokazu Yanagihara

Multivariate weighted renewal functions pp. 30-39

F. Mallor, E. Omey and J. Santos

Asymptotic distributions of nonparametric regression estimators for longitudinal or functional data pp. 40-56

Fang Yao

Density testing in a contaminated sample pp. 57-75

Hajo Holzmann, Nicolai Bissantz and Axel Munk

On limit theorem for the eigenvalues of product of two random matrices pp. 76-101

Z.D. Bai, Baiqi Miao and Baisuo Jin

Reliability and expectation bounds for coherent systems with exchangeable components pp. 102-113

Jorge Navarro and Tomasz Rychlik

HAC estimation and strong linearity testing in weak ARMA models pp. 114-144

Christian Francq and Jean-Michel Zakoian

Minimax estimation for singular linear multivariate models with mixed uncertainty pp. 145-176

Alexei R. Pankov and Konstantin V. Siemenikhin

On the transitivity of the comonotonic and countermonotonic comparison of random variables pp. 177-193

H. De Meyer, B. De Baets and B. De Schuymer

Geometry and marginals pp. 194-208

Lyle Noakes

On unit roots for spatial autoregressive models pp. 209-226

Vygantas Paulauskas