Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 97, issue 10, 2006

Optimizing random scan Gibbs samplers pp. 2071-2100

Richard A. Levine and George Casella

Estimation of the memory parameter by fitting fractionally differenced autoregressive models pp. 2101-2130

R.J. Bhansali, Liudas Giraitis and P.S. Kokoszka

Some statistical applications of Faa di Bruno pp. 2131-2140

Thomas H. Savits

Linearly interpolated FDH efficiency score for nonconvex frontiers pp. 2141-2161

Seok-Oh Jeong and Leopold Simar

Two-sample inference for normal mean vectors based on monotone missing data pp. 2162-2176

Jianqi Yu, K. Krishnamoorthy and Maruthy K. Pannala

Generating random correlation matrices based on partial correlations pp. 2177-2189

Harry Joe

The Spectral Decomposition of Covariance Matrices for the Variance Components Models pp. 2190-2205

Shi Jian-Hong and Wang Song-Gui

A Chernoff-Savage result for shape:On the non-admissibility of pseudo-Gaussian methods pp. 2206-2220

Davy Paindaveine

Application of modified information criterion to multiple change point problems pp. 2221-2241

Jianmin Pan and Jiahua Chen

Estimation of covariance matrices in fixed and mixed effects linear models pp. 2242-2261

Tatsuya Kubokawa and Ming-Tien Tsai

Volume 97, issue 9, 2006

Contributions to multivariate analysis by Professor Yasunori Fujikoshi pp. 1914-1926

Minoru Siotani and Hirofumi Wakaki

Multivariate analysis of variance with fewer observations than the dimension pp. 1927-1940

Muni S. Srivastava and Yasunori Fujikoshi

Error bounds for asymptotic expansions of Wilks' lambda distribution pp. 1941-1957

Yasunori Fujikoshi and Vladimir V. Ulyanov

Edgeworth expansion of Wilks' lambda statistic pp. 1958-1964

Hirofumi Wakaki

Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition pp. 1965-1975

Hirokazu Yanagihara, Tetsuji Tonda and Chieko Matsumoto

On simultaneous confidence intervals for all contrasts in the means of the intraclass correlation model with missing data pp. 1976-1983

Takashi Seo, Jun Kikuchi and Kazuyuki Koizumi

James-Stein estimators for time series regression models pp. 1984-1996

Motohiro Senda and Masanobu Taniguchi

Image classification based on Markov random field models with Jeffreys divergence pp. 1997-2008

Ryuei Nishii and Shinto Eguchi

Non-parametric kernel regression for multinomial data pp. 2009-2022

Hidenori Okumura and Kanta Naito

Nonlinear regression modeling via regularized wavelets and smoothing parameter selection pp. 2023-2033

Toru Fujii and Sadanori Konishi

Interpreting Kullback-Leibler divergence with the Neyman-Pearson lemma pp. 2034-2040

Shinto Eguchi and John Copas

Non-uniform bounds for short asymptotic expansions in the CLT for balls in a Hilbert space pp. 2041-2056

S.A. Bogatyrev, F. Götze and V.V. Ulyanov

Minimum distance classification rules for high dimensional data pp. 2057-2070

Muni S. Srivastava

Volume 97, issue 8, 2006

Power of edge exclusion tests for graphical log-linear models pp. 1691-1701

M. Fátima Salgueiro, Peter W.F. Smith and John W. McDonald

Estimating the support of multivariate densities under measurement error pp. 1702-1717

Alexander Meister

Unbiased invariant minimum norm estimation in generalized growth curve model pp. 1718-1741

Xiaoyong Wu, Guohua Zou and Jianwei Chen

A multivariate nonparametric test of independence pp. 1742-1756

Nail K. Bakirov, Maria L. Rizzo and Gábor J. Szekely

Choosing joint distributions so that the variance of the sum is small pp. 1757-1765

Martin Knott and Cyril Smith

On location estimation for LARCH processes pp. 1766-1782

Jan Beran

Local influence analysis of multivariate probit latent variable models pp. 1783-1798

Bin Lu and Xin-Yuan Song

Prediction of Euclidean distances with discrete and continuous outcomes pp. 1799-1814

F. Mortier, S. Robin, S. Lassalvy, C.P. Baril and A. Bar-Hen

A class of proper priors for Bayesian simultaneous prediction of independent Poisson observables pp. 1815-1828

Fumiyasu Komaki

The distribution of the residual from a general elliptical multivariate linear model pp. 1829-1841

José A. Díaz-García and Ramón Gutiérrez-Jáimez

On the prediction of vector-valued random fields and the spectral distribution of their evanescent component pp. 1842-1869

Christophe Cuny

Methods for tracking support boundaries with corners pp. 1870-1893

Ming-Yen Cheng and Peter Hall

A unified approach to testing for and against a set of linear inequality constraints in the product multinomial setting pp. 1894-1912

Hammou El Barmi and Matthew Johnson

Volume 97, issue 7, 2006

On improved estimation of normal precision matrix and discriminant coefficients pp. 1477-1500

Hisayuki Tsukuma and Yoshihiko Konno

Simple and efficient improvements of multivariate local linear regression pp. 1501-1524

Ming-Yen Cheng and Liang Peng

Robust Gaussian graphical modeling pp. 1525-1550

Masashi Miyamura and Yutaka Kano

Characterization of dependence of multidimensional Lévy processes using Lévy copulas pp. 1551-1572

Jan Kallsen and Peter Tankov

A matrix-valued Bernoulli distribution pp. 1573-1585

Gianfranco Lovison

Empirical likelihood inference for linear transformation models pp. 1586-1599

Wenbin Lu and Yu Liang

Robust estimation for the multivariate linear model based on a [tau]-scale pp. 1600-1622

Marta García Ben, Elena Martínez and Víctor J. Yohai

An indexed multivariate dispersion ordering based on the Hausdorff distance pp. 1623-1637

Miguel López-Díaz

Maximum likelihood estimation for all-pass time series models pp. 1638-1659

Beth Andrews, Richard A. Davis and F. Jay Breidt

Robust estimation of Cronbach's alpha pp. 1660-1674

A. Christmann and S. Van Aelst

Sample mean, covariance and T2 statistic of the skew elliptical model pp. 1675-1690

B.Q. Fang

Volume 97, issue 6, 2006

The covariance structure and likelihood function for multivariate dyadic data pp. 1263-1271

Heng Li

Maximum entropy characterizations of the multivariate Liouville distributions pp. 1272-1283

Bhaskar Bhattacharya

State space models on special manifolds pp. 1284-1294

Yasuko Chikuse

Empirical likelihood for single-index models pp. 1295-1312

Liu-Gen Xue and Lixing Zhu

PLS regression: A directional signal-to-noise ratio approach pp. 1313-1329

Pierre Druilhet and Alain Mom

Testing marginal homogeneity against stochastically ordered marginals for rxr contingency tables pp. 1330-1341

Wei Gao and Satoshi Kuriki

Negative dependence in the balls and bins experiment with applications to order statistics pp. 1342-1354

Taizhong Hu and Chaode Xie

On the unlinking conjecture of independent polynomial functions pp. 1355-1360

Subir Kumar Bhandari and Ayanendranath Basu

Estimation of intrinsic processes affected by additive fractal noise pp. 1361-1381

Rosaura Fernández-Pascual, María D. Ruiz-Medina and José M. Angulo

Eigenvalues of large sample covariance matrices of spiked population models pp. 1382-1408

Jinho Baik and Jack W. Silverstein

An estimation method for the Neyman chi-square divergence with application to test of hypotheses pp. 1409-1436

M. Broniatowski and Samantha Leorato

Optimum two level fractional factorial plans for model identification and discrimination pp. 1437-1450

Subir Ghosh and Ying Tian

Asymptotic Bayesian structure learning using graph supports for Gaussian graphical models pp. 1451-1466

Guillaume Marrelec and Habib Benali

Duality between matrix variate t and matrix variate V.G. distributions pp. 1467-1475

Solomon W. Harrar, Eugene Seneta and Arjun K. Gupta

Volume 97, issue 5, 2006

A likelihood ratio test for separability of covariances pp. 1025-1043

Matthew W. Mitchell, Marc G. Genton and Marcia L. Gumpertz

Limit distributions of least squares estimators in linear regression models with vague concepts pp. 1044-1069

Volker Krätschmer

Corrected version of AIC for selecting multivariate normal linear regression models in a general nonnormal case pp. 1070-1089

Hirokazu Yanagihara

Modified Whittle estimation of multilateral models on a lattice pp. 1090-1120

P.M. Robinson and J. Vidal Sanz

Asymptotic robustness of standard errors in multilevel structural equation models pp. 1121-1141

Ke-Hai Yuan and Peter M. Bentler

Nonparametric regression function estimation with surrogate data and validation sampling pp. 1142-1161

Qihua Wang

Semi-parametric estimation of partially linear single-index models pp. 1162-1184

Yingcun Xia and Wolfgang Härdle

Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors pp. 1185-1207

Michael J. Daniels

Preserving multivariate dispersion: An application to the Wishart distribution pp. 1208-1220

J.M. Fernández-Ponce and R. Rodríguez-Griñolo

Parameter estimation under ambiguity and contamination with the spurious model pp. 1221-1250

María Teresa Gallegos and Gunter Ritter

Total positivity order and the normal distribution pp. 1251-1261

Yosef Rinott and Marco Scarsini

Volume 97, issue 4, 2006

Progressive Type II censored order statistics for multivariate observations pp. 797-809

Ismihan Bairamov

Influence functions for a general class of depth-based generalized quantile functions pp. 810-826

Jin Wang and Robert Serfling

A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix pp. 827-843

James R. Schott

Statistical inference in a panel data semiparametric regression model with serially correlated errors pp. 844-873

Jinhong You and Xian Zhou

Non-white Wishart ensembles pp. 874-894

S. Péché

The hyper-Dirichlet process and its discrete approximations: The butterfly model pp. 895-924

C. Asci, G. Nappo and M. Piccioni

Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example pp. 925-945

Scott Gilbert and Petr Zemcik

Consistent variable selection in large panels when factors are observable pp. 946-984

Rachida Ouysse

Gauss inequalities on ordered linear spaces pp. 985-998

D.R. Jensen

Kernel estimation of density level sets pp. 999-1023

Cadre, BenoI^t

Volume 97, issue 3, 2006

New insights into best linear unbiased estimation and the optimality of least-squares pp. 575-585

Mario Faliva and Maria Zoia

Asymptotic results on a class of adaptive multi-treatment designs pp. 586-605

Zhang Li-Xin

Special variance structures in the growth curve model pp. 606-618

Ivan Zezula

Restricted expected multivariate least squares pp. 619-632

Kai-Tai Fang, Song-Gui Wang and Dietrich von Rosen

Strong consistency of least-squares estimation in linear regression models with vague concepts pp. 633-654

Volker Krätschmer

A trivariate chi-squared distribution derived from the complex Wishart distribution pp. 655-674

Marcus Hagedorn, P.J. Smith, P.J. Bones, R.P. Millane and D. Pairman

Analysis of two-sample truncated data using generalized logistic models pp. 675-697

Gang Li and Jing Qin

Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data pp. 698-719

Dongchu Sun and Xiaoqian Sun

Consistency of the generalized MLE of a joint distribution function with multivariate interval-censored data pp. 720-732

Shaohua Yu, Qiqing Yu and George Y.C. Wong

Selecting mixed-effects models based on a generalized information criterion pp. 733-758

Wenji Pu and Xu-Feng Niu

Best affine unbiased representations of the fully restricted general Gauss-Markov model pp. 759-764

Harry Haupt and Walter Oberhofer

Measuring stochastic dependence using [phi]-divergence pp. 765-784

Athanasios C. Micheas and Konstantinos Zografos

The matrix-t distribution and its applications in predictive inference pp. 785-795

B.M. Golam Kibria

Volume 97, issue 2, 2006

Sequences of elliptical distributions and mixtures of normal distributions pp. 295-310

E. Gómez-Sánchez-Manzano, M.A. Gómez-Villegas and J.M. Marín

Rates of convergence for partitioning and nearest neighbor regression estimates with unbounded data pp. 311-323

Michael Kohler, Adam Krzyzak and Harro Walk

Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model pp. 324-341

Jinhong You and Gemai Chen

On the ratio X/Y for some elliptically symmetric distributions pp. 342-358

Saralees Nadarajah

Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices pp. 359-384

Sara Taskinen, Christophe Croux, Annaliisa Kankainen, Esa Ollila and Hannu Oja

Conditional independence models for seemingly unrelated regressions with incomplete data pp. 385-411

Mathias Drton, Steen A. Andersson and Michael D. Perlman

A statistical model for random rotations pp. 412-430

Carlos A. León, Jean-Claude Massé and Louis-Paul Rivest

Estimation of two ordered bivariate mean residual life functions pp. 431-454

Javier Rojo and Musie Ghebremichael

Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution pp. 455-473

Hans Schneeweiss and Chi-Lun Cheng

The likelihood ratio test for homogeneity in bivariate normal mixtures pp. 474-491

Yong Song Qin and Bruce Smith

An asymptotic expansion of the distribution of Rao's U-statistic under a general condition pp. 492-513

Arjun K. Gupta, Jin Xu and Yasunori Fujikoshi

Estimation of location parameters for spherically symmetric distributions pp. 514-525

Jian-Lun Xu and Grant Izmirlian

Bounds for functions of multivariate risks pp. 526-547

Paul Embrechts and Giovanni Puccetti

Nonlinear least-squares estimation pp. 548-562

David Pollard and Peter Radchenko

Asymptotic properties of Bayes estimators for Gaussian Itô-processes with noisy observations pp. 563-573

T. Deck

Volume 97, issue 1, 2006

Spatial design matrices and associated quadratic forms: structure and properties pp. 1-18

Grant Hillier and Federico Martellosio

Asymptotics for estimation and testing procedures under loss of identifiability pp. 19-45

Hongtu Zhu and Heping Zhang

Some positive dependence stochastic orders pp. 46-78

Antonio Colangelo, Marco Scarsini and Moshe Shaked

Latent models for cross-covariance pp. 79-102

Jacob A. Wegelin, Asa Packer and Thomas S. Richardson

The Matsumoto-Yor property and the structure of the Wishart distribution pp. 103-123

Hélène Massam and Jacek Wesolowski

General projection-pursuit estimators for the common principal components model: influence functions and Monte Carlo study pp. 124-147

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

Asymptotics for testing hypothesis in some multivariate variance components model under non-normality pp. 148-178

Arjun K. Gupta, Solomon W. Harrar and Yasunori Fujikoshi

Bayesian inference in spherical linear models: robustness and conjugate analysis pp. 179-197

R.B. Arellano-Valle, G. del Pino and P. Iglesias

Minimax and maximin efficient designs for estimating the location-shift parameter of parallel models with dual responses pp. 198-210

Mong-Na Lo Huang and Chun-Sui Lin

Prospective and retrospective analyses under logistic regression models pp. 211-230

Biao Zhang

Adaptation under probabilistic error for estimating linear functionals pp. 231-245

T. Tony Cai and Mark G. Low

Bayesian multivariate spatial models for roadway traffic crash mapping pp. 246-273

J.J. Song, M. Ghosh, S. Miaou and B. Mallick

Local efficiency of a Cramer-von Mises test of independence pp. 274-294

Christian Genest, Jean-François Quessy and Bruno Remillard