Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 93, issue 2, 2005

Similar tests for covariance structures in multivariate linear models pp. 223-237

Giovanni Forchini

Checking the adequacy of the multivariate semiparametric location shift model pp. 238-256

N. Henze, B. Klar and Lixing Zhu

The general common Hermitian nonnegative-definite solution to the matrix equations AXA*=BB* and CXC*=DD* with applications in statistics pp. 257-266

Xian Zhang

On the distribution of Pickands coordinates in bivariate EV and GP models pp. 267-295

Michael Falk and Rolf-Dieter Reiss

Singular random matrix decompositions: Jacobians pp. 296-312

José A. Díaz-García and Graciela González-Farías

Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes pp. 313-339

Bruno Bassan and Fabio Spizzichino

Normative selection of Bayesian networks pp. 340-357

Paola Sebastiani and Marco Ramoni

Regularized classification for mixed continuous and categorical variables under across-location heteroscedasticity pp. 358-374

Chi-Ying Leung

Test for parameter change in stochastic processes based on conditional least-squares estimator pp. 375-393

Sangyeol Lee and Okyoung Na

Minimax multivariate empirical Bayes estimators under multicollinearity pp. 394-416

M. S. Srivastava and T. Kubokawa

Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation pp. 417-433

Tarn Duong and Martin L. Hazelton

Archimedean copulæ and positive dependence pp. 434-445

Alfred Müller and Marco Scarsini

Volume 93, issue 1, 2005

Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribution pp. 1-20

A. K. Gupta, Y. Sheena and Y. Fujikoshi

Auto-associative models and generalized principal component analysis pp. 21-39

Stéphane Girard and Serge Iovleff

Constraints on concordance measures in bivariate discrete data pp. 40-57

Michel Denuit and Philippe Lambert

A new test for multivariate normality pp. 58-80

Gábor J. Szekely and Maria L. Rizzo

Evaluation of reproducibility for paired functional data pp. 81-101

Runze Li and Mosuk Chow

High breakdown mixture discriminant analysis pp. 102-111

Shaheena Bashir and E. M. Carter

Stochastic comparisons of order statistics from gamma distributions pp. 112-121

Sun Lihong and Zhang Xinsheng

Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors pp. 122-163

Marc Hallin and Davy Paindaveine

Testing multivariate normality in incomplete data of small sample size pp. 164-179

Ming Tan, Hong-Bin Fang, Guo-Liang Tian and Gang Wei

Angular Gaussian and Cauchy estimation pp. 180-197

Claude Auderset, Christian Mazza and Ernst A. Ruh

B-splines and discretization in an inverse problem for Poisson processes pp. 198-221

Zbigniew Szkutnik

Volume 92, issue 2, 2005

Improving on the mle of a bounded location parameter for spherical distributions pp. 227-238

Éric Marchand and François Perron

Extension of the variance function of a steep exponential family pp. 239-256

A. Hassairi and A. Masmoudi

Modeling shape distributions and inferences for assessing differences in shapes pp. 257-280

Athanasios C. Micheas and Dipak K. Dey

Matrix shrinkage of high-dimensional expectation vectors pp. 281-297

V. I. Serdobolskii

Operator geometric stable laws pp. 298-323

Tomasz J. Kozubowski, Mark M. Meerschaert, Anna K. Panorska and Hans-Peter Scheffler

Estimation of the entropy of a multivariate normal distribution pp. 324-342

Neeraj Misra, Harshinder Singh and Eugene Demchuk

Characterization of rankings generated by linear discriminant analysis pp. 343-358

Hidehiko Kamiya and Akimichi Takemura

Simple consistent cluster methods based on redescending M-estimators with an application to edge identification in images pp. 359-385

Christine H. Müller and Tim Garlipp

Jackknifing in partially linear regression models with serially correlated errors pp. 386-404

Jinhong You, Xian Zhou and Gemai Chen

Some laws of the iterated logarithm in Hilbertian autoregressive models pp. 405-425

Ludovic Menneteau

On Pickands coordinates in arbitrary dimensions pp. 426-453

Michael Falk and Rolf-Dieter Reiss

The admissibility of the empirical mean location for the matrix von Mises-Fisher family pp. 454-464

Harrie Hendriks

Volume 92, issue 1, 2005

Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process pp. 1-23

Roelof Helmers, I. Wayan Mangku and Ricardas Zitikis

Estimation in generalized linear models for functional data via penalized likelihood pp. 24-41

Hervé Cardot and Pacal Sarda

On the asymptotic properties of multivariate sample autocovariances pp. 42-52

Georgi N. Boshnakov

The restricted EM algorithm under inequality restrictions on the parameters pp. 53-76

Ning-Zhong Shi, Shu-Rong Zheng and Jianhua Guo

Robustness of one-sided cross-validation to autocorrelation pp. 77-96

Jeffrey D. Hart and Cherng-Luen Lee

Rao distances pp. 97-115

Charles A. Micchelli and Lyle Noakes

Extensions of the conjugate prior through the Kullback-Leibler separators pp. 116-133

Takemi Yanagimoto and Toshio Ohnishi

A decomposition for a stochastic matrix with an application to MANOVA pp. 134-144

Cinzia Mortarino

Dependence orderings for some functionals of multivariate point processes pp. 145-173

Rafal Kulik and Ryszard Szekli

A generalized Mahalanobis distance for mixed data pp. 174-185

A. R. de Leon and K. C. Carrière

Covariate selection for semiparametric hazard function regression models pp. 186-204

Florentina Bunea and Ian W. McKeague

A semiparametric density estimator based on elliptical distributions pp. 205-225

Eckhard Liebscher

Volume 91, issue 2, 2004

On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(p) pp. 119-142

L. Galtchouk and V. Konev

Multivariate Lukacs theorem pp. 143-160

Konstancja Bobecka and Jacek Wesolowski

Canonical correlation analysis based on information theory pp. 161-176

Xiangrong Yin

Weighted bootstrap for U-statistics pp. 177-198

Qiying Wang and Bing-Yi Jing

Improvement of approximations for the distributions of multinomial goodness-of-fit statistics under nonlocal alternatives pp. 199-223

Yuri Sekiya and Nobuhiro Taneichi

Limit theorems for random permanents with exchangeable structure pp. 224-239

Grzegorz A. Rempala and Jacek Wesolowski

Bandwidth choice for local polynomial estimation of smooth boundaries pp. 240-261

Peter Hall and Byeong U. Park

Multivariate spatial regression models pp. 262-281

Dani Gamerman and Ajax Moreira

Local influence in multilevel regression for growth curves pp. 282-304

Lei Shi and Mario Miguel Ojeda

Volume 91, issue 1, 2004

Linear mixed models and penalized least squares pp. 1-17

Douglas M. Bates and Saikat DebRoy

A new joint model for longitudinal and survival data with a cure fraction pp. 18-34

Ming-Hui Chen, Joseph G. Ibrahim and Debajyoti Sinha

Likelihood ratio tests for goodness-of-fit of a nonlinear regression model pp. 35-52

Ciprian M. Crainiceanu and David Ruppert

Estimation in mixed effects model with errors in variables pp. 53-73

Hengjian Cui, Kai W. Ng and Lixing Zhu

Quantile regression for longitudinal data pp. 74-89

Roger Koenker

Likelihood and conditional likelihood inference for generalized additive mixed models for clustered data pp. 90-106

Daowen Zhang and Marie Davidian

Variance component testing in semiparametric mixed models pp. 107-118

Zhongyi Zhu and Wing K. Fung