Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 191, issue C, 2022

Bayesian joint inference for multiple directed acyclic graphs

Kyoungjae Lee and Xuan Cao

Estimating multivariate density and its derivatives for mixed measurement error data

Linruo Guo, Weixing Song and Jianhong Shi

CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions

Yangchun Zhang, Jiang Hu and Weiming Li

Closed-form and bias-corrected estimators for the bivariate gamma distribution

Jun Zhao, Yu-Hyeong Jang and Hyoung-Moon Kim

Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices

Zeyu Wu and Cheng Wang

On weighted multivariate sign functions

Subhabrata Majumdar and Snigdhansu Chatterjee

Online statistical inference for parameters estimation with linear-equality constraints

Ruiqi Liu, Mingao Yuan and Zuofeng Shang

Dimension-wise scaled normal mixtures with application to finance and biometry

Antonio Punzo and Luca Bagnato

Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path

Budhi Arta Surya

Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm

Yesim Guney, Olcay Arslan and Fulya Gokalp Yavuz

t-copula from the viewpoint of tail dependence matrices

Nariankadu D. Shyamalkumar and Siyang Tao

Fréchet kernel sliced inverse regression

Yushen Dong and Yichao Wu

On attainability of Kendall’s tau matrices and concordance signatures

Alexander J. McNeil, Johanna G. Nešlehová and Andrew D. Smith

Measures of concordance and testing of independence in multivariate structure

Wenli Deng, Jinglong Wang and Riquan Zhang

Density ratio model with data-adaptive basis function

Archer Gong Zhang and Jiahua Chen

Volume 190, issue C, 2022

Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices

Nayel Bettache, Cristina Butucea and Marianne Sorba

Some clustering-based exact distribution-free k-sample tests applicable to high dimension, low sample size data

Biplab Paul, Shyamal K. De and Anil K. Ghosh

Generalized empirical likelihood for nonsmooth estimating equations with missing data

Li-E Cui, Puying Zhao and Niansheng Tang

A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance

Jiamin Liu, Shuangge Ma, Wangli Xu and Liping Zhu

Graph-valued regression: Prediction of unlabelled networks in a non-Euclidean graph space

Anna Calissano, Aasa Feragen and Simone Vantini

A generative approach to modeling data with quantitative and qualitative responses

Xiaoning Kang, Lulu Kang, Wei Chen and Xinwei Deng

Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution

Fahimeh Tourani-Farani and Iraj Kazemi

Mixture regression for longitudinal data based on joint mean–covariance model

Jing Yu, Tapio Nummi and Jianxin Pan

A generalized Mallows model based on ϕ-divergence measures

Maria Kateri and Nikolay I. Nikolov

Perturbation theory for cross data matrix-based PCA

Shao-Hsuan Wang and Su-Yun Huang

Identifiability and estimation of meta-elliptical copula generators

A. Derumigny and J.-D. Fermanian

Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes

Albert Vexler and Li Zou

Searching for a source of difference in graphical models

Vera Djordjilović and Monica Chiogna

Asymptotic properties of high-dimensional spatial median in elliptical distributions with application

Weiming Li and Yangchang Xu

Minimax and pointwise sequential changepoint detection and identification for general stochastic models

Serguei M. Pergamenchtchikov, Alexander G. Tartakovsky and Valentin S. Spivak

Diagonal nonlinear transformations preserve structure in covariance and precision matrices

Rebecca Morrison, Ricardo Baptista and Estelle Basor

Inference in functional linear quantile regression

Meng Li, Kehui Wang, Arnab Maity and Ana-Maria Staicu

Quadratic discriminant analysis by projection

Ruiyang Wu and Ning Hao

Anisotropic spectral cut-off estimation under multiplicative measurement errors

Sergio Brenner Miguel

Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction

Canyi Chen, Wangli Xu and Liping Zhu

Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics

Luke A. Prendergast and Jodie A. Smith

Targeted principal components regression

Karl Oskar Ekvall

Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds

Corina Ciobotaru and Christian Mazza

Max-linear models in random environment

Claudia Klüppelberg and Ercan Sönmez

GARCH-type factor model

Yuanbo Li, Chi Tim Ng and Chun Yip Yau

Volume 189, issue C, 2022

Optimal model averaging for multivariate regression models

Jun Liao, Alan T.K. Wan, Shuyuan He and Guohua Zou

On functional data analysis and related topics

Germán Aneiros, Ivana Horová, Marie Hušková and Philippe Vieu

Feature extraction for functional time series: Theory and application to NIR spectroscopy data

Yang Yang, Yanrong Yang and Han Lin Shang

Robust functional principal component analysis for non-Gaussian longitudinal data

Rou Zhong, Shishi Liu, Haocheng Li and Jingxiao Zhang

Tests for proportionality of matrices with large dimension

Rauf Ahmad

Some first inferential tools for spatial regression with differential regularization

Federico Ferraccioli, Laura M. Sangalli and Livio Finos

Data driven orthogonal basis selection for functional data analysis

Rani Basna, Hiba Nassar and Krzysztof Podgórski

K-expectiles clustering

Bingling Wang, Yingxing Li and Wolfgang Härdle

Tangent functional canonical correlation analysis for densities and shapes, with applications to multimodal imaging data

Min Ho Cho, Sebastian Kurtek and Karthik Bharath

Uniform limit theorems for a class of conditional Z-estimators when covariates are functions

Salim Bouzebda and Mohamed Chaouch

Fourier-type tests of mutual independence between functional time series

Simos G. Meintanis, Marie Hušková and Zdeněk Hlávka

Biclustering analysis of functionals via penalized fusion

Kuangnan Fang, Yuanxing Chen, Shuangge Ma and Qingzhao Zhang

Principal components analysis and cyclostationarity

Alain Boudou and Sylvie Viguier-Pla

Optimal Bayesian smoothing of functional observations over a large graph

Arkaprava Roy and Subhashis Ghosal

Change point analysis of covariance functions: A weighted cumulative sum approach

Lajos Horvath, Gregory Rice and Yuqian Zhao

Functional ANOVA based on empirical characteristic functionals

Zdeněk Hlávka, Daniel Hlubinka and Kateřina Koňasová

Conformal prediction bands for multivariate functional data

Jacopo Diquigiovanni, Matteo Fontana and Simone Vantini

Integrated shape-sensitive functional metrics

Sami Helander, Petra Laketa, Pauliina Ilmonen, Stanislav Nagy, Germain Van Bever and Lauri Viitasaari

Financial Risk Meter FRM based on Expectiles

Rui Ren, Meng-Jou Lu, Yingxing Li and Wolfgang Härdle

Smoothly adaptively centered ridge estimator

Edoardo Belli

Resolvent estimators for functional autoregressive processes with random coefficients

Souad Boukhiar and Tahar Mourid

Anomaly detection: A functional analysis perspective

Julio E. Castrillón-Candás and Mark Kon

Consistently recovering the signal from noisy functional data

Siegfried Hörmann and Fatima Jammoul

Extremal dependence measure for functional data

Mihyun Kim and Piotr Kokoszka

Analysis of multivariate non-gaussian functional data: A semiparametric latent process approach

Jiakun Jiang, Huazhen Lin, Qingzhi Zhong and Yi Li

Testing equality of spectral density operators for functional processes

Anne Leucht, Efstathios Paparoditis, Daniel Rademacher and Theofanis Sapatinas

On projection methods for functional time series forecasting

Antonio Elías, Raúl Jiménez and Han Lin Shang

The correction term in a small-ball probability factorization for random curves

Jean-Baptiste Aubin, Enea G. Bongiorno and Aldo Goia

Monitoring procedures for strict stationarity based on the multivariate characteristic function

Sangyeol Lee, Simos G. Meintanis and Charl Pretorius

Inference for spatial regression models with functional response using a permutational approach

Veronika Římalová, Eva Fišerová, Alessandra Menafoglio and Alessia Pini

Invariant tests for functional data with application to an earthquake impact study

Wei-Hsueh Huang, Li-Shan Huang and Cheng-Tao Yang

Framelet block thresholding estimator for sparse functional data

Di-Rong Chen, Kun Cheng and Chao Liu

Design-free estimation of integrated covariance matrices for high-frequency data

Cheng Liu, Moming Wang and Ningning Xia

Measuring dependence between random vectors via optimal transport

Gilles Mordant and Johan Segers

On linearization of nonparametric deconvolution estimators for repeated measurements model

Daisuke Kurisu and Taisuke Otsu

A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications

Frédéric Ouimet

Level set and density estimation on manifolds

Alejandro Cholaquidis, Ricardo Fraiman and Leonardo Moreno

Reproducible learning in large-scale graphical models

Jia Zhou, Yang Li, Zemin Zheng and Daoji Li

Consistency of the objective general index in high-dimensional settings

Takuma Bando, Tomonari Sei and Kazuyoshi Yata

Latent Gaussian copula models for longitudinal binary data

Cheng Peng, Yihe Yang, Jie Zhou and Jianxin Pan

Spatial rank-based high-dimensional change point detection via random integration

Lei Shu, Yu Chen, Weiping Zhang and Xueqin Wang

Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution

Christian E. Galarza, Larissa A. Matos, Luis M. Castro and Victor H. Lachos

Unifying compactly supported and Matérn covariance functions in spatial statistics

Moreno Bevilacqua, Christian Caamaño-Carrillo and Emilio Porcu