Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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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

Volume 188, issue C, 2022

Conditional specification of statistical models: Classical models, new developments and challenges

Barry C. Arnold and José María Sarabia

Statistical analysis of multivariate discrete-valued time series

Konstantinos Fokianos, Roland Fried, Yuriy Kharin and Valeriy Voloshko

From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas

Yehua Li, Yumou Qiu and Yuhang Xu

Some aspects of non-standard multivariate analysis

H.S. Battey and D.R. Cox

Duality for real and multivariate exponential families

Gérard Letac

A slice of multivariate dimension reduction

R. Dennis Cook

An overview of tests on high-dimensional means

Yuan Huang, Changcheng Li, Runze Li and Songshan Yang

Notes on the prehistory of principal components analysis

Richard W. Farebrother

Independence tests in the presence of measurement errors: An invariance law

Jinlin Fan, Yaowu Zhang and Liping Zhu

The volume-of-tube method for Gaussian random fields with inhomogeneous variance

Satoshi Kuriki, Akimichi Takemura and Jonathan E. Taylor

A 50-year personal journey through time with principal component analysis

Ian Jolliffe

Some aspects of response variable selection and estimation in multivariate linear regression

Jianhua Hu, Xiaoqian Liu, Xu Liu and Ningning Xia

Multivariate normality test based on kurtosis with two-step monotone missing data

Eri Kurita and Takashi Seo

Recent advances in shrinkage-based high-dimensional inference

Olha Bodnar, Taras Bodnar and Nestor Parolya

A tribute to P.R. Krishnaiah

Zhidong Bai and Jack W. Silverstein

Three kinds of discrete approximations of statistical multivariate distributions and their applications

Jun Yang, Ping He and Kai-Tai Fang

Asymptotic and bootstrap tests for subspace dimension

Klaus Nordhausen, Hannu Oja and David E. Tyler

On distance-type Gaussian estimation

Elena Castilla and Konstantinos Zografos

High dimensional change point inference: Recent developments and extensions

Bin Liu, Xinsheng Zhang and Yufeng Liu

High-dimensional linear discriminant analysis using nonparametric methods

Hoyoung Park, Seungchul Baek and Junyong Park

On the usage of joint diagonalization in multivariate statistics

Klaus Nordhausen and Anne Ruiz-Gazen

Robust density power divergence based tests in multivariate analysis: A comparative overview of different approaches

Ayanendranath Basu, Soumya Chakraborty, Abhik Ghosh and Leandro Pardo

Recent advances on eigenvalues of matrix-valued stochastic processes

Jian Song, Jianfeng Yao and Wangjun Yuan

Matrix differential calculus with applications in the multivariate linear model and its diagnostics

Shuangzhe Liu, Víctor Leiva, Dan Zhuang, Tiefeng Ma and Jorge I. Figueroa-Zúñiga

Geometric classifiers for high-dimensional noisy data

Aki Ishii, Kazuyoshi Yata and Makoto Aoshima

An overview on the progeny of the skew-normal family— A personal perspective

Adelchi Azzalini

Advanced topics in Sliced Inverse Regression

Stéphane Girard, Hadrien Lorenzo and Jérôme Saracco

An overview of skew distributions in model-based clustering

Sharon X. Lee and Geoffrey J. McLachlan

On simultaneous best linear unbiased prediction of future order statistics and associated properties

Narayanaswamy Balakrishnan and Ritwik Bhattacharya

Recent developments in high-dimensional inference for multivariate data: Parametric, semiparametric and nonparametric approaches

Solomon W. Harrar and Xiaoli Kong

High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis

Yasunori Fujikoshi

Principal component analysis and clustering on manifolds

Kanti V. Mardia, Henrik Wiechers, Benjamin Eltzner and Stephan F. Huckemann

Variable selection in functional regression models: A review

Germán Aneiros, Silvia Novo and Philippe Vieu

A short history of statistical association: From correlation to correspondence analysis to copulas

Carles M. Cuadras and Michael Greenacre

Growth curve mixture models with unknown covariance structures

Yating Pan, Yu Fei, Mingming Ni, Tapio Nummi and Jianxin Pan

Spectral PCA for MANOVA and data over binary trees

Terence P. Speed and Damien G. Hicks