Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Multiway Dependence in Exponential Family Conditional Distributions pp. 171-190: Jaehyung Lee, Mark S. Kaiser and Noel Cressie
A Nonparametric Test of Serial Independence for Time Series and Residuals pp. 191-218: Kilani Ghoudi, Reg J. Kulperger and Bruno Remillard
A Test of Multivariate Independence Based on a Single Factor Model pp. 219-225: M. Y. Wong and D. R. Cox
Double k-Class Estimators in Regression Models with Non-spherical Disturbances pp. 226-250: Alan Wan and Anoop Chaturvedi
Asymptotic Limit of the Bayes Actions Set Derived from a Class of Loss Functions pp. 251-274: Christophe Abraham
Influence Diagnostics in Common Principal Components Analysis pp. 275-294: Hong Gu and Wing K. Fung
Inference for the Mean Difference in the Two-Sample Random Censorship Model pp. 295-315: Qihua Wang and Jane-Ling Wang

Semiparametric Mixtures in Case-Control Studies pp. 1-32: S. A. Murphy and A. W. van der Vaart
Inadmissibility of the Maximum Likekihood Estimator of Normal Covariance Matrices with the Lattice Conditional Independence pp. 33-51: Yoshihiko Konno
On the Hausdorff Dimension of the Set Generated by Exceptional Oscillations of a Two-Parameter Wiener Process pp. 52-70: Zacharie Dindar
Statistical Inference Concerning Several Redundancy Indices pp. 71-88: Aziz Lazraq and Robert Cléroux
Consecutive Collapsibility of Odds Ratios over an Ordinal Background Variable pp. 89-98: Jianhua Guo, Zhi Geng and Wing-Kam Fung
A General Class of Multivariate Skew-Elliptical Distributions pp. 99-113: Márcia D. Branco and Dipak K. Dey
Estimation of the Asymptotic Variance of Kernel Density Estimators for Continuous Time Processes pp. 114-137: Armelle Guillou and Florence Merlevède
A Martingale Approach to the Copula-Graphic Estimator for the Survival Function under Dependent Censoring pp. 138-155: Louis-Paul Rivest and Martin T. Wells

Local Power Properties of Kernel Based Goodness of Fit Tests pp. 161-190: Christian Gourieroux and Carlos Tenreiro
The Law of the Iterated Logarithm and Central Limit Theorem for L-Statistics pp. 191-217: Deli Li, M. Bhaskara Rao and R. J. Tomkins
Change-Point Detection in Long-Memory Processes pp. 218-234: Lajos Horvath
Relative Stability for Strictly Stationary Sequences pp. 235-251: Zbigniew S. Szewczak
Efficiency and Robustness of a Resampling M-Estimator in the Linear Model pp. 252-271: Feifang Hu
The Weak Convergence for Functions of Negatively Associated Random Variables pp. 272-298: Li-Xin Zhang
Estimating a Distribution Function for Censored Time Series Data pp. 299-318: Zongwu Cai

Characterization of the Spectra of Periodically Correlated Processes pp. 1-10: Andrzej Makagon
Highly Robust Estimation of Dispersion Matrices pp. 11-36: Yanyuan Ma and Marc G. Genton
Censored Partial Linear Models and Empirical Likelihood pp. 37-61: Gengsheng Qin and Bing-Yi Jing
Inferences on a Normal Covariance Matrix and Generalized Variance with Monotone Missing Data pp. 62-82: Jian Hao and K. Krishnamoorthy
Asymptotics for Homogeneity Tests Based on a Multivariate Random Effects Proportional Hazards Model pp. 83-102: Laurent Bordes and Daniel Commenges
The Vervaat Process in Lp Spaces pp. 103-138: Miklós Csörgo and Ricardas Zitikis
U-Statistics for Change under Alternatives pp. 139-158: Edit Gombay

Identifiability of Modified Power Series Mixtures via Posterior Means pp. 163-174: Arjun K. Gupta, Truc T. Nguyen, Yinning Wang and Jacek Wesolowski
Other Classes of Minimax Estimators of Variance Covariance Matrix in Multivariate Normal Distribution pp. 175-186: Hisayuki Hara
Second Order Hadamard Differentiability in Statistical Applications pp. 187-228: Jian-Jian Ren and Pranab Kumar Sen
Complex Stable Sums of Complex Stable Random Variables pp. 229-238: William N. Hudson and Jerry Alan Veeh
A Class of Robust Principal Component Vectors pp. 239-269: Hidehiko Kamiya and Shinto Eguchi
Hölder Exponent for a Two-Parameter Lévy Process pp. 270-285: Sandrine Lagaize
Certain Characterizations of Normal Distribution via Transformations pp. 286-294: G. G. Hamedani and Hans Volkmer
Modeling and Exploring Multivariate Spatial Variation: A Test Procedure for Isotropy of Multivariate Spatial Data pp. 295-317: Giovanna Jona-Lasinio

Modifications of the Rayleigh and Bingham Tests for Uniformity of Directions pp. 1-20: P. E. Jupp
Exact Misclassification Probabilities for Plug-In Normal Quadratic Discriminant Functions. I. The Equal-Means Case pp. 21-53: H. Richard McFarland and Donald St. P. Richards
Robust Bayesian Inference on Scale Parameters pp. 54-72: Carmen Fernández, Jacek Osiewalski and Mark Steel
Exact Strong Laws for Multidimensionally Indexed Random Variables pp. 73-83: André Adler
Another Look at Principal Curves and Surfaces pp. 84-116: Pedro Delicado
An Expectation Formula for the Multivariate Dirichlet Distribution pp. 117-137: Gérard Letac, Hélène Massam and Donald Richards
Influence Function of Halfspace Depth pp. 138-161: Mario Romanazzi

Nonparametric Estimation of the Dependence Function in Bivariate Extreme Value Distributions pp. 159-191: Javier Rojo Jiménez, Enrique Villa-Diharce and Miguel Flores
Characteristic Functions of 1-Spherical and 1-Norm Symmetric Distributions and Their Applications pp. 192-213: Kai Wang Ng and Guo-Liang Tian
Reliability Studies of Bivariate Distributions with Pareto Conditionals pp. 214-225: Ramesh C. Gupta
Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation pp. 226-248: Jon Danielsson, L. de Haan, L. Peng and Casper de Vries
Extended Gauss-Markov Theorem for Nonparametric Mixed-Effects Models pp. 249-266: Su-Yun Huang and Henry Horng-Shing Lu
Admissibility of Confidence Estimators in the Regression Model pp. 267-276: Hsiuying Wang
MU-Estimation and Smoothing pp. 277-293: Z. J. Liu and C. R. Rao
Invariant Tests for Covariance Structures in Multivariate Linear Model pp. 294-315: Jukka Nyblom

On Marginal Quasi-Likelihood Inference in Generalized Linear Mixed Models pp. 1-34: Brajendra C. Sutradhar and R. Prabhakar Rao
Efficient Variable Screening for Multivariate Analysis pp. 35-62: Pedro Silva
Stochastic Bounds and Dependence Properties of Survival Times in a Multicomponent Shock Model pp. 63-89: Haijun Li and Susan H. Xu
On Local Moments pp. 90-109: Hans-Georg Müller and Xin Yan
Analysis of Variance in Nonparametric Regression Models pp. 110-137: Holger Dette and Stephan Derbort
Robust Improvement in Estimation of a Mean Matrix in an Elliptically Contoured Distribution pp. 138-152: T. Kubokawa and M. S. Srivastava