Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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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

Volume 187, issue C, 2022

Hierarchical Aitchison–Silvey models for incomplete binary sample spaces

Anna Klimova and Tamás Rudas

Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: A normal reference L2-norm based test

Jin-Ting Zhang, Bu Zhou and Jia Guo

Nonparametric spectral methods for multivariate spatial and spatial–temporal data

Joseph Guinness

Cotrending: Testing for common deterministic trends in varying means model

Marie-Christine Düker, Vladas Pipiras and Raanju Sundararajan

Consistent estimation of a joint model for multivariate longitudinal and survival data with latent variables

Kai Kang and Xinyuan Song

Asymptotic properties of Dirichlet kernel density estimators

Frédéric Ouimet and Raimon Tolosana-Delgado

Multivariate elliptical-based Birnbaum–Saunders kernel density estimation for nonnegative data

Yoshihide Kakizawa

Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors

Ruoyang Zhang and Malay Ghosh

Permutation test for the multivariate coefficient of variation in factorial designs

Marc Ditzhaus and Łukasz Smaga

A robust linear mixed-effects model for longitudinal data using an innovative multivariate skew-Huber distribution

Raziyeh Mohammadi and Iraj Kazemi

Change-point problems for multivariate time series using pseudo-observations

Bouchra R. Nasri, Bruno N. Rémillard and Tarik Bahraoui

Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables

Wei Xiong, Dehui Wang, Dianliang Deng, Xinyang Wang and Wanying Zhang

Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis

Shengji Jia, Chunming Zhang and Haoran Lu

Volume 186, issue C, 2021

Sequential estimation of Spearman rank correlation using Hermite series estimators

Michael Stephanou and Melvin Varughese

Block-band behavior of spatial correlations: An analytical asymptotic study in a spatial exponential family data setup

Brajendra C. Sutradhar

A semiparametric latent factor model for large scale temporal data with heteroscedasticity

Lyuou Zhang, Wen Zhou and Haonan Wang

On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables

Zheng Wei and Daeyoung Kim

On shrinkage estimation of a spherically symmetric distribution for balanced loss functions

Lahoucine Hobbad, Éric Marchand and Idir Ouassou

Estimation of canonical correlation directions: From Gaussian to sub-Gaussian population

Youming Liu and Chunguang Ren

Shrinkage estimation of large covariance matrices: Keep it simple, statistician?

Olivier Ledoit and Michael Wolf

Test for high-dimensional mean vector under missing observations

Yanqing Yin

Ordinal pattern dependence as a multivariate dependence measure

Annika Betken, Herold Dehling, Ines Nüßgen and Alexander Schnurr

Simple construction of a toroidal distribution from independent circular distributions

Tomoaki Imoto and Toshihiro Abe

Kernel variable selection for multicategory support vector machines

Beomjin Park and Changyi Park

Functional, randomized and smoothed multivariate quantile regions

Olivier P. Faugeras and Ludger Rüschendorf

Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction

Michel Denuit and Christian Y. Robert

Omnibus test for covariate effects in conditional copula models

Irène Gijbels, Marek Omelka and Noël Veraverbeke

Variable importance assessments and backward variable selection for multi-sample problems

Liuhua Peng, Long Qu and Dan Nettleton

Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection

Nicola Loperfido

A Szekely–Rizzo inequality for testing general copula homogeneity hypotheses

Jean-François Quessy

Analysis of dependent data aggregated into intervals

S. Yaser Samadi and Lynne Billard

Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components

Koji Tsukuda and Shun Matsuura