Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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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

Volume 185, issue C, 2021

Bayesian multivariate quantile regression using Dependent Dirichlet Process prior

Indrabati Bhattacharya and Subhashis Ghosal

Locally isometric embeddings of quotients of the rotation group modulo finite symmetries

Ralf Hielscher and Laura Lippert

Adaptive function-on-scalar regression with a smoothing elastic net

Ardalan Mirshani and Matthew Reimherr

Exact variance formula for the estimated mean outcome with external intervention based on the front-door criterion in Gaussian linear structural equation models

Hisayoshi Nanmo and Manabu Kuroki

Simultaneous inference for Kendall’s tau

Claus P. Nowak and Frank Konietschke

Kernel density estimation for partial linear multivariate responses models

Jun Zhang, Bingqing Lin and Yan Zhou

Fast implementation of partial least squares for function-on-function regression

Zhiyang Zhou

Dependence structure estimation using Copula Recursive Trees

Oskar Laverny, Esterina Masiello, Véronique Maume-Deschamps and Didier Rulliere

Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies

Yuriy Kharin and Valeriy Voloshko

Testing the equality of a large number of means of functional data

M. Dolores Jiménez-Gamero and Alba M. Franco-Pereira

Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings

Yugo Nakayama, Kazuyoshi Yata and Makoto Aoshima

A formulation for continuous mixtures of multivariate normal distributions

Reinaldo B. Arellano-Valle and Adelchi Azzalini

Eigenvector-based sparse canonical correlation analysis: Fast computation for estimation of multiple canonical vectors

Wenjia Wang and Yi-Hui Zhou

ℓ2,0-norm based selection and estimation for multivariate generalized linear models

Yang Chen, Ziyan Luo and Lingchen Kong

Asymptotic properties of Bernstein estimators on the simplex

Frédéric Ouimet

Volume 184, issue C, 2021

Depth-based classification for relational data with multiple attributes

Xu Zhang, Yahui Tian, Guoyu Guan and Yulia R. Gel

Projection theorems and estimating equations for power-law models

Atin Gayen and M. Ashok Kumar

A geometric investigation into the tail dependence of vine copulas

Emma S. Simpson, Jennifer L. Wadsworth and Jonathan A. Tawn

Heckman selection-t model: Parameter estimation via the EM-algorithm

Victor H. Lachos, Marcos O. Prates and Dipak K. Dey

A topologically valid construction of depth for functional data

Alicia Nieto-Reyes and Heather Battey

Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix

Yihe Yang, Jie Zhou and Jianxin Pan

An association test for functional data based on Kendall’s Tau

Sneha Jadhav and Shuangge Ma

A new general class of RC association models: Estimation and main properties

Antonio Forcina and Maria Kateri

Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes

Junshan Xie, Yicheng Zeng and Lixing Zhu

Distance-based tests for planar shape

Wenia Valdevino Félix de Lima, Abraão David Costa do Nascimento and Getúlio José Amorim do Amaral

Minimum Average Variance Estimation with group Lasso for the multivariate response Central Mean Subspace

Hong-Fan Zhang

Principal loading analysis

Jan O. Bauer and Bernhard Drabant

On classification with nonignorable missing data

Majid Mojirsheibani

Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings

Tomoyuki Nakagawa, Hiroki Watanabe and Masashi Hyodo

Expectile depth: Theory and computation for bivariate datasets

Ignacio Cascos and Maicol Ochoa

Semi-parametric estimation of multivariate extreme expectiles

Nicholas Beck, Elena Di Bernardino and Mélina Mailhot

Inference in high dimensional linear measurement error models

Mengyan Li, Runze Li and Yanyuan Ma

Stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant

Jan-Frederik Mai and Ruodu Wang

On the asymptotic normality and efficiency of Kronecker envelope principal component analysis

Shih-Hao Huang and Su-Yun Huang

A high dimensional nonparametric test for proportional covariance matrices

Kai Xu, Yan Tian and Daojiang He