Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 183, issue C, 2021

Estimating and forecasting dynamic correlation matrices: A nonlinear common factor approach

Yongli Zhang, Craig Rolling and Yuhong Yang

Subspace rotations for high-dimensional outlier detection

Hee Cheol Chung and Jeongyoun Ahn

Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix

Koki Shimizu and Hiroki Hashiguchi

Canonical correlation analysis for elliptical copulas

Benjamin W. Langworthy, Rebecca L. Stephens, John H. Gilmore and Jason P. Fine

Joint mean–covariance estimation via the horseshoe

Yunfan Li, Jyotishka Datta, Bruce A. Craig and Anindya Bhadra

Shrinkage estimation with singular priors and an application to small area estimation

Ryumei Nakada, Tatsuya Kubokawa, Malay Ghosh and Sayar Karmakar

Reconstruction of atomic measures from their halfspace depth

Petra Laketa and Stanislav Nagy

Compound vectors of subordinators and their associated positive Lévy copulas

Alan Riva-Palacio and Fabrizio Leisen

A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation

Haruhiko Ogasawara

Asymptotic properties on high-dimensional multivariate regression M-estimation

Hao Ding, Shanshan Qin, Yuehua Wu and Yaohua Wu

Generalized Schott type tests for complete independence in high dimensions

Daojiang He, Huanyu Liu, Kai Xu and Mingxiang Cao

Variable selection for partially linear models via Bayesian subset modeling with diffusing prior

Jia Wang, Xizhen Cai and Runze Li

Semiparametric method and theory for continuously indexed spatio-temporal processes

Jialuo Liu, Tingjin Chu, Jun Zhu and Haonan Wang

Volume 182, issue C, 2021

Dynamic tilted current correlation for high dimensional variable screening

Bangxin Zhao, Xin Liu, Wenqing He and Grace Y. Yi

Widening the scope of an eigenvector stochastic approximation process and application to streaming PCA and related methods

Jean-Marie Monnez and Abderrahman Skiredj

Analysis of the rate of convergence of fully connected deep neural network regression estimates with smooth activation function

Sophie Langer

Approximating smooth functions by deep neural networks with sigmoid activation function

Sophie Langer

On the behavior of the DFA and DCCA in trend-stationary processes

Taiane Schaedler Prass and Guilherme Pumi

On the specification of multivariate association measures and their behaviour with increasing dimension

Irène Gijbels, Vojtěch Kika and Marek Omelka

Testing multivariate quantile by empirical likelihood

Xuejun Ma, Shaochen Wang and Wang Zhou

On the copula correlation ratio and its generalization

Jia-Han Shih and Takeshi Emura

Ordering results for elliptical distributions with applications to risk bounds

Jonathan Ansari and Ludger Rüschendorf

Testing independence of functional variables by angle covariance

Tingyu Lai, Zhongzhan Zhang, Yafei Wang and Linglong Kong

Optimal designs for mixed continuous and binary responses with quantitative and qualitative factors

Ming-Hung Kao and Hazar Khogeer

Volume 181, issue C, 2021

Estimating an extreme Bayesian network via scalings

Claudia Klüppelberg and Mario Krali

The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data

Mustapha Mohammedi, Salim Bouzebda and Ali Laksaci

Testing high dimensional covariance matrices via posterior Bayes factor

Zhendong Wang and Xingzhong Xu

Nonlinear and additive principal component analysis for functional data

Jun Song and Bing Li

Kernel density estimation on symmetric spaces of non-compact type

Dena Marie Asta

Splitting models for multivariate count data

Jean Peyhardi, Pierre Fernique and Jean-Baptiste Durand

Robustness and asymptotics of the projection median

Kelly Ramsay, Stephane Durocher and Alexandre Leblanc

Family of mean-mixtures of multivariate normal distributions: Properties, inference and assessment of multivariate skewness

Abdi, Me’raj, Mohsen Madadi, Narayanaswamy Balakrishnan and Ahad Jamalizadeh

Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions

Anis M. Haddouche, Dominique Fourdrinier and Fatiha Mezoued

On the estimation of entropy in the FastICA algorithm

Elena Issoglio, Paul Smith and Jochen Voss

Non-asymptotic error controlled sparse high dimensional precision matrix estimation

Adam B. Kashlak

Multiply robust subgroup identification for longitudinal data with dropouts via median regression

Wenqi Lu, Guoyou Qin, Zhongyi Zhu and Dongsheng Tu

Sampling properties of color Independent Component Analysis

Seonjoo Lee, Haipeng Shen and Young Truong

Volume 180, issue C, 2020

Copula-based regression models with data missing at random

Shigeyuki Hamori, Kaiji Motegi and Zheng Zhang

Nonlinear functional canonical correlation analysis via distance covariance

Hanbing Zhu, Rui Li, Riquan Zhang and Heng Lian

Locally optimal designs for multivariate generalized linear models

Osama Idais

Surface functional models

Ziqi Chen, Jianhua Hu and Hongtu Zhu

Asymptotics and practical aspects of testing normality with kernel methods

Natsumi Makigusa and Kanta Naito

Bivariate gamma model

Ruijian Han, Kani Chen and Chunxi Tan

Testing for spherical and elliptical symmetry

Isaia Albisetti, Fadoua Balabdaoui and Hajo Holzmann

Dimensionality reduction for binary data through the projection of natural parameters

Andrew J. Landgraf and Yoonkyung Lee

Single-index composite quantile regression for massive data

Rong Jiang and Keming Yu

On the structure of exchangeable extreme-value copulas

Jan-Frederik Mai and Matthias Scherer

A note on the regularity of optimal-transport-based center-outward distribution and quantile functions

Eustasio del Barrio, Alberto González-Sanz and Marc Hallin

Volume 179, issue C, 2020

Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings

Hiroki Watanabe, Masashi Hyodo and Shigekazu Nakagawa

Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors

Xuan Cao, Kshitij Khare and Malay Ghosh

Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix

Elvira Di Nardo

Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew t distributions

Sheng Wang, Dale L. Zimmerman and Patrick Breheny

Testing normality of data on a multivariate grid

Lajos Horvath, Piotr Kokoszka and Shixuan Wang

A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification

Shan Luo and Zehua Chen

Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix

Nobuki Takayama, Lin Jiu, Satoshi Kuriki and Yi Zhang

Univariate likelihood projections and characterizations of the multivariate normal distribution

Albert Vexler

Scalable interpretable learning for multi-response error-in-variables regression

Jie Wu, Zemin Zheng, Yang Li and Yi Zhang

Uniform joint screening for ultra-high dimensional graphical models

Zemin Zheng, Haiyu Shi, Yang Li and Hui Yuan

Continuous time hidden Markov model for longitudinal data

Jie Zhou, Xinyuan Song and Liuquan Sun

Linear orderings of the scale mixtures of the multivariate skew-normal distribution

Mehdi Amiri, Salman Izadkhah and Ahad Jamalizadeh

Testing for the significance of functional covariates

Samuel Maistre and Valentin Patilea

Scale and shape mixtures of matrix variate extended skew normal distributions

Amir Rezaei, Fatemeh Yousefzadeh and Reinaldo B. Arellano-Valle

Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions

Andréas Heinen and Alfonso Valdesogo Robles

A Conway–Maxwell-multinomial distribution for flexible modeling of clustered categorical data

Darcy Steeg Morris, Andrew M. Raim and Kimberly F. Sellers

Multivariate tests of independence and their application in correlation analysis between financial markets

Long Feng, Xiaoxu Zhang and Binghui Liu

Bayesian shrinkage estimation of negative multinomial parameter vectors

Yasuyuki Hamura and Tatsuya Kubokawa

Estimating sparse networks with hubs

Annaliza McGillivray, Abbas Khalili and David A. Stephens