Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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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

Volume 178, issue C, 2020

Trinity tests of functions for conditional moment models

Jing Tao

Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data

Takamitsu Kurita

An objective prior for hyperparameters in normal hierarchical models

James O. Berger, Dongchu Sun and Chengyuan Song

An independence test based on recurrence rates

Juan Kalemkerian and Diego Fernández

A Central Limit Theorem for extrinsic antimeans and estimation of Veronese–Whitney means and antimeans on planar Kendall shape spaces

Yunfan Wang, Vic Patrangenaru and Ruite Guo

Pseudo-quantile functional data clustering

Joonpyo Kim and Hee-Seok Oh

Updating of the Gaussian graphical model through targeted penalized estimation

Wessel N. van Wieringen, Koen A. Stam, Carel F.W. Peeters and Mark A. van de Wiel

Likelihood ratio tests for many groups in high dimensions

Holger Dette and Nina Dörnemann

A goodness-of-fit test for elliptical distributions with diagnostic capabilities

Gilles R. Ducharme and Pierre Lafaye de Micheaux

Model-free feature screening for ultrahigh dimensional classification

Ying Sheng and Qihua Wang

Pairwise sparse + low-rank models for variables of mixed type

Frank Nussbaum and Joachim Giesen

Robust nonparametric estimation of the conditional tail dependence coefficient

Yuri Goegebeur, Armelle Guillou, Nguyen Khanh Le Ho and Jing Qin

Joint and marginal causal effects for binary non-independent outcomes

Monia Lupparelli and Alessandra Mattei

On Kendall’s regression

Alexis Derumigny and Jean-David Fermanian

Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims

Saeed Ariyafar, Mahbanoo Tata, Mohsen Rezapour and Mohsen Madadi

Parametrising correlation matrices

Peter J. Forrester and Jiyuan Zhang

Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application

Arup Bose and Walid Hachem

Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution

Ryota Yuasa and Tatsuya Kubokawa

Kurtosis test of modality for rotationally symmetric distributions on hyperspheres

Byungwon Kim, Jörn Schulz and Sungkyu Jung

Testing for independence of high-dimensional variables: ρV-coefficient based approach

Masashi Hyodo, Takahiro Nishiyama and Tatjana Pavlenko