Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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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

Volume 177, issue C, 2020

Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid

Yiping Hong, Zaiying Zhou and Ying Yang

Testing and estimating change-points in the covariance matrix of a high-dimensional time series

Ansgar Steland

Bivariate distributions with ordered marginals

Sebastian Arnold, Ilya Molchanov and Johanna F. Ziegel

Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate

Lu Niu, Xiumin Liu and Junlong Zhao

Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses

Georg Zimmermann, Markus Pauly and Arne C. Bathke

Bernoulli vector autoregressive model

Carolina Euán and Ying Sun

Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: Minimaxity and admissibility

Hamid Karamikabir and Mahmoud Afshari

On moments of doubly truncated multivariate normal mean–variance mixture distributions with application to multivariate tail conditional expectation

Roohollah Roozegar, Narayanaswamy Balakrishnan and Ahad Jamalizadeh

Volume 176, issue C, 2020

M-estimation with incomplete and dependent multivariate data

Gabriel Frahm, Klaus Nordhausen and Hannu Oja

Measures of goodness of fit obtained by almost-canonical transformations on Riemannian manifolds

P.E. Jupp and A. Kume

Independent component analysis for multivariate functional data

Joni Virta, Bing Li, Klaus Nordhausen and Hannu Oja

Distributed simultaneous inference in generalized linear models via confidence distribution

Lu Tang, Ling Zhou and Peter X.-K. Song

A large covariance matrix estimator under intermediate spikiness regimes

Matteo Farnè and Angela Montanari

Simultaneous confidence band for stationary covariance function of dense functional data

Jiangyan Wang, Guanqun Cao, Li Wang and Lijian Yang

Closed-form expression for finite predictor coefficients of multivariate ARMA processes

Akihiko Inoue

Conditional probability estimation based classification with class label missing at random

Ying Sheng and Qihua Wang

On the computation of Wasserstein barycenters

Giovanni Puccetti, Ludger Rüschendorf and Steven Vanduffel

Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data

Qian Fang, Chen Yu and Zhang Weiping

Volume 175, issue C, 2020

Model specification and selection for multivariate time series

Rajendra J. Bhansali

Degrees of freedom in submodular regularization: A computational perspective of Stein’s unbiased risk estimate

Kentaro Minami

The estimation of frequency in the multichannel sinusoidal model

Andrew J. Grant and Barry G. Quinn

Bayesian nonparametric analysis of multivariate time series: A matrix Gamma Process approach

Alexander Meier, Claudia Kirch and Renate Meyer

Model-based clustering of time-evolving networks through temporal exponential-family random graph models

Kevin H. Lee, Lingzhou Xue and David R. Hunter

Test for conditional independence with application to conditional screening

Yeqing Zhou, Jingyuan Liu and Liping Zhu

A consistent variable selection method in high-dimensional canonical discriminant analysis

Ryoya Oda, Yuya Suzuki, Hirokazu Yanagihara and Yasunori Fujikoshi

Multivariate reciprocal inverse Gaussian distributions from the Sabot–Tarrès–Zeng integral

Gérard Letac and Jacek Wesołowski

Bayesian inference of the multi-period optimal portfolio for an exponential utility

David Bauder, Taras Bodnar, Nestor Parolya and Wolfgang Schmid

On shrinkage estimation for balanced loss functions

Éric Marchand and William E. Strawderman

On asymptotic normality of cross data matrix-based PCA in high dimension low sample size

Shao-Hsuan Wang, Su-Yun Huang and Ting-Li Chen

Multivariate estimation of Poisson parameters

Emil Aas Stoltenberg and Nils Lid Hjort

Generalized linear mixed models with Gaussian mixture random effects: Inference and application

Lanfeng Pan, Yehua Li, Kevin He, Yanming Li and Yi Li

Adaptive group bridge selection in the semiparametric accelerated failure time model

Longlong Huang, Karen Kopciuk and Xuewen Lu

Some remarks on Koziol’s kurtosis

Nicola Loperfido