Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 174, issue C, 2019

Roy’s largest root under rank-one perturbations: The complex valued case and applications

Prathapasinghe Dharmawansa, Boaz Nadler and Ofer Shwartz

An innovative strategy on the construction of multivariate multimodal linear mixed-effects models

Zahra Mahdiyeh and Iraj Kazemi

Composite likelihood estimation for a Gaussian process under fixed domain asymptotics

François Bachoc, Moreno Bevilacqua and Daira Velandia

Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates

Yining Wang, Jialei Wang, Sivaraman Balakrishnan and Aarti Singh

Robust factor number specification for large-dimensional elliptical factor model

Long Yu, Yong He and Xinsheng Zhang

High-dimensional integrative analysis with homogeneity and sparsity recovery

Xinfeng Yang, Xiaodong Yan and Jian Huang

Sparse network estimation for dynamical spatio-temporal array models

Adam Lund and Niels Richard Hansen

A bootstrap-based KPSS test for functional time series

Yichao Chen and Chi Seng Pun

Dependence properties and Bayesian inference for asymmetric multivariate copulas

Julyan Arbel, Marta Crispino and Stéphane Girard

Generalized Pareto copulas: A key to multivariate extremes

Michael Falk, Simone A. Padoan and Florian Wisheckel

A two-sample test for the equality of univariate marginal distributions for high-dimensional data

Marta Cousido-Rocha, Jacobo de Uña-Álvarez and Jeffrey D. Hart

Random matrix-improved estimation of covariance matrix distances

Romain Couillet, Malik Tiomoko, Steeve Zozor and Eric Moisan

Dimension reduction estimation for central mean subspace with missing multivariate response

Guo-Liang Fan, Hong-Xia Xu and Han-Ying Liang

Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis

Serguei Pergamenchtchikov and Alexander G. Tartakovsky

Classification with many classes: Challenges and pluses

Felix Abramovich and Marianna Pensky

Volume 173, issue C, 2019

Good (K-means) clusterings are unique (up to small perturbations) pp. 1-17

Marina Meilă

On efficient prediction and predictive density estimation for normal and spherically symmetric models pp. 18-25

Dominique Fourdrinier, Éric Marchand and William E. Strawderman

The generalized degrees of freedom of multilinear principal component analysis pp. 26-37

I-Ping Tu, Su-Yun Huang and Dai-Ni Hsieh

A semiparametric efficient estimator in case-control studies for gene–environment independent models pp. 38-50

Liang Liang, Yanyuan Ma and Raymond J. Carroll

Integrated rank-weighted depth pp. 51-69

Kelly Ramsay, Stéphane Durocher and Alexandre Leblanc

Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress pp. 70-84

Lea Petrella and Valentina Raponi

Calibration estimation of semiparametric copula models with data missing at random pp. 85-109

Shigeyuki Hamori, Kaiji Motegi and Zheng Zhang

Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects pp. 110-124

Luis A. Arteaga-Molina and Juan M. Rodríguez-Poo

On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence pp. 125-144

Feifei Chen, Simos G. Meintanis and Lixing Zhu

Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model pp. 145-164

Rounak Dey and Seunggeun Lee

Nonparametric multiple contrast tests for general multivariate factorial designs pp. 165-180

Asanka Gunawardana and Frank Konietschke

Bivariate integer-autoregressive process with an application to mutual fund flows pp. 181-203

Serge Darolles, Gaëlle Le Fol, Yang Lu and Ran Sun

Sparse model identification and learning for ultra-high-dimensional additive partially linear models pp. 204-228

Xinyi Li, Li Wang and Dan Nettleton

Local angles and dimension estimation from data on manifolds pp. 229-247

Mateo Díaz, Adolfo J. Quiroz and Mauricio Velasco

Adaptive optimal kernel density estimation for directional data pp. 248-267

Thanh Mai Pham Ngoc

Forward regression for Cox models with high-dimensional covariates pp. 268-290

Hyokyoung G. Hong, Qi Zheng and Yi Li

Asymptotic confidence sets for the jump curve in bivariate regression problems pp. 291-312

Viktor Bengs, Matthias Eulert and Hajo Holzmann

Prediction and calibration for multiple correlated variables pp. 313-327

Dulal K. Bhaumik and Rachel K. Nordgren

Functional continuum regression pp. 328-346

Zhiyang Zhou

Semi-parametric copula-based models under non-stationarity pp. 347-365

Bouchra R. Nasri, Bruno N. Rémillard and Taoufik Bouezmarni

Projection sparse principal component analysis: An efficient least squares method pp. 366-382

Giovanni Maria Merola and Gemai Chen

Observed best selective prediction in small area estimation pp. 383-392

Shonosuke Sugasawa, Yuki Kawakubo and Gauri Sankar Datta

Robust functional regression based on principal components pp. 393-415

Ioannis Kalogridis and Stefan Van Aelst

Low-rank model with covariates for count data with missing values pp. 416-434

Geneviève Robin, Julie Josse, Éric Moulines and Sylvain Sardy

Screening and selection for quantile regression using an alternative measure of variable importance pp. 435-455

Yinfei Kong, Yujie Li and Dawit Zerom

Estimation of a rank-reduced functional-coefficient panel data model with serial correlation pp. 456-479

Jia Chen, Degui Li and Yingcun Xia

Sufficient variable selection using independence measures for continuous response pp. 480-493

Baoying Yang, Xiangrong Yin and Nan Zhang

Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data pp. 494-511

Yousri Slaoui

On the estimation of population sizes in capture–recapture experiments pp. 512-524

Mamadou Yauck and Louis-Paul Rivest

Simple models for multivariate regular variation and the Hüsler–Reiß Pareto distribution pp. 525-550

Zhen Wai Olivier Ho and Clément Dombry

A nonparametric test for block-diagonal covariance structure in high dimension and small samples pp. 551-567

Kai Xu and Xinxin Hao

Robust feature screening for elliptical copula regression model pp. 568-582

Yong He, Liang Zhang, Jiadong Ji and Xinsheng Zhang

Inferential procedures for partially observed functional data pp. 583-603

David Kraus

On second order conditions in the multivariate block maxima and peak over threshold method pp. 604-619

Axel Bücher, Stanislav Volgushev and Nan Zou

The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions pp. 620-639

Johannes T.N. Krebs

Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data pp. 640-655

Niansheng Tang and Wenjun Wang

Quasi-Bayesian estimation of large Gaussian graphical models pp. 656-671

Yves F. Atchadé

Rank reduction for high-dimensional generalized additive models pp. 672-684

Hongmei Lin, Heng Lian and Hua Liang

Quantization and clustering on Riemannian manifolds with an application to air traffic analysis pp. 685-703

Alice Le Brigant and Stéphane Puechmorel

Subsampling (weighted smooth) empirical copula processes pp. 704-723

Ivan Kojadinovic and Kristina Stemikovskaya

Uniformly consistently estimating the proportion of false null hypotheses via Lebesgue–Stieltjes integral equations pp. 724-744

Xiongzhi Chen