Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 172, issue C, 2019

A framework for measuring association of random vectors via collapsed random variables pp. 5-27

Marius Hofert, Wayne Oldford, Avinash Prasad and Mu Zhu

Dependence in a background risk model pp. 28-46

Marie-Pier Côté and Christian Genest

Partially Schur-constant models pp. 47-58

Anna Castañer, M. Mercè Claramunt, Claude Lefèvre and Stéphane Loisel

Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions pp. 59-83

Hélène Cossette, Simon-Pierre Gadoury, Etienne Marceau and Christian Y. Robert

Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition pp. 84-106

Jeffrey Näf, Marc S. Paolella and Paweł Polak

Copula-based dynamic models for multivariate time series pp. 107-121

Bouchra R. Nasri and Bruno N. Rémillard

Model assessment for time series dynamics using copula spectral densities: A graphical tool pp. 122-146

Stefan Birr, Tobias Kley and Stanislav Volgushev

Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients pp. 147-161

Pavel Krupskii and Harry Joe

Geometry of discrete copulas pp. 162-179

Elisa Perrone, Liam Solus and Caroline Uhler

Model selection in sparse high-dimensional vine copula models with an application to portfolio risk pp. 180-192

T. Nagler, C. Bumann and C. Czado

Adjustable network reconstruction with applications to CDS exposures pp. 193-209

Axel Gandy and Luitgard Anna Maria Veraart

Reconstructing the topology of financial networks from degree distributions and reciprocity pp. 210-222

Janina Engel, Andrea Pagano and Matthias Scherer

Volume 171, issue C, 2019

Principal component analysis in an asymmetric norm pp. 1-21

Ngoc M. Tran, Petra Burdejová, Maria Ospienko and Wolfgang K. Härdle

Substationarity for spatial point processes pp. 22-36

Tonglin Zhang and Jorge Mateu

Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data pp. 37-52

Shen Zhang, Peixin Zhao, Gaorong Li and Wangli Xu

Nonparametric estimation of the marginal effect in fixed-effect panel data models pp. 53-67

Yoonseok Lee, Debasri Mukherjee and Aman Ullah

Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models pp. 68-82

Gwangsu Kim and Taeryon Choi

Multivariate discrete distributions via sums and shares pp. 83-93

M.C. Jones and Éric Marchand

A generalized spatial sign covariance matrix pp. 94-111

Jakob Raymaekers and Peter Rousseeuw

Point-wise estimation for anisotropic densities pp. 112-125

Youming Liu and Cong Wu

A novel mixture model using the multivariate normal mean–variance mixture of Birnbaum–Saunders distributions and its application to extrasolar planets pp. 126-138

Mehrdad Naderi, Wen-Liang Hung, Tsung-I Lin and Ahad Jamalizadeh

A copula approach for dependence modeling in multivariate nonparametric time series pp. 139-162

Natalie Neumeyer, Marek Omelka and Šárka Hudecová

Predictor ranking and false discovery proportion control in high-dimensional regression pp. 163-175

X. Jessie Jeng and Xiongzhi Chen

Wild bootstrapping rank-based procedures: Multiple testing in nonparametric factorial repeated measures designs pp. 176-192

Maria Umlauft, Marius Placzek, Frank Konietschke and Markus Pauly

Transformed statistics for tests of conditional independence in J×K×L contingency tables pp. 193-208

Nobuhiro Taneichi, Yuri Sekiya and Jun Toyama

PAC-Bayesian risk bounds for group-analysis sparse regression by exponential weighting pp. 209-233

Tung Duy Luu, Jalal Fadili and Christophe Chesneau

Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage pp. 234-249

Young-Geun Choi, Johan Lim, Anindya Roy and Junyong Park

Graph-based sparse linear discriminant analysis for high-dimensional classification pp. 250-269

Jianyu Liu, Guan Yu and Yufeng Liu

Penalized generalized empirical likelihood in high-dimensional weakly dependent data pp. 270-283

Jia Zhang, Haoming Shi, Lemeng Tian and Fengjun Xiao

Feature screening in ultrahigh-dimensional varying-coefficient Cox model pp. 284-297

Guangren Yang, Ling Zhang, Runze Li and Yuan Huang

Wavelet variance ratio cointegration test and wavestrapping pp. 298-319

Burak Alparslan Eroğlu

Semiparametric regression for measurement error model with heteroscedastic error pp. 320-338

Mengyan Li, Yanyuan Ma and Runze Li

Sufficient dimension reduction and prediction in regression: Asymptotic results pp. 339-349

Liliana Forzani, Daniela Rodriguez, Ezequiel Smucler and Mariela Sued

Simultaneous estimation and variable selection for incomplete event history studies pp. 350-361

Hui Zhao, Dayu Sun, Gang Li and Jianguo Sun

Model robust inference with two-stage maximum likelihood estimation for copulas pp. 362-381

Vinnie Ko and Nils Lid Hjort

Large-sample estimation and inference in multivariate single-index models pp. 382-396

Jingwei Wu, Hanxiang Peng and Wanzhu Tu

Robust maximum Lq-likelihood estimation of joint mean–covariance models for longitudinal data pp. 397-411

Lin Xu, Sijia Xiang and Weixin Yao

High-dimensional testing for proportional covariance matrices pp. 412-420

Koji Tsukuda and Shun Matsuura

Tail densities of skew-elliptical distributions pp. 421-435

Harry Joe and Haijun Li

Harmonic analysis and distribution-free inference for spherical distributions pp. 436-451

S. Rao Jammalamadaka and György H. Terdik

Finite mixture of varying coefficient model: Estimation and component selection pp. 452-474

Mao Ye, Zhao-Hua Lu, Yimei Li and Xinyuan Song

Note of Clarification on ‘Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering’, by Murray, Browne, and McNicholas, J. Multivariate Anal. 161 (2017) 141–156 pp. 475-476

Paula M. Murray, Ryan P. Browne and Paul D. McNicholas

Volume 170, issue C, 2019

Recent advances in functional data analysis and high-dimensional statistics pp. 3-9

Germán Aneiros, Ricardo Cao, Ricardo Fraiman, Christian Genest and Philippe Vieu

Describing the concentration of income populations by functional principal component analysis on Lorenz curves pp. 10-24

Enea G. Bongiorno and Aldo Goia

An RKHS model for variable selection in functional linear regression pp. 25-45

José R. Berrendero, Beatriz Bueno-Larraz and Antonio Cuevas

Robust sieve estimators for functional canonical correlation analysis pp. 46-62

Agustín Alvarez, Graciela Boente and Nadia Kudraszow

Optimal shrinkage estimator for high-dimensional mean vector pp. 63-79

Taras Bodnar, Ostap Okhrin and Nestor Parolya

Local polynomial estimation of regression operators from functional data with correlated errors pp. 80-94

Karim Benhenni, Ali Hajj Hassan and Yingcai Su

Data depth for measurable noisy random functions pp. 95-114

Stanislav Nagy and Frédéric Ferraty

The spatial sign covariance operator: Asymptotic results and applications pp. 115-128

Graciela Boente, Daniela Rodriguez and Mariela Sued

Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors pp. 129-148

Mohamed Chaouch

Multivariate and functional robust fusion methods for structured Big Data pp. 149-161

Catherine Aaron, Alejandro Cholaquidis, Ricardo Fraiman and Badih Ghattas

Multi-aspect local inference for functional data: Analysis of ultrasound tongue profiles pp. 162-185

Alessia Pini, Lorenzo Spreafico, Simone Vantini and Alessandro Vietti

Strongly consistent autoregressive predictors in abstract Banach spaces pp. 186-201

María D. Ruiz-Medina and Javier Álvarez-Liébana

Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data pp. 202-220

Qing Jiang, Marie Hušková, Simos G. Meintanis and Lixing Zhu

Quantifying prediction uncertainty for functional-and-scalar to functional autoregressive models under shape constraints pp. 221-231

Jacopo Rossini and Antonio Canale

High-dimensional functional time series forecasting: An application to age-specific mortality rates pp. 232-243

Yuan Gao, Han Lin Shang and Yanrong Yang

Commuter of operators in a Hilbert space pp. 244-262

Alain Boudou and Sylvie Viguier-Pla

Spatial functional principal component analysis with applications to brain image data pp. 263-274

Yingxing Li, Chen Huang and Wolfgang K. Härdle

Modeling spatially dependent functional data via regression with differential regularization pp. 275-295

Eleonora Arnone, Laura Azzimonti, Fabio Nobile and Laura M. Sangalli

Estimation and testing for partially functional linear errors-in-variables models pp. 296-314

Hanbing Zhu, Riquan Zhang, Zhou Yu, Heng Lian and Yanghui Liu

Inference for sparse and dense functional data with covariate adjustments pp. 315-335

Dominik Liebl