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Editor: de Leeuw, J.
Description: A central medium for the publication of important research in the general area of multivariate analysis, the Journal of Multivariate Analysis presents articles on fundamental theoretical aspects of the field as well as on other aspects concerned with significant applications of new theoretical methods. Although articles addressing univariate analysis are considered for publication, particular attention is given to papers that discuss problems concerned with more than one variable.
Series handle: RePEc:eee:jmvana
ISSN: 0047-259X
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Content
2022, Volume 191, Issue C
- S0047259X22000379 CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions
by Zhang, Yangchun & Hu, Jiang & Li, Weiming
- S0047259X22000380 Closed-form and bias-corrected estimators for the bivariate gamma distribution
by Zhao, Jun & Jang, Yu-Hyeong & Kim, Hyoung-Moon
- S0047259X22000392 Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices
by Wu, Zeyu & Wang, Cheng
- S0047259X22000409 On weighted multivariate sign functions
by Majumdar, Subhabrata & Chatterjee, Snigdhansu
- S0047259X22000422 Online statistical inference for parameters estimation with linear-equality constraints
by Liu, Ruiqi & Yuan, Mingao & Shang, Zuofeng
- S0047259X22000434 Dimension-wise scaled normal mixtures with application to finance and biometry
by Punzo, Antonio & Bagnato, Luca
- S0047259X22000446 Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path
by Surya, Budhi Arta
- S0047259X22000471 t-copula from the viewpoint of tail dependence matrices
by Shyamalkumar, Nariankadu D. & Tao, Siyang
- S0047259X22000495 Fréchet kernel sliced inverse regression
by Dong, Yushen & Wu, Yichao
- S0047259X22000501 On attainability of Kendall’s tau matrices and concordance signatures
by McNeil, Alexander J. & Nešlehová, Johanna G. & Smith, Andrew D.
- S0047259X22000513 Measures of concordance and testing of independence in multivariate structure
by Deng, Wenli & Wang, Jinglong & Zhang, Riquan
- S0047259X22000586 Density ratio model with data-adaptive basis function
by Zhang, Archer Gong & Chen, Jiahua
- S0047259X2200046X Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
by Guney, Yesim & Arslan, Olcay & Yavuz, Fulya Gokalp
2022, Volume 190, Issue C
- S0047259X21001615 Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices
by Bettache, Nayel & Butucea, Cristina & Sorba, Marianne
- S0047259X21001743 Some clustering-based exact distribution-free k-sample tests applicable to high dimension, low sample size data
by Paul, Biplab & De, Shyamal K. & Ghosh, Anil K.
- S0047259X21001792 Generalized empirical likelihood for nonsmooth estimating equations with missing data
by Cui, Li-E & Zhao, Puying & Tang, Niansheng
- S0047259X22000021 Graph-valued regression: Prediction of unlabelled networks in a non-Euclidean graph space
by Calissano, Anna & Feragen, Aasa & Vantini, Simone
- S0047259X22000045 A generative approach to modeling data with quantitative and qualitative responses
by Kang, Xiaoning & Kang, Lulu & Chen, Wei & Deng, Xinwei
- S0047259X22000057 Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution
by Tourani-Farani, Fahimeh & Kazemi, Iraj
- S0047259X22000069 Mixture regression for longitudinal data based on joint mean–covariance model
by Yu, Jing & Nummi, Tapio & Pan, Jianxin
- S0047259X22000070 A generalized Mallows model based on ϕ-divergence measures
by Kateri, Maria & Nikolov, Nikolay I.
- S0047259X22000082 Perturbation theory for cross data matrix-based PCA
by Wang, Shao-Hsuan & Huang, Su-Yun
- S0047259X22000094 Identifiability and estimation of meta-elliptical copula generators
by Derumigny, A. & Fermanian, J.-D.
- S0047259X22000100 Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes
by Vexler, Albert & Zou, Li
- S0047259X22000185 Searching for a source of difference in graphical models
by Djordjilović, Vera & Chiogna, Monica
- S0047259X22000197 Asymptotic properties of high-dimensional spatial median in elliptical distributions with application
by Li, Weiming & Xu, Yangchang
- S0047259X22000203 Minimax and pointwise sequential changepoint detection and identification for general stochastic models
by Pergamenchtchikov, Serguei M. & Tartakovsky, Alexander G. & Spivak, Valentin S.
- S0047259X22000252 Diagonal nonlinear transformations preserve structure in covariance and precision matrices
by Morrison, Rebecca & Baptista, Ricardo & Basor, Estelle
- S0047259X22000264 Inference in functional linear quantile regression
by Li, Meng & Wang, Kehui & Maity, Arnab & Staicu, Ana-Maria
- S0047259X22000276 Quadratic discriminant analysis by projection
by Wu, Ruiyang & Hao, Ning
- S0047259X22000288 Anisotropic spectral cut-off estimation under multiplicative measurement errors
by Brenner Miguel, Sergio
- S0047259X22000306 Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics
by Prendergast, Luke A. & Smith, Jodie A.
- S0047259X22000318 Targeted principal components regression
by Ekvall, Karl Oskar
- S0047259X22000331 Max-linear models in random environment
by Klüppelberg, Claudia & Sönmez, Ercan
- S0047259X22000343 GARCH-type factor model
by Li, Yuanbo & Ng, Chi Tim & Yau, Chun Yip
- S0047259X2200001X A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance
by Liu, Jiamin & Ma, Shuangge & Xu, Wangli & Zhu, Liping
- S0047259X2200029X Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction
by Chen, Canyi & Xu, Wangli & Zhu, Liping
- S0047259X2200032X Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds
by Ciobotaru, Corina & Mazza, Christian
2022, Volume 189, Issue C
- S0047259X21001366 Optimal model averaging for multivariate regression models
by Liao, Jun & Wan, Alan T.K. & He, Shuyuan & Zou, Guohua
- S0047259X21001391 On functional data analysis and related topics
by Aneiros, Germán & Horová, Ivana & Hušková, Marie & Vieu, Philippe
- S0047259X21001421 Robust functional principal component analysis for non-Gaussian longitudinal data
by Zhong, Rou & Liu, Shishi & Li, Haocheng & Zhang, Jingxiao
- S0047259X21001433 Tests for proportionality of matrices with large dimension
by Ahmad, Rauf
- S0047259X21001445 Some first inferential tools for spatial regression with differential regularization
by Ferraccioli, Federico & Sangalli, Laura M. & Finos, Livio
- S0047259X21001469 Data driven orthogonal basis selection for functional data analysis
by Basna, Rani & Nassar, Hiba & Podgórski, Krzysztof
- S0047259X21001470 K-expectiles clustering
by Wang, Bingling & Li, Yingxing & Härdle, Wolfgang Karl
- S0047259X21001482 Tangent functional canonical correlation analysis for densities and shapes, with applications to multimodal imaging data
by Cho, Min Ho & Kurtek, Sebastian & Bharath, Karthik
- S0047259X21001500 Uniform limit theorems for a class of conditional Z-estimators when covariates are functions
by Bouzebda, Salim & Chaouch, Mohamed
- S0047259X21001512 Fourier-type tests of mutual independence between functional time series
by Meintanis, Simos G. & Hušková, Marie & Hlávka, Zdeněk
- S0047259X21001524 Biclustering analysis of functionals via penalized fusion
by Fang, Kuangnan & Chen, Yuanxing & Ma, Shuangge & Zhang, Qingzhao
- S0047259X21001536 Principal components analysis and cyclostationarity
by Boudou, Alain & Viguier-Pla, Sylvie
- S0047259X21001548 Optimal Bayesian smoothing of functional observations over a large graph
by Roy, Arkaprava & Ghosal, Subhashis
- S0047259X21001561 Functional ANOVA based on empirical characteristic functionals
by Hlávka, Zdeněk & Hlubinka, Daniel & Koňasová, Kateřina
- S0047259X21001573 Conformal prediction bands for multivariate functional data
by Diquigiovanni, Jacopo & Fontana, Matteo & Vantini, Simone
- S0047259X21001585 Integrated shape-sensitive functional metrics
by Helander, Sami & Laketa, Petra & Ilmonen, Pauliina & Nagy, Stanislav & Van Bever, Germain & Viitasaari, Lauri
- S0047259X21001597 Financial Risk Meter FRM based on Expectiles
by Ren, Rui & Lu, Meng-Jou & Li, Yingxing & Härdle, Wolfgang Karl
- S0047259X21001603 Smoothly adaptively centered ridge estimator
by Belli, Edoardo
- S0047259X21001627 Resolvent estimators for functional autoregressive processes with random coefficients
by Boukhiar, Souad & Mourid, Tahar
- S0047259X21001639 Anomaly detection: A functional analysis perspective
by Castrillón-Candás, Julio E. & Kon, Mark
- S0047259X21001640 Consistently recovering the signal from noisy functional data
by Hörmann, Siegfried & Jammoul, Fatima
- S0047259X21001652 Extremal dependence measure for functional data
by Kim, Mihyun & Kokoszka, Piotr
- S0047259X21001664 Analysis of multivariate non-gaussian functional data: A semiparametric latent process approach
by Jiang, Jiakun & Lin, Huazhen & Zhong, Qingzhi & Li, Yi
- S0047259X21001676 Testing equality of spectral density operators for functional processes
by Leucht, Anne & Paparoditis, Efstathios & Rademacher, Daniel & Sapatinas, Theofanis
- S0047259X21001688 On projection methods for functional time series forecasting
by Elías, Antonio & Jiménez, Raúl & Shang, Han Lin
- S0047259X21001706 Monitoring procedures for strict stationarity based on the multivariate characteristic function
by Lee, Sangyeol & Meintanis, Simos G. & Pretorius, Charl
- S0047259X21001718 Inference for spatial regression models with functional response using a permutational approach
by Římalová, Veronika & Fišerová, Eva & Menafoglio, Alessandra & Pini, Alessia
- S0047259X21001731 Framelet block thresholding estimator for sparse functional data
by Chen, Di-Rong & Cheng, Kun & Liu, Chao
- S0047259X21001810 Design-free estimation of integrated covariance matrices for high-frequency data
by Liu, Cheng & Wang, Moming & Xia, Ningning
- S0047259X21001822 Measuring dependence between random vectors via optimal transport
by Mordant, Gilles & Segers, Johan
- S0047259X21001901 On linearization of nonparametric deconvolution estimators for repeated measurements model
by Kurisu, Daisuke & Otsu, Taisuke
- S0047259X21001913 A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications
by Ouimet, Frédéric
- S0047259X21001925 Level set and density estimation on manifolds
by Cholaquidis, Alejandro & Fraiman, Ricardo & Moreno, Leonardo
- S0047259X21002001 Reproducible learning in large-scale graphical models
by Zhou, Jia & Li, Yang & Zheng, Zemin & Li, Daoji
- S0047259X21002037 Consistency of the objective general index in high-dimensional settings
by Bando, Takuma & Sei, Tomonari & Yata, Kazuyoshi
- S0047259X21002049 Latent Gaussian copula models for longitudinal binary data
by Peng, Cheng & Yang, Yihe & Zhou, Jie & Pan, Jianxin
- S0047259X21002050 Spatial rank-based high-dimensional change point detection via random integration
by Shu, Lei & Chen, Yu & Zhang, Weiping & Wang, Xueqin
- S0047259X21002062 Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution
by Galarza, Christian E. & Matos, Larissa A. & Castro, Luis M. & Lachos, Victor H.
- S0047259X22000033 Unifying compactly supported and Matérn covariance functions in spatial statistics
by Bevilacqua, Moreno & Caamaño-Carrillo, Christian & Porcu, Emilio
- S0047259X2100141X Feature extraction for functional time series: Theory and application to NIR spectroscopy data
by Yang, Yang & Yang, Yanrong & Shang, Han Lin
- S0047259X2100155X Change point analysis of covariance functions: A weighted cumulative sum approach
by Horváth, Lajos & Rice, Gregory & Zhao, Yuqian
- S0047259X2100169X The correction term in a small-ball probability factorization for random curves
by Aubin, Jean-Baptiste & Bongiorno, Enea G. & Goia, Aldo
- S0047259X2100172X Invariant tests for functional data with application to an earthquake impact study
by Huang, Wei-Hsueh & Huang, Li-Shan & Yang, Cheng-Tao
2022, Volume 188, Issue C
- S0047259X21000798 Conditional specification of statistical models: Classical models, new developments and challenges
by Arnold, Barry C. & Sarabia, José María
- S0047259X21000841 From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas
by Li, Yehua & Qiu, Yumou & Xu, Yuhang
- S0047259X21000889 Some aspects of non-standard multivariate analysis
by Battey, H.S. & Cox, D.R.
- S0047259X21000890 Duality for real and multivariate exponential families
by Letac, Gérard
- S0047259X21000907 A slice of multivariate dimension reduction
by Cook, R. Dennis
- S0047259X21000919 An overview of tests on high-dimensional means
by Huang, Yuan & Li, Changcheng & Li, Runze & Yang, Songshan
- S0047259X21000920 Notes on the prehistory of principal components analysis
by Farebrother, Richard W.
- S0047259X21000968 Independence tests in the presence of measurement errors: An invariance law
by Fan, Jinlin & Zhang, Yaowu & Zhu, Liping
- S0047259X21000981 A 50-year personal journey through time with principal component analysis
by Jolliffe, Ian
- S0047259X21000993 Some aspects of response variable selection and estimation in multivariate linear regression
by Hu, Jianhua & Liu, Xiaoqian & Liu, Xu & Xia, Ningning
- S0047259X21001020 Multivariate normality test based on kurtosis with two-step monotone missing data
by Kurita, Eri & Seo, Takashi
- S0047259X21001044 Recent advances in shrinkage-based high-dimensional inference
by Bodnar, Olha & Bodnar, Taras & Parolya, Nestor
- S0047259X21001068 A tribute to P.R. Krishnaiah
by Bai, Zhidong & Silverstein, Jack W.
- S0047259X21001081 Asymptotic and bootstrap tests for subspace dimension
by Nordhausen, Klaus & Oja, Hannu & Tyler, David E.
- S0047259X21001093 On distance-type Gaussian estimation
by Castilla, Elena & Zografos, Konstantinos
- S0047259X21001111 High dimensional change point inference: Recent developments and extensions
by Liu, Bin & Zhang, Xinsheng & Liu, Yufeng
- S0047259X21001147 High-dimensional linear discriminant analysis using nonparametric methods
by Park, Hoyoung & Baek, Seungchul & Park, Junyong
- S0047259X21001226 On the usage of joint diagonalization in multivariate statistics
by Nordhausen, Klaus & Ruiz-Gazen, Anne
- S0047259X21001251 Recent advances on eigenvalues of matrix-valued stochastic processes
by Song, Jian & Yao, Jianfeng & Yuan, Wangjun
- S0047259X21001275 Matrix differential calculus with applications in the multivariate linear model and its diagnostics
by Liu, Shuangzhe & Leiva, Víctor & Zhuang, Dan & Ma, Tiefeng & Figueroa-Zúñiga, Jorge I.
- S0047259X21001287 Geometric classifiers for high-dimensional noisy data
by Ishii, Aki & Yata, Kazuyoshi & Aoshima, Makoto
- S0047259X21001299 An overview on the progeny of the skew-normal family— A personal perspective
by Azzalini, Adelchi
- S0047259X21001305 Advanced topics in Sliced Inverse Regression
by Girard, Stéphane & Lorenzo, Hadrien & Saracco, Jérôme
- S0047259X21001317 An overview of skew distributions in model-based clustering
by Lee, Sharon X. & McLachlan, Geoffrey J.
- S0047259X21001329 On simultaneous best linear unbiased prediction of future order statistics and associated properties
by Balakrishnan, Narayanaswamy & Bhattacharya, Ritwik
- S0047259X21001330 Recent developments in high-dimensional inference for multivariate data: Parametric, semiparametric and nonparametric approaches
by Harrar, Solomon W. & Kong, Xiaoli
- S0047259X21001408 Principal component analysis and clustering on manifolds
by Mardia, Kanti V. & Wiechers, Henrik & Eltzner, Benjamin & Huckemann, Stephan F.
- S0047259X21001494 Variable selection in functional regression models: A review
by Aneiros, Germán & Novo, Silvia & Vieu, Philippe
- S0047259X21001755 A short history of statistical association: From correlation to correspondence analysis to copulas
by Cuadras, Carles M. & Greenacre, Michael
- S0047259X21001779 Growth curve mixture models with unknown covariance structures
by Pan, Yating & Fei, Yu & Ni, Mingming & Nummi, Tapio & Pan, Jianxin
- S0047259X21001780 Spectral PCA for MANOVA and data over binary trees
by Speed, Terence P. & Hicks, Damien G.
- S0047259X2100083X Statistical analysis of multivariate discrete-valued time series
by Fokianos, Konstantinos & Fried, Roland & Kharin, Yuriy & Voloshko, Valeriy
- S0047259X2100097X The volume-of-tube method for Gaussian random fields with inhomogeneous variance
by Kuriki, Satoshi & Takemura, Akimichi & Taylor, Jonathan E.
- S0047259X2100107X Three kinds of discrete approximations of statistical multivariate distributions and their applications
by Yang, Jun & He, Ping & Fang, Kai-Tai
- S0047259X2100124X Robust density power divergence based tests in multivariate analysis: A comparative overview of different approaches
by Basu, Ayanendranath & Chakraborty, Soumya & Ghosh, Abhik & Pardo, Leandro
- S0047259X2100138X High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis
by Fujikoshi, Yasunori
2022, Volume 187, Issue C
- S0047259X21000865 Hierarchical Aitchison–Silvey models for incomplete binary sample spaces
by Klimova, Anna & Rudas, Tamás
- S0047259X21000944 Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: A normal reference L2-norm based test
by Zhang, Jin-Ting & Zhou, Bu & Guo, Jia
- S0047259X21001019 Nonparametric spectral methods for multivariate spatial and spatial–temporal data
by Guinness, Joseph
- S0047259X21001032 Cotrending: Testing for common deterministic trends in varying means model
by Düker, Marie-Christine & Pipiras, Vladas & Sundararajan, Raanju
- S0047259X21001056 Consistent estimation of a joint model for multivariate longitudinal and survival data with latent variables
by Kang, Kai & Song, Xinyuan
- S0047259X21001123 Multivariate elliptical-based Birnbaum–Saunders kernel density estimation for nonnegative data
by Kakizawa, Yoshihide
- S0047259X21001135 Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors
by Zhang, Ruoyang & Ghosh, Malay
- S0047259X21001263 Permutation test for the multivariate coefficient of variation in factorial designs
by Ditzhaus, Marc & Smaga, Łukasz
- S0047259X21001342 A robust linear mixed-effects model for longitudinal data using an innovative multivariate skew-Huber distribution
by Mohammadi, Raziyeh & Kazemi, Iraj
- S0047259X21001354 Change-point problems for multivariate time series using pseudo-observations
by Nasri, Bouchra R. & Rémillard, Bruno N. & Bahraoui, Tarik
- S0047259X21001457 Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables
by Xiong, Wei & Wang, Dehui & Deng, Dianliang & Wang, Xinyang & Zhang, Wanying
- S0047259X21001767 Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis
by Jia, Shengji & Zhang, Chunming & Lu, Haoran
- S0047259X2100110X Asymptotic properties of Dirichlet kernel density estimators
by Ouimet, Frédéric & Tolosana-Delgado, Raimon
2021, Volume 186, Issue C
- S0047259X21000610 Sequential estimation of Spearman rank correlation using Hermite series estimators
by Stephanou, Michael & Varughese, Melvin
- S0047259X21000634 Block-band behavior of spatial correlations: An analytical asymptotic study in a spatial exponential family data setup
by Sutradhar, Brajendra C.
- S0047259X21000646 A semiparametric latent factor model for large scale temporal data with heteroscedasticity
by Zhang, Lyuou & Zhou, Wen & Wang, Haonan
- S0047259X21000713 On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables
by Wei, Zheng & Kim, Daeyoung
- S0047259X21000725 On shrinkage estimation of a spherically symmetric distribution for balanced loss functions
by Hobbad, Lahoucine & Marchand, Éric & Ouassou, Idir
- S0047259X21000737 Estimation of canonical correlation directions: From Gaussian to sub-Gaussian population
by Liu, Youming & Ren, Chunguang
- S0047259X21000749 Shrinkage estimation of large covariance matrices: Keep it simple, statistician?
by Ledoit, Olivier & Wolf, Michael
- S0047259X21000750 Test for high-dimensional mean vector under missing observations
by Yin, Yanqing
- S0047259X21000762 Ordinal pattern dependence as a multivariate dependence measure
by Betken, Annika & Dehling, Herold & Nüßgen, Ines & Schnurr, Alexander
- S0047259X21000774 Simple construction of a toroidal distribution from independent circular distributions
by Imoto, Tomoaki & Abe, Toshihiro
- S0047259X21000786 Kernel variable selection for multicategory support vector machines
by Park, Beomjin & Park, Changyi
- S0047259X21000804 Functional, randomized and smoothed multivariate quantile regions
by Faugeras, Olivier P. & Rüschendorf, Ludger
- S0047259X21000816 Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction
by Denuit, Michel & Robert, Christian Y.
- S0047259X21000828 Omnibus test for covariate effects in conditional copula models
by Gijbels, Irène & Omelka, Marek & Veraverbeke, Noël
- S0047259X21000853 Variable importance assessments and backward variable selection for multi-sample problems
by Peng, Liuhua & Qu, Long & Nettleton, Dan
- S0047259X21000877 Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
by Loperfido, Nicola
- S0047259X21000932 A Szekely–Rizzo inequality for testing general copula homogeneity hypotheses
by Quessy, Jean-François
- S0047259X21000956 Analysis of dependent data aggregated into intervals
by Samadi, S. Yaser & Billard, Lynne
- S0047259X21001007 Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components
by Tsukuda, Koji & Matsuura, Shun
2021, Volume 185, Issue C
- S0047259X21000415 Bayesian multivariate quantile regression using Dependent Dirichlet Process prior
by Bhattacharya, Indrabati & Ghosal, Subhashis
- S0047259X21000427 Locally isometric embeddings of quotients of the rotation group modulo finite symmetries
by Hielscher, Ralf & Lippert, Laura
- S0047259X21000439 Adaptive function-on-scalar regression with a smoothing elastic net
by Mirshani, Ardalan & Reimherr, Matthew
- S0047259X21000440 Exact variance formula for the estimated mean outcome with external intervention based on the front-door criterion in Gaussian linear structural equation models
by Nanmo, Hisayoshi & Kuroki, Manabu
- S0047259X21000452 Simultaneous inference for Kendall’s tau
by Nowak, Claus P. & Konietschke, Frank
- S0047259X21000464 Kernel density estimation for partial linear multivariate responses models
by Zhang, Jun & Lin, Bingqing & Zhou, Yan
- S0047259X21000476 Fast implementation of partial least squares for function-on-function regression
by Zhou, Zhiyang
- S0047259X21000543 Dependence structure estimation using Copula Recursive Trees
by Laverny, Oskar & Masiello, Esterina & Maume-Deschamps, Véronique & Rullière, Didier
- S0047259X21000555 Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies
by Kharin, Yuriy & Voloshko, Valeriy
- S0047259X21000567 Testing the equality of a large number of means of functional data
by Jiménez-Gamero, M. Dolores & Franco-Pereira, Alba M.
- S0047259X21000579 Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings
by Nakayama, Yugo & Yata, Kazuyoshi & Aoshima, Makoto
- S0047259X21000580 A formulation for continuous mixtures of multivariate normal distributions
by Arellano-Valle, Reinaldo B. & Azzalini, Adelchi
- S0047259X21000592 Eigenvector-based sparse canonical correlation analysis: Fast computation for estimation of multiple canonical vectors
by Wang, Wenjia & Zhou, Yi-Hui
- S0047259X21000609 ℓ2,0-norm based selection and estimation for multivariate generalized linear models
by Chen, Yang & Luo, Ziyan & Kong, Lingchen
- S0047259X21000622 Asymptotic properties of Bernstein estimators on the simplex
by Ouimet, Frédéric
2021, Volume 184, Issue C
- S0047259X21000105 Depth-based classification for relational data with multiple attributes
by Zhang, Xu & Tian, Yahui & Guan, Guoyu & Gel, Yulia R.
- S0047259X21000129 Projection theorems and estimating equations for power-law models
by Gayen, Atin & Kumar, M. Ashok
- S0047259X21000142 A geometric investigation into the tail dependence of vine copulas
by Simpson, Emma S. & Wadsworth, Jennifer L. & Tawn, Jonathan A.
- S0047259X21000154 Heckman selection-t model: Parameter estimation via the EM-algorithm
by Lachos, Victor H. & Prates, Marcos O. & Dey, Dipak K.
- S0047259X21000166 A topologically valid construction of depth for functional data
by Nieto-Reyes, Alicia & Battey, Heather
- S0047259X21000178 Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix
by Yang, Yihe & Zhou, Jie & Pan, Jianxin
- S0047259X21000191 A new general class of RC association models: Estimation and main properties
by Forcina, Antonio & Kateri, Maria
- S0047259X21000208 Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes
by Xie, Junshan & Zeng, Yicheng & Zhu, Lixing
- S0047259X21000312 Minimum Average Variance Estimation with group Lasso for the multivariate response Central Mean Subspace
by Zhang, Hong-Fan
- S0047259X21000324 Principal loading analysis
by Bauer, Jan O. & Drabant, Bernhard
- S0047259X21000336 On classification with nonignorable missing data
by Mojirsheibani, Majid
- S0047259X21000348 Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings
by Nakagawa, Tomoyuki & Watanabe, Hiroki & Hyodo, Masashi
- S0047259X21000361 Semi-parametric estimation of multivariate extreme expectiles
by Beck, Nicholas & Di Bernardino, Elena & Mailhot, Mélina
- S0047259X21000373 Inference in high dimensional linear measurement error models
by Li, Mengyan & Li, Runze & Ma, Yanyuan
- S0047259X21000385 Stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant
by Mai, Jan-Frederik & Wang, Ruodu
- S0047259X21000397 On the asymptotic normality and efficiency of Kronecker envelope principal component analysis
by Huang, Shih-Hao & Huang, Su-Yun
- S0047259X21000403 A high dimensional nonparametric test for proportional covariance matrices
by Xu, Kai & Tian, Yan & He, Daojiang
- S0047259X2100018X An association test for functional data based on Kendall’s Tau
by Jadhav, Sneha & Ma, Shuangge
- S0047259X2100021X Distance-based tests for planar shape
by Valdevino Félix de Lima, Wenia & David Costa do Nascimento, Abraão & José Amorim do Amaral, Getúlio
- S0047259X2100035X Expectile depth: Theory and computation for bivariate datasets
by Cascos, Ignacio & Ochoa, Maicol
2021, Volume 183, Issue C
- S0047259X20302918 Estimating and forecasting dynamic correlation matrices: A nonlinear common factor approach
by Zhang, Yongli & Rolling, Craig & Yang, Yuhong
- S0047259X20302943 Subspace rotations for high-dimensional outlier detection
by Chung, Hee Cheol & Ahn, Jeongyoun
- S0047259X20302955 Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix
by Shimizu, Koki & Hashiguchi, Hiroki
- S0047259X20302967 Canonical correlation analysis for elliptical copulas
by Langworthy, Benjamin W. & Stephens, Rebecca L. & Gilmore, John H. & Fine, Jason P.
- S0047259X20302979 Joint mean–covariance estimation via the horseshoe
by Li, Yunfan & Datta, Jyotishka & Craig, Bruce A. & Bhadra, Anindya
- S0047259X21000051 Reconstruction of atomic measures from their halfspace depth
by Laketa, Petra & Nagy, Stanislav
- S0047259X21000063 Compound vectors of subordinators and their associated positive Lévy copulas
by Riva-Palacio, Alan & Leisen, Fabrizio
- S0047259X21000075 A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation
by Ogasawara, Haruhiko
- S0047259X21000087 Asymptotic properties on high-dimensional multivariate regression M-estimation
by Ding, Hao & Qin, Shanshan & Wu, Yuehua & Wu, Yaohua
- S0047259X21000099 Generalized Schott type tests for complete independence in high dimensions
by He, Daojiang & Liu, Huanyu & Xu, Kai & Cao, Mingxiang
- S0047259X21000117 Variable selection for partially linear models via Bayesian subset modeling with diffusing prior
by Wang, Jia & Cai, Xizhen & Li, Runze
- S0047259X21000130 Semiparametric method and theory for continuously indexed spatio-temporal processes
by Liu, Jialuo & Chu, Tingjin & Zhu, Jun & Wang, Haonan
- S0047259X2100004X Shrinkage estimation with singular priors and an application to small area estimation
by Nakada, Ryumei & Kubokawa, Tatsuya & Ghosh, Malay & Karmakar, Sayar
2021, Volume 182, Issue C
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