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Journal of Multivariate Analysis

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Editor: de Leeuw, J.
Series handle: RePEc:eee:jmvana
ISSN: 0047-259X

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Content

2018, Volume 167, Issue C

1-14 Local and global temporal correlations for longitudinal data
by Zhou, Yang & Lin, Shu-Chin & Wang, Jane-Ling
15-30 Modeling spatial anisotropy via regression with partial differential regularization
by Bernardi, Mara S. & Carey, Michelle & Ramsay, James O. & Sangalli, Laura M.
31-48 An expectation–maximization algorithm for the matrix normal distribution with an application in remote sensing
by Glanz, Hunter & Carvalho, Luis
49-59 Small area estimation with multiple covariates measured with errors: A nested error linear regression approach of combining multiple surveys
by Datta, Gauri S. & Torabi, Mahmoud & Rao, J.N.K. & Liu, Benmei
60-78 Robust variable selection of joint frailty model for panel count data
by Wang, Weiwei & Wu, Xianyi & Zhao, Xiaobing & Zhou, Xian
79-96 On the sign consistency of the Lasso for the high-dimensional Cox model
by Lv, Shaogao & You, Mengying & Lin, Huazhen & Lian, Heng & Huang, Jian
97-113 Cone distribution functions and quantiles for multivariate random variables
by Hamel, Andreas H. & Kostner, Daniel
114-135 Inference for asymptotically independent samples of extremes
by Guillou, Armelle & Padoan, Simone A. & Rizzelli, Stefano
136-156 The joint distribution of the sum and maximum of dependent Pareto risks
by Arendarczyk, Marek & Kozubowski, Tomasz. J. & Panorska, Anna K.
157-170 High-dimensional multivariate posterior consistency under global–local shrinkage priors
by Bai, Ray & Ghosh, Malay
171-180 Simulating conditionally specified models
by Kuo, Kun-Lin & Wang, Yuchung J.
181-194 On model-based clustering of skewed matrix data
by Melnykov, Volodymyr & Zhu, Xuwen
195-211 Hierarchical Archimax copulas
by Hofert, Marius & Huser, Raphaël & Prasad, Avinash
212-224 Robust inference for seemingly unrelated regression models
by Peremans, Kris & Van Aelst, Stefan
225-249 On two-sample mean tests under spiked covariances
by Wang, Rui & Xu, Xingzhong
250-268 Multidimensional multiple group IRT models with skew normal latent trait distributions
by Padilla, Juan L. & Azevedo, Caio L.N. & Lachos, Victor H.
269-283 A U-classifier for high-dimensional data under non-normality
by Rauf Ahmad, M. & Pavlenko, Tatjana
284-305 Hotelling’s T2 in separable Hilbert spaces
by Pini, Alessia & Stamm, Aymeric & Vantini, Simone
306-318 Equivalence and orthogonality of Gaussian measures on spheres
by Arafat, Ahmed & Porcu, Emilio & Bevilacqua, Moreno & Mateu, Jorge
319-330 A model selection approach for multiple sequence segmentation and dimensionality reduction
by Castro, Bruno M. & Lemes, Renan B. & Cesar, Jonatas & Hünemeier, Tábita & Leonardi, Florencia
331-346 Probabilistic partial least squares model: Identifiability, estimation and application
by el Bouhaddani, Said & Uh, Hae-Won & Hayward, Caroline & Jongbloed, Geurt & Houwing-Duistermaat, Jeanine
347-365 On the length of copula level curves
by Coblenz, Maximilian & Grothe, Oliver & Schreyer, Manuela & Trutschnig, Wolfgang
366-377 On dual model-free variable selection with two groups of variables
by Alothman, Ahmad & Dong, Yuexiao & Artemiou, Andreas
378-394 Leveraging mixed and incomplete outcomes via reduced-rank modeling
by Luo, Chongliang & Liang, Jian & Li, Gen & Wang, Fei & Zhang, Changshui & Dey, Dipak K. & Chen, Kun
395-417 Locally robust methods and near-parametric asymptotics
by Penev, Spiridon & Naito, Kanta
418-434 Variable selection for partially linear models via partial correlation
by Liu, Jingyuan & Lou, Lejia & Li, Runze
435-452 Asymptotic performance of PCA for high-dimensional heteroscedastic data
by Hong, David & Balzano, Laura & Fessler, Jeffrey A.

2018, Volume 166, Issue C

1-16 Integrative sparse principal component analysis
by Fang, Kuangnan & Fan, Xinyan & Zhang, Qingzhao & Ma, Shuangge
17-31 Efficient test-based variable selection for high-dimensional linear models
by Gong, Siliang & Zhang, Kai & Liu, Yufeng
32-49 On masking and swamping robustness of leading nonparametric outlier identifiers for multivariate data
by Wang, Shanshan & Serfling, Robert
50-61 Extreme-value copulas associated with the expected scaled maximum of independent random variables
by Mai, Jan-Frederik
62-77 Analysis of ordinal longitudinal data under nonignorable missingness and misreporting: An application to Alzheimer’s disease study
by Rana, Subrata & Roy, Surupa & Das, Kalyan
78-97 Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
by Perrot-Dockès, Marie & Lévy-Leduc, Céline & Sansonnet, Laure & Chiquet, Julien
98-110 Scale and shape mixtures of multivariate skew-normal distributions
by Arellano-Valle, Reinaldo B. & Ferreira, Clécio S. & Genton, Marc G.
111-128 Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution
by Jana, Sayantee & Balakrishnan, Narayanaswamy & Hamid, Jemila S.
129-149 Spatial modeling of rainfall accumulated over short periods of time
by De Oliveira, Victor & Wang, Binbin & Slud, Eric V.
150-159 Strictly positive definite multivariate covariance functions on spheres
by Guella, Jean Carlo & Menegatto, Valdir Antonio & Porcu, Emilio
160-181 On the weak convergence of the empirical conditional copula under a simplifying assumption
by Portier, François & Segers, Johan
182-197 Semiparametric inference on the means of multiple nonnegative distributions with excess zero observations
by Wang, Chunlin & Marriott, Paul & Li, Pengfei
198-211 Higher-order asymptotic theory of shrinkage estimation for general statistical models
by Shiraishi, Hiroshi & Taniguchi, Masanobu & Yamashita, Takashi
212-224 Efron’s monotonicity property for measures on R2
by Saumard, Adrien & Wellner, Jon A.
225-240 Semiparametric Bayesian analysis of transformation linear mixed models
by Tang, Niansheng & Wu, Ying & Chen, Dan
241-265 Angle-based joint and individual variation explained
by Feng, Qing & Jiang, Meilei & Hannig, Jan & Marron, J.S.
266-281 Weak convergence of the weighted empirical beta copula process
by Berghaus, Betina & Segers, Johan
282-299 Adaptively weighted large-margin angle-based classifiers
by Fu, Sheng & Zhang, Sanguo & Liu, Yufeng
300-319 Nonparametric density estimation for spatial data with wavelets
by Krebs, Johannes T.N.
320-334 Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix
by He, Yinqiu & Xu, Gongjun
335-345 Trace-class Monte Carlo Markov chains for Bayesian multivariate linear regression with non-Gaussian errors
by Qin, Qian & Hobert, James P.

2018, Volume 165, Issue C

1-13 Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
by Zhang, Shucong & Zhou, Yong
14-26 The joint projected normal and skew-normal: A distribution for poly-cylindrical data
by Mastrantonio, Gianluca
27-55 Single-index copulas
by Fermanian, Jean-David & Lopez, Olivier
56-72 Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes
by Zhou, Yuzhen & Xiao, Yimin
73-85 Statistics of ambiguous rotations
by Arnold, R. & Jupp, P.E. & Schaeben, H.
86-100 A general algorithm for covariance modeling of discrete data
by Popovic, Gordana C. & Hui, Francis K.C. & Warton, David I.
101-116 Testing for serial correlation in hierarchical linear models
by Alejo, Javier & Montes-Rojas, Gabriel & Sosa-Escudero, Walter
117-131 Multivariate generalized Pareto distributions: Parametrizations, representations, and properties
by Rootzén, Holger & Segers, Johan & Wadsworth, Jennifer L.
132-142 On the domain of attraction of a Tracy–Widom law with applications to testing multiple largest roots
by Chételat, Didier & Narayanan, Rajendran & Wells, Martin T.
143-165 Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices
by Brault, Vincent & Ouadah, Sarah & Sansonnet, Laure & Lévy-Leduc, Céline
166-179 MATS: Inference for potentially singular and heteroscedastic MANOVA
by Friedrich, Sarah & Pauly, Markus
180-193 Fisher dispersion index for multivariate count distributions: A review and a new proposal
by Kokonendji, Célestin C. & Puig, Pedro
194-215 Risk contagion under regular variation and asymptotic tail independence
by Das, Bikramjit & Fasen-Hartmann, Vicky
216-230 Identification problem of transition models for repeated measurement data with nonignorable missing values
by Morikawa, Kosuke & Kano, Yutaka
231-242 Multivariate goodness-of-fit on flat and curved spaces via nearest neighbor distances
by Ebner, Bruno & Henze, Norbert & Yukich, Joseph E.
243-261 Generalized ridge estimator and model selection criteria in multivariate linear regression
by Mori, Yuichi & Suzuki, Taiji
262-269 Minimax linear estimation at a boundary point
by Gao, Wayne Yuan
270-278 Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method
by Hashiguchi, Hiroki & Takayama, Nobuki & Takemura, Akimichi
279-295 Simultaneous inference for the mean of repeated functional data
by Cao, Guanqun & Wang, Li

2018, Volume 164, Issue C

1-21 Local conditional and marginal approach to parameter estimation in discrete graphical models
by Massam, Hélène & Wang, Nanwei
22-39 Asymptotic normality of quadratic forms with random vectors of increasing dimension
by Peng, Hanxiang & Schick, Anton
40-53 On the joint tail behavior of randomly weighted sums of heavy-tailed random variables
by Li, Jinzhu
54-64 Quantile regression for additive coefficient models in high dimensions
by Fan, Zengyan & Lian, Heng
65-82 Bayesian hierarchical robust factor analysis models for partially observed sample-selection data
by Kim, Hea-Jung

2018, Volume 163, Issue C

1-14 Inverse regression approach to robust nonlinear high-to-low dimensional mapping
by Perthame, Emeline & Forbes, Florence & Deleforge, Antoine
15-36 PCA-based estimation for functional linear regression with functional responses
by Imaizumi, Masaaki & Kato, Kengo
37-50 Functional envelope for model-free sufficient dimension reduction
by Zhang, Xin & Wang, Chong & Wu, Yichao
51-66 Function-on-function regression with thousands of predictive curves
by Qi, Xin & Luo, Ruiyan
67-79 Local half-region depth for functional data
by Agostinelli, Claudio
80-95 Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler–Reiß distribution
by Krupskii, Pavel & Joe, Harry & Lee, David & Genton, Marc G.
96-110 The Laplace transform (dets)−pexptr(s−1w) and the existence of non-central Wishart distributions
by Letac, Gérard & Massam, Hélène

2017, Volume 161, Issue C

1-11 SURE estimates under dependence and heteroscedasticity
by Kong, Xinbing & Liu, Zhi & Zhao, Peng & Zhou, Wang
12-31 Sparse representation of multivariate extremes with applications to anomaly detection
by Goix, Nicolas & Sabourin, Anne & Clémençon, Stephan
32-57 Multivariate intensity estimation via hyperbolic wavelet selection
by Akakpo, Nathalie
58-67 Estimation and incommutativity in mixed models
by Ferreira, Dário & Ferreira, Sandra & Nunes, Célia & Fonseca, Miguel & Silva, Adilson & Mexia, João T.
68-82 A class of functional partially linear single-index models
by Ding, Hui & Liu, Yanghui & Xu, Wenchao & Zhang, Riquan
83-95 Some high-dimensional one-sample tests based on functions of interpoint distances
by Saha, Enakshi & Sarkar, Soham & Ghosh, Anil K.
96-102 Vector quantile regression beyond the specified case
by Carlier, Guillaume & Chernozhukov, Victor & Galichon, Alfred
103-122 Variable selection and structure identification for varying coefficient Cox models
by Honda, Toshio & Yabe, Ryota
123-140 Assessing skewness, kurtosis and normality in linear mixed models
by Soberón, Alexandra & Stute, Winfried
141-156 Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering
by Murray, Paula M. & Browne, Ryan P. & McNicholas, Paul D.
157-171 Automated learning of t factor analysis models with complete and incomplete data
by Wang, Wan-Lun & Castro, Luis M. & Lin, Tsung-I
172-190 Robust sparse Gaussian graphical modeling
by Hirose, Kei & Fujisawa, Hironori & Sese, Jun
191-212 Feature screening in large scale cluster analysis
by Banerjee, Trambak & Mukherjee, Gourab & Radchenko, Peter

2017, Volume 160, Issue C

1-9 Extremal properties of order statistic distributions for dependent samples with partially known multidimensional marginals
by Okolewski, Andrzej
10-30 Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
by Colling, Benjamin & Van Keilegom, Ingrid
31-41 On stochastic comparisons of maximum order statistics from the location-scale family of distributions
by Hazra, Nil Kamal & Kuiti, Mithu Rani & Finkelstein, Maxim & Nanda, Asok K.
42-67 Cross-validation estimation of covariance parameters under fixed-domain asymptotics
by Bachoc, François & Lagnoux, Agnès & Nguyen, Thi Mong Ngoc
68-92 Extremal attractors of Liouville copulas
by Belzile, Léo R. & Nešlehová, Johanna G.
93-104 Nonparametric estimation of a function from noiseless observations at random points
by Bauer, Benedikt & Devroye, Luc & Kohler, Michael & Krzyżak, Adam & Walk, Harro
105-116 Model specification test in a semiparametric regression model for longitudinal data
by Cho, Hyunkeun & Kim, Seonjin
117-133 A new test of independence for bivariate observations
by Bagkavos, D. & Patil, P.N.
134-145 Robust inference in a linear functional model with replications using the t distribution
by Galea, Manuel & de Castro, Mário
146-156 On optimal grouping and stochastic comparisons for heterogeneous items
by Hazra, Nil Kamal & Finkelstein, Maxim & Cha, Ji Hwan
157-168 Convergence rate of Bayesian supervised tensor modeling with multiway shrinkage priors
by Guhaniyogi, Rajarshi
169-184 Optimal detection of weak positive latent dependence between two sequences of multiple tests
by Zhao, Sihai Dave & Cai, T. Tony & Li, Hongzhe
185-194 Symmetric Gaussian mixture distributions with GGC scales
by Fotopoulos, Stergios B.

2017, Volume 159, Issue C

1-17 Quantile predictions for elliptical random fields
by Maume-Deschamps, V. & Rullière, D. & Usseglio-Carleve, A.
18-38 Likelihood ratio test for partial sphericity in high and ultra-high dimensions
by Forzani, Liliana & Gieco, Antonella & Tolmasky, Carlos
39-48 Smooth copula-based estimation of the conditional density function with a single covariate
by Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël
49-66 Non-linear models for extremal dependence
by Mhalla, Linda & Chavez-Demoulin, Valérie & Naveau, Philippe
67-81 Skew-rotationally-symmetric distributions and related efficient inferential procedures
by Ley, Christophe & Verdebout, Thomas
82-110 Asymptotic behavior of the empirical multilinear copula process under broad conditions
by Genest, Christian & Nešlehová, Johanna G. & Rémillard, Bruno
111-133 Score tests for covariate effects in conditional copulas
by Gijbels, Irène & Omelka, Marek & Pešta, Michal & Veraverbeke, Noël
138-150 Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix
by Tsukuma, Hisayuki & Kubokawa, Tatsuya
151-167 Finite mixture modeling of censored data using the multivariate Student-t distribution
by Lachos, Víctor H. & Moreno, Edgar J. López & Chen, Kun & Cabral, Celso Rômulo Barbosa
168-183 Varying coefficient functional autoregressive model with application to the U.S. treasuries
by Xu, Meng & Li, Jialiang & Chen, Ying
184-199 Multivariate initial sequence estimators in Markov chain Monte Carlo
by Dai, Ning & Jones, Galin L.

2017, Volume 158, Issue C

1-19 Domains of weak continuity of statistical functionals with a view toward robust statistics
by Krätschmer, Volker & Schied, Alexander & Zähle, Henryk
20-30 Reduced form vector directional quantiles
by Montes-Rojas, Gabriel
31-46 Dirichlet ARMA models for compositional time series
by Zheng, Tingguo & Chen, Rong
47-59 A new minimum contrast approach for inference in single-index models
by Li, Weiyu & Patilea, Valentin
60-72 Unbiased risk estimates for matrix estimation in the elliptical case
by Canu, Stéphane & Fourdrinier, Dominique
73-86 Estimation of parameters under a generalized growth curve model
by Filipiak, Katarzyna & Klein, Daniel
87-102 Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components
by Navarro, Jorge & Durante, Fabrizio
103-116 Nonparametric tests for multi-parameter M-estimators
by Kolassa, John E. & Robinson, John

2017, Volume 157, Issue C

1-13 Joint rank and variable selection for parsimonious estimation in a high-dimensional finite mixture regression model
by Devijver, Emilie
14-28 Bayesian sparse reduced rank multivariate regression
by Goh, Gyuhyeong & Dey, Dipak K. & Chen, Kun
29-44 Multivariate elliptical truncated moments
by Arismendi, Juan C. & Broda, Simon
45-52 A calibration method for non-positive definite covariance matrix in multivariate data analysis
by Huang, Chao & Farewell, Daniel & Pan, Jianxin
53-69 A weighted localization of halfspace depth and its properties
by Kotík, Lukáš & Hlubinka, Daniel
70-86 High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices
by Yanagihara, Hirokazu & Oda, Ryoya & Hashiyama, Yusuke & Fujikoshi, Yasunori
87-102 Multiple correspondence analysis and the multilogit bilinear model
by Fithian, William & Josse, Julie
103-114 Bayesian inference for higher-order ordinary differential equation models
by Bhaumik, Prithwish & Ghosal, Subhashis
115-123 Exactly and almost compatible joint distributions for high-dimensional discrete conditional distributions
by Kuo, Kun-Lin & Song, Chwan-Chin & Jiang, Thomas J.
124-135 Asymptotic Fisher information matrix of Markov switching VARMA models
by Cavicchioli, Maddalena

2017, Volume 156, Issue C

1-17 A statistical framework for pathway and gene identification from integrative analysis
by Li, Quefeng & Yu, Menggang & Wang, Sijian
18-28 Bayesian prediction with multiple-samples information
by Camerlenghi, Federico & Lijoi, Antonio & Prünster, Igor
29-38 Distribution-free detection of a submatrix
by Arias-Castro, Ery & Liu, Yuchao
39-56 Regularized partially functional quantile regression
by Yao, Fang & Sue-Chee, Shivon & Wang, Fan
57-69 Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions
by Jiang, Hui & Wang, Shaochen
70-88 High-dimensional tests for functional networks of brain anatomic regions
by Xie, Jichun & Kang, Jian
89-102 Semi-parametric order-based generalized multivariate regression
by Kharratzadeh, Milad & Coates, Mark
103-115 On local linear regression for strongly mixing random fields
by El Machkouri, Mohamed & Es-Sebaiy, Khalifa & Ouassou, Idir
116-136 Estimation and model identification of longitudinal data time-varying nonparametric models
by Liu, Shu & You, Jinhong & Lian, Heng

2017, Volume 155, Issue C

1-11 Weak convergence of multivariate partial maxima processes
by Krizmanić, Danijel
12-34 Asymptotic properties of a component-wise ARH(1) plug-in predictor
by Álvarez-Liébana, J. & Bosq, D. & Ruiz-Medina, M.D.
35-51 The empirical beta copula
by Segers, Johan & Sibuya, Masaaki & Tsukahara, Hideatsu
52-71 Properties of extremal dependence models built on bivariate max-linearity
by Kereszturi, Mónika & Tawn, Jonathan
72-82 Testing proportionality between the first-order intensity functions of spatial point processes
by Zhang, Tonglin & Zhuang, Run

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Elsevier

Journal of Multivariate Analysis

Contact information of Elsevier

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Content

2019, Volume 170, Issue C

2019, Volume 169, Issue C

2018, Volume 168, Issue C

2018, Volume 167, Issue C

2018, Volume 166, Issue C

2018, Volume 165, Issue C

2018, Volume 164, Issue C

2018, Volume 163, Issue C

2017, Volume 161, Issue C

2017, Volume 160, Issue C

2017, Volume 159, Issue C

2017, Volume 158, Issue C

2017, Volume 157, Issue C

2017, Volume 156, Issue C

2017, Volume 155, Issue C

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