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Journal of Multivariate Analysis

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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

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

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Elsevier

Journal of Multivariate Analysis

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Content

2019, Volume 171, Issue C

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

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