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J. Multivar. Anal.
2009
2014
2019
2024
2009
2024
Keyphrases
Publications
volume 200, 2024
Tao Qiu
,
Qintong Zhang
,
Yuanyuan Fang
,
Wangli Xu
Testing homogeneity in high dimensional data through random projections.
J. Multivar. Anal.
200 (2024)
Sagnik Mondal
,
Marc G. Genton
A multivariate skew-normal-Tukey-h distribution.
J. Multivar. Anal.
200 (2024)
Wenqi Lu
,
Zhongyi Zhu
,
Rui Li
,
Heng Lian
Statistical performance of quantile tensor regression with convex regularization.
J. Multivar. Anal.
200 (2024)
Alfredo Alegría
,
Xavier Emery
Matrix-valued isotropic covariance functions with local extrema.
J. Multivar. Anal.
200 (2024)
Sebastian Fuchs
,
Marco Tschimpke
A novel positive dependence property and its impact on a popular class of concordance measures.
J. Multivar. Anal.
200 (2024)
Xin Jin
,
Anirban Bhattacharya
,
Riddhi Pratim Ghosh
High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior.
J. Multivar. Anal.
200 (2024)
volume 199, 2024
Chuancun Yin
,
Narayanaswamy Balakrishnan
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions.
J. Multivar. Anal.
199 (2024)
Yijun Zuo
Non-asymptotic robustness analysis of regression depth median.
J. Multivar. Anal.
199 (2024)
Zhiping Qiu
,
Jiangyuan Fan
,
Jin-Ting Zhang
,
Jianwei Chen
Tests for equality of several covariance matrix functions for multivariate functional data.
J. Multivar. Anal.
199 (2024)
Tsung-I Lin
,
Wan-Lun Wang
On moments of truncated multivariate normal/independent distributions.
J. Multivar. Anal.
199 (2024)
Gaspard Bernard
,
Thomas Verdebout
On testing the equality of latent roots of scatter matrices under ellipticity.
J. Multivar. Anal.
199 (2024)
Nicola Loperfido
The skewness of mean-variance normal mixtures.
J. Multivar. Anal.
199 (2024)
Matteo Farnè
,
Angela Montanari
Large factor model estimation by nuclear norm plus ℓ1 norm penalization.
J. Multivar. Anal.
199 (2024)
Ansgar Steland
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices.
J. Multivar. Anal.
199 (2024)
Kento Egashira
,
Kazuyoshi Yata
,
Makoto Aoshima
Asymptotic properties of hierarchical clustering in high-dimensional settings.
J. Multivar. Anal.
199 (2024)
Kai Xu
,
Qing Cheng
Test of conditional independence in factor models via Hilbert-Schmidt independence criterion.
J. Multivar. Anal.
199 (2024)
Antoine Djogbenou
,
Razvan Sufana
Tests for group-specific heterogeneity in high-dimensional factor models.
J. Multivar. Anal.
199 (2024)
Marléne Baumeister
,
Marc Ditzhaus
,
Markus Pauly
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs.
J. Multivar. Anal.
199 (2024)
volume 198, 2023
Fabienne Comte
,
Nicolas Marie
Nonparametric drift estimation from diffusions with correlated Brownian motions.
J. Multivar. Anal.
198 (2023)
François Bavaud
Exact first moments of the RV coefficient by invariant orthogonal integration.
J. Multivar. Anal.
198 (2023)
Zhenzhen Jiang
,
Hongping Guo
,
Jinjuan Wang
Feature screening for multiple responses.
J. Multivar. Anal.
198 (2023)
Ke Wang
,
Alexander Franks
,
Sang-Yun Oh
Learning Gaussian graphical models with latent confounders.
J. Multivar. Anal.
198 (2023)
Christopher Rieser
,
Peter Filzmoser
Extending compositional data analysis from a graph signal processing perspective.
J. Multivar. Anal.
198 (2023)
Haihan Xie
,
Linglong Kong
Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space.
J. Multivar. Anal.
198 (2023)
Christian Genest
,
Karel Hron
,
Johanna Neslehová
Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation.
J. Multivar. Anal.
198 (2023)
Yuzi Liu
,
Ling Peng
,
Qing Liu
,
Heng Lian
,
Xiaohui Liu
Functional additive expectile regression in the reproducing kernel Hilbert space.
J. Multivar. Anal.
198 (2023)
Tingnan Gong
,
Weiping Zhang
,
Yu Chen
Uncovering block structures in large rectangular matrices.
J. Multivar. Anal.
198 (2023)
Mounir Boumahdi
,
Idir Ouassou
,
Mustapha Rachdi
Estimation in nonparametric functional-on-functional models with surrogate responses.
J. Multivar. Anal.
198 (2023)
Maryna Prus
Optimal designs for prediction of random effects in two-groups models with multivariate response.
J. Multivar. Anal.
198 (2023)
Bongjung Sung
,
Jaeyong Lee
Covariance structure estimation with Laplace approximation.
J. Multivar. Anal.
198 (2023)
Lilun Du
,
Mengtao Wen
False discovery rate approach to dynamic change detection.
J. Multivar. Anal.
198 (2023)
Peter Kramlinger
,
Ulrike Schneider
,
Tatyana Krivobokova
Uniformly valid inference based on the Lasso in linear mixed models.
J. Multivar. Anal.
198 (2023)
Mai Ghannam
,
Sévérien Nkurunziza
Tensor Stein-rules in a generalized tensor regression model.
J. Multivar. Anal.
198 (2023)
Grzegorz Wylupek
A nonparametric test for paired data.
J. Multivar. Anal.
198 (2023)
Lajos Horváth
,
Gregory Rice
,
Yuqian Zhao
Testing for changes in linear models using weighted residuals.
J. Multivar. Anal.
198 (2023)
volume 197, 2023
Taiki Tezuka
,
Manabu Kuroki
An unbiased estimator of the causal effect on the variance based on the back-door criterion in Gaussian linear structural equation models.
J. Multivar. Anal.
197 (2023)
Raanju R. Sundararajan
Factor modeling of multivariate time series: A frequency components approach.
J. Multivar. Anal.
197 (2023)
Christopher Dörr
,
Martin Schlather
Covariance models for multivariate random fields resulting from pseudo cross-variograms.
J. Multivar. Anal.
197 (2023)
Zhanting Long
,
Zeng Li
,
Ruitao Lin
,
Jiaxin Qiu
On singular values of large dimensional lag-τ sample auto-correlation matrices.
J. Multivar. Anal.
197 (2023)
Yilin Zhang
,
Liping Zhu
Projection divergence in the reproducing kernel Hilbert space: Asymptotic normality, block-wise and slicing estimation, and computational efficiency.
J. Multivar. Anal.
197 (2023)
Chunhui Liang
,
Wenqing Ma
,
Yanchun Xing
Multivariate mix-GEE models for longitudinal data with multiple outcomes.
J. Multivar. Anal.
197 (2023)
Juan Chen
,
Yingchun Zhou
A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments.
J. Multivar. Anal.
197 (2023)
Chengxin Wu
,
Nengxiang Ling
,
Philippe Vieu
,
Wenjuan Liang
Partially functional linear quantile regression model and variable selection with censoring indicators MAR.
J. Multivar. Anal.
197 (2023)
Pankaj Bhagwat
,
Éric Marchand
Predictive density estimators with integrated L1 loss.
J. Multivar. Anal.
197 (2023)
Koji Tsukuda
,
Shun Matsuura
High-dimensional hypothesis testing for allometric extension model.
J. Multivar. Anal.
197 (2023)
Rakheon Kim
,
Mohsen Pourahmadi
,
Tanya P. Garcia
Positive-definite thresholding estimators of covariance matrices with zeros.
J. Multivar. Anal.
197 (2023)
Dennis Müller
Minimax estimation of the mode of functional data.
J. Multivar. Anal.
197 (2023)
volume 196, 2023
Brittany Green
,
Heng Lian
,
Yan Yu
,
Tianhai Zu
Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions.
J. Multivar. Anal.
196 (2023)
Katherine A. L. Valeriano
,
Christian E. Galarza
,
Larissa A. Matos
,
Victor H. Lachos
Likelihood-based inference for the multivariate skew-t regression with censored or missing responses.
J. Multivar. Anal.
196 (2023)
R. Dennis Cook
,
Liliana Forzani
,
Lan Liu
Partial least squares for simultaneous reduction of response and predictor vectors in regression.
J. Multivar. Anal.
196 (2023)