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J. Multivar. Anal.
2009
2013
2019
2024
2009
2024
Keyphrases
Publications
volume 204, 2024
Yu Zhao
,
Dan Cheng
,
Armin Schwartzman
An approximation to peak detection power using Gaussian random field theory.
J. Multivar. Anal.
204 (2024)
Jingyi Wang
,
Tianming Zhu
,
Jin-Ting Zhang
Two-sample test for high-dimensional covariance matrices: A normal-reference approach.
J. Multivar. Anal.
204 (2024)
Mikael Escobar-Bach
,
Salima Helali
Dependent censoring with simultaneous death times based on the Generalized Marshall-Olkin model.
J. Multivar. Anal.
204 (2024)
Sárka Hudecová
,
Miroslav Siman
Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests.
J. Multivar. Anal.
204 (2024)
Yiping Yang
,
Chuanqin Luo
,
Weiming Yang
Double penalized variable selection for high-dimensional partial linear mixed effects models.
J. Multivar. Anal.
204 (2024)
volume 203, 2024
Xiaoting Li
,
Harry Joe
Multivariate directional tail-weighted dependence measures.
J. Multivar. Anal.
203 (2024)
Wei Dong
,
Chen Xu
,
Jinhan Xie
,
Niansheng Tang
Tuning-free sparse clustering via alternating hard-thresholding.
J. Multivar. Anal.
203 (2024)
El Mehdi Issouani
,
Patrice Bertail
,
Emmanuelle Gautherat
Exponential bounds for regularized Hotelling's T2 statistic in high dimension.
J. Multivar. Anal.
203 (2024)
Bilol Banerjee
Testing distributional equality for functional random variables.
J. Multivar. Anal.
203 (2024)
Sinda Ammous
,
Jérôme Dedecker
,
Céline Duval
Adaptive directional estimator of the density in Rd for independent and mixing sequences.
J. Multivar. Anal.
203 (2024)
Tianyu Liu
,
Somabha Mukherjee
,
Rahul Biswas
Tensor recovery in high-dimensional Ising models.
J. Multivar. Anal.
203 (2024)
Yang Chen
,
Ziyan Luo
,
Lingchen Kong
Low-rank tensor regression for selection of grouped variables.
J. Multivar. Anal.
203 (2024)
Chiara Galimberti
,
Stefano Peluso
,
Federico Castelletti
Bayesian inference of graph-based dependencies from mixed-type data.
J. Multivar. Anal.
203 (2024)
Ryo Okano
,
Masaaki Imaizumi
Distribution-on-distribution regression with Wasserstein metric: Multivariate Gaussian case.
J. Multivar. Anal.
203 (2024)
Yasuhito Tsuruta
Bias correction for kernel density estimation with spherical data.
J. Multivar. Anal.
203 (2024)
Kesen Wang
,
Maicon J. Karling
,
Reinaldo Boris Arellano-Valle
,
Marc G. Genton
Multivariate unified skew-t distributions and their properties.
J. Multivar. Anal.
203 (2024)
Steven De Keyser
,
Irène Gijbels
Parametric dependence between random vectors via copula-based divergence measures.
J. Multivar. Anal.
203 (2024)
Angelika Silbernagel
,
Alexander Schnurr
Ordinal pattern dependence and multivariate measures of dependence.
J. Multivar. Anal.
203 (2024)
Christian Genest
,
Johanna G. Neslehová
On the Mai-Wang stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant.
J. Multivar. Anal.
203 (2024)
Majid Noroozi
,
Marianna Pensky
Sparse subspace clustering in diverse multiplex network model.
J. Multivar. Anal.
203 (2024)
Pavel Krupskii
,
Raphaël Huser
Max-convolution processes with random shape indicator kernels.
J. Multivar. Anal.
203 (2024)
Ping Yu
,
Xinyuan Song
,
Jiang Du
Composite expectile estimation in partial functional linear regression model.
J. Multivar. Anal.
203 (2024)
Kanti V. Mardia
Fisher's pioneering work on discriminant analysis and its impact on Artificial Intelligence.
J. Multivar. Anal.
203 (2024)
volume 202, 2024
Helmut Finner
,
Markus Roters
On positive association of absolute-valued and squared multivariate Gaussians beyond MTP2.
J. Multivar. Anal.
202 (2024)
Qirui Hu
Change point analysis of functional variance function with stationary error.
J. Multivar. Anal.
202 (2024)
Terence Kevin Manfoumbi Djonguet
,
Guy Martial Nkiet
An independence test for functional variables based on kernel normalized cross-covariance operator.
J. Multivar. Anal.
202 (2024)
Bikramjit Das
,
Vicky Fasen-Hartmann
On heavy-tailed risks under Gaussian copula: The effects of marginal transformation.
J. Multivar. Anal.
202 (2024)
Jeongseop Han
,
Youngjo Lee
Enhanced Laplace approximation.
J. Multivar. Anal.
202 (2024)
Haoxiang Li
,
Qian Qin
,
Galin L. Jones
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data.
J. Multivar. Anal.
202 (2024)
Jaakko Pere
,
Pauliina Ilmonen
,
Lauri Viitasaari
On extreme quantile region estimation under heavy-tailed elliptical distributions.
J. Multivar. Anal.
202 (2024)
Jingyu Cui
,
Grace Y. Yi
Variable selection in multivariate regression models with measurement error in covariates.
J. Multivar. Anal.
202 (2024)
Antoine Godichon-Baggioni
,
Wei Lu
Online stochastic Newton methods for estimating the geometric median and applications.
J. Multivar. Anal.
202 (2024)
Joni Virta
,
Niko Lietzén
,
Lauri Viitasaari
,
Pauliina Ilmonen
Latent model extreme value index estimation.
J. Multivar. Anal.
202 (2024)
Wenchao Xu
,
Xinyu Zhang
,
Hua Liang
Linearized maximum rank correlation estimation when covariates are functional.
J. Multivar. Anal.
202 (2024)
Jin-Ting Zhang
,
Tianming Zhu
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data.
J. Multivar. Anal.
202 (2024)
Elena Di Bernardino
,
Thomas Laloë
,
Cambyse Pakzad
Estimation of extreme multivariate expectiles with functional covariates.
J. Multivar. Anal.
202 (2024)
Shin-ichi Tsukada
Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension.
J. Multivar. Anal.
202 (2024)
Ouahiba Litimein
,
Ali Laksaci
,
Larbi Ait-Hennani
,
Mechab Boubaker
,
Mustapha Rachdi
Asymptotic normality of the local linear estimator of the functional expectile regression.
J. Multivar. Anal.
202 (2024)
Xin Wang
,
Lingchen Kong
,
Liqun Wang
Estimation of sparse covariance matrix via non-convex regularization.
J. Multivar. Anal.
202 (2024)
Yujie Xue
,
Masanobu Taniguchi
,
Tong Liu
Shrinkage estimators of BLUE for time series regression models.
J. Multivar. Anal.
202 (2024)
Xing Qin
,
Jianhua Hu
,
Shuangge Ma
,
Mengyun Wu
Estimation of multiple networks with common structures in heterogeneous subgroups.
J. Multivar. Anal.
202 (2024)
Gil González-Rodríguez
,
Ana Colubi
,
Wenceslao González-Manteiga
,
Manuel Febrero-Bande
A consistent test of equality of distributions for Hilbert-valued random elements.
J. Multivar. Anal.
202 (2024)
Javier Cárcamo
,
Antonio Cuevas
,
Luis-Alberto Rodríguez
A uniform kernel trick for high and infinite-dimensional two-sample problems.
J. Multivar. Anal.
202 (2024)
Jad Beyhum
,
François Portier
High-dimensional nonconvex LASSO-type M-estimators.
J. Multivar. Anal.
202 (2024)
Yang Sun
,
Xiangzhong Fang
Efficient calibration of computer models with multivariate output.
J. Multivar. Anal.
202 (2024)
Ting Hu
,
Jing Xiong
Sparse online regression algorithm with insensitive loss functions.
J. Multivar. Anal.
202 (2024)
Qi Zhang
,
Bing Li
,
Lingzhou Xue
Nonlinear sufficient dimension reduction for distribution-on-distribution regression.
J. Multivar. Anal.
202 (2024)
Sakineh Dehghan
,
Mohammad Reza Faridrohani
A data depth based nonparametric test of independence between two random vectors.
J. Multivar. Anal.
202 (2024)
volume 201, 2024
Soumik Purkayastha
,
Peter X.-K. Song
fastMI: A fast and consistent copula-based nonparametric estimator of mutual information.
J. Multivar. Anal.
201 (2024)
Xinyao Fan
,
Harry Joe
High-dimensional factor copula models with estimation of latent variables.
J. Multivar. Anal.
201 (2024)