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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
2026, Volume 213, Issue C
- S0047259X25001460 A general framework to extend sufficient dimension reductions to the cases of the mixture multivariate elliptical distributions
by Li, Wenjuan & Pei, Hongming & Jiang, Ali & Chen, Fei
- S0047259X25001587 A robust mixed functional classifier with adaptive large margin loss
by Ma, Hanteng & Sang, Peijun & Feng, Xingdong & Liu, Xin
- S0047259X25001605 Bounds and identification on direct and indirect effects under partially observed mediator-endpoint confounders
by Han, Yu & Luo, Peng & Zhang, Wei & Gu, Xiang
- S0047259X25001629 Robust factor analysis with exponential squared loss
by Hu, Jiaqi & Wang, Tingyin & Wang, Xueqin
- S0047259X25001733 Simultaneous heterogeneity and reduced-rank learning for multivariate response regression
by Wu, Jie & Zhang, Bo & Li, Daoji & Zheng, Zemin
- S0047259X25001745 Multiplier and empirical subsample bootstraps for maxima in high dimensional time series analysis
by Ma, Ruru & Zhang, Shibin
- S0047259X25001824 A method for sparse and robust independent component analysis
by Heinonen, Lauri & Virta, Joni
- S0047259X25001836 Low dimensional factor model-based tests for assessing vector correlation in high-dimensional settings
by Hyodo, Masashi & Nishiyama, Takahiro & Narita, Shoichi
- S0047259X25001873 Envelope-based partial least squares in functional regression
by Wu, Minxuan & Antonelli, Joseph & Su, Zhihua
- S0047259X25001885 Subgroup effect quantile regression with high dimensional missing panel data
by Li, Shu-Yu & Liang, Han-Ying
- S0047259X25001897 A sparse dimension-reduced subspace-based approach for detecting multiple change points in high-dimensional data
by Yu, Luoyao & Zhao, Rongzhu & Huang, Jiaqi & Zhu, Lixing & Zhu, Xuehu
- S0047259X26000114 Model-free feature screening for ultrahigh dimensional data with responses missing not at random
by Bai, Yuliang & Tang, Niansheng
- S0047259X26000138 Nonparametric estimation from correlated copies of a drifted process
by Marie, Nicolas
- S0047259X2500154X Simultaneous variable selection and estimation of multivariate panel count data
by Ge, Lei & Liu, Rong & Hu, Tao & Sun, Jianguo
- S0047259X2500185X Automatic sparse estimation of the high-dimensional cross-covariance matrix
by Umino, Tetsuya & Yata, Kazuyoshi & Aoshima, Makoto
2026, Volume 212, Issue C
- S0047259X25001204 On the use of the Gram matrix for multivariate functional principal components analysis
by Golovkine, Steven & Gunning, Edward & Simpkin, Andrew J. & Bargary, Norma
- S0047259X25001216 Nonlinear functional principal component analysis using neural networks
by Zhong, Rou & Zhang, Jingxiao & Zhang, Chunming
- S0047259X25001228 Robust two-way dimension reduction by Grassmannian barycenter
by Li, Zeyu & He, Yong & Kong, Xinbing & Zhang, Xinsheng
- S0047259X25001253 Recovering Imbalanced Clusters via gradient-based projection pursuit
by Eppert, Martin & Mukherjee, Satyaki & Ghoshdastidar, Debarghya
- S0047259X25001307 Wasserstein projection pursuit of non-Gaussian signals
by Mukherjee, Satyaki & Mukherjee, Soumendu Sundar & Ghoshdastidar, Debarghya
- S0047259X25001381 Density and graph estimation with smoothing splines and conditional Gaussian graphical models
by Luo, Runfei & Liu, Anna & Dong, Hao & Wang, Yuedong
- S0047259X25001393 Stochastic arrangement increasing property of skew-normal distributions
by Lu, Jiajie & Li, Xiaohu
- S0047259X25001411 A componentwise estimation procedure for multivariate location and scatter: Robustness, efficiency and scalability
by Chakraborty, Soumya & Basu, Ayanendranath & Ghosh, Abhik
- S0047259X25001423 Estimation for partially time-varying spatial autoregressive panel data model under linear constraints
by Tian, Lingling & Wei, Chuanhua & Sun, Bing & Wu, Mixia
- S0047259X25001435 Variable selection in mixture regression for longitudinal data based on joint mean–covariance model
by Yu, Jing & Pan, Jianxin
- S0047259X25001459 Rank-based combination independence tests for high-dimensional data
by Xia, Liqi & Cao, Ruiyuan & Du, Jiang & Liu, Ling
- S0047259X25001472 Estimation and testing for fixed effects partially linear nonparametric panel regression model with separable spatially and serially correlated error structure
by Li, Shuangshuang & Chen, Jianbao
- S0047259X25001484 On convergence of regularized covariance estimator based on modified Cholesky decomposition
by Liang, Yuli & Dai, Deliang & Jin, Shaobo
- S0047259X25001496 A latent factor model for high-dimensional binary data
by Shi, Jiaxin & Gao, Yuan & Pan, Rui & Wang, Hansheng
- S0047259X25001502 A latent space model for link prediction in statistical citation network
by Pan, Rui & Gao, Yuan & Wang, Hansheng
- S0047259X25001514 Type I multivariate Pólya-Aeppli distributions with applications
by Geldenhuys, Claire & Ehlers, Rene & Bekker, Andriette
- S0047259X25001526 Estimation of tensor factor model by iterative least squares
by He, Yong & Hou, Yujie & Wang, Yalin & Zhou, Wen-Xin
- S0047259X25001538 Distributed estimation of spiked eigenvalues in spiked population models
by Yan, Lu & Hu, Jiang
- S0047259X25001551 Threshold models for high-dimensional time series with network structure
by Ng, Chi Tim & Yau, Chun Yip & Li, Yuanbo & Qin, Lei
- S0047259X25001563 Varying-coefficient quantile regression with effect under panel data and missing observation
by Li, Shu-Yu & Liang, Han-Ying & Wang, Bao-Hua
- S0047259X25001575 Testing multivariate normality for two-level structural equation models
by Liang, Jiajuan & Bentler, Peter M. & Cao, Yiwen
- S0047259X25001599 The mean tests with high dimensional data
by Yang, Wenzhi & Yao, Chi & Liu, Yiming & Pan, Guangming & Zhou, Wang
- S0047259X25001617 Fréchet kNN-based sufficient dimension reduction
by Huang, Xueyan & Qiu, Rui & Yu, Zhou
- S0047259X25001630 Limiting spectral distribution of high-dimensional integrated covariance matrices based on high-frequency data with multiple transactions
by Wang, Moming & Xia, Ningning & Zhou, Yong
- S0047259X25001642 Asymptotics for a discounted systemic risk measure in a multi-dimensional risk model with dependent claim sizes and stochastic return
by Yang, Yang & Xu, Zhenyuan & Fan, Yahui
- S0047259X25001654 Iterative sequential screening strategies for sparse recovery with computational advantages
by Liang, Weixiong & Yang, Yuehan
- S0047259X25001666 Statistical guarantees for distribution estimation of contaminated data via DNN-based MoM-GANs
by Xie, Fang & Xu, Lihu & Yao, Qiuran & Zhang, Huiming
- S0047259X25001678 On the two-sample Behrens–Fisher problem for high-dimensional data
by Chen, Yongshuai & Shi, Gongming & Yan, Xiaomeng & Zhang, Baoxue
- S0047259X25001691 Jump detection in single-index models with measurement error
by Liu, Yuan & Zhao, Yan-Yong & Ismail, Noriszura & Tajuddin, Razik Ridzuan Mohd & Zhang, Yuchun
- S0047259X25001708 Robust bilinear factor analysis based on the matrix-variate t distribution
by Ma, Xuan & Zhao, Jianhua & Shang, Changchun & Jiang, Fen & Yu, Philip L.H.
- S0047259X25001721 Bayesian analysis of nonlinear structured latent factor models with a Gaussian process prior
by Zhang, Yimang & Wang, Xiaorui & Shi, Jian Qing
- S0047259X2500123X Recent advances in principal component analysis for directional data
by Nodehi, Anahita & Moghimbeygi, Meisam & Ley, Christophe
- S0047259X2500137X Parametric convergence rate of a non-parametric estimator in multivariate mixtures of power series distributions under conditional independence
by Balabdaoui, Fadoua & Besdziek, Harald & Wang, Yong
- S0047259X2500140X Symmetric Bernoulli distributions and minimal dependence copulas
by Mutti, Alessandro & Semeraro, Patrizia
- S0047259X2500168X Testing and measuring the conditional mean (in)dependence for functional data by martingale difference-angle divergence
by Lai, Tingyu & Wang, Yingying & Zhang, Zhongzhan
- S0047259X2500171X Uniform designs for experiments with branching and nested factors
by Yang, Feng & Zhou, Zheng & Zhou, Yongdao
2026, Volume 211, Issue C
- S0047259X25000831 Hierarchical structure-guided high-dimensional multi-view clustering
by Jiang, Jiajia & Fang, Kuangnan & Ma, Shuangge & Zhang, Qingzhao
- S0047259X25000867 Robust semi-functional censored regression
by Wang, Tao
- S0047259X25000910 Matérn and Generalized Wendland correlation models that parameterize hole effect, smoothness, and support
by Emery, Xavier & Bevilacqua, Moreno & Porcu, Emilio
- S0047259X25000922 On nonparametric functional data regression with incomplete observations
by Mojirsheibani, Majid
- S0047259X25000934 A unified selection consistency theorem for information criterion-based rank estimators in factor analysis
by Morimoto, Toshinari & Hung, Hung & Huang, Su-Yun
- S0047259X25001010 Efficiency of Markov chains for Bayesian linear regression models with heavy-tailed errors
by Hamura, Yasuyuki
- S0047259X25001022 Tree Pólya Splitting distributions for multivariate count data
by Valiquette, Samuel & Peyhardi, Jean & Marchand, Éric & Toulemonde, Gwladys & Mortier, Frédéric
- S0047259X25001034 A novel martingale difference correlation via data splitting with applications in feature screening
by Zhu, Zhengyu & Liu, Jicai & Zhang, Riquan
- S0047259X25001046 Joint graphical lasso with regularized aggregation
by Chung, Jongik & Zhang, Qihu & Mcdowell, Jennifer E. & Park, Cheolwoo
- S0047259X25001058 Properties of CoVaR based on tail expansions of copulas
by Li, Xiaoting & Joe, Harry
- S0047259X25001071 Dimension selection in tensor decompositions and envelope models
by Zhang, Xin & Zhao, Wenbiao & Zhu, Lixing
- S0047259X25001083 Optimal estimation for a family of sparse covariance matrices with missing data
by Liu, Youming & Miao, Li
- S0047259X25001095 Estimating singular functions of kernel cross-covariance operators: An investigation of the Nyström method
by Xu, Min & Zhou, Qi-Hang & Fang, Qin & Shi, Zhuo-Xi
- S0047259X25001101 Model-based Fréchet regression in (quotient) metric spaces with a focus on elastic curves
by Steyer, Lisa & Stöcker, Almond & Greven, Sonja
- S0047259X25001113 Ultra-high dimensional semiparametric dynamic high-order spatial autoregressive models
by Luo, Feng & Xu, Hongxia & Fan, Guoliang & Zhu, Liping
- S0047259X25001125 Testing for patterns and structures in covariance and correlation matrices
by Sattler, Paavo & Dobler, Dennis
- S0047259X25001137 Distance correlation in the presence of measurement errors
by Zhang, Xilin & Fan, Guoliang & Zhu, Liping
- S0047259X25001149 Random correlation matrices generated via partial correlation C-vines
by Joe, Harry & Kurowicka, Dorota
- S0047259X25001150 Generalized implementation of invariant coordinate selection with positive semi-definite scatter matrices
by Archimbaud, Aurore
- S0047259X25001162 Invariant Coordinate Selection and Fisher discriminant subspace beyond the case of two groups
by Becquart, Colombe & Archimbaud, Aurore & Ruiz-Gazen, Anne & Prilć, Luka & Nordhausen, Klaus
- S0047259X25001174 ICS for complex data with application to outlier detection for density data
by Mondon, Camille & Trinh, Huong Thi & Ruiz-Gazen, Anne & Thomas-Agnan, Christine
- S0047259X25001186 Star products and dimension reduction
by Loperfido, Nicola
- S0047259X25001198 Unsupervised linear discrimination using skewness
by Radojičić, Una & Nordhausen, Klaus & Virta, Joni
- S0047259X25001241 A unified framework of principal component analysis and factor analysis
by Xiong, Shifeng
- S0047259X25001265 Dimension reduction for outlier detection in high-dimensional data
by Ortiz, Santiago & Laniado, Henry & Peña, Daniel & Prieto, Francisco J.
- S0047259X25001277 On the fourth cumulant tensor in projection pursuit for a flexible class of skewed models
by Arevalillo, Jorge M. & Navarro, Hilario
- S0047259X25001289 Skewness and kurtosis projection pursuit for the multivariate extended skew-normal and skew-Student distributions
by Adcock, C.J.
- S0047259X25001290 Projection pursuit via kernel mean embeddings
by Warth, Oliver & Dümbgen, Lutz
- S0047259X25001319 Cover it up! Bipartite graphs uncover identifiability in sparse factor analysis
by Hosszejni, Darjus & Frühwirth-Schnatter, Sylvia
- S0047259X25001320 tSNE-Spec: A new classification method for multivariate time series data
by Sen, Shubhajit & Deb, Soudeep
- S0047259X25001332 Enhancing spatial functional linear regression with robust dimension reduction methods
by Beyaztas, Ufuk & Mandal, Abhijit & Shang, Han Lin
- S0047259X25001344 Projection pursuit Bayesian regression for symmetric matrix predictors
by Ju, Xiaomeng & Park, Hyung G. & Tarpey, Thaddeus
- S0047259X25001356 Robust variable selection criteria for the penalized regression
by Mandal, Abhijit & Ghosh, Samiran
- S0047259X25001368 Parsimonious multivariate structural spatial models with intra-location feedback
by Asgharian, Hossein & Podgórski, Krzysztof & Shariati, Nima
- S0047259X2500106X Identifying differential networks through high-dimensional two-sample inference
by Chen, Hui & Jia, Yinxu
2025, Volume 210, Issue C
- S0047259X25000570 Understanding asymptotic consistency and its unique advantages in large sample statistical inference
by Wang, Jiangzhou & Liu, Binghui & Jing, Bing-Yi & Guo, Jianhua
- S0047259X25000582 The k-sample problem using Gini covariance for large k
by Jiménez-Gamero, M.D. & Sillero-Denamiel, M.R.
- S0047259X25000600 Random projection-based response best-subset selector for ultra-high dimensional multivariate data
by Hu, Jianhua & Li, Tao & Liu, Xiaoqian & Liu, Xu
- S0047259X25000612 Additive regression for Riemannian functional responses
by Jeon, Jeong Min & Van Bever, Germain
- S0047259X25000624 Robust factorization for high-dimensional matrix-variate observations
by Wang, Yalin & Yu, Long
- S0047259X25000636 Error analysis for a statistical finite element method
by Karvonen, Toni & Cirak, Fehmi & Girolami, Mark
- S0047259X25000648 Robust signal recovery in Hadamard spaces
by Köstenberger, Georg & Stark, Thomas
- S0047259X25000661 Moment-type estimators for the Dirichlet and the multivariate gamma distributions
by Oikonomidis, Ioannis & Trevezas, Samis
- S0047259X25000673 Robust functional inverse regression
by Cheng, Haoyang & Xu, Jianjun & Huang, Qian
- S0047259X25000685 Generalized score matching
by Xu, Jiazhen & Scealy, Janice L. & Wood, Andrew T.A. & Zou, Tao
- S0047259X25000764 On properties of fractional posterior in generalized reduced-rank regression
by Mai, The Tien
- S0047259X25000776 Estimators for multivariate allometric regression model
by Tsukuda, Koji & Matsuura, Shun
- S0047259X25000788 Inference for overparametrized hierarchical Archimedean copulas
by Perreault, Samuel & Tang, Yanbo & Pan, Ruyi & Reid, Nancy
- S0047259X25000806 Enhanced HSIC for independence test via projection integration
by Li, Zhimei & Ding, Tianxuan & Zhou, Tingyou & Zhang, Yaowu
- S0047259X25000818 Schrödinger bridge based deep conditional generative learning
by Huang, Hanwen & Huang, Manyu
- S0047259X25000843 Exact mean and covariance formulas after diagonal transformations of a multivariate normal
by Morrison, Rebecca & Basor, Estelle
- S0047259X25000855 Likelihood ratio test for covariance matrix under multivariate t distribution with uncorrelated observations
by Filipiak, Katarzyna & Klein, Daniel & Mazur, Stepan & Mrowińska, Malwina
- S0047259X25000879 Finite mixture representations of zero-and-N-inflated distributions for count-compositional data
by Menezes, André F.B. & Parnell, Andrew C. & Murphy, Keefe
- S0047259X25000880 Posterior contraction and uncertainty quantification for the multivariate spike-and-slab LASSO
by Shen, Yunyi & Deshpande, Sameer K.
- S0047259X25000892 Conformal prediction for multivariate responses with Euclidean likelihood
by Gan, Feichen & Liu, Yukun
- S0047259X25000909 Classifying elliptically distributed observations using the Ledoit–Wolf shrinkage approach
by Lotfi, Rasoul & Shahsavani, Davood & Arashi, Mohammad
- S0047259X2500065X Test for a general trilinear hypothesis in the generalized growth curve model
by Dushimirimana, Justine & Chumba, Isaac Kipchirchir & Musiga, Lydia & Nzabanita, Joseph & Wanyonyi, Ronald Waliaula
- S0047259X2500079X The multirank likelihood for semiparametric canonical correlation analysis
by Bryan, Jordan G. & Niles-Weed, Jonathan & Hoff, Peter D.
- S0047259X2500082X Uniform error bounds of Kriging interpolants of Gaussian random fields on metric spaces
by Du, Juan & Ma, Chunsheng
2025, Volume 209, Issue C
- S0047259X25000405 An operator theory approach to the evanescent part of a two-parametric weak-stationary stochastic process
by Burdak, Zbigniew & Kosiek, Marek & Pagacz, Patryk & Słociński, Marek
- S0047259X25000417 Consistency for constrained maximum likelihood estimation and clustering based on mixtures of elliptically-symmetric distributions under general data generating processes
by Coretto, Pietro & Hennig, Christian
- S0047259X25000429 A non-parametric U-statistic testing approach for multi-arm clinical trials with multivariate longitudinal data
by Ghosh, Dhrubajyoti & Luo, Sheng
- S0047259X25000430 Convex comparison of Gaussian mixtures
by Jourdain, Benjamin & Pagès, Gilles
- S0047259X25000442 High-dimensional data analysis: Change point detection via bootstrap MOSUM
by Zhou, Houlin & Zhu, Hanbing & Wang, Xuejun
- S0047259X25000521 Matrix variate gamma distributions with unrestricted shape parameter
by Kozubowski, Tomasz J. & Mazur, Stepan & Podgórski, Krzysztof
- S0047259X25000557 Measuring and testing tail equivalence
by Koike, Takaaki & Kato, Shogo & Yoshiba, Toshinao
- S0047259X25000569 Robust Bayesian graphical modeling using γ-divergence
by Onizuka, Takahiro & Hashimoto, Shintaro
- S0047259X25000594 Deconvolution density estimation on Lie groups without auxiliary data
by Jeon, Jeong Min
2025, Volume 208, Issue C
- S0047259X24001052 Asymptotics for non-degenerate multivariate U-statistics with estimated nuisance parameters under the null and local alternative hypotheses
by Desgagné, Alain & Genest, Christian & Ouimet, Frédéric
- S0047259X25000107 New results for drift estimation in inhomogeneous stochastic differential equations
by Comte, Fabienne & Genon-Catalot, Valentine
- S0047259X25000181 On a class of finite mixture models that includes hidden Markov models
by Bartolucci, Francesco & Pandolfi, Silvia & Pennoni, Fulvia
- S0047259X25000193 Improved Gaussian mean matrix estimators in high-dimensional data
by Foroushani, Arash A. & Nkurunziza, Sévérien
- S0047259X25000211 On estimation and order selection for multivariate extremes via clustering
by Deng, Shiyuan & Tang, He & Bai, Shuyang
- S0047259X25000223 Markov switching multiple-equation tensor regressions
by Casarin, Roberto & Craiu, Radu V. & Wang, Qing
- S0047259X25000247 Ledoit-Wolf linear shrinkage with unknown mean
by Oriol, Benoît & Miot, Alexandre
- S0047259X25000259 Geometric scale mixtures of normal distributions
by Prajapati, Deepak & Shafiei, Sobhan & Kundu, Debasis & Jamalizadeh, Ahad
- S0047259X25000260 Minimaxity under the half-Cauchy prior
by Maruyama, Yuzo & Matsuda, Takeru
- S0047259X25000284 Maximum spacing estimation for multivariate observations under a general class of information-type measures
by Kuljus, Kristi & Bao, Han & Ranneby, Bo
- S0047259X25000387 Asymptotics of estimators for structured covariance matrices
by Lopuhaä, Hendrik Paul
- S0047259X25000399 Hoeffding decomposition of functions of random dependent variables
by Il Idrissi, Marouane & Bousquet, Nicolas & Gamboa, Fabrice & Iooss, Bertrand & Loubes, Jean-Michel
- S0047259X2500017X Statistical analysis of parsimonious high-order multivariate finite Markov chains based on sufficient statistics
by Kharin, Yuriy & Voloshko, Valeriy
- S0047259X2500020X Set-valued expectiles for ordered data analysis
by Hamel, Andreas H. & Ha, Thi Khanh Linh
2025, Volume 207, Issue C
- S0047259X24001064 On the consistency of the jackknife estimator of the asymptotic variance of spatial median
by Rublík, František
- S0047259X24001076 Quadratic inference with dense functional responses
by Guha Niyogi, Pratim & Zhong, Ping-Shou
- S0047259X24001088 High-dimensional projection-based ANOVA test
by Yu, Weihao & Zhang, Qi & Li, Weiyu
- S0047259X24001106 Sequential estimation of high-dimensional signal plus noise models under general elliptical frameworks
by Yanpeng, Li & Jiahui, Xie & Guoliang, Zhou & Wang, Zhou
- S0047259X24001118 Fisher’s legacy of directional statistics, and beyond to statistics on manifolds
by Mardia, Kanti V.
- S0047259X25000016 An exponential inequality for Hilbert-valued U-statistics of i.i.d. data
by Giraudo, Davide
- S0047259X25000119 Model averaging for global Fréchet regression
by Kurisu, Daisuke & Otsu, Taisuke
- S0047259X25000120 Classification using global and local Mahalanobis distances
by Ghosh, Annesha & Ghosh, Anil K. & SahaRay, Rita & Sarkar, Soham
- S0047259X25000132 Tree-structured Markov random fields with Poisson marginal distributions
by Côté, Benjamin & Cossette, Hélène & Marceau, Etienne
- S0047259X25000144 Semiparametric density estimation with localized Bregman divergence
by Matsuno, Daisuke & Naito, Kanta
- S0047259X25000156 Consistency of empirical distributions of sequences of graph statistics in networks with dependent edges
by Stewart, Jonathan R.
- S0047259X25000168 A review of multivariate permutation tests: Findings and trends
by Arboretti, Rosa & Barzizza, Elena & Biasetton, Nicoló & Disegna, Marta
- S0047259X25000235 Graph-constrained analysis for multivariate functional data
by Dey, Debangan & Banerjee, Sudipto & Lindquist, Martin A. & Datta, Abhirup
- S0047259X2400109X Semi-functional varying coefficient mode-based regression
by Wang, Tao
- S0047259X2400112X SFQRA: Scaled factor-augmented quantile regression with aggregation in conditional mean forecasting
by Shu, Lei & Hao, Yifan & Chen, Yu & Yang, Qing
2025, Volume 206, Issue C
- S0047259X24000903 Sparse functional varying-coefficient mixture regression
by Zhong, Qingzhi & Song, Xinyuan
- S0047259X24000915 A general approach for testing independence in Hilbert spaces
by Gaigall, Daniel & Wu, Shunyao & Liang, Hua
- S0047259X24001003 Efficient estimation of a partially linear panel data model with cross-sectional dependence
by Soberon, Alexandra & Mazzanti, Massimiliano & Musolesi, Antonio & Rodriguez-Poo, Juan M.
- S0047259X24001015 New multivariate Gini’s indices
by Capaldo, Marco & Navarro, Jorge
- S0047259X24001027 Alteration detection of tensor dependence structure via sparsity-exploited reranking algorithm
by Ma, Li & Qin, Shenghao & Xia, Yin
- S0047259X24001039 Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule
by Woźny, Jakub & Jaworski, Piotr & Jelito, Damian & Pitera, Marcin & Wyłomańska, Agnieszka
- S0047259X24001040 Equality tests of covariance matrices under a low-dimensional factor structure
by Hyodo, Masashi & Nishiyama, Takahiro & Watanabe, Hiroki & Nakagawa, Tomoyuki & Tahata, Kouji
- S0047259X2400099X Multivariate robust linear models for multivariate longitudinal data
by Lee, Keunbaik & Choi, Jongwoo & Jang, Eun Jin & Dey, Dipak
2025, Volume 205, Issue C
- S0047259X24000770 Scaled envelope models for multivariate time series
by Herath, H.M. Wiranthe B. & Samadi, S. Yaser
- S0047259X24000782 A bias-corrected Srivastava-type test for cross-sectional independence
by Xu, Kai & Cao, Mingxiang & Cheng, Qing
- S0047259X24000794 Data depth functions for non-standard data by use of formal concept analysis
by Blocher, Hannah & Schollmeyer, Georg
- S0047259X24000800 Large sample correlation matrices with unbounded spectrum
by Li, Yanpeng
- S0047259X24000812 Detection and localization of changes in a panel of densities
by Kutta, Tim & Jach, Agnieszka & Haddad, Michel Ferreira Cardia & Kokoszka, Piotr & Wang, Haonan
- S0047259X24000824 Explicit bivariate simplicial depth
by Mendroš, Erik & Nagy, Stanislav
- S0047259X24000836 Birge ratio method for modeling dark uncertainty in multivariate meta-analyses and inter-laboratory studies
by Bodnar, Olha & Bodnar, Taras
- S0047259X24000848 On the exact region determined by Spearman’s ρ and Blest’s measure of rank correlation ν for bivariate extreme-value copulas
by Tschimpke, Marco
- S0047259X24000861 Diagnostic checking of periodic vector autoregressive time series models with dependent errors
by Boubacar Maïnassara, Yacouba & Ursu, Eugen
- S0047259X24000873 Covariance parameter estimation of Gaussian processes with approximated functional inputs
by Reding, Lucas & López-Lopera, Andrés F. & Bachoc, François
- S0047259X24000885 PDE-regularised spatial quantile regression
by Castiglione, Cristian & Arnone, Eleonora & Bernardi, Mauro & Farcomeni, Alessio & Sangalli, Laura M.
- S0047259X24000897 Maximum likelihood estimation of elliptical tail
by Kim, Moosup & Lee, Sangyeol
- S0047259X2400085X A conditional distribution function-based measure for independence and K-sample tests in multivariate data
by Wang, Li & Zhou, Hongyi & Ma, Weidong & Yang, Ying
2024, Volume 204, Issue C
- S0047259X24000514 Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests
by Hudecová, Šárka & Šiman, Miroslav
- S0047259X24000526 Double penalized variable selection for high-dimensional partial linear mixed effects models
by Yang, Yiping & Luo, Chuanqin & Yang, Weiming
- S0047259X24000538 An approximation to peak detection power using Gaussian random field theory
by Zhao, Yu & Cheng, Dan & Schwartzman, Armin
- S0047259X24000617 Two-sample test for high-dimensional covariance matrices: A normal-reference approach
by Wang, Jingyi & Zhu, Tianming & Zhang, Jin-Ting
- S0047259X24000629 Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes
by Petersen, Alexander
- S0047259X24000630 The inner partial least square: An exploration of the “necessary” dimension reduction
by Yin, Yunjian & Liu, Lan
- S0047259X24000642 Conjugacy properties of multivariate unified skew-elliptical distributions
by Karling, Maicon J. & Durante, Daniele & Genton, Marc G.
- S0047259X24000654 Cross projection test for mean vectors via multiple random splits in high dimensions
by Wang, Guanpeng & Wu, Jiujing & Cui, Hengjian
- S0047259X24000666 Bayesian covariance structure modeling of interval-censored multi-way nested survival data
by Baas, Stef & Fox, Jean-Paul & Boucherie, Richard J.
- S0047259X24000678 Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation
by Sang, Yongli & Dang, Xin
- S0047259X2400054X Dependent censoring with simultaneous death times based on the Generalized Marshall–Olkin model
by Escobar-Bach, Mikael & Helali, Salima
- S0047259X2400068X Invariant correlation under marginal transforms
by Koike, Takaaki & Lin, Liyuan & Wang, Ruodu
2024, Volume 203, Issue C
- S0047259X24000253 Testing distributional equality for functional random variables
by Banerjee, Bilol
- S0047259X24000265 Multivariate directional tail-weighted dependence measures
by Li, Xiaoting & Joe, Harry
- S0047259X24000290 Multivariate unified skew-t distributions and their properties
by Wang, Kesen & Karling, Maicon J. & Arellano-Valle, Reinaldo B. & Genton, Marc G.
- S0047259X24000307 Bayesian inference of graph-based dependencies from mixed-type data
by Galimberti, Chiara & Peluso, Stefano & Castelletti, Federico
- S0047259X24000381 On the Mai–Wang stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant
by Genest, Christian & Nešlehová, Johanna G.
- S0047259X24000393 Adaptive directional estimator of the density in Rd for independent and mixing sequences
by Ammous, Sinda & Dedecker, Jérôme & Duval, Céline
- S0047259X24000411 Distribution-on-distribution regression with Wasserstein metric: Multivariate Gaussian case
by Okano, Ryo & Imaizumi, Masaaki
- S0047259X24000423 Tensor recovery in high-dimensional Ising models
by Liu, Tianyu & Mukherjee, Somabha & Biswas, Rahul
- S0047259X24000435 Parametric dependence between random vectors via copula-based divergence measures
by De Keyser, Steven & Gijbels, Irène
- S0047259X24000447 Ordinal pattern dependence and multivariate measures of dependence
by Silbernagel, Angelika & Schnurr, Alexander
- S0047259X24000459 Bias correction for kernel density estimation with spherical data
by Tsuruta, Yasuhito
- S0047259X24000460 Low-rank tensor regression for selection of grouped variables
by Chen, Yang & Luo, Ziyan & Kong, Lingchen
- S0047259X24000472 Max-convolution processes with random shape indicator kernels
by Krupskii, Pavel & Huser, Raphaël
- S0047259X24000484 Fisher’s pioneering work on discriminant analysis and its impact on Artificial Intelligence
by Mardia, Kanti V.
- S0047259X24000496 Exponential bounds for regularized Hotelling’s T2 statistic in high dimension
by Issouani, El Mehdi & Bertail, Patrice & Gautherat, Emmanuelle
- S0047259X24000502 Composite expectile estimation in partial functional linear regression model
by Yu, Ping & Song, Xinyuan & Du, Jiang
- S0047259X2400037X Tuning-free sparse clustering via alternating hard-thresholding
by Dong, Wei & Xu, Chen & Xie, Jinhan & Tang, Niansheng
- S0047259X2400040X Sparse subspace clustering in diverse multiplex network model
by Noroozi, Majid & Pensky, Marianna
2024, Volume 202, Issue C
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