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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
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
- S0047259X23001276 Asymptotic normality of the local linear estimator of the functional expectile regression
by Litimein, Ouahiba & Laksaci, Ali & Ait-Hennani, Larbi & Mechab, Boubaker & Rachdi, Mustapha
- S0047259X23001288 Shrinkage estimators of BLUE for time series regression models
by Xue, Yujie & Taniguchi, Masanobu & Liu, Tong
- S0047259X23001367 Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension
by Tsukada, Shin-ichi
- S0047259X23001380 Estimation of extreme multivariate expectiles with functional covariates
by Di Bernardino, Elena & Laloë, Thomas & Pakzad, Cambyse
- S0047259X23001392 An independence test for functional variables based on kernel normalized cross-covariance operator
by Manfoumbi Djonguet, Terence Kevin & Nkiet, Guy Martial
- S0047259X24000010 Estimation of sparse covariance matrix via non-convex regularization
by Wang, Xin & Kong, Lingchen & Wang, Liqun
- S0047259X24000022 On positive association of absolute-valued and squared multivariate Gaussians beyond MTP2
by Finner, Helmut & Roters, Markus
- S0047259X24000034 Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data
by Li, Haoxiang & Qin, Qian & Jones, Galin L.
- S0047259X24000046 A data depth based nonparametric test of independence between two random vectors
by Dehghan, Sakineh & Faridrohani, Mohammad Reza
- S0047259X24000058 Estimation of multiple networks with common structures in heterogeneous subgroups
by Qin, Xing & Hu, Jianhua & Ma, Shuangge & Wu, Mengyun
- S0047259X24000071 Latent model extreme value index estimation
by Virta, Joni & Lietzén, Niko & Viitasaari, Lauri & Ilmonen, Pauliina
- S0047259X24000083 Linearized maximum rank correlation estimation when covariates are functional
by Xu, Wenchao & Zhang, Xinyu & Liang, Hua
- S0047259X24000095 Nonlinear sufficient dimension reduction for distribution-on-distribution regression
by Zhang, Qi & Li, Bing & Xue, Lingzhou
- S0047259X24000101 High-dimensional nonconvex LASSO-type M-estimators
by Beyhum, Jad & Portier, François
- S0047259X24000174 On heavy-tailed risks under Gaussian copula: The effects of marginal transformation
by Das, Bikramjit & Fasen-Hartmann, Vicky
- S0047259X24000186 Change point analysis of functional variance function with stationary error
by Hu, Qirui
- S0047259X24000198 A consistent test of equality of distributions for Hilbert-valued random elements
by González–Rodríguez, Gil & Colubi, Ana & González–Manteiga, Wenceslao & Febrero–Bande, Manuel
- S0047259X24000204 Online stochastic Newton methods for estimating the geometric median and applications
by Godichon-Baggioni, Antoine & Lu, Wei
- S0047259X24000216 On extreme quantile region estimation under heavy-tailed elliptical distributions
by Pere, Jaakko & Ilmonen, Pauliina & Viitasaari, Lauri
- S0047259X24000228 Efficient calibration of computer models with multivariate output
by Sun, Yang & Fang, Xiangzhong
- S0047259X24000241 A uniform kernel trick for high and infinite-dimensional two-sample problems
by Cárcamo, Javier & Cuevas, Antonio & Rodríguez, Luis-Alberto
- S0047259X24000277 A fast and accurate kernel-based independence test with applications to high-dimensional and functional data
by Zhang, Jin-Ting & Zhu, Tianming
- S0047259X24000289 Enhanced Laplace approximation
by Han, Jeongseop & Lee, Youngjo
- S0047259X2400006X Variable selection in multivariate regression models with measurement error in covariates
by Cui, Jingyu & Yi, Grace Y.
- S0047259X2400023X Sparse online regression algorithm with insensitive loss functions
by Hu, Ting & Xiong, Jing
2024, Volume 200, Issue C
- S0047259X23000957 Statistical performance of quantile tensor regression with convex regularization
by Lu, Wenqi & Zhu, Zhongyi & Li, Rui & Lian, Heng
- S0047259X23000969 Matrix-valued isotropic covariance functions with local extrema
by Alegría, Alfredo & Emery, Xavier
- S0047259X23000982 Testing homogeneity in high dimensional data through random projections
by Qiu, Tao & Zhang, Qintong & Fang, Yuanyuan & Xu, Wangli
- S0047259X23001057 A novel positive dependence property and its impact on a popular class of concordance measures
by Fuchs, Sebastian & Tschimpke, Marco
- S0047259X23001069 A multivariate skew-normal-Tukey-h distribution
by Mondal, Sagnik & Genton, Marc G.
- S0047259X23001252 High-dimensional Bernstein–von Mises theorem for the Diaconis–Ylvisaker prior
by Jin, Xin & Bhattacharya, Anirban & Ghosh, Riddhi Pratim
2024, Volume 199, Issue C
- S0047259X23000787 On testing the equality of latent roots of scatter matrices under ellipticity
by Bernard, Gaspard & Verdebout, Thomas
- S0047259X23000799 Tests for group-specific heterogeneity in high-dimensional factor models
by Djogbenou, Antoine & Sufana, Razvan
- S0047259X23000866 Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions
by Yin, Chuancun & Balakrishnan, Narayanaswamy
- S0047259X23000878 Test of conditional independence in factor models via Hilbert–Schmidt independence criterion
by Xu, Kai & Cheng, Qing
- S0047259X23000891 Tests for equality of several covariance matrix functions for multivariate functional data
by Qiu, Zhiping & Fan, Jiangyuan & Zhang, Jin-Ting & Chen, Jianwei
- S0047259X23000908 Large factor model estimation by nuclear norm plus ℓ1 norm penalization
by Farnè, Matteo & Montanari, Angela
- S0047259X23000921 Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs
by Baumeister, Marléne & Ditzhaus, Marc & Pauly, Markus
- S0047259X23000933 Non-asymptotic robustness analysis of regression depth median
by Zuo, Yijun
- S0047259X23000945 On moments of truncated multivariate normal/independent distributions
by Lin, Tsung-I & Wang, Wan-Lun
- S0047259X23000970 Asymptotic properties of hierarchical clustering in high-dimensional settings
by Egashira, Kento & Yata, Kazuyoshi & Aoshima, Makoto
- S0047259X2300088X The skewness of mean–variance normal mixtures
by Loperfido, Nicola
- S0047259X2300091X Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices
by Steland, Ansgar
2023, Volume 198, Issue C
- S0047259X23000520 Tensor Stein-rules in a generalized tensor regression model
by Ghannam, Mai & Nkurunziza, Sévérien
- S0047259X23000556 Extending compositional data analysis from a graph signal processing perspective
by Rieser, Christopher & Filzmoser, Peter
- S0047259X23000568 Testing for changes in linear models using weighted residuals
by Horváth, Lajos & Rice, Gregory & Zhao, Yuqian
- S0047259X23000581 Optimal designs for prediction of random effects in two-groups models with multivariate response
by Prus, Maryna
- S0047259X23000593 Learning Gaussian graphical models with latent confounders
by Wang, Ke & Franks, Alexander & Oh, Sang-Yun
- S0047259X23000684 Nonparametric drift estimation from diffusions with correlated Brownian motions
by Comte, Fabienne & Marie, Nicolas
- S0047259X23000696 Feature screening for multiple responses
by Jiang, Zhenzhen & Guo, Hongping & Wang, Jinjuan
- S0047259X23000702 False discovery rate approach to dynamic change detection
by Du, Lilun & Wen, Mengtao
- S0047259X23000714 Covariance structure estimation with Laplace approximation
by Sung, Bongjung & Lee, Jaeyong
- S0047259X23000726 Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space
by Xie, Haihan & Kong, Linglong
- S0047259X23000738 Exact first moments of the RV coefficient by invariant orthogonal integration
by Bavaud, François
- S0047259X23000751 A nonparametric test for paired data
by Wyłupek, Grzegorz
- S0047259X23000763 Uniformly valid inference based on the Lasso in linear mixed models
by Kramlinger, Peter & Schneider, Ulrike & Krivobokova, Tatyana
- S0047259X23000775 Estimation in nonparametric functional-on-functional models with surrogate responses
by Boumahdi, Mounir & Ouassou, Idir & Rachdi, Mustapha
- S0047259X2300057X Uncovering block structures in large rectangular matrices
by Gong, Tingnan & Zhang, Weiping & Chen, Yu
- S0047259X2300060X Functional additive expectile regression in the reproducing kernel Hilbert space
by Liu, Yuzi & Peng, Ling & Liu, Qing & Lian, Heng & Liu, Xiaohui
- S0047259X2300074X Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation
by Genest, Christian & Hron, Karel & Nešlehová, Johanna G.
2023, Volume 196, Issue C
- S0047259X23000106 Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables
by Cavicchioli, Maddalena
- S0047259X23000118 Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels
by Lee, Yoonseok & Sul, Donggyu
- S0047259X23000209 Likelihood-based inference for the multivariate skew-t regression with censored or missing responses
by Valeriano, Katherine A.L. & Galarza, Christian E. & Matos, Larissa A. & Lachos, Victor H.
- S0047259X23000210 Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions
by Green, Brittany & Lian, Heng & Yu, Yan & Zu, Tianhai
- S0047259X23000222 A Cramér–Wold theorem for elliptical distributions
by Fraiman, Ricardo & Moreno, Leonardo & Ransford, Thomas
- S0047259X23000234 Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity
by Mondal, Anjana & Sattler, Paavo & Kumar, Somesh
- S0047259X23000246 Region selection in Markov random fields: Gaussian case
by Soloveychik, Ilya & Tarokh, Vahid
- S0047259X23000258 On the exploration of regression dependence structures in multidimensional contingency tables with ordinal response variables
by Wei, Zheng & Wang, Li & Liao, Shu-Min & Kim, Daeyoung
- S0047259X23000271 Selecting the number of clusters, clustering models, and algorithms. A unifying approach based on the quadratic discriminant score
by Coraggio, Luca & Coretto, Pietro
- S0047259X23000283 Nonparametric goodness-of-fit testing for a continuous multivariate parametric model
by Bagkavos, Dimitrios & Patil, Prakash N. & Wood, Andrew T.A.
- S0047259X23000295 Finite sample t-tests for high-dimensional means
by Li, Jun
- S0047259X23000301 Tyler’s and Maronna’s M-estimators: Non-asymptotic concentration results
by Romanov, Elad & Kur, Gil & Nadler, Boaz
- S0047259X23000313 Exact test theory in Gaussian graphical models
by Bodnar, Olha & Touli, Elena Farahbakhsh
- S0047259X23000337 Spiked singular values and vectors under extreme aspect ratios
by Feldman, Michael J.
- S0047259X23000349 Randomized extrapolation for accelerating EM-type fixed-point algorithms
by Saâdaoui, Foued
- S0047259X2300009X Partial least squares for simultaneous reduction of response and predictor vectors in regression
by Cook, R. Dennis & Forzani, Liliana & Liu, Lan
- S0047259X2300026X Nonparametric testing for the specification of spatial trend functions
by Zhang, Rongmao & Chan, Ngai Hang & Chi, Changxiong
2023, Volume 195, Issue C
- S0047259X22001312 Estimation and order selection for multivariate exponential power mixture models
by Chen, Xiao & Feng, Zhenghui & Peng, Heng
- S0047259X22001324 Mixed membership Gaussians
by Giesen, Joachim & Kahlmeyer, Paul & Laue, Sören & Mitterreiter, Matthias & Nussbaum, Frank & Staudt, Christoph
- S0047259X22001336 Semiparametric estimation of the high-dimensional elliptical distribution
by Liebscher, Eckhard & Okhrin, Ostap
- S0047259X22001348 Renewal type bootstrap for increasing degree U-process of a Markov chain
by Soukarieh, Inass & Bouzebda, Salim
- S0047259X22001427 A distance-based test of independence between two multivariate time series
by Chu, Ba
- S0047259X22001439 The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio
by Ogasawara, Haruhiko
- S0047259X22001440 Multivariate α-stable distributions: VAR(1) processes, measures of dependence and their estimations
by Karling, Maicon J. & Lopes, Sílvia R.C. & de Souza, Roberto M.
- S0047259X22001452 A goodness-of-fit test for the compound Poisson exponential model
by Baringhaus, Ludwig & Gaigall, Daniel
- S0047259X23000015 Robust projected principal component analysis for large-dimensional semiparametric factor modeling
by Yang, Shuquan & Ling, Nengxiang
- S0047259X23000027 Penalized Whittle likelihood for spatial data
by Chen, Kun & Chan, Ngai Hang & Yau, Chun Yip & Hu, Jie
- S0047259X23000039 On portmanteau-type tests for nonlinear multivariate time series
by De Gooijer, Jan G.
- S0047259X23000040 Minimax properties of Dirichlet kernel density estimators
by Bertin, Karine & Genest, Christian & Klutchnikoff, Nicolas & Ouimet, Frédéric
- S0047259X23000052 Envelope-based sparse reduced-rank regression for multivariate linear model
by Guo, Wenxing & Balakrishnan, Narayanaswamy & He, Mu
- S0047259X23000064 Independence tests with random subspace of two random vectors in high dimension
by Qiu, Tao & Xu, Wangli & Zhu, Lixing
- S0047259X23000076 Recovery of partly sparse and dense signals
by Miyazaki, Izuru
- S0047259X23000088 A Behrens–Fisher problem for general factor models in high dimensions
by Hyodo, Masashi & Nishiyama, Takahiro & Pavlenko, Tatjana
- S0047259X2200135X Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space
by Zhang, Wei & Gao, Wei & Ng, Hon Keung Tony
2023, Volume 194, Issue C
- S0047259X22000902 Bivariate covariance functions of Pólya type
by Moreva, Olga & Schlather, Martin
- S0047259X22000926 Extreme partial least-squares
by Bousebata, Meryem & Enjolras, Geoffroy & Girard, Stéphane
- S0047259X22000951 Robust penalized estimators for functional linear regression
by Kalogridis, Ioannis & Van Aelst, Stefan
- S0047259X22000975 Generating MCMC proposals by randomly rotating the regular simplex
by Holbrook, Andrew J.
- S0047259X22001154 On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime
by Loubaton, Philippe & Rosuel, Alexis & Vallet, Pascal
- S0047259X22001191 A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data
by Fang, Jianglin
- S0047259X22001208 On skewed Gaussian graphical models
by Sheng, Tianhong & Li, Bing & Solea, Eftychia
- S0047259X22001294 Weighted shrinkage estimators of normal mean matrices and dominance properties
by Yuasa, Ryota & Kubokawa, Tatsuya
- S0047259X22001300 Moderate deviation principle for likelihood ratio test in multivariate linear regression model
by Bai, Yansong & Zhang, Yong & Liu, Congmin
2023, Volume 193, Issue C
- S0047259X22000896 Bivariate symmetric Heckman models and their characterization
by Saulo, Helton & Vila, Roberto & Cordeiro, Shayane S. & Leiva, Víctor
- S0047259X22000963 Enriched standard conjugate priors and the right invariant prior for Wishart distributions
by Oda, Hidemasa & Komaki, Fumiyasu
- S0047259X22001051 Robust inference for change points in high dimension
by Jiang, Feiyu & Wang, Runmin & Shao, Xiaofeng
- S0047259X22001087 Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences
by Brück, Florian
- S0047259X22001099 A new distance based measure of asymmetry
by Baillien, Jonas & Gijbels, Irène & Verhasselt, Anneleen
- S0047259X22001105 On the eigenvectors of large-dimensional sample spatial sign covariance matrices
by Xu, Yangchang & Xia, Ningning
- S0047259X22001117 Conditional independence testing via weighted partial copulas
by Bianchi, Pascal & Elgui, Kevin & Portier, François
- S0047259X22001129 Nonparametric estimation of conditional marginal excess moments
by Goegebeur, Yuri & Guillou, Armelle & Ho, Nguyen Khanh Le & Qin, Jing
- S0047259X22001130 Likelihood ratio tests under model misspecification in high dimensions
by Dörnemann, Nina
- S0047259X22001142 Principal component analysis of infinite variance functional data
by Kokoszka, Piotr & Kulik, Rafał
- S0047259X22001166 Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error
by Jeon, Jeong Min & Van Keilegom, Ingrid
- S0047259X22001178 TNN: A transfer learning classifier based on weighted nearest neighbors
by Sheng, Haiyang & Yu, Guan
- S0047259X2200094X Regression based thresholds in principal loading analysis
by Bauer, Jan O. & Drabant, Bernhard
- S0047259X2200118X CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures
by Li, Weiming & Zhu, Junpeng
2022, Volume 192, Issue C
- S0047259X22000410 Response envelopes for linear coregionalization models
by May, Paul & Biesecker, Matthew & Rekabdarkolaee, Hossein Moradi
- S0047259X22000458 Spatially clustered varying coefficient model
by Lin, Fangzheng & Tang, Yanlin & Zhu, Huichen & Zhu, Zhongyi
- S0047259X22000483 Functional linear regression with truncated signatures
by Fermanian, Adeline
- S0047259X22000598 Approximate least squares estimators of a two-dimensional chirp model
by Shukla, Abhinek & Grover, Rhythm & Kundu, Debasis & Mitra, Amit
- S0047259X22000604 Inference of a time-varying coefficient regression model for multivariate panel count data
by Guo, Yuanyuan & Sun, Dayu & Sun, Jianguo
- S0047259X22000616 Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings
by Klein, Daniel & Pielaszkiewicz, Jolanta & Filipiak, Katarzyna
- S0047259X22000628 Edge statistics of large dimensional deformed rectangular matrices
by Ding, Xiucai & Yang, Fan
- S0047259X22000690 Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
by Boulin, Alexis & Di Bernardino, Elena & Laloë, Thomas & Toulemonde, Gwladys
- S0047259X22000707 Order selection for regression-based hidden Markov model
by Lin, Yiqi & Song, Xinyuan
- S0047259X22000732 On the tail behaviour of aggregated random variables
by Richards, Jordan & Tawn, Jonathan A.
- S0047259X22000744 The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate
by Lee, Kyoungjae & Jo, Seongil & Lee, Jaeyong
- S0047259X22000756 Nonparametric variable screening for multivariate additive models
by Ding, Hui & Zhang, Jian & Zhang, Riquan
- S0047259X22000768 Canonical quantile regression
by Portnoy, Stephen
- S0047259X22000781 Statistical analysis of a hierarchical clustering algorithm with outliers
by Klutchnikoff, Nicolas & Poterie, Audrey & Rouvière, Laurent
- S0047259X22000793 Estimation of functional-coefficient autoregressive models with measurement error
by Geng, Pei
- S0047259X22000811 Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation
by Zhao, Shaofei & Fu, Guifang
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