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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
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
- S0047259X22000823 Conditions on which cokriging does not do better than kriging
by Lim, Chae Young & Wu, Wei-Ying
- S0047259X22000835 Functional delta residuals and applications to simultaneous confidence bands of moment based statistics
by Telschow, Fabian J.E. & Davenport, Samuel & Schwartzman, Armin
- S0047259X22000847 Laplace approximations for hypergeometric functions with Hermitian matrix argument
by Butler, Ronald W. & Wood, Andrew T.A.
- S0047259X22000859 Sub-dimensional Mardia measures of multivariate skewness and kurtosis
by Chowdhury, Joydeep & Dutta, Subhajit & Arellano-Valle, Reinaldo B. & Genton, Marc G.
- S0047259X22000860 Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency
by Kim, Donggyu & Song, Xinyu & Wang, Yazhen
- S0047259X22000872 Estimation of spatial autoregressive models with covariate measurement errors
by Luo, Guowang & Wu, Mixia & Pang, Zhen
- S0047259X22000884 One-way MANOVA for functional data via Lawley–Hotelling trace test
by Zhu, Tianming & Zhang, Jin-Ting & Cheng, Ming-Yen
- S0047259X22000914 Subgroup analysis for high-dimensional functional regression
by Zhang, Xiaochen & Zhang, Qingzhao & Ma, Shuangge & Fang, Kuangnan
- S0047259X22000938 Tests of serial dependence for multivariate time series with arbitrary distributions
by Nasri, Bouchra R.
- S0047259X2200077X Estimation of multivariate asymmetric power GARCH models
by Boubacar Maïnassara, Y. & Kadmiri, O. & Saussereau, B.
- S0047259X2200080X High-dimensional robust approximated M-estimators for mean regression with asymmetric data
by Luo, Bin & Gao, Xiaoli
2022, Volume 191, Issue C
- S0047259X22000355 Bayesian joint inference for multiple directed acyclic graphs
by Lee, Kyoungjae & Cao, Xuan
- S0047259X22000367 Estimating multivariate density and its derivatives for mixed measurement error data
by Guo, Linruo & Song, Weixing & Shi, Jianhong
- S0047259X22000379 CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions
by Zhang, Yangchun & Hu, Jiang & Li, Weiming
- S0047259X22000380 Closed-form and bias-corrected estimators for the bivariate gamma distribution
by Zhao, Jun & Jang, Yu-Hyeong & Kim, Hyoung-Moon
- S0047259X22000392 Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices
by Wu, Zeyu & Wang, Cheng
- S0047259X22000409 On weighted multivariate sign functions
by Majumdar, Subhabrata & Chatterjee, Snigdhansu
- S0047259X22000422 Online statistical inference for parameters estimation with linear-equality constraints
by Liu, Ruiqi & Yuan, Mingao & Shang, Zuofeng
- S0047259X22000434 Dimension-wise scaled normal mixtures with application to finance and biometry
by Punzo, Antonio & Bagnato, Luca
- S0047259X22000446 Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path
by Surya, Budhi Arta
- S0047259X22000471 t-copula from the viewpoint of tail dependence matrices
by Shyamalkumar, Nariankadu D. & Tao, Siyang
- S0047259X22000495 Fréchet kernel sliced inverse regression
by Dong, Yushen & Wu, Yichao
- S0047259X22000501 On attainability of Kendall’s tau matrices and concordance signatures
by McNeil, Alexander J. & Nešlehová, Johanna G. & Smith, Andrew D.
- S0047259X22000513 Measures of concordance and testing of independence in multivariate structure
by Deng, Wenli & Wang, Jinglong & Zhang, Riquan
- S0047259X22000586 Density ratio model with data-adaptive basis function
by Zhang, Archer Gong & Chen, Jiahua
- S0047259X2200046X Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
by Guney, Yesim & Arslan, Olcay & Yavuz, Fulya Gokalp
2022, Volume 190, Issue C
- S0047259X21001615 Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices
by Bettache, Nayel & Butucea, Cristina & Sorba, Marianne
- S0047259X21001743 Some clustering-based exact distribution-free k-sample tests applicable to high dimension, low sample size data
by Paul, Biplab & De, Shyamal K. & Ghosh, Anil K.
- S0047259X21001792 Generalized empirical likelihood for nonsmooth estimating equations with missing data
by Cui, Li-E & Zhao, Puying & Tang, Niansheng
- S0047259X22000021 Graph-valued regression: Prediction of unlabelled networks in a non-Euclidean graph space
by Calissano, Anna & Feragen, Aasa & Vantini, Simone
- S0047259X22000045 A generative approach to modeling data with quantitative and qualitative responses
by Kang, Xiaoning & Kang, Lulu & Chen, Wei & Deng, Xinwei
- S0047259X22000057 Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution
by Tourani-Farani, Fahimeh & Kazemi, Iraj
- S0047259X22000069 Mixture regression for longitudinal data based on joint mean–covariance model
by Yu, Jing & Nummi, Tapio & Pan, Jianxin
- S0047259X22000070 A generalized Mallows model based on ϕ-divergence measures
by Kateri, Maria & Nikolov, Nikolay I.
- S0047259X22000082 Perturbation theory for cross data matrix-based PCA
by Wang, Shao-Hsuan & Huang, Su-Yun
- S0047259X22000094 Identifiability and estimation of meta-elliptical copula generators
by Derumigny, A. & Fermanian, J.-D.
- S0047259X22000100 Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes
by Vexler, Albert & Zou, Li
- S0047259X22000185 Searching for a source of difference in graphical models
by Djordjilović, Vera & Chiogna, Monica
- S0047259X22000197 Asymptotic properties of high-dimensional spatial median in elliptical distributions with application
by Li, Weiming & Xu, Yangchang
- S0047259X22000203 Minimax and pointwise sequential changepoint detection and identification for general stochastic models
by Pergamenchtchikov, Serguei M. & Tartakovsky, Alexander G. & Spivak, Valentin S.
- S0047259X22000252 Diagonal nonlinear transformations preserve structure in covariance and precision matrices
by Morrison, Rebecca & Baptista, Ricardo & Basor, Estelle
- S0047259X22000264 Inference in functional linear quantile regression
by Li, Meng & Wang, Kehui & Maity, Arnab & Staicu, Ana-Maria
- S0047259X22000276 Quadratic discriminant analysis by projection
by Wu, Ruiyang & Hao, Ning
- S0047259X22000288 Anisotropic spectral cut-off estimation under multiplicative measurement errors
by Brenner Miguel, Sergio
- S0047259X22000306 Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics
by Prendergast, Luke A. & Smith, Jodie A.
- S0047259X22000318 Targeted principal components regression
by Ekvall, Karl Oskar
- S0047259X22000331 Max-linear models in random environment
by Klüppelberg, Claudia & Sönmez, Ercan
- S0047259X22000343 GARCH-type factor model
by Li, Yuanbo & Ng, Chi Tim & Yau, Chun Yip
- S0047259X2200001X A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance
by Liu, Jiamin & Ma, Shuangge & Xu, Wangli & Zhu, Liping
- S0047259X2200029X Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction
by Chen, Canyi & Xu, Wangli & Zhu, Liping
- S0047259X2200032X Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds
by Ciobotaru, Corina & Mazza, Christian
2022, Volume 189, Issue C
- S0047259X21001366 Optimal model averaging for multivariate regression models
by Liao, Jun & Wan, Alan T.K. & He, Shuyuan & Zou, Guohua
- S0047259X21001391 On functional data analysis and related topics
by Aneiros, Germán & Horová, Ivana & Hušková, Marie & Vieu, Philippe
- S0047259X21001421 Robust functional principal component analysis for non-Gaussian longitudinal data
by Zhong, Rou & Liu, Shishi & Li, Haocheng & Zhang, Jingxiao
- S0047259X21001433 Tests for proportionality of matrices with large dimension
by Ahmad, Rauf
- S0047259X21001445 Some first inferential tools for spatial regression with differential regularization
by Ferraccioli, Federico & Sangalli, Laura M. & Finos, Livio
- S0047259X21001469 Data driven orthogonal basis selection for functional data analysis
by Basna, Rani & Nassar, Hiba & Podgórski, Krzysztof
- S0047259X21001470 K-expectiles clustering
by Wang, Bingling & Li, Yingxing & Härdle, Wolfgang Karl
- S0047259X21001482 Tangent functional canonical correlation analysis for densities and shapes, with applications to multimodal imaging data
by Cho, Min Ho & Kurtek, Sebastian & Bharath, Karthik
- S0047259X21001500 Uniform limit theorems for a class of conditional Z-estimators when covariates are functions
by Bouzebda, Salim & Chaouch, Mohamed
- S0047259X21001512 Fourier-type tests of mutual independence between functional time series
by Meintanis, Simos G. & Hušková, Marie & Hlávka, Zdeněk
- S0047259X21001524 Biclustering analysis of functionals via penalized fusion
by Fang, Kuangnan & Chen, Yuanxing & Ma, Shuangge & Zhang, Qingzhao
- S0047259X21001536 Principal components analysis and cyclostationarity
by Boudou, Alain & Viguier-Pla, Sylvie
- S0047259X21001548 Optimal Bayesian smoothing of functional observations over a large graph
by Roy, Arkaprava & Ghosal, Subhashis
- S0047259X21001561 Functional ANOVA based on empirical characteristic functionals
by Hlávka, Zdeněk & Hlubinka, Daniel & Koňasová, Kateřina
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