Contact information of Elsevier
Serial Information
Order information: Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
Web:
https://shop.elsevier.com/order?id=622892&ref=622892_01_ooc_1&version=01
To be notified about new items in this series: Free volume/issue alert on ScienceDirect (see also
NEP)
Download restrictions: Full text for ScienceDirect subscribers only
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
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Content
2022, Volume 188, Issue C
- S0047259X21001305 Advanced topics in Sliced Inverse Regression
by Girard, Stéphane & Lorenzo, Hadrien & Saracco, Jérôme
- S0047259X21001317 An overview of skew distributions in model-based clustering
by Lee, Sharon X. & McLachlan, Geoffrey J.
- S0047259X21001329 On simultaneous best linear unbiased prediction of future order statistics and associated properties
by Balakrishnan, Narayanaswamy & Bhattacharya, Ritwik
- S0047259X21001330 Recent developments in high-dimensional inference for multivariate data: Parametric, semiparametric and nonparametric approaches
by Harrar, Solomon W. & Kong, Xiaoli
- S0047259X21001408 Principal component analysis and clustering on manifolds
by Mardia, Kanti V. & Wiechers, Henrik & Eltzner, Benjamin & Huckemann, Stephan F.
- S0047259X21001494 Variable selection in functional regression models: A review
by Aneiros, Germán & Novo, Silvia & Vieu, Philippe
- S0047259X21001755 A short history of statistical association: From correlation to correspondence analysis to copulas
by Cuadras, Carles M. & Greenacre, Michael
- S0047259X21001779 Growth curve mixture models with unknown covariance structures
by Pan, Yating & Fei, Yu & Ni, Mingming & Nummi, Tapio & Pan, Jianxin
- S0047259X21001780 Spectral PCA for MANOVA and data over binary trees
by Speed, Terence P. & Hicks, Damien G.
- S0047259X2100083X Statistical analysis of multivariate discrete-valued time series
by Fokianos, Konstantinos & Fried, Roland & Kharin, Yuriy & Voloshko, Valeriy
- S0047259X2100097X The volume-of-tube method for Gaussian random fields with inhomogeneous variance
by Kuriki, Satoshi & Takemura, Akimichi & Taylor, Jonathan E.
- S0047259X2100107X Three kinds of discrete approximations of statistical multivariate distributions and their applications
by Yang, Jun & He, Ping & Fang, Kai-Tai
- S0047259X2100124X Robust density power divergence based tests in multivariate analysis: A comparative overview of different approaches
by Basu, Ayanendranath & Chakraborty, Soumya & Ghosh, Abhik & Pardo, Leandro
- S0047259X2100138X High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis
by Fujikoshi, Yasunori
2022, Volume 187, Issue C
- S0047259X21000865 Hierarchical Aitchison–Silvey models for incomplete binary sample spaces
by Klimova, Anna & Rudas, Tamás
- S0047259X21000944 Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: A normal reference L2-norm based test
by Zhang, Jin-Ting & Zhou, Bu & Guo, Jia
- S0047259X21001019 Nonparametric spectral methods for multivariate spatial and spatial–temporal data
by Guinness, Joseph
- S0047259X21001032 Cotrending: Testing for common deterministic trends in varying means model
by Düker, Marie-Christine & Pipiras, Vladas & Sundararajan, Raanju
- S0047259X21001056 Consistent estimation of a joint model for multivariate longitudinal and survival data with latent variables
by Kang, Kai & Song, Xinyuan
- S0047259X21001123 Multivariate elliptical-based Birnbaum–Saunders kernel density estimation for nonnegative data
by Kakizawa, Yoshihide
- S0047259X21001135 Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors
by Zhang, Ruoyang & Ghosh, Malay
- S0047259X21001263 Permutation test for the multivariate coefficient of variation in factorial designs
by Ditzhaus, Marc & Smaga, Łukasz
- S0047259X21001342 A robust linear mixed-effects model for longitudinal data using an innovative multivariate skew-Huber distribution
by Mohammadi, Raziyeh & Kazemi, Iraj
- S0047259X21001354 Change-point problems for multivariate time series using pseudo-observations
by Nasri, Bouchra R. & Rémillard, Bruno N. & Bahraoui, Tarik
- S0047259X21001457 Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables
by Xiong, Wei & Wang, Dehui & Deng, Dianliang & Wang, Xinyang & Zhang, Wanying
- S0047259X21001767 Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis
by Jia, Shengji & Zhang, Chunming & Lu, Haoran
- S0047259X2100110X Asymptotic properties of Dirichlet kernel density estimators
by Ouimet, Frédéric & Tolosana-Delgado, Raimon
2021, Volume 186, Issue C
- S0047259X21000610 Sequential estimation of Spearman rank correlation using Hermite series estimators
by Stephanou, Michael & Varughese, Melvin
- S0047259X21000634 Block-band behavior of spatial correlations: An analytical asymptotic study in a spatial exponential family data setup
by Sutradhar, Brajendra C.
- S0047259X21000646 A semiparametric latent factor model for large scale temporal data with heteroscedasticity
by Zhang, Lyuou & Zhou, Wen & Wang, Haonan
- S0047259X21000713 On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables
by Wei, Zheng & Kim, Daeyoung
- S0047259X21000725 On shrinkage estimation of a spherically symmetric distribution for balanced loss functions
by Hobbad, Lahoucine & Marchand, Éric & Ouassou, Idir
- S0047259X21000737 Estimation of canonical correlation directions: From Gaussian to sub-Gaussian population
by Liu, Youming & Ren, Chunguang
- S0047259X21000749 Shrinkage estimation of large covariance matrices: Keep it simple, statistician?
by Ledoit, Olivier & Wolf, Michael
- S0047259X21000750 Test for high-dimensional mean vector under missing observations
by Yin, Yanqing
- S0047259X21000762 Ordinal pattern dependence as a multivariate dependence measure
by Betken, Annika & Dehling, Herold & Nüßgen, Ines & Schnurr, Alexander
- S0047259X21000774 Simple construction of a toroidal distribution from independent circular distributions
by Imoto, Tomoaki & Abe, Toshihiro
- S0047259X21000786 Kernel variable selection for multicategory support vector machines
by Park, Beomjin & Park, Changyi
- S0047259X21000804 Functional, randomized and smoothed multivariate quantile regions
by Faugeras, Olivier P. & Rüschendorf, Ludger
- S0047259X21000816 Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction
by Denuit, Michel & Robert, Christian Y.
- S0047259X21000828 Omnibus test for covariate effects in conditional copula models
by Gijbels, Irène & Omelka, Marek & Veraverbeke, Noël
- S0047259X21000853 Variable importance assessments and backward variable selection for multi-sample problems
by Peng, Liuhua & Qu, Long & Nettleton, Dan
- S0047259X21000877 Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
by Loperfido, Nicola
- S0047259X21000932 A Szekely–Rizzo inequality for testing general copula homogeneity hypotheses
by Quessy, Jean-François
- S0047259X21000956 Analysis of dependent data aggregated into intervals
by Samadi, S. Yaser & Billard, Lynne
- S0047259X21001007 Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components
by Tsukuda, Koji & Matsuura, Shun
2021, Volume 185, Issue C
- S0047259X21000415 Bayesian multivariate quantile regression using Dependent Dirichlet Process prior
by Bhattacharya, Indrabati & Ghosal, Subhashis
- S0047259X21000427 Locally isometric embeddings of quotients of the rotation group modulo finite symmetries
by Hielscher, Ralf & Lippert, Laura
- S0047259X21000439 Adaptive function-on-scalar regression with a smoothing elastic net
by Mirshani, Ardalan & Reimherr, Matthew
- S0047259X21000440 Exact variance formula for the estimated mean outcome with external intervention based on the front-door criterion in Gaussian linear structural equation models
by Nanmo, Hisayoshi & Kuroki, Manabu
- S0047259X21000452 Simultaneous inference for Kendall’s tau
by Nowak, Claus P. & Konietschke, Frank
- S0047259X21000464 Kernel density estimation for partial linear multivariate responses models
by Zhang, Jun & Lin, Bingqing & Zhou, Yan
- S0047259X21000476 Fast implementation of partial least squares for function-on-function regression
by Zhou, Zhiyang
- S0047259X21000543 Dependence structure estimation using Copula Recursive Trees
by Laverny, Oskar & Masiello, Esterina & Maume-Deschamps, Véronique & Rullière, Didier
- S0047259X21000555 Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies
by Kharin, Yuriy & Voloshko, Valeriy
- S0047259X21000567 Testing the equality of a large number of means of functional data
by Jiménez-Gamero, M. Dolores & Franco-Pereira, Alba M.
- S0047259X21000579 Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings
by Nakayama, Yugo & Yata, Kazuyoshi & Aoshima, Makoto
- S0047259X21000580 A formulation for continuous mixtures of multivariate normal distributions
by Arellano-Valle, Reinaldo B. & Azzalini, Adelchi
- S0047259X21000592 Eigenvector-based sparse canonical correlation analysis: Fast computation for estimation of multiple canonical vectors
by Wang, Wenjia & Zhou, Yi-Hui
- S0047259X21000609 ℓ2,0-norm based selection and estimation for multivariate generalized linear models
by Chen, Yang & Luo, Ziyan & Kong, Lingchen
- S0047259X21000622 Asymptotic properties of Bernstein estimators on the simplex
by Ouimet, Frédéric
2021, Volume 184, Issue C
- S0047259X21000105 Depth-based classification for relational data with multiple attributes
by Zhang, Xu & Tian, Yahui & Guan, Guoyu & Gel, Yulia R.
- S0047259X21000129 Projection theorems and estimating equations for power-law models
by Gayen, Atin & Kumar, M. Ashok
- S0047259X21000142 A geometric investigation into the tail dependence of vine copulas
by Simpson, Emma S. & Wadsworth, Jennifer L. & Tawn, Jonathan A.
- S0047259X21000154 Heckman selection-t model: Parameter estimation via the EM-algorithm
by Lachos, Victor H. & Prates, Marcos O. & Dey, Dipak K.
- S0047259X21000166 A topologically valid construction of depth for functional data
by Nieto-Reyes, Alicia & Battey, Heather
- S0047259X21000178 Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix
by Yang, Yihe & Zhou, Jie & Pan, Jianxin
- S0047259X21000191 A new general class of RC association models: Estimation and main properties
by Forcina, Antonio & Kateri, Maria
- S0047259X21000208 Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes
by Xie, Junshan & Zeng, Yicheng & Zhu, Lixing
- S0047259X21000312 Minimum Average Variance Estimation with group Lasso for the multivariate response Central Mean Subspace
by Zhang, Hong-Fan
- S0047259X21000324 Principal loading analysis
by Bauer, Jan O. & Drabant, Bernhard
- S0047259X21000336 On classification with nonignorable missing data
by Mojirsheibani, Majid
- S0047259X21000348 Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings
by Nakagawa, Tomoyuki & Watanabe, Hiroki & Hyodo, Masashi
- S0047259X21000361 Semi-parametric estimation of multivariate extreme expectiles
by Beck, Nicholas & Di Bernardino, Elena & Mailhot, Mélina
- S0047259X21000373 Inference in high dimensional linear measurement error models
by Li, Mengyan & Li, Runze & Ma, Yanyuan
- S0047259X21000385 Stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant
by Mai, Jan-Frederik & Wang, Ruodu
- S0047259X21000397 On the asymptotic normality and efficiency of Kronecker envelope principal component analysis
by Huang, Shih-Hao & Huang, Su-Yun
- S0047259X21000403 A high dimensional nonparametric test for proportional covariance matrices
by Xu, Kai & Tian, Yan & He, Daojiang
- S0047259X2100018X An association test for functional data based on Kendall’s Tau
by Jadhav, Sneha & Ma, Shuangge
- S0047259X2100021X Distance-based tests for planar shape
by Valdevino Félix de Lima, Wenia & David Costa do Nascimento, Abraão & José Amorim do Amaral, Getúlio
- S0047259X2100035X Expectile depth: Theory and computation for bivariate datasets
by Cascos, Ignacio & Ochoa, Maicol
2021, Volume 183, Issue C
- S0047259X20302918 Estimating and forecasting dynamic correlation matrices: A nonlinear common factor approach
by Zhang, Yongli & Rolling, Craig & Yang, Yuhong
- S0047259X20302943 Subspace rotations for high-dimensional outlier detection
by Chung, Hee Cheol & Ahn, Jeongyoun
- S0047259X20302955 Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix
by Shimizu, Koki & Hashiguchi, Hiroki
- S0047259X20302967 Canonical correlation analysis for elliptical copulas
by Langworthy, Benjamin W. & Stephens, Rebecca L. & Gilmore, John H. & Fine, Jason P.
- S0047259X20302979 Joint mean–covariance estimation via the horseshoe
by Li, Yunfan & Datta, Jyotishka & Craig, Bruce A. & Bhadra, Anindya
- S0047259X21000051 Reconstruction of atomic measures from their halfspace depth
by Laketa, Petra & Nagy, Stanislav
- S0047259X21000063 Compound vectors of subordinators and their associated positive Lévy copulas
by Riva-Palacio, Alan & Leisen, Fabrizio
- S0047259X21000075 A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation
by Ogasawara, Haruhiko
- S0047259X21000087 Asymptotic properties on high-dimensional multivariate regression M-estimation
by Ding, Hao & Qin, Shanshan & Wu, Yuehua & Wu, Yaohua
- S0047259X21000099 Generalized Schott type tests for complete independence in high dimensions
by He, Daojiang & Liu, Huanyu & Xu, Kai & Cao, Mingxiang
- S0047259X21000117 Variable selection for partially linear models via Bayesian subset modeling with diffusing prior
by Wang, Jia & Cai, Xizhen & Li, Runze
- S0047259X21000130 Semiparametric method and theory for continuously indexed spatio-temporal processes
by Liu, Jialuo & Chu, Tingjin & Zhu, Jun & Wang, Haonan
- S0047259X2100004X Shrinkage estimation with singular priors and an application to small area estimation
by Nakada, Ryumei & Kubokawa, Tatsuya & Ghosh, Malay & Karmakar, Sayar
2021, Volume 182, Issue C
- S0047259X20302748 Dynamic tilted current correlation for high dimensional variable screening
by Zhao, Bangxin & Liu, Xin & He, Wenqing & Yi, Grace Y.
- S0047259X20302761 Analysis of the rate of convergence of fully connected deep neural network regression estimates with smooth activation function
by Langer, Sophie
- S0047259X20302773 Approximating smooth functions by deep neural networks with sigmoid activation function
by Langer, Sophie
- S0047259X20302840 On the behavior of the DFA and DCCA in trend-stationary processes
by Prass, Taiane Schaedler & Pumi, Guilherme
- S0047259X20302852 On the specification of multivariate association measures and their behaviour with increasing dimension
by Gijbels, Irène & Kika, Vojtěch & Omelka, Marek
- S0047259X20302864 Testing multivariate quantile by empirical likelihood
by Ma, Xuejun & Wang, Shaochen & Zhou, Wang
- S0047259X20302906 Ordering results for elliptical distributions with applications to risk bounds
by Ansari, Jonathan & Rüschendorf, Ludger
- S0047259X20302931 Optimal designs for mixed continuous and binary responses with quantitative and qualitative factors
by Kao, Ming-Hung & Khogeer, Hazar
- S0047259X2030275X Widening the scope of an eigenvector stochastic approximation process and application to streaming PCA and related methods
by Monnez, Jean-Marie & Skiredj, Abderrahman
- S0047259X2030289X On the copula correlation ratio and its generalization
by Shih, Jia-Han & Emura, Takeshi
- S0047259X2030292X Testing independence of functional variables by angle covariance
by Lai, Tingyu & Zhang, Zhongzhan & Wang, Yafei & Kong, Linglong
2021, Volume 181, Issue C
- S0047259X20302530 Estimating an extreme Bayesian network via scalings
by Klüppelberg, Claudia & Krali, Mario
- S0047259X20302542 The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data
by Mohammedi, Mustapha & Bouzebda, Salim & Laksaci, Ali
- S0047259X20302554 Testing high dimensional covariance matrices via posterior Bayes factor
by Wang, Zhendong & Xu, Xingzhong
- S0047259X20302566 Nonlinear and additive principal component analysis for functional data
by Song, Jun & Li, Bing
- S0047259X20302578 Kernel density estimation on symmetric spaces of non-compact type
by Asta, Dena Marie
- S0047259X20302591 Robustness and asymptotics of the projection median
by Ramsay, Kelly & Durocher, Stephane & Leblanc, Alexandre
- S0047259X20302608 Family of mean-mixtures of multivariate normal distributions: Properties, inference and assessment of multivariate skewness
by Abdi, Me’raj & Madadi, Mohsen & Balakrishnan, Narayanaswamy & Jamalizadeh, Ahad
- S0047259X20302700 On the estimation of entropy in the FastICA algorithm
by Issoglio, Elena & Smith, Paul & Voss, Jochen
- S0047259X20302712 Non-asymptotic error controlled sparse high dimensional precision matrix estimation
by Kashlak, Adam B.
- S0047259X20302724 Multiply robust subgroup identification for longitudinal data with dropouts via median regression
by Lu, Wenqi & Qin, Guoyou & Zhu, Zhongyi & Tu, Dongsheng
- S0047259X20302736 Sampling properties of color Independent Component Analysis
by Lee, Seonjoo & Shen, Haipeng & Truong, Young
- S0047259X2030258X Splitting models for multivariate count data
by Peyhardi, Jean & Fernique, Pierre & Durand, Jean-Baptiste
- S0047259X2030261X Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions
by Haddouche, Anis M. & Fourdrinier, Dominique & Mezoued, Fatiha
2020, Volume 180, Issue C
- S0047259X20302359 Copula-based regression models with data missing at random
by Hamori, Shigeyuki & Motegi, Kaiji & Zhang, Zheng
- S0047259X20302438 Nonlinear functional canonical correlation analysis via distance covariance
by Zhu, Hanbing & Li, Rui & Zhang, Riquan & Lian, Heng
- S0047259X20302451 Surface functional models
by Chen, Ziqi & Hu, Jianhua & Zhu, Hongtu
- S0047259X20302463 Asymptotics and practical aspects of testing normality with kernel methods
by Makigusa, Natsumi & Naito, Kanta
- S0047259X20302475 Bivariate gamma model
by Han, Ruijian & Chen, Kani & Tan, Chunxi
- S0047259X20302487 Testing for spherical and elliptical symmetry
by Albisetti, Isaia & Balabdaoui, Fadoua & Holzmann, Hajo
- S0047259X20302499 Dimensionality reduction for binary data through the projection of natural parameters
by Landgraf, Andrew J. & Lee, Yoonkyung
- S0047259X20302505 Single-index composite quantile regression for massive data
by Jiang, Rong & Yu, Keming
- S0047259X20302517 On the structure of exchangeable extreme-value copulas
by Mai, Jan-Frederik & Scherer, Matthias
- S0047259X20302529 A note on the regularity of optimal-transport-based center-outward distribution and quantile functions
by del Barrio, Eustasio & González-Sanz, Alberto & Hallin, Marc
- S0047259X2030244X Locally optimal designs for multivariate generalized linear models
by Idais, Osama
2020, Volume 179, Issue C
- S0047259X19303082 Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings
by Watanabe, Hiroki & Hyodo, Masashi & Nakagawa, Shigekazu
- S0047259X20302098 Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors
by Cao, Xuan & Khare, Kshitij & Ghosh, Malay
- S0047259X20302104 Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix
by Nardo, Elvira Di
- S0047259X20302207 Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew t distributions
by Wang, Sheng & Zimmerman, Dale L. & Breheny, Patrick
- S0047259X20302219 Testing normality of data on a multivariate grid
by Horváth, Lajos & Kokoszka, Piotr & Wang, Shixuan
- S0047259X20302220 A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification
by Luo, Shan & Chen, Zehua
- S0047259X20302232 Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix
by Takayama, Nobuki & Jiu, Lin & Kuriki, Satoshi & Zhang, Yi
- S0047259X20302244 Univariate likelihood projections and characterizations of the multivariate normal distribution
by Vexler, Albert
- S0047259X20302256 Scalable interpretable learning for multi-response error-in-variables regression
by Wu, Jie & Zheng, Zemin & Li, Yang & Zhang, Yi
- S0047259X20302268 Uniform joint screening for ultra-high dimensional graphical models
by Zheng, Zemin & Shi, Haiyu & Li, Yang & Yuan, Hui
- S0047259X20302281 Linear orderings of the scale mixtures of the multivariate skew-normal distribution
by Amiri, Mehdi & Izadkhah, Salman & Jamalizadeh, Ahad
- S0047259X20302293 Testing for the significance of functional covariates
by Maistre, Samuel & Patilea, Valentin
- S0047259X20302311 Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions
by Heinen, Andréas & Valdesogo, Alfonso
- S0047259X20302323 A Conway–Maxwell-multinomial distribution for flexible modeling of clustered categorical data
by Morris, Darcy Steeg & Raim, Andrew M. & Sellers, Kimberly F.
- S0047259X20302335 Multivariate tests of independence and their application in correlation analysis between financial markets
by Feng, Long & Zhang, Xiaoxu & Liu, Binghui
- S0047259X20302347 Bayesian shrinkage estimation of negative multinomial parameter vectors
by Hamura, Yasuyuki & Kubokawa, Tatsuya
- S0047259X20302360 Estimating sparse networks with hubs
by McGillivray, Annaliza & Khalili, Abbas & Stephens, David A.
- S0047259X2030227X Continuous time hidden Markov model for longitudinal data
by Zhou, Jie & Song, Xinyuan & Sun, Liuquan
- S0047259X2030230X Scale and shape mixtures of matrix variate extended skew normal distributions
by Rezaei, Amir & Yousefzadeh, Fatemeh & Arellano-Valle, Reinaldo B.
2020, Volume 178, Issue C
- S0047259X18306699 Trinity tests of functions for conditional moment models
by Tao, Jing
- S0047259X19300910 Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data
by Kurita, Takamitsu
- S0047259X19301095 An objective prior for hyperparameters in normal hierarchical models
by Berger, James O. & Sun, Dongchu & Song, Chengyuan
- S0047259X19301198 An independence test based on recurrence rates
by Kalemkerian, Juan & Fernández, Diego
- S0047259X19301484 A Central Limit Theorem for extrinsic antimeans and estimation of Veronese–Whitney means and antimeans on planar Kendall shape spaces
by Wang, Yunfan & Patrangenaru, Vic & Guo, Ruite
- S0047259X19301745 Pseudo-quantile functional data clustering
by Kim, Joonpyo & Oh, Hee-Seok
- S0047259X19303252 Updating of the Gaussian graphical model through targeted penalized estimation
by van Wieringen, Wessel N. & Stam, Koen A. & Peeters, Carel F.W. & van de Wiel, Mark A.
- S0047259X19303720 A goodness-of-fit test for elliptical distributions with diagnostic capabilities
by Ducharme, Gilles R. & Lafaye de Micheaux, Pierre
- S0047259X19303732 Model-free feature screening for ultrahigh dimensional classification
by Sheng, Ying & Wang, Qihua
- S0047259X19303756 Pairwise sparse + low-rank models for variables of mixed type
by Nussbaum, Frank & Giesen, Joachim
- S0047259X19304105 Robust nonparametric estimation of the conditional tail dependence coefficient
by Goegebeur, Yuri & Guillou, Armelle & Ho, Nguyen Khanh Le & Qin, Jing
- S0047259X19304282 Joint and marginal causal effects for binary non-independent outcomes
by Lupparelli, Monia & Mattei, Alessandra
- S0047259X19304841 Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims
by Ariyafar, Saeed & Tata, Mahbanoo & Rezapour, Mohsen & Madadi, Mohsen
- S0047259X19305330 Parametrising correlation matrices
by Forrester, Peter J. & Zhang, Jiyuan
- S0047259X19305688 Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application
by Bose, Arup & Hachem, Walid
- S0047259X19306141 Kurtosis test of modality for rotationally symmetric distributions on hyperspheres
by Kim, Byungwon & Schulz, Jörn & Jung, Sungkyu
- S0047259X20302086 Testing for independence of high-dimensional variables: ρV-coefficient based approach
by Hyodo, Masashi & Nishiyama, Takahiro & Pavlenko, Tatjana
- S0047259X1930346X Likelihood ratio tests for many groups in high dimensions
by Dette, Holger & Dörnemann, Nina
- S0047259X1930435X On Kendall’s regression
by Derumigny, Alexis & Fermanian, Jean-David
- S0047259X1930569X Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution
by Yuasa, Ryota & Kubokawa, Tatsuya
2020, Volume 177, Issue C
- S0047259X18303725 Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid
by Hong, Yiping & Zhou, Zaiying & Yang, Ying
- S0047259X18305104 Testing and estimating change-points in the covariance matrix of a high-dimensional time series
by Steland, Ansgar
- S0047259X19300831 Bivariate distributions with ordered marginals
by Arnold, Sebastian & Molchanov, Ilya & Ziegel, Johanna F.
- S0047259X19301435 Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate
by Niu, Lu & Liu, Xiumin & Zhao, Junlong
- S0047259X19301666 Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses
by Zimmermann, Georg & Pauly, Markus & Bathke, Arne C.
- S0047259X19302854 Bernoulli vector autoregressive model
by Euán, Carolina & Sun, Ying
- S0047259X19303239 Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: Minimaxity and admissibility
by Karamikabir, Hamid & Afshari, Mahmoud
- S0047259X19304087 On moments of doubly truncated multivariate normal mean–variance mixture distributions with application to multivariate tail conditional expectation
by Roozegar, Roohollah & Balakrishnan, Narayanaswamy & Jamalizadeh, Ahad
2020, Volume 176, Issue C
- S0047259X19300077 M-estimation with incomplete and dependent multivariate data
by Frahm, Gabriel & Nordhausen, Klaus & Oja, Hannu
- S0047259X19300211 Measures of goodness of fit obtained by almost-canonical transformations on Riemannian manifolds
by Jupp, P.E. & Kume, A.
- S0047259X19300223 Independent component analysis for multivariate functional data
by Virta, Joni & Li, Bing & Nordhausen, Klaus & Oja, Hannu
- S0047259X19301216 A large covariance matrix estimator under intermediate spikiness regimes
by Farnè, Matteo & Montanari, Angela
- S0047259X19301423 Simultaneous confidence band for stationary covariance function of dense functional data
by Wang, Jiangyan & Cao, Guanqun & Wang, Li & Yang, Lijian
- S0047259X19301654 Closed-form expression for finite predictor coefficients of multivariate ARMA processes
by Inoue, Akihiko
- S0047259X19302015 Conditional probability estimation based classification with class label missing at random
by Sheng, Ying & Wang, Qihua
- S0047259X19302544 On the computation of Wasserstein barycenters
by Puccetti, Giovanni & Rüschendorf, Ludger & Vanduffel, Steven
- S0047259X19302830 Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data
by Fang, Qian & Yu, Chen & Weiping, Zhang
- S0047259X1930065X Distributed simultaneous inference in generalized linear models via confidence distribution
by Tang, Lu & Zhou, Ling & Song, Peter X.-K.
2020, Volume 175, Issue C
Printed from https://ideas.repec.org/s/eee/jmvana3.html
