Journal of Multivariate Analysis

Article	Citations
Diagnostic checking of periodic vector autoregressive time series models with dependent errors	29
Editorial Board	23
Editorial Board	17
Targeted principal components regression	16
Minimax estimation of the mode of functional data	14
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model	14
Ordinal pattern dependence and multivariate measures of dependence	13
Editorial Board	13
Parametric dependence between random vectors via copula-based divergence measures	12
On singular values of large dimensional lag-τ sample auto-correlatio	12
On properties of fractional posterior in generalized reduced-rank regression	11
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	11
Nonparametric testing for the specification of spatial trend functions	11
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction	11
A latent factor model for high-dimensional binary data	11
Estimation of spatial autoregressive models with covariate measurement errors	11
Fréchet k	11
Low dimensional factor model-based tests for assessing vector correlation in high-dimensional settings	10
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension	10
Estimation of multivariate asymmetric power GARCH models	10
Simultaneous heterogeneity and reduced-rank learning for multivariate response regression	10
Minimaxity under the half-Cauchy prior	9
A uniform kernel trick for high and infinite-dimensional two-sample problems	9
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds	9
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	9

The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio	9
Sparse online regression algorithm with insensitive loss functions	8
Quadratic discriminant analysis by projection	8
Measuring and testing tail equivalence	8
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data	8
Estimation of multiple networks with common structures in heterogeneous subgroups	8
Test for a general trilinear hypothesis in the generalized growth curve model	8
Ultra-high dimensional semiparametric dynamic high-order spatial autoregressive models	8
Efficient calibration of computer models with multivariate output	8
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics	8
Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation	8
Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes	7
Robust Bayesian graphical modeling using γ-divergence	7
Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension	7
Estimators for multivariate allometric regression model	7
Parsimonious multivariate structural spatial models with intra-location feedback	7
Properties of CoVaR based on tail expansions of copulas	7
Convex comparison of Gaussian mixtures	7
Robust two-way dimension reduction by Grassmannian barycenter	7
The k-sample problem using Gini covariance for large k	7
On the eigenvectors of large-dimensional sample spatial sign covariance matrices	7
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	7
Nonlinear functional principal component analysis using neural networks	6
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path	6
Bayesian inference of graph-based dependencies from mixed-type data	6
Robust penalized estimators for functional linear regression	6
Order selection for regression-based hidden Markov model	6
Editorial Board	6
Editorial Board	6
TNN: A transfer learning classifier based on weighted nearest neighbors	6
Robust semi-functional censored regression	6
Asymptotic normality of the local linear estimator of the functional expectile regression	6
Multivariate tail dependence and local stochastic dominance	6
Estimating singular functions of kernel cross-covariance operators: An investigation of the Nyström method	6
Finite sample t-tests for high-dimensional means	6
Varying-coefficient quantile regression with effect under panel data and missing observation	6
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices	5
A conditional distribution function-based measure for independence and K	5
On the Mai–Wang stochastic decomposition for ℓ	5
Robust signal recovery in Hadamard spaces	5
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	5
On estimation and order selection for multivariate extremes via clustering	5
Automatic sparse estimation of the high-dimensional cross-covariance matrix	5
A general approach for testing independence in Hilbert spaces	5
Tree-structured Markov random fields with Poisson marginal distributions	5
Matrix-valued isotropic covariance functions with local extrema	5
Editorial Board	5
Editorial Board	5
Semi-functional varying coefficient mode-based regression	5
ICS for complex data with application to outlier detection for density data	5

Matrix variate gamma distributions with unrestricted shape parameter	5
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion	5
On the use of the Gram matrix for multivariate functional principal components analysis	5
Perturbation theory for cross data matrix-based PCA	5
Efficiency of Markov chains for Bayesian linear regression models with heavy-tailed errors	5
Random correlation matrices generated via partial correlation C-vines	5
Tensor Stein-rules in a generalized tensor regression model	5
On weighted multivariate sign functions	5
Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution	5
Estimation and order selection for multivariate exponential power mixture models	5
Factor modeling of multivariate time series: A frequency components approach	5
An independence test for functional variables based on kernel normalized cross-covariance operator	4
Projection pursuit via kernel mean embeddings	4
High-dimensional nonconvex LASSO-type M-estimators	4
On testing the equality of latent roots of scatter matrices under ellipticity	4
Subgroup effect quantile regression with high dimensional missing panel data	4
Extreme partial least-squares	4
Linearized maximum rank correlation estimation when covariates are functional	4
On convergence of regularized covariance estimator based on modified Cholesky decomposition	4
Model-based Fréchet regression in (quotient) metric spaces with a focus on elastic curves	4
A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments	4
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs	4
Functional additive expectile regression in the reproducing kernel Hilbert space	4
Shrinkage estimators of BLUE for time series regression models	4
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data	4
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime	4
Editorial Board	4
Generating MCMC proposals by randomly rotating the regular simplex	4
On the exact region determined by Spearman’s ρ and Blest’s measure	4
Randomized extrapolation for accelerating EM-type fixed-point algorithms	4
Penalized estimation of hierarchical Archimedean copula	3
Testing and measuring the conditional mean (in)dependence for functional data by martingale difference-angle divergence	3
Matérn and Generalized Wendland correlation models that parameterize hole effect, smoothness, and support	3
Maximum likelihood estimation of elliptical tail	3
Conditional independence testing via weighted partial copulas	3
A variance-corrected U-statistic approach for comparing covariance matrices of high-dimensional mixtures	3
Editorial Board	3
Asymptotic properties of hierarchical clustering in high-dimensional settings	3
On a class of finite mixture models that includes hidden Markov models	3
Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices	3
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency	3
Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes	3
Robust functional inverse regression	3
An approximation to peak detection power using Gaussian random field theory	3
Principal component analysis of infinite variance functional data	3
Copula-based conditional tail indices	3
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions	3
Moderate deviation principle for likelihood ratio test in multivariate linear regression model	3
Editorial Board	3
A generalized Mallows model based on ϕ-divergence measures	3
Explicit bivariate simplicial depth	3
Bounds and identification on direct and indirect effects under partially observed mediator-endpoint confounders	3
Joint graphical lasso with regularized aggregation	3
A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence	3
Two-sample test for high-dimensional covariance matrices: A normal-reference approach	3
Moment-type estimators for the Dirichlet and the multivariate gamma distributions	3
The multirank likelihood for semiparametric canonical correlation analysis	3
Optimal designs for prediction of random effects in two-groups models with multivariate response	3
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions	3
On moments of truncated multivariate normal/independent distributions	3
Editorial Board	3
Composite expectile estimation in partial functional linear regression model	3
Region selection in Markov random fields: Gaussian case	3
Editorial Board	3
Multivariate mix-GEE models for longitudinal data with multiple outcomes	3
Hoeffding decomposition of functions of random dependent variables	3
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings	3
On attainability of Kendall’s tau matrices and concordance signatures	2
Functional linear regression with truncated signatures	2
Spatially clustered varying coefficient model	2
A goodness-of-fit test for the compound Poisson exponential model	2
Projection divergence in the reproducing kernel Hilbert space: Asymptotic normality, block-wise and slicing estimation, and computational efficiency	2
Partial least squares for simultaneous reduction of response and predictor vectors in regression	2
Large factor model estimation by nuclear norm plus ℓ	2
A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance	2
Detection and localization of changes in a panel of densities	2
Covariance parameter estimation of Gaussian processes with approximated functional inputs	2
Jump detection in single-index models with measurement error	2
Type I multivariate Pólya-Aeppli distributions with applications	2
Finite mixture representations of zero-and- N	2

Inference for overparametrized hierarchical Archimedean copulas	2
Asymptotics of estimators for structured covariance matrices	2
Additive regression for Riemannian functional responses	2
The inner partial least square: An exploration of the “necessary” dimension reduction	2
Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule	2
Efficient estimation of a partially linear panel data model with cross-sectional dependence	2
New results for drift estimation in inhomogeneous stochastic differential equations	2
Variable selection in multivariate regression models with measurement error in covariates	2
Statistical guarantees for distribution estimation of contaminated data via DNN-based MoM-GANs	2
Recent advances in principal component analysis for directional data	2
Robust variable selection criteria for the penalized regression	2
Testing for changes in linear models using weighted residuals	2
A method for sparse and robust independent component analysis	2
On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence	2
Graph-constrained analysis for multivariate functional data	2
Nonparametric estimation from correlated copies of a drifted process	2
Rank-based combination independence tests for high-dimensional data	2
Closed-form and bias-corrected estimators for the bivariate gamma distribution	2
Invariant correlation under marginal transforms	2
Editorial Board	2
Enhancing spatial functional linear regression with robust dimension reduction methods	2
High-dimensional projection-based ANOVA test	2
Editorial Board	2
Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation	2
Tests for group-specific heterogeneity in high-dimensional factor models	2
Testing distributional equality for functional random variables	2
Nonparametric variable screening for multivariate additive models	2
High-dimensional hypothesis testing for allometric extension model	2
Online statistical inference for parameters estimation with linear-equality constraints	2
Measures of concordance and testing of independence in multivariate structure	2
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables	2
Exact first moments of the RV coefficient by invariant orthogonal integration	2
Likelihood ratio tests under model misspecification in high dimensions	2
Maximum spacing estimation for multivariate observations under a general class of information-type measures	2
Density and graph estimation with smoothing splines and conditional Gaussian graphical models	2
CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions	2
Consistency of empirical distributions of sequences of graph statistics in networks with dependent edges	2
Parametric convergence rate of a non-parametric estimator in multivariate mixtures of power series distributions under conditional independence	2
Multivariate α-stable distributions: VAR(1) processes, measures of	2
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm	2
Editorial Board	2
Data depth functions for non-standard data by use of formal concept analysis	2
Mixed membership Gaussians	2
A robust mixed functional classifier with adaptive large margin loss	2
Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space	2
Sub-dimensional Mardia measures of multivariate skewness and kurtosis	2
GARCH-type factor model	2
Bayesian analysis of nonlinear structured latent factor models with a Gaussian process prior	2
A unified framework of principal component analysis and factor analysis	1
Quantifying directed dependence via dimension reduction	1
On the consistency of the jackknife estimator of the asymptotic variance of spatial median	1
Subgroup analysis for high-dimensional functional regression	1
Identifying differential networks through high-dimensional two-sample inference	1
Fisher’s pioneering work on discriminant analysis and its impact on Artificial Intelligence	1
Bivariate covariance functions of Pólya type	1
High-dimensional robust approximated M-estimators for mean regression	1
The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate	1
Editorial Board	1
Nonlinear sufficient dimension reduction for distribution-on-distribution regression	1
A componentwise estimation procedure for multivariate location and scatter: Robustness, efficiency and scalability	1
Semiparametric estimation of the high-dimensional elliptical distribution	1
Max-linear models in random environment	1
Latent model extreme value index estimation	1
Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error	1
Simultaneous variable selection and estimation of multivariate panel count data	1
Distance correlation in the presence of measurement errors	1
High-dimensional factor copula models with estimation of latent variables	1
On heavy-tailed risks under Gaussian copula: The effects of marginal transformation	1
The mean tests with high dimensional data	1
Testing multivariate normality for two-level structural equation models	1
A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula	1
On skewed Gaussian graphical models	1
Dimension reduction for outlier detection in high-dimensional data	1
Exact mean and covariance formulas after diagonal transformations of a multivariate normal	1
Tree Pólya Splitting distributions for multivariate count data	1
Geometric scale mixtures of normal distributions	1
Editorial Board	1
Robust factor analysis with exponential squared loss	1
Distributed estimation of spiked eigenvalues in spiked population models	1
Star products and dimension reduction	1
Positive-definite thresholding estimators of covariance matrices with zeros	1
Recovery of partly sparse and dense signals	1
Multivariate robust linear models for multivariate longitudinal data	1
tSNE-Spec: A new classification method for multivariate time series data	1
Covariance models for multivariate random fields resulting from pseudo cross-variograms	1
Searching for a source of difference in graphical models	1
Max-convolution processes with random shape indicator kernels	1
Set-valued expectiles for ordered data analysis	1
On nonparametric functional data regression with incomplete observations	1
On extreme quantile region estimation under heavy-tailed elliptical distributions	1
Understanding asymptotic consistency and its unique advantages in large sample statistical inference	1
A flexible Clayton-like spatial copula with application to bounded support data	1
Preface to the Special Issue “Copula modeling from Abe Sklar to the present day”	1
Editorial Board	1
Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests	1