Journal of Multivariate Analysis

Article	Citations
Dimensionality reduction for binary data through the projection of natural parameters	50
Approximating smooth functions by deep neural networks with sigmoid activation function	34
A 50-year personal journey through time with principal component analysis	32
The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data	28
Sequential estimation of Spearman rank correlation using Hermite series estimators	24
Uniform limit theorems for a class of conditional Z-estimators when co	22
Unifying compactly supported and Matérn covariance functions in spatial statistics	18
A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation	17
Statistical analysis of multivariate discrete-valued time series	16
Renewal type bootstrap for increasing degree U-process of a Markov chain	16
An overview on the progeny of the skew-normal family— A personal perspective	16
A note on the regularity of optimal-transport-based center-outward distribution and quantile functions	16
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?	15
Measuring dependence between random vectors via optimal transport	14
Matrix differential calculus with applications in the multivariate linear model and its diagnostics	14
Variable selection in functional regression models: A review	14
On functional data analysis and related topics	14
Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-	13
On the copula correlation ratio and its generalization	13
Asymptotic properties of Bernstein estimators on the simplex	12
Nonlinear and additive principal component analysis for functional data	12
Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings	12
Copula-based regression models with data missing at random	11
Robust functional principal component analysis for non-Gaussian longitudinal data	11
On the estimation of entropy in the FastICA algorithm	10

Estimating an extreme Bayesian network via scalings	10
Change point analysis of covariance functions: A weighted cumulative sum approach	10
An overview of skew distributions in model-based clustering	10
Asymptotic and bootstrap tests for subspace dimension	9
Asymptotic properties of Dirichlet kernel density estimators	9
A topologically valid construction of depth for functional data	9
Single-index composite quantile regression for massive data	9
Recent advances in shrinkage-based high-dimensional inference	9
Conformal prediction bands for multivariate functional data	8
An overview of tests on high-dimensional means	8
Inference in high dimensional linear measurement error models	8
Bayesian multivariate quantile regression using Dependent Dirichlet Process prior	8
Family of mean-mixtures of multivariate normal distributions: Properties, inference and assessment of multivariate skewness	8
From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas	8
Analysis of the rate of convergence of fully connected deep neural network regression estimates with smooth activation function	8
Financial Risk Meter FRM based on Expectiles	8
Testing the equality of a large number of means of functional data	8
On the usage of joint diagonalization in multivariate statistics	8
Multiply robust subgroup identification for longitudinal data with dropouts via median regression	7
Kernel density estimation for partial linear multivariate responses models	7
On projection methods for functional time series forecasting	7
On the behavior of the DFA and DCCA in trend-stationary processes	7
Principal component analysis and clustering on manifolds	7
On attainability of Kendall’s tau matrices and concordance signatures	7
Change-point problems for multivariate time series using pseudo-observations	7
Edge statistics of large dimensional deformed rectangular matrices	7
Ordinal pattern dependence as a multivariate dependence measure	7
Projection theorems and estimating equations for power-law models	7
An association test for functional data based on Kendall’s Tau	7
Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies	7
Data driven orthogonal basis selection for functional data analysis	7
Order selection for regression-based hidden Markov model	7
Likelihood ratio tests under model misspecification in high dimensions	7
Inference in functional linear quantile regression	7
Testing independence of functional variables by angle covariance	7
Expectile depth: Theory and computation for bivariate datasets	7
Principal component analysis of infinite variance functional data	7
Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix	7
Minimax and pointwise sequential changepoint detection and identification for general stochastic models	6
Ordering results for elliptical distributions with applications to risk bounds	6
On the specification of multivariate association measures and their behaviour with increasing dimension	6
High dimensional change point inference: Recent developments and extensions	6
Notes on the prehistory of principal components analysis	6
Heckman selection-t model: Parameter estimation via the EM-algorithm	6
Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix	6
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	6
Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices	6
Graph-valued regression: Prediction of unlabelled networks in a non-Euclidean graph space	6
Canonical correlation analysis for elliptical copulas	6
Bivariate symmetric Heckman models and their characterization	6

Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions	5
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection	5
Biclustering analysis of functionals via penalized fusion	5
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm	5
Perturbation theory for cross data matrix-based PCA	5
Functional ANOVA based on empirical characteristic functionals	5
Locally isometric embeddings of quotients of the rotation group modulo finite symmetries	5
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	5
Sub-dimensional Mardia measures of multivariate skewness and kurtosis	5
Subspace rotations for high-dimensional outlier detection	5
High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis	5
Kernel density estimation on symmetric spaces of non-compact type	5
Recent developments in high-dimensional inference for multivariate data: Parametric, semiparametric and nonparametric approaches	5
Reconstruction of atomic measures from their halfspace depth	5
Some aspects of response variable selection and estimation in multivariate linear regression	5
Quantifying directed dependence via dimension reduction	5
Simultaneous inference for Kendall’s tau	5
Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: A normal reference 5
A new general class of RC association models: Estimation and main properties	5
Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings	5
Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction	5
Fast implementation of partial least squares for function-on-function regression	5
Kernel variable selection for multicategory support vector machines	4
The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate	4
Splitting models for multivariate count data	4
Tests of serial dependence for multivariate time series with arbitrary distributions	4
A formulation for continuous mixtures of multivariate normal distributions	4
Extreme partial least-squares	4
A short history of statistical association: From correlation to correspondence analysis to copulas	4
High-dimensional linear discriminant analysis using nonparametric methods	4
Reproducible learning in large-scale graphical models	4
Locally optimal designs for multivariate generalized linear models	4
Permutation test for the multivariate coefficient of variation in factorial designs	4
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics	4
Advanced topics in Sliced Inverse Regression	4
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions	4
Robust projected principal component analysis for large-dimensional semiparametric factor modeling	4
Likelihood-based inference for the multivariate skew-tregression w	4
Compound vectors of subordinators and their associated positive Lévy copulas	4
Quadratic discriminant analysis by projection	4
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications	4
Multivariate elliptical-based Birnbaum–Saunders kernel density estimation for nonnegative data	4
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	4
ℓ2,	4
A slice of multivariate dimension reduction	4
Generalized Schott type tests for complete independence in high dimensions	3
Analysis of dependent data aggregated into intervals	3
Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation	3
Distance-based tests for planar shape	3
Optimal model averaging for multivariate regression models	3
Functional linear regression with truncated signatures	3
One-way MANOVA for functional data via Lawley–Hotelling trace test	3
A distance-based test of independence between two multivariate time series	3
Duality for real and multivariate exponential families	3
Semi-parametric estimation of multivariate extreme expectiles	3
Mixture regression for longitudinal data based on joint mean–covariance model	3
Response envelopes for linear coregionalization models	3
Nonparametric spectral methods for multivariate spatial and spatial–temporal data	3
Closed-form and bias-corrected estimators for the bivariate gamma distribution	3
Three kinds of discrete approximations of statistical multivariate distributions and their applications	3
Stochastic decomposition for ℓp	3
Extremal dependence measure for functional data	3
Canonical quantile regression	3
Subgroup analysis for high-dimensional functional regression	3
Conditional specification of statistical models: Classical models, new developments and challenges	3
Depth-based classification for relational data with multiple attributes	3
Consistent estimation of a joint model for multivariate longitudinal and survival data with latent variables	3
On simultaneous best linear unbiased prediction of future order statistics and associated properties	3
Inference for spatial regression models with functional response using a permutational approach	3
Principal components analysis and cyclostationarity	3
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency	3
Joint mean–covariance estimation via the horseshoe	3
Bivariate covariance functions of Pólya type	3
Robust inference for change points in high dimension	3
Optimal designs for mixed continuous and binary responses with quantitative and qualitative factors	3
Principal loading analysis	3
Diagonal nonlinear transformations preserve structure in covariance and precision matrices	3
Laplace approximations for hypergeometric functions with Hermitian matrix argument	3
Moderate deviation principle for likelihood ratio test in multivariate linear regression model	3
Estimation of multivariate asymmetric power GARCH models	3

On the structure of exchangeable extreme-value copulas	3
On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence	3
Conditional independence testing via weighted partial copulas	2
Inference of a time-varying coefficient regression model for multivariate panel count data	2
Spatially clustered varying coefficient model	2
Estimation of extreme multivariate expectiles with functional covariates	2
Online statistical inference for parameters estimation with linear-equality constraints	2
Block-band behavior of spatial correlations: An analytical asymptotic study in a spatial exponential family data setup	2
Minimum Average Variance Estimation with group Lasso for the multivariate response Central Mean Subspace	2
Randomized extrapolation for accelerating EM-type fixed-point algorithms	2
Selecting the number of clusters, clustering models, and algorithms. A unifying approach based on the quadratic discriminant score	2
Nonlinear sufficient dimension reduction for distribution-on-distribution regression	2
Testing for changes in linear models using weighted residuals	2
Anisotropic spectral cut-off estimation under multiplicative measurement errors	2
Robust density power divergence based tests in multivariate analysis: A comparative overview of different approaches	2
Nonlinear functional canonical correlation analysis via distance covariance	2
Consistently recovering the signal from noisy functional data	2
Partial least squares for simultaneous reduction of response and predictor vectors in regression	2
Spectral PCA for MANOVA and data over binary trees	2
Penalized estimation of hierarchical Archimedean copula	2
On classification with nonignorable missing data	2
Identifiability and estimation of meta-elliptical copula generators	2
Statistical analysis of a hierarchical clustering algorithm with outliers	2
Fourier-type tests of mutual independence between functional time series	2
Measures of concordance and testing of independence in multivariate structure	2
Dimension-wise scaled normal mixtures with application to finance and biometry	2
A Szekely–Rizzo inequality for testing general copula homogeneity hypotheses	2
A flexible Clayton-like spatial copula with application to bounded support data	2
Variable selection for partially linear models via Bayesian subset modeling with diffusing prior	2
Anomaly detection: A functional analysis perspective	2
Spiked singular values and vectors under extreme aspect ratios	2
Supermodular and directionally convex comparison results for general factor models	2
Weighted shrinkage estimators of normal mean matrices and dominance properties	2
Analysis of multivariate non-gaussian functional data: A semiparametric latent process approach	2
Fréchet kernel sliced inverse regression	2
Testing for spherical and elliptical symmetry	2
Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error	2
Generating MCMC proposals by randomly rotating the regular simplex	2
Widening the scope of an eigenvector stochastic approximation process and application to streaming PCA and related methods	2
A semiparametric latent factor model for large scale temporal data with heteroscedasticity	2
A new distance based measure of asymmetry	2
Nonparametric drift estimation from diffusions with correlated Brownian motions	2
Estimation of functional-coefficient autoregressive models with measurement error	2
Feature extraction for functional time series: Theory and application to NIR spectroscopy data	2
A generative approach to modeling data with quantitative and qualitative responses	2
Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework	2
Adaptive function-on-scalar regression with a smoothing elastic net	2
Multivariate α-stable distributions: VAR(1) processes, measures of	2
Testing multivariate quantile by empirical likelihood	2
Multivariate normality test based on kurtosis with two-step monotone missing data	2
The skewness of mean–variance normal mixtures	2
Discussion about inaccuracy measure in information theory using co-copula and copula dual functions	2
Special Issue on Functional Data Analysis and related fields	2
Tests of independence and randomness for arbitrary data using copula-based covariances	2
Minimax properties of Dirichlet kernel density estimators	2
Some clustering-based exact distribution-freek-sample tests applic	2
A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula	2
Bayesian joint inference for multiple directed acyclic graphs	2
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data	1
Positive-definite thresholding estimators of covariance matrices with zeros	1
An independence test for functional variables based on kernel normalized cross-covariance operator	1
High-dimensional robust approximatedM-estimators for mean regression	1
Tyler’s and Maronna’s M-estimators: Non-asymptotic concentration results	1
Targeted principal components regression	1
Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors	1
Copula modeling from Abe Sklar to the present day	1
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables	1
Dependence structure estimation using Copula Recursive Trees	1
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	1
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime	1
Asymptotics and practical aspects of testing normality with kernel methods	1
Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions	1
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction	1
Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis	1
Robustness and asymptotics of the projection median	1
Nonparametric estimation of conditional marginal excess moments	1
Omnibus test for covariate effects in conditional copula models	1
Copula-based conditional tail indices	1
Comparison of correlation-based measures of concordance in terms of asymptotic variance	1
Independence tests with random subspace of two random vectors in high dimension	1
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data	1
Conditions on which cokriging does not do better than kriging	1
Statistical performance of quantile tensor regression with convex regularization	1
Independence tests in the presence of measurement errors: An invariance law	1
Spatial rank-based high-dimensional change point detection via random integration	1
Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes	1
Optimal designs for prediction of random effects in two-groups models with multivariate response	1
Estimation of spatial autoregressive models with covariate measurement errors	1
Testing high dimensional covariance matrices via posterior Bayes factor	1
Predictive density estimators with integrated L<	1
A high dimensional nonparametric test for proportional covariance matrices	1
Monitoring procedures for strict stationarity based on the multivariate characteristic function	1
Some first inferential tools for spatial regression with differential regularization	1
Max-linear models in random environment	1
K-expectiles clustering	1