Journal of Multivariate Analysis

Article	Citations
A bias-corrected Srivastava-type test for cross-sectional independence	43
Maximum likelihood estimation of elliptical tail	27
Diagnostic checking of periodic vector autoregressive time series models with dependent errors	23
Editorial Board	21
Extreme partial least-squares	19
Unifying compactly supported and Matérn covariance functions in spatial statistics	19
Editorial Board	18
Matrix differential calculus with applications in the multivariate linear model and its diagnostics	18
An independence test for functional variables based on kernel normalized cross-covariance operator	18
Minimax estimation of the mode of functional data	17
Tyler’s and Maronna’s M-estimators: Non-asymptotic concentration results	17
Tests for group-specific heterogeneity in high-dimensional factor models	16
Editorial Board	16
Functional additive expectile regression in the reproducing kernel Hilbert space	15
Estimation of multivariate asymmetric power GARCH models	14
Semiparametric estimation of the high-dimensional elliptical distribution	14
Bivariate symmetric Heckman models and their characterization	13
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model	13
Nonparametric testing for the specification of spatial trend functions	13
Editorial Board	13
An association test for functional data based on Kendall’s Tau	13
Recent advances on eigenvalues of matrix-valued stochastic processes	13
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm	12
Nonparametric estimation of conditional marginal excess moments	11
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	11

Fisher’s pioneering work on discriminant analysis and its impact on Artificial Intelligence	11
Invariant correlation under marginal transforms	10
Subspace rotations for high-dimensional outlier detection	10
Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors	10
Monitoring procedures for strict stationarity based on the multivariate characteristic function	10
A new general class of RC association models: Estimation and main properties	9
Anisotropic spectral cut-off estimation under multiplicative measurement errors	9
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction	9
Bayesian multivariate quantile regression using Dependent Dirichlet Process prior	9
Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution	9
Duality for real and multivariate exponential families	9
Sub-dimensional Mardia measures of multivariate skewness and kurtosis	8
High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis	8
The inner partial least square: An exploration of the “necessary” dimension reduction	8
On linearization of nonparametric deconvolution estimators for repeated measurements model	8
Level set and density estimation on manifolds	8
Linearized maximum rank correlation estimation when covariates are functional	8
Spatial rank-based high-dimensional change point detection via random integration	8
Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions	8
Randomized extrapolation for accelerating EM-type fixed-point algorithms	7
High-dimensional robust approximatedM-estimators for mean regression	7
Feature screening for multiple responses	7
A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data	7
Nonlinear sufficient dimension reduction for distribution-on-distribution regression	7
Preface to the Special Issue “Copula modeling from Abe Sklar to the present day”	7
A multivariate skew-normal-Tukey-h distribution	7
Tensor Stein-rules in a generalized tensor regression model	7
Analysis of multivariate non-gaussian functional data: A semiparametric latent process approach	7
Mixture regression for longitudinal data based on joint mean–covariance model	7
Positive-definite thresholding estimators of covariance matrices with zeros	7
Ordinal pattern dependence and multivariate measures of dependence	7
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	7
Multivariate elliptical-based Birnbaum–Saunders kernel density estimation for nonnegative data	7
On singular values of large dimensional lag-τ sample auto-correlatio	7
On the exact region determined by Spearman’s ρ and Blest’s measure	7
Optimal designs for prediction of random effects in two-groups models with multivariate response	6
Enhanced Laplace approximation	6
Simultaneous inference for Kendall’s tau	6
Copula modeling from Abe Sklar to the present day	6
Inference in high dimensional linear measurement error models	6
Copula-based conditional tail indices	6
Comparison of correlation-based measures of concordance in terms of asymptotic variance	6
Adaptive directional estimator of the density in 6
Independence tests in the presence of measurement errors: An invariance law	6
Variable importance assessments and backward variable selection for multi-sample problems	6
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension	6
Latent model extreme value index estimation	6
Estimation of canonical correlation directions: From Gaussian to sub-Gaussian population	6
Anomaly detection: A functional analysis perspective	6
Expectile depth: Theory and computation for bivariate datasets	6

Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis	5
A formulation for continuous mixtures of multivariate normal distributions	5
Multivariate normality test based on kurtosis with two-step monotone missing data	5
Consistent estimation of a joint model for multivariate longitudinal and survival data with latent variables	5
On the usage of joint diagonalization in multivariate statistics	5
Parametric dependence between random vectors via copula-based divergence measures	5
Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables	5
Laplace approximations for hypergeometric functions with Hermitian matrix argument	5
Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes	5
Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: A normal reference 5
Latent Gaussian copula models for longitudinal binary data	5
Biclustering analysis of functionals via penalized fusion	5
Supermodular and directionally convex comparison results for general factor models	5
Discussion about inaccuracy measure in information theory using co-copula and copula dual functions	5
Testing equality of spectral density operators for functional processes	5
A high dimensional nonparametric test for proportional covariance matrices	5
Targeted principal components regression	5
Recovery of partly sparse and dense signals	4
Conditional specification of statistical models: Classical models, new developments and challenges	4
Some first inferential tools for spatial regression with differential regularization	4
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio	4
Editorial Board	4
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs	4
One-way MANOVA for functional data via Lawley–Hotelling trace test	4
Editorial Board	4
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection	4
Advanced topics in Sliced Inverse Regression	4
Searching for a source of difference in graphical models	4
On the eigenvectors of large-dimensional sample spatial sign covariance matrices	4
Author Index	4
Tests of serial dependence for multivariate time series with arbitrary distributions	4
Block-band behavior of spatial correlations: An analytical asymptotic study in a spatial exponential family data setup	4
Estimation of spatial autoregressive models with covariate measurement errors	4
Tests for proportionality of matrices with large dimension	4
Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework	4
Principal loading analysis	4
Editorial Board	4
Max-linear models in random environment	4
Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-	4
A tribute to P.R. Krishnaiah	3
Multivariate α-stable distributions: VAR(1) processes, measures of	3
K-expectiles clustering	3
Permutation test for the multivariate coefficient of variation in factorial designs	3
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data	3
A uniform kernel trick for high and infinite-dimensional two-sample problems	3
Distribution-on-distribution regression with Wasserstein metric: Multivariate Gaussian case	3
Sparse online regression algorithm with insensitive loss functions	3
Quadratic discriminant analysis by projection	3
Dependence structure estimation using Copula Recursive Trees	3
Consistency of the objective general index in high-dimensional settings	3
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications	3
Double penalized variable selection for high-dimensional partial linear mixed effects models	3
Dimension-wise scaled normal mixtures with application to finance and biometry	3
A flexible Clayton-like spatial copula with application to bounded support data	3
Projection theorems and estimating equations for power-law models	3
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds	3
Estimation of multiple networks with common structures in heterogeneous subgroups	3
Sparse subspace clustering in diverse multiplex network model	3
Shrinkage estimators of BLUE for time series regression models	3
Efficient calibration of computer models with multivariate output	3
Recent advances in shrinkage-based high-dimensional inference	3
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	3
On extreme quantile region estimation under heavy-tailed elliptical distributions	3
On skewed Gaussian graphical models	3
Some aspects of non-standard multivariate analysis	3
Editorial Board	3
A topologically valid construction of depth for functional data	3
t-copula from the viewpoint of tail dependence matrices	3
Quantifying directed dependence via dimension reduction	3
A novel positive dependence property and its impact on a popular class of concordance measures	3
An unbiased estimator of the causal effect on the variance based on the back-door criterion in Gaussian linear structural equation models	3
Tests for equality of several covariance matrix functions for multivariate functional data	3
On testing the equality of latent roots of scatter matrices under ellipticity	3
Canonical correlation analysis for elliptical copulas	3
A proper scoring rule for minimum information bivariate copulas	2
Canonical quantile regression	2
PDE-regularised spatial quantile regression	2
Inference in functional linear quantile regression	2
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables	2
On portmanteau-type tests for nonlinear multivariate time series	2

Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	2
Invariant tests for functional data with application to an earthquake impact study	2
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics	2
Subgroup analysis for high-dimensional functional regression	2
Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation	2
Ordinal pattern dependence as a multivariate dependence measure	2
Estimation of extreme multivariate expectiles with functional covariates	2
Variable selection in multivariate regression models with measurement error in covariates	2
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?	2
Nonparametric drift estimation from diffusions with correlated Brownian motions	2
Predictive density estimators with integrated L<	2
Penalized estimation of hierarchical Archimedean copula	2
Independence tests with random subspace of two random vectors in high dimension	2
Minimax properties of Dirichlet kernel density estimators	2
fastMI: A fast and consistent copula-based nonparametric estimator of mutual information	2
Inference of a time-varying coefficient regression model for multivariate panel count data	2
Feature extraction for functional time series: Theory and application to NIR spectroscopy data	2
A goodness-of-fit test for the compound Poisson exponential model	2
Covariance structure estimation with Laplace approximation	2
Partial least squares for simultaneous reduction of response and predictor vectors in regression	2
Statistical analysis of a hierarchical clustering algorithm with outliers	2
Omnibus test for covariate effects in conditional copula models	2
Data depth functions for non-standard data by use of formal concept analysis	2
The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate	2
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data	2
Test for high-dimensional mean vector under missing observations	2
A data depth based nonparametric test of independence between two random vectors	2
On distance-type Gaussian estimation	2
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime	2
Framelet block thresholding estimator for sparse functional data	2
Conditions on which cokriging does not do better than kriging	2
Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components	2
Hierarchical Aitchison–Silvey models for incomplete binary sample spaces	2
Optimal model averaging for multivariate regression models	2
Max-convolution processes with random shape indicator kernels	2
A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments	2
Cross projection test for mean vectors via multiple random splits in high dimensions	2
Tensor recovery in high-dimensional Ising models	2
Editorial Board	2
The correction term in a small-ball probability factorization for random curves	2
A semiparametric latent factor model for large scale temporal data with heteroscedasticity	2
High-dimensional hypothesis testing for allometric extension model	2
Reproducible learning in large-scale graphical models	2
Statistical performance of quantile tensor regression with convex regularization	2
Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes	2
On projection methods for functional time series forecasting	2
Asymptotic properties of Bernstein estimators on the simplex	2
Large sample correlation matrices with unbounded spectrum	2
A geometric investigation into the tail dependence of vine copulas	2
High dimensional change point inference: Recent developments and extensions	2
A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula	2
Editorial Board	2
New multivariate Gini’s indices	1
On shrinkage estimation of a spherically symmetric distribution for balanced loss functions	1
Robust projected principal component analysis for large-dimensional semiparametric factor modeling	1
Heckman selection-t model: Parameter estimation via the EM-algorithm	1
Testing homogeneity in high dimensional data through random projections	1
Detection and localization of changes in a panel of densities	1
Order selection for regression-based hidden Markov model	1
Kernel variable selection for multicategory support vector machines	1
High-dimensional linear discriminant analysis using nonparametric methods	1
Generalized Schott type tests for complete independence in high dimensions	1
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings	1
Estimation of sparse covariance matrix via non-convex regularization	1
Eigenvector-based sparse canonical correlation analysis: Fast computation for estimation of multiple canonical vectors	1
Change-point problems for multivariate time series using pseudo-observations	1
Dependent censoring with simultaneous death times based on the Generalized Marshall–Olkin model	1
CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures	1
Geometric classifiers for high-dimensional noisy data	1
Reconstruction of atomic measures from their halfspace depth	1
TNN: A transfer learning classifier based on weighted nearest neighbors	1
Sequential estimation of Spearman rank correlation using Hermite series estimators	1
Tuning-free sparse clustering via alternating hard-thresholding	1
Stochastic decomposition for ℓp	1
Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix	1
Fast implementation of partial least squares for function-on-function regression	1
Joint mean–covariance estimation via the horseshoe	1
Graph-valued regression: Prediction of unlabelled networks in a non-Euclidean graph space	1
Editorial Board	1
A short history of statistical association: From correlation to correspondence analysis to copulas	1
Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings	1
On the tail behaviour of aggregated random variables	1
A Behrens–Fisher problem for general factor models in high dimensions	1
Edge statistics of large dimensional deformed rectangular matrices	1
Editorial Board	1
Smoothly adaptively centered ridge estimator	1
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency	1
Editorial Board	1
Asymptotic properties of Dirichlet kernel density estimators	1
Exact test theory in Gaussian graphical models	1
Locally isometric embeddings of quotients of the rotation group modulo finite symmetries	1
Functional ANOVA based on empirical characteristic functionals	1
Robust density power divergence based tests in multivariate analysis: A comparative overview of different approaches	1
Finite sample t-tests for high-dimensional means	1
Shrinkage estimation with singular priors and an application to small area estimation	1