Journal of Multivariate Analysis

Article	Citations
Level set and density estimation on manifolds	49
Estimation of multivariate asymmetric power GARCH models	34
Editorial Board	27
Minimax estimation of the mode of functional data	27
Editorial Board	24
Targeted principal components regression	23
Testing equality of spectral density operators for functional processes	23
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension	22
Diagnostic checking of periodic vector autoregressive time series models with dependent errors	21
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model	20
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction	19
Nonparametric testing for the specification of spatial trend functions	19
On singular values of large dimensional lag-τ sample auto-correlatio	18
Ordinal pattern dependence and multivariate measures of dependence	18
Parametric dependence between random vectors via copula-based divergence measures	17
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	17
Estimation of spatial autoregressive models with covariate measurement errors	17
On projection methods for functional time series forecasting	17
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio	16
A uniform kernel trick for high and infinite-dimensional two-sample problems	16
Sparse online regression algorithm with insensitive loss functions	15
Minimaxity under the half-Cauchy prior	15
Quadratic discriminant analysis by projection	15
On the eigenvectors of large-dimensional sample spatial sign covariance matrices	15
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data	13

Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	13
Estimation of multiple networks with common structures in heterogeneous subgroups	12
Efficient calibration of computer models with multivariate output	12
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics	12
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds	12
Measuring and testing tail equivalence	12
Consistency of the objective general index in high-dimensional settings	12
A semiparametric latent factor model for large scale temporal data with heteroscedasticity	10
Framelet block thresholding estimator for sparse functional data	10
Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes	10
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications	10
Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation	10
Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension	10
Tree-structured Markov random fields with Poisson marginal distributions	9
Asymptotic and bootstrap tests for subspace dimension	9
Fourier-type tests of mutual independence between functional time series	9
Testing the equality of a large number of means of functional data	9
Editorial Board	9
Convex comparison of Gaussian mixtures	9
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	9
Multivariate tail dependence and local stochastic dominance	9
Asymptotic normality of the local linear estimator of the functional expectile regression	9
Robust Bayesian graphical modeling using γ-divergence	9
Kernel density estimation for partial linear multivariate responses models	9
Editorial Board	9
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path	8
On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables	8
Finite sample t-tests for high-dimensional means	8
Smoothly adaptively centered ridge estimator	8
TNN: A transfer learning classifier based on weighted nearest neighbors	8
Order selection for regression-based hidden Markov model	8
Bayesian inference of graph-based dependencies from mixed-type data	8
Variable selection in functional regression models: A review	8
Perturbation theory for cross data matrix-based PCA	7
A general approach for testing independence in Hilbert spaces	7
Locally isometric embeddings of quotients of the rotation group modulo finite symmetries	7
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion	7
Inference for spatial regression models with functional response using a permutational approach	7
Robust semi-functional censored regression	7
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices	7
A conditional distribution function-based measure for independence and K	7
Estimation and order selection for multivariate exponential power mixture models	7
Robust penalized estimators for functional linear regression	7
Financial Risk Meter FRM based on Expectiles	7
Factor modeling of multivariate time series: A frequency components approach	7
Matrix variate gamma distributions with unrestricted shape parameter	7
On the Mai–Wang stochastic decomposition for ℓ	6
Semi-functional varying coefficient mode-based regression	6
On weighted multivariate sign functions	6
Editorial Board	6

An independence test for functional variables based on kernel normalized cross-covariance operator	6
Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis	6
Principal component analysis and clustering on manifolds	6
On simultaneous best linear unbiased prediction of future order statistics and associated properties	6
Measuring dependence between random vectors via optimal transport	6
Extreme partial least-squares	6
Randomized extrapolation for accelerating EM-type fixed-point algorithms	6
An overview on the progeny of the skew-normal family— A personal perspective	6
On estimation and order selection for multivariate extremes via clustering	6
Editorial Board	6
Matrix-valued isotropic covariance functions with local extrema	6
Duality for real and multivariate exponential families	6
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	6
Independence tests in the presence of measurement errors: An invariance law	6
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data	5
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs	5
Editorial Board	5
Tensor Stein-rules in a generalized tensor regression model	5
Estimation of canonical correlation directions: From Gaussian to sub-Gaussian population	5
On testing the equality of latent roots of scatter matrices under ellipticity	5
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime	5
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?	5
Shrinkage estimators of BLUE for time series regression models	5
Author Index	5
Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution	5
Functional additive expectile regression in the reproducing kernel Hilbert space	5
Matrix differential calculus with applications in the multivariate linear model and its diagnostics	5
Conditional specification of statistical models: Classical models, new developments and challenges	5
Recent advances in shrinkage-based high-dimensional inference	5
Linearized maximum rank correlation estimation when covariates are functional	5
On the exact region determined by Spearman’s ρ and Blest’s measure	5
Bayesian multivariate quantile regression using Dependent Dirichlet Process prior	5
Penalized estimation of hierarchical Archimedean copula	4
A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments	4
Editorial Board	4
A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence	4
Statistical analysis of multivariate discrete-valued time series	4
An approximation to peak detection power using Gaussian random field theory	4
A short history of statistical association: From correlation to correspondence analysis to copulas	4
Explicit bivariate simplicial depth	4
Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes	4
Editorial Board	4
High-dimensional nonconvex LASSO-type M-estimators	4
Hoeffding decomposition of functions of random dependent variables	4
On functional data analysis and related topics	4
An overview of tests on high-dimensional means	4
Principal component analysis of infinite variance functional data	4
Asymptotic properties of hierarchical clustering in high-dimensional settings	4
Asymptotic properties of Dirichlet kernel density estimators	4
Integrated shape-sensitive functional metrics	4
Two-sample test for high-dimensional covariance matrices: A normal-reference approach	4
Editorial Board	4
Generating MCMC proposals by randomly rotating the regular simplex	4
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency	4
Data driven orthogonal basis selection for functional data analysis	4
Matérn and Generalized Wendland correlation models that parameterize hole effect, smoothness, and support	4
On a class of finite mixture models that includes hidden Markov models	4
Editorial Board	4
Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices	4
Special Issue on Functional Data Analysis and related fields	4
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings	4
Composite expectile estimation in partial functional linear regression model	3
Sub-dimensional Mardia measures of multivariate skewness and kurtosis	3
A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance	3
Test for high-dimensional mean vector under missing observations	3
A goodness-of-fit test for the compound Poisson exponential model	3
Some aspects of response variable selection and estimation in multivariate linear regression	3
Optimal designs for prediction of random effects in two-groups models with multivariate response	3
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection	3
Copula-based conditional tail indices	3
Invariant correlation under marginal transforms	3
Editorial Board	3
Asymptotics of estimators for structured covariance matrices	3
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions	3
On linearization of nonparametric deconvolution estimators for repeated measurements model	3
Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies	3
Moderate deviation principle for likelihood ratio test in multivariate linear regression model	3
Anomaly detection: A functional analysis perspective	3
On the usage of joint diagonalization in multivariate statistics	3
Optimal model averaging for multivariate regression models	3

Dependence structure estimation using Copula Recursive Trees	3
Data depth functions for non-standard data by use of formal concept analysis	3
A generalized Mallows model based onϕ-divergence measures	3
Some first inferential tools for spatial regression with differential regularization	3
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions	3
Biclustering analysis of functionals via penalized fusion	3
Editorial Board	3
Change point analysis of covariance functions: A weighted cumulative sum approach	3
Multivariate mix-GEE models for longitudinal data with multiple outcomes	3
The inner partial least square: An exploration of the “necessary” dimension reduction	3
Tests for group-specific heterogeneity in high-dimensional factor models	3
Maximum likelihood estimation of elliptical tail	3
Reproducible learning in large-scale graphical models	3
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables	3
Covariance parameter estimation of Gaussian processes with approximated functional inputs	3
Multivariate α-stable distributions: VAR(1) processes, measures of	3
Monitoring procedures for strict stationarity based on the multivariate characteristic function	3
High-dimensional projection-based ANOVA test	3
Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables	3
Editorial Board	3
Region selection in Markov random fields: Gaussian case	3
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm	3
On moments of truncated multivariate normal/independent distributions	3
Editorial Board	3
Conditional independence testing via weighted partial copulas	3
On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence	2
Online statistical inference for parameters estimation with linear-equality constraints	2
Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error	2
Exact first moments of the RV coefficient by invariant orthogonal integration	2
Analysis of dependent data aggregated into intervals	2
Testing distributional equality for functional random variables	2
Kernel variable selection for multicategory support vector machines	2
Testing for changes in linear models using weighted residuals	2
CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions	2
Spatially clustered varying coefficient model	2
Efficient estimation of a partially linear panel data model with cross-sectional dependence	2
Nonparametric spectral methods for multivariate spatial and spatial–temporal data	2
Consistency of empirical distributions of sequences of graph statistics in networks with dependent edges	2
Adaptive function-on-scalar regression with a smoothing elastic net	2
Functional linear regression with truncated signatures	2
Robust density power divergence based tests in multivariate analysis: A comparative overview of different approaches	2
Large factor model estimation by nuclear norm plus ℓ	2
Tyler’s and Maronna’s M-estimators: Non-asymptotic concentration results	2
GARCH-type factor model	2
Maximum spacing estimation for multivariate observations under a general class of information-type measures	2
Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule	2
Design-free estimation of integrated covariance matrices for high-frequency data	2
Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests	2
Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation	2
On attainability of Kendall’s tau matrices and concordance signatures	2
Mixed membership Gaussians	2
Measures of concordance and testing of independence in multivariate structure	2
Partial least squares for simultaneous reduction of response and predictor vectors in regression	2
A Szekely–Rizzo inequality for testing general copula homogeneity hypotheses	2
Variable selection in multivariate regression models with measurement error in covariates	2
Hierarchical Aitchison–Silvey models for incomplete binary sample spaces	2
On shrinkage estimation of a spherically symmetric distribution for balanced loss functions	2
Editorial Board	2
Editorial Board	2
New results for drift estimation in inhomogeneous stochastic differential equations	2
Closed-form and bias-corrected estimators for the bivariate gamma distribution	2
Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space	2
Detection and localization of changes in a panel of densities	2
Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors	2
An overview of skew distributions in model-based clustering	2
Robust functional principal component analysis for non-Gaussian longitudinal data	2
Nonparametric variable screening for multivariate additive models	2
Projection divergence in the reproducing kernel Hilbert space: Asymptotic normality, block-wise and slicing estimation, and computational efficiency	2
Likelihood ratio tests under model misspecification in high dimensions	2
Editorial Board	2
Graph-constrained analysis for multivariate functional data	2
High-dimensional hypothesis testing for allometric extension model	2
Uniform limit theorems for a class of conditional Z-estimators when co	1
A nonparametric test for paired data	1
Estimating multivariate density and its derivatives for mixed measurement error data	1
Online stochastic Newton methods for estimating the geometric median and applications	1
A Cramér–Wold theorem for elliptical distributions	1
Bias correction for kernel density estimation with spherical data	1
A slice of multivariate dimension reduction	1
Consistency for constrained maximum likelihood estimation and clustering based on mixtures of elliptically-symmetric distributions under general data generating processes	1
Improved Gaussian mean matrix estimators in high-dimensional data	1
Penalized Whittle likelihood for spatial data	1
Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction	1
Latent Gaussian copula models for longitudinal binary data	1
Approximate least squares estimators of a two-dimensional chirp model	1
New multivariate Gini’s indices	1
Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space	1
Change-point problems for multivariate time series using pseudo-observations	1
Fisher’s legacy of directional statistics, and beyond to statistics on manifolds	1
The volume-of-tube method for Gaussian random fields with inhomogeneous variance	1
Bayesian covariance structure modeling of interval-censored multi-way nested survival data	1
A new distance based measure of asymmetry	1
Growth curve mixture models with unknown covariance structures	1
Fréchet kernel sliced inverse regression	1
From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas	1