Journal of Multivariate Analysis

Article	Citations
Diagnostic checking of periodic vector autoregressive time series models with dependent errors	30
Editorial Board	29
Editorial Board	27
Testing equality of spectral density operators for functional processes	26
Targeted principal components regression	25
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model	23
Minimax estimation of the mode of functional data	21
Editorial Board	19
Ordinal pattern dependence and multivariate measures of dependence	19
Level set and density estimation on manifolds	18
On singular values of large dimensional lag-τ sample auto-correlatio	16
Parametric dependence between random vectors via copula-based divergence measures	16
A latent factor model for high-dimensional binary data	14
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension	13
Simultaneous heterogeneity and reduced-rank learning for multivariate response regression	13
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	13
Low dimensional factor model-based tests for assessing vector correlation in high-dimensional settings	12
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction	12
Fréchet k	12
Nonparametric testing for the specification of spatial trend functions	11
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds	11
A uniform kernel trick for high and infinite-dimensional two-sample problems	11
Estimation of multivariate asymmetric power GARCH models	11
Estimation of spatial autoregressive models with covariate measurement errors	11
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio	11

On properties of fractional posterior in generalized reduced-rank regression	11
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	11
Consistency of the objective general index in high-dimensional settings	11
Minimaxity under the half-Cauchy prior	10
Measuring and testing tail equivalence	10
Ultra-high dimensional semiparametric dynamic high-order spatial autoregressive models	10
Sparse online regression algorithm with insensitive loss functions	10
Efficient calibration of computer models with multivariate output	9
On projection methods for functional time series forecasting	9
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications	9
Parsimonious multivariate structural spatial models with intra-location feedback	9
On the eigenvectors of large-dimensional sample spatial sign covariance matrices	9
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data	9
Test for a general trilinear hypothesis in the generalized growth curve model	9
Estimation of multiple networks with common structures in heterogeneous subgroups	8
Robust Bayesian graphical modeling using γ-divergence	8
The k-sample problem using Gini covariance for large k	8
Quadratic discriminant analysis by projection	8
Fourier-type tests of mutual independence between functional time series	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	8
Convex comparison of Gaussian mixtures	7
Robust two-way dimension reduction by Grassmannian barycenter	7
Estimators for multivariate allometric regression model	7
Bayesian inference of graph-based dependencies from mixed-type data	7
Asymptotic normality of the local linear estimator of the functional expectile regression	7
Framelet block thresholding estimator for sparse functional data	7
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	7
Editorial Board	7
Smoothly adaptively centered ridge estimator	7
Editorial Board	7
Properties of CoVaR based on tail expansions of copulas	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
Multivariate tail dependence and local stochastic dominance	7
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path	7
Varying-coefficient quantile regression with effect under panel data and missing observation	6
Efficiency of Markov chains for Bayesian linear regression models with heavy-tailed errors	6
Robust penalized estimators for functional linear regression	6
Perturbation theory for cross data matrix-based PCA	6
Factor modeling of multivariate time series: A frequency components approach	6
Matrix-valued isotropic covariance functions with local extrema	6
Robust semi-functional censored regression	6
Finite sample t-tests for high-dimensional means	6
Nonlinear functional principal component analysis using neural networks	6
A general approach for testing independence in Hilbert spaces	6
Financial Risk Meter FRM based on Expectiles	6
Tree-structured Markov random fields with Poisson marginal distributions	6
Estimating singular functions of kernel cross-covariance operators: An investigation of the Nyström method	6
TNN: A transfer learning classifier based on weighted nearest neighbors	6

Order selection for regression-based hidden Markov model	6
Matrix variate gamma distributions with unrestricted shape parameter	6
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices	6
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion	5
Automatic sparse estimation of the high-dimensional cross-covariance matrix	5
Random correlation matrices generated via partial correlation C-vines	5
On the exact region determined by Spearman’s ρ and Blest’s measure	5
An independence test for functional variables based on kernel normalized cross-covariance operator	5
Tensor Stein-rules in a generalized tensor regression model	5
Measuring dependence between random vectors via optimal transport	5
On the Mai–Wang stochastic decomposition for ℓ	5
A conditional distribution function-based measure for independence and K	5
On the use of the Gram matrix for multivariate functional principal components analysis	5
Robust signal recovery in Hadamard spaces	5
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	5
Linearized maximum rank correlation estimation when covariates are functional	5
Editorial Board	5
Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution	5
ICS for complex data with application to outlier detection for density data	5
Editorial Board	5
Inference for spatial regression models with functional response using a permutational approach	5
Semi-functional varying coefficient mode-based regression	5
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs	5
On weighted multivariate sign functions	5
On testing the equality of latent roots of scatter matrices under ellipticity	5
Randomized extrapolation for accelerating EM-type fixed-point algorithms	5
Functional additive expectile regression in the reproducing kernel Hilbert space	5
Extreme partial least-squares	5
On estimation and order selection for multivariate extremes via clustering	5
Estimation and order selection for multivariate exponential power mixture models	5
High-dimensional nonconvex LASSO-type M-estimators	4
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime	4
Model-based Fréchet regression in (quotient) metric spaces with a focus on elastic curves	4
Penalized estimation of hierarchical Archimedean copula	4
Editorial Board	4
Testing and measuring the conditional mean (in)dependence for functional data by martingale difference-angle divergence	4
Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes	4
Integrated shape-sensitive functional metrics	4
Editorial Board	4
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data	4
Projection pursuit via kernel mean embeddings	4
Robust functional inverse regression	4
The multirank likelihood for semiparametric canonical correlation analysis	4
Two-sample test for high-dimensional covariance matrices: A normal-reference approach	4
Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices	4
Joint graphical lasso with regularized aggregation	4
A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence	4
Hoeffding decomposition of functions of random dependent variables	4
A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments	4
Shrinkage estimators of BLUE for time series regression models	4
On convergence of regularized covariance estimator based on modified Cholesky decomposition	4
Subgroup effect quantile regression with high dimensional missing panel data	4
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings	4
On functional data analysis and related topics	4
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency	4
Editorial Board	4
Special Issue on Functional Data Analysis and related fields	4
Generating MCMC proposals by randomly rotating the regular simplex	4
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions	3
Asymptotic properties of hierarchical clustering in high-dimensional settings	3
On a class of finite mixture models that includes hidden Markov models	3
Principal component analysis of infinite variance functional data	3
Conditional independence testing via weighted partial copulas	3
Invariant correlation under marginal transforms	3
Biclustering analysis of functionals via penalized fusion	3
Maximum likelihood estimation of elliptical tail	3
The inner partial least square: An exploration of the “necessary” dimension reduction	3
On linearization of nonparametric deconvolution estimators for repeated measurements model	3
Editorial Board	3
Region selection in Markov random fields: Gaussian case	3
Bounds and identification on direct and indirect effects under partially observed mediator-endpoint confounders	3
An approximation to peak detection power using Gaussian random field theory	3
Editorial Board	3
Moderate deviation principle for likelihood ratio test in multivariate linear regression model	3
Multivariate mix-GEE models for longitudinal data with multiple outcomes	3
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm	3
Optimal designs for prediction of random effects in two-groups models with multivariate response	3
Anomaly detection: A functional analysis perspective	3
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions	3
On moments of truncated multivariate normal/independent distributions	3

Composite expectile estimation in partial functional linear regression model	3
Data driven orthogonal basis selection for functional data analysis	3
Moment-type estimators for the Dirichlet and the multivariate gamma distributions	3
Explicit bivariate simplicial depth	3
A robust mixed functional classifier with adaptive large margin loss	3
Sub-dimensional Mardia measures of multivariate skewness and kurtosis	3
Finite mixture representations of zero-and- N	3
Tests for group-specific heterogeneity in high-dimensional factor models	3
Copula-based conditional tail indices	3
Change point analysis of covariance functions: A weighted cumulative sum approach	3
Matérn and Generalized Wendland correlation models that parameterize hole effect, smoothness, and support	3
A generalized Mallows model based on ϕ-divergence measures	3
Asymptotics of estimators for structured covariance matrices	2
Editorial Board	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
Rank-based combination independence tests for high-dimensional data	2
Spatially clustered varying coefficient model	2
Graph-constrained analysis for multivariate functional data	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
Statistical guarantees for distribution estimation of contaminated data via DNN-based MoM-GANs	2
Recent advances in principal component analysis for directional data	2
CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions	2
A unified framework of principal component analysis and factor analysis	2
Projection divergence in the reproducing kernel Hilbert space: Asymptotic normality, block-wise and slicing estimation, and computational efficiency	2
Variable selection in multivariate regression models with measurement error in covariates	2
Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space	2
Functional linear regression with truncated signatures	2
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
On attainability of Kendall’s tau matrices and concordance signatures	2
Covariance parameter estimation of Gaussian processes with approximated functional inputs	2
Parametric convergence rate of a non-parametric estimator in multivariate mixtures of power series distributions under conditional independence	2
Some first inferential tools for spatial regression with differential regularization	2
Large factor model estimation by nuclear norm plus ℓ	2
Monitoring procedures for strict stationarity based on the multivariate characteristic function	2
Optimal model averaging for multivariate regression models	2
Efficient estimation of a partially linear panel data model with cross-sectional dependence	2
Density and graph estimation with smoothing splines and conditional Gaussian graphical models	2
Exact first moments of the RV coefficient by invariant orthogonal integration	2
Nonparametric variable screening for multivariate additive models	2
New results for drift estimation in inhomogeneous stochastic differential equations	2
Mixed membership Gaussians	2
Bayesian analysis of nonlinear structured latent factor models with a Gaussian process prior	2
Robust functional principal component analysis for non-Gaussian longitudinal data	2
Partial least squares for simultaneous reduction of response and predictor vectors in regression	2
Star products and dimension reduction	2
Editorial Board	2
Multivariate α-stable distributions: VAR(1) processes, measures of	2
Closed-form and bias-corrected estimators for the bivariate gamma distribution	2
High-dimensional hypothesis testing for allometric extension model	2
Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests	2
Detection and localization of changes in a panel of densities	2
Jump detection in single-index models with measurement error	2
Type I multivariate Pólya-Aeppli distributions with applications	2
High-dimensional projection-based ANOVA test	2
Data depth functions for non-standard data by use of formal concept analysis	2
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables	2
Reproducible learning in large-scale graphical models	2
Additive regression for Riemannian functional responses	2
A method for sparse and robust independent component analysis	2
Testing distributional equality for functional random variables	2
A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance	2
GARCH-type factor model	2
Editorial Board	2
Nonparametric estimation from correlated copies of a drifted process	2
Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error	2
Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation	2
Consistency of empirical distributions of sequences of graph statistics in networks with dependent edges	2
Distributed estimation of spiked eigenvalues in spiked population models	2
Measures of concordance and testing of independence in multivariate structure	2
Robust variable selection criteria for the penalized regression	2
Tree Pólya Splitting distributions for multivariate count data	2
Testing for changes in linear models using weighted residuals	2
A goodness-of-fit test for the compound Poisson exponential model	2
Inference for overparametrized hierarchical Archimedean copulas	2
Enhancing spatial functional linear regression with robust dimension reduction methods	2
Set-valued expectiles for ordered data analysis	1
Max-convolution processes with random shape indicator kernels	1
On skewed Gaussian graphical models	1
Covariance models for multivariate random fields resulting from pseudo cross-variograms	1
A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula	1
Editorial Board	1
A flexible Clayton-like spatial copula with application to bounded support data	1
Feature extraction for functional time series: Theory and application to NIR spectroscopy data	1
Identifying differential networks through high-dimensional two-sample inference	1
Subgroup analysis for high-dimensional functional regression	1
Bivariate covariance functions of Pólya type	1
Simultaneous variable selection and estimation of multivariate panel count data	1
K-expectiles clustering	1
On heavy-tailed risks under Gaussian copula: The effects of marginal transformation	1
The mean tests with high dimensional data	1
Improved Gaussian mean matrix estimators in high-dimensional data	1
Robust factor analysis with exponential squared loss	1