Journal of Multivariate Analysis

Article	Citations
Extreme partial least-squares	38
An independence test for functional variables based on kernel normalized cross-covariance operator	38
Unifying compactly supported and Matérn covariance functions in spatial statistics	27
Editorial Board	22
A bias-corrected Srivastava-type test for cross-sectional independence	18
Maximum likelihood estimation of elliptical tail	18
Diagnostic checking of periodic vector autoregressive time series models with dependent errors	17
Inference in high dimensional linear measurement error models	17
Simultaneous inference for Kendall’s tau	17
Estimation of canonical correlation directions: From Gaussian to sub-Gaussian population	16
Variable importance assessments and backward variable selection for multi-sample problems	16
Expectile depth: Theory and computation for bivariate datasets	15
Anomaly detection: A functional analysis perspective	14
Laplace approximations for hypergeometric functions with Hermitian matrix argument	14
Copula modeling from Abe Sklar to the present day	14
Independence tests in the presence of measurement errors: An invariance law	14
Multivariate normality test based on kurtosis with two-step monotone missing data	14
Consistent estimation of a joint model for multivariate longitudinal and survival data with latent variables	13
A formulation for continuous mixtures of multivariate normal distributions	13
A high dimensional nonparametric test for proportional covariance matrices	13
Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes	13
Latent Gaussian copula models for longitudinal binary data	13
Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: A normal reference 13
Testing equality of spectral density operators for functional processes	11
Discussion about inaccuracy measure in information theory using co-copula and copula dual functions	11

Targeted principal components regression	11
On linearization of nonparametric deconvolution estimators for repeated measurements model	10
Biclustering analysis of functionals via penalized fusion	10
Spatial rank-based high-dimensional change point detection via random integration	10
On the usage of joint diagonalization in multivariate statistics	10
Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis	10
The inner partial least square: An exploration of the “necessary” dimension reduction	9
Multivariate elliptical-based Birnbaum–Saunders kernel density estimation for nonnegative data	9
Linearized maximum rank correlation estimation when covariates are functional	9
Feature screening for multiple responses	9
Sub-dimensional Mardia measures of multivariate skewness and kurtosis	9
Analysis of multivariate non-gaussian functional data: A semiparametric latent process approach	9
A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data	8
On singular values of large dimensional lag-τ sample auto-correlatio	8
On the exact region determined by Spearman’s ρ and Blest’s measure	8
Mixture regression for longitudinal data based on joint mean–covariance model	8
Preface to the Special Issue “Copula modeling from Abe Sklar to the present day”	8
Supermodular and directionally convex comparison results for general factor models	8
Positive-definite thresholding estimators of covariance matrices with zeros	8
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	8
Nonlinear sufficient dimension reduction for distribution-on-distribution regression	8
Tensor Stein-rules in a generalized tensor regression model	7
Ordinal pattern dependence and multivariate measures of dependence	7
Enhanced Laplace approximation	7
Optimal designs for prediction of random effects in two-groups models with multivariate response	7
Tyler’s and Maronna’s M-estimators: Non-asymptotic concentration results	7
Tests for group-specific heterogeneity in high-dimensional factor models	7
A multivariate skew-normal-Tukey-h distribution	7
Latent model extreme value index estimation	7
Comparison of correlation-based measures of concordance in terms of asymptotic variance	7
Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables	7
Minimax estimation of the mode of functional data	7
Adaptive directional estimator of the density in 7
High-dimensional robust approximatedM-estimators for mean regression	7
Randomized extrapolation for accelerating EM-type fixed-point algorithms	7
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension	7
Copula-based conditional tail indices	7
Estimation of spatial autoregressive models with covariate measurement errors	7
Editorial Board	7
Editorial Board	6
Functional additive expectile regression in the reproducing kernel Hilbert space	6
Nonparametric testing for the specification of spatial trend functions	6
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	6
Bivariate symmetric Heckman models and their characterization	6
Semiparametric estimation of the high-dimensional elliptical distribution	6
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model	6
An association test for functional data based on Kendall’s Tau	6
Nonparametric estimation of conditional marginal excess moments	6
Estimation of multivariate asymmetric power GARCH models	6
Recent advances on eigenvalues of matrix-valued stochastic processes	6

Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm	6
Fisher’s pioneering work on discriminant analysis and its impact on Artificial Intelligence	6
Bayesian multivariate quantile regression using Dependent Dirichlet Process prior	5
Editorial Board	5
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction	5
Monitoring procedures for strict stationarity based on the multivariate characteristic function	5
Matrix differential calculus with applications in the multivariate linear model and its diagnostics	5
A new general class of RC association models: Estimation and main properties	5
Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution	5
Duality for real and multivariate exponential families	5
Invariant correlation under marginal transforms	5
Level set and density estimation on manifolds	5
Parametric dependence between random vectors via copula-based divergence measures	5
High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis	5
Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors	5
Subspace rotations for high-dimensional outlier detection	5
Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions	5
Advanced topics in Sliced Inverse Regression	5
Anisotropic spectral cut-off estimation under multiplicative measurement errors	5
Author Index	4
Principal loading analysis	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
Recovery of partly sparse and dense signals	4
On the copula correlation ratio and its generalization	4
Tests for proportionality of matrices with large dimension	4
Searching for a source of difference in graphical models	4
Editorial Board	4
Max-linear models in random environment	4
Statistical performance of quantile tensor regression with convex regularization	4
On the behavior of the DFA and DCCA in trend-stationary processes	4
Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-	4
Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework	4
Editorial Board	4
One-way MANOVA for functional data via Lawley–Hotelling trace test	4
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio	4
Editorial Board	4
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection	4
Analysis of the rate of convergence of fully connected deep neural network regression estimates with smooth activation function	4
Conditional specification of statistical models: Classical models, new developments and challenges	4
On the eigenvectors of large-dimensional sample spatial sign covariance matrices	4
Canonical correlation analysis for elliptical copulas	3
Sparse subspace clustering in diverse multiplex network model	3
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	3
An unbiased estimator of the causal effect on the variance based on the back-door criterion in Gaussian linear structural equation models	3
A tribute to P.R. Krishnaiah	3
On testing the equality of latent roots of scatter matrices under ellipticity	3
Dependence structure estimation using Copula Recursive Trees	3
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds	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
High dimensional change point inference: Recent developments and extensions	3
On extreme quantile region estimation under heavy-tailed elliptical distributions	3
Estimation of multiple networks with common structures in heterogeneous subgroups	3
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data	3
Conditions on which cokriging does not do better than kriging	3
Quadratic discriminant analysis by projection	3
Recent advances in shrinkage-based high-dimensional inference	3
Consistency of the objective general index in high-dimensional settings	3
A topologically valid construction of depth for functional data	3
Shrinkage estimators of BLUE for time series regression models	3
Permutation test for the multivariate coefficient of variation in factorial designs	3
Some aspects of non-standard multivariate analysis	3
Editorial Board	3
Multivariate α-stable distributions: VAR(1) processes, measures of	3
Projection theorems and estimating equations for power-law models	3
Quantifying directed dependence via dimension reduction	3
A novel positive dependence property and its impact on a popular class of concordance measures	3
Distribution-on-distribution regression with Wasserstein metric: Multivariate Gaussian case	3
On projection methods for functional time series forecasting	3
Efficient calibration of computer models with multivariate output	3
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime	3
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data	3
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs	3
On skewed Gaussian graphical models	3
K-expectiles clustering	3
Tests for equality of several covariance matrix functions for multivariate functional data	3
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications	3
Penalized estimation of hierarchical Archimedean copula	2

High-dimensional hypothesis testing for allometric extension model	2
Canonical quantile regression	2
Independence tests with random subspace of two random vectors in high dimension	2
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics	2
Ordinal pattern dependence as a multivariate dependence measure	2
Data depth functions for non-standard data by use of formal concept analysis	2
A semiparametric latent factor model for large scale temporal data with heteroscedasticity	2
A data depth based nonparametric test of independence between two random vectors	2
Some first inferential tools for spatial regression with differential regularization	2
Sparse online regression algorithm with insensitive loss functions	2
Some aspects of response variable selection and estimation in multivariate linear regression	2
On distance-type Gaussian estimation	2
Conjugacy properties of multivariate unified skew-elliptical distributions	2
Kernel density estimation for partial linear multivariate responses models	2
Editorial Board	2
Covariance structure estimation with Laplace approximation	2
A consistent test of equality of distributions for Hilbert-valued random elements	2
Compound vectors of subordinators and their associated positive Lévy copulas	2
Functional linear regression with truncated signatures	2
Optimal model averaging for multivariate regression models	2
A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula	2
Test for high-dimensional mean vector under missing observations	2
On portmanteau-type tests for nonlinear multivariate time series	2
Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix	2
Testing independence of functional variables by angle covariance	2
Reproducible learning in large-scale graphical models	2
Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation	2
Subgroup analysis for high-dimensional functional regression	2
Large sample correlation matrices with unbounded spectrum	2
t-copula from the viewpoint of tail dependence matrices	2
A geometric investigation into the tail dependence of vine copulas	2
Functional, randomized and smoothed multivariate quantile regions	2
Invariant tests for functional data with application to an earthquake impact study	2
Distance-based tests for planar shape	2
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	2
Covariance parameter estimation of Gaussian processes with approximated functional inputs	2
Statistical analysis of a hierarchical clustering algorithm with outliers	2
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables	2
Variable selection in multivariate regression models with measurement error in covariates	2
Editorial Board	2
Likelihood ratio tests under model misspecification in high dimensions	2
Inference in functional linear quantile regression	2
A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance	2
Cross projection test for mean vectors via multiple random splits in high dimensions	2
Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components	2
Set-valued expectiles for ordered data analysis	2
Omnibus test for covariate effects in conditional copula models	2
Estimation of extreme multivariate expectiles with functional covariates	2
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?	2
A uniform kernel trick for high and infinite-dimensional two-sample problems	2
Feature extraction for functional time series: Theory and application to NIR spectroscopy data	2
Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes	2
Asymptotic properties of Bernstein estimators on the simplex	2
Predictive density estimators with integrated L<	2
High-dimensional nonconvex LASSO-type M-estimators	2
Generating MCMC proposals by randomly rotating the regular simplex	2
A goodness-of-fit test for the compound Poisson exponential model	2
Covariance models for multivariate random fields resulting from pseudo cross-variograms	2
On shrinkage estimation of a spherically symmetric distribution for balanced loss functions	1
Edge statistics of large dimensional deformed rectangular matrices	1
Variable selection in functional regression models: A review	1
Order selection for regression-based hidden Markov model	1
A short history of statistical association: From correlation to correspondence analysis to copulas	1
Exact test theory in Gaussian graphical models	1
Functional ANOVA based on empirical characteristic functionals	1
Eigenvector-based sparse canonical correlation analysis: Fast computation for estimation of multiple canonical vectors	1
Heckman selection-t model: Parameter estimation via the EM-algorithm	1
Robust projected principal component analysis for large-dimensional semiparametric factor modeling	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
Testing the equality of a large number of means of functional data	1
Geometric classifiers for high-dimensional noisy data	1
On functional data analysis and related topics	1
Tuning-free sparse clustering via alternating hard-thresholding	1
Kernel variable selection for multicategory support vector machines	1
Generalized Schott type tests for complete independence in high dimensions	1
Graph-valued regression: Prediction of unlabelled networks in a non-Euclidean graph space	1
Estimation of sparse covariance matrix via non-convex regularization	1
Finite sample t-tests for high-dimensional means	1
Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix	1
An overview of skew distributions in model-based clustering	1
New multivariate Gini’s indices	1
From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas	1
Three kinds of discrete approximations of statistical multivariate distributions and their applications	1
Editorial Board	1
Sequential estimation of Spearman rank correlation using Hermite series estimators	1
Principal components analysis and cyclostationarity	1
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency	1
Joint mean–covariance estimation via the horseshoe	1
Robust density power divergence based tests in multivariate analysis: A comparative overview of different approaches	1
Shrinkage estimation with singular priors and an application to small area estimation	1
Stochastic decomposition for ℓp	1
Reconstruction of atomic measures from their halfspace depth	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