Journal of Multivariate Analysis

Article	Citations
Dimensionality reduction for binary data through the projection of natural parameters	46
Approximating smooth functions by deep neural networks with sigmoid activation function	32
A 50-year personal journey through time with principal component analysis	24
The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data	23
Uniform limit theorems for a class of conditional Z-estimators when co	20
Sequential estimation of Spearman rank correlation using Hermite series estimators	17
A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation	14
An overview on the progeny of the skew-normal family— A personal perspective	13
Unifying compactly supported and Matérn covariance functions in spatial statistics	13
Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: Minimaxity and admissibility	12
Likelihood ratio tests for many groups in high dimensions	12
A note on the regularity of optimal-transport-based center-outward distribution and quantile functions	11
Nonlinear and additive principal component analysis for functional data	11
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?	11
Renewal type bootstrap for increasing degree U-process of a Markov chain	11
On the estimation of entropy in the FastICA algorithm	10
On functional data analysis and related topics	10
Parametrising correlation matrices	10
Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions	10
Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings	10
On the copula correlation ratio and its generalization	10
Testing and estimating change-points in the covariance matrix of a high-dimensional time series	10
Asymptotic properties of Bernstein estimators on the simplex	10
Matrix differential calculus with applications in the multivariate linear model and its diagnostics	10
On moments of doubly truncated multivariate normal mean–variance mixture distributions with application to multivariate tail conditional expectation	9

Asymptotic and bootstrap tests for subspace dimension	9
Statistical analysis of multivariate discrete-valued time series	9
Copula-based regression models with data missing at random	9
Measuring dependence between random vectors via optimal transport	9
Variable selection in functional regression models: A review	9
Estimating an extreme Bayesian network via scalings	9
A topologically valid construction of depth for functional data	8
Family of mean-mixtures of multivariate normal distributions: Properties, inference and assessment of multivariate skewness	8
On the usage of joint diagonalization in multivariate statistics	8
Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-	8
Robust functional principal component analysis for non-Gaussian longitudinal data	7
An overview of skew distributions in model-based clustering	7
Kernel density estimation for partial linear multivariate responses models	7
Inference in high dimensional linear measurement error models	7
Principal component analysis and clustering on manifolds	7
Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application	7
Single-index composite quantile regression for massive data	7
Recent advances in shrinkage-based high-dimensional inference	7
Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims	7
Multiply robust subgroup identification for longitudinal data with dropouts via median regression	7
A goodness-of-fit test for elliptical distributions with diagnostic capabilities	7
Analysis of the rate of convergence of fully connected deep neural network regression estimates with smooth activation function	7
Linear orderings of the scale mixtures of the multivariate skew-normal distribution	7
Conformal prediction bands for multivariate functional data	6
On attainability of Kendall’s tau matrices and concordance signatures	6
Pseudo-quantile functional data clustering	6
Model-free feature screening for ultrahigh dimensional classification	6
Bivariate symmetric Heckman models and their characterization	6
Change point analysis of covariance functions: A weighted cumulative sum approach	6
Asymptotic properties of Dirichlet kernel density estimators	6
Reconstruction of atomic measures from their halfspace depth	6
Projection theorems and estimating equations for power-law models	6
On the behavior of the DFA and DCCA in trend-stationary processes	6
Financial Risk Meter FRM based on Expectiles	6
From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas	6
Ordinal pattern dependence as a multivariate dependence measure	6
Expectile depth: Theory and computation for bivariate datasets	6
An overview of tests on high-dimensional means	5
Ordering results for elliptical distributions with applications to risk bounds	5
Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix	5
Canonical correlation analysis for elliptical copulas	5
A new general class of RC association models: Estimation and main properties	5
Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies	5
Principal component analysis of infinite variance functional data	5
Edge statistics of large dimensional deformed rectangular matrices	5
Testing the equality of a large number of means of functional data	5
A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance	5
Testing independence of functional variables by angle covariance	5
Robust nonparametric estimation of the conditional tail dependence coefficient	5
Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings	5

Recent developments in high-dimensional inference for multivariate data: Parametric, semiparametric and nonparametric approaches	5
Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix	5
On the specification of multivariate association measures and their behaviour with increasing dimension	5
Likelihood ratio tests under model misspecification in high dimensions	5
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection	5
An association test for functional data based on Kendall’s Tau	5
Simultaneous inference for Kendall’s tau	5
Kernel density estimation on symmetric spaces of non-compact type	5
Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction	5
Notes on the prehistory of principal components analysis	4
Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate	4
Data driven orthogonal basis selection for functional data analysis	4
Principal components analysis and cyclostationarity	4
Graph-valued regression: Prediction of unlabelled networks in a non-Euclidean graph space	4
Heckman selection-t model: Parameter estimation via the EM-algorithm	4
Continuous time hidden Markov model for longitudinal data	4
Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: A normal reference 4
Updating of the Gaussian graphical model through targeted penalized estimation	4
On projection methods for functional time series forecasting	4
Advanced topics in Sliced Inverse Regression	4
Bayesian multivariate quantile regression using Dependent Dirichlet Process prior	4
An independence test based on recurrence rates	4
Scalable interpretable learning for multi-response error-in-variables regression	4
Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings	4
Locally isometric embeddings of quotients of the rotation group modulo finite symmetries	4
Univariate likelihood projections and characterizations of the multivariate normal distribution	4
Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions	4
Compound vectors of subordinators and their associated positive Lévy copulas	4
Locally optimal designs for multivariate generalized linear models	4
A formulation for continuous mixtures of multivariate normal distributions	4
Bayesian shrinkage estimation of negative multinomial parameter vectors	4
High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis	4
Perturbation theory for cross data matrix-based PCA	4
ℓ2,	4
Kurtosis test of modality for rotationally symmetric distributions on hyperspheres	4
Change-point problems for multivariate time series using pseudo-observations	4
Robust projected principal component analysis for large-dimensional semiparametric factor modeling	4
Inference in functional linear quantile regression	4
Some aspects of response variable selection and estimation in multivariate linear regression	4
Splitting models for multivariate count data	4
Biclustering analysis of functionals via penalized fusion	4
A Central Limit Theorem for extrinsic antimeans and estimation of Veronese–Whitney means and antimeans on planar Kendall shape spaces	4
A Conway–Maxwell-multinomial distribution for flexible modeling of clustered categorical data	3
Nonparametric spectral methods for multivariate spatial and spatial–temporal data	3
Estimating sparse networks with hubs	3
A short history of statistical association: From correlation to correspondence analysis to copulas	3
Fast implementation of partial least squares for function-on-function regression	3
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency	3
Subgroup analysis for high-dimensional functional regression	3
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	3
Reproducible learning in large-scale graphical models	3
High dimensional change point inference: Recent developments and extensions	3
Depth-based classification for relational data with multiple attributes	3
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	3
Minimax and pointwise sequential changepoint detection and identification for general stochastic models	3
On simultaneous best linear unbiased prediction of future order statistics and associated properties	3
Bernoulli vector autoregressive model	3
A slice of multivariate dimension reduction	3
Joint mean–covariance estimation via the horseshoe	3
Three kinds of discrete approximations of statistical multivariate distributions and their applications	3
Closed-form and bias-corrected estimators for the bivariate gamma distribution	3
The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate	3
Distance-based tests for planar shape	3
Tests of serial dependence for multivariate time series with arbitrary distributions	3
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications	3
Moderate deviation principle for likelihood ratio test in multivariate linear regression model	3
An objective prior for hyperparameters in normal hierarchical models	3
Sub-dimensional Mardia measures of multivariate skewness and kurtosis	3
Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses	3
On the structure of exchangeable extreme-value copulas	3
Analysis of dependent data aggregated into intervals	3
Functional ANOVA based on empirical characteristic functionals	3
Order selection for regression-based hidden Markov model	3
Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices	3
Bivariate covariance functions of Pólya type	3
Optimal designs for mixed continuous and binary responses with quantitative and qualitative factors	3
Permutation test for the multivariate coefficient of variation in factorial designs	3
Multivariate elliptical-based Birnbaum–Saunders kernel density estimation for nonnegative data	3
Semi-parametric estimation of multivariate extreme expectiles	3
Extremal dependence measure for functional data	2

Multivariate tests of independence and their application in correlation analysis between financial markets	2
One-way MANOVA for functional data via Lawley–Hotelling trace test	2
Widening the scope of an eigenvector stochastic approximation process and application to streaming PCA and related methods	2
Bivariate distributions with ordered marginals	2
Adaptive function-on-scalar regression with a smoothing elastic net	2
On Kendall’s regression	2
Inference for spatial regression models with functional response using a permutational approach	2
Testing multivariate quantile by empirical likelihood	2
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	2
Kernel variable selection for multicategory support vector machines	2
Consistent estimation of a joint model for multivariate longitudinal and survival data with latent variables	2
Generalized Schott type tests for complete independence in high dimensions	2
A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification	2
Pairwise sparse + low-rank models for variables of mixed type	2
Fourier-type tests of mutual independence between functional time series	2
Testing for spherical and elliptical symmetry	2
Spectral PCA for MANOVA and data over binary trees	2
Block-band behavior of spatial correlations: An analytical asymptotic study in a spatial exponential family data setup	2
Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution	2
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics	2
Testing for independence of high-dimensional variables: ρV	2
Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes	2
Selecting the number of clusters, clustering models, and algorithms. A unifying approach based on the quadratic discriminant score	2
A Szekely–Rizzo inequality for testing general copula homogeneity hypotheses	2
Laplace approximations for hypergeometric functions with Hermitian matrix argument	2
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings	2
Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors	2
High-dimensional linear discriminant analysis using nonparametric methods	2
Subspace rotations for high-dimensional outlier detection	2
Stochastic decomposition for ℓp	2
Canonical quantile regression	2
Nonlinear functional canonical correlation analysis via distance covariance	2
Principal loading analysis	2
On classification with nonignorable missing data	2
Conditional specification of statistical models: Classical models, new developments and challenges	2
Testing normality of data on a multivariate grid	2
Quadratic discriminant analysis by projection	2
A generative approach to modeling data with quantitative and qualitative responses	2
Anomaly detection: A functional analysis perspective	2
Minimum Average Variance Estimation with group Lasso for the multivariate response Central Mean Subspace	2
Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors	2
Extreme partial least-squares	2
CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions	2
Discussion about inaccuracy measure in information theory using co-copula and copula dual functions	2
Likelihood-based inference for the multivariate skew-t regression	2
Mixture regression for longitudinal data based on joint mean–covariance model	2
Optimal model averaging for multivariate regression models	2
Level set and density estimation on manifolds	1
On distance-type Gaussian estimation	1
Testing high dimensional covariance matrices via posterior Bayes factor	1
Invariant tests for functional data with application to an earthquake impact study	1
Conditions on which cokriging does not do better than kriging	1
Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew	1
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime	1
A novel positive dependence property and its impact on a popular class of concordance measures	1
Uniform joint screening for ultra-high dimensional graphical models	1
Estimation of spatial autoregressive models with covariate measurement errors	1
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm	1
Randomized extrapolation for accelerating EM-type fixed-point algorithms	1
Minimax properties of Dirichlet kernel density estimators	1
Targeted principal components regression	1
Robust inference for change points in high dimension	1
Monitoring procedures for strict stationarity based on the multivariate characteristic function	1
Predictive density estimators with integrated L<	1
Multivariate normality test based on kurtosis with two-step monotone missing data	1
Feature extraction for functional time series: Theory and application to NIR spectroscopy data	1
Anisotropic spectral cut-off estimation under multiplicative measurement errors	1
Sampling properties of color Independent Component Analysis	1
Multivariate α-stable distributions: VAR(1) processes, measures of	1
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	1
Dependence structure estimation using Copula Recursive Trees	1
Max-linear models in random environment	1
Tyler’s and Maronna’s M-estimators: Non-asymptotic concentration results	1
Analysis of multivariate non-gaussian functional data: A semiparametric latent process approach	1
Positive-definite thresholding estimators of covariance matrices with zeros	1
Statistical analysis of a hierarchical clustering algorithm with outliers	1
Asymptotics and practical aspects of testing normality with kernel methods	1
A geometric investigation into the tail dependence of vine copulas	1
Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis	1
Framelet block thresholding estimator for sparse functional data	1
A high dimensional nonparametric test for proportional covariance matrices	1
The correction term in a small-ball probability factorization for random curves	1
Searching for a source of difference in graphical models	1
Robustness and asymptotics of the projection median	1
Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework	1
K-expectiles clustering	1
Some first inferential tools for spatial regression with differential regularization	1
Tests for proportionality of matrices with large dimension	1
Estimation of multivariate asymmetric power GARCH models	1
Inference of a time-varying coefficient regression model for multivariate panel count data	1
Optimal designs for prediction of random effects in two-groups models with multivariate response	1
Duality for real and multivariate exponential families	1
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables	1
Testing equality of spectral density operators for functional processes	1
Omnibus test for covariate effects in conditional copula models	1