Journal of Multivariate Analysis

Article	Citations
Diagnostic checking of periodic vector autoregressive time series models with dependent errors	52
Editorial Board	30
Editorial Board	27
Estimation of spatial autoregressive models with covariate measurement errors	25
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction	25
Level set and density estimation on manifolds	24
On properties of fractional posterior in generalized reduced-rank regression	23
Testing equality of spectral density operators for functional processes	22
Estimation of multivariate asymmetric power GARCH models	21
On singular values of large dimensional lag-τ sample auto-correlatio	21
Targeted principal components regression	20
Parametric dependence between random vectors via copula-based divergence measures	19
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model	19
Minimax estimation of the mode of functional data	19
Nonparametric testing for the specification of spatial trend functions	19
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	18
Fréchet k	18
Ordinal pattern dependence and multivariate measures of dependence	18
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension	18
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	17
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio	17
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds	15
Consistency of the objective general index in high-dimensional settings	14
Estimation of multiple networks with common structures in heterogeneous subgroups	14
Minimaxity under the half-Cauchy prior	14

Measuring and testing tail equivalence	13
Efficient calibration of computer models with multivariate output	12
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data	12
Sparse online regression algorithm with insensitive loss functions	12
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications	11
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics	11
Quadratic discriminant analysis by projection	11
Test for a general trilinear hypothesis in the generalized growth curve model	11
Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation	11
A uniform kernel trick for high and infinite-dimensional two-sample problems	11
On projection methods for functional time series forecasting	10
On the eigenvectors of large-dimensional sample spatial sign covariance matrices	10
Convex comparison of Gaussian mixtures	9
Fourier-type tests of mutual independence between functional time series	9
Asymptotic and bootstrap tests for subspace dimension	9
Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension	9
Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes	9
Robust Bayesian graphical modeling using γ-divergence	9
Multivariate tail dependence and local stochastic dominance	9
Estimators for multivariate allometric regression model	9
The k-sample problem using Gini covariance for large k	9
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	9
Framelet block thresholding estimator for sparse functional data	9
Editorial Board	9
Asymptotic normality of the local linear estimator of the functional expectile regression	8
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path	8
Order selection for regression-based hidden Markov model	8
Variable selection in functional regression models: A review	8
Editorial Board	8
Tree-structured Markov random fields with Poisson marginal distributions	8
Smoothly adaptively centered ridge estimator	8
Bayesian inference of graph-based dependencies from mixed-type data	8
Robust penalized estimators for functional linear regression	8
TNN: A transfer learning classifier based on weighted nearest neighbors	7
Estimation and order selection for multivariate exponential power mixture models	7
A general approach for testing independence in Hilbert spaces	7
Financial Risk Meter FRM based on Expectiles	7
Finite sample t-tests for high-dimensional means	7
Inference for spatial regression models with functional response using a permutational approach	7
Factor modeling of multivariate time series: A frequency components approach	7
On the use of the Gram matrix for multivariate functional principal components analysis	7
Perturbation theory for cross data matrix-based PCA	7
Matrix-valued isotropic covariance functions with local extrema	7
A conditional distribution function-based measure for independence and K	7
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices	7
Matrix variate gamma distributions with unrestricted shape parameter	6
Robust signal recovery in Hadamard spaces	6
Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis	6
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion	6
On estimation and order selection for multivariate extremes via clustering	6

Measuring dependence between random vectors via optimal transport	6
An independence test for functional variables based on kernel normalized cross-covariance operator	6
On the exact region determined by Spearman’s ρ and Blest’s measure	6
Tensor Stein-rules in a generalized tensor regression model	6
Semi-functional varying coefficient mode-based regression	6
On the Mai–Wang stochastic decomposition for ℓ	6
Principal component analysis and clustering on manifolds	6
Linearized maximum rank correlation estimation when covariates are functional	6
Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution	6
An overview on the progeny of the skew-normal family— A personal perspective	6
On simultaneous best linear unbiased prediction of future order statistics and associated properties	6
Editorial Board	6
On weighted multivariate sign functions	6
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data	5
Editorial Board	5
Recent advances in shrinkage-based high-dimensional inference	5
Functional additive expectile regression in the reproducing kernel Hilbert space	5
Independence tests in the presence of measurement errors: An invariance law	5
Extreme partial least-squares	5
Author Index	5
Hoeffding decomposition of functions of random dependent variables	5
A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments	5
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime	5
Editorial Board	5
Duality for real and multivariate exponential families	5
Shrinkage estimators of BLUE for time series regression models	5
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs	5
Generating MCMC proposals by randomly rotating the regular simplex	5
Conditional specification of statistical models: Classical models, new developments and challenges	5
High-dimensional nonconvex LASSO-type M-estimators	5
On testing the equality of latent roots of scatter matrices under ellipticity	5
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	5
Matrix differential calculus with applications in the multivariate linear model and its diagnostics	5
Randomized extrapolation for accelerating EM-type fixed-point algorithms	5
Two-sample test for high-dimensional covariance matrices: A normal-reference approach	4
Robust functional inverse regression	4
Editorial Board	4
Editorial Board	4
Data driven orthogonal basis selection for functional data analysis	4
Composite expectile estimation in partial functional linear regression model	4
Explicit bivariate simplicial depth	4
Asymptotic properties of Dirichlet kernel density estimators	4
Editorial Board	4
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings	4
Penalized estimation of hierarchical Archimedean copula	4
A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence	4
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency	4
Statistical analysis of multivariate discrete-valued time series	4
Moment-type estimators for the Dirichlet and the multivariate gamma distributions	4
On a class of finite mixture models that includes hidden Markov models	4
Asymptotic properties of hierarchical clustering in high-dimensional settings	4
The multirank likelihood for semiparametric canonical correlation analysis	4
Integrated shape-sensitive functional metrics	4
On functional data analysis and related topics	4
Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices	4
Special Issue on Functional Data Analysis and related fields	4
An overview of tests on high-dimensional means	4
Principal component analysis of infinite variance functional data	4
Region selection in Markov random fields: Gaussian case	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
Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes	4
Editorial Board	3
A generalized Mallows model based on ϕ-divergence measures	3
Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables	3
Maximum likelihood estimation of elliptical tail	3
High-dimensional projection-based ANOVA test	3
Multivariate α-stable distributions: VAR(1) processes, measures of	3
On the usage of joint diagonalization in multivariate statistics	3
Finite mixture representations of zero-and- N	3
On linearization of nonparametric deconvolution estimators for repeated measurements model	3
Moderate deviation principle for likelihood ratio test in multivariate linear regression model	3
On moments of truncated multivariate normal/independent distributions	3
Editorial Board	3
Anomaly detection: A functional analysis perspective	3
Invariant correlation under marginal transforms	3
Likelihood ratio tests under model misspecification in high dimensions	3
Data depth functions for non-standard data by use of formal concept analysis	3
Some first inferential tools for spatial regression with differential regularization	3
Optimal designs for prediction of random effects in two-groups models with multivariate response	3

Conditional independence testing via weighted partial copulas	3
Sub-dimensional Mardia measures of multivariate skewness and kurtosis	3
Copula-based conditional tail indices	3
Monitoring procedures for strict stationarity based on the multivariate characteristic function	3
Multivariate mix-GEE models for longitudinal data with multiple outcomes	3
Change point analysis of covariance functions: A weighted cumulative sum approach	3
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions	3
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm	3
Type I multivariate Pólya-Aeppli distributions with applications	3
Asymptotics of estimators for structured covariance matrices	3
Covariance parameter estimation of Gaussian processes with approximated functional inputs	3
Tests for group-specific heterogeneity in high-dimensional factor models	3
Biclustering analysis of functionals via penalized fusion	3
Editorial Board	3
The inner partial least square: An exploration of the “necessary” dimension reduction	3
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions	3
Design-free estimation of integrated covariance matrices for high-frequency data	2
High-dimensional robust approximated M-estimators for mean regression	2
Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation	2
Error analysis for a statistical finite element method	2
Inference for overparametrized hierarchical Archimedean copulas	2
Latent model extreme value index estimation	2
Partial least squares for simultaneous reduction of response and predictor vectors in regression	2
Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule	2
Functional linear regression with truncated signatures	2
Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests	2
Hierarchical Aitchison–Silvey models for incomplete binary sample spaces	2
Nonparametric spectral methods for multivariate spatial and spatial–temporal data	2
High-dimensional hypothesis testing for allometric extension model	2
Testing for changes in linear models using weighted residuals	2
Statistical guarantees for distribution estimation of contaminated data via DNN-based MoM-GANs	2
Some aspects of response variable selection and estimation in multivariate linear regression	2
New results for drift estimation in inhomogeneous stochastic differential equations	2
Rank-based combination independence tests for high-dimensional data	2
Projection divergence in the reproducing kernel Hilbert space: Asymptotic normality, block-wise and slicing estimation, and computational efficiency	2
Tyler’s and Maronna’s M-estimators: Non-asymptotic concentration results	2
Nonparametric variable screening for multivariate additive models	2
Robust density power divergence based tests in multivariate analysis: A comparative overview of different approaches	2
Editorial Board	2
Additive regression for Riemannian functional responses	2
Understanding asymptotic consistency and its unique advantages in large sample statistical inference	2
Large factor model estimation by nuclear norm plus ℓ	2
Testing distributional equality for functional random variables	2
A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance	2
Positive-definite thresholding estimators of covariance matrices with zeros	2
Consistency of empirical distributions of sequences of graph statistics in networks with dependent edges	2
On attainability of Kendall’s tau matrices and concordance signatures	2
Graph-constrained analysis for multivariate functional data	2
Spatially clustered varying coefficient model	2
A goodness-of-fit test for the compound Poisson exponential model	2
Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space	2
Reproducible learning in large-scale graphical models	2
On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence	2
Enhanced HSIC for independence test via projection integration	2
CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions	2
Semiparametric estimation of the high-dimensional elliptical distribution	2
Maximum spacing estimation for multivariate observations under a general class of information-type measures	2
An overview of skew distributions in model-based clustering	2
Multivariate normality test based on kurtosis with two-step monotone missing data	2
Detection and localization of changes in a panel of densities	2
Preface to the Special Issue “Copula modeling from Abe Sklar to the present day”	2
Closed-form and bias-corrected estimators for the bivariate gamma distribution	2
Exact first moments of the RV coefficient by invariant orthogonal integration	2
Variable selection in multivariate regression models with measurement error in covariates	2
GARCH-type factor model	2
Optimal model averaging for multivariate regression models	2
Robust functional principal component analysis for non-Gaussian longitudinal data	2
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables	2
Online statistical inference for parameters estimation with linear-equality constraints	2
Measures of concordance and testing of independence in multivariate structure	2
Efficient estimation of a partially linear panel data model with cross-sectional dependence	2
Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error	2
Editorial Board	2
Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors	2
Editorial Board	2
Mixed membership Gaussians	2