Journal of Multivariate Analysis

Article	Citations
Parametric dependence between random vectors via copula-based divergence measures	49
Editorial Board	28
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension	24
Editorial Board	24
Diagnostic checking of periodic vector autoregressive time series models with dependent errors	23
Estimation of multivariate asymmetric power GARCH models	21
On singular values of large dimensional lag-τ sample auto-correlatio	20
Targeted principal components regression	19
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction	18
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model	18
Estimation of spatial autoregressive models with covariate measurement errors	18
Minimax estimation of the mode of functional data	17
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	17
Level set and density estimation on manifolds	17
Nonparametric testing for the specification of spatial trend functions	17
Ordinal pattern dependence and multivariate measures of dependence	16
Testing equality of spectral density operators for functional processes	16
A uniform kernel trick for high and infinite-dimensional two-sample problems	15
Minimaxity under the half-Cauchy prior	13
On the eigenvectors of large-dimensional sample spatial sign covariance matrices	13
On projection methods for functional time series forecasting	12
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	12
Quadratic discriminant analysis by projection	12
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds	12
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio	12

Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics	11
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications	11
Consistency of the objective general index in high-dimensional settings	11
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data	10
Sparse online regression algorithm with insensitive loss functions	10
Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation	9
Efficient calibration of computer models with multivariate output	9
Measuring and testing tail equivalence	9
Convex comparison of Gaussian mixtures	9
Estimation of multiple networks with common structures in heterogeneous subgroups	9
Fourier-type tests of mutual independence between functional time series	8
Framelet block thresholding estimator for sparse functional data	8
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	8
Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes	8
Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension	8
Asymptotic and bootstrap tests for subspace dimension	8
Robust Bayesian graphical modeling using γ-divergence	8
A semiparametric latent factor model for large scale temporal data with heteroscedasticity	8
Multivariate tail dependence and local stochastic dominance	7
Tree-structured Markov random fields with Poisson marginal distributions	7
Editorial Board	7
Properties of CoVaR based on tail expansions of copulas	7
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path	6
Variable selection in functional regression models: A review	6
Bayesian inference of graph-based dependencies from mixed-type data	6
Editorial Board	6
TNN: A transfer learning classifier based on weighted nearest neighbors	6
On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables	6
Smoothly adaptively centered ridge estimator	6
Finite sample t-tests for high-dimensional means	6
Order selection for regression-based hidden Markov model	6
Robust penalized estimators for functional linear regression	6
Asymptotic normality of the local linear estimator of the functional expectile regression	6
A general approach for testing independence in Hilbert spaces	5
Perturbation theory for cross data matrix-based PCA	5
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices	5
Matrix variate gamma distributions with unrestricted shape parameter	5
Inference for spatial regression models with functional response using a permutational approach	5
Factor modeling of multivariate time series: A frequency components approach	5
Financial Risk Meter FRM based on Expectiles	5
A conditional distribution function-based measure for independence and K	5
Estimation and order selection for multivariate exponential power mixture models	5
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion	5
Matrix-valued isotropic covariance functions with local extrema	5
On weighted multivariate sign functions	4
An overview on the progeny of the skew-normal family— A personal perspective	4
Linearized maximum rank correlation estimation when covariates are functional	4
An independence test for functional variables based on kernel normalized cross-covariance operator	4
Editorial Board	4
On simultaneous best linear unbiased prediction of future order statistics and associated properties	4

Measuring dependence between random vectors via optimal transport	4
On the exact region determined by Spearman’s ρ and Blest’s measure	4
Semi-functional varying coefficient mode-based regression	4
On the Mai–Wang stochastic decomposition for ℓ	4
Principal component analysis and clustering on manifolds	4
On estimation and order selection for multivariate extremes via clustering	4
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?	3
Penalized estimation of hierarchical Archimedean copula	3
Two-sample test for high-dimensional covariance matrices: A normal-reference approach	3
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime	3
Generating MCMC proposals by randomly rotating the regular simplex	3
Extreme partial least-squares	3
Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis	3
Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution	3
Randomized extrapolation for accelerating EM-type fixed-point algorithms	3
Author Index	3
Asymptotic properties of Dirichlet kernel density estimators	3
Hoeffding decomposition of functions of random dependent variables	3
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs	3
On testing the equality of latent roots of scatter matrices under ellipticity	3
Independence tests in the presence of measurement errors: An invariance law	3
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	3
Functional additive expectile regression in the reproducing kernel Hilbert space	3
Editorial Board	3
Tensor Stein-rules in a generalized tensor regression model	3
Conditional specification of statistical models: Classical models, new developments and challenges	3
Editorial Board	3
A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence	3
Recent advances in shrinkage-based high-dimensional inference	3
A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments	3
High-dimensional nonconvex LASSO-type M-estimators	3
Matrix differential calculus with applications in the multivariate linear model and its diagnostics	3
Shrinkage estimators of BLUE for time series regression models	3
Duality for real and multivariate exponential families	3
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data	3
Estimation of canonical correlation directions: From Gaussian to sub-Gaussian population	3
Editorial Board	2
A short history of statistical association: From correlation to correspondence analysis to copulas	2
Moderate deviation principle for likelihood ratio test in multivariate linear regression model	2
Editorial Board	2
Principal component analysis of infinite variance functional data	2
Composite expectile estimation in partial functional linear regression model	2
Integrated shape-sensitive functional metrics	2
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings	2
Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices	2
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency	2
On a class of finite mixture models that includes hidden Markov models	2
Change point analysis of covariance functions: A weighted cumulative sum approach	2
Data driven orthogonal basis selection for functional data analysis	2
Asymptotic properties of hierarchical clustering in high-dimensional settings	2
On functional data analysis and related topics	2
Editorial Board	2
Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes	2
An overview of tests on high-dimensional means	2
Explicit bivariate simplicial depth	2
An approximation to peak detection power using Gaussian random field theory	2
Editorial Board	2
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions	2
Statistical analysis of multivariate discrete-valued time series	2
Joint graphical lasso with regularized aggregation	2
Editorial Board	2
Special Issue on Functional Data Analysis and related fields	2
Multivariate α-stable distributions: VAR(1) processes, measures of	1
Functional linear regression with truncated signatures	1
A goodness-of-fit test for the compound Poisson exponential model	1
High-dimensional hypothesis testing for allometric extension model	1
Optimal model averaging for multivariate regression models	1
Editorial Board	1
Monitoring procedures for strict stationarity based on the multivariate characteristic function	1
Variable selection in multivariate regression models with measurement error in covariates	1
Tests for group-specific heterogeneity in high-dimensional factor models	1
Conditional independence testing via weighted partial copulas	1
Consistency of empirical distributions of sequences of graph statistics in networks with dependent edges	1
Anomaly detection: A functional analysis perspective	1
The inner partial least square: An exploration of the “necessary” dimension reduction	1
Test for high-dimensional mean vector under missing observations	1
On moments of truncated multivariate normal/independent distributions	1
Region selection in Markov random fields: Gaussian case	1
Asymptotics of estimators for structured covariance matrices	1
High-dimensional projection-based ANOVA test	1

Some aspects of response variable selection and estimation in multivariate linear regression	1
Reproducible learning in large-scale graphical models	1
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables	1
Hierarchical Aitchison–Silvey models for incomplete binary sample spaces	1
Optimal designs for prediction of random effects in two-groups models with multivariate response	1
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm	1
Graph-constrained analysis for multivariate functional data	1
Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables	1
Biclustering analysis of functionals via penalized fusion	1
Some first inferential tools for spatial regression with differential regularization	1
Editorial Board	1
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions	1
Data depth functions for non-standard data by use of formal concept analysis	1
Invariant correlation under marginal transforms	1
An overview of skew distributions in model-based clustering	1
Likelihood ratio tests under model misspecification in high dimensions	1
Partial least squares for simultaneous reduction of response and predictor vectors in regression	1
A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance	1
Efficient estimation of a partially linear panel data model with cross-sectional dependence	1
Maximum likelihood estimation of elliptical tail	1
On the usage of joint diagonalization in multivariate statistics	1
Covariance parameter estimation of Gaussian processes with approximated functional inputs	1
On linearization of nonparametric deconvolution estimators for repeated measurements model	1
Copula-based conditional tail indices	1
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection	1
Multivariate mix-GEE models for longitudinal data with multiple outcomes	1
A generalized Mallows model based on ϕ-divergence measures	1
Sub-dimensional Mardia measures of multivariate skewness and kurtosis	1
Uniformly valid inference based on the Lasso in linear mixed models	0
Statistical analysis of a hierarchical clustering algorithm with outliers	0
Tensor recovery in high-dimensional Ising models	0
Spiked singular values and vectors under extreme aspect ratios	0
Permutation test for the multivariate coefficient of variation in factorial designs	0
Classification using global and local Mahalanobis distances	0
Simple construction of a toroidal distribution from independent circular distributions	0
Conditions on which cokriging does not do better than kriging	0
Low-rank tensor regression for selection of grouped variables	0
Mixture regression for longitudinal data based on joint mean–covariance model	0
Scaled envelope models for multivariate time series	0
Learning Gaussian graphical models with latent confounders	0
Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions	0
CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures	0
Comparison of correlation-based measures of concordance in terms of asymptotic variance	0
Recent advances on eigenvalues of matrix-valued stochastic processes	0
Enhanced Laplace approximation	0
Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels	0
A consistent test of equality of distributions for Hilbert-valued random elements	0
Diagonal nonlinear transformations preserve structure in covariance and precision matrices	0
Likelihood-based inference for the multivariate skew-t regression	0
Supermodular and directionally convex comparison results for general factor models	0
Invariant tests for functional data with application to an earthquake impact study	0
A robust linear mixed-effects model for longitudinal data using an innovative multivariate skew-Huber distribution	0
fastMI: A fast and consistent copula-based nonparametric estimator of mutual information	0
One-way MANOVA for functional data via Lawley–Hotelling trace test	0
The skewness of mean–variance normal mixtures	0
Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework	0
Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences	0
Unifying compactly supported and Matérn covariance functions in spatial statistics	0
Editorial Board	0
The weighted characteristic function of the multivariate PIT: Independence and goodness-of-fit tests	0
Asymptotics for non-degenerate multivariate U-statistics with estimat	0
Weighted shrinkage estimators of normal mean matrices and dominance properties	0
Generalized empirical likelihood for nonsmooth estimating equations with missing data	0
Analysis of multivariate non-gaussian functional data: A semiparametric latent process approach	0
Principal components analysis and cyclostationarity	0
Alteration detection of tensor dependence structure via sparsity-exploited reranking algorithm	0
On positive association of absolute-valued and squared multivariate Gaussians beyond MTP2	0
Ordinal pattern dependence as a multivariate dependence measure	0
Notes on the prehistory of principal components analysis	0
Deconvolution density estimation on Lie groups without auxiliary data	0
Resolvent estimators for functional autoregressive processes with random coefficients	0
On portmanteau-type tests for nonlinear multivariate time series	0
Estimation in nonparametric functional-on-functional models with surrogate responses	0
Canonical quantile regression	0
Estimation of functional-coefficient autoregressive models with measurement error	0
A proper scoring rule for minimum information bivariate copulas	0
High dimensional change point inference: Recent developments and extensions	0
Change point analysis of functional variance function with stationary error	0
Tests for equality of several covariance matrix functions for multivariate functional data	0
Recent developments in high-dimensional inference for multivariate data: Parametric, semiparametric and nonparametric approaches	0
Editorial Board	0
Minimax properties of Dirichlet kernel density estimators	0
Equality tests of covariance matrices under a low-dimensional factor structure	0
Markov switching multiple-equation tensor regressions	0
Density ratio model with data-adaptive basis function	0
On the tail behaviour of aggregated random variables	0
High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis	0
High-dimensional linear discriminant analysis using nonparametric methods	0
Statistical analysis of parsimonious high-order multivariate finite Markov chains based on sufficient statistics	0
Optimal Bayesian smoothing of functional observations over a large graph	0
Nonparametric drift estimation from diffusions with correlated Brownian motions	0
On the exploration of regression dependence structures in multidimensional contingency tables with ordinal response variables	0
Predictive density estimators with integrated L<	0
A distance-based test of independence between two multivariate time series	0
The correction term in a small-ball probability factorization for random curves	0