Journal of Multivariate Analysis

Article	Citations
Level set and density estimation on manifolds	47
Estimation of multivariate asymmetric power GARCH models	33
Minimax estimation of the mode of functional data	26
Editorial Board	23
Editorial Board	22
Targeted principal components regression	21
Testing equality of spectral density operators for functional processes	21
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension	20
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	19
Diagnostic checking of periodic vector autoregressive time series models with dependent errors	19
Nonparametric testing for the specification of spatial trend functions	17
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model	17
Parametric dependence between random vectors via copula-based divergence measures	16
Principal loading analysis	15
Ordinal pattern dependence and multivariate measures of dependence	15
Estimation of spatial autoregressive models with covariate measurement errors	15
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction	15
On the eigenvectors of large-dimensional sample spatial sign covariance matrices	15
On singular values of large dimensional lag-τ sample auto-correlatio	15
On projection methods for functional time series forecasting	14
A uniform kernel trick for high and infinite-dimensional two-sample problems	14
Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation	13
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data	13
Sparse online regression algorithm with insensitive loss functions	13
Efficient calibration of computer models with multivariate output	12

Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	12
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds	12
Estimation of multiple networks with common structures in heterogeneous subgroups	12
Consistency of the objective general index in high-dimensional settings	12
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications	11
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio	11
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics	11
Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes	10
Quadratic discriminant analysis by projection	10
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	10
Measuring and testing tail equivalence	10
Editorial Board	9
Kernel density estimation for partial linear multivariate responses models	9
A semiparametric latent factor model for large scale temporal data with heteroscedasticity	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
Fourier-type tests of mutual independence between functional time series	9
Tree-structured Markov random fields with Poisson marginal distributions	9
Multivariate tail dependence and local stochastic dominance	9
Framelet block thresholding estimator for sparse functional data	9
Asymptotic and bootstrap tests for subspace dimension	9
Editorial Board	8
Robust penalized estimators for functional linear regression	8
On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables	8
Testing the equality of a large number of means of functional data	8
Smoothly adaptively centered ridge estimator	8
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path	8
Locally isometric embeddings of quotients of the rotation group modulo finite symmetries	8
Bayesian inference of graph-based dependencies from mixed-type data	8
Variable selection in functional regression models: A review	7
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices	7
Perturbation theory for cross data matrix-based PCA	7
Matrix-valued isotropic covariance functions with local extrema	7
Finite sample t-tests for high-dimensional means	7
TNN: A transfer learning classifier based on weighted nearest neighbors	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
Financial Risk Meter FRM based on Expectiles	7
Asymptotic normality of the local linear estimator of the functional expectile regression	7
A general approach for testing independence in Hilbert spaces	7
Order selection for regression-based hidden Markov model	7
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion	7
A conditional distribution function-based measure for independence and K	7
An independence test for functional variables based on kernel normalized cross-covariance operator	6
An overview on the progeny of the skew-normal family— A personal perspective	6
Matrix variate gamma distributions with unrestricted shape parameter	6
On simultaneous best linear unbiased prediction of future order statistics and associated properties	6
On the Mai–Wang stochastic decomposition for ℓ	6
Editorial Board	6
Randomized extrapolation for accelerating EM-type fixed-point algorithms	6
Semi-functional varying coefficient mode-based regression	6

On weighted multivariate sign functions	6
Editorial Board	6
Functional additive expectile regression in the reproducing kernel Hilbert space	6
Estimation of canonical correlation directions: From Gaussian to sub-Gaussian population	6
Principal component analysis and clustering on manifolds	6
Measuring dependence between random vectors via optimal transport	6
Estimation and order selection for multivariate exponential power mixture models	6
Duality for real and multivariate exponential families	6
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	5
Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis	5
Independence tests in the presence of measurement errors: An invariance law	5
Recent advances in shrinkage-based high-dimensional inference	5
Matrix differential calculus with applications in the multivariate linear model and its diagnostics	5
Linearized maximum rank correlation estimation when covariates are functional	5
Author Index	5
Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution	5
On the exact region determined by Spearman’s ρ and Blest’s measure	5
Bayesian multivariate quantile regression using Dependent Dirichlet Process prior	5
Extreme partial least-squares	5
Tensor Stein-rules in a generalized tensor regression model	5
On testing the equality of latent roots of scatter matrices under ellipticity	5
A new general class of RC association models: Estimation and main properties	5
Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes	4
An approximation to peak detection power using Gaussian random field theory	4
Special Issue on Functional Data Analysis and related fields	4
A short history of statistical association: From correlation to correspondence analysis to copulas	4
Asymptotic properties of Dirichlet kernel density estimators	4
Penalized estimation of hierarchical Archimedean copula	4
Generating MCMC proposals by randomly rotating the regular simplex	4
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs	4
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime	4
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings	4
Editorial Board	4
Explicit bivariate simplicial depth	4
Editorial Board	4
On functional data analysis and related topics	4
Integrated shape-sensitive functional metrics	4
A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence	4
A geometric investigation into the tail dependence of vine copulas	4
High-dimensional nonconvex LASSO-type M-estimators	4
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?	4
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data	4
Editorial Board	4
Stochastic decomposition for ℓp	4
Asymptotic properties of hierarchical clustering in high-dimensional settings	4
An overview of tests on high-dimensional means	4
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency	4
Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices	4
Editorial Board	4
A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments	4
Editorial Board	4
Conditional specification of statistical models: Classical models, new developments and challenges	4
Shrinkage estimators of BLUE for time series regression models	4
Two-sample test for high-dimensional covariance matrices: A normal-reference approach	4
Editorial Board	3
Tests for group-specific heterogeneity in high-dimensional factor models	3
On linearization of nonparametric deconvolution estimators for repeated measurements model	3
Optimal designs for prediction of random effects in two-groups models with multivariate response	3
Change point analysis of covariance functions: A weighted cumulative sum approach	3
Copula-based conditional tail indices	3
Editorial Board	3
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions	3
Minimum Average Variance Estimation with group Lasso for the multivariate response Central Mean Subspace	3
Principal component analysis of infinite variance functional data	3
Invariant correlation under marginal transforms	3
Some first inferential tools for spatial regression with differential regularization	3
Dependence structure estimation using Copula Recursive Trees	3
Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables	3
Sub-dimensional Mardia measures of multivariate skewness and kurtosis	3
Anomaly detection: A functional analysis perspective	3
Moderate deviation principle for likelihood ratio test in multivariate linear regression model	3
Monitoring procedures for strict stationarity based on the multivariate characteristic function	3
Region selection in Markov random fields: Gaussian case	3
Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies	3
Data driven orthogonal basis selection for functional data analysis	3
A generalized Mallows model based onϕ-divergence measures	3
Statistical analysis of multivariate discrete-valued time series	3
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection	3
On the usage of joint diagonalization in multivariate statistics	3
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm	3

Maximum likelihood estimation of elliptical tail	3
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions	3
Biclustering analysis of functionals via penalized fusion	3
Editorial Board	3
On moments of truncated multivariate normal/independent distributions	3
Conditional independence testing via weighted partial copulas	3
Composite expectile estimation in partial functional linear regression model	3
Multivariate mix-GEE models for longitudinal data with multiple outcomes	3
The inner partial least square: An exploration of the “necessary” dimension reduction	3
Data depth functions for non-standard data by use of formal concept analysis	2
Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation	2
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables	2
Editorial Board	2
Analysis of dependent data aggregated into intervals	2
Testing for changes in linear models using weighted residuals	2
High-dimensional hypothesis testing for allometric extension model	2
Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors	2
Robust functional principal component analysis for non-Gaussian longitudinal data	2
Robust density power divergence based tests in multivariate analysis: A comparative overview of different approaches	2
Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error	2
Mixed membership Gaussians	2
Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule	2
Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests	2
CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions	2
GARCH-type factor model	2
Consistency of empirical distributions of sequences of graph statistics in networks with dependent edges	2
Optimal model averaging for multivariate regression models	2
Variable selection in multivariate regression models with measurement error in covariates	2
A goodness-of-fit test for the compound Poisson exponential model	2
Multivariate α-stable distributions: VAR(1) processes, measures of	2
Large factor model estimation by nuclear norm plus ℓ	2
Detection and localization of changes in a panel of densities	2
Editorial Board	2
Hierarchical Aitchison–Silvey models for incomplete binary sample spaces	2
Multivariate normality test based on kurtosis with two-step monotone missing data	2
Nonparametric spectral methods for multivariate spatial and spatial–temporal data	2
A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance	2
Tyler’s and Maronna’s M-estimators: Non-asymptotic concentration results	2
A Szekely–Rizzo inequality for testing general copula homogeneity hypotheses	2
Nonparametric variable screening for multivariate additive models	2
Design-free estimation of integrated covariance matrices for high-frequency data	2
Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space	2
Closed-form and bias-corrected estimators for the bivariate gamma distribution	2
On attainability of Kendall’s tau matrices and concordance signatures	2
Kernel variable selection for multicategory support vector machines	2
Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings	2
Partial least squares for simultaneous reduction of response and predictor vectors in regression	2
Reproducible learning in large-scale graphical models	2
Covariance parameter estimation of Gaussian processes with approximated functional inputs	2
High-dimensional projection-based ANOVA test	2
Spatially clustered varying coefficient model	2
An overview of skew distributions in model-based clustering	2
Online statistical inference for parameters estimation with linear-equality constraints	2
Adaptive function-on-scalar regression with a smoothing elastic net	2
On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence	2
Functional linear regression with truncated signatures	2
Positive-definite thresholding estimators of covariance matrices with zeros	2
Projection divergence in the reproducing kernel Hilbert space: Asymptotic normality, block-wise and slicing estimation, and computational efficiency	2
Some aspects of response variable selection and estimation in multivariate linear regression	2
Editorial Board	2
On shrinkage estimation of a spherically symmetric distribution for balanced loss functions	2
Exact first moments of the RV coefficient by invariant orthogonal integration	2
Testing distributional equality for functional random variables	2
Efficient estimation of a partially linear panel data model with cross-sectional dependence	2
Measures of concordance and testing of independence in multivariate structure	2
Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix	2
Test for high-dimensional mean vector under missing observations	2
Likelihood ratio tests under model misspecification in high dimensions	2
Graph-constrained analysis for multivariate functional data	2
The volume-of-tube method for Gaussian random fields with inhomogeneous variance	1
A nonparametric test for paired data	1
Growth curve mixture models with unknown covariance structures	1
Spatial rank-based high-dimensional change point detection via random integration	1
A review of multivariate permutation tests: Findings and trends	1
ℓ2,	1
From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas	1
Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space	1
Fréchet kernel sliced inverse regression	1
Penalized Whittle likelihood for spatial data	1
Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction	1
Nonparametric estimation of conditional marginal excess moments	1
Laplace approximations for hypergeometric functions with Hermitian matrix argument	1
Non-asymptotic robustness analysis of regression depth median	1
New multivariate Gini’s indices	1
Sequential estimation of Spearman rank correlation using Hermite series estimators	1
Fisher’s legacy of directional statistics, and beyond to statistics on manifolds	1
Estimating multivariate density and its derivatives for mixed measurement error data	1
Bias correction for kernel density estimation with spherical data	1
Bayesian covariance structure modeling of interval-censored multi-way nested survival data	1
Multivariate elliptical-based Birnbaum–Saunders kernel density estimation for nonnegative data	1
False discovery rate approach to dynamic change detection	1
A Cramér–Wold theorem for elliptical distributions	1
Uniform limit theorems for a class of conditional Z-estimators when co	1
A slice of multivariate dimension reduction	1
Online stochastic Newton methods for estimating the geometric median and applications	1