Journal of Multivariate Analysis

Article	Citations
Level set and density estimation on manifolds	49
Estimation of multivariate asymmetric power GARCH models	34
Minimax estimation of the mode of functional data	27
Editorial Board	26
Editorial Board	23
Targeted principal components regression	22
Testing equality of spectral density operators for functional processes	22
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension	22
Diagnostic checking of periodic vector autoregressive time series models with dependent errors	21
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction	20
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model	19
Nonparametric testing for the specification of spatial trend functions	18
Parametric dependence between random vectors via copula-based divergence measures	18
Estimation of spatial autoregressive models with covariate measurement errors	17
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	17
Ordinal pattern dependence and multivariate measures of dependence	17
On the eigenvectors of large-dimensional sample spatial sign covariance matrices	16
A uniform kernel trick for high and infinite-dimensional two-sample problems	16
On singular values of large dimensional lag-τ sample auto-correlatio	16
On projection methods for functional time series forecasting	16
Minimaxity under the half-Cauchy prior	15
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data	15
Sparse online regression algorithm with insensitive loss functions	15
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio	15
Efficient calibration of computer models with multivariate output	13

Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	13
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics	12
Consistency of the objective general index in high-dimensional settings	12
Estimation of multiple networks with common structures in heterogeneous subgroups	12
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications	12
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds	12
Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation	10
A semiparametric latent factor model for large scale temporal data with heteroscedasticity	10
Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes	10
Kernel density estimation for partial linear multivariate responses models	10
Quadratic discriminant analysis by projection	10
Framelet block thresholding estimator for sparse functional data	9
Tree-structured Markov random fields with Poisson marginal distributions	9
Editorial Board	9
Fourier-type tests of mutual independence between functional time series	9
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	9
Finite sample t-tests for high-dimensional means	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
Editorial Board	9
Multivariate tail dependence and local stochastic dominance	9
Locally isometric embeddings of quotients of the rotation group modulo finite symmetries	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
On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables	8
Variable selection in functional regression models: A review	8
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path	8
TNN: A transfer learning classifier based on weighted nearest neighbors	8
Asymptotic normality of the local linear estimator of the functional expectile regression	7
A general approach for testing independence in Hilbert spaces	7
A conditional distribution function-based measure for independence and K	7
Matrix-valued isotropic covariance functions with local extrema	7
Semi-functional varying coefficient mode-based regression	7
Testing the equality of a large number of means of functional data	7
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices	7
Estimation and order selection for multivariate exponential power mixture models	7
Financial Risk Meter FRM based on Expectiles	7
Factor modeling of multivariate time series: A frequency components approach	7
Order selection for regression-based hidden Markov model	7
Inference for spatial regression models with functional response using a permutational approach	7
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion	7
Perturbation theory for cross data matrix-based PCA	7
An overview on the progeny of the skew-normal family— A personal perspective	6
Randomized extrapolation for accelerating EM-type fixed-point algorithms	6
Linearized maximum rank correlation estimation when covariates are functional	6
Principal component analysis and clustering on manifolds	6
Measuring dependence between random vectors via optimal transport	6
On simultaneous best linear unbiased prediction of future order statistics and associated properties	6
Functional additive expectile regression in the reproducing kernel Hilbert space	6

Independence tests in the presence of measurement errors: An invariance law	6
Tensor Stein-rules in a generalized tensor regression model	6
On weighted multivariate sign functions	6
On the Mai–Wang stochastic decomposition for ℓ	6
Duality for real and multivariate exponential families	6
An independence test for functional variables based on kernel normalized cross-covariance operator	6
Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis	6
Editorial Board	6
Editorial Board	6
On estimation and order selection for multivariate extremes via clustering	6
Estimation of canonical correlation directions: From Gaussian to sub-Gaussian population	5
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data	5
Conditional specification of statistical models: Classical models, new developments and challenges	5
Editorial Board	5
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	5
Extreme partial least-squares	5
Author Index	5
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime	5
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?	5
High-dimensional nonconvex LASSO-type M-estimators	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
Matrix differential calculus with applications in the multivariate linear model and its diagnostics	5
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs	5
Recent advances in shrinkage-based high-dimensional inference	5
Editorial Board	5
Shrinkage estimators of BLUE for time series regression models	5
On testing the equality of latent roots of scatter matrices under ellipticity	5
Bayesian multivariate quantile regression using Dependent Dirichlet Process prior	5
Two-sample test for high-dimensional covariance matrices: A normal-reference approach	4
Generating MCMC proposals by randomly rotating the regular simplex	4
A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments	4
Integrated shape-sensitive functional metrics	4
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency	4
Explicit bivariate simplicial depth	4
A short history of statistical association: From correlation to correspondence analysis to copulas	4
Editorial Board	4
Special Issue on Functional Data Analysis and related fields	4
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings	4
Penalized estimation of hierarchical Archimedean copula	4
Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices	4
Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes	4
On a class of finite mixture models that includes hidden Markov models	4
Asymptotic properties of hierarchical clustering in high-dimensional settings	4
An overview of tests on high-dimensional means	4
Asymptotic properties of Dirichlet kernel density estimators	4
Editorial Board	4
Hoeffding decomposition of functions of random dependent variables	4
Editorial Board	4
A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence	4
An approximation to peak detection power using Gaussian random field theory	4
Data driven orthogonal basis selection for functional data analysis	4
On functional data analysis and related topics	4
Editorial Board	3
Some first inferential tools for spatial regression with differential regularization	3
On moments of truncated multivariate normal/independent distributions	3
Principal component analysis of infinite variance functional data	3
Monitoring procedures for strict stationarity based on the multivariate characteristic function	3
Statistical analysis of multivariate discrete-valued time series	3
Optimal model averaging for multivariate regression models	3
Asymptotics of estimators for structured covariance matrices	3
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection	3
Moderate deviation principle for likelihood ratio test in multivariate linear regression model	3
Editorial Board	3
The inner partial least square: An exploration of the “necessary” dimension reduction	3
Invariant correlation under marginal transforms	3
A generalized Mallows model based onϕ-divergence measures	3
Anomaly detection: A functional analysis perspective	3
Multivariate mix-GEE models for longitudinal data with multiple outcomes	3
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions	3
Composite expectile estimation in partial functional linear regression model	3
Editorial Board	3
Maximum likelihood estimation of elliptical tail	3
Reproducible learning in large-scale graphical models	3
Data depth functions for non-standard data by use of formal concept analysis	3
Multivariate α-stable distributions: VAR(1) processes, measures of	3
Optimal designs for prediction of random effects in two-groups models with multivariate response	3
Dependence structure estimation using Copula Recursive Trees	3
On linearization of nonparametric deconvolution estimators for repeated measurements model	3
Biclustering analysis of functionals via penalized fusion	3

Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions	3
On the usage of joint diagonalization in multivariate statistics	3
Region selection in Markov random fields: Gaussian case	3
Conditional independence testing via weighted partial copulas	3
Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies	3
Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables	3
Tests for group-specific heterogeneity in high-dimensional factor models	3
Covariance parameter estimation of Gaussian processes with approximated functional inputs	3
High-dimensional projection-based ANOVA test	3
A goodness-of-fit test for the compound Poisson exponential model	3
Copula-based conditional tail indices	3
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm	3
Change point analysis of covariance functions: A weighted cumulative sum approach	3
Sub-dimensional Mardia measures of multivariate skewness and kurtosis	3
Positive-definite thresholding estimators of covariance matrices with zeros	2
Editorial Board	2
GARCH-type factor model	2
Nonparametric variable screening for multivariate additive models	2
Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule	2
Robust density power divergence based tests in multivariate analysis: A comparative overview of different approaches	2
Tyler’s and Maronna’s M-estimators: Non-asymptotic concentration results	2
Maximum spacing estimation for multivariate observations under a general class of information-type measures	2
High-dimensional hypothesis testing for allometric extension model	2
Online statistical inference for parameters estimation with linear-equality constraints	2
Adaptive function-on-scalar regression with a smoothing elastic net	2
Variable selection in multivariate regression models with measurement error in covariates	2
Measures of concordance and testing of independence in multivariate structure	2
Functional linear regression with truncated signatures	2
Consistency of empirical distributions of sequences of graph statistics in networks with dependent edges	2
Closed-form and bias-corrected estimators for the bivariate gamma distribution	2
Testing for changes in linear models using weighted residuals	2
Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors	2
New results for drift estimation in inhomogeneous stochastic differential equations	2
Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation	2
Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error	2
Mixed membership Gaussians	2
Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space	2
Analysis of dependent data aggregated into intervals	2
Nonparametric spectral methods for multivariate spatial and spatial–temporal data	2
Kernel variable selection for multicategory support vector machines	2
Some aspects of response variable selection and estimation in multivariate linear regression	2
Editorial Board	2
Editorial Board	2
Likelihood ratio tests under model misspecification in high dimensions	2
On attainability of Kendall’s tau matrices and concordance signatures	2
Hierarchical Aitchison–Silvey models for incomplete binary sample spaces	2
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables	2
A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance	2
On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence	2
An overview of skew distributions in model-based clustering	2
Testing distributional equality for functional random variables	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
CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions	2
Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests	2
Design-free estimation of integrated covariance matrices for high-frequency data	2
Detection and localization of changes in a panel of densities	2
Spatially clustered varying coefficient model	2
A Szekely–Rizzo inequality for testing general copula homogeneity hypotheses	2
Partial least squares for simultaneous reduction of response and predictor vectors in regression	2
Robust functional principal component analysis for non-Gaussian longitudinal data	2
Graph-constrained analysis for multivariate functional data	2
Projection divergence in the reproducing kernel Hilbert space: Asymptotic normality, block-wise and slicing estimation, and computational efficiency	2
Efficient estimation of a partially linear panel data model with cross-sectional dependence	2
Test for high-dimensional mean vector under missing observations	2
Large factor model estimation by nuclear norm plus ℓ	2
A nonparametric test for paired data	1
Growth curve mixture models with unknown covariance structures	1
Nonparametric estimation of conditional marginal excess moments	1
Latent Gaussian copula models for longitudinal binary data	1
Bias correction for kernel density estimation with spherical data	1
ℓ2,	1
A slice of multivariate dimension reduction	1
Edge statistics of large dimensional deformed rectangular matrices	1
Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space	1
The volume-of-tube method for Gaussian random fields with inhomogeneous variance	1
Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction	1
Sequential estimation of high-dimensional signal plus noise models under general elliptical frameworks	1
Uniform limit theorems for a class of conditional Z-estimators when co	1
A multivariate skew-normal-Tukey-h distribution	1
A new distance based measure of asymmetry	1
New multivariate Gini’s indices	1
Improved Gaussian mean matrix estimators in high-dimensional data	1
Sequential estimation of Spearman rank correlation using Hermite series estimators	1
Bayesian covariance structure modeling of interval-censored multi-way nested survival data	1
Penalized Whittle likelihood for spatial data	1
Online stochastic Newton methods for estimating the geometric median and applications	1
A review of multivariate permutation tests: Findings and trends	1
Laplace approximations for hypergeometric functions with Hermitian matrix argument	1
Approximate least squares estimators of a two-dimensional chirp model	1
A Cramér–Wold theorem for elliptical distributions	1
Fréchet kernel sliced inverse regression	1
From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas	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