Journal of Multivariate Analysis

Article	Citations
Diagnostic checking of periodic vector autoregressive time series models with dependent errors	53
Editorial Board	31
Editorial Board	27
Estimation of spatial autoregressive models with covariate measurement errors	26
On properties of fractional posterior in generalized reduced-rank regression	25
Testing equality of spectral density operators for functional processes	24
Estimation of multivariate asymmetric power GARCH models	23
On singular values of large dimensional lag-τ sample auto-correlatio	22
Targeted principal components regression	22
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model	21
Nonparametric testing for the specification of spatial trend functions	20
Parametric dependence between random vectors via copula-based divergence measures	20
Minimax estimation of the mode of functional data	20
Ordinal pattern dependence and multivariate measures of dependence	19
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction	19
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	19
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension	19
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio	18
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	18
Level set and density estimation on manifolds	18
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds	17
Consistency of the objective general index in high-dimensional settings	16
Minimaxity under the half-Cauchy prior	15
Estimation of multiple networks with common structures in heterogeneous subgroups	14
Measuring and testing tail equivalence	14

Efficient calibration of computer models with multivariate output	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
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics	12
Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation	12
Test for a general trilinear hypothesis in the generalized growth curve model	11
On projection methods for functional time series forecasting	11
A uniform kernel trick for high and infinite-dimensional two-sample problems	11
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications	11
Parsimonious multivariate structural spatial models with intra-location feedback	11
Dimension reduction in multivariate analysis	11
Ultra-high dimensional semiparametric dynamic high-order spatial autoregressive models	11
The k-sample problem using Gini covariance for large k	10
Quadratic discriminant analysis by projection	10
On the eigenvectors of large-dimensional sample spatial sign covariance matrices	10
Robust Bayesian graphical modeling using γ-divergence	9
Properties of CoVaR based on tail expansions of copulas	9
Estimators for multivariate allometric regression model	9
Editorial Board	9
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	9
Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes	9
Asymptotic and bootstrap tests for subspace dimension	9
Multivariate tail dependence and local stochastic dominance	9
Convex comparison of Gaussian mixtures	9
Fourier-type tests of mutual independence between functional time series	9
Framelet block thresholding estimator for sparse functional data	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
Tree-structured Markov random fields with Poisson marginal distributions	8
Bayesian inference of graph-based dependencies from mixed-type data	8
Asymptotic normality of the local linear estimator of the functional expectile regression	8
Order selection for regression-based hidden Markov model	8
Smoothly adaptively centered ridge estimator	8
Editorial Board	8
Estimating singular functions of kernel cross-covariance operators: An investigation of the Nyström method	8
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path	8
Robust penalized estimators for functional linear regression	7
Variable selection in functional regression models: A review	7
Finite sample t-tests for high-dimensional means	7
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion	7
Efficiency of Markov chains for Bayesian linear regression models with heavy-tailed errors	7
Robust semi-functional censored regression	7
Estimation and order selection for multivariate exponential power mixture models	7
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices	7
TNN: A transfer learning classifier based on weighted nearest neighbors	7
A general approach for testing independence in Hilbert spaces	7
Inference for spatial regression models with functional response using a permutational approach	7
Perturbation theory for cross data matrix-based PCA	7
Factor modeling of multivariate time series: A frequency components approach	6
ICS for complex data with application to outlier detection for density data	6
An overview on the progeny of the skew-normal family— A personal perspective	6

On weighted multivariate sign functions	6
Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution	6
Editorial Board	6
Linearized maximum rank correlation estimation when covariates are functional	6
Matrix variate gamma distributions with unrestricted shape parameter	6
Semi-functional varying coefficient mode-based regression	6
Principal component analysis and clustering on manifolds	6
Functional additive expectile regression in the reproducing kernel Hilbert space	6
On estimation and order selection for multivariate extremes via clustering	6
Editorial Board	6
Matrix-valued isotropic covariance functions with local extrema	6
An independence test for functional variables based on kernel normalized cross-covariance operator	6
A conditional distribution function-based measure for independence and K	6
On simultaneous best linear unbiased prediction of future order statistics and associated properties	6
Extreme partial least-squares	6
Measuring dependence between random vectors via optimal transport	6
Tensor Stein-rules in a generalized tensor regression model	6
On the Mai–Wang stochastic decomposition for ℓ	6
Robust signal recovery in Hadamard spaces	6
Financial Risk Meter FRM based on Expectiles	6
On the exact region determined by Spearman’s ρ and Blest’s measure	6
Projection pursuit via kernel mean embeddings	5
A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments	5
On testing the equality of latent roots of scatter matrices under ellipticity	5
Randomized extrapolation for accelerating EM-type fixed-point algorithms	5
Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis	5
Duality for real and multivariate exponential families	5
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime	5
Recent advances in shrinkage-based high-dimensional inference	5
Model-based Fréchet regression in (quotient) metric spaces with a focus on elastic curves	5
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	5
Independence tests in the presence of measurement errors: An invariance law	5
Shrinkage estimators of BLUE for time series regression models	5
Conditional specification of statistical models: Classical models, new developments and challenges	5
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data	5
High-dimensional nonconvex LASSO-type M-estimators	5
Matrix differential calculus with applications in the multivariate linear model and its diagnostics	5
Random correlation matrices generated via partial correlation C-vines	5
Author Index	5
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs	5
Hoeffding decomposition of functions of random dependent variables	4
Joint graphical lasso with regularized aggregation	4
Two-sample test for high-dimensional covariance matrices: A normal-reference approach	4
Data driven orthogonal basis selection for functional data analysis	4
Composite expectile estimation in partial functional linear regression model	4
Asymptotic properties of Dirichlet kernel density estimators	4
Integrated shape-sensitive functional metrics	4
A short history of statistical association: From correlation to correspondence analysis to copulas	4
A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence	4
Penalized estimation of hierarchical Archimedean copula	4
Generating MCMC proposals by randomly rotating the regular simplex	4
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency	4
Matérn and Generalized Wendland correlation models that parameterize hole effect, smoothness, and support	4
Moment-type estimators for the Dirichlet and the multivariate gamma distributions	4
Explicit bivariate simplicial depth	4
On functional data analysis and related topics	4
The multirank likelihood for semiparametric canonical correlation analysis	4
Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices	4
Special Issue on Functional Data Analysis and related fields	4
Robust functional inverse regression	4
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings	4
An overview of tests on high-dimensional means	4
Statistical analysis of multivariate discrete-valued time series	4
On a class of finite mixture models that includes hidden Markov models	4
Editorial Board	4
An approximation to peak detection power using Gaussian random field theory	4
Editorial Board	4
Editorial Board	4
Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes	4
Asymptotic properties of hierarchical clustering in high-dimensional settings	3
Editorial Board	3
Monitoring procedures for strict stationarity based on the multivariate characteristic function	3
Asymptotics of estimators for structured covariance matrices	3
Invariant correlation under marginal transforms	3
Sub-dimensional Mardia measures of multivariate skewness and kurtosis	3
Maximum likelihood estimation of elliptical tail	3
Change point analysis of covariance functions: A weighted cumulative sum approach	3
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions	3
Region selection in Markov random fields: Gaussian case	3
On moments of truncated multivariate normal/independent distributions	3

Copula-based conditional tail indices	3
On linearization of nonparametric deconvolution estimators for repeated measurements model	3
Biclustering analysis of functionals via penalized fusion	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
Anomaly detection: A functional analysis perspective	3
Moderate deviation principle for likelihood ratio test in multivariate linear regression model	3
Editorial Board	3
Multivariate mix-GEE models for longitudinal data with multiple outcomes	3
A generalized Mallows model based on ϕ-divergence measures	3
Principal component analysis of infinite variance functional data	3
Optimal designs for prediction of random effects in two-groups models with multivariate response	3
Some first inferential tools for spatial regression with differential regularization	3
The inner partial least square: An exploration of the “necessary” dimension reduction	3
Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables	3
Editorial Board	3
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm	3
Tests for group-specific heterogeneity in high-dimensional factor models	3
Conditional independence testing via weighted partial copulas	3
Editorial Board	3
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions	3
Consistency of empirical distributions of sequences of graph statistics in networks with dependent edges	2
Editorial Board	2
Covariance parameter estimation of Gaussian processes with approximated functional inputs	2
Testing for changes in linear models using weighted residuals	2
Data depth functions for non-standard data by use of formal concept analysis	2
On attainability of Kendall’s tau matrices and concordance signatures	2
Hierarchical Aitchison–Silvey models for incomplete binary sample spaces	2
Error analysis for a statistical finite element method	2
Reproducible learning in large-scale graphical models	2
Enhanced HSIC for independence test via projection integration	2
Robust variable selection criteria for the penalized regression	2
Maximum spacing estimation for multivariate observations under a general class of information-type measures	2
A unified framework of principal component analysis and factor analysis	2
Additive regression for Riemannian functional responses	2
Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule	2
Partial least squares for simultaneous reduction of response and predictor vectors in regression	2
Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests	2
Graph-constrained analysis for multivariate functional data	2
Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error	2
A goodness-of-fit test for the compound Poisson exponential model	2
Editorial Board	2
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables	2
Spatially clustered varying coefficient model	2
Enhancing spatial functional linear regression with robust dimension reduction methods	2
Measures of concordance and testing of independence in multivariate structure	2
A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance	2
Nonparametric spectral methods for multivariate spatial and spatial–temporal data	2
Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation	2
On nonparametric functional data regression with incomplete observations	2
Variable selection in multivariate regression models with measurement error in covariates	2
Preface to the Special Issue “Copula modeling from Abe Sklar to the present day”	2
Mixed membership Gaussians	2
Robust density power divergence based tests in multivariate analysis: A comparative overview of different approaches	2
Star products and dimension reduction	2
Optimal model averaging for multivariate regression models	2
Exact first moments of the RV coefficient by invariant orthogonal integration	2
High-dimensional projection-based ANOVA test	2
GARCH-type factor model	2
Functional linear regression with truncated signatures	2
New results for drift estimation in inhomogeneous stochastic differential equations	2
Efficient estimation of a partially linear panel data model with cross-sectional dependence	2
Projection divergence in the reproducing kernel Hilbert space: Asymptotic normality, block-wise and slicing estimation, and computational efficiency	2
Likelihood ratio tests under model misspecification in high dimensions	2
Online statistical inference for parameters estimation with linear-equality constraints	2
Detection and localization of changes in a panel of densities	2
Robust functional principal component analysis for non-Gaussian longitudinal data	2
CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions	2
An overview of skew distributions in model-based clustering	2
Design-free estimation of integrated covariance matrices for high-frequency data	2
Understanding asymptotic consistency and its unique advantages in large sample statistical inference	2
Large factor model estimation by nuclear norm plus ℓ	2
Inference for overparametrized hierarchical Archimedean copulas	2
Latent model extreme value index estimation	2
Closed-form and bias-corrected estimators for the bivariate gamma distribution	2
Tree Pólya Splitting distributions for multivariate count data	2
Nonparametric variable screening for multivariate additive models	2
Testing distributional equality for functional random variables	2
Some aspects of response variable selection and estimation in multivariate linear regression	2
Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space	2
High-dimensional hypothesis testing for allometric extension model	2
On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence	2
Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space	1
Identifying differential networks through high-dimensional two-sample inference	1
tSNE-Spec: A new classification method for multivariate time series data	1
On the consistency of the jackknife estimator of the asymptotic variance of spatial median	1
AUK-based test for mutual independence and an index of mutual dependence	1
On heavy-tailed risks under Gaussian copula: The effects of marginal transformation	1
A 50-year personal journey through time with principal component analysis	1
Multivariate robust linear models for multivariate longitudinal data	1
Improved Gaussian mean matrix estimators in high-dimensional data	1
Feature extraction for functional time series: Theory and application to NIR spectroscopy data	1
Covariance models for multivariate random fields resulting from pseudo cross-variograms	1
Subgroup analysis for high-dimensional functional regression	1