Journal of Multivariate Analysis

Article	Citations
Editorial Board	26
Editorial Board	17
Minimax estimation of the mode of functional data	15
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model	15
Editorial Board	15
Parametric dependence between random vectors via copula-based divergence measures	13
Ordinal pattern dependence and multivariate measures of dependence	13
A latent factor model for high-dimensional binary data	12
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	12
Estimation of multivariate asymmetric power GARCH models	11
Fréchet k	11
On properties of fractional posterior in generalized reduced-rank regression	11
Low dimensional factor model-based tests for assessing vector correlation in high-dimensional settings	11
Simultaneous heterogeneity and reduced-rank learning for multivariate response regression	11
Nonparametric testing for the specification of spatial trend functions	11
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension	10
Estimation of spatial autoregressive models with covariate measurement errors	10
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	10
On singular values of large dimensional lag-τ sample auto-correlatio	10
Diagnostic checking of periodic vector autoregressive time series models with dependent errors	10
Dimension reduction in multivariate analysis	9
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data	9
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio	9
Measuring and testing tail equivalence	9
Ultra-high dimensional semiparametric dynamic high-order spatial autoregressive models	9

Parsimonious multivariate structural spatial models with intra-location feedback	9
Efficient calibration of computer models with multivariate output	9
Minimaxity under the half-Cauchy prior	9
Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation	8
Test for a general trilinear hypothesis in the generalized growth curve model	8
Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes	8
Estimation of multiple networks with common structures in heterogeneous subgroups	8
Properties of CoVaR based on tail expansions of copulas	8
A uniform kernel trick for high and infinite-dimensional two-sample problems	8
On the eigenvectors of large-dimensional sample spatial sign covariance matrices	8
Sparse online regression algorithm with insensitive loss functions	8
The k-sample problem using Gini covariance for large k	8
Robust Bayesian graphical modeling using γ-divergence	7
Editorial Board	7
Robust penalized estimators for functional linear regression	7
Robust two-way dimension reduction by Grassmannian barycenter	7
On consistent estimation of dimension values	7
Editorial Board	7
Asymptotic normality of the local linear estimator of the functional expectile regression	7
Multivariate tail dependence and local stochastic dominance	7
Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension	7
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	7
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path	7
Finite sample t-tests for high-dimensional means	7
Convex comparison of Gaussian mixtures	7
Consistent estimation of low-rank spatial covariance matrix: A penalized random effects approach	6
Multivariate and multiple contrast testing in general covariate-adjusted factorial designs	6
Nonlinear functional principal component analysis using neural networks	6
TNN: A transfer learning classifier based on weighted nearest neighbors	6
Relation between PLS and OLS regression in terms of the eigenvalue distribution of the regressor covariance matrix	6
Efficiency of Markov chains for Bayesian linear regression models with heavy-tailed errors	6
Estimating singular functions of kernel cross-covariance operators: An investigation of the Nyström method	6
Robust semi-functional censored regression	6
Varying-coefficient quantile regression with effect under panel data and missing observation	6
Tree-structured Markov random fields with Poisson marginal distributions	6
Order selection for regression-based hidden Markov model	6
Matrix variate gamma distributions with unrestricted shape parameter	5
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion	5
ICS for complex data with application to outlier detection for density data	5
A scalable model averaging based on Kullback–Leibler distance for multivariate regression models	5
Tensor Stein-rules in a generalized tensor regression model	5
Editorial Board	5
Matrix-valued isotropic covariance functions with local extrema	5
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices	5
Factor modeling of multivariate time series: A frequency components approach	5
The exact region and an inequality between Chatterjee’s and Spearman’s rank correlations	5
On the use of the Gram matrix for multivariate functional principal components analysis	5
On estimation and order selection for multivariate extremes via clustering	5
Semi-functional varying coefficient mode-based regression	5
Editorial Board	5

Bayesian inference of graph-based dependencies from mixed-type data	5
Estimators for multivariate allometric regression model	5
Automatic sparse estimation of the high-dimensional cross-covariance matrix	5
Estimation and order selection for multivariate exponential power mixture models	5
On the Mai–Wang stochastic decomposition for ℓ	5
On weighted multivariate sign functions	5
Robust signal recovery in Hadamard spaces	5
Linearized maximum rank correlation estimation when covariates are functional	5
A general approach for testing independence in Hilbert spaces	5
A conditional distribution function-based measure for independence and K	5
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime	4
Functional additive expectile regression in the reproducing kernel Hilbert space	4
Randomized extrapolation for accelerating EM-type fixed-point algorithms	4
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	4
Shrinkage estimators of BLUE for time series regression models	4
Penalized estimation of hierarchical Archimedean copula	4
High-dimensional nonconvex LASSO-type M-estimators	4
Generating MCMC proposals by randomly rotating the regular simplex	4
Subgroup effect quantile regression with high dimensional missing panel data	4
Projection pursuit via kernel mean embeddings	4
An independence test for functional variables based on kernel normalized cross-covariance operator	4
Random correlation matrices generated via partial correlation C-vines	4
On testing the equality of latent roots of scatter matrices under ellipticity	4
On convergence of regularized covariance estimator based on modified Cholesky decomposition	4
Robust functional inverse regression	4
Model-based Fréchet regression in (quotient) metric spaces with a focus on elastic curves	4
A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence	4
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data	4
On the exact region determined by Spearman’s ρ and Blest’s measure	4
Extreme partial least-squares	4
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs	4
Asymptotic theory in spatio-temporal unstable autoregression	4
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency	4
Hoeffding decomposition of functions of random dependent variables	4
Editorial Board	4
A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments	4
Principal component analysis of infinite variance functional data	3
Multivariate mix-GEE models for longitudinal data with multiple outcomes	3
Moment-type estimators for the Dirichlet and the multivariate gamma distributions	3
Optimal designs for prediction of random effects in two-groups models with multivariate response	3
Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices	3
Simultaneous estimation and domain selection for the spatial autoregressive model with semi-parametric functional coefficients	3
The multirank likelihood for semiparametric canonical correlation analysis	3
Conditional independence testing via weighted partial copulas	3
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions	3
The inner partial least square: An exploration of the “necessary” dimension reduction	3
Sub-dimensional Mardia measures of multivariate skewness and kurtosis	3
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm	3
Bounds and identification on direct and indirect effects under partially observed mediator-endpoint confounders	3
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions	3
An approximation to peak detection power using Gaussian random field theory	3
Adaptive sphericity tests for high dimensional data	3
Explicit bivariate simplicial depth	3
Two-sample test for high-dimensional covariance matrices: A normal-reference approach	3
Joint graphical lasso with regularized aggregation	3
Region selection in Markov random fields: Gaussian case	3
Kendall’s tau and Spearman’s rho for normal location-scale and skew-normal scale mixture copulas	3
Asymptotics of estimators for structured covariance matrices	3
Finite mixture representations of zero-and- N	3
Tests for group-specific heterogeneity in high-dimensional factor models	3
Composite expectile estimation in partial functional linear regression model	3
Maximum likelihood estimation of elliptical tail	3
Matérn and Generalized Wendland correlation models that parameterize hole effect, smoothness, and support	3
On moments of truncated multivariate normal/independent distributions	3
On a class of finite mixture models that includes hidden Markov models	3
Moderate deviation principle for likelihood ratio test in multivariate linear regression model	3
Testing and measuring the conditional mean (in)dependence for functional data by martingale difference-angle divergence	3
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings	3
Editorial Board	3
Editorial Board	3
Editorial Board	3
Editorial Board	3
A robust mixed functional classifier with adaptive large margin loss	3
Invariant correlation under marginal transforms	3
Asymptotic properties of hierarchical clustering in high-dimensional settings	3
Copula-based conditional tail indices	3
High-dimensional projection-based ANOVA test	2
Inference for overparametrized hierarchical Archimedean copulas	2
Enhancing spatial functional linear regression with robust dimension reduction methods	2
Consistency of empirical distributions of sequences of graph statistics in networks with dependent edges	2

Detection and localization of changes in a panel of densities	2
Testing distributional equality for functional random variables	2
Recent advances in principal component analysis for directional data	2
On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence	2
Partial least squares for simultaneous reduction of response and predictor vectors in regression	2
Statistical guarantees for distribution estimation of contaminated data via DNN-based MoM-GANs	2
Mixed membership Gaussians	2
Editorial Board	2
CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions	2
Measures of concordance and testing of independence in multivariate structure	2
Functional linear regression with truncated signatures	2
Editorial Board	2
A method for sparse and robust independent component analysis	2
A goodness-of-fit test for the compound Poisson exponential model	2
Multivariate α-stable distributions: VAR(1) processes, measures of	2
Data depth functions for non-standard data by use of formal concept analysis	2
Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests	2
Jump detection in single-index models with measurement error	2
Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space	2
Bayesian analysis of nonlinear structured latent factor models with a Gaussian process prior	2
Testing for changes in linear models using weighted residuals	2
Density and graph estimation with smoothing splines and conditional Gaussian graphical models	2
Star products and dimension reduction	2
Variable selection in multivariate regression models with measurement error in covariates	2
Parametric convergence rate of a non-parametric estimator in multivariate mixtures of power series distributions under conditional independence	2
Nonparametric variable screening for multivariate additive models	2
Spatially clustered varying coefficient model	2
Likelihood ratio tests under model misspecification in high dimensions	2
Online statistical inference for parameters estimation with linear-equality constraints	2
Rank-based combination independence tests for high-dimensional data	2
Efficient estimation of a partially linear panel data model with cross-sectional dependence	2
Covariance parameter estimation of Gaussian processes with approximated functional inputs	2
Type I multivariate Pólya-Aeppli distributions with applications	2
Additive regression for Riemannian functional responses	2
Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error	2
Large factor model estimation by nuclear norm plus ℓ	2
Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule	2
On attainability of Kendall’s tau matrices and concordance signatures	2
Projection divergence in the reproducing kernel Hilbert space: Asymptotic normality, block-wise and slicing estimation, and computational efficiency	2
Graph-constrained analysis for multivariate functional data	2
Uniform knockoff filter for high-dimensional controlled graph recovery	2
High-dimensional hypothesis testing for allometric extension model	2
Maximum spacing estimation for multivariate observations under a general class of information-type measures	2
Nonparametric estimation from correlated copies of a drifted process	2
Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation	2
Closed-form and bias-corrected estimators for the bivariate gamma distribution	2
Conditional multidimensional scaling with incomplete conditioning data	2
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables	2
Robust variable selection criteria for the penalized regression	2
On extreme quantile region estimation under heavy-tailed elliptical distributions	1
Nonlinear sufficient dimension reduction for distribution-on-distribution regression	1
On skewed Gaussian graphical models	1
Semiparametric estimation of the high-dimensional elliptical distribution	1
Latent model extreme value index estimation	1
Max-convolution processes with random shape indicator kernels	1
New results for drift estimation in inhomogeneous stochastic differential equations	1
AUK-based test for mutual independence and an index of mutual dependence	1
Exact mean and covariance formulas after diagonal transformations of a multivariate normal	1
tSNE-Spec: A new classification method for multivariate time series data	1
Distance correlation in the presence of measurement errors	1
New multivariate Gini’s indices	1
Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space	1
High-dimensional factor copula models with estimation of latent variables	1
Subgroup analysis for high-dimensional functional regression	1
The mean tests with high dimensional data	1
Covariance models for multivariate random fields resulting from pseudo cross-variograms	1
Positive-definite thresholding estimators of covariance matrices with zeros	1
Set-valued expectiles for ordered data analysis	1
Editorial Board	1
A unified framework of principal component analysis and factor analysis	1
Robust factor analysis with exponential squared loss	1
Editorial Board	1
A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula	1
Multiplier and empirical subsample bootstraps for maxima in high dimensional time series analysis	1
A componentwise estimation procedure for multivariate location and scatter: Robustness, efficiency and scalability	1
Fréchet kernel sliced inverse regression	1
Improved Gaussian mean matrix estimators in high-dimensional data	1
Multivariate robust linear models for multivariate longitudinal data	1
On heavy-tailed risks under Gaussian copula: The effects of marginal transformation	1
Robust projected principal component analysis for large-dimensional semiparametric factor modeling	1
Exact first moments of the RV coefficient by invariant orthogonal integration	1
Editorial Board	1
Understanding asymptotic consistency and its unique advantages in large sample statistical inference	1
A flexible Clayton-like spatial copula with application to bounded support data	1
Preface to the Special Issue “Copula modeling from Abe Sklar to the present day”	1
Tree Pólya Splitting distributions for multivariate count data	1
Adaptive ℓq regularized estimation for high-dimensional sparse covariance matrix	1
Distributed estimation of spiked eigenvalues in spiked population models	1
Bivariate covariance functions of Pólya type	1
Geometric scale mixtures of normal distributions	1
Consistency for constrained maximum likelihood estimation and clustering based on mixtures of elliptically-symmetric distributions under general data generating processes	1
A Behrens–Fisher problem for general factor models in high dimensions	1
On the consistency of the jackknife estimator of the asymptotic variance of spatial median	1
The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate	1
Identifying differential networks through high-dimensional two-sample inference	1