Journal of Multivariate Analysis

Article	Citations
Diagnostic checking of periodic vector autoregressive time series models with dependent errors	51
Editorial Board	28
Editorial Board	27
Level set and density estimation on manifolds	24
Testing equality of spectral density operators for functional processes	24
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension	24
On properties of fractional posterior in generalized reduced-rank regression	24
Estimation of multivariate asymmetric power GARCH models	23
On singular values of large dimensional lag-τ sample auto-correlatio	21
Targeted principal components regression	20
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model	19
Estimation of spatial autoregressive models with covariate measurement errors	19
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction	19
Nonparametric testing for the specification of spatial trend functions	19
Ordinal pattern dependence and multivariate measures of dependence	18
Test for a general trilinear hypothesis in the generalized growth curve model	18
Minimax estimation of the mode of functional data	18
Parametric dependence between random vectors via copula-based divergence measures	18
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	18
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	17
On the eigenvectors of large-dimensional sample spatial sign covariance matrices	17
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio	15
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds	13
On projection methods for functional time series forecasting	13
Minimaxity under the half-Cauchy prior	12

A uniform kernel trick for high and infinite-dimensional two-sample problems	12
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications	12
Consistency of the objective general index in high-dimensional settings	12
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics	12
Measuring and testing tail equivalence	12
Estimation of multiple networks with common structures in heterogeneous subgroups	11
Sparse online regression algorithm with insensitive loss functions	11
Quadratic discriminant analysis by projection	11
Efficient calibration of computer models with multivariate output	11
Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation	11
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data	11
Convex comparison of Gaussian mixtures	10
The k-sample problem using Gini covariance for large k	10
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
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
Asymptotic and bootstrap tests for subspace dimension	9
Robust Bayesian graphical modeling using γ-divergence	9
Fourier-type tests of mutual independence between functional time series	9
A semiparametric latent factor model for large scale temporal data with heteroscedasticity	9
Editorial Board	8
Estimators for multivariate allometric regression model	8
Smoothly adaptively centered ridge estimator	8
Asymptotic normality of the local linear estimator of the functional expectile regression	8
Variable selection in functional regression models: A review	8
Multivariate tail dependence and local stochastic dominance	8
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path	7
Robust penalized estimators for functional linear regression	7
A general approach for testing independence in Hilbert spaces	7
On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables	7
TNN: A transfer learning classifier based on weighted nearest neighbors	7
Tree-structured Markov random fields with Poisson marginal distributions	7
Bayesian inference of graph-based dependencies from mixed-type data	7
Finite sample t-tests for high-dimensional means	7
Editorial Board	7
Order selection for regression-based hidden Markov model	7
Perturbation theory for cross data matrix-based PCA	6
Matrix variate gamma distributions with unrestricted shape parameter	6
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion	6
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices	6
Factor modeling of multivariate time series: A frequency components approach	6
Matrix-valued isotropic covariance functions with local extrema	6
Estimation and order selection for multivariate exponential power mixture models	6
Inference for spatial regression models with functional response using a permutational approach	6
A conditional distribution function-based measure for independence and K	6
Measuring dependence between random vectors via optimal transport	5
An independence test for functional variables based on kernel normalized cross-covariance operator	5
Robust signal recovery in Hadamard spaces	5
Principal component analysis and clustering on manifolds	5

Editorial Board	5
On simultaneous best linear unbiased prediction of future order statistics and associated properties	5
An overview on the progeny of the skew-normal family— A personal perspective	5
Linearized maximum rank correlation estimation when covariates are functional	5
Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution	5
On estimation and order selection for multivariate extremes via clustering	5
On weighted multivariate sign functions	5
Financial Risk Meter FRM based on Expectiles	5
On the exact region determined by Spearman’s ρ and Blest’s measure	5
Duality for real and multivariate exponential families	5
Semi-functional varying coefficient mode-based regression	5
On the Mai–Wang stochastic decomposition for ℓ	5
Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis	4
Randomized extrapolation for accelerating EM-type fixed-point algorithms	4
Extreme partial least-squares	4
Shrinkage estimators of BLUE for time series regression models	4
Author Index	4
Independence tests in the presence of measurement errors: An invariance law	4
Functional additive expectile regression in the reproducing kernel Hilbert space	4
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	4
On testing the equality of latent roots of scatter matrices under ellipticity	4
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs	4
Matrix differential calculus with applications in the multivariate linear model and its diagnostics	4
Estimation of canonical correlation directions: From Gaussian to sub-Gaussian population	4
Tensor Stein-rules in a generalized tensor regression model	4
Editorial Board	4
Recent advances in shrinkage-based high-dimensional inference	4
Conditional specification of statistical models: Classical models, new developments and challenges	4
Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices	3
An overview of tests on high-dimensional means	3
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency	3
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings	3
Penalized estimation of hierarchical Archimedean copula	3
Hoeffding decomposition of functions of random dependent variables	3
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?	3
A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments	3
Special Issue on Functional Data Analysis and related fields	3
Explicit bivariate simplicial depth	3
Asymptotic properties of Dirichlet kernel density estimators	3
Editorial Board	3
A short history of statistical association: From correlation to correspondence analysis to copulas	3
On functional data analysis and related topics	3
Editorial Board	3
High-dimensional nonconvex LASSO-type M-estimators	3
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data	3
The multirank likelihood for semiparametric canonical correlation analysis	3
On a class of finite mixture models that includes hidden Markov models	3
Editorial Board	3
An approximation to peak detection power using Gaussian random field theory	3
Editorial Board	3
Generating MCMC proposals by randomly rotating the regular simplex	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
Robust functional inverse regression	3
A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence	3
Integrated shape-sensitive functional metrics	3
Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes	3
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm	2
Maximum likelihood estimation of elliptical tail	2
Biclustering analysis of functionals via penalized fusion	2
Change point analysis of covariance functions: A weighted cumulative sum approach	2
Optimal designs for prediction of random effects in two-groups models with multivariate response	2
Conditional independence testing via weighted partial copulas	2
Region selection in Markov random fields: Gaussian case	2
Statistical analysis of multivariate discrete-valued time series	2
Data driven orthogonal basis selection for functional data analysis	2
Moderate deviation principle for likelihood ratio test in multivariate linear regression model	2
Copula-based conditional tail indices	2
Sub-dimensional Mardia measures of multivariate skewness and kurtosis	2
Tests for group-specific heterogeneity in high-dimensional factor models	2
Anomaly detection: A functional analysis perspective	2
Finite mixture representations of zero-and-N-inflated distributions	2
A generalized Mallows model based on ϕ-divergence measures	2
On linearization of nonparametric deconvolution estimators for repeated measurements model	2
Multivariate mix-GEE models for longitudinal data with multiple outcomes	2
Principal component analysis of infinite variance functional data	2
Moment-type estimators for the Dirichlet and the multivariate gamma distributions	2
Composite expectile estimation in partial functional linear regression model	2
Editorial Board	2
The inner partial least square: An exploration of the “necessary” dimension reduction	2

On the usage of joint diagonalization in multivariate statistics	2
Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables	2
Monitoring procedures for strict stationarity based on the multivariate characteristic function	2
Invariant correlation under marginal transforms	2
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions	2
On moments of truncated multivariate normal/independent distributions	2
Editorial Board	2
Asymptotic properties of hierarchical clustering in high-dimensional settings	2
Editorial Board	2
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions	2
Editorial Board	2
Data depth functions for non-standard data by use of formal concept analysis	1
Design-free estimation of integrated covariance matrices for high-frequency data	1
Multivariate α-stable distributions: VAR(1) processes, measures of	1
Mixed membership Gaussians	1
Additive regression for Riemannian functional responses	1
Maximum spacing estimation for multivariate observations under a general class of information-type measures	1
Inference for overparametrized hierarchical Archimedean copulas	1
Projection divergence in the reproducing kernel Hilbert space: Asymptotic normality, block-wise and slicing estimation, and computational efficiency	1
On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence	1
Detection and localization of changes in a panel of densities	1
Functional linear regression with truncated signatures	1
Efficient estimation of a partially linear panel data model with cross-sectional dependence	1
Optimal model averaging for multivariate regression models	1
High-dimensional projection-based ANOVA test	1
A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance	1
Some first inferential tools for spatial regression with differential regularization	1
Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation	1
Reproducible learning in large-scale graphical models	1
Robust density power divergence based tests in multivariate analysis: A comparative overview of different approaches	1
Asymptotics of estimators for structured covariance matrices	1
CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions	1
Spatially clustered varying coefficient model	1
Editorial Board	1
Editorial Board	1
Graph-constrained analysis for multivariate functional data	1
An overview of skew distributions in model-based clustering	1
Variable selection in multivariate regression models with measurement error in covariates	1
High-dimensional hypothesis testing for allometric extension model	1
Partial least squares for simultaneous reduction of response and predictor vectors in regression	1
Likelihood ratio tests under model misspecification in high dimensions	1
Some aspects of response variable selection and estimation in multivariate linear regression	1
Kernel variable selection for multicategory support vector machines	1
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection	1
Closed-form and bias-corrected estimators for the bivariate gamma distribution	1
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables	1
On shrinkage estimation of a spherically symmetric distribution for balanced loss functions	1
Large factor model estimation by nuclear norm plus ℓ	1
Nonparametric variable screening for multivariate additive models	1
Online statistical inference for parameters estimation with linear-equality constraints	1
Testing for changes in linear models using weighted residuals	1
Analysis of dependent data aggregated into intervals	1
Hierarchical Aitchison–Silvey models for incomplete binary sample spaces	1
Nonparametric spectral methods for multivariate spatial and spatial–temporal data	1
A goodness-of-fit test for the compound Poisson exponential model	1
Test for high-dimensional mean vector under missing observations	1
Consistency of empirical distributions of sequences of graph statistics in networks with dependent edges	1
Covariance parameter estimation of Gaussian processes with approximated functional inputs	1
The weighted characteristic function of the multivariate PIT: Independence and goodness-of-fit tests	0
Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels	0
Change point analysis of functional variance function with stationary error	0
Resolvent estimators for functional autoregressive processes with random coefficients	0
Deconvolution density estimation on Lie groups without auxiliary data	0
A distance-based test of independence between two multivariate time series	0
Tensor recovery in high-dimensional Ising models	0
Notes on the prehistory of principal components analysis	0
High-dimensional linear discriminant analysis using nonparametric methods	0
Supermodular and directionally convex comparison results for general factor models	0
Classification using global and local Mahalanobis distances	0
Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: A normal reference 0
Enhanced Laplace approximation	0
Estimation in nonparametric functional-on-functional models with surrogate responses	0
Optimal Bayesian smoothing of functional observations over a large graph	0
Equality tests of covariance matrices under a low-dimensional factor structure	0
Uniformly valid inference based on the Lasso in linear mixed models	0
fastMI: A fast and consistent copula-based nonparametric estimator of mutual information	0
Diagonal nonlinear transformations preserve structure in covariance and precision matrices	0
A consistent test of equality of distributions for Hilbert-valued random elements	0
Scaled envelope models for multivariate time series	0
Unifying compactly supported and Matérn covariance functions in spatial statistics	0
Mixture regression for longitudinal data based on joint mean–covariance model	0
Analysis of multivariate non-gaussian functional data: A semiparametric latent process approach	0
High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis	0
Recent advances on eigenvalues of matrix-valued stochastic processes	0
Recent developments in high-dimensional inference for multivariate data: Parametric, semiparametric and nonparametric approaches	0
Low-rank tensor regression for selection of grouped variables	0
Statistical analysis of a hierarchical clustering algorithm with outliers	0
On positive association of absolute-valued and squared multivariate Gaussians beyond MTP2	0
A proper scoring rule for minimum information bivariate copulas	0
On the exploration of regression dependence structures in multidimensional contingency tables with ordinal response variables	0
Alteration detection of tensor dependence structure via sparsity-exploited reranking algorithm	0
Semiparametric density estimation with localized Bregman divergence	0
Comparison of correlation-based measures of concordance in terms of asymptotic variance	0
Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions	0
Statistical analysis of parsimonious high-order multivariate finite Markov chains based on sufficient statistics	0