Journal of Multivariate Analysis

Papers
(The TQCC of Journal of Multivariate Analysis is 4. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-08-01 to 2025-08-01.)
ArticleCitations
Level set and density estimation on manifolds49
Estimation of multivariate asymmetric power GARCH models34
Minimax estimation of the mode of functional data27
Editorial Board26
Editorial Board23
Targeted principal components regression22
Testing equality of spectral density operators for functional processes22
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension22
Diagnostic checking of periodic vector autoregressive time series models with dependent errors21
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction20
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model19
Nonparametric testing for the specification of spatial trend functions18
Parametric dependence between random vectors via copula-based divergence measures18
Ordinal pattern dependence and multivariate measures of dependence17
Estimation of spatial autoregressive models with covariate measurement errors17
Partially functional linear quantile regression model and variable selection with censoring indicators MAR17
On projection methods for functional time series forecasting16
On the eigenvectors of large-dimensional sample spatial sign covariance matrices16
A uniform kernel trick for high and infinite-dimensional two-sample problems16
On singular values of large dimensional lag-τ sample auto-correlatio16
Minimaxity under the half-Cauchy prior15
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data15
Sparse online regression algorithm with insensitive loss functions15
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio15
Efficient calibration of computer models with multivariate output13
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics13
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics12
Consistency of the objective general index in high-dimensional settings12
Estimation of multiple networks with common structures in heterogeneous subgroups12
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications12
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds12
Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation10
A semiparametric latent factor model for large scale temporal data with heteroscedasticity10
Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes10
Kernel density estimation for partial linear multivariate responses models10
Quadratic discriminant analysis by projection10
Framelet block thresholding estimator for sparse functional data9
Tree-structured Markov random fields with Poisson marginal distributions9
Editorial Board9
Fourier-type tests of mutual independence between functional time series9
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity9
Finite sample t-tests for high-dimensional means9
Asymptotic and bootstrap tests for subspace dimension9
Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension9
Editorial Board9
Multivariate tail dependence and local stochastic dominance9
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path8
TNN: A transfer learning classifier based on weighted nearest neighbors8
Locally isometric embeddings of quotients of the rotation group modulo finite symmetries8
Smoothly adaptively centered ridge estimator8
Bayesian inference of graph-based dependencies from mixed-type data8
Robust penalized estimators for functional linear regression8
On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables8
Variable selection in functional regression models: A review8
Asymptotic normality of the local linear estimator of the functional expectile regression7
A general approach for testing independence in Hilbert spaces7
A conditional distribution function-based measure for independence and K7
Matrix-valued isotropic covariance functions with local extrema7
Semi-functional varying coefficient mode-based regression7
Testing the equality of a large number of means of functional data7
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices7
Estimation and order selection for multivariate exponential power mixture models7
Financial Risk Meter FRM based on Expectiles7
Factor modeling of multivariate time series: A frequency components approach7
Order selection for regression-based hidden Markov model7
Inference for spatial regression models with functional response using a permutational approach7
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion7
Perturbation theory for cross data matrix-based PCA7
Editorial Board6
On estimation and order selection for multivariate extremes via clustering6
An overview on the progeny of the skew-normal family— A personal perspective6
Randomized extrapolation for accelerating EM-type fixed-point algorithms6
Linearized maximum rank correlation estimation when covariates are functional6
Principal component analysis and clustering on manifolds6
Measuring dependence between random vectors via optimal transport6
On simultaneous best linear unbiased prediction of future order statistics and associated properties6
Functional additive expectile regression in the reproducing kernel Hilbert space6
Independence tests in the presence of measurement errors: An invariance law6
Tensor Stein-rules in a generalized tensor regression model6
On weighted multivariate sign functions6
On the Mai–Wang stochastic decomposition for 6
Duality for real and multivariate exponential families6
An independence test for functional variables based on kernel normalized cross-covariance operator6
Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis6
Editorial Board6
Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution5
On the exact region determined by Spearman’s ρ and Blest’s measure5
Matrix differential calculus with applications in the multivariate linear model and its diagnostics5
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs5
Editorial Board5
Recent advances in shrinkage-based high-dimensional inference5
Editorial Board5
On testing the equality of latent roots of scatter matrices under ellipticity5
Bayesian multivariate quantile regression using Dependent Dirichlet Process prior5
Estimation of canonical correlation directions: From Gaussian to sub-Gaussian population5
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data5
High-dimensional nonconvex LASSO-type M-estimators5
Conditional specification of statistical models: Classical models, new developments and challenges5
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation5
Extreme partial least-squares5
Author Index5
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime5
Shrinkage estimators of BLUE for time series regression models5
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?5
Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices4
Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes4
On a class of finite mixture models that includes hidden Markov models4
Asymptotic properties of hierarchical clustering in high-dimensional settings4
An overview of tests on high-dimensional means4
Asymptotic properties of Dirichlet kernel density estimators4
Editorial Board4
Hoeffding decomposition of functions of random dependent variables4
Editorial Board4
A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence4
An approximation to peak detection power using Gaussian random field theory4
Data driven orthogonal basis selection for functional data analysis4
On functional data analysis and related topics4
Two-sample test for high-dimensional covariance matrices: A normal-reference approach4
Generating MCMC proposals by randomly rotating the regular simplex4
A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments4
Integrated shape-sensitive functional metrics4
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency4
Explicit bivariate simplicial depth4
A short history of statistical association: From correlation to correspondence analysis to copulas4
Editorial Board4
Special Issue on Functional Data Analysis and related fields4
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings4
Penalized estimation of hierarchical Archimedean copula4
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