Journal of Multivariate Analysis Short Title: J. Multivariate Anal. Publisher: Elsevier (Academic Press), San Diego, CA ISSN: 0047-259X Online: http://www.sciencedirect.com/science/journal/0047259X Comments: Journal; Indexed cover-to-cover Documents Indexed: 4,734 Publications (since 1971) References Indexed: 4,300 Publications with 104,538 References. all top 5 Latest Issues 200 (2024) 199 (2024) 198 (2023) 197 (2023) 196 (2023) 195 (2023) 194 (2023) 193 (2023) 192 (2022) 191 (2022) 190 (2022) 189 (2022) 188 (2022) 187 (2022) 186 (2021) 185 (2021) 184 (2021) 183 (2021) 182 (2021) 181 (2021) 180 (2020) 179 (2020) 178 (2020) 177 (2020) 176 (2020) 175 (2020) 174 (2019) 173 (2019) 172 (2019) 171 (2019) 170 (2019) 169 (2019) 168 (2018) 167 (2018) 166 (2018) 165 (2018) 164 (2018) 163 (2018) 162 (2017) 161 (2017) 160 (2017) 159 (2017) 158 (2017) 157 (2017) 156 (2017) 155 (2017) 154 (2017) 153 (2017) 152 (2016) 151 (2016) 150 (2016) 149 (2016) 148 (2016) 147 (2016) 146 (2016) 145 (2016) 144 (2016) 143 (2016) 142 (2015) 141 (2015) 140 (2015) 139 (2015) 138 (2015) 137 (2015) 136 (2015) 135 (2015) 134 (2015) 133 (2015) 132 (2014) 131 (2014) 130 (2014) 129 (2014) 128 (2014) 127 (2014) 126 (2014) 125 (2014) 124 (2014) 123 (2014) 122 (2013) 121 (2013) 120 (2013) 119 (2013) 118 (2013) 117 (2013) 116 (2013) 115 (2013) 114 (2013) 113 (2013) 112 (2012) 111 (2012) 110 (2012) 109 (2012) 108 (2012) 107 (2012) 106 (2012) 105, No. 1 (2012) 104, No. 1 (2012) 103, No. 1 (2012) 102, No. 10 (2011) 102, No. 9 (2011) ...and 225 more Volumes all top 5 Authors 41 Kubokawa, Tatsuya 38 Zhu, Lixing 36 Balakrishnan, Narayanaswamy 36 Fujikoshi, Yasunori 34 Srivastava, Muni Shanker 32 Hall, Peter Gavin 32 Lian, Heng 26 Horváth, Lajos 24 Strawderman, William Edward 23 Bai, Zhi-Dong 23 Sen, Pranab Kumar 21 Joe, Harry 20 Ghosh, Malay 20 Gupta, Arjun Kumar 20 Takemura, Akimichi 20 Wang, Qihua 19 Arellano-Valle, Reinaldo Boris 19 Fraiman, Ricardo 19 Khatri, Chinubhai Ghelabhai 18 Genton, Marc G. 18 Krishnaiah, Paruchuri Rama 18 Puri, Madan Lal 17 Fourdrinier, Dominique 17 Genest, Christian 17 Richards, Donald St. P. 16 Härdle, Wolfgang Karl 16 Rao, Calyampudi Radhakrishna 15 Silverstein, Jack W. 15 Tsukuma, Hisayuki 15 You, Jinhong 14 Boente, Graciela 14 Ruymgaart, Frits H. 13 Falk, Michael 13 Hušková, Marie 13 Nešlehová, Johanna G. 13 Ogasawara, Haruhiko 13 Vieu, Philippe 13 Zhang, Riquan 12 Bodnar, Taras 12 Girard, Stéphane 12 Hu, Taizhong 12 Mathew, Thomas 12 Oja, Hannu 12 Shaked, Moshe 12 von Rosen, Dietrich 12 Yanagihara, Hirokazu 12 Zhou, Yong 12 Zhu, Zhongyi 11 Chikuse, Yasuko 11 Csörgő, Miklós 11 Hyodo, Masashi 11 Li, Gaorong 11 Nadarajah, Saralees 11 Peng, Liang 11 Rémillard, Bruno N. 11 Taniguchi, Masanobu 11 Tsai, Ming-Tien 11 Zhu, Liping 10 Aoshima, Makoto 10 Cai, Tony Tony 10 Devroye, Luc P. J. A. 10 Dey, Dipak Kumar 10 Díaz-García, José Antonio 10 Hashorva, Enkelejd 10 Kariya, Takeaki 10 Kochar, Subhash C. 10 Kokoszka, Piotr S. 10 Kotz, Samuel 10 Kuriki, Satoshi 10 Li, Haijun 10 Pardo, Leandro 10 Scarsini, Marco 10 Segers, Johan 10 Song, Xinyuan 10 Wesołowski, Jacek 10 Xue, Liugen 9 Arnold, Barry Charles 9 Babu, Gutti Jogesh 9 Cohen, Arthur 9 Croux, Christophe 9 Cuadras, Carles M. 9 Dette, Holger 9 Ebrahimi, Nader D. 9 Fang, Kai-Tai 9 Kakizawa, Yoshihide 9 Kano, Yutaka 9 Liang, Hanying 9 Mukerjee, Rahul 9 Sinha, Bimal Kumar 9 Tang, Niansheng 9 Van Aelst, Stefan 9 Wells, Martin T. 9 Yata, Kazuyoshi 9 Zhao, Peng 8 Bhaskara Rao, M. 8 Burman, Prabir 8 de Haan, Laurens 8 Einmahl, John H. J. 8 Gijbels, Irène 8 Guillou, Armelle ...and 4,729 more Authors all top 5 Fields 4,165 Statistics (62-XX) 1,469 Probability theory and stochastic processes (60-XX) 475 Numerical analysis (65-XX) 152 Linear and multilinear algebra; matrix theory (15-XX) 80 Functional analysis (46-XX) 72 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 59 Special functions (33-XX) 52 Measure and integration (28-XX) 45 Harmonic analysis on Euclidean spaces (42-XX) 37 Operations research, mathematical programming (90-XX) 36 Combinatorics (05-XX) 36 Biology and other natural sciences (92-XX) 35 Information and communication theory, circuits (94-XX) 32 Computer science (68-XX) 26 Operator theory (47-XX) 25 Systems theory; control (93-XX) 24 Approximations and expansions (41-XX) 21 Geophysics (86-XX) 18 Abstract harmonic analysis (43-XX) 15 Real functions (26-XX) 15 Convex and discrete geometry (52-XX) 14 Differential geometry (53-XX) 9 Global analysis, analysis on manifolds (58-XX) 8 General and overarching topics; collections (00-XX) 8 Group theory and generalizations (20-XX) 7 Statistical mechanics, structure of matter (82-XX) 6 Partial differential equations (35-XX) 6 Difference and functional equations (39-XX) 6 Integral transforms, operational calculus (44-XX) 6 Integral equations (45-XX) 5 Functions of a complex variable (30-XX) 5 Ordinary differential equations (34-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 5 Astronomy and astrophysics (85-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Quantum theory (81-XX) 3 History and biography (01-XX) 3 Order, lattices, ordered algebraic structures (06-XX) 3 Number theory (11-XX) 3 General topology (54-XX) 2 Mathematical logic and foundations (03-XX) 2 Nonassociative rings and algebras (17-XX) 2 Topological groups, Lie groups (22-XX) 2 Potential theory (31-XX) 2 Mathematics education (97-XX) 1 Commutative algebra (13-XX) 1 Algebraic geometry (14-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Sequences, series, summability (40-XX) 1 Geometry (51-XX) 1 Algebraic topology (55-XX) 1 Manifolds and cell complexes (57-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 4,078 Publications have been cited 47,540 times in 28,315 Documents Cited by ▼ Year ▼ Integrals, conditional expectations, and martingales of multivalued functions. Zbl 0368.60006 Hiai, Fumio; Umegaki, Hisaharu 388 1977 A well-conditioned estimator for large-dimensional covariance matrices. Zbl 1032.62050 Ledoit, Olivier; Wolf, Michael 368 2004 A general class of multivariate skew-elliptical distributions. Zbl 0992.62047 Branco, Márcia D.; Dey, Dipak K. 305 2001 On the theory of elliptically contoured distributions. Zbl 0469.60019 Cambanis, Stamatis; Huang, Steel; Simons, Gordon 282 1981 Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions. Zbl 0469.60006 Karlin, Samuel; Rinott, Yosef 226 1980 Central limit theorem for integrated square error of multivariate nonparametric density estimators. Zbl 0528.62028 Hall, Peter 225 1984 Central limit theorems for non-linear functionals of Gaussian fields. Zbl 0518.60023 Breuer, Peter; Major, Peter 218 1983 Eigenvalues of large sample covariance matrices of spiked population models. Zbl 1220.15011 Baik, Jinho; Silverstein, Jack W. 187 2006 Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference. Zbl 0539.62064 Dauxois, J.; Pousse, A.; Romain, Y. 183 1982 Quantile regression for longitudinal data. Zbl 1051.62059 Koenker, Roger 171 2004 Semi-parametric estimation of partially linear single-index models. Zbl 1089.62050 Xia, Yingcun; Härdle, Wolfgang 158 2006 Asymptotic efficiency of the two-stage estimation method for copula-based models. Zbl 1066.62061 Joe, Harry 156 2005 Local polynomial fitting in semivarying coefficient model. Zbl 0995.62038 Zhang, Wenyang; Lee, Sik-Yum; Song, Xinyuan 156 2002 On fundamental skew distributions. Zbl 1073.62049 Arellano-Valle, Reinaldo B.; Genton, Marc G. 152 2005 An introduction to recent advances in high/infinite dimensional statistics. Zbl 1384.00073 150 2016 Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices. Zbl 0851.62015 Silverstein, Jack W. 138 1995 Representations for partially exchangeable arrays of random variables. Zbl 0474.60044 Aldous, David J. 135 1981 A characterization of quasi-copulas. Zbl 0935.62059 Genest, C.; Quesada Molina, J. J.; Rodríguez Lallena, J. A.; Sempi, C. 130 1999 On the empirical distribution of eigenvalues of a class of large dimensional random matrices. Zbl 0833.60038 Silverstein, Jack W.; Bai, Z. D. 129 1995 Some limit theorems for the eigenvalues of a sample covariance matrix. Zbl 0491.62021 Jonsson, Dag 121 1982 Estimation for diffusion processes from discrete observation. Zbl 0811.62083 Yoshida, Nakahiro 116 1992 A test for the mean vector with fewer observations than the dimension. Zbl 1148.62042 Srivastava, Muni S.; Du, Meng 114 2008 Reduced-rank regression for the multivariate linear model. Zbl 0313.62042 Izenman, Alan Julian 112 1975 Using a bootstrap method to choose the sample fraction in tail index estimation. Zbl 0976.62044 Danielsson, J.; de Haan, L.; Peng, L.; de Vries, C. G. 110 2001 Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix. Zbl 0276.62068 Rao, C. Radhakrishna 110 1973 Fixed design regression for time series: Asymptotic normality. Zbl 0764.62073 Roussas, George G.; Tran, Lanh T.; Ioannides, D. A. 108 1992 Consistent estimation under random censorship when covariables are present. Zbl 0767.62036 Stute, Winfried 104 1993 Single-index quantile regression. Zbl 1189.62075 Wu, Tracy Z.; Yu, Keming; Yu, Yan 100 2010 Kernel density estimation on random fields. Zbl 0709.62085 Tran, Lanh Tat 100 1990 Multivariate concordance. Zbl 0741.62061 Joe, Harry 98 1990 Empirical likelihood for partially linear models. Zbl 0978.62034 Shi, Jian; Lau, Tai-Shing 96 2000 Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes. Zbl 1070.60015 Bassan, Bruno; Spizzichino, Fabio 96 2005 The meta-elliptical distributions with given marginals. Zbl 1002.62016 Fang, Hong-Bin; Fang, Kai-Tai; Kotz, Samuel 95 2002 Principled sure independence screening for Cox models with ultra-high-dimensional covariates. Zbl 1233.62173 Zhao, Sihai Dave; Li, Yi 94 2012 Sparse principal component analysis via regularized low rank matrix approximation. Zbl 1141.62049 Shen, Haipeng; Huang, Jianhua Z. 92 2008 Successive direction extraction for estimating the central subspace in a multiple-index regression. Zbl 1144.62030 Yin, Xiangrong; Li, Bing; Cook, R. Dennis 92 2008 Analysis of the limiting spectral distribution of large dimensional random matrices. Zbl 0872.60013 Silverstein, Jack W.; Choi, Sang-Il 91 1995 Reliability and expectation bounds for coherent systems with exchangeable components. Zbl 1102.62111 Navarro, Jorge; Rychlik, Tomasz 91 2007 Parametric families of multivariate distributions with given margins. Zbl 0778.62045 Joe, Harry 90 1993 A vector multivariate hazard rate. Zbl 0297.60013 Johnson, N. L.; Kotz, Samuel 89 1975 On the theory of Banach space valued multifunctions. I: Integration and conditional expectation. Zbl 0579.28009 Papageorgiou, Nikolaos S. 89 1985 A connection between supermodular ordering and positive/negative association. Zbl 1034.60016 Christofides, Tasos C.; Vaggelatou, Eutichia 88 2004 Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems. Zbl 0722.62030 Hall, Peter 87 1990 Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences. Zbl 1070.62022 Liang, Han-Ying; Jing, Bing-Yi 86 2005 Goodness-of-fit tests for copulas. Zbl 1095.62052 Fermanian, Jean-David 86 2005 Bivariate tensor-product \(B\)-splines in a partly linear model. Zbl 0865.62027 He, Xuming; Shi, Peide 86 1996 Entropy differential metric, distance and divergence measures in probability spaces: A unified approach. Zbl 0526.60015 Burbea, Jacob; Rao, C. Radhakrishna 85 1982 Influence function and efficiency of the minimum covariance determinant scatter matrix estimator. Zbl 0946.62055 Croux, Christophe; Haesbroeck, Gentiane 85 1999 The probability that a random real Gaussian matrix has \(k\) real eigenvalues, related distributions, and the circular law. Zbl 0886.15024 Edelman, Alan 85 1997 Comparing clusterings – an information based distance. Zbl 1298.91124 Meilă, Marina 83 2007 Stochastic evolution equations and related measure processes. Zbl 0299.60050 Dawson, D. A. 83 1975 Maximum likelihood estimation for multivariate skew normal mixture models. Zbl 1152.62034 Lin, Tsung I. 83 2009 Nonparametric estimation of the measurement error model using multiple indicators. Zbl 1127.62323 Li, Tong; Vuong, Quang 82 1998 Construction of asymmetric multivariate copulas. Zbl 1151.62043 Liebscher, Eckhard 82 2008 On parameters of increasing dimensions. Zbl 0948.62013 He, Xuming; Shao, Qi-Man 81 2000 Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter variants. Zbl 1105.62091 Furrer, Reinhard; Bengtsson, Thomas 80 2007 Tail dependence functions and vine copulas. Zbl 1177.62072 Joe, Harry; Li, Haijun; Nikoloulopoulos, Aristidis K. 80 2010 Consistent nonparametric multiple regression: the fixed design case. Zbl 0637.62044 Georgiev, Alexander A. 78 1988 Statistical decision theory for quantum systems. Zbl 0275.62004 Holevo, A. S. 78 1973 Testing for equality between two copulas. Zbl 1157.62401 Rémillard, Bruno; Scaillet, Olivier 78 2009 Prediction of multivariate time series by autoregressive model fitting. Zbl 0579.62085 Lewis, Richard; Reinsel, Gregory C. 78 1985 A new test for multivariate normality. Zbl 1087.62070 Székely, Gábor J.; Rizzo, Maria L. 78 2005 An identity for the Wishart distribution with applications. Zbl 0423.62036 Haff, L. R. 78 1979 Stochastic comparisons of order statistics from heterogeneous populations, with applications in reliability. Zbl 0346.60058 Proschan, F.; Sethuraman, J. 77 1976 Asymptotic theory for multivariate GARCH processes. Zbl 1038.62077 Comte, F.; Lieberman, O. 77 2003 On the simplified pair-copula construction – simply useful or too simplistic? Zbl 1184.62079 Haff, Ingrid Hobæk; Aas, Kjersti; Frigessi, Arnoldo 76 2010 A new approach to the BHEP tests for multivariate normality. Zbl 0874.62043 Henze, Nobert; Wagner, Thorsten 76 1997 Strong consistency of least squares estimates in multiple regression II. Zbl 0416.62051 Lai, T. L.; Robbins, Herbert; Wei, C. Z. 76 1979 A multivariate skew normal distribution. Zbl 1036.62043 Gupta, Arjun K.; González-Farías, Graciela; Domínguez-Molina, J. Armando 75 2004 Local linear estimation in partly linear models. Zbl 0883.62041 Hamilton, Scott A.; Truong, Young K. 75 1997 Strong representations of the survival function estimator for truncated and censored data with applications. Zbl 0809.62027 Gijbels, Irène; Wang, Jane-Ling 75 1993 Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model. Zbl 1085.62043 You, Jinhong; Chen, Gemai 74 2006 Quantum stochastic calculus and quantum nonlinear filtering. Zbl 0762.60059 Belavkin, Viacheslav P. 72 1992 Recent advances in functional data analysis and high-dimensional statistics. Zbl 1415.62043 Aneiros, Germán; Cao, Ricardo; Fraiman, Ricardo; Genest, Christian; Vieu, Philippe 72 2019 On a new multivariate two-sample test. Zbl 1035.62052 Baringhaus, L.; Franz, C. 71 2004 Exponential inequalities for sums of random vectors. Zbl 0346.60001 Yurinskii, V. V. 71 1976 Nonparametric time series prediction: A semi-functional partial linear modeling. Zbl 1133.62075 Aneiros-Pérez, Germán; Vieu, Philippe 70 2008 Tails of multivariate Archimedean copulas. Zbl 1165.62038 Charpentier, Arthur; Segers, Johan 70 2009 Bivariate generalized exponential distribution. Zbl 1169.62046 Kundu, Debasis; Gupta, Rameshwar D. 70 2009 Empirical likelihood confidence intervals for linear regression coefficients. Zbl 0796.62040 Chen, Song Xi 70 1994 A review of copula models for economic time series. Zbl 1244.62085 Patton, Andrew J. 70 2012 The singular values and vectors of low rank perturbations of large rectangular random matrices. Zbl 1252.15039 Benaych-Georges, Florent; Nadakuditi, Raj Rao 69 2012 Empirical likelihood for single-index models. Zbl 1099.62045 Xue, Liu-Gen; Zhu, Lixing 69 2006 The Frechet distance between multivariate normal distributions. Zbl 0501.62038 Dowson, D. C.; Landau, B. V. 68 1982 Generating random correlation matrices based on vines and extended onion method. Zbl 1170.62042 Lewandowski, Daniel; Kurowicka, Dorota; Joe, Harry 68 2009 Limiting spectral distribution for a class of random matrices. Zbl 0614.62060 Yin, Y. Q. 68 1986 Extensions of results of Komlós, Major, and Tusnády to the multivariate case. Zbl 0676.60038 Einmahl, Uwe 67 1989 The complete mixability and convex minimization problems with monotone marginal densities. Zbl 1229.60019 Wang, Bin; Wang, Ruodu 67 2011 Optimal choice of sample fraction in extreme-value estimation. Zbl 0797.62016 Dekkers, Arnold L. M.; de Haan, Laurens 67 1993 A characterization of random variables with minimum \(L^ 2\)-distance. Zbl 0688.62034 Rüschendorf, L.; Rachev, S. T. 66 1990 Compactly supported correlation functions. Zbl 1011.60015 Gneiting, Tilmann 66 2002 Sparse graphical models for exploring gene expression data. Zbl 1047.62104 Dobra, Adrian; Hans, Chris; Jones, Beatrix; Nevins, Joseph R.; Yao, Guang; West, Mike 66 2004 Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates. Zbl 0798.62055 Anderson, Niall H.; Hall, Peter; Titterington, D. M. 65 1994 Bivariate distributions with given extreme value attractor. Zbl 0978.62043 Capéraà, Philippe; Fougères, Anne-Laure; Genest, Christian 63 2000 The distance correlation \(t\)-test of independence in high dimension. Zbl 1277.62128 Székely, Gábor J.; Rizzo, Maria L. 63 2013 Log-linear Poisson autoregression. Zbl 1207.62165 Fokianos, Konstantinos; Tjøstheim, Dag 62 2011 Asymptotic properties of backfitting estimators. Zbl 1065.62506 Opsomer, Jean D. 62 2000 Asymptotic maximal deviation of M-smoothers. Zbl 0667.62028 Härdle, Wolfgang 61 1989 Tail order and intermediate tail dependence of multivariate copulas. Zbl 1221.62079 Hua, Lei; Joe, Harry 61 2011 Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters. Zbl 0509.62081 Lai, T. L.; Wei, C. Z. 61 1983 Likelihood ratio tests under model misspecification in high dimensions. Zbl 1520.62064 Dörnemann, Nina 3 2023 Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain. Zbl 1521.60036 Soukarieh, Inass; Bouzebda, Salim 3 2023 Bivariate covariance functions of Pólya type. Zbl 1520.62052 Moreva, Olga; Schlather, Martin 2 2023 Extreme partial least-squares. Zbl 1520.62040 Bousebata, Meryem; Enjolras, Geoffroy; Girard, Stéphane 2 2023 Covariance models for multivariate random fields resulting from pseudo cross-variograms. Zbl 07723939 Dörr, Christopher; Schlather, Martin 1 2023 Optimal designs for prediction of random effects in two-groups models with multivariate response. Zbl 07740030 Prus, Maryna 1 2023 Bivariate symmetric Heckman models and their characterization. Zbl 1520.62046 Saulo, Helton; Vila, Roberto; Cordeiro, Shayane S.; Leiva, Víctor 1 2023 Robust inference for change points in high dimension. Zbl 1521.62085 Jiang, Feiyu; Wang, Runmin; Shao, Xiaofeng 1 2023 Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences. Zbl 1520.60001 Brück, Florian 1 2023 Conditional independence testing via weighted partial copulas. Zbl 1520.62036 Bianchi, Pascal; Elgui, Kevin; Portier, François 1 2023 Principal component analysis of infinite variance functional data. Zbl 1520.62081 Kokoszka, Piotr; Kulik, Rafał 1 2023 Generating MCMC proposals by randomly rotating the regular simplex. Zbl 1520.65003 Holbrook, Andrew J. 1 2023 On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime. Zbl 1520.62116 Loubaton, Philippe; Rosuel, Alexis; Vallet, Pascal 1 2023 The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio. Zbl 1520.62071 Ogasawara, Haruhiko 1 2023 Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations. Zbl 1520.62050 Karling, Maicon J.; Lopes, Sílvia R. C.; de Souza, Roberto M. 1 2023 Minimax properties of Dirichlet kernel density estimators. Zbl 1521.62044 Bertin, Karine; Genest, Christian; Klutchnikoff, Nicolas; Ouimet, Frédéric 1 2023 Spiked singular values and vectors under extreme aspect ratios. Zbl 1520.15018 Feldman, Michael J. 1 2023 Graph-valued regression: prediction of unlabelled networks in a non-Euclidean graph space. Zbl 1520.62100 Calissano, Anna; Feragen, Aasa; Vantini, Simone 6 2022 On functional data analysis and related topics. Zbl 1520.62420 Aneiros, Germán; Horová, Ivana; Hušková, Marie; Vieu, Philippe 5 2022 Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions. Zbl 1520.62014 Bouzebda, Salim; Chaouch, Mohamed 5 2022 Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution. Zbl 1520.62049 Galarza, Christian E.; Matos, Larissa A.; Castro, Luis M.; Lachos, Victor H. 5 2022 Asymptotic and bootstrap tests for subspace dimension. Zbl 1493.62317 Nordhausen, Klaus; Oja, Hannu; Tyler, David E. 4 2022 Matrix differential calculus with applications in the multivariate linear model and its diagnostics. Zbl 1519.26005 Liu, Shuangzhe; Leiva, Víctor; Zhuang, Dan; Ma, Tiefeng; Figueroa-Zúñiga, Jorge I. 4 2022 Variable selection in functional regression models: a review. Zbl 1493.62293 Aneiros, Germán; Novo, Silvia; Vieu, Philippe 4 2022 Edge statistics of large dimensional deformed rectangular matrices. Zbl 1498.60031 Ding, Xiucai; Yang, Fan 4 2022 A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications. Zbl 1520.62051 Ouimet, Frédéric 4 2022 An overview on the progeny of the skew-normal family – a personal perspective. Zbl 1493.62269 Azzalini, Adelchi 3 2022 Advanced topics in sliced inverse regression. Zbl 1493.62306 Girard, Stéphane; Lorenzo, Hadrien; Saracco, Jérôme 3 2022 An overview of skew distributions in model-based clustering. Zbl 1493.62389 Lee, Sharon X.; McLachlan, Geoffrey J. 3 2022 Closed-form and bias-corrected estimators for the bivariate gamma distribution. Zbl 1493.62329 Zhao, Jun; Jang, Yu-Hyeong; Kim, Hyoung-Moon 3 2022 Conformal prediction bands for multivariate functional data. Zbl 1520.62424 Diquigiovanni, Jacopo; Fontana, Matteo; Vantini, Simone 3 2022 Measuring dependence between random vectors via optimal transport. Zbl 1493.62359 Mordant, Gilles; Segers, Johan 3 2022 Unifying compactly supported and Matérn covariance functions in spatial statistics. Zbl 1493.62286 Bevilacqua, Moreno; Caamaño-Carrillo, Christian; Porcu, Emilio 3 2022 Nonparametric spectral methods for multivariate spatial and spatial-temporal data. Zbl 1480.62097 Guinness, Joseph 2 2022 Asymptotic properties of Dirichlet kernel density estimators. Zbl 1480.62102 Ouimet, Frédéric; Tolosana-Delgado, Raimon 2 2022 Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors. Zbl 1480.62105 Zhang, Ruoyang; Ghosh, Malay 2 2022 A slice of multivariate dimension reduction. Zbl 1493.62366 Cook, R. Dennis 2 2022 A 50-year personal journey through time with principal component analysis. Zbl 1493.62373 Jolliffe, Ian 2 2022 Recent advances in shrinkage-based high-dimensional inference. Zbl 1493.62298 Bodnar, Olha; Bodnar, Taras; Parolya, Nestor 2 2022 On simultaneous best linear unbiased prediction of future order statistics and associated properties. Zbl 1493.62250 Balakrishnan, Narayanaswamy; Bhattacharya, Ritwik 2 2022 Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches. Zbl 1493.62340 Harrar, Solomon W.; Kong, Xiaoli 2 2022 Mixture regression for longitudinal data based on joint mean-covariance model. Zbl 1493.62407 Yu, Jing; Nummi, Tapio; Pan, Jianxin 2 2022 Searching for a source of difference in graphical models. Zbl 1493.62363 Djordjilović, Vera; Chiogna, Monica 2 2022 Minimax and pointwise sequential changepoint detection and identification for general stochastic models. Zbl 1520.62101 Pergamenchtchikov, Serguei M.; Tartakovsky, Alexander G.; Spivak, Valentin S. 2 2022 CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions. Zbl 1493.62328 Zhang, Yangchun; Hu, Jiang; Li, Weiming 2 2022 On attainability of Kendall’s tau matrices and concordance signatures. Zbl 1493.62358 McNeil, Alexander J.; Nešlehová, Johanna G.; Smith, Andrew D. 2 2022 The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate. Zbl 1520.62054 Lee, Kyoungjae; Jo, Seongil; Lee, Jaeyong 2 2022 Change point analysis of covariance functions: a weighted cumulative sum approach. Zbl 1493.62309 Horváth, Lajos; Rice, Gregory; Zhao, Yuqian 2 2022 Consistently recovering the signal from noisy functional data. Zbl 1520.62080 Hörmann, Siegfried; Jammoul, Fatima 2 2022 On projection methods for functional time series forecasting. Zbl 1520.62425 Elías, Antonio; Jiménez, Raúl; Shang, Han Lin 2 2022 Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference \(L^2\)-norm based test. Zbl 1480.62108 Zhang, Jin-Ting; Zhou, Bu; Guo, Jia 1 2022 Consistent estimation of a joint model for multivariate longitudinal and survival data with latent variables. Zbl 1480.62117 Kang, Kai; Song, Xinyuan 1 2022 Change-point problems for multivariate time series using pseudo-observations. Zbl 1480.62087 Nasri, Bouchra R.; Rémillard, Bruno N.; Bahraoui, Tarik 1 2022 Statistical analysis of multivariate discrete-valued time series. Zbl 1482.62090 Fokianos, Konstantinos; Fried, Roland; Kharin, Yuriy; Voloshko, Valeriy 1 2022 From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas. Zbl 1493.62643 Li, Yehua; Qiu, Yumou; Xu, Yuhang 1 2022 Duality for real and multivariate exponential families. Zbl 1493.62273 Letac, Gérard 1 2022 An overview of tests on high-dimensional means. Zbl 1493.62342 Huang, Yuan; Li, Changcheng; Li, Runze; Yang, Songshan 1 2022 Notes on the prehistory of principal components analysis. Zbl 1493.62006 Farebrother, Richard W. 1 2022 The volume-of-tube method for Gaussian random fields with inhomogeneous variance. Zbl 1493.62281 Kuriki, Satoshi; Takemura, Akimichi; Taylor, Jonathan E. 1 2022 High dimensional change point inference: recent developments and extensions. Zbl 1493.62344 Liu, Bin; Zhang, Xinsheng; Liu, Yufeng 1 2022 On the usage of joint diagonalization in multivariate statistics. Zbl 1493.62318 Nordhausen, Klaus; Ruiz-Gazen, Anne 1 2022 High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis. Zbl 1493.62305 Fujikoshi, Yasunori 1 2022 Principal component analysis and clustering on manifolds. Zbl 1521.62225 Mardia, Kanti V.; Wiechers, Henrik; Eltzner, Benjamin; Huckemann, Stephan F. 1 2022 Identifiability and estimation of meta-elliptical copula generators. Zbl 1493.62270 Derumigny, A.; Fermanian, J.-D. 1 2022 Anisotropic spectral cut-off estimation under multiplicative measurement errors. Zbl 1520.62013 Miguel, Sergio Brenner 1 2022 Functional linear regression with truncated signatures. Zbl 1520.62426 Fermanian, Adeline 1 2022 Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings. Zbl 1520.62066 Klein, Daniel; Pielaszkiewicz, Jolanta; Filipiak, Katarzyna 1 2022 Order selection for regression-based hidden Markov model. Zbl 1520.62103 Lin, Yiqi; Song, Xinyuan 1 2022 On the tail behaviour of aggregated random variables. Zbl 1521.62076 Richards, Jordan; Tawn, Jonathan A. 1 2022 Estimation of multivariate asymmetric power GARCH models. Zbl 1520.62111 Maïnassara, Y. Boubacar; Kadmiri, O.; Saussereau, B. 1 2022 Functional delta residuals and applications to simultaneous confidence bands of moment based statistics. Zbl 1520.62119 Telschow, Fabian J. E.; Davenport, Samuel; Schwartzman, Armin 1 2022 Laplace approximations for hypergeometric functions with Hermitian matrix argument. Zbl 1520.62048 Butler, Ronald W.; Wood, Andrew T. A. 1 2022 One-way MANOVA for functional data via Lawley-Hotelling trace test. Zbl 1520.62098 Zhu, Tianming; Zhang, Jin-Ting; Cheng, Ming-Yen 1 2022 Tests of serial dependence for multivariate time series with arbitrary distributions. Zbl 1521.62163 Nasri, Bouchra R. 1 2022 Some first inferential tools for spatial regression with differential regularization. Zbl 1520.62020 Ferraccioli, Federico; Sangalli, Laura M.; Finos, Livio 1 2022 Data driven orthogonal basis selection for functional data analysis. Zbl 1520.62421 Basna, Rani; Nassar, Hiba; Podgórski, Krzysztof 1 2022 Fourier-type tests of mutual independence between functional time series. Zbl 1520.62112 Meintanis, Simos G.; Hušková, Marie; Hlávka, Zdeněk 1 2022 Biclustering analysis of functionals via penalized fusion. Zbl 1493.62381 Fang, Kuangnan; Chen, Yuanxing; Ma, Shuangge; Zhang, Qingzhao 1 2022 Principal components analysis and cyclostationarity. Zbl 1520.62079 Boudou, Alain; Viguier-Pla, Sylvie 1 2022 Functional ANOVA based on empirical characteristic functionals. Zbl 1493.62341 Hlávka, Zdeněk; Hlubinka, Daniel; Koňasová, Kateřina 1 2022 Testing equality of spectral density operators for functional processes. Zbl 1520.62115 Leucht, Anne; Paparoditis, Efstathios; Rademacher, Daniel; Sapatinas, Theofanis 1 2022 Edfitorial: Special issue on functional data analysis and related fields. Zbl 1521.00023 1 2022 Asymptotic properties of Bernstein estimators on the simplex. Zbl 1470.62067 Ouimet, Frédéric 10 2021 The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data. Zbl 1461.62239 Mohammedi, Mustapha; Bouzebda, Salim; Laksaci, Ali 7 2021 Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix. Zbl 1464.62220 Shimizu, Koki; Hashiguchi, Hiroki 5 2021 A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation. Zbl 1464.62218 Ogasawara, Haruhiko 5 2021 Estimating an extreme Bayesian network via scalings. Zbl 1461.62083 Klüppelberg, Claudia; Krali, Mario 5 2021 Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection. Zbl 1476.62140 Loperfido, Nicola 4 2021 Approximating smooth functions by deep neural networks with sigmoid activation function. Zbl 1456.41005 Langer, Sophie 4 2021 An association test for functional data based on Kendall’s tau. Zbl 1467.62189 Jadhav, Sneha; Ma, Shuangge 4 2021 Inference in high dimensional linear measurement error models. Zbl 1472.62112 Li, Mengyan; Li, Runze; Ma, Yanyuan 4 2021 Nonlinear and additive principal component analysis for functional data. Zbl 1461.62241 Song, Jun; Li, Bing 4 2021 Family of mean-mixtures of multivariate normal distributions: properties, inference and assessment of multivariate skewness. Zbl 1461.62076 Abdi, Me’raj; Madadi, Mohsen; Balakrishnan, Narayanaswamy; Jamalizadeh, Ahad 4 2021 Multiply robust subgroup identification for longitudinal data with dropouts via median regression. Zbl 1461.62105 Lu, Wenqi; Qin, Guoyou; Zhu, Zhongyi; Tu, Dongsheng 4 2021 Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction. Zbl 1476.62037 Denuit, Michel; Robert, Christian Y. 3 2021 On the specification of multivariate association measures and their behaviour with increasing dimension. Zbl 1459.62091 Gijbels, Irène; Kika, Vojtěch; Omelka, Marek 3 2021 Compound vectors of subordinators and their associated positive Lévy copulas. Zbl 1465.62092 Riva-Palacio, Alan; Leisen, Fabrizio 3 2021 Projection theorems and estimating equations for power-law models. Zbl 1467.62086 Gayen, Atin; Kumar, M. Ashok 3 2021 Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions. Zbl 1461.62065 Haddouche, Anis M.; Fourdrinier, Dominique; Mezoued, Fatiha 3 2021 Block-band behavior of spatial correlations: an analytical asymptotic study in a spatial exponential family data setup. Zbl 1476.62101 Sutradhar, Brajendra C. 2 2021 ...and 1515 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 23,242 Authors 195 Balakrishnan, Narayanaswamy 109 Zhu, Lixing 95 Nadarajah, Saralees 95 Wang, Xuejun 83 Lian, Heng 82 Gupta, Arjun Kumar 78 Liang, Hanying 77 Kubokawa, Tatsuya 75 Bai, Zhi-Dong 75 Van Keilegom, Ingrid 72 Zhang, Riquan 71 Hall, Peter Gavin 71 Papageorgiou, Nikolaos S. 70 Bouzebda, Salim 70 Vieu, Philippe 70 Xue, Liugen 68 Dette, Holger 68 Hashorva, Enkelejd 67 Genton, Marc G. 67 Hallin, Marc 67 Zhou, Yong 66 Arellano-Valle, Reinaldo Boris 66 Pardo, Leandro 64 Lachos Dávila, Víctor Hugo 61 Durante, Fabrizio 61 Strawderman, William Edward 61 Zhang, Jun 60 Genest, Christian 60 Yang, Hu 58 Horváth, Lajos 58 Laksaci, Ali 58 Mesiar, Radko 58 Wang, Qihua 56 Boente, Graciela 56 Fujikoshi, Yasunori 55 Arashi, Mohammad 55 Zhao, Peng 54 Li, Xiaohu 54 von Rosen, Dietrich 54 You, Jinhong 51 Jamalizadeh, Ahad 51 Paindaveine, Davy 50 Huang, Zhensheng 50 Navarro, Jorge 49 Cui, Hengjian 49 González-Manteiga, Wenceslao 49 Lee, Sangyeol 48 De Baets, Bernard 47 Girard, Stéphane 47 Hu, Shuhe 47 Richards, Donald St. P. 47 Tian, Yongge 46 Hu, Taizhong 46 Li, Gaorong 46 Segers, Johan 45 Dey, Dipak Kumar 45 Joe, Harry 44 Ghosh, Malay 44 Härdle, Wolfgang Karl 44 Kokoszka, Piotr S. 44 Kundu, Debasis 44 Liang, Hua 44 Peng, Liang 44 Porcu, Emilio 43 Hušková, Marie 43 Lin, Tsung I. 43 Meintanis, Simos G. 43 Zhu, Zhongyi 42 Bodnar, Taras 42 Bolfarine, Heleno 42 Ould-Saïd, Elias 42 Úbeda-Flores, Manuel 41 Fan, Jianqing 40 de Uña-Álvarez, Jacobo 40 Fraiman, Ricardo 40 Guillou, Armelle 40 Morales, Domingo 40 Ogasawara, Haruhiko 40 Srivastava, Muni Shanker 40 Wu, Yi 40 Zhao, Yichuan 39 Gijbels, Irène 39 Li, Qi 39 Rychlik, Tomasz 39 Shen, Pao-Sheng 38 Díaz-García, José Antonio 38 Fan, Guoliang 38 Ruiz-Medina, María Dolores 38 Shang, Han Lin 38 Taqqu, Murad S. 37 Nourdin, Ivan 37 Oja, Hannu 37 Sen, Pranab Kumar 37 Wang, Ruodu 36 Falk, Michael 36 Ma, Chunsheng 36 Park, Byeong Uk 36 Rüschendorf, Ludger 35 Coelho, Carlos Agra 35 Fernández-Sánchez, Juan ...and 23,142 more Authors all top 5 Cited in 827 Journals 2,707 Journal of Multivariate Analysis 1,519 Communications in Statistics. 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