Journal of Multivariate Analysis, Volume 189 (original) (raw)

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Volume 189, May 2022

Regular Article

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    Jun Liao, Alan T. K. Wan, Shuyuan He, Guohua Zou:
    Optimal model averaging for multivariate regression models. 104858

Special Issue on Functional and High-Dimensional Statistics and Related Fields

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    Germán Aneiros, Ivana Horová, Marie Husková, Philippe Vieu:
    On functional data analysis and related topics. 104861
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    Yang Yang, Yanrong Yang, Han Lin Shang:
    Feature extraction for functional time series: Theory and application to NIR spectroscopy data. 104863
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    Rou Zhong, Shishi Liu, Haocheng Li, Jingxiao Zhang:
    Robust functional principal component analysis for non-Gaussian longitudinal data. 104864
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    M. Rauf Ahmad:
    Tests for proportionality of matrices with large dimension. 104865
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    Federico Ferraccioli, Laura M. Sangalli, Livio Finos:
    Some first inferential tools for spatial regression with differential regularization. 104866
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    Rani Basna, Hiba Nassar, Krzysztof Podgórski:
    Data driven orthogonal basis selection for functional data analysis. 104868
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    Bingling Wang, Yingxing Li, Wolfgang Karl Härdle:
    K-expectiles clustering. 104869
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    Min Ho Cho, Sebastian Kurtek, Karthik Bharath:
    Tangent functional canonical correlation analysis for densities and shapes, with applications to multimodal imaging data. 104870
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    Salim Bouzebda, Mohamed Chaouch:
    Uniform limit theorems for a class of conditional Z-estimators when covariates are functions. 104872
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    Simos G. Meintanis, Marie Husková, Zdenek Hlávka:
    Fourier-type tests of mutual independence between functional time series. 104873
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    Kuangnan Fang, Yuanxing Chen, Shuangge Ma, Qingzhao Zhang:
    Biclustering analysis of functionals via penalized fusion. 104874
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    Alain Boudou, Sylvie Viguier-Pla:
    Principal components analysis and cyclostationarity. 104875
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    Arkaprava Roy, Subhashis Ghosal:
    Optimal Bayesian smoothing of functional observations over a large graph. 104876
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    Lajos Horváth, Gregory Rice, Yuqian Zhao:
    Change point analysis of covariance functions: A weighted cumulative sum approach. 104877
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    Zdenek Hlávka, Daniel Hlubinka, Katerina Konasová:
    Functional ANOVA based on empirical characteristic functionals. 104878
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    Jacopo Diquigiovanni, Matteo Fontana, Simone Vantini:
    Conformal prediction bands for multivariate functional data. 104879
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    Sami Helander, Petra Laketa, Pauliina Ilmonen, Stanislav Nagy, Germain Van Bever, Lauri Viitasaari:
    Integrated shape-sensitive functional metrics. 104880
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    Rui Ren, Meng-Jou Lu, Yingxing Li, Wolfgang Karl Härdle:
    Financial Risk Meter FRM based on Expectiles. 104881
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    Edoardo Belli:
    Smoothly adaptively centered ridge estimator. 104882
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    Souad Boukhiar, Tahar Mourid:
    Resolvent estimators for functional autoregressive processes with random coefficients. 104884
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    Julio Enrique Castrillón-Candás, Mark A. Kon:
    Anomaly detection: A functional analysis perspective. 104885
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    Siegfried Hörmann, Fatima Jammoul:
    Consistently recovering the signal from noisy functional data. 104886
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    Mihyun Kim, Piotr Kokoszka:
    Extremal dependence measure for functional data. 104887
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    Jiakun Jiang, Huazhen Lin, Qingzhi Zhong, Yi Li:
    Analysis of multivariate non-gaussian functional data: A semiparametric latent process approach. 104888
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    Anne Leucht, Efstathios Paparoditis, Daniel Rademacher, Theofanis Sapatinas:
    Testing equality of spectral density operators for functional processes. 104889
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    Antonio Elías, Raúl Jiménez, Han Lin Shang:
    On projection methods for functional time series forecasting. 104890
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    Jean-Baptiste Aubin, Enea G. Bongiorno, Aldo Goia:
    The correction term in a small-ball probability factorization for random curves. 104891
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    Sangyeol Lee, Simos G. Meintanis, Charl Pretorius:
    Monitoring procedures for strict stationarity based on the multivariate characteristic function. 104892
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    Veronika Rímalová, Eva Fiserová, Alessandra Menafoglio, Alessia Pini:
    Inference for spatial regression models with functional response using a permutational approach. 104893
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    Wei-Hsueh Huang, Li-Shan Huang, Cheng-Tao Yang:
    Invariant tests for functional data with application to an earthquake impact study. 104894
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    Di-Rong Chen, Kun Cheng, Chao Liu:
    Framelet block thresholding estimator for sparse functional data. 104895
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    Germán Aneiros, Ivana Horová, Marie Husková, Philippe Vieu:
    Special Issue on Functional Data Analysis and related fields. 104908

Regular Article

Special Issue on Functional and High-Dimensional Statistics and Related Fields

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    Alejandro Cholaquidis, Ricardo Fraiman, Leonardo Moreno:
    Level set and density estimation on manifolds. 104925

Regular Article

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    Jia Zhou, Yang Li, Zemin Zheng, Daoji Li:
    Reproducible learning in large-scale graphical models. 104934
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    Takuma Bando, Tomonari Sei, Kazuyoshi Yata:
    Consistency of the objective general index in high-dimensional settings. 104938
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    Cheng Peng, Yihe Yang, Jie Zhou, Jianxin Pan:
    Latent Gaussian copula models for longitudinal binary data. 104940
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    Lei Shu, Yu Chen, Weiping Zhang, Xueqin Wang:
    Spatial rank-based high-dimensional change point detection via random integration. 104942
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    Christian E. Galarza, Larissa A. Matos, Luis Mauricio Castro, Victor H. Lachos:
    Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution. 104944
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    Moreno Bevilacqua, Christian Caamaño-Carrillo, Emilio Porcu:
    Unifying compactly supported and Matérn covariance functions in spatial statistics. 104949

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