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Journal of Multivariate Analysis, Volume 189
Volume 189, May 2022
- Jun Liao
, Alan T. K. Wan, Shuyuan He, Guohua Zou:
Optimal model averaging for multivariate regression models. 104858
- Germán Aneiros
On functional data analysis and related topics. 104861 - Yang Yang
Feature extraction for functional time series: Theory and application to NIR spectroscopy data. 104863 - Rou Zhong, Shishi Liu, Haocheng Li, Jingxiao Zhang:
Robust functional principal component analysis for non-Gaussian longitudinal data. 104864 - M. Rauf Ahmad
Tests for proportionality of matrices with large dimension. 104865 - Federico Ferraccioli
Some first inferential tools for spatial regression with differential regularization. 104866 - Rani Basna
Data driven orthogonal basis selection for functional data analysis. 104868 - Bingling Wang, Yingxing Li
K-expectiles clustering. 104869 - Min Ho Cho
Tangent functional canonical correlation analysis for densities and shapes, with applications to multimodal imaging data. 104870 - Salim Bouzebda
Uniform limit theorems for a class of conditional Z-estimators when covariates are functions. 104872 - Simos G. Meintanis, Marie Husková, Zdenek Hlávka
Fourier-type tests of mutual independence between functional time series. 104873 - Kuangnan Fang, Yuanxing Chen, Shuangge Ma, Qingzhao Zhang
Biclustering analysis of functionals via penalized fusion. 104874 - Alain Boudou, Sylvie Viguier-Pla
Principal components analysis and cyclostationarity. 104875 - Arkaprava Roy
Optimal Bayesian smoothing of functional observations over a large graph. 104876 - Lajos Horváth, Gregory Rice, Yuqian Zhao
Change point analysis of covariance functions: A weighted cumulative sum approach. 104877 - Zdenek Hlávka
Functional ANOVA based on empirical characteristic functionals. 104878 - Jacopo Diquigiovanni
Conformal prediction bands for multivariate functional data. 104879 - Sami Helander
Integrated shape-sensitive functional metrics. 104880 - Rui Ren
Financial Risk Meter FRM based on Expectiles. 104881 - Edoardo Belli
Smoothly adaptively centered ridge estimator. 104882 - Souad Boukhiar, Tahar Mourid:
Resolvent estimators for functional autoregressive processes with random coefficients. 104884 - Julio Enrique Castrillón-Candás
Anomaly detection: A functional analysis perspective. 104885 - Siegfried Hörmann, Fatima Jammoul
Consistently recovering the signal from noisy functional data. 104886 - Mihyun Kim, Piotr Kokoszka:
Extremal dependence measure for functional data. 104887 - Jiakun Jiang, Huazhen Lin
Analysis of multivariate non-gaussian functional data: A semiparametric latent process approach. 104888 - Anne Leucht
Testing equality of spectral density operators for functional processes. 104889 - Antonio Elías
On projection methods for functional time series forecasting. 104890 - Jean-Baptiste Aubin, Enea G. Bongiorno
The correction term in a small-ball probability factorization for random curves. 104891 - Sangyeol Lee, Simos G. Meintanis, Charl Pretorius
Monitoring procedures for strict stationarity based on the multivariate characteristic function. 104892 - Veronika Rímalová
Inference for spatial regression models with functional response using a permutational approach. 104893 - Wei-Hsueh Huang, Li-Shan Huang
Invariant tests for functional data with application to an earthquake impact study. 104894 - Di-Rong Chen, Kun Cheng
Framelet block thresholding estimator for sparse functional data. 104895 - Germán Aneiros
Special Issue on Functional Data Analysis and related fields. 104908
- Cheng Liu
Design-free estimation of integrated covariance matrices for high-frequency data. 104910 - Gilles Mordant
Measuring dependence between random vectors via optimal transport. 104912 - Daisuke Kurisu
On linearization of nonparametric deconvolution estimators for repeated measurements model. 104921 - Frédéric Ouimet
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications. 104923
- Alejandro Cholaquidis, Ricardo Fraiman, Leonardo Moreno:
Level set and density estimation on manifolds. 104925
- Jia Zhou, Yang Li, Zemin Zheng, Daoji Li
Reproducible learning in large-scale graphical models. 104934 - Takuma Bando, Tomonari Sei
Consistency of the objective general index in high-dimensional settings. 104938 - Cheng Peng, Yihe Yang
Latent Gaussian copula models for longitudinal binary data. 104940 - Lei Shu
Spatial rank-based high-dimensional change point detection via random integration. 104942 - Christian E. Galarza
Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution. 104944 - Moreno Bevilacqua, Christian Caamaño-Carrillo
Unifying compactly supported and Matérn covariance functions in spatial statistics. 104949
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