期刊： JOURNAL OF MULTIVARIATE ANALYSIS, 2021; 184 ()
With the recent progress of data acquisition technology, classification of data exhibiting relational dependence, from online social interactions to m......
期刊： JOURNAL OF MULTIVARIATE ANALYSIS, 2021; 184 ()
Consider the p x p matrix that is the product of a population covariance matrix and the inverse of another population covariance matrix. Suppose that ......
期刊： JOURNAL OF MULTIVARIATE ANALYSIS, 2021; 182 ()
We propose a new nonparametric independence test for two functional random variables. The test is based on a new dependence metric, the so-called angl......
期刊： JOURNAL OF MULTIVARIATE ANALYSIS, 2021; 185 ()
Classical canonical correlation analysis (CCA) requires matrices to be low dimensional, i.e. the number of features cannot exceed the sample size. Rec......
期刊： JOURNAL OF MULTIVARIATE ANALYSIS, 2021; 184 ()
This work is concerned with testing the proportionality between two high dimensional covariance matrices. Several tests for proportional covariance ma......
期刊： JOURNAL OF MULTIVARIATE ANALYSIS, 2021; 182 ()
Variable screening is a commonly used procedure in high dimensional data analysis to reduce dimensionality and ensure the applicability of available s......
期刊： JOURNAL OF MULTIVARIATE ANALYSIS, 2021; 182 ()
In this paper, a new method called mean-of-quantile is introduced to estimate multivariate quantiles. The consistency and asymptotic normality of mean......
期刊： JOURNAL OF MULTIVARIATE ANALYSIS, 2021; 185 ()
Group sparse regression has been well considered in multivariate linear models with appropriate relaxation schemes for the involved l2,0-norm penalty.......
期刊： JOURNAL OF MULTIVARIATE ANALYSIS, 2021; 185 ()
We propose a kernel density based estimation by constructing a nonparametric kernel version of the maximum profile likelihood estimator for partial li......
期刊： JOURNAL OF MULTIVARIATE ANALYSIS, 2021; 184 ()
The Minimum Average Variance Estimation (MAVE) method and its variants have proven to be effective approaches to the dimension reduction problems. How......
期刊： JOURNAL OF MULTIVARIATE ANALYSIS, 2021; 184 ()
The estimation of structured covariance matrix arises in many fields. An appropriate covariance structure not only improves the accuracy of covariance......
期刊： JOURNAL OF MULTIVARIATE ANALYSIS, 2021; 181 ()
With the advent of the era of big data, high dimensional covariance matrices are increasingly encountered and testing covariance structure has become ......
期刊： JOURNAL OF MULTIVARIATE ANALYSIS, 2021; 181 ()
Subgroup identification serves as an important step towards precision medicine which has attracted great attention recently. On the other hand, longit......
期刊： JOURNAL OF MULTIVARIATE ANALYSIS, 2021; 181 ()
Independent Component Analysis (ICA) offers an effective data-driven approach for blind source extraction encountered in many signal and image process......
期刊： JOURNAL OF MULTIVARIATE ANALYSIS, 2021; 183 ()
In the high dimensional setting, this article explores the problem of testing the complete independence of random variables having a multivariate norm......
