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Journal of Multivariate Analysis, Volume 208

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Volume 208, 2025

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Yurij S. Kharin, Valeriy Voloshko:
Statistical analysis of parsimonious high-order multivariate finite Markov chains based on sufficient statistics. 105422
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  - journals/ma/BartolucciPP25
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Francesco Bartolucci, Silvia Pandolfi, Fulvia Pennoni:
On a class of finite mixture models that includes hidden Markov models. 105423
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  - journals/ma/HamelH25
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Andreas H. Hamel, Thi Khanh Linh Ha:
Set-valued expectiles for ordered data analysis. 105425
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  - journals/ma/CasarinCW25
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Roberto Casarin, Radu V. Craiu, Qing Wang:
Markov switching multiple-equation tensor regressions. 105427
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Benoît Oriol, Alexandre Miot:
Ledoit-Wolf linear shrinkage with unknown mean. 105429
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  - journals/ma/ComteG25
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Fabienne Comte, Valentine Genon-Catalot:
New results for drift estimation in inhomogeneous stochastic differential equations. 105415
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  - journals/ma/DengTB25
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Shiyuan Deng, He Tang, Shuyang Bai:
On estimation and order selection for multivariate extremes via clustering. 105426
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  - journals/ma/PrajapatiSKJ25
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Deepak Prajapati, Sobhan Shafiei, Debasis Kundu, Ahad Jamalizadeh:
Geometric scale mixtures of normal distributions. 105430
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  - journals/ma/MaruyamaM25
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Yuzo Maruyama, Takeru Matsuda:
Minimaxity under the half-Cauchy prior. 105431
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Kristi Kuljus, Han Bao, Bo Ranneby:
Maximum spacing estimation for multivariate observations under a general class of information-type measures. 105433
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Hendrik P. Lopuhaä:
Asymptotics of estimators for structured covariance matrices. 105443
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Marouane Il Idrissi, Nicolas Bousquet, Fabrice Gamboa, Bertrand Iooss, Jean-Michel Loubes:
Hoeffding decomposition of functions of random dependent variables. 105444
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Arash A. Foroushani, Sévérien Nkurunziza:
Improved Gaussian mean matrix estimators in high-dimensional data. 105424

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