Journal•ISSN: 0047-259X
Journal of Multivariate Analysis
Elsevier BV
About: Journal of Multivariate Analysis is an academic journal published by Elsevier BV. The journal publishes majorly in the area(s): Estimator & Asymptotic distribution. It has an ISSN identifier of 0047-259X. Over the lifetime, 4887 publications have been published receiving 133631 citations.
Topics: Estimator, Asymptotic distribution, Multivariate statistics, Multivariate normal distribution, Covariance
Papers published on a yearly basis
Papers
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TL;DR: This paper introduces an estimator that is both well-conditioned and more accurate than the sample covariance matrix asymptotically, that is distribution-free and has a simple explicit formula that is easy to compute and interpret.
2,497 citations
TL;DR: This paper proposes an information theoretic criterion for comparing two partitions, or clusterings, of the same data set, called variation of information (VI), and presents it from an axiomatic point of view, showing that it is the only ''sensible'' criterion for compare partitions that is both aligned to the lattice and convexely additive.
1,527 citations
TL;DR: In this paper, a general approach to estimating quantile regression models for longitudinal data is proposed employing l 1 regularization methods, based on the penalized least squares interpretation of the classical random effects estimator.
1,516 citations
Journal Article•
1,364 citations
TL;DR: In this article, a stronger result on the limiting distribution of the eigenvalues of random Hermitian matrices of the form A + XTX *, originally studied in Marcenko and Pastur, is presented.
775 citations