- Marléne Baumeister, Marc Ditzhaus, Markus Pauly. Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs. J. Multivariate Analysis, 199:105246, 2024.
- Tao Qiu, Qintong Zhang, Yuanyuan Fang, Wangli Xu. Testing homogeneity in high dimensional data through random projections. J. Multivariate Analysis, 200:105252, March 2024.
- Antoine Djogbenou, Razvan Sufana. Tests for group-specific heterogeneity in high-dimensional factor models. J. Multivariate Analysis, 199:105233, 2024.
- Wenqi Lu, Zhongyi Zhu, Rui Li, Heng Lian. Statistical performance of quantile tensor regression with convex regularization. J. Multivariate Analysis, 200:105249, March 2024.
- Chuancun Yin, Narayanaswamy Balakrishnan 0001. Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions. J. Multivariate Analysis, 199:105240, 2024.
- Nicola Loperfido. The skewness of mean-variance normal mixtures. J. Multivariate Analysis, 199:105242, 2024.
- Yijun Zuo. Non-asymptotic robustness analysis of regression depth median. J. Multivariate Analysis, 199:105247, 2024.
- Gaspard Bernard, Thomas Verdebout. On testing the equality of latent roots of scatter matrices under ellipticity. J. Multivariate Analysis, 199:105232, 2024.
- Kai Xu, Qing Cheng. Test of conditional independence in factor models via Hilbert-Schmidt independence criterion. J. Multivariate Analysis, 199:105241, 2024.
- Xin Jin, Anirban Bhattacharya, Riddhi Pratim Ghosh. High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior. J. Multivariate Analysis, 200:105279, March 2024.