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Editor: de Leeuw, J.
Description: A central medium for the publication of important research in the general area of multivariate analysis, the Journal of Multivariate Analysis presents articles on fundamental theoretical aspects of the field as well as on other aspects concerned with significant applications of new theoretical methods. Although articles addressing univariate analysis are considered for publication, particular attention is given to papers that discuss problems concerned with more than one variable.
Series handle: RePEc:eee:jmvana
ISSN: 0047-259X
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Content
February 1999, Volume 68, Issue 2
- 176-192 Improving on the Best Affine Equivariant Estimator of the Ratio of Generalized Variances
by Iliopoulos, George & Kourouklis, Stavros
- 193-211 A Nonsymmetric Correlation Inequality for Gaussian Measure
by Szarek, Stanislaw J. & Werner, Elisabeth
- 212-225 Extreme Values in FGM Random Sequences
by Hashorva, E. & Hüsler, J.
- 226-234 Geometrical Aspects of Discrimination by Multilayer Perceptrons
by Ingrassia, Salvatore
- 235-249 Predictive Inference for the Elliptical Linear Model
by Kibria, B. M. Golam & Haq, M. Safiul
- 250-263 Second-Order Properties of a Two-Stage Fixed-Size Confidence Region for the Mean Vector of a Multivariate Normal Distribution
by Mukhopadhyay, N.
- 264-282 Two-Stage Likelihood Ratio and Union-Intersection Tests for One-Sided Alternatives Multivariate Mean with Nuisance Dispersion Matrix
by Sen, Pranab K. & Tsai, Ming-Tien
- 283-298 Characterization Theorems when Variables Are Measured with Error
by Holcomb, John P.
January 1999, Volume 68, Issue 1
- 1-25 Multivariate Density Estimation with General Flat-Top Kernels of Infinite Order
by Politis, Dimitris N. & Romano, Joseph P.
- 26-53 Data Driven Smooth Tests for Bivariate Normality
by Bogdan, Malgorzata
- 54-77 Dynamic Linkages for Multivariate Distributions with Given Nonoverlapping Multivariate Marginals
by Li, Haijun & Scarsini, Marco & Shaked, Moshe
- 78-95 Asymptotic Normality for Density Kernel Estimators in Discrete and Continuous Time
by Bosq, Denis & Merlevède, Florence & Peligrad, Magda
- 96-119 Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes
by Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef
- 120-137 Rates of Convergence for Spline Estimates of Additive Principal Components
by El Faouzi, Nour Eddin & Sarda, Pascal
- 138-164 Universally Consistent Regression Function Estimation Using Hierarchial B-Splines
by Kohler, Michael
November 1998, Volume 67, Issue 2
- 129-153 Permutation Tests for Reflected Symmetry
by Neuhaus, Georg & Zhu, Li-Xing
- 154-168 Variational Inequalities for Arbitrary Multivariate Distributions
by Papadatos, N. & Papathanasiou, V.
- 169-189 Double Shrinkage Estimation of Common Coefficients in Two Regression Equations with Heteroscedasticity
by Kubokawa, Tatsuya
- 190-202 Some General Characterizations of the Bivariate Gumbel Distribution and the Bivariate Lomax Distribution Based on Truncated Expectations
by Asadi, Majid
- 203-226 Algebraic Descriptions of Nominal Multivariate Discrete Data
by Teugels, J. L. & Van Horebeek, J.
- 227-243 Mean Location and Sample Mean Location on Manifolds: Asymptotics, Tests, Confidence Regions
by Hendriks, Harrie & Landsman, Zinoviy
- 244-276 A Local Parameterization of Orthogonal and Semi-Orthogonal Matrices with Applications
by Boik, Robert J.
- 277-296 Prediction and Classification of Non-stationary Categorical Time Series
by Fokianos, Konstantinos & Kedem, Benjamin
- 297-305 A Generalization of Rao's Covariance Structure with Applications to Several Linear Models
by Kurata, Hiroshi
- 306-317 A Note on the Comedian for Elliptical Distributions
by Falk, Michael
- 318-348 Kaplan-Meier Estimator under Association
by Cai, Zongwu & Roussas, George G.
- 349-366 More Higher-Order Efficiency: Concentration Probability
by Kano, Yutaka
- 367-384 Convergence Rates for Logspline Tomography
by Koo, Ja-Yong
- 385-397 Multidimensional Limit Theorems Allowing Large Deviations for Densities of Regular Variation
by Nagaev, Alexander V. & Zaigraev, Alexander Yu.
- 398-413 Weak Limits for Multivariate Random Sums
by Kozubowski, Tomasz J. & Panorska, Anna K.
- 414-430 Geometric Ergodicity of Gibbs and Block Gibbs Samplers for a Hierarchical Random Effects Model
by Hobert, James P. & Geyer, Charles J.
October 1998, Volume 67, Issue 1
- 1-22 Spherical Deconvolution
by Healy, Dennis M. & Hendriks, Harrie & Kim, Peter T.
- 23-34 Kernel Density and Hazard Rate Estimation for Censored Dependent Data
by Cai, Zongwu
- 35-48 Improved Estimation in Measurement Error Models Through Stein Rule Procedure
by Shalabh
- 49-71 Functional ANOVA Models for Generalized Regression
by Huang, Jianhua Z.
- 72-79 Multivariate Extensions of Univariate Life Distributions
by Roy, Dilip & Mukherjee, S. P.
- 80-89 Multivariate Stable Densities as Functions of One Dimensional Projections
by Abdul-Hamid, Husein & Nolan, John P.
- 90-98 On the Poisson-Dirichlet Limit
by Gnedin, Alexander V.
- 99-127 The Asymptotic Loss of Information for Grouped Data
by Felsenstein, Klaus & Pötzelberger, Klaus
August 1998, Volume 66, Issue 2
- 133-187 Normal Linear Regression Models With Recursive Graphical Markov Structure
by Andersson, Steen A. & Perlman, Michael D.
- 188-206 Density Estimation on the Stiefel Manifold
by Chikuse, Yasuko
- 207-236 Error Process Indexed by Bandwidth Matrices in Multivariate Local Linear Smoothing
by Cristóbal, J. A. & Alcalá, J. T.
- 237-254 The Probability Content of Cones in Isotropic Random Fields
by Provost, Serge B. & Cheong, Young-Ho
- 255-269 Minimax Risk Inequalities for the Location-Parameter Classification Problem
by Allaart, Pieter C.
- 270-296 The Catline for Deep Regression
by Hubert, Mia & Rousseeuw, Peter J.
July 1998, Volume 66, Issue 1
- 1-21 Model-Building Problem of Periodically Correlatedm-Variate Moving Average Processes
by Bentarzi, Mohamed
- 22-37 On the Geometrical Convergence of Gibbs Sampler inRd
by Hwang, Chii-Ruey & Sheu, Shuenn-Jyi
- 38-45 On Covariance Estimators of Factor Loadings in Factor Analysis
by Hayashi, Kentaro & Kumar Sen, Pranab
- 46-63 Fixed-Width Simultaneous Confidence Intervals for Multinormal Means in Several Intraclass Correlation Models
by Aoshima, Makoto & Mukhopadhyay, Nitis
- 64-70 A Conditional Test for a Non-negative Mean Vector Based on a Hotelling'sT2-Type Statistic
by Wang, Yining & McDermott, Michael P.
- 71-98 On Polynomial Estimators of Frontiers and Boundaries
by Hall, Peter & Park, Byeong U. & Stern, Steven E.
- 99-117 On the Rate of Strong Consistency of the Total Time on Test Statistic
by Csörgo, Miklós & Zitikis, Ricardas
- 118-132 On the Efficiency of Affine Invariant Multivariate Rank Tests
by Möttönen, J. & Hettmansperger, T. P. & Oja, H. & Tienari, J.
May 1998, Volume 65, Issue 2
- 109-128 Pointwise Improvement of Multivariate Kernel Density Estimates
by Abdous, Belkacem & Berlinet, Alain
- 129-138 Infinite Divisibility of Random Objects in Locally Compact Positive Convex Cones
by Jonasson, Johan
- 139-165 Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators
by Li, Tong & Vuong, Quang
- 166-180 Approximation of the Power of Kurtosis Test for Multinormality
by Naito, Kanta
- 181-194 Dimensionality in Manova Tested by a Closed Testing Procedure
by Calinski, Tadeusz & Lejeune, Michel
- 195-208 Outliers in Multivariate Regression Models
by Srivastava, Muni S. & von Rosen, Dietrich
- 209-227 The Hilbert Kernel Regression Estimate
by Devroye, Luc & Györfi, Laszlo & Krzyzak, Adam
- 228-244 Testing for Spherical Symmetry of a Multivariate Distribution
by Koltchinskii, V. I. & Li, Lang
- 245-260 Asymptotics of Estimating Equations under Natural Conditions
by Yuan, Ke-Hai & Jennrich, Robert I.
- 261-276 Conditional Iterative Proportional Fitting for Gaussian Distributions
by Cramer, Erhard
April 1998, Volume 65, Issue 1
- 1-18 Semiparametric Estimation in the Multivariate Liouville Model
by Bhattacharya, P. K. & Burman, Prabir
- 19-35 Perturbation Inequalities and Confidence Sets for Functions of a Scatter Matrix
by Dümbgen, Lutz
- 36-57 Elliptical Functional Models
by Vilca-Labra, F. & Arellano-Valle, R. B. & Bolfarine, H.
- 58-70 Cyclic Subspace Regression
by Lang, Patrick M. & Brenchley, Jason M. & Nieves, Reinaldo G. & Kalivas, John H.
- 71-108 Combining Estimates of Tectonic Plate Rotations:, : An Extension of Welch's Method to Spherical Regression
by Kirkwood, Bessie H. & Chang, Ted
February 1998, Volume 64, Issue 2
- 103-117 Uniform Distributions on Spheres in Finite DimensionalL[alpha]and Their Generalizations
by Szablowski, Pawel J.
- 118-130 Asymptotic Improvement of the Usual Confidence Set in a Multivariate Normal Distribution with Unknown Variance
by Takada, Yoshikazu
- 131-147 On[alpha]-Symmetric Multivariate Characteristic Functions
by Gneiting, Tilmann
- 148-155 Constant Local Dependence
by Jones, M. C.
- 156-182 Projection Method for Moment Bounds on Order Statistics from Restricted Families, : II. Independent Case
by Gajek, Leslaw & Rychlik, Tomasz
- 183-195 Maximum Likelihood Estimation of Isotonic Normal Means with Unknown Variances
by Shi, Ning-Zhong & Jiang, Hua
- 196-205 A Unified and Broadened Class of Admissible Minimax Estimators of a Multivariate Normal Mean
by Maruyama, Yuzo
January 1998, Volume 64, Issue 1
November 1997, Volume 63, Issue 2
- 199-221 Unbiased Estimation for a Multivariate Exponential whose Components have a Common Shift
by Bordes, Laurent & Nikulin, Mikhail & Voinov, Vassily
- 222-241 Median Balls: An Extension of the Interquantile Intervals to Multivariate Distributions
by Averous, Jean & Meste, Michel
- 242-258 A New Class of Consistent Estimators for Stochastic Linear Regressive Models
by An, Hong-Zhi & Hickernell, Fred J. & Zhu, Li-Xing
- 259-276 Compact Matrix Expressions for Generalized Wald Tests of Equality of Moment Vectors,
by Satorra, Albert & Neudecker, Heinz
- 277-295 On Domains of Attraction of Multivariate Extreme Value Distributions under Absolute Continuity
by Yun, Seokhoon
- 296-312 ML Estimation of the MultivariatetDistribution and the EM Algorithm
by Liu, Chuanhai
- 313-319 On a Conjecture Concerning a Theorem of Cramér and Wold
by Walther, Guenther
October 1997, Volume 63, Issue 1
- 1-14 On Estimated Projection Pursuit-Type Crámer-von Mises Statistics,
by Zhu, Li-Xing & Fang, Kai-Tai & Bhatti, M Ishaq
- 15-34 On Inconsistency of the Jackknife-after-Bootstrap Bias Estimator for Dependent Data
by Lahiri, Soumendra Nath
- 35-46 Geodesic Estimation in Elliptical Distributions
by Berkane, Maia & Oden, Kevin & Bentler, Peter M.
- 47-72 Classification of Binary Vectors by Stochastic Complexity
by Gyllenberg, Mats & Koski, Timo & Verlaan, Martin
- 73-87 Wishart and Pseudo-Wishart Distributions and Some Applications to Shape Theory
by Díaz-García, José A. & Jáimez, Ramón Gutierrez & Mardia, Kanti V.
- 88-104 On the Effect of Inliers on the Spatial Median
by Brown, Bruce M. & Hall, Peter & Young, G. Alastair
- 105-118 Multidimensional Bhattacharyya Matrices and Exponential Families
by Pommeret, Denys
- 119-135 GeneralM-Estimation
by Bai, Z. D. & Wu, Y
- 136-179 Random Deletion Does Not Affect Asymptotic Normality or Quadratic Negligibility
by Kesten, Harry & Maller, R. A.
- 180-198 Set-Valued Stationary Processes
by Wang, Rongming & Wang, Zhenpeng
August 1997, Volume 62, Issue 2
- 169-180 Linear Discrimination with Adaptive Ridge Classification Rules
by Loh, Wei-Liem
- 181-189 Some Classes of Multivariate Life Distributions in Discrete Time
by Unnikrishnan Nair, N. & Asha, G.
- 190-203 A Study on Bandwidth Selection in Density Estimation under Dependence
by Kim, Tae Yoon & Cox, Denis D.
- 204-232 On the Estimation of a Support Curve of Indeterminate Sharpness
by Hall, Peter & Nussbaum, Michael & Stern, Steven E.
- 233-272 Functional Central Limit Theorems for Triangular Arrays of Function-Indexed Processes under Uniformly Integrable Entropy Conditions
by Ziegler, Klaus
- 273-309 Multivariate Hazard Rates under Random Censorship
by Fermanian, Jean-David
July 1997, Volume 62, Issue 1
- 1-23 A New Approach to the BHEP Tests for Multivariate Normality
by Henze, Norbert & Wagner, Thorsten
- 24-35 Convergence of Dirichlet Measures Arising in Context of Bayesian Analysis of Competing Risks Models
by Salinas-Torres, Victor H. & de Bragança Pereira, Carlos A. & Tiwari, Ram C.
- 36-63 Goodness-of-Fit Tests for a Multivariate Distribution by the Empirical Characteristic Function
by Fan, Yanqin
- 64-73 On the Multivariate Normal Hazard
by Gupta, Pushpa L. & Gupta, Ramesh C.
- 74-99 Characterization of Multivariate Stationary Gaussian Reciprocal Diffusions,
by Lévy, Bernard C.
- 100-109 A Theorem on Uniform Convergence of Stochastic Functions with Applications
by Yuan, Ke-Hai
- 110-120 On a Conjecture of Krishnamoorthy and Gupta,
by Perron, François
- 121-136 On Estimating the Dimensionality in Canonical Correlation Analysis
by Gunderson, Brenda K. & Muirhead, Robb J.
- 137-168 Some New Statistics for Testing Hypotheses in Parametric Models,
by Morales, D. & Pardo, L. & Vajda, I.
May 1997, Volume 61, Issue 2
April 1997, Volume 61, Issue 1
- 1-28 On Rankings Generated by Pairwise Linear Discriminant Analysis of m Populations
by Kamiya, Hidehiko & Takemura, Akimichi
- 29-37 Tests for Equality of Parameter Matrices in Two Multivariate Linear Models
by Nel, Daan G.
- 38-60 A Cross-Validation Bandwidth Choice for Kernel Density Estimates with Selection Biased Data
by Wu, Colin O.
- 61-66 Simultaneous Estimation in a Restricted Linear Model
by Rueda, C. & Salvador, B. & Fernández, M. A.
- 67-85 On the Asymptotics of Quantizers in Two Dimensions
by Su, Yingcai
- 86-101 Supermodular Stochastic Orders and Positive Dependence of Random Vectors
by Shaked, Moshe & Shanthikumar, J. George
- 102-128 Efficiency Comparisons in Multivariate Multiple Regression with Missing Outcomes
by Rotnitzky, Andrea & Holcroft, Christina A. & Robins, James M.
- 129-143 Wishart and Chi-Square Distributions Associated with Matrix Quadratic Forms
by Mathew, Thomas & Nordström, Kenneth
- 144-158 LAD Regression for Detecting Outliers in Response and Explanatory Variables
by Dodge, Yadolah
February 1997, Volume 60, Issue 2
- 177-187 Discriminant Analysis for Regression Models with Stationary Long-Memory Disturbances
by Zhang, Guoqiang
- 188-202 Symmetry and Unimodality in Linear Inference
by Jensen, D. R.
- 203-232 The Probability that a Random Real Gaussian Matrix haskReal Eigenvalues, Related Distributions, and the Circular Law
by Edelman, Alan
- 233-251 On Sequential Fixed-Size Confidence Regions for the Mean Vector
by Datta, S. & Mukhopadhyay, N.
- 252-276 Multivariate Gini Indices
by Koshevoy, G. A. & Mosler, K.
- 277-292 Variable Selection for the Growth Curve Model
by Satoh, Kenichi & Kobayashi, Mika & Fujikoshi, Yasunori
January 1997, Volume 60, Issue 1
- 1-19 Local Linear Estimation in Partly Linear Models
by Hamilton, Scott A. & Truong, Young K.
- 20-47 Bivariate Distribution and Hazard Functions When a Component is Randomly Truncated
by Gürler, Ülkü
- 48-60 Some Applications of Watson's Perturbation Approach to Random Matrices
by Ruymgaart, Frits H. & Yang, Song
- 61-71 Characterization ofp-Generalized Normality
by Gupta, A. K. & Song, D.
- 72-83 Optimal Transportation Plans and Convergence in Distribution
by Cuesta-Albertos, J. A. & Matrán, C. & Tuero-Diaz, A.
- 84-89 Improvement on Chi-Squared Approximation by Monotone Transformation
by Fujisawa, Hironori
- 90-98 Likelihood Ratio Criterion for Mean Structure in the Growth Curve Model with Random Effects
by Fujisawa, Hironori
- 99-110 Comparison of LR, Score, and Wald Tests in a Non-IID Setting
by Rao, C. Radhakrishna & Mukerjee, Rahul
- 111-122 Dependence and Order in Families of Archimedean Copulas
by Nelsen, Roger B.
- 123-147 On Consistency in Nonparametric Estimation under Mixing Conditions
by Irle, A.
- 148-153 A Note on Matrix Variate Normal Distribution
by Nguyen, Truc T.
- 154-175 Smooth Tests of Goodness-of-Fit for Directional and Axial Data
by Boulerice, Bernard & Ducharme, Gilles R.
November 1996, Volume 59, Issue 2
- 109-140 A Paradox Concerning Shrinkage Estimators: Should a Known Scale Parameter Be Replaced by an Estimated Value in the Shrinkage Factor?
by Fourdrinier, Dominique & Strawderman, William E.
- 141-152 Asymptotic Behavior of Sample Mean Direction for Spheres
by Hendriks, Harrie & Landsman, Zinoviy & Ruymgaart, Frits
- 153-165 Parameter Estimation with Exact Distribution for Multidimensional Ornstein-Uhlenbeck Processes
by Pap, Gyula & van Zuijlen, Martien C. A.
- 166-186 On a Constrained Optimal Rule for Classification with Unknown Prior Individual Group Membership
by Kim, Hea-Jung
- 187-205 Multivariate Locally Weighted Polynomial Fitting and Partial Derivative Estimation
by Lu, Zhan-Qian
- 206-216 A Kernel Estimator of a Conditional Quantile
by Xiang, Xiaojing
- 217-229 Effects of Smoothing on Multivariate Statistical Properties of the Normal to a Rough Curve or Surface
by Fisher, Nicholas I. & Hall, Peter & Kirk, David J.
- 230-248 Asymptotic Behavior of Heat Kernels on Spheres of Large Dimensions
by Voit, Michael
- 249-271 An Extension of a Convolution Inequality forG-Monotone Functions and an Approach to Bartholomew's Conjectures
by Iwasa, Manabu
- 272-281 Some New Results on Stochastic Comparisons of Spacings from Heterogeneous Exponential Distributions
by Kochar, Subhash & Rojo, Javier
- 282-307 Mixtures of Global and Local Edgeworth Expansions and Their Applications
by Babu, Gutti Jogesh & Bai, Z. D.
- 308-316 Some New Results on Covariances Involving Order Statistics from Dependent Random Variables
by Wang, Wenjin & Sarkar, Sanat K. & Bai, Zhidong
October 1996, Volume 59, Issue 1
- 1-12 Strassen's LIL for the Lorenz Curve
by Csörgo, Miklós & Zitikis, Ricardas
- 13-21 On the Multivariate Compound Distributions
by Wang, Y. H.
- 22-33 Bivariate Extension of Lomax and Finite Range Distributions through Characterization Approach
by Roy, Dilip & Gupta, R. P.
- 34-59 Expansion of Perturbed Random Variables Based on Generalized Wiener Functionals
by Sakamoto, Yuji & Yoshida, Nakahiro
- 60-80 Limiting Behavior of RecursiveM-Estimators in Multivariate Linear Regression Models
by Miao, B. Q. & Wu, Y.
- 81-108 Likelihood Inference in the Errors-in-Variables Model
by Murphy, S. A. & Van Der Vaart, A. W.
August 1996, Volume 58, Issue 2
- 133-150 Incorporating Extra Information in Nonparametric Smoothing
by Chen, Rong
- 151-161 Estimation of Multinomial Probabilities under a Model Constraint
by Gupta, A. K. & Ehsanes Saleh, A. K. Md.
- 162-181 Bivariate Tensor-Product B-Splines in a Partly Linear Model
by He, Xuming & Shi, Peide
- 182-188 A Note on the Asymptotic Normality of Sample Autocorrelations for a Linear Stationary Sequence
by He, Shuyuan
- 189-196 Multivariate Variational Inequalities and the Central Limit Theorem
by Papathanasiou, V.
- 197-229 On Kendall's Process
by Barbe, Philippe & Genest, Christian & Ghoudi, Kilani & Rémillard, Bruno
July 1996, Volume 58, Issue 1
- 1-20 A Geometric Approach to an Asymptotic Expansion for Large Deviation Probabilities of Gaussian Random Vectors
by Breitung, K. & Richter, W. -D.
- 21-26 A Characterization of Halfspace Depth
by Carrizosa, Emilio
- 27-54 Covariate Screening in Mixed Linear Models
by Richardson, A. M. & Welsh, A. H.
- 55-81 Bayesian Local Influence for the Growth Curve Model with Rao's Simple Covariance Structure
by Pan, Jian-Xin & Fang, Kai-Tai & Liski, Erkki P.
- 82-95 Characterization of Discrete Random Vectors by Conditional Expectations
by Marin, J. & Ruiz, J. M. & Zoroa, P.
- 96-106 The Distribution of the Covariance Matrix for a Subset of Elliptical Distributions with Extension to Two Kurtosis Parameters
by Steyn, H. S.
- 107-131 Nonparametric Estimation of the Bivariate Survival Function with Truncated Data
by van der Laan, Mark J.
May 1996, Volume 57, Issue 2
- 175-190 Order Determination for Multivariate Autoregressive Processes Using Resampling Methods
by Chen, Changhua & Davis, Richard A. & Brockwell, Peter J.
- 191-214 Estimation of the Location of the Maximum of a Regression Function Using Extreme Order Statistics
by Chen, Hung & Huang, Mong-Na Lo & Huang, Wen-Jang
- 215-227 Strong Consistency of Bayes Estimates in Stochastic Regression Models
by Hu, Inchi
- 228-239 The Limit Distribution of the Largest Interpoint Distance from a Symmetric Kotz Sample
by Henze, Norbert & Klein, Timo
- 240-265 Multivariate Distributions from Mixtures of Max-Infinitely Divisible Distributions
by Joe, Harry & Hu, Taizhong
- 266-276 A Preliminary Test in Discriminant Analysis
by Bar-Hen, Avner
- 277-296 Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes
by Paparoditis, Efstathios
April 1996, Volume 57, Issue 1
- 1-36 Asymptotic Expansions for Perturbed Systems on Wiener Space: Maximum Likelihood Estimators
by Yoshida, Nakahiro
- 37-51 The Number of Points of an Empirical or Poisson Process Covered by Unions of Sets
by Auer, P. & Hornik, K.
- 52-68 Second-Order Pitman Admissibility and Pitman Closeness: The Multiparameter Case and Stein-Rule Estimators
by Ghosh, Jayanta K. & Mukerjee, Rahul & Sen, Pranab K.
- 69-83 Stochastic Orders for Spacings of Heterogeneous Exponential Random Variables
by Kochar, Subhash C & Korwar, Ramesh
- 84-100 ConditionalU-Statistics for Dependent Random Variables
by Harel, Michel & Puri, Madan L.
- 101-118 Asymptotic Normality for a Vector Stochastic Difference Equation with Applications in Stochastic Approximation
by Zhu, Yunmin
- 119-141 Resampling Permutations in Regression without Second Moments
by Lepage, Raoul & Podgórski, Krzysztof
- 142-155 On the Studentisation of Random Vectors
by Vu, H. T. V. & Maller, R. A. & Klass, M. J.
- 156-174 Projection Method for Moment Bounds on Order Statistics from Restricted Families: I. Dependent Case
by Gajek, Leslaw & Rychlik, Tomasz
February 1996, Volume 56, Issue 2
- 165-184 On the Accuracy of Binned Kernel Density Estimators
by Hall, Peter & Wand, M. P.
- 185-206 Penalized Likelihood-type Estimators for Generalized Nonparametric Regression
by Cox, Dennis D. & O'Sullivan, Finbarr
- 207-231 Identification of Refined ARMA Echelon Form Models for Multivariate Time Series
by Nsiri, Saïd & Roy, Roch
- 232-244 A Bayesian Decision Theory Approach to Classification Problems
by Johnson, Richard A. & Mouhab, Abderrahmane
- 245-258 Double Shrinkage Estimators in the GMANOVA Model
by Kariya, Takeaki & Konno, Yoshihiko & Strawderman, William E.
- 259-283 Nonparametric Approach for Non-Gaussian Vector Stationary Processes
by Taniguchi, Masanobu & Puri, Madan L. & Kondo, Masao
- 284-302 Extreme Value Asymptotics for Multivariate Renewal Processes
by Steinebach, Josef & Eastwood, Vera R.
- 303-332 Some Asymptotic Formulae for Gaussian Distributions
by Yurinsky, V. V.
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