Contact information of Elsevier
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Content
October 1995, Volume 55, Issue 1
- 1-13 Bounds for the Breakdown Point of the Simplicial Median
by Chen, Z. Q.
- 14-28 Hadamard Differentiability on D[0,1]p
by Ren, J. J. & Sen, P. K.
- 29-38 A Bahadur-Kiefer Theorem beyond the Largest Observation
by Einmahl, J. H. J.
- 39-60 On Estimating a Linear Combination of Strata Means with Random Sample Sizes
by He, K.
- 61-81 Density Estimation under Qualitative Assumptions in Higher Dimensions
by Polonik, W.
- 82-104 Asymptotic Properties of Maximum Likelihood Estimates in a Class of Space-Time Regression Models
by Niu, X. F.
- 105-124 Factor Analysis and Principal Components
by Schneeweiss, H. & Mathes, H.
- 125-132 An Extension of a Theorem on Gambling Systems
by Liu, W. & Wang, Z. Z.
August 1995, Volume 54, Issue 2
- 163-174 Likelihood Based Inference for Cause Specific Hazard Rates under Order Restrictions
by Dykstra, R. & Kochar, S. & Robertson, T.
- 175-192 On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices
by Silverstein, J. W. & Bai, Z. D.
- 193-209 Bahadur Representation of the Kernel Quantile Estimator under Random Censorship
by Xiang, X. J.
- 210-226 Some Simple U-Statistic Tests for Uniformity on Certain Homogeneous Spaces
by Chan, O. & Naiman, D. Q.
- 227-238 Asymptotic Normality of L1-Estimators in Nonlinear Regression
by Wang, J. D.
- 239-252 Strassen's Law of the Iterated Logarithm for the Lorenz Curves
by Rao, C. R.
- 253-283 Nonparametric Regression with Censored Covariates
by Dabrowska, D. M.
- 284-294 On the Uniform Approximation of Laplace's Prior by t-Priors in Location Problems
by Mukhopadhyay, S. & Ghosh, M.
- 295-309 Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices
by Silverstein, J. W. & Choi, S. I.
- 310-328 Robust Hierarchical Bayes Estimation of Small Area Characteristics in the Presence of Covariates and Outliers
by Datta, G. S. & Lahiri, P.
- 329-354 Divergence-Based Estimation and Testing of Statistical Models of Classification
by Menendez, M. & Morales, D. & Pardo, L. & Vajda, I.
July 1995, Volume 54, Issue 1
- 1-17 Multivariate Liouville Distributions, IV
by Gupta, R. D. & Richards, D. S. P.
- 18-31 Large Sample Asymptotic Theory of Tests for Uniformity on the Grassmann Manifold
by Chikuse, Y. & Watson, G. S.
- 32-76 How to Measure the Error of an M-Estimate and Report It Conservatively
by Kanter, M.
- 77-90 Asymptotic Distribution of Smoothers Based on Local Means and Local Medians under Dependence
by Boente, G. & Fraiman, R.
- 91-112 Testing Multivariate Symmetry
by Heathcote, C. R. & Rachev, S. T. & Cheng, B.
- 113-125 Nonnegative Minimum Biased Quadratic Estimation in the Linear Regression Models
by Gnot, S. & Trenkler, G. & Zmyslony, R.
- 126-146 Score Tests for Fixed Effects and Overdispersion Components in Nonlinear Models for Repeated Measures
by Das, K. & Sutradhar, B. C.
- 147-162 Improvement of Some Multidimensional Estimates by Reduction of Dimensionality
by Ferre, L.
May 1995, Volume 53, Issue 2
- 181-193 Conditional Distributions and Characterizations of Multivariate Stable Distribution
by Nguyen, T. T.
- 194-209 Shrinkage Positive Rule Estimators for Spherically Symmetrical Distributions
by Cellier, D. & Fourdrinier, D. & Strawderman, W. E.
- 210-236 Estimation of Variance Components in Mixed Linear Models
by Kubokawa, T.
- 237-246 The Power of F Tests Under Regression Models with Nested Error Structure
by Rao, J. N. K. & Wang, S. G.
- 247-263 Large Quantile Estimation in a Multivariate Setting
by Dehaan, L. & Huang, X.
- 264-278 On Linear Discriminant Analysis with Adaptive Ridge Classification Rules
by Loh, W. L.
- 279-292 Convergence of Weighted Sums and Laws of Large Numbers in D([0,1]; E)
by Schiopukratina, I. & Daffer, P.
- 293-310 Parametric Schur Convexity and Arrangement Monotonicity Properties of Partial Sums
by Shaked, M. & Shanthikumar, J. G. & Tong, Y. L.
- 311-331 Loss Estimation for Spherically Symmetrical Distributions
by Fourdrinier, D. & Wells, M. T.
- 332-342 Generalization of the Mahalanobis Distance in the Mixed Case
by Barhen, A. & Daudin, J. J.
April 1995, Volume 53, Issue 1
- 1-17 Unbiasedness of the Likelihood Ratio Test for Lattice Conditional Independence Models
by Andersson, S. A. & Perlman, M. D.
- 18-38 Testing Lattice Conditional Independence Models
by Andersson, S. A. & Perlman, M. D.
- 39-51 Principal Points and Self-Consistent Points of Symmetrical Multivariate Distributions
by Tarpey, T.
- 52-66 Improving on the Positive Part of the UMVUE of a Noncentrality Parameter of a Noncentral Chi-Square Distribution
by Shao, P. Y. S. & Strawderman, W. E.
- 67-93 Asymptotic Behaviors of Some Measures of Accuracy in Nonparametric Curve Estimation with Dependent Observations
by Kim, T. Y. & Cox, D. D.
- 94-109 Single Linkage Clustering and Continuum Percolation
by Penrose, M. D.
- 110-125 Multivariate Exponential and Geometric Distributions with Limited Memory
by Marshall, A. W. & Olkin, I.
- 126-138 Expansion of the Scale Mixture of the Multivariate Normal Distribution with Error Bound Evaluated in the L1-Norm
by Shimizu, R.
- 139-158 Missing Data Imputation Using the Multivariate t Distribution
by Liu, C.
- 159-179 The Law of the Iterated Logarithm for the Multivariate Nearest Neighbor Density Estimators
by Ralescu, S. S.
February 1995, Volume 52, Issue 2
- 181-198 On the Strong Law of Large Numbers and the Law of the Logarithm for Weighted Sums of Independent Random Variables with Multidimensional Indices
by Li, D. L. & Rao, M. B. & Wang, X. C.
- 199-244 Generalized Poisson Distributions as Limits of Sums for Arrays of Dependent Random Vectors
by Kobus, M.
- 245-258 Likelihood Ratio Tests for Principal Components
by Dumbgen, L.
- 259-279 Asymptotic Normality of a Class of Adaptive Statistics with Applications to Synthetic Data Methods for Censored Regression
by Lai, T. L. & Ying, Z. L. & Zheng, Z. K.
- 280-294 Moments of Generalized Wishart Distributions
by Wong, C. S. & Liu, D. S.
- 295-307 On Rohlf's Method for the Detection of Outliers in Multivariate Data
by Caroni, C. & Prescott, P.
- 308-324 Estimation of a Normal Covariance Matrix with Incomplete Data under Stein's Loss
by Konno, Y.
- 325-337 The Effects of Nonnormality of Tests for Dimensionality in Canonical Correlation and MANOVA Models
by Seo, T. & Kanda, T. & Fujikoshi, Y.
- 338-351 Shrinkage Estimators under Spherical Symmetry for the General Linear Model
by Cellier, D. & Fourdrinier, D.
January 1995, Volume 52, Issue 1
- 1-14 A Continuous Metric Scaling Solution for a Random Variable
by Cuadras, C. M. & Fortiana, J.
- 15-44 Limit Behavior of Quadratic Forms of Moving Averages and Statistical Solutions of the Burgers' Equation
by Hu, Y. M. & Woyczynski, W. A.
- 45-72 The Repeated Median Intercept Estimator: Influence Function and Asymptotic Normality
by Hossjer, O. & Rousseeuw, P. J. & Ruts, I.
- 73-82 Minimax Estimators of the Mean Vector in Normal Mixed Linear Models
by Bilodeau, M.
- 83-106 Some Continuous Edgeworth Expansions for Markov Chains with Applications to Bootstrap
by Datta, S. & Mccormick, W. P.
- 107-130 Strong Approximation Theorems for Independent Random Variables and Their Applications
by Shao, Q. M.
- 131-139 Bivariate Extension of the Method of Polynomials for Bonferroni-Type Inequalities
by Galambos, J. & Xu, Y.
- 140-157 Estimation of the Variance of Partial Sums for [rho]-Mixing Random Variables
by Peligrad, M. & Shao, Q. M.
- 158-180 Central Limit Theorem, Weak Law of Large Numbers for Martingales in Banach Spaces, and Weak Invariance Principle - A Quantitative Study
by Anastassiou, G. A.
November 1994, Volume 51, Issue 2
- 211-239 Limiting Behavior of M-Estimators of Regression Coefficients in High Dimensional Linear Models I. Scale Dependent Case
by Bai, Z. D. & Wu, Y.
- 240-251 Limiting Behavior of M-Estimators of Regression-Coefficients in High Dimensional Linear Models II. Scale-Invariant Case
by Bai, Z. D. & Wu, Y.
- 252-264 Uniform Convergence of Probability Measures: Topological Criteria
by Lucchetti, R. & Salinetti, G. & Wets, R. J. B.
- 265-276 Combining Independent Tests in Multivariate Linear Models
by Zhou, L. P. & Mathew, T.
- 277-293 Comparing Empirical Likelihood and Bootstrap Hypothesis Tests
by Chen, S. X.
- 294-317 On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models
by Poskitt, D. S. & Salau, M. O.
- 318-337 Regression Quantiles and Related Processes Under Long Range Dependent Errors
by Koul, H. L. & Mukherjee, K.
- 338-351 An Extension of the Csörgo-Horváth Functional Limit Theorem and Its Applications to Changepoint Problems
by Ferger, D.
- 352-371 Asymptotically Optimal Balloon Density Estimates
by Hall, P. & Huber, C. & Owen, A. & Coventry, A.
- 372-391 On the Applications of Divergence Type Measures in Testing Statistical Hypotheses
by Salicru, M. & Morales, D. & Menendez, M. L. & Pardo, L.
- 392-413 Random Quadratic Forms and the Bootstrap for U-Statistics
by Dehling, H. & Mikosch, T.
- 414-431 Mixed Limit Theorems for Pattern Analysis
by Grenander, U. & Sethuraman, J.
- 432-444 Domains of Semi-Stable Attraction of Nonnormal Semi-Stable Laws
by Scheffler, H. P.
October 1994, Volume 51, Issue 1
- 1-16 Principal Component Analysis for a Stationary Random Function Defined on a Locally Compact Abelian Group
by Boudou, A. & Dauxois, J.
- 17-45 Strong Approximation of the Quantile Processes and Its Applications under Strong Mixing Properties
by Fotopoulos, S. B. & Ahn, S. K.
- 46-53 Some Properties of the Homogeneous Multivariate Pareto (IV) Distribution
by Yeh, H. C.
- 54-70 Likelihood Ratio and Cumulative Sum Tests for a Change-Point in Linear Regression
by Kim, H. J.
- 71-82 Lp-Convergence of Conditional U-Statistics
by Stute, W.
- 83-101 Improved Nonnegative Estimation of Variance Components in Balanced Multivariate Mixed Models
by Mathew, T. & Niyogi, A. & Sinha, B. K.
- 102-120 Algorithms in Convex Analysis to Fit lp-Distance Matrices
by Mathar, R. & Meyer, R.
- 121-138 On the Validity of Edgeworth and Saddlepoint Approximations
by Booth, J. G. & Hall, P. & Wood, A. T. A.
- 139-147 Consistency Property of Elliptic Probability Density Functions
by Kano, Y.
- 148-177 Asymptotics of Generalized S-Estimators
by Hossjer, O. & Croux, C. & Rousseeuw, P. J.
- 178-200 New Perspectives on Linear Calibration
by Kubokawa, T. & Robert, C. P.
- 201-209 A Test to Determine Closeness of Multivariate Satterthwaite's Approximation
by Khuri, A. I. & Mathew, T. & Nel, D. G.
August 1994, Volume 50, Issue 2
July 1994, Volume 50, Issue 1
- 1-16 Exact Behavior of Gaussian Measures of Translated Balls in Hilbert Spaces
by Linde, W. & Rosinski, J.
- 17-29 The Kaplan-Meier Estimate for Dependent Failure Time Observations
by Ying, Z. & Wei, L. J.
- 30-40 Series Estimation of Semilinear Models
by Donald, S. G. & Newey, W. K.
- 41-54 Two-Sample Test Statistics for Measuring Discrepancies Between Two Multivariate Probability Density Functions Using Kernel-Based Density Estimates
by Anderson, N. H. & Hall, P. & Titterington, D. M.
- 55-67 On the Dependence of Structure of Multivariate Processes and Corresponding Hitting Times
by Ebrahimi, N.
- 68-92 Optimal Linear Filtering and Smoothing for a Discrete Time Stable Linear Model
by Rutkowski, M.
- 93-114 Consistency of M-Estimates in General Regression Models
by Liese, F. & Vajda, I.
- 115-131 Optimal Stopping-Related Inequalities for Iid Random Variables when the Future Is Discounted
by Boshuizen, F. A.
- 132-151 On Some Integer-Valued Autoregressive Moving Average Models
by Aly, E. E. A. A. & Bouzar, N.
- 152-173 Asymptotic Normality of Random Fields of Positively or Negatively Associated Processes
by Roussas, G. G.
May 1994, Volume 49, Issue 2
- 179-201 Linear Regression with Censoring
by Srinivasan, C. & Zhou, M.
- 202-217 Optimality Properties of Empirical Estimators for Multivariate Point Processes
by Greenwood, P. E. & Wefelmeyer, W.
- 218-241 Exponential Mixture Models with Long-Term Survivors and Covariates
by Ghitany, M. E. & Maller, R. A. & Zhou, S.
- 242-254 A Simple Wavelet Approach to Nonparametric Regression from Recursive Partitioning Schemes
by Engel, J.
- 255-265 On Bootstrapping M-Estimated Residual Processes in Multiple Linear-Regression Models
by Koul, H. L. & Lahiri, S. N.
- 266-277 Unitary Actions of Lévy Flows of Diffeomorphisms
by Applebaum, D.
- 278-286 Law of the Logarithm for Density and Hazard Rate Estimation for Censored Data
by Xiang, X. J.
- 287-298 Convergence of Adaptive Direction Sampling
by Roberts, G. O. & Gilks, W. R.
April 1994, Volume 49, Issue 1
- 1-23 Moments for Left Elliptically Contoured Random Matrices
by Wong, C. S. & Liu, D.
- 24-40 Empirical Likelihood Confidence Intervals for Linear Regression Coefficients
by Chen, S. X.
- 41-54 Asymptotics for Multivariate t-Statistic and Hotelling's T2-Statistic Under Infinite Second Moments via Bootstrapping
by Sepanski, S. J.
- 55-75 Principal Components Selection by the Criterion of the Minimum Mean Difference of Complexity
by Qian, G. Q. & Gabor, G. & Gupta, R. P.
- 76-86 The Law of Large Numbers for Product Partial Sum Processes Indexed by Sets
by Kwon, J. S.
- 87-96 A Simple Approximation to the Bivariate Normal Distribution with Large Correlation Coefficient
by Albers, W. & Kallenberg, W. C. M.
- 97-109 Bootstrapping Multivariate U-Quantiles and Related Statistics
by Helmers, R. & Huskova, M.
- 110-131 Asymptotic Properties of the Estimators for Multivariate Components of Variance
by Remadi, S. & Amemiya, Y.
- 132-149 A Locally Correlated Process and Its Applications in Bayesian Estimation
by Liu, G.
- 150-163 Uniform Strong Consistent Estimation of an Ifra Distribution Function
by Rojo, J. & Samaniego, F. J.
- 164-178 Characteristic Functions of a Class of Elliptic Distributions
by Kotz, S. & Ostrovskii, I.
February 1994, Volume 48, Issue 2
- 169-187 Higher Order Asymptotic Theory for Discriminant Analysis in Exponential Families of Distributions
by Taniguchi, M.
- 188-202 Halfplane Trimming for Bivariate Distributions
by Masse, J. C. & Theodorescu, R.
- 203-227 Invariant Measures for Transient Reflected Brownian Motion in a Wedge: Existence and Uniqueness
by Deblassie, R. D.
- 228-248 Statistical Analysis of Curved Probability Densities
by Taniguchi, M. & Watanabe, Y.
- 249-274 The Asymptotic Distribution of Sample Autocorrelations for a Class of Linear Filters
by Cavazoscadena, R.
- 275-296 On the Likelihood Ratio for Two-Parameter Discrete Space Stochastic Processes
by Luesink, R.
- 297-314 Weak Convergence of Weighted Empirical U-Statistics Processes for Dependent Random Variables
by Harel, M. & Ocinneide, C. A. & Puri, M. L.
- 315-346 Holomorphic Processes in Banach Spaces and Banach Algebras
by Ransford, T. J.
January 1994, Volume 48, Issue 1
- 1-30 On statistical information of extreme order statistics, local extreme value alternatives, and poisson point processes
by Janssen, A. & Marohn, F.
- 31-42 Distributions and expectations of order statistics for possibly dependent random variables
by Rychlik, Tomasz
- 43-69 Limit theorems for change in linear regression
by Gombay, Edit & Horváth, Lajos
- 70-86 Does asymptotic linearity of the regression extend to stable domains of attraction?
by Cioczek-Georges, Renata & Taqqu, Murad S.
- 87-106 Bayes compound and empirical Bayes estimation of the mean of a Gaussian distribution on a Hilbert space
by Majumdar, Suman
- 107-114 An identity for the noncentral wishart distribution with application
by Leung, Pui Lam
- 115-156 On the number of points of a homogeneous poisson process
by Auer, Peter & Hornik, Kurt
- 157-167 Schur properties of convolutions of exponential and geometric random variables
by Boland, Philip J. & El-Neweihi, Emad & Proschan, Frank
November 1993, Volume 47, Issue 2
- 173-195 Optimal Choice of Sample Fraction in Extreme-Value Estimation
by Dekkers, A. L. M. & Dehaan, L.
- 196-209 Sequential Estimation of the Mean Vector of a Multivariate Linear Process
by Fakhrezakeri, I. & Lee, S. Y.
- 210-229 Strong Representations of the Survival Function Estimator for Truncated and Censored Data with Applications
by Gijbels, I. & Wang, J. L.
- 230-249 Asymptotic Behavior of the Perturbed Empirical Distribution-Functions Evaluated at a Random Point for Absolutely Regular Sequences
by Sun, S.
- 250-268 Exponential Bounds for the Uniform Deviation of a Kind of Empirical Processes, II
by Zhang, J. & Zhu, L. X. & Cheng, P.
- 269-282 Majorants and Minorants for Elliptic Measures on k
by Jensen, D. R.
- 283-300 Asymptotics of Eigenvalues and Unit-Length Eigenvectors of Sample Variance and Correlation Matrices
by Kollo, T. & Neudecker, H.
- 301-328 Nonparametric Resampling for Homogeneous Strong Mixing Random Fields
by Politis, D. N. & Romano, J. P.
- 329-338 Simultaneous Estimation of Independent Normal Mean Vectors with Unknown Covariance Matrices
by Krishnamoorthy, K. & Sarkar, S. K.
October 1993, Volume 47, Issue 1
- 1-21 Multiparameter Bandwidth Processes and Adaptive Surface Smoothing
by Muller, H. G. & Prewitt, K. A.
- 22-34 U-Estimators of Regression Coefficients
by Gregory, G. G.
- 35-47 Estimating a Multidimensional Extreme-Value Distribution
by Einmahl, J. H. J. & Dehaan, L. & Huang, X.
- 48-58 Asymptotic Confidence Spheres in Certain Banach Spaces via Covariance Operators
by Dippon, J.
- 59-81 Asymptotically Optimal Estimators of General Regression Functionals
by Falk, M.
- 82-102 A Weak Invariance Principle for Weighted U-Statistics with Varying Kernels
by Mikosch, T.
- 103-122 Correcting the Negativity of High-Order Kernel Density Estimators
by Hall, P. & Murison, R. D.
- 123-138 Proxy and Instrumental Variable Methods in a Regression Model with One of the Regressors Missing
by Bhattacharya, R. N. & Bhattacharyya, D. K.
- 139-151 The Law of the Iterated Logarithm for U-Processes
by Arcones, M. A.
- 152-162 A Mixed Limit Theorem for Stable Random Fields
by Kurien, T. V. & Sethuraman, J.
- 163-171 Asymptotic Properties of Serial Covariances for Nonlinear Stationary Processes
by Chanda, K. C.
August 1993, Volume 46, Issue 2
- 175-197 Likelihood Ratio Tests for Covariance Structure in Random Effects Models
by Kuriki, S.
- 198-206 Bartlett's Decomposition of the Posterior Distribution of the Covariance for Normal Monotone Ignorable Missing Data
by Liu, C. H.
- 207-213 On Multivariate Extremal Processes
by Gnedin, A. V.
- 214-236 Asymptotic Analysis of a Multiple Frequency Estimation Method
by Li, T. H. & Kedem, B.
- 237-253 Identity Reproducing Multivariate Nonparametric Regression
by Muller, H. G. & Song, K. S.
- 254-261 Estimation of a Mean Vector in a Two-Sample Problem
by Perron, F.
- 262-282 Parametric Families of Multivariate Distributions with Given Margins
by Joe, H.
- 283-308 Kernel Estimators for Cell Probabilities
by Grund, B.
- 309-334 A Comparative Study of Goodness-of-Fit Tests for Multivariate Normality
by Romeu, J. L. & Ozturk, A.
- 335-361 Optimal Coupling of Multivariate Distributions and Stochastic Processes
by Cuestaalbertos, J. A. & Ruschendorf, L. & Tuerodiaz, A.
- 362-373 Reliability Measures in the Discrete Bivariate Set-Up and Related Characterization Results for a Bivariate Geometric Distribution
by Roy, D.
July 1993, Volume 46, Issue 1
- 1-12 Score Test for the Covariance Matrix of the Elliptic t-Distribution
by Sutradhar, B. C.
- 13-31 Approximation of Multidimensional Stable Densities
by Byczkowski, T. & Nolan, J. P. & Rajput, B.
- 32-55 Functional Characterizations of Some Positively Dependent Bivariate Random Vectors
by Chang, C. S.
- 56-60 Multivariate Maximum Entropy Spectrum
by Choi, B. S.
- 61-82 Zero-One Laws for Multilinear Forms in Gaussian and Other Infinitely Divisible Random Variables
by Rosinski, J. & Samorodnitsky, G. & Taqqu, M. S.
- 83-96 Asymptotic Properties of Conjugate Bayes Discrete Discrimination
by Fang, B. Q. & Dawid, A. P.
- 97-111 A Method of Functional Estimation for Stationary Processes
by Vaninsky, K. L.
- 112-119 Use of Moments in Distribution Theory: A Multivariate Case
by Volodin, N. A. & Kotz, S. & Johnson, N. L.
- 120-130 Generalized Bayes Stein-Type Estimators for Regression Parameters under Linear Constraints
by Hoffmann, K.
- 131-138 ML Characterization of the Multivariate Normal Distribution
by Stadje, W.
- 139-153 Unbiased Tests for Normal Order Restricted Hypotheses
by Cohen, A. & Kemperman, J. H. B. & Sackrowitz, H. B.
- 154-174 Asymptotic Expansion of the Misclassification Probabilities of D- and A-Criteria for Discrimination from Two High Dimensional Populations Using the Theory of Large Dimensional Random Matrices
by Saranadasa, H.
May 1993, Volume 45, Issue 2
- 161-170 Independent Variables with Independent Sum and Difference: S1-Case
by Baryshnikov, Y. & Eisenberg, B. & Stadje, W.
- 171-182 Weighted Approximation of the Renewal Spacing Processes
by Barbe, P.
- 183-216 Best Constants in Kahane-Khintchine Inequalities in Orlicz Spaces
by Peskir, G.
- 217-233 The Asymptotic Distribution of REML Estimators
by Cressie, N. & Lahiri, S. N.
- 234-238 Orthogonally Invariant Sequences as Gaussian Scale Mixtures: An Alternate Proof
by Vitale, R. A.
- 239-246 On Noncentral Generalized Laplacianness of Quadratic Forms in Normal Variables
by Mathai, A. M.
- 247-256 Bootstrapping the Studentized Sample Mean of Lattice Variables
by Lahiri, S. N.
- 257-273 Multivariate Recursive M-Estimators of Location and Scatter for Dependent Sequences
by Englund, J. E.
- 274-290 Estimation of the Impulse-Response Coefficients of a Linear Process with Infinite Variance
by Bhansali, R. J.
- 291-304 Bounds on the Size of the Likelihood Ratio Test of Independence in a Contingency Table
by Loh, W. Y. & Yu, X. J.
- 305-323 UI Score Tests for Some Restricted Alternatives in Exponential Families
by Tsai, M. T. M.
April 1993, Volume 45, Issue 1
Printed from https://ideas.repec.org/s/eee/jmvana18.html
