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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
July 1993, Volume 46, Issue 1
- 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
- 1-8 A Pointwise Almost Sure Bahadur-Kiefer-Type Representation for the Product Limit Estimator
by Pierrelotiviaud, D.
- 9-24 Comparison between the Locally Most Mean Power Unbiased and Rao's Tests in the Multiparameter Case
by Mukerjee, R. & Gupta, A. S.
- 25-33 On Probabilities of Linear Sets
by Bryc, W. & Smolenski, W.
- 34-55 A Necessary Test of Goodness of Fit for Sphericity
by Fang, K. T. & Zhu, L. X. & Bentler, P. M.
- 56-72 Improved Multivariate Prediction under a General Linear Model
by Gotway, C. A. & Cressie, N.
- 73-88 Stable Limits for Empirical Processes on Vapnik-Cervonenkis Classes of Functions
by Romo, J.
- 89-103 Consistent Estimation Under Random Censorship When Covariables Are Present
by Stute, W.
- 104-136 Robust M-Estimators on Spheres
by Ko, D. J. & Chang, T.
- 137-160 Bootstrapping the Mean Integrated Squared Error
by Cao, R.
February 1993, Volume 44, Issue 2
- 179-190 Integration by Parts for Poisson Processes
by Elliott, R. J. & Tsoi, A. H.
- 191-219 Quadratic Negligibility and the Asymptotic Normality of Operator Normed Sums
by Maller, R. A.
- 220-226 All Admissible Linear Estimates of the Mean Matrix
by Xie, M. Y.
- 227-255 Non-central Limit Theorems for Non-linear Functionals of k Gaussian Fields
by Denaranjo, M. V. S.
- 256-265 Some Characteristic Properties of the Fisher Information Matrix via Cacoullos-Type Inequalities
by Papathanasiou, V.
- 266-278 On the Convergence of U-Statistics with Stable Limit Distribution
by Heinrich, L. & Wolf, W.
- 279-285 Admissibility under the Frequentist's Validity Constraint in Estimating the Loss of the Least-Squares Estimator
by Hsieh, F. S. & Hwang, J. T. G.
- 286-313 Kernel Approximations for Universal Kriging Predictors
by Zhang, B. & Stein, M.
- 314-320 A Functional Central Limit Theorem for Positively Dependent Random Variables
by Birkel, T.
- 321-344 On the Performance of Kernel Estimators for High-Dimensional, Sparse Binary Data
by Grund, B. & Hall, P.
- 345-359 On the First-Order Edgeworth Expansion for a Markov Chain
by Datta, S. & Mccormick, W. P.
January 1993, Volume 44, Issue 1
- 1-22 On the Problem of More Than One Kurtosis Parameter in Multivariate Analysis
by Steyn, H. S.
- 23-46 Nearest Neighbor Estimators for Random Fields
by Tran, L. T. & Yakowitz, S.
- 47-68 Asymptotic Normality for Deconvolution Estimators of Multivariate Densities of Stationary Processes
by Masry, E.
- 69-81 On the Greatest Class of Conjugate Priors and Sensitivity of Multivariate Normal Posterior Distributions
by Bischoff, W.
- 82-101 High Dimensional Asymptotic Expansions for the Matrix Langevin Distributions on the Stiefel Manifold
by Chikuse, Y.
- 102-114 On a Characterization of Uniform Distributions
by Dasgupta, S. & Goswami, A. & Rao, B. V.
- 115-145 Rate of Convergence of the Empirical Radon Transform
by Gilliam, D. S. & Hall, P. & Ruymgaart, F. H.
- 146-159 Multivariate Versions of Cochran's Theorems II
by Wong, C. S. & Wang, T. H.
- 160-178 Comparison of Two Factor Subspaces
by Dauxois, J. & Romain, Y. & Viguier, S.
November 1992, Volume 43, Issue 2
- 173-184 Lower variance bounds and a new proof of the central limit theorem
by Cacoullos, T. & Papathanasiou, V.
- 185-199 Regularity and convergence of stochastic convolutions in duals of nuclear Fréchet spaces
by Pérez-Abreu, Victor & Tudor, Constantin
- 200-217 Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions
by Deheuvels, Paul & Einmahl, John H. J.
- 218-236 Optimizing in the class of Fuller modified limited information maximum likelihood estimators
by Kadiyala, K. R. & Oberhelman, Dennis
- 237-271 Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
by Fan, Jianqing & Masry, Elias
- 272-299 An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes
by Lii, Keh-Shin & Rosenblatt, Murray
- 300-330 A class of U-statistics and asymptotic normality of the number of k-clusters
by Bhattacharya, Rabi N. & Ghosh, Jayanta K.
- 331-350 On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations
by Nagao, Hisao & Srivastava, M. S.
- 351-374 Interpolation with uncertain spatial covariances: A Bayesian alternative to Kriging
by Le, Nhu D. & Zidek, James V.
October 1992, Volume 43, Issue 1
- 1-15 Estimation of mean square error of empirical best linear unbiased predictors under a random error variance linear model
by Kleffe, J. & Rao, J. N. K.
- 16-28 Minimax estimators of a covariance matrix
by Perron, F.
- 29-57 Multivariate Liouville distributions, III
by Gupta, Rameshwar D. & Richards, Donald St. P.
- 58-109 Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter
by Kouritzin, M. A. & Heunis, A. J.
- 110-124 Mixing coefficient, generalized maximal correlation coefficients, and weakly positive measures
by Dominguez, Marisela
- 125-132 Edgeworth expansions for M-estimators of a regression parameter
by Lahiri, S. N.
- 133-146 Existence and consistency of maximum likelihood in upgraded mixture models
by van der Vaart, A. W. & Wellner, Jon A.
- 147-170 Prediction and fundamental moving averages for discrete multidimensional harmonizable processes
by Mehlman, Marc H.
August 1992, Volume 42, Issue 2
- 171-201 Quantum stochastic calculus and quantum nonlinear filtering
by Belavkin, Viacheslav P.
- 202-209 Most powerful invariant permutation tests
by Runger, George C. & Eaton, M. L.
- 210-225 Tests for the mean direction of the Langevin distribution with large concentration parameter
by Fujikoshi, Yasunori & Watamori, Yoko
- 226-244 Edgeworth expansions for errors-in-variables models
by Babu, Gutti Jogesh & Bai, Z. D.
- 245-266 Asymptotic bounds for the expected L1 error of a multivariate kernel density estimator
by Holmström, Lasse & Klemelä, Jussi
- 267-283 Rational spectral densities and strong mixing
by Cheng, R.
- 284-298 Constrained Kantorovich inequalities and relative efficiency of least squares
by Wang, Song-Gui & Shao, Jun
- 299-301 Large deviations for U-statistics
by Arcones, Miguel A.
- 302-317 A sequence of improvements over the James-Stein estimator
by Guo, Ying (Ingrid) Yueh & Pal, Nabendu
July 1992, Volume 42, Issue 1
- 1-22 Robustification of estimators by Winsorizing on ellipsoids
by Olbricht, W.
- 23-34 Characterisations of classes of multivalued processes using Riesz approximations
by Bagchi, Sitadri N.
- 35-50 Stein estimation for non-normal spherically symmetric location families in three dimensions
by Ralescu, Stefan & Brandwein, Ann Cohen & Strawderman, William E.
- 51-66 Probability distributions with given multivariate marginals and given dependence structure
by Cuadras, C. M.
- 67-76 On conditional distributions of nearest neighbors
by Kaufmann, E. & Reiss, R. -D.
- 77-101 Nonnegative estimation of variance components in unbalanced mixed models with two variance components
by Mathew, Thomas & Sinha, Bimal Kumar & Sutradhar, Brajendra C.
- 102-109 On the power superiority of likelihood ratio tests for restricted alternatives
by Tsai, Mingtan
- 110-129 Hölder classes of vector-valued functions and convergence of the best predictor
by Cheng, R.
- 130-140 D-Optimal designs for a multivariate regression model
by Krafft, Olaf & Schaefer, Martin
- 141-161 Bias-robust estimators of multivariate scatter based on projections
by Maronna, Ricardo A. & Stahel, Werner A. & Yohai, Victor J.
- 162-170 On the calculation of derived variables in the analysis of multivariate responses
by Cox, D. R. & Wermuth, Nanny
May 1992, Volume 41, Issue 2
- 163-177 Robust nonparametric regression in time series
by Truong, Young K.
- 178-193 On linear functions of certain noncentral versions of independent gamma variables
by Mathai, A. M.
- 194-211 Fourier transforms of measures from the classes [beta]' -2
by Jurek, Zbigniew J. & Schreiber, Bertram M.
- 212-219 Spherical uniformity and some characterizations of the Cauchy distribution
by Salama, Ibrahim A. & Sen, Pranab Kumar
- 220-242 Estimation for diffusion processes from discrete observation
by Yoshida, Nakahiro
- 243-272 Multiple regression on stable vectors
by Cambanis, Stamatis & Wu, Wei
- 273-296 Weak limit theorems for univariate k-mean clustering under a nonregular condition
by Serinko, Regis J. & Babu, Gutti Jogesh
- 297-313 Theorems of large deviations in the multivariate invariance principle
by Bentkus, Vidmantas
- 314-337 Approximating the matrix Fisher and Bingham distributions: Applications to spherical regression and procrustes analysis
by Bingham, Christopher & Chang, Ted & Richards, Donald
- 338-358 Rényi-type empirical processes
by Csörgo, Miklós & Horváth, Lajos
April 1992, Volume 41, Issue 1
- 1-13 Estimation of the eigenvalues of [Sigma]1[Sigma]2-1
by Bilodeau, M. & Srivastava, M. S.
- 14-26 Covariances of symmetric statistics
by Vitale, Richard A.
- 27-42 Conjugate Bayes discrimination with infinitely many variables
by Dawid, A. P. & Fang, B. Q.
- 43-55 Priors for ordered conditional variance and vector partial correlation
by Eaves, David & Chang, Ted
- 56-79 Model fitting for continuous-time stationary processes from discrete-time data
by Lii, Keh-Shin & Masry, Elias
- 80-88 Characterization of matrix variate normal distributions
by Gupta, A. K. & Varga, T.
- 89-101 Quadratic deviation of penalized mean squares regression estimates
by Doukhan, Paul & Gassiat, Elisabeth
- 102-116 The demographic variation process of multitype branching random fields
by Gorostiza, Luis G. & Lopez-Mimbela, J. Alfredo
- 117-131 Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss
by Sheena, Yo & Takemura, Akimichi
- 132-153 On the bootstrap and the trimmed mean
by Hall, Peter & Padmanabhan, A. R.
- 154-162 Generalized Bayes estimators of a normal discriminant function
by Rukhin, Andrew L.
February 1992, Volume 40, Issue 2
- 173-204 A log log law for unstable ARMA models with applications to time series analysis
by Zhang, Hu-Ming
- 205-212 Two LDF characterizations of the normal as a spherical distribution
by Cacoullos, Theophilos
- 213-220 L1-optimal estimates for a regression type function in Rd
by Yatracos, Yannis G.
- 221-243 Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances
by Anderson, T. W. & Kunitomo, Naoto
- 244-261 Quadratic discriminant functions with constraints on the covariance matrices: Some asymptotic results
by Flury, Bernhard W. & Schmid, Martin J.
- 262-291 Fixed design regression for time series: Asymptotic normality
by Roussas, George G. & Tran, Lanh T. & Ioannides, D. A.
- 292-310 Radiance variation relative to the solar-inclination over a gaussian model of relief
by Weber, Michel
- 311-327 An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator
by Davies, Laurie
- 328-334 On Hoeffding-Fréchet bounds and cyclic monotone relations
by Smith, Cyril & Knott, Martin
- 335-347 Comportement asymptotique de la seconde valeur propre des processus de Kolmogorov
by Jacquot, S.
January 1992, Volume 40, Issue 1
- 1-12 UMP invariant tests for a generalized linear model
by Ukita, Yoshimasa & Noda, Kazuo & Miyaoka, Etsuo
- 13-45 Linear rank statistics in regression analysis with censored or truncated data
by Lai, Tze Leung & Ying, Zhiliang
- 46-55 Best equivariant estimation in curved covariance models
by Perron, F. & Giri, N.
- 56-83 Fluctuation limits of multitype branching random fields
by López-Mimbela, J. Alfredo
- 84-93 A partial ordering of rank densities
by Proschan, Michael & Leysieffer, Frederick
- 94-108 The noncentral Bartlett decompositions and shape densities
by Goodall, Colin & Mardia, Kanti V.
- 109-114 On a shrinkage estimator of a normal common mean vector
by Krishnamoorthy, K.
- 115-131 Trace measures of a positive definite bimeasure
by Dehay, Dominique & Moché, Raymond
- 132-157 Location-adaptive density estimation and nearest-neighbor distance
by Burman, P. & Nolan, D.
- 158-171 Robust linear regression via bounded influence M-estimators
by Cheng, Chi-Lun
November 1991, Volume 39, Issue 2
- 217-235 Estimating a survival function with incomplete cause-of-death data
by Lo, Shaw-Hwa
- 236-245 Recursive approximate maximum likelihood estimation for a class of counting process models
by Spreij, Peter
- 246-269 Global nonparametric estimation of conditional quantile functions and their derivatives
by Chaudhuri, Probal
- 270-283 Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold
by Chikuse, Yasuko
- 284-304 Parameter estimation in linear filtering
by Kallianpur, G. & Selukar, R. S.
- 305-314 Improved estimates of location in the presence of an unknown scale
by Brandwein, Ann Cohen & Strawderman, William E.
- 315-323 Ergodicity of asymptotically mean stationary channels
by Kakihara, Yûichirô
- 324-347 Quadratic errors for nonparametric estimates under dependence
by Vieu, Philippe
- 348-371 The excess-mass ellipsoid
by Nolan, D.
October 1991, Volume 39, Issue 1
- 1-29 Time series analysis via rank order theory: Signed-rank tests for ARMA models
by Hallin, Marc & Puri, Madan L.
- 30-43 On hadamard differentiability of extended statistical functional
by Ren, Jian-Jian & Sen, Pranab Kumar
- 44-59 A class of limit theorems for singular diffusions
by Basak, Gopal K.
- 60-78 Bernstein operators and finite exchangeability
by Pötzelberger, Klaus
- 79-86 Gaussian conditional structure of the second order and the Kagan classification of multivariate distributions
by Weso?owski, Jacek
- 87-105 Normal approximation in regression
by Hall, Peter & Welsh, A. H.
- 106-116 Some parametric models on the simplex
by Barndorff-Nielsen, O. E. & Jørgensen, B.
- 117-134 LBI tests for multivariate normality in exponential power distributions
by Kuwana, Yoichi & Kariya, Takeaki
- 135-153 On a multivariate gamma
by Mathai, A. M. & Moschopoulos, P. G.
- 154-174 Multivariate versions of Cochran's theorems
by Wong, Chi Song & Masaro, Joe & Wang, Tonghui
- 175-201 On multivalued martingales whose values may be unbounded: martingale selectors and mosco convergence
by Hess, Christian
- 202-208 Entropy inequalities for some multivariate distributions
by Peddada, Shyamal Das & Richards, Donald St. P.
- 209-215 Functional equations for multivariate exponential distributions
by Marshall, Albert W. & Olkin, Ingram
August 1991, Volume 38, Issue 2
- 167-186 Testing for and against a stochastic ordering between multivariate multinomial populations
by Lucas, Larry A. & Wright, F. T.
- 187-203 An empirical process central limit theorem for dependent non-identically distributed random variables
by Andrews, Donald W. K.
- 204-212 Covariance bounds for multivariate unimodal distributions and a characterization of uniformity
by Mattner, L.
- 213-232 Expansions for the multivariate chi-square distribution
by Royen, T.
- 233-240 Decision theoretic analysis of spherical regression
by Kim, Peter T.
- 241-244 On the conditional probability density functions of multivariate uniform random vectors and multivariate normal random vectors
by Choi, ByoungSeon
- 245-261 A Cramér-Rao type lower bound for estimators with values in a manifold
by Hendriks, Harrie
- 262-274 Improved estimators for the GMANOVA problem with application to Monte Carlo simulation
by Tan, Ming
- 275-293 Pseudoisotropic random walks on free groups and semigroups
by Voit, Michael
- 294-305 A local breakdown property of robust tests in linear regression
by He, Xuming
- 306-318 Empirical Bayes minimax estimators of matrix normal means
by Ghosh, Malay & Shieh, Gwowen
- 319-332 Convergence of weighted sums of random functions in D[0, 1]
by Daffer, Peter Z.
- 333-365 Rate of convergence in CLT on stratified groups
by Pap, Gyula
- 366-384 Asymptotic variance estimation in multivariate distributions
by Rukhin, Andrew L.
- 385-393 Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case
by Ghosh, J. K. & Mukerjee, Rahul
July 1991, Volume 38, Issue 1
- 1-14 The conditional expectation as estimator of normally distributed random variables with values in infinitely dimensional Banach spaces
by Krug, P.
- 15-35 Quantum stochastic processes with independent additive increments
by Schürmann, Michael
- 36-50 Rates of convergence in multivariate extreme value theory
by Omey, E. & Rachev, S. T.
- 51-69 Limit distributions for measures of multivariate skewness and kurtosis based on projections
by Baringhaus, L. & Henze, N.
- 70-81 On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles
by Hall, Peter & Martin, Michael A.
- 82-99 On rates of convergence of stochastic relaxation for Gaussian and non-Gaussian distributions
by Amit, Yali
- 100-113 Asymptotic behavior of regression quantiles in non-stationary, dependent cases
by Portnoy, Stephen
- 114-140 Marcinkiewicz-type strong laws for partially exchangeable arrays
by Rieders, Eric
- 141-148 An elementary proof for an extended version of the Choquet-Deny theorem
by Rao, C. Radhakrishna & Shanbhag, D. N.
- 149-166 Curve estimation for mn-decomposable time series including bilinear processes
by Chanda, K. C. & Ruymgaart, F. H.
May 1991, Volume 37, Issue 2
- 135-150 On the calculation of cumulants of estimators arising from a linear time series regression model
by Zhang, Hong-Ching & Shaman, Paul
- 151-179 A smooth conditional quantile estimator and related applications of conditional empirical processes
by Mehra, K. L. & Sudhakara Rao, M. & Upadrasta, S. P.
- 180-196 Nonparametric regression estimation in models with weak error's structure
by Fraiman, Ricardo & Iribarren, Gonzalo Pérez
- 197-222 Comparing sweep strategies for stochastic relaxation
by Amit, Y. & Grenander, U.
- 223-238 Third-order asymptomic properties of a class of test statistics under a local alternative
by Taniguchi, Masanobu
- 239-258 Capacity of dimension-limited channels
by Baker, C. R.
- 259-268 A weak law for normed weighted sums of random elements in rademacher type p banach spaces
by Adler, André & Rosalsky, Andrew & Taylor, Robert L.
- 269-278 A generalization of the Chung-Mogul'skii law of the iterated logarithm
by Shi, Z.
April 1991, Volume 37, Issue 1
- 1-23 White noise approach to multiparameter stochastic integration
by Redfern, Mylan
- 24-45 Correlation theory of almost periodically correlated processes
by Hurd, Harry L.
- 46-65 The prediction theory of stationary random fields. III. Fourfold Wold decompositions
by Chiang, Tse-Pei
- 66-75 A nonparametric test of fit of a parametric model
by Kozek, Andrzej S.
- 76-84 Prophet region for independent random variables with a discount factor
by Boshuizen, Frans
- 85-103 Optimal parameter choice for error minimization in bivariate histograms
by Huesemann, J. A. & Terrell, G. R.
- 104-114 Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions
by Rinott, Yosef & Samuel-Cahn, Ester
- 115-134 Sample path properties of stochastic processes represented as multiple stable integrals
by Rosinski, Jan & Samorodnitsky, Gennady & Taqqu, Murad S.
February 1991, Volume 36, Issue 2
- 145-162 High dimensional limit theorems and matrix decompositions on the Stiefel manifold
by Chikuse, Yasuko
- 163-174 Estimating covariance matrices II
by Loh, Wei-Liem
- 175-198 Maximum likelihood estimation for noncausal autoregressive processes
by Breid, F. Jay & Davis, Richard A. & Lh, Keh-Shin & Rosenblatt, Murray
- 199-203 Association and infinite divisibility for the Wishart distribution and its diagonal marginals
by Evans, Steven N.
- 204-221 Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes
by Harel, Michel & Puri, Madan L.
- 222-242 Regularization of trajectories for multiparameter additive processes in groups
by Zapala, August M.
- 243-262 Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-gaussian random fields
by Dembo, Amir & Zeitouni, Ofer
- 263-279 Regression function estimation from dependent observations
by Burman, Prabir
- 280-296 Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
by Ying, Zhiliang
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