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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
October 1988, Volume 27, Issue 1
- 116-130 Strong consistency of M-estimates in linear models
by Chen, X. R. & Wu, Y. H.
- 131-150 Minimal complete classes of invariant tests for equality of normal covariance matrices and sphericity
by Cohen, Arthur & Marden, John I.
- 151-168 Invariance principles for changepoint problems
by Csörgo, Miklós & Horváth, Lajos
- 169-180 On the area of the circles covered by a random walk
by Erdös, P. & Révész, P.
- 181-193 Normed likelihood as saddlepoint approximation
by Fraser, D. A. S.
- 194-205 Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions
by Fujikoshi, Y.
- 206-227 Empirical and hierarchical bayes competitors of preliminary test estimators in two sample problems
by Ghosh, Malay & Sinha, Bimal K.
- 228-254 On confidence bands in nonparametric density estimation and regression
by Hall, Peter & Titterington, D. M.
- 255-260 A note on generalized Gaussian random fields
by Hida, Takeyuki
- 261-269 Smoothness properties of the conditional expectation in finitely additive white noise filtering
by Hucke, H. P. & Kallianpur, G. & Karandikar, R. L.
- 270-283 Equivariant estimation of a mean vector [mu] of N([mu], [Sigma]) with [mu]'[Sigma]-1[mu] = 1 or [Sigma]-1/2[mu] = c or [Sigma] = [sigma]2[mu]'[mu]l
by Kariya, Takeaki & Giri, N. C. & Perron, F.
- 284-299 A generalized Cauchy-Binet formula and applications to total positivity and majorization
by Karlin, Samuel & Rinott, Yosef
- 300-318 Isotonic M-estimation of location: union-intersection principle and preliminary test versions
by Karmous, Azza R. & Sen, Pranab K.
August 1988, Volume 26, Issue 2
- 111-132 Association of probability measures on partially ordered spaces
by Lindqvist, Bo Henry
- 133-165 Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators
by Masry, Elias
- 166-168 A note on the largest eigenvalue of a large dimensional sample covariance matrix
by Bai, Z. D. & Silverstein, Jack W. & Yin, Y. Q.
- 169-183 Invariance principles for renewal processes when only moments of low order exist
by Steinebach, Josef
- 184-206 Asymptotics of conditional empirical processes
by Horváth, Lajos & Yandell, Brian S.
- 207-218 A note on the exponentiality of total hazards before failure
by Arjas, Elja & Haara, Pentti
July 1988, Volume 26, Issue 1
May 1988, Volume 25, Issue 2
- 153-163 Uniform and nonuniform estimates in the CLT for Banach valued dependent random variables
by Basu, A. K.
- 164-173 On the identifiability of multivariate survival distribution functions
by Ebrahimi, Nader
- 174-200 The demographic variation process of branching random fields
by Gorostiza, Luis G.
- 201-222 On the second order local comparison between perturbed maximum likelihood estimators and Rao's statistic as test statistics
by Chandra, Tapas K. & Samanta, Tapas
- 223-240 A test of independence for the coordinates of bivariate censored data
by Gombay, Edit
- 241-271 On the representation of finite multiple Markov chains by weighted circuits
by Kalpazidou, Sofia
- 272-285 Joint stable attraction of two sums of products
by Cline, Daren B. H.
- 286-298 Multivariate arrangement increasing functions with applications in probability and statistics
by Boland, Philip J. & Proschan, Frank
- 299-310 Kernel density and hazard function estimation in the presence of censoring
by Diehl, Sabine & Stute, Winfried
- 311-322 Strong convergence of weighted sums of random elements through the equivalence of sequences of distributions
by Cuesta, Juan A. & Matrán, Carlos
April 1988, Volume 25, Issue 1
- 1-9 On multivariate mean remaining life functions
by Arnold, Barry C. & Zahedi, Hassan
- 10-24 Series representations and Karhunen processes
by Kakihara, Yûichirô
- 25-30 A characterization of Dirichlet distributions
by Rao, B. V. & Sinha, Bikas K.
- 31-44 Multivariate calibration: A generalization of the classical estimator
by Lieftinck-Koeijers, C. A. J.
- 45-64 Multivariate functional least squares
by Heathcote, C. R. & Welsh, A. H.
- 65-89 Poisson approximations of multinomial distributions and point processes
by Deheuvels, Paul & Pfeifer, Dietmar
- 90-99 Consistency of a nonparametric estimate of a density function for dependent variables
by Boente, Graciela & Fraiman, Ricardo
- 100-110 Consistent nonparametric multiple regression: The fixed design case
by Georgiev, Alexander A.
- 111-118 Random walks on Z2n
by Erdös, Paul & Chen, Robert W.
- 119-138 Concentration inequalities for Gauss-Markov estimators
by Eaton, Morris L.
- 139-145 Limit theorems for randomly weighted sums of random elements in normed linear spaces
by Cabrera, M. Ordóñez
- 146-151 On the study of some functions of multivariate ARMA processes
by Peiris, M. Shelton
February 1988, Volume 24, Issue 2
- 177-188 Comparison theorems for Brownian motions on Riemannian manifolds and their applications
by Ichihara, Kanji
- 189-206 A general principle for limit theorems in finitely additive probability: The dependent case
by Karandikar, Rajeeva L.
- 207-217 Restricted risk Bayes estimation for the mean of the multivariate normal distribution
by Chen, Shun-Yu
- 218-236 White noise approach to stochastic integration
by Kuo, Hui-Hsiung & Russek, Andrzej
- 237-251 A characterization of translation-invariant experiments admitting adaptive estimates
by Pflug, Georg Ch. & Grossmann, Wilfried
- 252-264 Weak convergence to the matrix stochastic integral [integral operator]01 B dB'
by Phillips, P. C. B.
- 265-284 Multi-dimensional multivariate Gaussian Markov random fields with application to image processing
by Mardia, K. V.
- 285-308 Approximating the integral of a multifunction
by Artstein, Zvi & Wets, Roger J-B
- 309-329 Solution of Deny convolution equation restricted to a half line via a random walk approach
by Alzaid, Abdulhamid A. & Lau, Ka-Sing & Rao, C. Radhakrishna & Shanbhag, D. N.
- 330-340 Inequalities for probability contents of convex sets via geometric average
by Shaked, Moshe & Tong, Y. L.
January 1988, Volume 24, Issue 1
- 1-10 Moments of distributions attracted to operator-stable laws
by Hudson, William N. & Veeh, Jerry Alan & Weiner, Daniel Charles
- 11-30 On the structure of admissible linear estimators
by Klonecki, W. & Zontek, S.
- 31-45 Likelihood process in parametric model of censored data with staggered entry--Asymptotic properties and applications
by Chang, I-Shou & Hsiung, Chao A.
- 46-52 Proof of a necessary and sufficient condition for admissibility in discrete multivariate problems
by Brown, L. D. & Farrell, R. H.
- 53-55 A type 2 inequality for functions of bounded variation
by Zaman, Asad
- 56-65 A note on Edgeworth expansions for the von Mises functionals
by Takahashi, Hajime
- 66-87 Robustness study for a linear growth model
by Khatri, C. G.
- 88-108 Optimal clustering on the real line
by Butler, Ronald W.
- 109-122 Some families of mutivariate symmetric distributions related to exponential distribution
by Fang, Kai-Tai & Fang, Bi-Qi
- 123-128 An application of a multivariate central limit theorem to sampling without replacement
by White, Donald B.
- 129-142 An identity for multidimensional continuous exponential families and its applications
by Chou, Jine-Phone
- 143-154 All-pass matrices, the positive real lemma, and unit canonical correlations between future and past
by Green, Michael
- 155-176 The almost sure behavior of maximal and minimal multivariate kn-spacings
by Deheuvels, Paul & Einmahl, John H. J. & Mason, David M. & Ruymgaart, Frits H.
December 1987, Volume 23, Issue 2
- 169-183 Adaptive nonparametric estimation of a multivariate regression function
by Mack, Y.P. & Mu¨ller, Hans-Georg
- 183-208 Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case
by Bhattacharya, P.K.
- 209-219 Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions
by SenGupta, Ashis
- 220-232 Maximum likelihood estimation for birth and multidimensional Brownian process
by Dharmadhikari, Shailaja
- 233-256 Multivariate Liouville distributions
by Gupta, Rameshwar D. & Richards, Donald St.P.
- 257-275 Stochastic rearrangement inequalities
by Chan, Wai & D'Abadie, Catherine & Proschan, Frank
- 276-286 Bivariate CDF iterations and asymptotic independence
by Dorea, C.C.Y. & Sastrosoewignjo, S.
- 290-302 Asymptotic results in robust quasi-bayesian estimation
by Ritov, Ya'acov
- 303-311 Asymptotic optimality of multivariate linear hypothesis tests
by Baringhaus, Ludwig
- 312-329 On dominations between measures of dependence
by Bradley, Richard C. & Bryc, Wlodzimierz & Janson, Svante
October 1987, Volume 23, Issue 1
- 1-12 On characterization of linear admissible estimators: An extension of a result due to C. R. Rao
by Zontek, Stefan
- 13-36 Asymptotics of special functions and the central limit theorem on the space [Weierstrass p]n of positive n - n matrices
by Terras, Audrey
- 37-46 The intersection local time of fractional Brownian motion in the plane
by Rosen, Jay
- 47-66 Multivariate reciprocal stationary Gaussian processes
by Carmichael, J.P. & Masse´, J.C. & Theodorescu, R.
- 67-76 Necessary and sufficient consistency conditions for a recursive kernel regression estimate
by Greblicki, Wlodzimierz & Pawlak, Miroslaw
- 77-92 Strong consistency of least squares estimates in linear regression models driven by semimartingales
by Le Breton, A. & Musiela, M.
- 93-118 A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables
by Rao, M. Bhaskara & Krishnaiah, P.R. & Subramanyam, K.
- 119-130 Detecting change in a random sequence
by Cso¨rgo, Miklo´s & Horva´th, Lajos
- 131-158 On the use of compactly supported density estimates in problems of discrimination
by Hall, Peter
- 159-168 Convergence of stochastic empirical measures
by Beran, R.J. & Le Cam, L. & Millar, P.W.
August 1987, Volume 22, Issue 2
- 177-188 Test for a specified signal when the noise covariance matrix is unknown
by Khatri, C. G. & Rao, C. Radhakrishna
- 189-211 Some new approaches to multivariate probability distributions
by Shanbhag, D. N. & Kotz, S.
- 212-229 Approximations for multivariate U-statistics
by Götze, F.
- 230-244 Asymptotically optimal selection of a piecewise polynomial estimator of a regression function
by Chen, Keh-Wei
- 245-250 Dimensions of spaces of homogeneous zero regression polynomials
by Kushner, H. B.
- 251-257 On a class of asymptotically stationary harmonizable processes
by Dehay, Dominique
- 258-277 Central limit theorem for quadratic forms for sparse tables
by Burman, Prabir
- 278-295 Strictly operator-stable distributions
by Sato, Ken-iti
- 296-312 Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
by Stahel, Werner A.
- 313-339 The central limit theorem for weighted empirical processes indexed by sets
by Alexander, Kenneth S.
June 1987, Volume 22, Issue 1
- 1-12 On the performance of the linear discriminant function for spherical distributions
by Koutras, Markos
- 13-23 A class of infinitely divisible multivariate negative binomial distributions
by Griffiths, R. C. & Milne, R. K.
- 24-50 A central limit theorem applicable to robust regression estimators
by Portnoy, Stephen
- 51-64 The asymptotic distributions of some estimators for a factor analysis model
by Amemiya, Yasuo & Fuller, Wayne A. & Pantula, Sastry G.
- 65-73 Nuclear subspace of L0 and the Kernel of a linear measure
by Okazaki, Yoshiaki & Takahashi, Yasuji
- 74-78 An elementary proof of the Knight-Meyer characterization of the Cauchy distribution
by Dunau, Jean-Louis & Senateur, Henri
- 79-93 Strong consistency and rates for recursive probability density estimators of stationary processes
by Masry, Elias & Györfi, László
- 94-105 Comparison between the locally most powerful unbiased and Rao's tests
by Mukerjee, Rahul & Chandra, Tapas K.
- 106-125 Stationary fields with positive angle
by Makagon, A. & Salehi, H.
- 126-136 Minimaxity of Pitman estimators
by Milbrodt, Hartmut
- 137-143 Estimation under -invariant quasi-convex loss
by Mosler, K. C.
- 144-155 A central limit theorem for non-instantaneous filters of a stationary Gaussian process
by Ho, Hwai-Chung & Sun, Tze-Chien
- 156-176 Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series
by Taniguchi, M. & Krishnaiah, P. R.
April 1987, Volume 21, Issue 2
- 189-206 Cross-validation and the smoothing of orthogonal series density estimators
by Hall, Peter
- 207-237 On tests for selection of variables and independence under multivariate regression models
by Kariya, T. & Fujikoshi, Y. & Krishnaiah, P. R.
- 238-249 An everywhere convergent series representation of the distribution of Hotelling's generalized T02
by Phillips, P. C. B.
- 250-262 Approximation of intermediate quantile processes
by Csörgo, Miklós & Horváth, Lajos
- 263-273 The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes
by Einmahl, J. H. J. & Ruymgaart, F. H.
- 274-295 Second-order linearity of the general signed-rank statistic
by Kersting, G.
- 296-311 A simple alternative derivation of a useful theorem in linear "errors-in-variables" regression models together with some clarifications
by Willassen, Yngve
- 312-323 Sufficiency and completeness in the linear model
by Mueller, Jochen
- 324-336 On sample path properties of semistable processes
by Rajput, Balram S. & Rama-Murthy, Kavi
February 1987, Volume 21, Issue 1
- 1-28 Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes
by Taniguchi, Masanobu
- 29-52 Convergence results for maximum likelihood type estimators in multivariable ARMA models
by Pötscher, B. M.
- 53-66 A differential equations approach to the modal location for a family of bivariate gamma distributions
by Brewer, D. W. & Tubbs, J. D. & Smith, O. E.
- 67-78 Asymptotic theory for robust principal components
by Boente, Graciela
- 79-104 Employing vague prior information in the construction of confidence sets
by Casella, George & Hwang, Jiunn Tzon
- 105-127 Multiple stochastic integrals with dependent integrators
by Fox, Robert & Taqqu, Murad S.
- 128-138 Compact group actions, spherical bessel functions, and invariant random variables
by Gross, Kenneth I. & Richards, Donald St. P.
- 139-157 Spectral representation of semistable processes, and semistable laws on Banach spaces
by Rajput, Balram S. & Rama-Murthy, Kavi
- 158-167 Extremality and the global Markov property. I. The Euclidean fields on a lattice
by Zegarlinski, Boguslaw
- 168-178 Exponential bounds of mean error for the nearest neighbor estimates of regression functions
by Zhao, L. C.
- 179-188 Almost sure L1-norm convergence for data-based histogram density estimates
by Chen, X. R. & Zhao, L. C.
December 1986, Volume 20, Issue 2
- 175-189 Rates of convergence for classes of functions: The non-i.i.d. case
by Yukich, J. E.
- 190-204 Multidimensional large deviation local limit theorems
by Chaganty, Narasinga R. & Sethuraman, J.
- 205-219 On the angle between past and future for multivariate stationary stochastic processes
by Miamee, A. G.
- 220-243 Robust estimation in the linear model with asymmetric error distributions
by Collins, J. R. & Sheahan, J. N. & Zheng, Z.
- 244-250 The distribution of a generalized least squares estimator with covariance adjustment
by Kenward, M. G.
- 251-264 Transformations preserving normality and Wishart-ness
by Nabeya, Seiji & Kariya, Takeaki
- 265-271 On the limiting Pitman efficiency of some rank tests of independence
by Ledwina, Teresa
- 272-276 A characterization of spherical distributions
by Eaton, Morris L.
- 277-302 On stochastic integral representation of stable processes with sample paths in Banach spaces
by Rosinski, Jan
- 303-320 Uniform bound in the central limit theorem for Banach space valued dependent random variables
by Rhee, WanSoo & Talagrand, Michel
- 321-326 A random CLT for dependent random variables
by Sugiman, Ikuo
- 327-329 Non-linear prediction of the degree n of a Gaussian N-ple Markov process
by Ivkovic, Z. A.
October 1986, Volume 20, Issue 1
- 1-25 On detection of the number of signals in presence of white noise
by Zhao, L. C. & Krishnaiah, P. R. & Bai, Z. D.
- 26-49 On detection of the number of signals when the noise covariance matrix is arbitrary
by Zhao, L. C. & Krishnaiah, P. R. & Bai, Z. D.
- 50-68 Limiting spectral distribution for a class of random matrices
by Yin, Y. Q.
- 69-90 Multivariate splines: A probabilistic perspective
by Karlin, S. & Micchelli, C. A. & Rinott, Y.
- 91-113 Random approximations to some measures of accuracy in nonparametric curve estimation
by Marron, James Stephen & Härdle, Wolfgang
- 114-128 Strong approximations of the Q-Q process
by Aly, Emad-Eldin A. A.
- 129-142 Limits of translation invariant experiments
by Janssen, Arnold
- 143-154 Hitting a boundary point by diffusions in the closed half space
by Ramasubramanian, S.
- 155-160 Characterization of Hilbert spaces by the strong law of large numbers
by Kawabe, Jun
- 161-174 Estimation of parameters for Hilbert space-valued partially observable stochastic processes
by Loges, Wilfried
August 1986, Volume 19, Issue 2
- 201-224 On powerful distributional tests based on sample spacings
by Hall, Peter
- 225-239 Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem
by Hall, Peter & Wightwick, J. C. H.
- 240-250 On the errors-in-variables problem for time series
by Robinson, P. M.
- 251-264 Bandwidth choice for differentiation
by Rice, John A.
- 265-272 On certain random simplices in n
by Anderson, W. J.
- 273-279 Central limit theorem for perturbed empirical distribution functions evaluated at a random point
by Puri, Madan L. & Ralescu, Stefan S.
- 280-298 Positive definite symmetric functions on finite dimensional spaces. I. Applications of the Radon transform
by Richards, Donald St. P.
- 299-310 Invariance principles under weak dependence
by Peligrad, Magda
- 311-328 Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions
by Hitsuda, Masuyuki & Mitoma, Itaru
- 329-341 Supplements to operator-stable and operator-semistable laws on Euclidean spaces
by Siebert, Eberhard
- 342-347 Domains of attraction of nonnormal operator-stable laws
by Meerschaert, Mark M.
- 348-365 Local times of continuous N-parameter strong martingales
by Imkeller, Peter
June 1986, Volume 19, Issue 1
- 1-13 Convergence properties of an empirical error criterion for multivariate density estimation
by Marron, James Stephen
- 14-23 Selecting a minimax estimator doing well at a point
by Zheng, Z.
- 24-47 Spectral factorization of wide sense stationary processes on 2
by Korezlioglu, Hayri & Loubaton, Philippe
- 48-66 Approximating hierarchical normal priors using a vague component
by Haitovsky, Yoel & Zidek, James V.
- 67-87 Bimeasures and measures induced by planar Stochastic integrators
by Merzbach, Ely & Zakai, Moshe
- 88-112 Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality
by Kertz, Robert P.
- 113-118 Two Lil-type results for the Brownian bridge
by Sen, Pradip Kumar
- 119-131 Recent contributions to the embedding problem for probability measures on a locally compact group
by Heyer, H.
- 132-141 Generalized least squares estimation of the functional multivariate linear errors-in-variables model
by Dahm, P. Fred & Fuller, Wayne A.
- 142-155 Optimal stratification and clustering on the line using the 1-norm
by Butler, Ronald W.
- 156-161 The greatest invariance-group of multivariate models
by Banken, Ludger
- 162-182 Gaussian measures on Orlicz spaces and abstract Wiener spaces
by Lawniczak, Anna T.
- 183-188 A remark on semiparametric models
by Pfanzagl, J.
- 189-200 On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic
by Bai, Z. D. & Yin, Y. Q. & Krishnaiah, P. R.
April 1986, Volume 18, Issue 2
- 169-177 Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented
by Wijsman, Robert A.
- 178-186 The problem of identification of parameters by the distribution of the maximum random variable
by Mukherjea, A. & Nakassis, A. & Miyashita, J.
- 187-215 Second order asymptotics in nonlinear regression
by Schmidt, Wolfgang H. & Zwanzig, S.
- 216-224 Computation of the maximum likelihood estimate of a noncentrality parameter
by Spruill, M. C.
- 225-241 Parametric estimation for simple branching diffusion processes, II
by Kulperger, Reg
- 242-273 Prophet regions and sharp inequalities for pth absolute moments of martingales
by Cox, David C. & Kertz, Robert P.
- 274-286 Random creation and dispersion of mass
by Wulfsohn, Aubrey
- 287-299 Applications of integration by parts formula for infinite-dimensional semimartingales
by Ustunel, A. S.
February 1986, Volume 18, Issue 1
- 1-31 Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes
by Taniguchi, Masanobu
- 32-45 Limit theorems for the multivariate binomial distribution
by Hudson, William N. & Tucker, Howard G. & Veeh, Jerry A.
- 46-51 The multivariate Laplace-De Moivre Theorem
by Veeh, Jerry Alan
- 52-69 Some sojourn time problems for 2-dimensional Gaussian processes
by Maejima, Makoto
- 70-82 On estimation of matrix of normal mean
by Zheng, Z.
- 83-92 Learn-merge invariance of priors: A characterization of the Dirichlet distributions and processes
by Böge, W. & Möcks, J.
- 93-106 Cramér-von Mises statistics based on the sample quantile function and estimated parameters
by LaRiccia, Vincent & Mason, David M.
- 107-116 Computation of variance components by the MINQUE method
by Kleffe, J. & Seifert, B.
- 117-126 Invariant prediction regions with smallest expected measure
by Hooper, Peter M.
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