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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 1986, Volume 18, Issue 1
December 1985, Volume 17, Issue 3
October 1985, Volume 17, Issue 2
- 107-126 Second-order risk comparison of SLSE with GLSE and MLE in a regression with serial correlation
by Toyooka, Yasuyuki
- 127-147 Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions
by Bock, M. E.
- 148-167 A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics
by Denker, Manfred & Puri, Madan L. & Rösler, Uwe
- 168-184 M-Methods in multivariate linear models
by Singer, Julio Motta & Sen, Pranab Kumar
- 185-206 On the theory of Banach space valued multifunctions. 1. Integration and conditional expectation
by Papageorgiou, Nikolaos S.
- 207-227 On the theory of Banach space valued multifunctions. 2. Set valued martingales and set valued measures
by Papageorgiou, Nikolaos S.
- 228-241 Multi-stage nonparametric estimation of density function using orthonormal systems
by Liang, Wen-Qi & Krishnaiah, P. R.
August 1985, Volume 17, Issue 1
- 1-26 On probabilities of large deviations in some classes of k-dimensional Borel sets
by Rozovsky, L. V.
- 27-37 Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria
by Fujikoshi, Yasunori
- 38-55 Regularity and decomposition of two-parameter supermartingales
by Mazziotto, G. & Merzbach, E.
- 56-75 Applications of autoreproducing kernel grammian moduli to (U, H)-valued stationary random functions
by Truong-Van, B.
- 76-83 The asymptotic distribution of a goodness of fit statistic for factorial invariance
by Chen, K. H. & Robinson, J.
- 84-98 On the expansion of C[varrho]*(V + I) as a sum of zonal polynomials
by Kushner, H. B.
- 99-106 On the Radon-Nikodym theorem for measures with values in vector lattices
by Mussmann, Dieter
June 1985, Volume 16, Issue 3
- 277-289 On the increments of the local time of a Wiener sheet
by Révész, P.
- 290-299 Testing for independence by the empirical characteristic function
by Csörgo, Sándor
- 300-317 The empirical distribution function and strong laws for functions of order statistics of uniform spacings
by Beirlant, Jan & van Zuijlen, M. C. A.
- 318-334 On a decision rule using dichotomies for identifying the nonnegligible parameter in certain linear models
by Srivastava, J. N. & Mallenby, D. W.
- 335-367 Multilinear forms and measures of dependence between random variables
by Bradley, Richard C. & Bryc, Wlodzimierz
- 368-392 Inference for thinned point processes, with application to Cox processes
by Karr, Alan F.
- 393-411 Prediction of multivariate time series by autoregressive model fitting
by Lewis, Richard & Reinsel, Gregory C.
- 412-431 Asymptotic normality of spectral estimates
by Dahlhaus, Rainer
- 432-439 Interval estimates for posterior probabilities in a multivariate normal classification model
by Ambergen, A. W. & Schaafsma, W.
- 440-450 On Neyman's conjecture: A characterization of the multinomials
by Sinha, Bikas Kumar & Gerig, Thomas M.
April 1985, Volume 16, Issue 2
- 173-184 Tests for dimensionality and interactions of mean vectors under general and reducible covariance structures
by Rao, C. Radhakrishna
- 185-210 Strong approximations of the quantile process of the product-limit estimator
by Aly, Emad-Eldin A. A. & Csörgo, Miklós & Horváth, Lajos
- 211-236 Three limit theorems for vacancy in multivariate coverage problems
by Hall, Peter
- 237-240 Multivariate extreme value distributions for stationary Gaussian sequences
by Amram, Fred
- 241-252 On a characterization of the normal distribution by means of identically distributed linear forms
by Riedel, M.
- 253-259 The nonnegative MINQUE estimate
by Massam, Helene & Muller, Jochen
- 260-264 Elimination of randomization in statistical decision theory reconsidered
by Balder, E. J.
- 265-275 A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction
by Pourahmadi, Mohsen
February 1985, Volume 16, Issue 1
- 1-20 Asymptotic expansions in functional limit theorems
by Götze, F.
- 21-53 A comparison of kriging with nonparametric regression methods
by Yakowitz, S. J. & Szidarovszky, F.
- 54-70 The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
by Swensen, Anders Rygh
- 71-84 Linear sufficiency and some applications in multilinear estimation
by Drygas, Hilmar
- 85-117 Convergence of nonhomogeneous stochastic chains with countable states
by Mukherjea, A. & Nakassis, A.
- 118-139 Filtrations for the two parameter jump process
by Al-Hussaini, Ata & Elliott, Robert J.
- 140-156 A note on harmonizable and V-bounded processes
by Kakihara, Yûichirô
- 157-161 The distribution of matrix quotients
by Phillips, P. C. B.
- 162-172 Nonparametric iterative estimation of multivariate binary density
by Liang, Wen-Qi & Krishnaiah, P. R.
December 1984, Volume 15, Issue 3
- 279-294 On the convergence rate of maximal deviation distribution for kernel regression estimates
by Konakov, V. D. & Piterbarg, V. I.
- 295-324 Some limit theorems on the eigenvectors of large dimensional sample covariance matrices
by Silverstein, Jack W.
- 325-335 The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model
by Arnold, Steven
- 336-360 Properties of Hida processes on 2. 1. N-Hida processes
by Prum, Bernard
- 361-382 Properties of Hida processes on 2. 2. Prediction and interpolation problems for processes on 2
by Prum, Bernard
- 383-407 Tests for independence of two multivariate regression equations with different design matrices
by Kariya, Takeaki & Fujikoshi, Yasunori & Krishnaiah, P. R.
- 408-409 Comments on a result of Yin, Bai, and Krishnaiah for large dimensional multivariate F matrices
by Silverstein, Jack W.
- 410-413 A remark on a recent paper on the convergence of "amrts"
by Chatterji, S. D.
October 1984, Volume 15, Issue 2
- 147-163 Almost surely consistent nonparametric regression from recursive partitioning schemes
by Gordon, Louis & Olshen, Richard A.
- 164-173 The exact likelihood for a multivariate ARMA model
by Solo, Victor
- 174-182 Hermite series estimates of a probability density and its derivatives
by Greblicki, W?odzimierz & Pawlak, Miros?aw
- 183-200 Trimmed estimates in simultaneous estimation of parameters in exponential families
by Ghosh, Malay & Dey, Dipak K.
- 201-221 Estimation of first crossing time distribution for N-parameter Brownian motion processes relative to upper class boundaries
by Sen, Pradip Kumar & Wichura, Michael J.
- 222-227 On the fair coin tossing process
by Chen, Robert & Lin, Hsien E.
- 228-236 A test for the independence of two Gaussian processes
by Withers, C. S.
- 237-251 Scaling limits for point random fields
by Burton, Robert M. & Waymire, Ed
- 252-260 An invariance principle for a finite dimensional stochastic approximation method in a Hilbert space
by Nixdorf, Rainer
- 261-276 Noneuclidean harmonic analysis, the central limit theorem, and long transmission lines with random inhomogeneities
by Terras, Audrey
August 1984, Volume 15, Issue 1
- 1-12 A multivariate one-way classification model with random effects
by Schott, James R. & Saw, John G.
- 13-20 Characterization of infinitely divisible multivariate gamma distributions
by Griffiths, R. C.
- 21-51 Two testing problems relating the real and complex multivariate normal distributions
by Andersson, Steen A. & Perlman, Michael D.
- 52-62 Optimal designs for minimax extrapolation
by Spruill, M. C.
- 63-72 Strong consistency of nearest neighbor regression function estimators
by Cheng, Philip E.
- 73-90 On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes
by Haeusler, Erich
- 91-98 The strong consistency of M-estimators in linear models
by Cheng, Ching-Shui & Li, Ker-Chau
- 99-123 Subordination, rank, and determinism of multivariate stationary sequences
by Niemi, Hannu
- 124-134 Convergence in the pth-mean and some Weak Laws of Large Numbers for weighted sums of random elements in separable normed linear spaces
by Wang, Xiang Chen & Bhaskara Rao, M.
- 135-140 Canonical row-column-exchangeable arrays
by Lynch, James
- 141-146 A functional central limit theorem for [varrho]-mixing sequences
by Herrndorf, Norbert
June 1984, Volume 14, Issue 3
- 269-284 Stationary distributions of the simplest dynamical systems in Rn perturbed by generalized Poisson process
by Zakusilo, O. K.
- 285-299 Distributions of class L[alpha]
by Bai, Z. D. & Yin, Y. Q.
- 300-314 An asymptotic minimax risk bound for estimation of a linear functional relationship
by Nussbaum, M.
- 315-322 The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
by Prakasa Rao, B. L. S.
- 323-335 Principal components in the nonnormal case: The test of equality of Q roots
by Waternaux, Christine M.
- 336-347 Formulas for zonal polynomials
by Kushner, H. B. & Meisner, Morris
- 348-359 Weighted L2 quantile distance estimators for randomly censored data
by Eubank, R. L. & LaRiccia, V. N.
- 360-375 A limit theorem for branching one-dimensional periodic diffusion processes
by Kawazu, Kiyoshi & Ogura, Yukio
- 376-389 Stochastic bounds for attained levels
by Berk, Robert H.
April 1984, Volume 14, Issue 2
- 135-154 Universal estimators of a vector parameter
by Rukhin, A. L.
- 155-168 A condition for null robustness
by Eaton, Morris L. & Kariya, Takeaki
- 169-180 Robust regression function estimation
by Härdle, Wolfgang
- 181-200 A Bahadur efficiency comparison between one and two sample rank statistics and their sequential rank statistic analogues
by Mason, David M.
- 201-211 Bivariate step processes and random evolutions
by Siegrist, Kyle
- 212-220 Construction of improved estimators in multiparameter estimation for continuous exponential families
by Ghosh, Malay & Hwang, Jiunn Tzon & Tsui, Kam-Wah
- 221-230 Limiting distributions of two random sequences
by Chen, Robert & Goodman, Richard & Zame, Alan
- 231-247 On Berry-Esséen rates, a law of the iterated logarithm and an invariance principle for the proportion of the sample below the sample mean
by Ralescu, Stefan & Puri, Madan L.
- 248-267 Hyperamarts: Conditions for regularity of continuous parameter processes
by Choi, Bong Dae
February 1984, Volume 14, Issue 1
- 1-16 Central limit theorem for integrated square error of multivariate nonparametric density estimators
by Hall, Peter
- 17-33 Domains of attraction and regular variation in IRd
by de Haan, L. & Omey, E. & Resnick, S.
- 34-73 Quasimartingales on partially ordered sets
by Hürzeler, Harry E.
- 74-82 The theory of concentrated Langevin distributions
by Watson, Geoffrey S.
- 83-93 On a class of stopping times for M-estimators
by Stute, Winfried
- 94-100 On the reverse process of a critical multitype Galton-Watson process without variances
by Nakagawa, Tetsuo
- 101-104 Use of the hyperbolic differential operator to find a scalar statistic which has constant regression on the mean of a sample of Wishart matrices
by Heller, Barbara
- 105-113 Ultraspherical polynomials and statistics on the m-sphere
by Saw, John G.
- 114-133 On the hellinger square integral with respect to an operator valued measure and stationary processes
by Makagon, Andrzej
December 1983, Volume 13, Issue 4
- 489-507 A limit theorem for the eigenvalues of product of two random matrices
by Yin, Y. Q. & Krishnaiah, P. R.
- 508-516 Limiting behavior of the eigenvalues of a multivariate F matrix
by Yin, Y. Q. & Bai, Z. D. & Krishnaiah, P. R.
- 517-533 Kernel-transformed empirical processes
by Csörgo, Sándor
- 534-538 Continuity properties of decomposable probability measures on euclidean spaces
by Wolfe, Stephen James
- 539-549 Asymptotic properties of Cramér-Smirnov statistics--A new approach
by Sukhatme, Shashikala
- 550-560 Absolute continuity of operator-self-decomposable distributions on Rd
by Yamazato, Makoto
- 561-577 The past of a stopping point and stopping for two-parameter processes
by Fouque, Jean-Pierre
- 578-604 Limit distributions and one-parameter groups of linear operators on Banach spaces
by Jurek, Zbigniew J.
- 605-611 On Wong-Zakai approximation of stochastic differential equations
by Konecny, Franz
September 1983, Volume 13, Issue 3
- 383-400 The maximum of the periodogram
by An, Hong-Zhi & Chen, Zhao-Guo & Hannan, E. J.
- 401-424 Estimating the mean function of a Gaussian process and the Stein effect
by Berger, James & Wolpert, Robert
- 425-441 Central limit theorems for non-linear functionals of Gaussian fields
by Breuer, Péter & Major, Péter
- 442-463 Entrance laws for Feller diffusions on (0, [infinity]) and Doob's h-path transformation
by Bose, A.
- 464-472 On a number of poisson matrices in Bang-Bang representations for 3 - 3 embeddable matrices
by Frydman, Halina
- 473-487 Special functions and characterizations of probability distributions by zero regression properties
by Heller, Barbara
June 1983, Volume 13, Issue 2
- 213-233 On [alpha]-symmetric multivariate distributions
by Cambanis, Stamatis & Keener, Robert & Simons, Gordon
- 234-256 Measuring the efficiency of trigonometric series estimates of a density
by Hall, Peter
- 257-272 Point processes and multivariate extreme values
by Deheuvels, Paul
- 273-286 Limit laws for upper and lower extremes from stationary mixing sequences
by Davis, Richard A.
- 287-301 Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces
by Butzer, P. L. & Hahn, L. & Roeckerath, M. Th.
- 302-309 Asymptotic normal distribution of multidimensional statistics of dependent random variables
by De Dominicis, Rodolfo
- 310-327 The inverse partial correlation function of a time series and its applications
by Bhansali, R. J.
- 328-352 On a class of martingale inequalities
by Cox, David C. & Kemperman, J. H. B.
- 353-360 Mesures majorantes et loi du logarithme itéré pour les variables aléatoires sous-gaussiennes
by Heinkel, Bernard
- 361-365 Stability of sums of weighted nonnegative random variables
by Etemadi, N.
- 366-374 Weak convergence of linear forms in D[0, 1]
by Daffer, Peter Z. & Taylor, Robert L.
- 375-381 Positive dependence properties of elliptically symmetric distributions
by Sampson, Allan R.
March 1983, Volume 13, Issue 1
- 1-23 Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
by Lai, T. L. & Wei, C. Z.
- 24-39 On near neighbour estimates of a multivariate density
by Hall, Peter
- 40-51 Bayes estimation in linear models: A coordinate-free approach
by Gnot, Stanislaw
- 52-66 Characterization of limits of Bayes procedures
by Caridi, Frank
- 67-108 Third-order efficiency of conditional tests in exponential models: The lattice case
by Hipp, C.
- 109-117 Stationary probability distributions for multiresponse linear learning models
by Pruscha, H. & Theodorescu, R.
- 118-137 The weak and strong Gaussian probabilistic realization problem
by van Putten, C. & van Schuppen, J. H.
- 138-147 Equivalence of measures induced by infinitely divisible processes
by Veeh, Jerry Alan
- 148-166 On the decomposition of the convolution of a Gaussian and poisson distribution on locally compact Abelian groups
by Feldman, G. M. & Fryntov, A. E.
- 167-176 Equivalent measures of dependence
by Bradley, Richard C.
- 177-186 A sampling theorem for multivariate stationary processes
by Pourahmadi, Mohsen
- 187-193 On the laws of large numbers for nonnegative random variables
by Etemadi, Nasrollah
- 194-201 Existence of a double random integral with respect to stable measures
by Szulga, J. & Woyczynski, W. A.
- 202-209 The rate of strong uniform consistency for the multivariate product-limit estimator
by Horváth, Lajos
December 1982, Volume 12, Issue 4
- 457-468 A new proof of admissibility of tests in the multivariate analysis of variance
by Anderson, T. W. & Takemura, Akimichi
- 469-479 Admissibility and complete class results for the multinomial estimation problem with entropy and squared error loss
by Ighodaro, Ayodele & Santner, Thomas & Brown, Lawrence
- 480-492 Robust M-estimators of location vectors
by Collins, John R.
- 493-507 Diffusion approximation of the two-type Galton-Watson process with mean matrix close to the identity
by Buckholtz, P. G. & Wasan, M. T.
- 508-525 On r-quick limit sets for empirical and related processes based on mixing random variables
by Babu, Gutti Jogesh & Singh, Kesar
- 526-548 The multitype branching random walk, II
by Gail Ivanoff, B.
- 549-561 Properties of fourth-order strong mixing rates and its application to random set theory
by Mase, Shigeru
- 562-567 Arbitrariness of the pilot estimator in adaptive kernel methods
by Abramson, Ian S.
- 568-574 Admissibility of the natural estimator of the mean of a Gaussian process
by Spruill, Carl
- 575-596 Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
by Burbea, Jacob & Rao, C. Radhakrishna
- 597-611 Asymptotic distributions of the likelihood ratio test statistics for covariance structures of the complex multivariate normal distributions
by Fang, C. & Krishnaiah, P. R. & Nagarsenker, B. N.
September 1982, Volume 12, Issue 3
- 317-334 Local times for stochastic processes which are subordinate to Gaussian processes
by Berman, Simeon M.
- 335-345 On convergence of LAD estimates in autoregression with infinite variance
by An, Hong-Zhi & Chen, Zhao-guo
- 346-370 Asymptotic properties of projections with applications to stochastic regression problems
by Lai, T. L. & Wei, C. Z.
- 371-384 On the accuracy of normal approximation
by Sazonov, V. V. & Ulyanov, V. V.
- 385-401 On the spectral representation of symmetric stable processes
by Hardin, Clyde D.
- 402-414 Probabilities of maximal deviations for nonparametric regression function estimates
by Johnston, Gordon J.
- 415-431 On Fourier transform of generalized Brownian functionals
by Kuo, Hui-Hsiung
- 432-449 Comparison of two orthogonal series methods of estimating a density and its derivatives on an interval
by Hall, Peter
- 450-455 The Fréchet distance between multivariate normal distributions
by Dowson, D. C. & Landau, B. V.
June 1982, Volume 12, Issue 2
- 161-177 Reverse processes and some limit theorems of multitype Galton-Watson processes
by Nakagawa, Tetsuo
- 178-185 Two strong limit theorems for processes with independent increments
by Wright, A. Larry
- 186-198 Weak consistency of least-squares estimators in linear models
by Kaffes, D. & Bhaskara Rao, M.
- 199-218 A general theory of some positive dependence notions
by Shaked, Moshe
- 219-229 Multivariate linear rank statistics for profile analysis
by Chinchilli, Vernon M. & Sen, Pranab Kumar
- 230-247 Local asymptotic normality for progressively censored likelihood ratio statistics and applications
by Gardiner, Joseph
- 248-255 Cramér-von Mises type estimation of the regression parameter: The rank analogue
by Williamson, Mark A.
- 256-269 Maximizing the probability of correctly ordering random variables using linear predictors
by Portnoy, Stephen
- 270-290 Contracting towards subspaces when estimating the mean of a multivariate normal distribution
by Oman, Samuel D.
- 291-305 Weak and strong convergence of amarts in Fréchet spaces
by Egghe, Leo
- 306-315 An inequality for the multivariate normal distribution
by Chen, Louis H. Y.
March 1982, Volume 12, Issue 1
- 1-38 Some limit theorems for the eigenvalues of a sample covariance matrix
by Jonsson, Dag
- 39-63 Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
by Fang, C. & Krishnaiah, P. R.
- 64-71 Asymptotic normality of finite Fourier transforms of stationary generalized processes
by Brillinger, David R.
- 72-79 Bounds for the uniform deviation of empirical measures
by Devroye, Luc
- 80-88 On admissible shifts of generalized white noises
by Kuo, Hui-Hsiung & Smolenski, W.
- 89-94 Absolute continuity of multivariate distributions of class L
by Sato, Ken-iti
- 95-122 Recurrence and ergodicity of diffusions
by Bhattacharya, R. N. & Ramasubramanian, S.
- 123-135 The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance
by Akritas, Michael G. & Johnson, Richard A.
- 136-154 Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
by Dauxois, J. & Pousse, A. & Romain, Y.
- 155-158 Note on Creasy's confidence limits for the gradient in the linear functional relationship
by Schneeweiss, H.
December 1981, Volume 11, Issue 4
- 459-473 Estimating the dimension of a linear system
by Hannan, E. J.
- 474-484 Some properties of the parameterization of ARMA systems with unknown order
by Deistler, M. & Hannan, E. J.
- 485-497 A robust principal component analysis
by Ruymgaart, F. H.
- 498-505 Some extensions of the Kantorovich inequality and statistical applications
by Khatri, C. G. & Rao, C. Radhakrishna
- 506-531 Bahadur deficiency of likelihood ratio tests in exponential families
by Kallenberg, Wilbert C. M.
- 532-543 Local Bahadur efficiency of rank tests for the independence problem
by Kremer, Erhard
- 544-555 The estimation of multivariate random coefficient autoregressive models
by Nicholls, D. F. & Quinn, B. G.
- 556-567 Some multivariate linear regression testing problems with additional observations
by Sarkar, Sanat Kumar
- 568-571 Remark on strong martingales and the linear embedding of tactics
by Grillenberger, Christian & Krengel, Ulrich
- 572-580 [alpha]-Stable characterization of Banach spaces (1
by Mandrekar, V. & Weron, A.
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