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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
December 1981, Volume 11, Issue 4
September 1981, Volume 11, Issue 3
- 289-318 The multitype branching diffusion
by Ivanoff, B. Gail
- 319-333 Convergence systems and strong consistency of least squares estimates in regression models
by Gui-Jing, Chen & Lai, T. L. & Wei, C. Z.
- 334-345 Stopping times and an extension of stochastic integrals in the plane
by Yeh, J.
- 346-353 On the law of the iterated logarithm
by Wong, H. S. F.
- 354-367 Large deviation probabilities for certain dependent processes
by Singh, Kesar
- 368-385 On the theory of elliptically contoured distributions
by Cambanis, Stamatis & Huang, Steel & Simons, Gordon
- 386-399 Asymptotic independence of distributions of normalized order statistics of the underlying probability measure
by Reiss, R. -D.
- 400-417 Simultaneous estimation of Poisson means
by Albert, James H.
- 418-433 Eigenfunctions of expected value operators in the Wishart distribution, II
by Kushner, H. B. & Lebow, Arnold & Meisner, Morris
- 434-447 Operator-stable laws
by Hudson, William N. & Mason, J. David
- 448-451 Weak association of random variables
by Rüschendorf, Ludger
- 452-458 A note on Sheppard's corrections for grouping and maximum likelihood estimation
by Don, F. J. H.
June 1981, Volume 11, Issue 2
- 115-126 On large deviations for sums of random vectors in Rk
by Osipov, L. V.
- 127-151 Convergence of estimates. Part I
by Strasser, Helmut
- 152-172 Convergence of estimates. Part II
by Strasser, Helmut
- 173-184 Polynomial expansions of density and distribution functions of scale mixtures
by Hall, Peter
- 185-198 Multiple autoregressive models with random coefficients
by Nicholls, D. F. & Quinn, B. G.
- 199-229 Stopping rules and tactics for processes indexed by a directed set
by Krengel, Ulrich & Sucheston, Louis
- 230-243 Random correspondences and nonlinear equations
by Kannan, R.
- 244-249 Factorizing multivariate time series operators
by Stensholt, Eivind & Tjøstheim, Dag
- 250-259 Markov inequalities on partially ordered spaces
by Jensen, D. R. & Foutz, R. V.
- 260-272 Second-order optimality of randomized estimation and test procedures
by Götze, F.
- 273-279 A note on the functional law of iterated logarithm for maxima of Gaussian sequences
by Hüsler, Jürg
- 280-288 Bayes minimax estimation of multiple Poisson parameters
by Ghosh, Malay & Parsian, Ahmad
March 1981, Volume 11, Issue 1
- 1-16 Central limit theorems under weak dependence
by Bradley, Richard C.
- 17-39 Some inverse problems involving conditional expectations
by Karr, A. F.
- 40-49 Conditioned rates of convergence in the CLT for sums and maximum sums
by Ahmad, Ibrahim A.
- 50-57 Decreasing in transposition property of overlapping sums, and applications
by Hollander, M. & Proschan, F. & Sethuraman, J.
- 58-68 On the convergence of a bounded amart and a conjecture of Chatterji
by Schmidt, Klaus D.
- 69-80 Existence of the linear prediction for Banach space valued Gaussian processes
by Chobanjan, S. A. & Weron, A.
- 81-84 Strong consistent density estimate from ergodic sample
by Györfi, László
- 85-101 A general approach to optimal control of a regression experiment
by Chang, Der-Shin & Wong, Chi Song
- 102-113 An asymptotic decomposition for multivariate distribution-free tests of independence
by Deheuvels, Paul
December 1980, Volume 10, Issue 4
- 467-498 Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
by Karlin, Samuel & Rinott, Yosef
- 499-516 Classes of orderings of measures and related correlation inequalities II. Multivariate reverse rule distributions
by Karlin, Samuel & Rinott, Yosef
- 517-538 Riemann-Stieltjes quasi-martingale integration
by Brennan, Michael D.
- 539-550 Consistency of a recursive nearest neighbor regression function estimate
by Devroye, Luc & Wise, Gary L.
- 551-564 Admissible and minimax multiparameter estimation in exponential families
by Ghosh, Malay & Parsian, Ahmad
- 565-578 On the rate of approximation in the central limit theorem for dependent random variables and random vectors
by Basu, A. K.
- 579-598 Multifunctions of faces for conditional expectations of selectors and Jensen's inequality
by Kozek, A. & Suchanecki, Z.
- 599-602 A characterization of Gaussian spaces
by Rao, J. S. & Robertson, James B.
- 603-610 Incomplete Dirichlet integrals with applications to ordered uniform spacings
by Rao, J. S. & Sobel, Milton
- 611-627 Consistent nonparametric regression from recursive partitioning schemes
by Gordon, Louis & Olshen, Richard A.
September 1980, Volume 10, Issue 3
- 275-295 Estimation of vector ARMAX models
by Hannan, E. J. & Dunsmuir, W. T. M. & Deistler, M.
- 296-318 Brunn-Minkowski inequality and its aftermath
by Gupta, Somesh Das
- 319-331 On the capacity of the continuous time Gaussian channel with feedback
by Ihara, Shunsuke
- 332-342 On the robustness of least squares procedures in regression models
by Ghosh, Malay & Sinha, Bimal Kumar
- 343-350 Invariant scale matrix hypothesis tests under elliptical symmetry
by Chmielewski, M. A.
- 351-362 Extreme sample censoring problems with multivariate data: Indirect censoring and the Farlie-Gumbel-Morgenstern distribution
by Johnson, N. L.
- 363-370 Some asymptotic properties of a progressively censored nonparametric test for multiple regression
by Delong, David M.
- 371-378 On functional central limit theorems for certain continuous time parameter stochastic processes
by Sen, P. K. & Tsong, Y.
- 379-384 A characterization of Lévy probability distribution functions on Euclidean spaces
by Wolfe, Stephen James
- 385-397 An extension of the usual model in statistical decision theory with applications to stochastic optimization problems
by Balder, E. J.
- 398-404 A note on the conditional moments of a multivariate normal distribution confined to a convex set
by Haberman, Shelby J.
- 405-425 Empirical distribution functions and functions of order statistics for mixing random variables
by Puri, Madan L. & Tran, Lanh T.
- 426-441 Admissible solutions of k-extended finite state set and sequence compound decision problems
by Vardeman, Stephen B.
- 442-459 Laws of large numbers and Beck Convexity in metric linear spaces
by Sundaresan, K. & Woyczynski, W. A.
- 460-466 Asplund operators and A. E. convergence
by Edgar, G. A.
June 1980, Volume 10, Issue 2
- 141-180 Spatially homogeneous random evolutions
by Dawson, Donald A. & Salehi, Habib
- 181-206 Point processes of exits by bivariate Gaussian processes and extremal theory for the [chi]2-process and its concomitants
by Lindgren, Georg
- 207-232 Class L of multivariate distributions and its subclasses
by Sato, Ken-iti
- 233-242 The necessary and sufficient conditions for dependent quadratic forms to be distributed as multivariate gamma
by Khatri, C. G.
- 243-251 Maximum likelihood estimation of a multivariate linear functional relationship
by Healy, John D.
- 252-267 The use of the tetrachoric series for evaluating multivariate normal probabilities
by Harris, Bernard & Soms, Andrew P.
- 268-272 An optimum tolerance region for multivariate regression
by Evans, M. & Fraser, D. A. S.
March 1980, Volume 10, Issue 1
- 1-18 A canonical decomposition of the probability measure of sets of isotropic random points in n
by Ruben, Harold & Miles, R. E.
- 19-25 A note on computing the distribution of the norm of Hilbert space valued Gaussian random variables
by Neuhaus, Georg
- 26-37 Operator-stable distributions and stable marginals
by Hudson, William N.
- 38-50 Cramér-von Mises tests for independence
by De Wet, T.
- 51-59 The inverted complex Wishart distribution and its application to spectral estimation
by Shaman, Paul
- 60-77 Robustness to nonnormality of some transformations of the sample correlation coefficient
by Subrahmaniam, Kocherlakota & Gajjar, A. V.
- 78-87 The empirical characteristic function and large sample hypothesis testing
by Kellermeier, John
- 88-94 Semistable measures on a Hilbert space
by Laha, R. G. & Rohatgi, V. K.
- 95-106 Convergence of weighted sums of random elements in D[0, 1]
by Taylor, Robert Lee & Daffer, Peter Z.
- 107-122 Representation of Banach space valued quasimartingales by real quasimartingales
by Kussmaul, A. U.
- 123-134 On the value of a stopped set function process
by Schmidt, Klaus D.
- 135-139 A comment on "minimization of functions of a positive simidefinite matrix A subject to AX = 0"
by Neudecker, H.
December 1979, Volume 9, Issue 4
- 465-486 Planar semi-martingales
by Brennan, Michael D.
- 487-510 General theorems on "Little-" rates of closeness of two weighted sums of independent Hilbert space valued random variables with applications
by Butzer, P. L. & Hahn, L. & Roeckerath, M. Th.
- 511-530 Limit theorems for polylinear forms
by Rotar', V. I.
- 531-544 An identity for the Wishart distribution with applications
by Haff, L. R.
- 545-559 On the construction of Wold decomposition for multivariate stationary processes
by Niemi, Hannu
- 560-578 Convergence rates in the central limit theorem for stationary mixing sequences of random vectors
by Hipp, Christian
- 579-588 Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
by Brandwein, Ann Cohen
- 589-598 Characterizations of multivariate normality II. Through linear regressions
by Khatri, C. G.
- 599-613 A linear filtering problem in complete correlated actions
by Suciu, Ion & Valusescu, Ilie
September 1979, Volume 9, Issue 3
- 343-361 Strong consistency of least squares estimates in multiple regression II
by Lai, T. L. & Robbins, Herbert & Wei, C. Z.
- 362-377 Separation theorems for singular values of matrices and their applications in multivariate analysis
by Rao, C. Radhakrishna
- 378-392 On the estimation of the parameters of a power spectrum
by Rice, John
- 393-400 Asymptotic expansions for conditional distributions
by Michel, R.
- 401-409 Third order efficiency of conditional tests for exponential families
by Michel, R.
- 410-419 On some distribution problems in Manova and discriminant analysis
by Chou, Rouh-Jane & Muirhead, Robb J.
- 420-427 Conditional expectations and weak and strong compactness in spaces of Bochner integrable functions
by Brooks, James K. & Dinculeanu, Nicolae
- 428-433 Limit theorems for weighted sums of random elements in separable Banach spaces
by Bozorgnia, A. & Rao, M. Bhaskara
- 434-441 On delayed averages of Brownian motion in Banach spaces
by Chang, Mou-Hsiung
- 442-451 On Hsu's theorem in multivariate regression
by Kleffe, J.
- 452-459 On the quadratic estimation of covariance matrices in multivariate linear models
by Tan, W. Y.
- 460-464 Definition and characterization of multivariate negative binomial distribution
by Doss, D. C.
June 1979, Volume 9, Issue 2
- 183-205 On the asymptotic power of some k-sample statistics based on the multivariate empirical process
by Burke, Murray D.
- 206-221 A bivariate stable characterization and domains of attraction
by Resnick, Sidney & Greenwood, Priscilla
- 222-233 The influence of the nonrecent past in prediction for stochastic processes
by Sackrowitz, Harold
- 234-247 Classical limit theorems for measure-valued Markov processes
by Karr, Alan F.
- 248-258 On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices
by Krishnaiah, P. R. & Lee, Jack C.
- 259-266 Asymptotic expansions for the distributions of functions of a correlation matrix
by Konishi, Sadanori
- 267-277 Multivariate distributions having Weibull properties
by Lee, Larry
- 278-287 Some multivariate statistical characterization theorems
by Lukacs, Eugene
- 288-303 Representation of certain infinitely divisible probability measures on Banach spaces
by Kumar, Arunod & Schreiber, Bertram M.
- 304-313 On the Maximum Likelihood estimation of a linear structural relationship when the intercept is known
by Chan, Lai K. & Mak, Tak K.
- 314-321 A note on rates of convergence in the multidimensional CLT for maximum partial sums
by Ahmad, Ibrahim A.
- 322-331 Nonparametric estimation of location parameter after a preliminary test on regression in the multivariate case
by Sen, Pranab Kumar & Saleh, A. K. Md. Ehsanes
- 332-336 Counterexample--An inadmissible estimator which is generalized bayes for a prior with "light" tails
by Brown, Lawrence D.
- 337-340 A note on confidence sequences in multiparameter exponential families
by Csenki, Attila
March 1979, Volume 9, Issue 1
- 1-15 Multivariate k-nearest neighbor density estimates
by Mack, Y. P. & Rosenblatt, M.
- 16-58 Representations of general stochastic processes
by Johnson, Dudley Paul
- 59-83 Spherically invariant processes: Their nonlinear structure, discrimination, and estimation
by Huang, Steel T. & Cambanis, Stamatis
- 84-100 Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process
by Csörgo, Miklós
- 101-115 Parametric estimation for a simple branching diffusion process
by Kulperger, Reg
- 116-129 The likelihood ratio and its applications in sequential analysis
by Eisenberg, Bennett & Ghosh, B. K.
- 130-137 The weak convergence of uniform measures
by Caby, Errol
- 138-149 Two clarifications on the likelihood surface in functional models
by Willassen, Yngve
- 150-156 On fair coin-tossing games
by Chen, Robert & Zame, Alan
- 157-164 On necessary and sufficient conditions for uniform strong consistency of estimators of a density and its derivatives
by Singh, R. S.
- 165-172 Orderamarts: A class of asymptotic martingales
by Ghoussoub, N.
- 173-178 Summability and vector amarts
by Ghoussoub, N.
December 1978, Volume 8, Issue 4
- 487-517 On the invariance principle for sums of independent identically distributed random variables
by Major, Péter
- 518-531 On the approximate behavior of the posterior distribution for an extreme multivariate observation
by Umbach, Dale
- 532-549 On deviations between empirical and quantile processes for mixing random variables
by Babu, Gutti Jogesh & Singh, Kesar
- 550-558 On confidence sequences for the mean vector of a multivariate normal distribution
by Khan, Rasul A.
- 559-566 Extendibility of spherical matrix distributions
by Dawid, A. P.
- 567-572 Mixed autoregressive-moving average multivariate processes with time-dependent coefficients
by Hallin, Marc
- 573-578 Correlations of functions of normal variables
by Gutmann, Sam
- 579-583 Some remarks on the strong law of large numbers for Banach-space valued weakly integrable random variables
by Bozorgnia, A. & Rao, M. Bhaskara
- 584-588 Note on multidimensional empirical processes for [phi]-mixing random vectors
by Yoshihara, Ken-ichi
- 589-597 On almost sure convergence of Cesaro averages of subsequences of vector-valued functions
by Suchanek, Ana Maria
- 598-613 On the central limit theorem in Banach spaces
by de Araujo, Aloisio Pessoa
September 1978, Volume 8, Issue 3
- 335-345 A class of multivariate symmetric stable distributions
by de Silva, Basil M.
- 346-360 Properties of certain symmetric stable distributions
by Miller, Grady
- 361-371 On the asymptotic distribution of multivariate M-estimates
by Carroll, Raymond J.
- 372-379 Minimax Bayes estimators of a multivariate normal mean
by Faith, Ray E.
- 380-395 A class of bivariate Poisson processes
by Griffiths, R. C. & Milne, R. K.
- 396-404 Nonnull distributions of some statistics associated with testing for the equality of two covariance matrices
by Nagarsenker, B. N.
- 405-412 A class of bivariate distributions including the bivariate logistic
by Ali, Mir M. & Mikhail, N. N. & Haq, M. Safiul
- 413-429 Identifiability of the multinormal and other distributions under competing risks model
by Basu, A. P. & Ghosh, J. K.
- 430-452 Martingales and the Robbins-Monro procedure in D[0, 1]
by Walk, H.
- 453-467 Some optimization problems with applications to canonical correlations and sphericity tests
by Khatri, C. G.
- 468-478 Inference in canonical correlation analysis
by Glynn, William J. & Muirhead, Robb J.
- 479-485 Testing independence of variates in an infinitely divisible random vector
by Sclove, Stanley L.
June 1978, Volume 8, Issue 2
- 153-172 Optimum designs when the observations are second-order processes
by Spruill, Carl & Studden, W. J.
- 173-180 Minimax estimation of a multivariate normal mean under polynomial loss
by Berger, James O.
- 181-201 General theorems on rates of convergence in distribution of random variables I. General limit theorems
by Butzer, P. L. & Hahn, L.
- 202-221 General theorems on rates of convergence in distribution of random variables II. Applications to the stable limit laws and weak law of large numbers
by Butzer, P. L. & Hahn, L.
- 222-232 A convergence theorem for spectral factorization
by Wilson, G. Tunnicliffe
- 233-243 The distribution of the likelihood ratio for additive processes
by Brockett, Patrick L. & Hudson, William N. & Tucker, Howard G.
- 244-254 Some properties of bivariate Gumbel Type A distributions with proportional hazard rates
by Elandt-Johnson, Regina C.
- 255-261 A characterization of the multivariate normal distribution
by Li, Hung C.
- 262-267 On monotonicity of the modified likelihood ratio test for the equality of two covariances
by Srivastava, M. S. & Khatri, C. G. & Carter, E. M.
- 268-273 Maximum eccentricity as a union-intersection test statistic in multivariate analysis
by Schuenemeyer, John H. & Bargmann, Rolf E.
- 274-281 Minimisation of functions of a positive semidefinite matrix A subject to AX = 0
by Calvert, Bruce & Seber, George A. F.
- 282-294 Convergence of weighted sums of tight random elements
by Wei, Duan & Taylor, R. L.
- 295-316 Infinite-variate wide-sense Markov processes and functional analysis for bounded operator-forming vectors
by Rosenberg, Milton
- 317-323 The information matrices of the parameters of multiple mixed time series
by Newton, H. Joseph
- 324-327 An approximation theorem for likelihood ratios
by Pitcher, Tom S.
- 328-333 A remark on the tail probability of a distribution
by Chen, Robert
March 1978, Volume 8, Issue 1
- 1-29 A third-order optimum property of the maximum likelihood estimator
by Pfanzagl, J. & Wefelmeyer, W.
- 30-44 Gaussian processes with biconvex covariances
by Berman, Simeon M.
- 45-54 Scaling limits of Gaussian vector fields
by Pitt, Loren D.
- 55-62 Necessary conditions for normed convergence of critical multitype Bienaymé-Galton-Watson processes without variance
by Goldstein, Martin I. & Hoppe, Fred M.
- 63-72 Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations
by Fujikoshi, Y.
- 73-95 Nonparametric tests for multiple regression under progressive censoring
by Majumdar, Hiranmay & Sen, Pranab Kumar
- 96-118 Radon-Nikodym theorems for set-valued measures
by Hiai, Fumio
- 119-125 An inequality for approximate likelihood ratios
by Pitcher, Tom S.
- 126-133 Asymptotic nonnull distributions for tests for reality of a covariance matrix
by Carter, E. M. & Srivastava, M. S.
- 134-140 A locally most powerful invariant test for the equality of means associated with covariate discriminant analysis
by Kariya, Takeaki & Kanazawa, Mitsuyo
- 141-145 On the unimodality of multivariate symmetric distribution functions of class L
by Wolfe, Stephen James
- 146-150 A refinement of the Riesz decomposition for amarts and semiamarts
by Ghoussoub, Nassif & Sucheston, Louis
December 1977, Volume 7, Issue 4
- 475-490 The arithmetic of probability distributions
by Ostrovskii, I. V.
- 491-511 On the multivariate two-sample problem using strong approximations of the EDF
by Burke, Murray D.
- 512-524 Improved estimates for multivariate complex-normal regression with application to analysis of linear time-invariant relationships
by Lillestøl, J.
- 525-534 A property of random processes with unit multiplicity
by Ephremides, Anthony
- 535-550 On the square root of a positive B(*)-valued function
by Miamee, A. G. & Salehi, H.
- 551-559 Some properties and generalizations of multivariate Eyraud-Gumbel-Morgenstern distributions
by Cambanis, Stamatis
- 560-571 Statistical inference for a certain class of bivariate distributions
by Anderson, Dorothy A.
- 572-583 Multivariate nonparametric tests for independence
by Sinha, Bimal Kumar & Wieand, H. S.
- 584-588 The generalized variance of a stationary autoregressive process
by Anderson, T. W. & Mentz, Raúl P.
- 589-593 On multiple Markov chains
by Henze, Ernst & Massé, Jean-Claude & Theodorescu, Radu
- 594-597 A uniform bound for the deviation of empirical distribution functions
by Devroye, Luc P.
- 598-601 Certain characterizations with linearity of regression in additive damage models
by Patil, G. P. & Ratnaparkhi, M. V.
- 602-607 Measurable linear transformations on abstract Wiener spaces
by Fernholz, Robert
- 608-613 A note on the asymptotic behavior of an entire characteristic function of a multivariate probability law
by Dewess, Monika
September 1977, Volume 7, Issue 3
- 363-373 Central limit problem on Lp (p >= 2) II. Compactness of infinitely divisible laws
by Hamedani, G. G. & Mandrekar, V.
- 374-385 Minimax estimators for a multinormal precision matrix
by Haff, L. R.
- 386-396 Asymptotic expansions of the distributions of the latent roots in MANOVA and the canonical correlations
by Fujikoshi, Y.
- 397-408 Multivariate power series distributions and Neyman's properties for multinomials
by Ghosh, J. K. & Sinha, Bikas Kumar & Sinha, Bimal Kumar
- 409-423 The estimation of a multivariate linear relation
by Robinson, P. M.
- 424-439 Functional limit theorems for U-statistics in the degenerate case
by Neuhaus, Georg
- 440-453 Probability measures on tensor products of Banach spaces-I
by Chi, C. -P. G. & Bharucha-Reid, A. T.
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