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Elsevier Journal of Multivariate Analysis Contact information of
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More pages of listings: 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13
1986, Volume 19, Issue 2
1986, Volume 19, Issue 1 1-13 Convergence properties of an empirical error criterion for multivariate density estimation by Marron, James Stephen [Downloadable! (restricted)]
14-23 Selecting a minimax estimator doing well at a point by Zheng, Z. [Downloadable! (restricted)]
24-47 Spectral factorization of wide sense stationary processes on 2 by Korezlioglu, Hayri & Loubaton, Philippe [Downloadable! (restricted)]
48-66 Approximating hierarchical normal priors using a vague component by Haitovsky, Yoel & Zidek, James V. [Downloadable! (restricted)]
67-87 Bimeasures and measures induced by planar Stochastic integrators by Merzbach, Ely & Zakai, Moshe [Downloadable! (restricted)]
88-112 Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality by Kertz, Robert P. [Downloadable! (restricted)]
113-118 Two Lil-type results for the Brownian bridge by Sen, Pradip Kumar [Downloadable! (restricted)]
119-131 Recent contributions to the embedding problem for probability measures on a locally compact group by Heyer, H. [Downloadable! (restricted)]
132-141 Generalized least squares estimation of the functional multivariate linear errors-in-variables model by Dahm, P. Fred & Fuller, Wayne A. [Downloadable! (restricted)]
142-155 Optimal stratification and clustering on the line using the 1-norm by Butler, Ronald W. [Downloadable! (restricted)]
156-161 The greatest invariance-group of multivariate models by Banken, Ludger [Downloadable! (restricted)]
162-182 Gaussian measures on Orlicz spaces and abstract Wiener spaces by Lawniczak, Anna T. [Downloadable! (restricted)]
183-188 A remark on semiparametric models by Pfanzagl, J. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
178-186 The problem of identification of parameters by the distribution of the maximum random variable by Mukherjea, A. & Nakassis, A. & Miyashita, J. [Downloadable! (restricted)]
187-215 Second order asymptotics in nonlinear regression by Schmidt, Wolfgang H. & Zwanzig, S. [Downloadable! (restricted)]
216-224 Computation of the maximum likelihood estimate of a noncentrality parameter by Spruill, M. C. [Downloadable! (restricted)]
225-241 Parametric estimation for simple branching diffusion processes, II by Kulperger, Reg [Downloadable! (restricted)]
242-273 Prophet regions and sharp inequalities for pth absolute moments of martingales by Cox, David C. & Kertz, Robert P. [Downloadable! (restricted)]
274-286 Random creation and dispersion of mass by Wulfsohn, Aubrey [Downloadable! (restricted)]
287-299 Applications of integration by parts formula for infinite-dimensional semimartingales by Ustunel, A. S. [Downloadable! (restricted)]
1986, Volume 18, Issue 1 1-31 Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes by Taniguchi, Masanobu [Downloadable! (restricted)]
32-45 Limit theorems for the multivariate binomial distribution by Hudson, William N. & Tucker, Howard G. & Veeh, Jerry A. [Downloadable! (restricted)]
46-51 The multivariate Laplace-De Moivre Theorem by Veeh, Jerry Alan [Downloadable! (restricted)]
52-69 Some sojourn time problems for 2-dimensional Gaussian processes by Maejima, Makoto [Downloadable! (restricted)]
70-82 On estimation of matrix of normal mean by Zheng, Z. [Downloadable! (restricted)]
83-92 Learn-merge invariance of priors: A characterization of the Dirichlet distributions and processes by Böge, W. & Möcks, J. [Downloadable! (restricted)]
93-106 Cramér-von Mises statistics based on the sample quantile function and estimated parameters by LaRiccia, Vincent & Mason, David M. [Downloadable! (restricted)]
107-116 Computation of variance components by the MINQUE method by Kleffe, J. & Seifert, B. [Downloadable! (restricted)]
117-126 Invariant prediction regions with smallest expected measure by Hooper, Peter M. [Downloadable! (restricted)]
127-137 Strongly and weakly harmonizable stochastic processes of H-valued random variables by Kakihara, Yûichirô [Downloadable! (restricted)]
138-149 Third order efficient tests in exponential lattice models by Hipp, C. [Downloadable! (restricted)]
150-168 Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators by Härdle, Wolfgang [Downloadable! (restricted)]
1985, Volume 17, Issue 3 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 [Downloadable! (restricted)]
127-147 Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions by Bock, M. E. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
168-184 M-Methods in multivariate linear models by Singer, Julio Motta & Sen, Pranab Kumar [Downloadable! (restricted)]
185-206 On the theory of Banach space valued multifunctions. 1. Integration and conditional expectation by Papageorgiou, Nikolaos S. [Downloadable! (restricted)]
207-227 On the theory of Banach space valued multifunctions. 2. Set valued martingales and set valued measures by Papageorgiou, Nikolaos S. [Downloadable! (restricted)]
228-241 Multi-stage nonparametric estimation of density function using orthonormal systems by Liang, Wen-Qi & Krishnaiah, P. R. [Downloadable! (restricted)]
1985, Volume 17, Issue 1 1-26 On probabilities of large deviations in some classes of k-dimensional Borel sets by Rozovsky, L. V. [Downloadable! (restricted)]
27-37 Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria by Fujikoshi, Yasunori [Downloadable! (restricted)]
38-55 Regularity and decomposition of two-parameter supermartingales by Mazziotto, G. & Merzbach, E. [Downloadable! (restricted)]
56-75 Applications of autoreproducing kernel grammian moduli to (U, H)-valued stationary random functions by Truong-Van, B. [Downloadable! (restricted)]
76-83 The asymptotic distribution of a goodness of fit statistic for factorial invariance by Chen, K. H. & Robinson, J. [Downloadable! (restricted)]
84-98 On the expansion of C[varrho]*(V + I) as a sum of zonal polynomials by Kushner, H. B. [Downloadable! (restricted)]
99-106 On the Radon-Nikodym theorem for measures with values in vector lattices by Mussmann, Dieter [Downloadable! (restricted)]
1985, Volume 16, Issue 3 277-289 On the increments of the local time of a Wiener sheet by Révész, P. [Downloadable! (restricted)]
290-299 Testing for independence by the empirical characteristic function by Csörgo, Sándor [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
318-334 On a decision rule using dichotomies for identifying the nonnegligible parameter in certain linear models by Srivastava, J. N. & Mallenby, D. W. [Downloadable! (restricted)]
335-367 Multilinear forms and measures of dependence between random variables by Bradley, Richard C. & Bryc, Wlodzimierz [Downloadable! (restricted)]
368-392 Inference for thinned point processes, with application to Cox processes by Karr, Alan F. [Downloadable! (restricted)]
393-411 Prediction of multivariate time series by autoregressive model fitting by Lewis, Richard & Reinsel, Gregory C. [Downloadable! (restricted)]
412-431 Asymptotic normality of spectral estimates by Dahlhaus, Rainer [Downloadable! (restricted)]
432-439 Interval estimates for posterior probabilities in a multivariate normal classification model by Ambergen, A. W. & Schaafsma, W. [Downloadable! (restricted)]
440-450 On Neyman's conjecture: A characterization of the multinomials by Sinha, Bikas Kumar & Gerig, Thomas M. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
185-210 Strong approximations of the quantile process of the product-limit estimator by Aly, Emad-Eldin A. A. & Csörgo, Miklós & Horváth, Lajos [Downloadable! (restricted)]
211-236 Three limit theorems for vacancy in multivariate coverage problems by Hall, Peter [Downloadable! (restricted)]
237-240 Multivariate extreme value distributions for stationary Gaussian sequences by Amram, Fred [Downloadable! (restricted)]
241-252 On a characterization of the normal distribution by means of identically distributed linear forms by Riedel, M. [Downloadable! (restricted)]
253-259 The nonnegative MINQUE estimate by Massam, Helene & Muller, Jochen [Downloadable! (restricted)]
260-264 Elimination of randomization in statistical decision theory reconsidered by Balder, E. J. [Downloadable! (restricted)]
265-275 A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction by Pourahmadi, Mohsen [Downloadable! (restricted)]
1985, Volume 16, Issue 1 1-20 Asymptotic expansions in functional limit theorems by Götze, F. [Downloadable! (restricted)]
21-53 A comparison of kriging with nonparametric regression methods by Yakowitz, S. J. & Szidarovszky, F. [Downloadable! (restricted)]
54-70 The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend by Swensen, Anders Rygh [Downloadable! (restricted)]
71-84 Linear sufficiency and some applications in multilinear estimation by Drygas, Hilmar [Downloadable! (restricted)]
85-117 Convergence of nonhomogeneous stochastic chains with countable states by Mukherjea, A. & Nakassis, A. [Downloadable! (restricted)]
118-139 Filtrations for the two parameter jump process by Al-Hussaini, Ata & Elliott, Robert J. [Downloadable! (restricted)]
140-156 A note on harmonizable and V-bounded processes by Kakihara, Yûichirô [Downloadable! (restricted)]
157-161 The distribution of matrix quotients by Phillips, P. C. B. [Downloadable! (restricted)]
162-172 Nonparametric iterative estimation of multivariate binary density by Liang, Wen-Qi & Krishnaiah, P. R. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
295-324 Some limit theorems on the eigenvectors of large dimensional sample covariance matrices by Silverstein, Jack W. [Downloadable! (restricted)]
325-335 The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model by Arnold, Steven [Downloadable! (restricted)]
336-360 Properties of Hida processes on 2. 1. N-Hida processes by Prum, Bernard [Downloadable! (restricted)]
361-382 Properties of Hida processes on 2. 2. Prediction and interpolation problems for processes on 2 by Prum, Bernard [Downloadable! (restricted)]
383-407 Tests for independence of two multivariate regression equations with different design matrices by Kariya, Takeaki & Fujikoshi, Yasunori & Krishnaiah, P. R. [Downloadable! (restricted)]
408-409 Comments on a result of Yin, Bai, and Krishnaiah for large dimensional multivariate F matrices by Silverstein, Jack W. [Downloadable! (restricted)]
410-413 A remark on a recent paper on the convergence of "amrts" by Chatterji, S. D. [Downloadable! (restricted)]
1984, Volume 15, Issue 2 147-163 Almost surely consistent nonparametric regression from recursive partitioning schemes by Gordon, Louis & Olshen, Richard A. [Downloadable! (restricted)]
164-173 The exact likelihood for a multivariate ARMA model by Solo, Victor [Downloadable! (restricted)]
174-182 Hermite series estimates of a probability density and its derivatives by Greblicki, W?odzimierz & Pawlak, Miros?aw [Downloadable! (restricted)]
183-200 Trimmed estimates in simultaneous estimation of parameters in exponential families by Ghosh, Malay & Dey, Dipak K. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
222-227 On the fair coin tossing process by Chen, Robert & Lin, Hsien E. [Downloadable! (restricted)]
228-236 A test for the independence of two Gaussian processes by Withers, C. S. [Downloadable! (restricted)]
237-251 Scaling limits for point random fields by Burton, Robert M. & Waymire, Ed [Downloadable! (restricted)]
252-260 An invariance principle for a finite dimensional stochastic approximation method in a Hilbert space by Nixdorf, Rainer [Downloadable! (restricted)]
261-276 Noneuclidean harmonic analysis, the central limit theorem, and long transmission lines with random inhomogeneities by Terras, Audrey [Downloadable! (restricted)]
1984, Volume 15, Issue 1 1-12 A multivariate one-way classification model with random effects by Schott, James R. & Saw, John G. [Downloadable! (restricted)]
13-20 Characterization of infinitely divisible multivariate gamma distributions by Griffiths, R. C. [Downloadable! (restricted)]
21-51 Two testing problems relating the real and complex multivariate normal distributions by Andersson, Steen A. & Perlman, Michael D. [Downloadable! (restricted)]
52-62 Optimal designs for minimax extrapolation by Spruill, M. C. [Downloadable! (restricted)]
63-72 Strong consistency of nearest neighbor regression function estimators by Cheng, Philip E. [Downloadable! (restricted)]
73-90 On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes by Haeusler, Erich [Downloadable! (restricted)]
91-98 The strong consistency of M-estimators in linear models by Cheng, Ching-Shui & Li, Ker-Chau [Downloadable! (restricted)]
99-123 Subordination, rank, and determinism of multivariate stationary sequences by Niemi, Hannu [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
135-140 Canonical row-column-exchangeable arrays by Lynch, James [Downloadable! (restricted)]
141-146 A functional central limit theorem for [varrho]-mixing sequences by Herrndorf, Norbert [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
285-299 Distributions of class L[alpha] by Bai, Z. D. & Yin, Y. Q. [Downloadable! (restricted)]
300-314 An asymptotic minimax risk bound for estimation of a linear functional relationship by Nussbaum, M. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
323-335 Principal components in the nonnormal case: The test of equality of Q roots by Waternaux, Christine M. [Downloadable! (restricted)]
336-347 Formulas for zonal polynomials by Kushner, H. B. & Meisner, Morris [Downloadable! (restricted)]
348-359 Weighted L2 quantile distance estimators for randomly censored data by Eubank, R. L. & LaRiccia, V. N. [Downloadable! (restricted)]
360-375 A limit theorem for branching one-dimensional periodic diffusion processes by Kawazu, Kiyoshi & Ogura, Yukio [Downloadable! (restricted)]
376-389 Stochastic bounds for attained levels by Berk, Robert H. [Downloadable! (restricted)]
1984, Volume 14, Issue 2 135-154 Universal estimators of a vector parameter by Rukhin, A. L. [Downloadable! (restricted)]
155-168 A condition for null robustness by Eaton, Morris L. & Kariya, Takeaki [Downloadable! (restricted)]
169-180 Robust regression function estimation by Härdle, Wolfgang [Downloadable! (restricted)]
181-200 A Bahadur efficiency comparison between one and two sample rank statistics and their sequential rank statistic analogues by Mason, David M. [Downloadable! (restricted)]
201-211 Bivariate step processes and random evolutions by Siegrist, Kyle [Downloadable! (restricted)]
212-220 Construction of improved estimators in multiparameter estimation for continuous exponential families by Ghosh, Malay & Hwang, Jiunn Tzon & Tsui, Kam-Wah [Downloadable! (restricted)]
221-230 Limiting distributions of two random sequences by Chen, Robert & Goodman, Richard & Zame, Alan [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
248-267 Hyperamarts: Conditions for regularity of continuous parameter processes by Choi, Bong Dae [Downloadable! (restricted)]
1984, Volume 14, Issue 1 1-16 Central limit theorem for integrated square error of multivariate nonparametric density estimators by Hall, Peter [Downloadable! (restricted)]
17-33 Domains of attraction and regular variation in IRd by de Haan, L. & Omey, E. & Resnick, S. [Downloadable! (restricted)]
34-73 Quasimartingales on partially ordered sets by Hürzeler, Harry E. [Downloadable! (restricted)]
74-82 The theory of concentrated Langevin distributions by Watson, Geoffrey S. [Downloadable! (restricted)]
83-93 On a class of stopping times for M-estimators by Stute, Winfried [Downloadable! (restricted)]
94-100 On the reverse process of a critical multitype Galton-Watson process without variances by Nakagawa, Tetsuo [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
105-113 Ultraspherical polynomials and statistics on the m-sphere by Saw, John G. [Downloadable! (restricted)]
114-133 On the hellinger square integral with respect to an operator valued measure and stationary processes by Makagon, Andrzej [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
508-516 Limiting behavior of the eigenvalues of a multivariate F matrix by Yin, Y. Q. & Bai, Z. D. & Krishnaiah, P. R. [Downloadable! (restricted)]
517-533 Kernel-transformed empirical processes by Csörgo, Sándor [Downloadable! (restricted)]
534-538 Continuity properties of decomposable probability measures on euclidean spaces by Wolfe, Stephen James [Downloadable! (restricted)]
539-549 Asymptotic properties of Cramér-Smirnov statistics--A new approach by Sukhatme, Shashikala [Downloadable! (restricted)]
550-560 Absolute continuity of operator-self-decomposable distributions on Rd by Yamazato, Makoto [Downloadable! (restricted)]
561-577 The past of a stopping point and stopping for two-parameter processes by Fouque, Jean-Pierre [Downloadable! (restricted)]
578-604 Limit distributions and one-parameter groups of linear operators on Banach spaces by Jurek, Zbigniew J. [Downloadable! (restricted)]
605-611 On Wong-Zakai approximation of stochastic differential equations by Konecny, Franz [Downloadable! (restricted)]
1983, Volume 13, Issue 3 383-400 The maximum of the periodogram by An, Hong-Zhi & Chen, Zhao-Guo & Hannan, E. J. [Downloadable! (restricted)]
401-424 Estimating the mean function of a Gaussian process and the Stein effect by Berger, James & Wolpert, Robert [Downloadable! (restricted)]
425-441 Central limit theorems for non-linear functionals of Gaussian fields by Breuer, Péter & Major, Péter [Downloadable! (restricted)]
442-463 Entrance laws for Feller diffusions on (0, [infinity]) and Doob's h-path transformation by Bose, A. [Downloadable! (restricted)]
464-472 On a number of poisson matrices in Bang-Bang representations for 3 - 3 embeddable matrices by Frydman, Halina [Downloadable! (restricted)]
473-487 Special functions and characterizations of probability distributions by zero regression properties by Heller, Barbara [Downloadable! (restricted)]
1983, Volume 13, Issue 2 213-233 On [alpha]-symmetric multivariate distributions by Cambanis, Stamatis & Keener, Robert & Simons, Gordon [Downloadable! (restricted)]
234-256 Measuring the efficiency of trigonometric series estimates of a density by Hall, Peter [Downloadable! (restricted)]
257-272 Point processes and multivariate extreme values by Deheuvels, Paul [Downloadable! (restricted)]
273-286 Limit laws for upper and lower extremes from stationary mixing sequences by Davis, Richard A. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
302-309 Asymptotic normal distribution of multidimensional statistics of dependent random variables by De Dominicis, Rodolfo [Downloadable! (restricted)]
310-327 The inverse partial correlation function of a time series and its applications by Bhansali, R. J. [Downloadable! (restricted)]
328-352 On a class of martingale inequalities by Cox, David C. & Kemperman, J. H. B. [Downloadable! (restricted)]
353-360 Mesures majorantes et loi du logarithme itéré pour les variables aléatoires sous-gaussiennes by Heinkel, Bernard [Downloadable! (restricted)]
361-365 Stability of sums of weighted nonnegative random variables by Etemadi, N. [Downloadable! (restricted)]
366-374 Weak convergence of linear forms in D[0, 1] by Daffer, Peter Z. & Taylor, Robert L. [Downloadable! (restricted)]
375-381 Positive dependence properties of elliptically symmetric distributions by Sampson, Allan R. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
24-39 On near neighbour estimates of a multivariate density by Hall, Peter [Downloadable! (restricted)]
40-51 Bayes estimation in linear models: A coordinate-free approach by Gnot, Stanislaw [Downloadable! (restricted)]
52-66 Characterization of limits of Bayes procedures by Caridi, Frank [Downloadable! (restricted)]
67-108 Third-order efficiency of conditional tests in exponential models: The lattice case by Hipp, C. [Downloadable! (restricted)]
109-117 Stationary probability distributions for multiresponse linear learning models by Pruscha, H. & Theodorescu, R. [Downloadable! (restricted)]
118-137 The weak and strong Gaussian probabilistic realization problem by van Putten, C. & van Schuppen, J. H. [Downloadable! (restricted)]
138-147 Equivalence of measures induced by infinitely divisible processes by Veeh, Jerry Alan [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
167-176 Equivalent measures of dependence by Bradley, Richard C. [Downloadable! (restricted)]
177-186 A sampling theorem for multivariate stationary processes by Pourahmadi, Mohsen [Downloadable! (restricted)]
187-193 On the laws of large numbers for nonnegative random variables by Etemadi, Nasrollah [Downloadable! (restricted)]
194-201 Existence of a double random integral with respect to stable measures by Szulga, J. & Woyczynski, W. A. [Downloadable! (restricted)]
202-209 The rate of strong uniform consistency for the multivariate product-limit estimator by Horváth, Lajos [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
480-492 Robust M-estimators of location vectors by Collins, John R. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
508-525 On r-quick limit sets for empirical and related processes based on mixing random variables by Babu, Gutti Jogesh & Singh, Kesar [Downloadable! (restricted)]
526-548 The multitype branching random walk, II by Gail Ivanoff, B. [Downloadable! (restricted)]
549-561 Properties of fourth-order strong mixing rates and its application to random set theory by Mase, Shigeru [Downloadable! (restricted)]
562-567 Arbitrariness of the pilot estimator in adaptive kernel methods by Abramson, Ian S. [Downloadable! (restricted)]
568-574 Admissibility of the natural estimator of the mean of a Gaussian process by Spruill, Carl [Downloadable! (restricted)]
575-596 Entropy differential metric, distance and divergence measures in probability spaces: A unified approach by Burbea, Jacob & Rao, C. Radhakrishna [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
1982, Volume 12, Issue 3 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13 Access
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