# Elsevier

# Journal of Multivariate Analysis

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### 1996, Volume 58, Issue 1

**107-131 Nonparametric Estimation of the Bivariate Survival Function with Truncated Data***by*van der Laan, Mark J.

### 1996, Volume 57, Issue 2

**175-190 Order Determination for Multivariate Autoregressive Processes Using Resampling Methods***by*Chen, Changhua & Davis, Richard A. & Brockwell, Peter J.**191-214 Estimation of the Location of the Maximum of a Regression Function Using Extreme Order Statistics***by*Chen, Hung & Huang, Mong-Na Lo & Huang, Wen-Jang**215-227 Strong Consistency of Bayes Estimates in Stochastic Regression Models***by*Hu, Inchi**228-239 The Limit Distribution of the Largest Interpoint Distance from a Symmetric Kotz Sample***by*Henze, Norbert & Klein, Timo**240-265 Multivariate Distributions from Mixtures of Max-Infinitely Divisible Distributions***by*Joe, Harry & Hu, Taizhong**266-276 A Preliminary Test in Discriminant Analysis***by*Bar-Hen, Avner**277-296 Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes***by*Paparoditis, Efstathios

### 1996, Volume 57, Issue 1

**1-36 Asymptotic Expansions for Perturbed Systems on Wiener Space: Maximum Likelihood Estimators***by*Yoshida, Nakahiro**37-51 The Number of Points of an Empirical or Poisson Process Covered by Unions of Sets***by*Auer, P. & Hornik, K.**52-68 Second-Order Pitman Admissibility and Pitman Closeness: The Multiparameter Case and Stein-Rule Estimators***by*Ghosh, Jayanta K. & Mukerjee, Rahul & Sen, Pranab K.**69-83 Stochastic Orders for Spacings of Heterogeneous Exponential Random Variables***by*Kochar, Subhash C & Korwar, Ramesh**84-100 ConditionalU-Statistics for Dependent Random Variables***by*Harel, Michel & Puri, Madan L.**101-118 Asymptotic Normality for a Vector Stochastic Difference Equation with Applications in Stochastic Approximation***by*Zhu, Yunmin**119-141 Resampling Permutations in Regression without Second Moments***by*Lepage, Raoul & Podgórski, Krzysztof**142-155 On the Studentisation of Random Vectors***by*Vu, H. T. V. & Maller, R. A. & Klass, M. J.**156-174 Projection Method for Moment Bounds on Order Statistics from Restricted Families: I. Dependent Case***by*Gajek, Leslaw & Rychlik, Tomasz

### 1996, Volume 56, Issue 2

**165-184 On the Accuracy of Binned Kernel Density Estimators***by*Hall, Peter & Wand, M. P.**185-206 Penalized Likelihood-type Estimators for Generalized Nonparametric Regression***by*Cox, Dennis D. & O'Sullivan, Finbarr**207-231 Identification of Refined ARMA Echelon Form Models for Multivariate Time Series***by*Nsiri, Saïd & Roy, Roch**232-244 A Bayesian Decision Theory Approach to Classification Problems***by*Johnson, Richard A. & Mouhab, Abderrahmane**245-258 Double Shrinkage Estimators in the GMANOVA Model***by*Kariya, Takeaki & Konno, Yoshihiko & Strawderman, William E.**259-283 Nonparametric Approach for Non-Gaussian Vector Stationary Processes***by*Taniguchi, Masanobu & Puri, Madan L. & Kondo, Masao**284-302 Extreme Value Asymptotics for Multivariate Renewal Processes***by*Steinebach, Josef & Eastwood, Vera R.**303-332 Some Asymptotic Formulae for Gaussian Distributions***by*Yurinsky, V. V.**333-350 A Multivariate CLT for Local Dependence withn-1/2Â logÂ nRate and Applications to Multivariate Graph Related Statistics***by*Rinott, Yosef & Rotar, Vladimir

### 1996, Volume 56, Issue 1

**1-19 Asymptotic Distribution of Restricted Canonical Correlations and Relevant Resampling Methods***by*Das, Shubhabrata & Sen, Pranab Kumar**20-41 Linkages: A Tool for the Construction of Multivariate Distributions with Given Nonoverlapping Multivariate Marginals***by*Li, Haijun & Scarsini, Marco & Shaked, Moshe**42-59 On Edgeworth Expansion and Moving Block Bootstrap for StudentizedM-Estimators in Multiple Linear Regression Models***by*Lahiri, Soumendra Nath**60-74 A Measure of Association for Bivariate Frailty Distributions***by*Manatunga, Amita K. & Oakes, David**75-89 Bivariate Dependence Properties of Order Statistics***by*Boland, Philip J. & Hollander, Myles & Joag-Dev, Kumar & Kochar, Subhash**90-119 On Joint Estimation of Regression and Overdispersion Parameters in Generalized Linear Models for Longitudinal Data***by*Sutradhar, Brajendra C. & Rao, R. Prabhakar**120-152 On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models***by*Gombay, Edit & Horváth, Lajos**153-163 WBF Property and Stochastical Monotonicity of the Markov Process Associated to Schur-Constant Survivial Functions***by*Caramellino, Lucia & Spizzichino, Fabio

### 1995, Volume 55, Issue 2

**133-148 Functional Limit Theorems for Row and Column Exchangeable Arrays***by*Ivanoff, B. G. & Weber, N. C.**149-164 Minimal Moments and Cumulants of Symmetric Matrices: An Application to the Wishart Distribution***by*Kollo, T. & Vonrosen, D.**165-186 Asymptotic Distributions of Some Test Criteria for the Covariance Matrix in Elliptical Distributions under Local Alternatives***by*Purkayastha, S. & Srivastava, M. S.**187-204 Consistency of Posterior Mixtures in the Gaussian Family on a Hilbert Space and Its Applications***by*Majumdar, S.**205-218 Estimation of Non-sharp Support Boundaries***by*Hardle, W. & Park, B. U. & Tsybakov, A. B.**219-229 Bivariate Discrete Measures via a Power Series Conditional Distribution and a Regression***by*Wesolowski, J.**230-245 Interval Estimation in Structural Errors-in-Variables Model with Partial Replication***by*Huwang, L.**246-260 Deconvolving a Density from Partially Contaminated Observations***by*Hesse, C. H.**261-282 Constructing Multivariate Distributions with Specific Marginal Distributions***by*Koehler, K. J. & Symanowski, J. T.**283-311 Bayesian Analysis for Random Coefficient Regression Models Using Noninformative Priors***by*Yang, R. Y.**312-319 A Hotelling's T2-Type Statistic for Testing against One-Sided Hypotheses***by*Silvapulle, M. J.**320-330 Cone Order Association***by*Cohen, A. & Sackrowitz, H. B. & Samuelcahn, E.**331-339 Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices***by*Silverstein, J. W.**340-348 Asymptotics of Multivariate Randomness Statistics***by*Ghoudi, K.

### 1995, Volume 55, Issue 1

**1-13 Bounds for the Breakdown Point of the Simplicial Median***by*Chen, Z. Q.**14-28 Hadamard Differentiability on D[0,1]p***by*Ren, J. J. & Sen, P. K.**29-38 A Bahadur-Kiefer Theorem beyond the Largest Observation***by*Einmahl, J. H. J.**39-60 On Estimating a Linear Combination of Strata Means with Random Sample Sizes***by*He, K.**61-81 Density Estimation under Qualitative Assumptions in Higher Dimensions***by*Polonik, W.**82-104 Asymptotic Properties of Maximum Likelihood Estimates in a Class of Space-Time Regression Models***by*Niu, X. F.**105-124 Factor Analysis and Principal Components***by*Schneeweiss, H. & Mathes, H.**125-132 An Extension of a Theorem on Gambling Systems***by*Liu, W. & Wang, Z. Z.

### 1995, Volume 54, Issue 2

**163-174 Likelihood Based Inference for Cause Specific Hazard Rates under Order Restrictions***by*Dykstra, R. & Kochar, S. & Robertson, T.**175-192 On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices***by*Silverstein, J. W. & Bai, Z. D.**193-209 Bahadur Representation of the Kernel Quantile Estimator under Random Censorship***by*Xiang, X. J.**210-226 Some Simple U-Statistic Tests for Uniformity on Certain Homogeneous Spaces***by*Chan, O. & Naiman, D. Q.**227-238 Asymptotic Normality of L1-Estimators in Nonlinear Regression***by*Wang, J. D.**239-252 Strassen's Law of the Iterated Logarithm for the Lorenz Curves***by*Rao, C. R.**253-283 Nonparametric Regression with Censored Covariates***by*Dabrowska, D. M.**284-294 On the Uniform Approximation of Laplace's Prior by t-Priors in Location Problems***by*Mukhopadhyay, S. & Ghosh, M.**295-309 Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices***by*Silverstein, J. W. & Choi, S. I.**310-328 Robust Hierarchical Bayes Estimation of Small Area Characteristics in the Presence of Covariates and Outliers***by*Datta, G. S. & Lahiri, P.**329-354 Divergence-Based Estimation and Testing of Statistical Models of Classification***by*Menendez, M. & Morales, D. & Pardo, L. & Vajda, I.

### 1995, Volume 54, Issue 1

**1-17 Multivariate Liouville Distributions, IV***by*Gupta, R. D. & Richards, D. S. P.**18-31 Large Sample Asymptotic Theory of Tests for Uniformity on the Grassmann Manifold***by*Chikuse, Y. & Watson, G. S.**32-76 How to Measure the Error of an M-Estimate and Report It Conservatively***by*Kanter, M.**77-90 Asymptotic Distribution of Smoothers Based on Local Means and Local Medians under Dependence***by*Boente, G. & Fraiman, R.**91-112 Testing Multivariate Symmetry***by*Heathcote, C. R. & Rachev, S. T. & Cheng, B.**113-125 Nonnegative Minimum Biased Quadratic Estimation in the Linear Regression Models***by*Gnot, S. & Trenkler, G. & Zmyslony, R.**126-146 Score Tests for Fixed Effects and Overdispersion Components in Nonlinear Models for Repeated Measures***by*Das, K. & Sutradhar, B. C.**147-162 Improvement of Some Multidimensional Estimates by Reduction of Dimensionality***by*Ferre, L.

### 1995, Volume 53, Issue 2

**181-193 Conditional Distributions and Characterizations of Multivariate Stable Distribution***by*Nguyen, T. T.**194-209 Shrinkage Positive Rule Estimators for Spherically Symmetrical Distributions***by*Cellier, D. & Fourdrinier, D. & Strawderman, W. E.**210-236 Estimation of Variance Components in Mixed Linear Models***by*Kubokawa, T.**237-246 The Power of F Tests Under Regression Models with Nested Error Structure***by*Rao, J. N. K. & Wang, S. G.**247-263 Large Quantile Estimation in a Multivariate Setting***by*Dehaan, L. & Huang, X.**264-278 On Linear Discriminant Analysis with Adaptive Ridge Classification Rules***by*Loh, W. L.**279-292 Convergence of Weighted Sums and Laws of Large Numbers in D([0,1]; E)***by*Schiopukratina, I. & Daffer, P.**293-310 Parametric Schur Convexity and Arrangement Monotonicity Properties of Partial Sums***by*Shaked, M. & Shanthikumar, J. G. & Tong, Y. L.**311-331 Loss Estimation for Spherically Symmetrical Distributions***by*Fourdrinier, D. & Wells, M. T.**332-342 Generalization of the Mahalanobis Distance in the Mixed Case***by*Barhen, A. & Daudin, J. J.

### 1995, Volume 53, Issue 1

**1-17 Unbiasedness of the Likelihood Ratio Test for Lattice Conditional Independence Models***by*Andersson, S. A. & Perlman, M. D.**18-38 Testing Lattice Conditional Independence Models***by*Andersson, S. A. & Perlman, M. D.**39-51 Principal Points and Self-Consistent Points of Symmetrical Multivariate Distributions***by*Tarpey, T.**52-66 Improving on the Positive Part of the UMVUE of a Noncentrality Parameter of a Noncentral Chi-Square Distribution***by*Shao, P. Y. S. & Strawderman, W. E.**67-93 Asymptotic Behaviors of Some Measures of Accuracy in Nonparametric Curve Estimation with Dependent Observations***by*Kim, T. Y. & Cox, D. D.**94-109 Single Linkage Clustering and Continuum Percolation***by*Penrose, M. D.**110-125 Multivariate Exponential and Geometric Distributions with Limited Memory***by*Marshall, A. W. & Olkin, I.**126-138 Expansion of the Scale Mixture of the Multivariate Normal Distribution with Error Bound Evaluated in the L1-Norm***by*Shimizu, R.**139-158 Missing Data Imputation Using the Multivariate t Distribution***by*Liu, C.**159-179 The Law of the Iterated Logarithm for the Multivariate Nearest Neighbor Density Estimators***by*Ralescu, S. S.

### 1995, Volume 52, Issue 2

**181-198 On the Strong Law of Large Numbers and the Law of the Logarithm for Weighted Sums of Independent Random Variables with Multidimensional Indices***by*Li, D. L. & Rao, M. B. & Wang, X. C.**199-244 Generalized Poisson Distributions as Limits of Sums for Arrays of Dependent Random Vectors***by*Kobus, M.**245-258 Likelihood Ratio Tests for Principal Components***by*Dumbgen, L.**259-279 Asymptotic Normality of a Class of Adaptive Statistics with Applications to Synthetic Data Methods for Censored Regression***by*Lai, T. L. & Ying, Z. L. & Zheng, Z. K.**280-294 Moments of Generalized Wishart Distributions***by*Wong, C. S. & Liu, D. S.**295-307 On Rohlf's Method for the Detection of Outliers in Multivariate Data***by*Caroni, C. & Prescott, P.**308-324 Estimation of a Normal Covariance Matrix with Incomplete Data under Stein's Loss***by*Konno, Y.**325-337 The Effects of Nonnormality of Tests for Dimensionality in Canonical Correlation and MANOVA Models***by*Seo, T. & Kanda, T. & Fujikoshi, Y.**338-351 Shrinkage Estimators under Spherical Symmetry for the General Linear Model***by*Cellier, D. & Fourdrinier, D.

### 1995, Volume 52, Issue 1

**1-14 A Continuous Metric Scaling Solution for a Random Variable***by*Cuadras, C. M. & Fortiana, J.**15-44 Limit Behavior of Quadratic Forms of Moving Averages and Statistical Solutions of the Burgers' Equation***by*Hu, Y. M. & Woyczynski, W. A.**45-72 The Repeated Median Intercept Estimator: Influence Function and Asymptotic Normality***by*Hossjer, O. & Rousseeuw, P. J. & Ruts, I.**73-82 Minimax Estimators of the Mean Vector in Normal Mixed Linear Models***by*Bilodeau, M.**83-106 Some Continuous Edgeworth Expansions for Markov Chains with Applications to Bootstrap***by*Datta, S. & Mccormick, W. P.**107-130 Strong Approximation Theorems for Independent Random Variables and Their Applications***by*Shao, Q. M.**131-139 Bivariate Extension of the Method of Polynomials for Bonferroni-Type Inequalities***by*Galambos, J. & Xu, Y.**140-157 Estimation of the Variance of Partial Sums for [rho]-Mixing Random Variables***by*Peligrad, M. & Shao, Q. M.**158-180 Central Limit Theorem, Weak Law of Large Numbers for Martingales in Banach Spaces, and Weak Invariance Principle - A Quantitative Study***by*Anastassiou, G. A.

### 1994, Volume 51, Issue 2

**211-239 Limiting Behavior of M-Estimators of Regression Coefficients in High Dimensional Linear Models I. Scale Dependent Case***by*Bai, Z. D. & Wu, Y.**240-251 Limiting Behavior of M-Estimators of Regression-Coefficients in High Dimensional Linear Models II. Scale-Invariant Case***by*Bai, Z. D. & Wu, Y.**252-264 Uniform Convergence of Probability Measures: Topological Criteria***by*Lucchetti, R. & Salinetti, G. & Wets, R. J. B.**265-276 Combining Independent Tests in Multivariate Linear Models***by*Zhou, L. P. & Mathew, T.**277-293 Comparing Empirical Likelihood and Bootstrap Hypothesis Tests***by*Chen, S. X.**294-317 On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models***by*Poskitt, D. S. & Salau, M. O.**318-337 Regression Quantiles and Related Processes Under Long Range Dependent Errors***by*Koul, H. L. & Mukherjee, K.**338-351 An Extension of the Csörgo-Horváth Functional Limit Theorem and Its Applications to Changepoint Problems***by*Ferger, D.**352-371 Asymptotically Optimal Balloon Density Estimates***by*Hall, P. & Huber, C. & Owen, A. & Coventry, A.**372-391 On the Applications of Divergence Type Measures in Testing Statistical Hypotheses***by*Salicru, M. & Morales, D. & Menendez, M. L. & Pardo, L.**392-413 Random Quadratic Forms and the Bootstrap for U-Statistics***by*Dehling, H. & Mikosch, T.**414-431 Mixed Limit Theorems for Pattern Analysis***by*Grenander, U. & Sethuraman, J.**432-444 Domains of Semi-Stable Attraction of Nonnormal Semi-Stable Laws***by*Scheffler, H. P.

### 1994, Volume 51, Issue 1

**1-16 Principal Component Analysis for a Stationary Random Function Defined on a Locally Compact Abelian Group***by*Boudou, A. & Dauxois, J.**17-45 Strong Approximation of the Quantile Processes and Its Applications under Strong Mixing Properties***by*Fotopoulos, S. B. & Ahn, S. K.**46-53 Some Properties of the Homogeneous Multivariate Pareto (IV) Distribution***by*Yeh, H. C.**54-70 Likelihood Ratio and Cumulative Sum Tests for a Change-Point in Linear Regression***by*Kim, H. J.**71-82 Lp-Convergence of Conditional U-Statistics***by*Stute, W.**83-101 Improved Nonnegative Estimation of Variance Components in Balanced Multivariate Mixed Models***by*Mathew, T. & Niyogi, A. & Sinha, B. K.**102-120 Algorithms in Convex Analysis to Fit lp-Distance Matrices***by*Mathar, R. & Meyer, R.**121-138 On the Validity of Edgeworth and Saddlepoint Approximations***by*Booth, J. G. & Hall, P. & Wood, A. T. A.**139-147 Consistency Property of Elliptic Probability Density Functions***by*Kano, Y.**148-177 Asymptotics of Generalized S-Estimators***by*Hossjer, O. & Croux, C. & Rousseeuw, P. J.**178-200 New Perspectives on Linear Calibration***by*Kubokawa, T. & Robert, C. P.**201-209 A Test to Determine Closeness of Multivariate Satterthwaite's Approximation***by*Khuri, A. I. & Mathew, T. & Nel, D. G.

### 1994, Volume 50, Issue 2

**175-237 Aligned Rank Tests for Linear Models with Autocorrelated Error Terms***by*Hallin, M. & Puri, M. L.**238-264 The Asymptotic Distribution of Singular-Values with Applications to Canonical Correlations and Correspondence Analysis***by*Eaton, M. L. & Tyler, D.**265-281 Maximin Estimation of Multidimensional Boundaries***by*Muller, H. G. & Song, K. S.**282-293 Maximum Likelihood Estimation of Means and Variances from Normal Populations Under Simultaneous Order Restrictions***by*Shi, N. Z.**294-313 Sample Partial Autocorrelation Function of a Multivariate Time Series***by*Degerine, S.

### 1994, Volume 50, Issue 1

**1-16 Exact Behavior of Gaussian Measures of Translated Balls in Hilbert Spaces***by*Linde, W. & Rosinski, J.**17-29 The Kaplan-Meier Estimate for Dependent Failure Time Observations***by*Ying, Z. & Wei, L. J.**30-40 Series Estimation of Semilinear Models***by*Donald, S. G. & Newey, W. K.**41-54 Two-Sample Test Statistics for Measuring Discrepancies Between Two Multivariate Probability Density Functions Using Kernel-Based Density Estimates***by*Anderson, N. H. & Hall, P. & Titterington, D. M.**55-67 On the Dependence of Structure of Multivariate Processes and Corresponding Hitting Times***by*Ebrahimi, N.**68-92 Optimal Linear Filtering and Smoothing for a Discrete Time Stable Linear Model***by*Rutkowski, M.**93-114 Consistency of M-Estimates in General Regression Models***by*Liese, F. & Vajda, I.**115-131 Optimal Stopping-Related Inequalities for Iid Random Variables when the Future Is Discounted***by*Boshuizen, F. A.**132-151 On Some Integer-Valued Autoregressive Moving Average Models***by*Aly, E. E. A. A. & Bouzar, N.**152-173 Asymptotic Normality of Random Fields of Positively or Negatively Associated Processes***by*Roussas, G. G.

### 1994, Volume 49, Issue 2

**179-201 Linear Regression with Censoring***by*Srinivasan, C. & Zhou, M.**202-217 Optimality Properties of Empirical Estimators for Multivariate Point Processes***by*Greenwood, P. E. & Wefelmeyer, W.**218-241 Exponential Mixture Models with Long-Term Survivors and Covariates***by*Ghitany, M. E. & Maller, R. A. & Zhou, S.**242-254 A Simple Wavelet Approach to Nonparametric Regression from Recursive Partitioning Schemes***by*Engel, J.**255-265 On Bootstrapping M-Estimated Residual Processes in Multiple Linear-Regression Models***by*Koul, H. L. & Lahiri, S. N.**266-277 Unitary Actions of Lévy Flows of Diffeomorphisms***by*Applebaum, D.**278-286 Law of the Logarithm for Density and Hazard Rate Estimation for Censored Data***by*Xiang, X. J.**287-298 Convergence of Adaptive Direction Sampling***by*Roberts, G. O. & Gilks, W. R.

### 1994, Volume 49, Issue 1

**1-23 Moments for Left Elliptically Contoured Random Matrices***by*Wong, C. S. & Liu, D.**24-40 Empirical Likelihood Confidence Intervals for Linear Regression Coefficients***by*Chen, S. X.**41-54 Asymptotics for Multivariate t-Statistic and Hotelling's T2-Statistic Under Infinite Second Moments via Bootstrapping***by*Sepanski, S. J.**55-75 Principal Components Selection by the Criterion of the Minimum Mean Difference of Complexity***by*Qian, G. Q. & Gabor, G. & Gupta, R. P.**76-86 The Law of Large Numbers for Product Partial Sum Processes Indexed by Sets***by*Kwon, J. S.**87-96 A Simple Approximation to the Bivariate Normal Distribution with Large Correlation Coefficient***by*Albers, W. & Kallenberg, W. C. M.**97-109 Bootstrapping Multivariate U-Quantiles and Related Statistics***by*Helmers, R. & Huskova, M.**110-131 Asymptotic Properties of the Estimators for Multivariate Components of Variance***by*Remadi, S. & Amemiya, Y.**132-149 A Locally Correlated Process and Its Applications in Bayesian Estimation***by*Liu, G.**150-163 Uniform Strong Consistent Estimation of an Ifra Distribution Function***by*Rojo, J. & Samaniego, F. J.**164-178 Characteristic Functions of a Class of Elliptic Distributions***by*Kotz, S. & Ostrovskii, I.

### 1994, Volume 48, Issue 2

**169-187 Higher Order Asymptotic Theory for Discriminant Analysis in Exponential Families of Distributions***by*Taniguchi, M.**188-202 Halfplane Trimming for Bivariate Distributions***by*Masse, J. C. & Theodorescu, R.**203-227 Invariant Measures for Transient Reflected Brownian Motion in a Wedge: Existence and Uniqueness***by*Deblassie, R. D.**228-248 Statistical Analysis of Curved Probability Densities***by*Taniguchi, M. & Watanabe, Y.**249-274 The Asymptotic Distribution of Sample Autocorrelations for a Class of Linear Filters***by*Cavazoscadena, R.**275-296 On the Likelihood Ratio for Two-Parameter Discrete Space Stochastic Processes***by*Luesink, R.**297-314 Weak Convergence of Weighted Empirical U-Statistics Processes for Dependent Random Variables***by*Harel, M. & Ocinneide, C. A. & Puri, M. L.**315-346 Holomorphic Processes in Banach Spaces and Banach Algebras***by*Ransford, T. J.

### 1994, Volume 48, Issue 1

**1-30 On statistical information of extreme order statistics, local extreme value alternatives, and poisson point processes***by*Janssen, A. & Marohn, F.**31-42 Distributions and expectations of order statistics for possibly dependent random variables***by*Rychlik, Tomasz**43-69 Limit theorems for change in linear regression***by*Gombay, Edit & Horváth, Lajos**70-86 Does asymptotic linearity of the regression extend to stable domains of attraction?***by*Cioczek-Georges, Renata & Taqqu, Murad S.**87-106 Bayes compound and empirical Bayes estimation of the mean of a Gaussian distribution on a Hilbert space***by*Majumdar, Suman**107-114 An identity for the noncentral wishart distribution with application***by*Leung, Pui Lam**115-156 On the number of points of a homogeneous poisson process***by*Auer, Peter & Hornik, Kurt**157-167 Schur properties of convolutions of exponential and geometric random variables***by*Boland, Philip J. & El-Neweihi, Emad & Proschan, Frank

### 1993, Volume 47, Issue 2

**173-195 Optimal Choice of Sample Fraction in Extreme-Value Estimation***by*Dekkers, A. L. M. & Dehaan, L.**196-209 Sequential Estimation of the Mean Vector of a Multivariate Linear Process***by*Fakhrezakeri, I. & Lee, S. Y.**210-229 Strong Representations of the Survival Function Estimator for Truncated and Censored Data with Applications***by*Gijbels, I. & Wang, J. L.**230-249 Asymptotic Behavior of the Perturbed Empirical Distribution-Functions Evaluated at a Random Point for Absolutely Regular Sequences***by*Sun, S.**250-268 Exponential Bounds for the Uniform Deviation of a Kind of Empirical Processes, II***by*Zhang, J. & Zhu, L. X. & Cheng, P.**269-282 Majorants and Minorants for Elliptic Measures on k***by*Jensen, D. R.**283-300 Asymptotics of Eigenvalues and Unit-Length Eigenvectors of Sample Variance and Correlation Matrices***by*Kollo, T. & Neudecker, H.**301-328 Nonparametric Resampling for Homogeneous Strong Mixing Random Fields***by*Politis, D. N. & Romano, J. P.**329-338 Simultaneous Estimation of Independent Normal Mean Vectors with Unknown Covariance Matrices***by*Krishnamoorthy, K. & Sarkar, S. K.

### 1993, Volume 47, Issue 1

**1-21 Multiparameter Bandwidth Processes and Adaptive Surface Smoothing***by*Muller, H. G. & Prewitt, K. A.**22-34 U-Estimators of Regression Coefficients***by*Gregory, G. G.**35-47 Estimating a Multidimensional Extreme-Value Distribution***by*Einmahl, J. H. J. & Dehaan, L. & Huang, X.

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