# Elsevier

# Journal of Multivariate Analysis

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### 1988, Volume 27, Issue 2

**359-374 Nonminimum phase non-Gaussian deconvolution***by*Lii, Keh-Shin & Rosenblatt, Murray**375-391 Inference in a model with at most one slope-change point***by*Miao, B. Q.**392-403 Maximum likelihood principle and model selection when the true model is unspecified***by*Nishii, R.**404-421 An asymptotic minimax theorem of order n-1/2***by*Pfanzagl, J.**422-433 An improved estimation method for univariate autoregressive models***by*Pukkila, Tarmo M.**434-446 Paradoxes in conditional probability***by*Rao, M. M.**447-456 Inference properties of a one-parameter curved exponential family of distributions with given marginals***by*Ruiz-Rivas, Carmen & Cuadras, Carles M.**457-477 The estimation of the bispectral density function and the detection of periodicities in a signal***by*Rao, T. Subba & Gabr, M. M.**478-493 Analysis of odds ratios in 2 - n ordinal contingency tables***by*Subramanyam, K. & Rao, M. Bhaskara**494-511 Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes***by*Taniguchi, Masanobu**512-535 Estimating multiple rater agreement for a rare diagnosis***by*Verducci, Joseph S. & Mack, Michael E. & DeGroot, Morris H.

### 1988, Volume 27, Issue 1

**15-23 Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population***by*Babu, G. Jogesh & Rao, C. Radhakrishna**24-39 Kernel estimators of density function of directional data***by*Bai, Z. D. & Rao, C. Radhakrishna & Zhao, L. C.**40-52 On determination of the order of an autoregressive model***by*Bai, Z. D. & Subramanyam, K. & Zhao, L. C.**53-67 Admissible linear estimation in a general Gauss-Markov model with an incorrectly specified dispersion matrix***by*Baksalary, Jerzy K. & Mathew, Thomas**68-79 On moment conditions for valid formal Edgeworth expansions***by*Bhattacharya, Rabi N. & Ghosh, J. K.**80-90 Ergodicity and central limit theorems for a class of Markov processes***by*Bhattacharya, Rabi N. & Lee, Oesook**91-104 Conditionally ordered distributions***by*Block, Henry W. & Sampson, Allan R.**105-115 A discounted cost relationship***by*Chen, C. S. & Savits, Thomas H.**116-130 Strong consistency of M-estimates in linear models***by*Chen, X. R. & Wu, Y. H.**131-150 Minimal complete classes of invariant tests for equality of normal covariance matrices and sphericity***by*Cohen, Arthur & Marden, John I.**151-168 Invariance principles for changepoint problems***by*Csörgo, Miklós & Horváth, Lajos**169-180 On the area of the circles covered by a random walk***by*Erdös, P. & Révész, P.**181-193 Normed likelihood as saddlepoint approximation***by*Fraser, D. A. S.**194-205 Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions***by*Fujikoshi, Y.**206-227 Empirical and hierarchical bayes competitors of preliminary test estimators in two sample problems***by*Ghosh, Malay & Sinha, Bimal K.**228-254 On confidence bands in nonparametric density estimation and regression***by*Hall, Peter & Titterington, D. M.**255-260 A note on generalized Gaussian random fields***by*Hida, Takeyuki**261-269 Smoothness properties of the conditional expectation in finitely additive white noise filtering***by*Hucke, H. P. & Kallianpur, G. & Karandikar, R. L.**270-283 Equivariant estimation of a mean vector [mu] of N([mu], [Sigma]) with [mu]'[Sigma]-1[mu] = 1 or [Sigma]-1/2[mu] = c or [Sigma] = [sigma]2[mu]'[mu]l***by*Kariya, Takeaki & Giri, N. C. & Perron, F.**284-299 A generalized Cauchy-Binet formula and applications to total positivity and majorization***by*Karlin, Samuel & Rinott, Yosef**300-318 Isotonic M-estimation of location: union-intersection principle and preliminary test versions***by*Karmous, Azza R. & Sen, Pranab K.

### 1988, Volume 26, Issue 2

**111-132 Association of probability measures on partially ordered spaces***by*Lindqvist, Bo Henry**133-165 Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators***by*Masry, Elias**166-168 A note on the largest eigenvalue of a large dimensional sample covariance matrix***by*Bai, Z. D. & Silverstein, Jack W. & Yin, Y. Q.**169-183 Invariance principles for renewal processes when only moments of low order exist***by*Steinebach, Josef**184-206 Asymptotics of conditional empirical processes***by*Horváth, Lajos & Yandell, Brian S.**207-218 A note on the exponentiality of total hazards before failure***by*Arjas, Elja & Haara, Pentti

### 1988, Volume 26, Issue 1

**1-15 Parametric estimation for the mean of a Gaussian process by the method of sieves***by*Antoniadis, Anestis**16-47 A prediction problem for the Brownian sheet***by*Dalang, Robert C. & Russo, Francesco**48-58 Comparison of powers of a class of tests for multivariate linear hypothesis and independence***by*Fujikoshi, Yasunori**59-88 Minimizing L1 distance in nonparametric density estimation***by*Hall, Peter & Wand, Matthew P.**89-103 The rate of convergence in the central limit theorem for non-stationary dependent random vectors***by*Glendinning, Richard**104-110 On the L1 convergence for conditional amarts***by*Zieba, Wieslaw

### 1988, Volume 25, Issue 2

**153-163 Uniform and nonuniform estimates in the CLT for Banach valued dependent random variables***by*Basu, A. K.**164-173 On the identifiability of multivariate survival distribution functions***by*Ebrahimi, Nader**174-200 The demographic variation process of branching random fields***by*Gorostiza, Luis G.**201-222 On the second order local comparison between perturbed maximum likelihood estimators and Rao's statistic as test statistics***by*Chandra, Tapas K. & Samanta, Tapas**223-240 A test of independence for the coordinates of bivariate censored data***by*Gombay, Edit**241-271 On the representation of finite multiple Markov chains by weighted circuits***by*Kalpazidou, Sofia**272-285 Joint stable attraction of two sums of products***by*Cline, Daren B. H.**286-298 Multivariate arrangement increasing functions with applications in probability and statistics***by*Boland, Philip J. & Proschan, Frank**299-310 Kernel density and hazard function estimation in the presence of censoring***by*Diehl, Sabine & Stute, Winfried**311-322 Strong convergence of weighted sums of random elements through the equivalence of sequences of distributions***by*Cuesta, Juan A. & Matrán, Carlos

### 1988, Volume 25, Issue 1

**1-9 On multivariate mean remaining life functions***by*Arnold, Barry C. & Zahedi, Hassan**10-24 Series representations and Karhunen processes***by*Kakihara, Yûichirô**25-30 A characterization of Dirichlet distributions***by*Rao, B. V. & Sinha, Bikas K.**31-44 Multivariate calibration: A generalization of the classical estimator***by*Lieftinck-Koeijers, C. A. J.**45-64 Multivariate functional least squares***by*Heathcote, C. R. & Welsh, A. H.**65-89 Poisson approximations of multinomial distributions and point processes***by*Deheuvels, Paul & Pfeifer, Dietmar**90-99 Consistency of a nonparametric estimate of a density function for dependent variables***by*Boente, Graciela & Fraiman, Ricardo**100-110 Consistent nonparametric multiple regression: The fixed design case***by*Georgiev, Alexander A.**111-118 Random walks on Z2n***by*Erdös, Paul & Chen, Robert W.**119-138 Concentration inequalities for Gauss-Markov estimators***by*Eaton, Morris L.**139-145 Limit theorems for randomly weighted sums of random elements in normed linear spaces***by*Cabrera, M. Ordóñez**146-151 On the study of some functions of multivariate ARMA processes***by*Peiris, M. Shelton

### 1988, Volume 24, Issue 2

**177-188 Comparison theorems for Brownian motions on Riemannian manifolds and their applications***by*Ichihara, Kanji**189-206 A general principle for limit theorems in finitely additive probability: The dependent case***by*Karandikar, Rajeeva L.**207-217 Restricted risk Bayes estimation for the mean of the multivariate normal distribution***by*Chen, Shun-Yu**218-236 White noise approach to stochastic integration***by*Kuo, Hui-Hsiung & Russek, Andrzej**237-251 A characterization of translation-invariant experiments admitting adaptive estimates***by*Pflug, Georg Ch. & Grossmann, Wilfried**252-264 Weak convergence to the matrix stochastic integral [integral operator]01 B dB'***by*Phillips, P. C. B.**265-284 Multi-dimensional multivariate Gaussian Markov random fields with application to image processing***by*Mardia, K. V.**285-308 Approximating the integral of a multifunction***by*Artstein, Zvi & Wets, Roger J-B**309-329 Solution of Deny convolution equation restricted to a half line via a random walk approach***by*Alzaid, Abdulhamid A. & Lau, Ka-Sing & Rao, C. Radhakrishna & Shanbhag, D. N.**330-340 Inequalities for probability contents of convex sets via geometric average***by*Shaked, Moshe & Tong, Y. L.

### 1988, Volume 24, Issue 1

**1-10 Moments of distributions attracted to operator-stable laws***by*Hudson, William N. & Veeh, Jerry Alan & Weiner, Daniel Charles**11-30 On the structure of admissible linear estimators***by*Klonecki, W. & Zontek, S.**31-45 Likelihood process in parametric model of censored data with staggered entry--Asymptotic properties and applications***by*Chang, I-Shou & Hsiung, Chao A.**46-52 Proof of a necessary and sufficient condition for admissibility in discrete multivariate problems***by*Brown, L. D. & Farrell, R. H.**53-55 A type 2 inequality for functions of bounded variation***by*Zaman, Asad**56-65 A note on Edgeworth expansions for the von Mises functionals***by*Takahashi, Hajime**66-87 Robustness study for a linear growth model***by*Khatri, C. G.**88-108 Optimal clustering on the real line***by*Butler, Ronald W.**109-122 Some families of mutivariate symmetric distributions related to exponential distribution***by*Fang, Kai-Tai & Fang, Bi-Qi**123-128 An application of a multivariate central limit theorem to sampling without replacement***by*White, Donald B.**129-142 An identity for multidimensional continuous exponential families and its applications***by*Chou, Jine-Phone**143-154 All-pass matrices, the positive real lemma, and unit canonical correlations between future and past***by*Green, Michael**155-176 The almost sure behavior of maximal and minimal multivariate kn-spacings***by*Deheuvels, Paul & Einmahl, John H. J. & Mason, David M. & Ruymgaart, Frits H.

### 1987, Volume 23, Issue 2

**169-183 Adaptive nonparametric estimation of a multivariate regression function***by*Mack, Y.P. & MuÂ¨ller, Hans-Georg**183-208 Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case***by*Bhattacharya, P.K.**209-219 Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions***by*SenGupta, Ashis**220-232 Maximum likelihood estimation for birth and multidimensional Brownian process***by*Dharmadhikari, Shailaja**233-256 Multivariate Liouville distributions***by*Gupta, Rameshwar D. & Richards, Donald St.P.**257-275 Stochastic rearrangement inequalities***by*Chan, Wai & D'Abadie, Catherine & Proschan, Frank**276-286 Bivariate CDF iterations and asymptotic independence***by*Dorea, C.C.Y. & Sastrosoewignjo, S.**290-302 Asymptotic results in robust quasi-bayesian estimation***by*Ritov, Ya'acov**303-311 Asymptotic optimality of multivariate linear hypothesis tests***by*Baringhaus, Ludwig**312-329 On dominations between measures of dependence***by*Bradley, Richard C. & Bryc, Wlodzimierz & Janson, Svante

### 1987, Volume 23, Issue 1

**1-12 On characterization of linear admissible estimators: An extension of a result due to C. R. Rao***by*Zontek, Stefan**13-36 Asymptotics of special functions and the central limit theorem on the space [Weierstrass p]n of positive n - n matrices***by*Terras, Audrey**37-46 The intersection local time of fractional Brownian motion in the plane***by*Rosen, Jay**47-66 Multivariate reciprocal stationary Gaussian processes***by*Carmichael, J.P. & MasseÂ´, J.C. & Theodorescu, R.**67-76 Necessary and sufficient consistency conditions for a recursive kernel regression estimate***by*Greblicki, Wlodzimierz & Pawlak, Miroslaw**77-92 Strong consistency of least squares estimates in linear regression models driven by semimartingales***by*Le Breton, A. & Musiela, M.**93-118 A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables***by*Rao, M. Bhaskara & Krishnaiah, P.R. & Subramanyam, K.**119-130 Detecting change in a random sequence***by*CsoÂ¨rgo, MikloÂ´s & HorvaÂ´th, Lajos**131-158 On the use of compactly supported density estimates in problems of discrimination***by*Hall, Peter**159-168 Convergence of stochastic empirical measures***by*Beran, R.J. & Le Cam, L. & Millar, P.W.

### 1987, Volume 22, Issue 2

**177-188 Test for a specified signal when the noise covariance matrix is unknown***by*Khatri, C. G. & Rao, C. Radhakrishna**189-211 Some new approaches to multivariate probability distributions***by*Shanbhag, D. N. & Kotz, S.**212-229 Approximations for multivariate U-statistics***by*Götze, F.**230-244 Asymptotically optimal selection of a piecewise polynomial estimator of a regression function***by*Chen, Keh-Wei**245-250 Dimensions of spaces of homogeneous zero regression polynomials***by*Kushner, H. B.**251-257 On a class of asymptotically stationary harmonizable processes***by*Dehay, Dominique**258-277 Central limit theorem for quadratic forms for sparse tables***by*Burman, Prabir**278-295 Strictly operator-stable distributions***by*Sato, Ken-iti**296-312 Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators***by*Stahel, Werner A.**313-339 The central limit theorem for weighted empirical processes indexed by sets***by*Alexander, Kenneth S.

### 1987, Volume 22, Issue 1

**1-12 On the performance of the linear discriminant function for spherical distributions***by*Koutras, Markos**13-23 A class of infinitely divisible multivariate negative binomial distributions***by*Griffiths, R. C. & Milne, R. K.**24-50 A central limit theorem applicable to robust regression estimators***by*Portnoy, Stephen**51-64 The asymptotic distributions of some estimators for a factor analysis model***by*Amemiya, Yasuo & Fuller, Wayne A. & Pantula, Sastry G.**65-73 Nuclear subspace of L0 and the Kernel of a linear measure***by*Okazaki, Yoshiaki & Takahashi, Yasuji**74-78 An elementary proof of the Knight-Meyer characterization of the Cauchy distribution***by*Dunau, Jean-Louis & Senateur, Henri**79-93 Strong consistency and rates for recursive probability density estimators of stationary processes***by*Masry, Elias & Györfi, László**94-105 Comparison between the locally most powerful unbiased and Rao's tests***by*Mukerjee, Rahul & Chandra, Tapas K.**106-125 Stationary fields with positive angle***by*Makagon, A. & Salehi, H.**126-136 Minimaxity of Pitman estimators***by*Milbrodt, Hartmut**137-143 Estimation under -invariant quasi-convex loss***by*Mosler, K. C.**144-155 A central limit theorem for non-instantaneous filters of a stationary Gaussian process***by*Ho, Hwai-Chung & Sun, Tze-Chien**156-176 Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series***by*Taniguchi, M. & Krishnaiah, P. R.

### 1987, Volume 21, Issue 2

**189-206 Cross-validation and the smoothing of orthogonal series density estimators***by*Hall, Peter**207-237 On tests for selection of variables and independence under multivariate regression models***by*Kariya, T. & Fujikoshi, Y. & Krishnaiah, P. R.**238-249 An everywhere convergent series representation of the distribution of Hotelling's generalized T02***by*Phillips, P. C. B.**250-262 Approximation of intermediate quantile processes***by*Csörgo, Miklós & Horváth, Lajos**263-273 The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes***by*Einmahl, J. H. J. & Ruymgaart, F. H.**274-295 Second-order linearity of the general signed-rank statistic***by*Kersting, G.**296-311 A simple alternative derivation of a useful theorem in linear "errors-in-variables" regression models together with some clarifications***by*Willassen, Yngve**312-323 Sufficiency and completeness in the linear model***by*Mueller, Jochen**324-336 On sample path properties of semistable processes***by*Rajput, Balram S. & Rama-Murthy, Kavi

### 1987, Volume 21, Issue 1

**1-28 Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes***by*Taniguchi, Masanobu**29-52 Convergence results for maximum likelihood type estimators in multivariable ARMA models***by*Pötscher, B. M.**53-66 A differential equations approach to the modal location for a family of bivariate gamma distributions***by*Brewer, D. W. & Tubbs, J. D. & Smith, O. E.**67-78 Asymptotic theory for robust principal components***by*Boente, Graciela**79-104 Employing vague prior information in the construction of confidence sets***by*Casella, George & Hwang, Jiunn Tzon**105-127 Multiple stochastic integrals with dependent integrators***by*Fox, Robert & Taqqu, Murad S.**128-138 Compact group actions, spherical bessel functions, and invariant random variables***by*Gross, Kenneth I. & Richards, Donald St. P.**139-157 Spectral representation of semistable processes, and semistable laws on Banach spaces***by*Rajput, Balram S. & Rama-Murthy, Kavi**158-167 Extremality and the global Markov property. I. The Euclidean fields on a lattice***by*Zegarlinski, Boguslaw**168-178 Exponential bounds of mean error for the nearest neighbor estimates of regression functions***by*Zhao, L. C.**179-188 Almost sure L1-norm convergence for data-based histogram density estimates***by*Chen, X. R. & Zhao, L. C.

### 1986, Volume 20, Issue 2

**175-189 Rates of convergence for classes of functions: The non-i.i.d. case***by*Yukich, J. E.**190-204 Multidimensional large deviation local limit theorems***by*Chaganty, Narasinga R. & Sethuraman, J.**205-219 On the angle between past and future for multivariate stationary stochastic processes***by*Miamee, A. G.**220-243 Robust estimation in the linear model with asymmetric error distributions***by*Collins, J. R. & Sheahan, J. N. & Zheng, Z.**244-250 The distribution of a generalized least squares estimator with covariance adjustment***by*Kenward, M. G.**251-264 Transformations preserving normality and Wishart-ness***by*Nabeya, Seiji & Kariya, Takeaki**265-271 On the limiting Pitman efficiency of some rank tests of independence***by*Ledwina, Teresa**272-276 A characterization of spherical distributions***by*Eaton, Morris L.**277-302 On stochastic integral representation of stable processes with sample paths in Banach spaces***by*Rosinski, Jan**303-320 Uniform bound in the central limit theorem for Banach space valued dependent random variables***by*Rhee, WanSoo & Talagrand, Michel**321-326 A random CLT for dependent random variables***by*Sugiman, Ikuo**327-329 Non-linear prediction of the degree n of a Gaussian N-ple Markov process***by*Ivkovic, Z. A.

### 1986, Volume 20, Issue 1

**1-25 On detection of the number of signals in presence of white noise***by*Zhao, L. C. & Krishnaiah, P. R. & Bai, Z. D.**26-49 On detection of the number of signals when the noise covariance matrix is arbitrary***by*Zhao, L. C. & Krishnaiah, P. R. & Bai, Z. D.**50-68 Limiting spectral distribution for a class of random matrices***by*Yin, Y. Q.**69-90 Multivariate splines: A probabilistic perspective***by*Karlin, S. & Micchelli, C. A. & Rinott, Y.**91-113 Random approximations to some measures of accuracy in nonparametric curve estimation***by*Marron, James Stephen & Härdle, Wolfgang**114-128 Strong approximations of the Q-Q process***by*Aly, Emad-Eldin A. A.**129-142 Limits of translation invariant experiments***by*Janssen, Arnold**143-154 Hitting a boundary point by diffusions in the closed half space***by*Ramasubramanian, S.**155-160 Characterization of Hilbert spaces by the strong law of large numbers***by*Kawabe, Jun**161-174 Estimation of parameters for Hilbert space-valued partially observable stochastic processes***by*Loges, Wilfried

### 1986, Volume 19, Issue 2

**201-224 On powerful distributional tests based on sample spacings***by*Hall, Peter**225-239 Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem***by*Hall, Peter & Wightwick, J. C. H.**240-250 On the errors-in-variables problem for time series***by*Robinson, P. M.**251-264 Bandwidth choice for differentiation***by*Rice, John A.**265-272 On certain random simplices in n***by*Anderson, W. J.**273-279 Central limit theorem for perturbed empirical distribution functions evaluated at a random point***by*Puri, Madan L. & Ralescu, Stefan S.**280-298 Positive definite symmetric functions on finite dimensional spaces. I. Applications of the Radon transform***by*Richards, Donald St. P.**299-310 Invariance principles under weak dependence***by*Peligrad, Magda**311-328 Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions***by*Hitsuda, Masuyuki & Mitoma, Itaru**329-341 Supplements to operator-stable and operator-semistable laws on Euclidean spaces***by*Siebert, Eberhard**342-347 Domains of attraction of nonnormal operator-stable laws***by*Meerschaert, Mark M.**348-365 Local times of continuous N-parameter strong martingales***by*Imkeller, Peter

### 1986, Volume 19, Issue 1

**1-13 Convergence properties of an empirical error criterion for multivariate density estimation***by*Marron, James Stephen**14-23 Selecting a minimax estimator doing well at a point***by*Zheng, Z.**24-47 Spectral factorization of wide sense stationary processes on 2***by*Korezlioglu, Hayri & Loubaton, Philippe**48-66 Approximating hierarchical normal priors using a vague component***by*Haitovsky, Yoel & Zidek, James V.**67-87 Bimeasures and measures induced by planar Stochastic integrators***by*Merzbach, Ely & Zakai, Moshe**88-112 Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality***by*Kertz, Robert P.**113-118 Two Lil-type results for the Brownian bridge***by*Sen, Pradip Kumar**119-131 Recent contributions to the embedding problem for probability measures on a locally compact group***by*Heyer, H.**132-141 Generalized least squares estimation of the functional multivariate linear errors-in-variables model***by*Dahm, P. Fred & Fuller, Wayne A.**142-155 Optimal stratification and clustering on the line using the 1-norm***by*Butler, Ronald W.**156-161 The greatest invariance-group of multivariate models***by*Banken, Ludger**162-182 Gaussian measures on Orlicz spaces and abstract Wiener spaces***by*Lawniczak, Anna T.**183-188 A remark on semiparametric models***by*Pfanzagl, J.**189-200 On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic***by*Bai, Z. D. & Yin, Y. Q. & Krishnaiah, P. R.

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