# Elsevier

# Journal of Multivariate Analysis

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### 1986, Volume 19, Issue 1

### 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.**178-186 The problem of identification of parameters by the distribution of the maximum random variable***by*Mukherjea, A. & Nakassis, A. & Miyashita, J.**187-215 Second order asymptotics in nonlinear regression***by*Schmidt, Wolfgang H. & Zwanzig, S.**216-224 Computation of the maximum likelihood estimate of a noncentrality parameter***by*Spruill, M. C.**225-241 Parametric estimation for simple branching diffusion processes, II***by*Kulperger, Reg**242-273 Prophet regions and sharp inequalities for pth absolute moments of martingales***by*Cox, David C. & Kertz, Robert P.**274-286 Random creation and dispersion of mass***by*Wulfsohn, Aubrey**287-299 Applications of integration by parts formula for infinite-dimensional semimartingales***by*Ustunel, A. S.

### 1986, Volume 18, Issue 1

**1-31 Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes***by*Taniguchi, Masanobu**32-45 Limit theorems for the multivariate binomial distribution***by*Hudson, William N. & Tucker, Howard G. & Veeh, Jerry A.**46-51 The multivariate Laplace-De Moivre Theorem***by*Veeh, Jerry Alan**52-69 Some sojourn time problems for 2-dimensional Gaussian processes***by*Maejima, Makoto**70-82 On estimation of matrix of normal mean***by*Zheng, Z.**83-92 Learn-merge invariance of priors: A characterization of the Dirichlet distributions and processes***by*Böge, W. & Möcks, J.**93-106 Cramér-von Mises statistics based on the sample quantile function and estimated parameters***by*LaRiccia, Vincent & Mason, David M.**107-116 Computation of variance components by the MINQUE method***by*Kleffe, J. & Seifert, B.**117-126 Invariant prediction regions with smallest expected measure***by*Hooper, Peter M.**127-137 Strongly and weakly harmonizable stochastic processes of H-valued random variables***by*Kakihara, Yûichirô**138-149 Third order efficient tests in exponential lattice models***by*Hipp, C.**150-168 Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators***by*Härdle, Wolfgang

### 1985, Volume 17, Issue 3

**245-260 Laws of large numbers for classes of functions***by*Yukich, J. E.**261-278 Edgeworth expansions for sampling without replacement from finite populations***by*Babu, G. Jogesh & Singh, Kesar**279-303 Stochastic integration on partially ordered sets***by*Hürzeler, Harry E.**304-315 Invariance and independence in multivariate distribution theory***by*Dawid, A. P.**316-332 p-Norm bounds on the expectation of the maximum of a possibly dependent sample***by*Arnold, Barry C.**333-349 Some partial orderings of exchangeable random variables by positive dependence***by*Shaked, Moshe & Tong, Y. L.

### 1985, Volume 17, Issue 2

**107-126 Second-order risk comparison of SLSE with GLSE and MLE in a regression with serial correlation***by*Toyooka, Yasuyuki**127-147 Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions***by*Bock, M. E.**148-167 A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics***by*Denker, Manfred & Puri, Madan L. & Rösler, Uwe**168-184 M-Methods in multivariate linear models***by*Singer, Julio Motta & Sen, Pranab Kumar**185-206 On the theory of Banach space valued multifunctions. 1. Integration and conditional expectation***by*Papageorgiou, Nikolaos S.**207-227 On the theory of Banach space valued multifunctions. 2. Set valued martingales and set valued measures***by*Papageorgiou, Nikolaos S.**228-241 Multi-stage nonparametric estimation of density function using orthonormal systems***by*Liang, Wen-Qi & Krishnaiah, P. R.

### 1985, Volume 17, Issue 1

**1-26 On probabilities of large deviations in some classes of k-dimensional Borel sets***by*Rozovsky, L. V.**27-37 Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria***by*Fujikoshi, Yasunori**38-55 Regularity and decomposition of two-parameter supermartingales***by*Mazziotto, G. & Merzbach, E.**56-75 Applications of autoreproducing kernel grammian moduli to (U, H)-valued stationary random functions***by*Truong-Van, B.**76-83 The asymptotic distribution of a goodness of fit statistic for factorial invariance***by*Chen, K. H. & Robinson, J.**84-98 On the expansion of C[varrho]*(V + I) as a sum of zonal polynomials***by*Kushner, H. B.**99-106 On the Radon-Nikodym theorem for measures with values in vector lattices***by*Mussmann, Dieter

### 1985, Volume 16, Issue 3

**277-289 On the increments of the local time of a Wiener sheet***by*Révész, P.**290-299 Testing for independence by the empirical characteristic function***by*Csörgo, Sándor**300-317 The empirical distribution function and strong laws for functions of order statistics of uniform spacings***by*Beirlant, Jan & van Zuijlen, M. C. A.**318-334 On a decision rule using dichotomies for identifying the nonnegligible parameter in certain linear models***by*Srivastava, J. N. & Mallenby, D. W.**335-367 Multilinear forms and measures of dependence between random variables***by*Bradley, Richard C. & Bryc, Wlodzimierz**368-392 Inference for thinned point processes, with application to Cox processes***by*Karr, Alan F.**393-411 Prediction of multivariate time series by autoregressive model fitting***by*Lewis, Richard & Reinsel, Gregory C.**412-431 Asymptotic normality of spectral estimates***by*Dahlhaus, Rainer**432-439 Interval estimates for posterior probabilities in a multivariate normal classification model***by*Ambergen, A. W. & Schaafsma, W.**440-450 On Neyman's conjecture: A characterization of the multinomials***by*Sinha, Bikas Kumar & Gerig, Thomas M.

### 1985, Volume 16, Issue 2

**173-184 Tests for dimensionality and interactions of mean vectors under general and reducible covariance structures***by*Rao, C. Radhakrishna**185-210 Strong approximations of the quantile process of the product-limit estimator***by*Aly, Emad-Eldin A. A. & Csörgo, Miklós & Horváth, Lajos**211-236 Three limit theorems for vacancy in multivariate coverage problems***by*Hall, Peter**237-240 Multivariate extreme value distributions for stationary Gaussian sequences***by*Amram, Fred**241-252 On a characterization of the normal distribution by means of identically distributed linear forms***by*Riedel, M.**253-259 The nonnegative MINQUE estimate***by*Massam, Helene & Muller, Jochen**260-264 Elimination of randomization in statistical decision theory reconsidered***by*Balder, E. J.**265-275 A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction***by*Pourahmadi, Mohsen

### 1985, Volume 16, Issue 1

**1-20 Asymptotic expansions in functional limit theorems***by*Götze, F.**21-53 A comparison of kriging with nonparametric regression methods***by*Yakowitz, S. J. & Szidarovszky, F.**54-70 The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend***by*Swensen, Anders Rygh**71-84 Linear sufficiency and some applications in multilinear estimation***by*Drygas, Hilmar**85-117 Convergence of nonhomogeneous stochastic chains with countable states***by*Mukherjea, A. & Nakassis, A.**118-139 Filtrations for the two parameter jump process***by*Al-Hussaini, Ata & Elliott, Robert J.**140-156 A note on harmonizable and V-bounded processes***by*Kakihara, Yûichirô**157-161 The distribution of matrix quotients***by*Phillips, P. C. B.**162-172 Nonparametric iterative estimation of multivariate binary density***by*Liang, Wen-Qi & Krishnaiah, P. R.

### 1984, Volume 15, Issue 3

**279-294 On the convergence rate of maximal deviation distribution for kernel regression estimates***by*Konakov, V. D. & Piterbarg, V. I.**295-324 Some limit theorems on the eigenvectors of large dimensional sample covariance matrices***by*Silverstein, Jack W.**325-335 The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model***by*Arnold, Steven**336-360 Properties of Hida processes on 2. 1. N-Hida processes***by*Prum, Bernard**361-382 Properties of Hida processes on 2. 2. Prediction and interpolation problems for processes on 2***by*Prum, Bernard**383-407 Tests for independence of two multivariate regression equations with different design matrices***by*Kariya, Takeaki & Fujikoshi, Yasunori & Krishnaiah, P. R.**408-409 Comments on a result of Yin, Bai, and Krishnaiah for large dimensional multivariate F matrices***by*Silverstein, Jack W.**410-413 A remark on a recent paper on the convergence of "amrts"***by*Chatterji, S. D.

### 1984, Volume 15, Issue 2

**147-163 Almost surely consistent nonparametric regression from recursive partitioning schemes***by*Gordon, Louis & Olshen, Richard A.**164-173 The exact likelihood for a multivariate ARMA model***by*Solo, Victor**174-182 Hermite series estimates of a probability density and its derivatives***by*Greblicki, W?odzimierz & Pawlak, Miros?aw**183-200 Trimmed estimates in simultaneous estimation of parameters in exponential families***by*Ghosh, Malay & Dey, Dipak K.**201-221 Estimation of first crossing time distribution for N-parameter Brownian motion processes relative to upper class boundaries***by*Sen, Pradip Kumar & Wichura, Michael J.**222-227 On the fair coin tossing process***by*Chen, Robert & Lin, Hsien E.**228-236 A test for the independence of two Gaussian processes***by*Withers, C. S.**237-251 Scaling limits for point random fields***by*Burton, Robert M. & Waymire, Ed**252-260 An invariance principle for a finite dimensional stochastic approximation method in a Hilbert space***by*Nixdorf, Rainer**261-276 Noneuclidean harmonic analysis, the central limit theorem, and long transmission lines with random inhomogeneities***by*Terras, Audrey

### 1984, Volume 15, Issue 1

**1-12 A multivariate one-way classification model with random effects***by*Schott, James R. & Saw, John G.**13-20 Characterization of infinitely divisible multivariate gamma distributions***by*Griffiths, R. C.**21-51 Two testing problems relating the real and complex multivariate normal distributions***by*Andersson, Steen A. & Perlman, Michael D.**52-62 Optimal designs for minimax extrapolation***by*Spruill, M. C.**63-72 Strong consistency of nearest neighbor regression function estimators***by*Cheng, Philip E.**73-90 On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes***by*Haeusler, Erich**91-98 The strong consistency of M-estimators in linear models***by*Cheng, Ching-Shui & Li, Ker-Chau**99-123 Subordination, rank, and determinism of multivariate stationary sequences***by*Niemi, Hannu**124-134 Convergence in the pth-mean and some Weak Laws of Large Numbers for weighted sums of random elements in separable normed linear spaces***by*Wang, Xiang Chen & Bhaskara Rao, M.**135-140 Canonical row-column-exchangeable arrays***by*Lynch, James**141-146 A functional central limit theorem for [varrho]-mixing sequences***by*Herrndorf, Norbert

### 1984, Volume 14, Issue 3

**269-284 Stationary distributions of the simplest dynamical systems in Rn perturbed by generalized Poisson process***by*Zakusilo, O. K.**285-299 Distributions of class L[alpha]***by*Bai, Z. D. & Yin, Y. Q.**300-314 An asymptotic minimax risk bound for estimation of a linear functional relationship***by*Nussbaum, M.**315-322 The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors***by*Prakasa Rao, B. L. S.**323-335 Principal components in the nonnormal case: The test of equality of Q roots***by*Waternaux, Christine M.**336-347 Formulas for zonal polynomials***by*Kushner, H. B. & Meisner, Morris**348-359 Weighted L2 quantile distance estimators for randomly censored data***by*Eubank, R. L. & LaRiccia, V. N.**360-375 A limit theorem for branching one-dimensional periodic diffusion processes***by*Kawazu, Kiyoshi & Ogura, Yukio**376-389 Stochastic bounds for attained levels***by*Berk, Robert H.

### 1984, Volume 14, Issue 2

**135-154 Universal estimators of a vector parameter***by*Rukhin, A. L.**155-168 A condition for null robustness***by*Eaton, Morris L. & Kariya, Takeaki**169-180 Robust regression function estimation***by*Härdle, Wolfgang**181-200 A Bahadur efficiency comparison between one and two sample rank statistics and their sequential rank statistic analogues***by*Mason, David M.**201-211 Bivariate step processes and random evolutions***by*Siegrist, Kyle**212-220 Construction of improved estimators in multiparameter estimation for continuous exponential families***by*Ghosh, Malay & Hwang, Jiunn Tzon & Tsui, Kam-Wah**221-230 Limiting distributions of two random sequences***by*Chen, Robert & Goodman, Richard & Zame, Alan**231-247 On Berry-Esséen rates, a law of the iterated logarithm and an invariance principle for the proportion of the sample below the sample mean***by*Ralescu, Stefan & Puri, Madan L.**248-267 Hyperamarts: Conditions for regularity of continuous parameter processes***by*Choi, Bong Dae

### 1984, Volume 14, Issue 1

**1-16 Central limit theorem for integrated square error of multivariate nonparametric density estimators***by*Hall, Peter**17-33 Domains of attraction and regular variation in IRd***by*de Haan, L. & Omey, E. & Resnick, S.**34-73 Quasimartingales on partially ordered sets***by*Hürzeler, Harry E.**74-82 The theory of concentrated Langevin distributions***by*Watson, Geoffrey S.**83-93 On a class of stopping times for M-estimators***by*Stute, Winfried**94-100 On the reverse process of a critical multitype Galton-Watson process without variances***by*Nakagawa, Tetsuo**101-104 Use of the hyperbolic differential operator to find a scalar statistic which has constant regression on the mean of a sample of Wishart matrices***by*Heller, Barbara**105-113 Ultraspherical polynomials and statistics on the m-sphere***by*Saw, John G.**114-133 On the hellinger square integral with respect to an operator valued measure and stationary processes***by*Makagon, Andrzej

### 1983, Volume 13, Issue 4

**489-507 A limit theorem for the eigenvalues of product of two random matrices***by*Yin, Y. Q. & Krishnaiah, P. R.**508-516 Limiting behavior of the eigenvalues of a multivariate F matrix***by*Yin, Y. Q. & Bai, Z. D. & Krishnaiah, P. R.**517-533 Kernel-transformed empirical processes***by*Csörgo, Sándor**534-538 Continuity properties of decomposable probability measures on euclidean spaces***by*Wolfe, Stephen James**539-549 Asymptotic properties of Cramér-Smirnov statistics--A new approach***by*Sukhatme, Shashikala**550-560 Absolute continuity of operator-self-decomposable distributions on Rd***by*Yamazato, Makoto**561-577 The past of a stopping point and stopping for two-parameter processes***by*Fouque, Jean-Pierre**578-604 Limit distributions and one-parameter groups of linear operators on Banach spaces***by*Jurek, Zbigniew J.**605-611 On Wong-Zakai approximation of stochastic differential equations***by*Konecny, Franz

### 1983, Volume 13, Issue 3

**383-400 The maximum of the periodogram***by*An, Hong-Zhi & Chen, Zhao-Guo & Hannan, E. J.**401-424 Estimating the mean function of a Gaussian process and the Stein effect***by*Berger, James & Wolpert, Robert**425-441 Central limit theorems for non-linear functionals of Gaussian fields***by*Breuer, Péter & Major, Péter**442-463 Entrance laws for Feller diffusions on (0, [infinity]) and Doob's h-path transformation***by*Bose, A.**464-472 On a number of poisson matrices in Bang-Bang representations for 3 - 3 embeddable matrices***by*Frydman, Halina**473-487 Special functions and characterizations of probability distributions by zero regression properties***by*Heller, Barbara

### 1983, Volume 13, Issue 2

**213-233 On [alpha]-symmetric multivariate distributions***by*Cambanis, Stamatis & Keener, Robert & Simons, Gordon**234-256 Measuring the efficiency of trigonometric series estimates of a density***by*Hall, Peter**257-272 Point processes and multivariate extreme values***by*Deheuvels, Paul**273-286 Limit laws for upper and lower extremes from stationary mixing sequences***by*Davis, Richard A.**287-301 Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces***by*Butzer, P. L. & Hahn, L. & Roeckerath, M. Th.**302-309 Asymptotic normal distribution of multidimensional statistics of dependent random variables***by*De Dominicis, Rodolfo**310-327 The inverse partial correlation function of a time series and its applications***by*Bhansali, R. J.**328-352 On a class of martingale inequalities***by*Cox, David C. & Kemperman, J. H. B.**353-360 Mesures majorantes et loi du logarithme itéré pour les variables aléatoires sous-gaussiennes***by*Heinkel, Bernard**361-365 Stability of sums of weighted nonnegative random variables***by*Etemadi, N.**366-374 Weak convergence of linear forms in D[0, 1]***by*Daffer, Peter Z. & Taylor, Robert L.**375-381 Positive dependence properties of elliptically symmetric distributions***by*Sampson, Allan R.

### 1983, Volume 13, Issue 1

**1-23 Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters***by*Lai, T. L. & Wei, C. Z.**24-39 On near neighbour estimates of a multivariate density***by*Hall, Peter**40-51 Bayes estimation in linear models: A coordinate-free approach***by*Gnot, Stanislaw**52-66 Characterization of limits of Bayes procedures***by*Caridi, Frank**67-108 Third-order efficiency of conditional tests in exponential models: The lattice case***by*Hipp, C.**109-117 Stationary probability distributions for multiresponse linear learning models***by*Pruscha, H. & Theodorescu, R.**118-137 The weak and strong Gaussian probabilistic realization problem***by*van Putten, C. & van Schuppen, J. H.**138-147 Equivalence of measures induced by infinitely divisible processes***by*Veeh, Jerry Alan**148-166 On the decomposition of the convolution of a Gaussian and poisson distribution on locally compact Abelian groups***by*Feldman, G. M. & Fryntov, A. E.**167-176 Equivalent measures of dependence***by*Bradley, Richard C.**177-186 A sampling theorem for multivariate stationary processes***by*Pourahmadi, Mohsen**187-193 On the laws of large numbers for nonnegative random variables***by*Etemadi, Nasrollah**194-201 Existence of a double random integral with respect to stable measures***by*Szulga, J. & Woyczynski, W. A.**202-209 The rate of strong uniform consistency for the multivariate product-limit estimator***by*Horváth, Lajos

### 1982, Volume 12, Issue 4

**457-468 A new proof of admissibility of tests in the multivariate analysis of variance***by*Anderson, T. W. & Takemura, Akimichi**469-479 Admissibility and complete class results for the multinomial estimation problem with entropy and squared error loss***by*Ighodaro, Ayodele & Santner, Thomas & Brown, Lawrence**480-492 Robust M-estimators of location vectors***by*Collins, John R.**493-507 Diffusion approximation of the two-type Galton-Watson process with mean matrix close to the identity***by*Buckholtz, P. G. & Wasan, M. T.**508-525 On r-quick limit sets for empirical and related processes based on mixing random variables***by*Babu, Gutti Jogesh & Singh, Kesar**526-548 The multitype branching random walk, II***by*Gail Ivanoff, B.**549-561 Properties of fourth-order strong mixing rates and its application to random set theory***by*Mase, Shigeru**562-567 Arbitrariness of the pilot estimator in adaptive kernel methods***by*Abramson, Ian S.**568-574 Admissibility of the natural estimator of the mean of a Gaussian process***by*Spruill, Carl**575-596 Entropy differential metric, distance and divergence measures in probability spaces: A unified approach***by*Burbea, Jacob & Rao, C. Radhakrishna**597-611 Asymptotic distributions of the likelihood ratio test statistics for covariance structures of the complex multivariate normal distributions***by*Fang, C. & Krishnaiah, P. R. & Nagarsenker, B. N.

### 1982, Volume 12, Issue 3

**317-334 Local times for stochastic processes which are subordinate to Gaussian processes***by*Berman, Simeon M.**335-345 On convergence of LAD estimates in autoregression with infinite variance***by*An, Hong-Zhi & Chen, Zhao-guo**346-370 Asymptotic properties of projections with applications to stochastic regression problems***by*Lai, T. L. & Wei, C. Z.**371-384 On the accuracy of normal approximation***by*Sazonov, V. V. & Ulyanov, V. V.**385-401 On the spectral representation of symmetric stable processes***by*Hardin, Clyde D.**402-414 Probabilities of maximal deviations for nonparametric regression function estimates***by*Johnston, Gordon J.**415-431 On Fourier transform of generalized Brownian functionals***by*Kuo, Hui-Hsiung**432-449 Comparison of two orthogonal series methods of estimating a density and its derivatives on an interval***by*Hall, Peter**450-455 The Fréchet distance between multivariate normal distributions***by*Dowson, D. C. & Landau, B. V.

### 1982, Volume 12, Issue 2

**161-177 Reverse processes and some limit theorems of multitype Galton-Watson processes***by*Nakagawa, Tetsuo**178-185 Two strong limit theorems for processes with independent increments***by*Wright, A. Larry**186-198 Weak consistency of least-squares estimators in linear models***by*Kaffes, D. & Bhaskara Rao, M.**199-218 A general theory of some positive dependence notions***by*Shaked, Moshe**219-229 Multivariate linear rank statistics for profile analysis***by*Chinchilli, Vernon M. & Sen, Pranab Kumar**230-247 Local asymptotic normality for progressively censored likelihood ratio statistics and applications***by*Gardiner, Joseph**248-255 Cramér-von Mises type estimation of the regression parameter: The rank analogue***by*Williamson, Mark A.**256-269 Maximizing the probability of correctly ordering random variables using linear predictors***by*Portnoy, Stephen**270-290 Contracting towards subspaces when estimating the mean of a multivariate normal distribution***by*Oman, Samuel D.**291-305 Weak and strong convergence of amarts in Fréchet spaces***by*Egghe, Leo**306-315 An inequality for the multivariate normal distribution***by*Chen, Louis H. Y.

### 1982, Volume 12, Issue 1

**1-38 Some limit theorems for the eigenvalues of a sample covariance matrix***by*Jonsson, Dag**39-63 Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations***by*Fang, C. & Krishnaiah, P. R.**64-71 Asymptotic normality of finite Fourier transforms of stationary generalized processes***by*Brillinger, David R.**72-79 Bounds for the uniform deviation of empirical measures***by*Devroye, Luc**80-88 On admissible shifts of generalized white noises***by*Kuo, Hui-Hsiung & Smolenski, W.

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