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Content
July 1992, Volume 42, Issue 1
- 67-76 On conditional distributions of nearest neighbors
by Kaufmann, E. & Reiss, R. -D.
- 77-101 Nonnegative estimation of variance components in unbalanced mixed models with two variance components
by Mathew, Thomas & Sinha, Bimal Kumar & Sutradhar, Brajendra C.
- 102-109 On the power superiority of likelihood ratio tests for restricted alternatives
by Tsai, Mingtan
- 110-129 Hölder classes of vector-valued functions and convergence of the best predictor
by Cheng, R.
- 130-140 D-Optimal designs for a multivariate regression model
by Krafft, Olaf & Schaefer, Martin
- 141-161 Bias-robust estimators of multivariate scatter based on projections
by Maronna, Ricardo A. & Stahel, Werner A. & Yohai, Victor J.
- 162-170 On the calculation of derived variables in the analysis of multivariate responses
by Cox, D. R. & Wermuth, Nanny
May 1992, Volume 41, Issue 2
- 163-177 Robust nonparametric regression in time series
by Truong, Young K.
- 178-193 On linear functions of certain noncentral versions of independent gamma variables
by Mathai, A. M.
- 194-211 Fourier transforms of measures from the classes [beta]' -2
by Jurek, Zbigniew J. & Schreiber, Bertram M.
- 212-219 Spherical uniformity and some characterizations of the Cauchy distribution
by Salama, Ibrahim A. & Sen, Pranab Kumar
- 220-242 Estimation for diffusion processes from discrete observation
by Yoshida, Nakahiro
- 243-272 Multiple regression on stable vectors
by Cambanis, Stamatis & Wu, Wei
- 273-296 Weak limit theorems for univariate k-mean clustering under a nonregular condition
by Serinko, Regis J. & Babu, Gutti Jogesh
- 297-313 Theorems of large deviations in the multivariate invariance principle
by Bentkus, Vidmantas
- 314-337 Approximating the matrix Fisher and Bingham distributions: Applications to spherical regression and procrustes analysis
by Bingham, Christopher & Chang, Ted & Richards, Donald
- 338-358 Rényi-type empirical processes
by Csörgo, Miklós & Horváth, Lajos
April 1992, Volume 41, Issue 1
- 1-13 Estimation of the eigenvalues of [Sigma]1[Sigma]2-1
by Bilodeau, M. & Srivastava, M. S.
- 14-26 Covariances of symmetric statistics
by Vitale, Richard A.
- 27-42 Conjugate Bayes discrimination with infinitely many variables
by Dawid, A. P. & Fang, B. Q.
- 43-55 Priors for ordered conditional variance and vector partial correlation
by Eaves, David & Chang, Ted
- 56-79 Model fitting for continuous-time stationary processes from discrete-time data
by Lii, Keh-Shin & Masry, Elias
- 80-88 Characterization of matrix variate normal distributions
by Gupta, A. K. & Varga, T.
- 89-101 Quadratic deviation of penalized mean squares regression estimates
by Doukhan, Paul & Gassiat, Elisabeth
- 102-116 The demographic variation process of multitype branching random fields
by Gorostiza, Luis G. & Lopez-Mimbela, J. Alfredo
- 117-131 Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss
by Sheena, Yo & Takemura, Akimichi
- 132-153 On the bootstrap and the trimmed mean
by Hall, Peter & Padmanabhan, A. R.
- 154-162 Generalized Bayes estimators of a normal discriminant function
by Rukhin, Andrew L.
February 1992, Volume 40, Issue 2
- 173-204 A log log law for unstable ARMA models with applications to time series analysis
by Zhang, Hu-Ming
- 205-212 Two LDF characterizations of the normal as a spherical distribution
by Cacoullos, Theophilos
- 213-220 L1-optimal estimates for a regression type function in Rd
by Yatracos, Yannis G.
- 221-243 Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances
by Anderson, T. W. & Kunitomo, Naoto
- 244-261 Quadratic discriminant functions with constraints on the covariance matrices: Some asymptotic results
by Flury, Bernhard W. & Schmid, Martin J.
- 262-291 Fixed design regression for time series: Asymptotic normality
by Roussas, George G. & Tran, Lanh T. & Ioannides, D. A.
- 292-310 Radiance variation relative to the solar-inclination over a gaussian model of relief
by Weber, Michel
- 311-327 An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator
by Davies, Laurie
- 328-334 On Hoeffding-Fréchet bounds and cyclic monotone relations
by Smith, Cyril & Knott, Martin
- 335-347 Comportement asymptotique de la seconde valeur propre des processus de Kolmogorov
by Jacquot, S.
January 1992, Volume 40, Issue 1
- 1-12 UMP invariant tests for a generalized linear model
by Ukita, Yoshimasa & Noda, Kazuo & Miyaoka, Etsuo
- 13-45 Linear rank statistics in regression analysis with censored or truncated data
by Lai, Tze Leung & Ying, Zhiliang
- 46-55 Best equivariant estimation in curved covariance models
by Perron, F. & Giri, N.
- 56-83 Fluctuation limits of multitype branching random fields
by López-Mimbela, J. Alfredo
- 84-93 A partial ordering of rank densities
by Proschan, Michael & Leysieffer, Frederick
- 94-108 The noncentral Bartlett decompositions and shape densities
by Goodall, Colin & Mardia, Kanti V.
- 109-114 On a shrinkage estimator of a normal common mean vector
by Krishnamoorthy, K.
- 115-131 Trace measures of a positive definite bimeasure
by Dehay, Dominique & Moché, Raymond
- 132-157 Location-adaptive density estimation and nearest-neighbor distance
by Burman, P. & Nolan, D.
- 158-171 Robust linear regression via bounded influence M-estimators
by Cheng, Chi-Lun
November 1991, Volume 39, Issue 2
- 217-235 Estimating a survival function with incomplete cause-of-death data
by Lo, Shaw-Hwa
- 236-245 Recursive approximate maximum likelihood estimation for a class of counting process models
by Spreij, Peter
- 246-269 Global nonparametric estimation of conditional quantile functions and their derivatives
by Chaudhuri, Probal
- 270-283 Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold
by Chikuse, Yasuko
- 284-304 Parameter estimation in linear filtering
by Kallianpur, G. & Selukar, R. S.
- 305-314 Improved estimates of location in the presence of an unknown scale
by Brandwein, Ann Cohen & Strawderman, William E.
- 315-323 Ergodicity of asymptotically mean stationary channels
by Kakihara, Yûichirô
- 324-347 Quadratic errors for nonparametric estimates under dependence
by Vieu, Philippe
- 348-371 The excess-mass ellipsoid
by Nolan, D.
October 1991, Volume 39, Issue 1
- 1-29 Time series analysis via rank order theory: Signed-rank tests for ARMA models
by Hallin, Marc & Puri, Madan L.
- 30-43 On hadamard differentiability of extended statistical functional
by Ren, Jian-Jian & Sen, Pranab Kumar
- 44-59 A class of limit theorems for singular diffusions
by Basak, Gopal K.
- 60-78 Bernstein operators and finite exchangeability
by Pötzelberger, Klaus
- 79-86 Gaussian conditional structure of the second order and the Kagan classification of multivariate distributions
by Weso?owski, Jacek
- 87-105 Normal approximation in regression
by Hall, Peter & Welsh, A. H.
- 106-116 Some parametric models on the simplex
by Barndorff-Nielsen, O. E. & Jørgensen, B.
- 117-134 LBI tests for multivariate normality in exponential power distributions
by Kuwana, Yoichi & Kariya, Takeaki
- 135-153 On a multivariate gamma
by Mathai, A. M. & Moschopoulos, P. G.
- 154-174 Multivariate versions of Cochran's theorems
by Wong, Chi Song & Masaro, Joe & Wang, Tonghui
- 175-201 On multivalued martingales whose values may be unbounded: martingale selectors and mosco convergence
by Hess, Christian
- 202-208 Entropy inequalities for some multivariate distributions
by Peddada, Shyamal Das & Richards, Donald St. P.
- 209-215 Functional equations for multivariate exponential distributions
by Marshall, Albert W. & Olkin, Ingram
August 1991, Volume 38, Issue 2
- 167-186 Testing for and against a stochastic ordering between multivariate multinomial populations
by Lucas, Larry A. & Wright, F. T.
- 187-203 An empirical process central limit theorem for dependent non-identically distributed random variables
by Andrews, Donald W. K.
- 204-212 Covariance bounds for multivariate unimodal distributions and a characterization of uniformity
by Mattner, L.
- 213-232 Expansions for the multivariate chi-square distribution
by Royen, T.
- 233-240 Decision theoretic analysis of spherical regression
by Kim, Peter T.
- 241-244 On the conditional probability density functions of multivariate uniform random vectors and multivariate normal random vectors
by Choi, ByoungSeon
- 245-261 A Cramér-Rao type lower bound for estimators with values in a manifold
by Hendriks, Harrie
- 262-274 Improved estimators for the GMANOVA problem with application to Monte Carlo simulation
by Tan, Ming
- 275-293 Pseudoisotropic random walks on free groups and semigroups
by Voit, Michael
- 294-305 A local breakdown property of robust tests in linear regression
by He, Xuming
- 306-318 Empirical Bayes minimax estimators of matrix normal means
by Ghosh, Malay & Shieh, Gwowen
- 319-332 Convergence of weighted sums of random functions in D[0, 1]
by Daffer, Peter Z.
- 333-365 Rate of convergence in CLT on stratified groups
by Pap, Gyula
- 366-384 Asymptotic variance estimation in multivariate distributions
by Rukhin, Andrew L.
- 385-393 Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case
by Ghosh, J. K. & Mukerjee, Rahul
July 1991, Volume 38, Issue 1
- 1-14 The conditional expectation as estimator of normally distributed random variables with values in infinitely dimensional Banach spaces
by Krug, P.
- 15-35 Quantum stochastic processes with independent additive increments
by Schürmann, Michael
- 36-50 Rates of convergence in multivariate extreme value theory
by Omey, E. & Rachev, S. T.
- 51-69 Limit distributions for measures of multivariate skewness and kurtosis based on projections
by Baringhaus, L. & Henze, N.
- 70-81 On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles
by Hall, Peter & Martin, Michael A.
- 82-99 On rates of convergence of stochastic relaxation for Gaussian and non-Gaussian distributions
by Amit, Yali
- 100-113 Asymptotic behavior of regression quantiles in non-stationary, dependent cases
by Portnoy, Stephen
- 114-140 Marcinkiewicz-type strong laws for partially exchangeable arrays
by Rieders, Eric
- 141-148 An elementary proof for an extended version of the Choquet-Deny theorem
by Rao, C. Radhakrishna & Shanbhag, D. N.
- 149-166 Curve estimation for mn-decomposable time series including bilinear processes
by Chanda, K. C. & Ruymgaart, F. H.
May 1991, Volume 37, Issue 2
- 135-150 On the calculation of cumulants of estimators arising from a linear time series regression model
by Zhang, Hong-Ching & Shaman, Paul
- 151-179 A smooth conditional quantile estimator and related applications of conditional empirical processes
by Mehra, K. L. & Sudhakara Rao, M. & Upadrasta, S. P.
- 180-196 Nonparametric regression estimation in models with weak error's structure
by Fraiman, Ricardo & Iribarren, Gonzalo Pérez
- 197-222 Comparing sweep strategies for stochastic relaxation
by Amit, Y. & Grenander, U.
- 223-238 Third-order asymptomic properties of a class of test statistics under a local alternative
by Taniguchi, Masanobu
- 239-258 Capacity of dimension-limited channels
by Baker, C. R.
- 259-268 A weak law for normed weighted sums of random elements in rademacher type p banach spaces
by Adler, André & Rosalsky, Andrew & Taylor, Robert L.
- 269-278 A generalization of the Chung-Mogul'skii law of the iterated logarithm
by Shi, Z.
April 1991, Volume 37, Issue 1
- 1-23 White noise approach to multiparameter stochastic integration
by Redfern, Mylan
- 24-45 Correlation theory of almost periodically correlated processes
by Hurd, Harry L.
- 46-65 The prediction theory of stationary random fields. III. Fourfold Wold decompositions
by Chiang, Tse-Pei
- 66-75 A nonparametric test of fit of a parametric model
by Kozek, Andrzej S.
- 76-84 Prophet region for independent random variables with a discount factor
by Boshuizen, Frans
- 85-103 Optimal parameter choice for error minimization in bivariate histograms
by Huesemann, J. A. & Terrell, G. R.
- 104-114 Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions
by Rinott, Yosef & Samuel-Cahn, Ester
- 115-134 Sample path properties of stochastic processes represented as multiple stable integrals
by Rosinski, Jan & Samorodnitsky, Gennady & Taqqu, Murad S.
February 1991, Volume 36, Issue 2
- 145-162 High dimensional limit theorems and matrix decompositions on the Stiefel manifold
by Chikuse, Yasuko
- 163-174 Estimating covariance matrices II
by Loh, Wei-Liem
- 175-198 Maximum likelihood estimation for noncausal autoregressive processes
by Breid, F. Jay & Davis, Richard A. & Lh, Keh-Shin & Rosenblatt, Murray
- 199-203 Association and infinite divisibility for the Wishart distribution and its diagonal marginals
by Evans, Steven N.
- 204-221 Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes
by Harel, Michel & Puri, Madan L.
- 222-242 Regularization of trajectories for multiparameter additive processes in groups
by Zapala, August M.
- 243-262 Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-gaussian random fields
by Dembo, Amir & Zeitouni, Ofer
- 263-279 Regression function estimation from dependent observations
by Burman, Prabir
- 280-296 Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
by Ying, Zhiliang
- 297-313 Nonuniform bounds on the rate of convergence in the central limit theorem for martingales
by Joos, Konrad
- 314-319 On determination of multivariate distribution by its marginals for the Kagan class
by Wesolowski, Jacek
January 1991, Volume 36, Issue 1
- 1-17 Normal distribution assumption and least squares estimation function in the model of polynomial regression
by Bischoff, Wolfgang & Cremers, Heinz & Fieger, Werner
- 18-34 Improved estimation for a model arising in reliability and competing risks
by Peña, Edsel A.
- 35-43 On the dependence function of Sibuya in multivariate extreme value theory
by Obretenov, A.
- 44-55 On estimation of a matrix of normal means with unknown covariance matrix
by Konno, Yoshihiko
- 56-67 Tests for independence in contingency tables with ordered categories
by Cohen, Arthur & Sackrowitz, Harold B.
- 68-94 Towards an optimum test for non-additivity in Tukey's model
by Mathew, Thomas & Sinha, Bimal Kumar
- 95-102 A bivariate local limit theorem
by Doney, R. A.
- 103-112 Bartlett-type modification for Rao's efficient score statistic
by Chandra, Tapas K. & Mukerjee, Rahul
- 113-120 Minimax estimators in the manova model for arbitrary quadratic loss and unknown covariance matrix
by Honda, Toshio
- 121-126 An approach to improving the James-Stein estimator
by Kubokawa, Tatsuya
- 127-143 On the asymptotic distributions of weighted uniform multivariate empirical processes
by Horváth, Lajos
November 1990, Volume 35, Issue 2
- 141-150 Minimax estimation of means of multivariate normal mixtures
by Chou, Jine-Phone & Strawderman, William E.
- 151-167 Maximum a posteriori estimation of elliptic Gaussian fields observed via a noisy nonlinear channel
by Dembo, Amir & Zeitouni, Ofer
- 168-185 Limiting values of large deviation probabilities of quadratic statistics
by Jeurnink, G. A. M. & Kallenberg, W. C. M.
- 186-202 Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes
by Hesse, C. H.
- 203-222 On the cumulants of affine equivariant estimators in elliptical families
by Grübel, Rudolf & Rocke, David M.
- 223-242 A distance between multivariate normal distributions based in an embedding into the siegel group
by Calvo, Miquel & Oller, Josep M.
- 243-259 Moments for a multivariate linear model with an application to the growth curve model
by von Rosen, Dietrich
- 260-275 Asymptotic normality of L-statistics based on m(n)-decomposable time series
by Chanda, K. C. & Puri, M. L. & Ruymgaart, F. H.
- 276-294 Bahadur-Kiefer theorems for the product-limit process
by Beirlant, Jan & Einmahl, John H. J.
- 295-307 Second-order properties for multiple-bilinear models
by Terdik, György
- 308-313 (1/[alpha])-Self similar [alpha]-stable processes with stationary increments
by Samorodnitsky, Gennady & Taqqu, Murad S.
October 1990, Volume 35, Issue 1
- 1-11 Multivariate data-driven k-NN function estimation
by Bhattacharya, P. K. & Mack, Y. P.
- 12-30 Multivariate concordance
by Joe, Harry
- 31-47 On the estimation of the mean of weakly stationary and polynomial weakly stationary sequences
by Lasser, R. & Leitner, M.
- 48-65 Bivariate distributions generated from Pólya-Eggenberger urn models
by Marshall, Albert W. & Olkin, Ingram
- 66-85 Some asymptotic inferential problems connected with complex elliptical distribution
by Khatri, C. G. & Bhavsar, C. D.
- 86-101 Edgeworth expansion in regression models
by Qumsiyeh, Maher B.
- 102-107 Characterizations of multidimensional exponential families by Cacoullos-type inequalities
by Papathanasiou, V.
- 108-129 On the relative performance of bootstrap and Edgeworth approximations of a distribution function
by Hall, Peter
- 130-139 Minimax estimation of a bounded normal mean vector
by Berry, J. Calvin
August 1990, Volume 34, Issue 2
- 157-172 A Bayesian approach to flexible modeling of multivariable response functions
by Steinberg, David M.
- 173-184 Marginal symmetry and quasi symmetry of general order
by Bhapkar, V. P. & Darroch, J. N.
- 185-210 Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space
by Bojdecki, Tomasz & Jakubowski, Jacek
- 211-226 Some properties of BLUE in a linear model and canonical correlations associated with linear transformations
by Khatri, C. G.
- 227-237 Uniformly minimum variance unbiased estimation for symmetric normal distributions
by Yamato, Hajime
- 238-253 Prophet inequalities for cost of observation stopping problems
by Jones, Martin
- 254-274 Dual pairs of Riesz spaces for studying completeness, sufficiency, and compactness of statistical experiments
by Mussmann, Dieter
- 275-289 A central limit theorem for generalized multilinear forms
by de Jong, Peter
- 290-322 Central limit theorems for random walks on 0 that are associated with orthogonal polynomials
by Voit, Michael
July 1990, Volume 34, Issue 1
- 1-13 Resampling U-statistics using p-stable laws
by Dehling, Herold & Denker, Manfred & Woyczynski, Wojbor A.
- 14-36 An optimal prediction in general ARMA models
by Kowalski, Aleksander & Szynal, Dominik
- 37-53 Kernel density estimation on random fields
by Tran, Lanh Tat
- 54-60 Chain rule density estimates
by Boente, Graciela & Fraiman, Ricardo
- 61-74 Nearest neighbor smoothing in linear regression
by Stute, Winfried & Manteiga, Wenceslao González
- 75-94 A limit theorem for pattern synthesis in image processing
by Chow, Yunshyong
- 95-115 The problem of identification of parameters by the distribution of the maximum random variable: Solution for the trivariate normal case
by Mukherjea, Arunava & Stephens, Richard
- 116-140 On H-valued Robbins-Monro processes
by Yin, G. & Zhu, Y. M.
- 141-155 Optimal designs for multivariate interpolation
by Spruill, M. C.
May 1990, Volume 33, Issue 2
- 151-156 Multidimensional scaling with constraints on the configuration
by Mathar, Rudolf
- 157-182 Estimation and structure determination of multivariate input output systems
by Poskitt, D. S.
- 183-211 Asymptotic distribution of rank statistics under dependencies with multivariate application
by Thompson, G. L.
- 212-219 Admissibility of MLE for simultaneous estimation in negative binomial problems
by Chow, Mosuk
- 220-229 Updating of moments
by Pötzelberger, Klaus
- 230-246 Inference on covariance matrices under rank restrictions
by Boik, Robert J.
- 247-264 Distributions of orientations on Stiefel manifolds
by Chikuse, Yasuko
- 265-274 The matrix angular central Gaussian distribution
by Chikuse, Yasuko
- 275-285 Inequalities for predictive ratios and posterior variances in natural exponential families
by Kadane, Joseph B. & Olkin, Ingram & Scarsini, Marco
- 286-293 The Brunn-Minkowski inequality for random sets
by Vitale, Richard A.
- 294-309 Generalized Hodges-Lehmann estimators for the analysis of variance
by Gregory, Gavin G.
- 310-327 Ordering distributions on the circle with respect to uniformity
by Huffer, Fred W.
April 1990, Volume 33, Issue 1
- 1-16 Elliptical symmetry and exchangeability with characterizations
by Alzaid, Abdulhamid A. & Radhakrishna Rao, C. & Shanbhag, D. N.
- 17-30 Comparison of tests in the multiparameter case I. Second-order power
by Mukerjee, Rahul
- 31-48 Comparison of tests in the multiparameter case II. A third-order optimality property of Rao's test
by Mukerjee, Rahul
- 49-71 M-Convergence, et régularité des martingales multivoques: Epi-martingales
by Choukairi-Dini, Ahmed
- 72-88 Consistent nonparametric multiple regression for dependent heterogeneous processes: The fixed design case
by Fan, Y.
- 89-105 Sequential confidence sets with guaranteed coverage probability and beta-protection
by Fakhre-Zakeri, Issa
- 106-124 Estimation of the reciprocal of the density quantile function at a point
by Babu, Gutti Jogesh & Radhakrishna Rao, C.
- 125-142 Asymptotic inference for multiplicative counting processes based on one realization
by Svensson, Åke
- 143-150 Stochastic regularization of linear equations and the realization of Gaussian fields
by Piccioni, Mauro & Roma, Massimo
February 1990, Volume 32, Issue 2