This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Elsevier Journal of Multivariate Analysis Contact information of
Elsevier: Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Order information: Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional Web: https://shop.elsevier.com/order?id=622892&ref=622892_01_ooc_1&version=01
To be notified about new items in this series:
Free volume/issue alert on ScienceDirect (see also NEP )
Download restrictions: Full text for ScienceDirect subscribers only Editor:
For technical questions regarding this series, please contact
(Heidi Boesdal) Series handle: repec:eee:jmvana
More pages of listings: 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13
1989, Volume 29, Issue 1
1989, Volume 28, Issue 2 177-189 The functional law of the iterated logarithm for von Mises functionals and multiple Wiener integrals by Dehling, Herold [Downloadable! (restricted)]
190-203 Comparison of factor spaces of two related populations by Chen, K. H. & Robinson, J. [Downloadable! (restricted)]
204-210 Limit theorems arising from sequences of multinomial random vectors by Panganiban, Rosana L. [Downloadable! (restricted)]
211-226 I.i.d. representations for the bivariate product limit estimators and the bootstrap versions by Lo, Shaw-Hwa & Wang, Jane-Ling [Downloadable! (restricted)]
227-246 Lower bounds on Bayes factors for invariant testing situations by Delampady, Mohan [Downloadable! (restricted)]
247-259 Stein estimation under elliptical distributions by Srivastava, M. S. & Bilodeau, M. [Downloadable! (restricted)]
260-270 Minimax estimators in the normal MANOVA model by Bilodeau, Martin & Kariya, Takeaki [Downloadable! (restricted)]
271-281 Some properties of bivariate empirical hazard processes under random censoring by Ruymgaart, F. H. [Downloadable! (restricted)]
282-303 Asymptotic expansions for sums of nonidentically distributed Bernoulli random variables by Deheuvels, Paul & Puri, Madan L. & Ralescu, Stefan S. [Downloadable! (restricted)]
304-330 Asymptotically precise estimate of the accuracy of Gaussian approximation in Hilbert space by Sazonov, V. V. & Ulyanov, V. V. & Zalesskii, B. A. [Downloadable! (restricted)]
1989, Volume 28, Issue 1 1-8 Characterizations of some bivariate life-distributions by Roy, Dilip & Mukherjee, S. P. [Downloadable! (restricted)]
9-19 Independent marginals of infinitely divisible and operator semi-stable measures by Luczak, Andrzej [Downloadable! (restricted)]
20-68 Extensions of results of Komlós, Major, and Tusnády to the multivariate case by Einmahl, Uwe [Downloadable! (restricted)]
69-87 Reduced-rank models for interaction in unequally replicated two-way classifications by Boik, Robert J. [Downloadable! (restricted)]
88-114 Rank tests for matched pair experiments with censored data by Dabrowska, Dorota M. [Downloadable! (restricted)]
115-148 Estimation of dimension for spatially distributed data and related limit theorems by Cutler, C. D. & Dawson, D. A. [Downloadable! (restricted)]
149-171 Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process by Nualart, D. & Yeh, J. [Downloadable! (restricted)]
172-175 On the estimation of the derivatives of a function with the derivatives of an estimate by Yatracos, Yannis G. [Downloadable! (restricted)]
1988, Volume 27, Issue 2 319-333 Some asymptotic inferential problems connected with elliptical distributions by Khatri, C. G. [Downloadable! (restricted)]
334-358 Stochastic integrals of empirical-type processes with applications to censored regression by Lai, Tze Leung & Ying, Zhiliang [Downloadable! (restricted)]
359-374 Nonminimum phase non-Gaussian deconvolution by Lii, Keh-Shin & Rosenblatt, Murray [Downloadable! (restricted)]
375-391 Inference in a model with at most one slope-change point by Miao, B. Q. [Downloadable! (restricted)]
392-403 Maximum likelihood principle and model selection when the true model is unspecified by Nishii, R. [Downloadable! (restricted)]
404-421 An asymptotic minimax theorem of order n-1/2 by Pfanzagl, J. [Downloadable! (restricted)]
422-433 An improved estimation method for univariate autoregressive models by Pukkila, Tarmo M. [Downloadable! (restricted)]
434-446 Paradoxes in conditional probability by Rao, M. M. [Downloadable! (restricted)]
447-456 Inference properties of a one-parameter curved exponential family of distributions with given marginals by Ruiz-Rivas, Carmen & Cuadras, Carles M. [Downloadable! (restricted)]
457-477 The estimation of the bispectral density function and the detection of periodicities in a signal by Rao, T. Subba & Gabr, M. M. [Downloadable! (restricted)]
478-493 Analysis of odds ratios in 2 - n ordinal contingency tables by Subramanyam, K. & Rao, M. Bhaskara [Downloadable! (restricted)]
494-511 Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes by Taniguchi, Masanobu [Downloadable! (restricted)]
512-535 Estimating multiple rater agreement for a rare diagnosis by Verducci, Joseph S. & Mack, Michael E. & DeGroot, Morris H. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
24-39 Kernel estimators of density function of directional data by Bai, Z. D. & Rao, C. Radhakrishna & Zhao, L. C. [Downloadable! (restricted)]
40-52 On determination of the order of an autoregressive model by Bai, Z. D. & Subramanyam, K. & Zhao, L. C. [Downloadable! (restricted)]
53-67 Admissible linear estimation in a general Gauss-Markov model with an incorrectly specified dispersion matrix by Baksalary, Jerzy K. & Mathew, Thomas [Downloadable! (restricted)]
68-79 On moment conditions for valid formal Edgeworth expansions by Bhattacharya, Rabi N. & Ghosh, J. K. [Downloadable! (restricted)]
80-90 Ergodicity and central limit theorems for a class of Markov processes by Bhattacharya, Rabi N. & Lee, Oesook [Downloadable! (restricted)]
91-104 Conditionally ordered distributions by Block, Henry W. & Sampson, Allan R. [Downloadable! (restricted)]
105-115 A discounted cost relationship by Chen, C. S. & Savits, Thomas H. [Downloadable! (restricted)]
116-130 Strong consistency of M-estimates in linear models by Chen, X. R. & Wu, Y. H. [Downloadable! (restricted)]
131-150 Minimal complete classes of invariant tests for equality of normal covariance matrices and sphericity by Cohen, Arthur & Marden, John I. [Downloadable! (restricted)]
151-168 Invariance principles for changepoint problems by Csörgo, Miklós & Horváth, Lajos [Downloadable! (restricted)]
169-180 On the area of the circles covered by a random walk by Erdös, P. & Révész, P. [Downloadable! (restricted)]
181-193 Normed likelihood as saddlepoint approximation by Fraser, D. A. S. [Downloadable! (restricted)]
194-205 Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions by Fujikoshi, Y. [Downloadable! (restricted)]
206-227 Empirical and hierarchical bayes competitors of preliminary test estimators in two sample problems by Ghosh, Malay & Sinha, Bimal K. [Downloadable! (restricted)]
228-254 On confidence bands in nonparametric density estimation and regression by Hall, Peter & Titterington, D. M. [Downloadable! (restricted)]
255-260 A note on generalized Gaussian random fields by Hida, Takeyuki [Downloadable! (restricted)]
261-269 Smoothness properties of the conditional expectation in finitely additive white noise filtering by Hucke, H. P. & Kallianpur, G. & Karandikar, R. L. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
284-299 A generalized Cauchy-Binet formula and applications to total positivity and majorization by Karlin, Samuel & Rinott, Yosef [Downloadable! (restricted)]
300-318 Isotonic M-estimation of location: union-intersection principle and preliminary test versions by Karmous, Azza R. & Sen, Pranab K. [Downloadable! (restricted)]
1988, Volume 26, Issue 2 111-132 Association of probability measures on partially ordered spaces by Lindqvist, Bo Henry [Downloadable! (restricted)]
133-165 Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators by Masry, Elias [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
169-183 Invariance principles for renewal processes when only moments of low order exist by Steinebach, Josef [Downloadable! (restricted)]
184-206 Asymptotics of conditional empirical processes by Horváth, Lajos & Yandell, Brian S. [Downloadable! (restricted)]
207-218 A note on the exponentiality of total hazards before failure by Arjas, Elja & Haara, Pentti [Downloadable! (restricted)]
1988, Volume 26, Issue 1 1988, Volume 25, Issue 2 153-163 Uniform and nonuniform estimates in the CLT for Banach valued dependent random variables by Basu, A. K. [Downloadable! (restricted)]
164-173 On the identifiability of multivariate survival distribution functions by Ebrahimi, Nader [Downloadable! (restricted)]
174-200 The demographic variation process of branching random fields by Gorostiza, Luis G. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
223-240 A test of independence for the coordinates of bivariate censored data by Gombay, Edit [Downloadable! (restricted)]
241-271 On the representation of finite multiple Markov chains by weighted circuits by Kalpazidou, Sofia [Downloadable! (restricted)]
272-285 Joint stable attraction of two sums of products by Cline, Daren B. H. [Downloadable! (restricted)]
286-298 Multivariate arrangement increasing functions with applications in probability and statistics by Boland, Philip J. & Proschan, Frank [Downloadable! (restricted)]
299-310 Kernel density and hazard function estimation in the presence of censoring by Diehl, Sabine & Stute, Winfried [Downloadable! (restricted)]
311-322 Strong convergence of weighted sums of random elements through the equivalence of sequences of distributions by Cuesta, Juan A. & Matrán, Carlos [Downloadable! (restricted)]
1988, Volume 25, Issue 1 1-9 On multivariate mean remaining life functions by Arnold, Barry C. & Zahedi, Hassan [Downloadable! (restricted)]
10-24 Series representations and Karhunen processes by Kakihara, Yûichirô [Downloadable! (restricted)]
25-30 A characterization of Dirichlet distributions by Rao, B. V. & Sinha, Bikas K. [Downloadable! (restricted)]
31-44 Multivariate calibration: A generalization of the classical estimator by Lieftinck-Koeijers, C. A. J. [Downloadable! (restricted)]
45-64 Multivariate functional least squares by Heathcote, C. R. & Welsh, A. H. [Downloadable! (restricted)]
65-89 Poisson approximations of multinomial distributions and point processes by Deheuvels, Paul & Pfeifer, Dietmar [Downloadable! (restricted)]
90-99 Consistency of a nonparametric estimate of a density function for dependent variables by Boente, Graciela & Fraiman, Ricardo [Downloadable! (restricted)]
100-110 Consistent nonparametric multiple regression: The fixed design case by Georgiev, Alexander A. [Downloadable! (restricted)]
111-118 Random walks on Z2n by Erdös, Paul & Chen, Robert W. [Downloadable! (restricted)]
119-138 Concentration inequalities for Gauss-Markov estimators by Eaton, Morris L. [Downloadable! (restricted)]
139-145 Limit theorems for randomly weighted sums of random elements in normed linear spaces by Cabrera, M. Ordóñez [Downloadable! (restricted)]
146-151 On the study of some functions of multivariate ARMA processes by Peiris, M. Shelton [Downloadable! (restricted)]
1988, Volume 24, Issue 2 177-188 Comparison theorems for Brownian motions on Riemannian manifolds and their applications by Ichihara, Kanji [Downloadable! (restricted)]
189-206 A general principle for limit theorems in finitely additive probability: The dependent case by Karandikar, Rajeeva L. [Downloadable! (restricted)]
207-217 Restricted risk Bayes estimation for the mean of the multivariate normal distribution by Chen, Shun-Yu [Downloadable! (restricted)]
218-236 White noise approach to stochastic integration by Kuo, Hui-Hsiung & Russek, Andrzej [Downloadable! (restricted)]
237-251 A characterization of translation-invariant experiments admitting adaptive estimates by Pflug, Georg Ch. & Grossmann, Wilfried [Downloadable! (restricted)]
252-264 Weak convergence to the matrix stochastic integral [integral operator]01 B dB' by Phillips, P. C. B. [Downloadable! (restricted)]
265-284 Multi-dimensional multivariate Gaussian Markov random fields with application to image processing by Mardia, K. V. [Downloadable! (restricted)]
285-308 Approximating the integral of a multifunction by Artstein, Zvi & Wets, Roger J-B [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
330-340 Inequalities for probability contents of convex sets via geometric average by Shaked, Moshe & Tong, Y. L. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
11-30 On the structure of admissible linear estimators by Klonecki, W. & Zontek, S. [Downloadable! (restricted)]
31-45 Likelihood process in parametric model of censored data with staggered entry--Asymptotic properties and applications by Chang, I-Shou & Hsiung, Chao A. [Downloadable! (restricted)]
46-52 Proof of a necessary and sufficient condition for admissibility in discrete multivariate problems by Brown, L. D. & Farrell, R. H. [Downloadable! (restricted)]
53-55 A type 2 inequality for functions of bounded variation by Zaman, Asad [Downloadable! (restricted)]
56-65 A note on Edgeworth expansions for the von Mises functionals by Takahashi, Hajime [Downloadable! (restricted)]
66-87 Robustness study for a linear growth model by Khatri, C. G. [Downloadable! (restricted)]
88-108 Optimal clustering on the real line by Butler, Ronald W. [Downloadable! (restricted)]
109-122 Some families of mutivariate symmetric distributions related to exponential distribution by Fang, Kai-Tai & Fang, Bi-Qi [Downloadable! (restricted)]
123-128 An application of a multivariate central limit theorem to sampling without replacement by White, Donald B. [Downloadable! (restricted)]
129-142 An identity for multidimensional continuous exponential families and its applications by Chou, Jine-Phone [Downloadable! (restricted)]
143-154 All-pass matrices, the positive real lemma, and unit canonical correlations between future and past by Green, Michael [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
1987, Volume 23, Issue 2 169-183 Adaptive nonparametric estimation of a multivariate regression function by Mack, Y.P. & Mu¨ller, Hans-Georg [Downloadable! (restricted)]
183-208 Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case by Bhattacharya, P.K. [Downloadable! (restricted)]
209-219 Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions by SenGupta, Ashis [Downloadable! (restricted)]
220-232 Maximum likelihood estimation for birth and multidimensional Brownian process by Dharmadhikari, Shailaja [Downloadable! (restricted)]
233-256 Multivariate Liouville distributions by Gupta, Rameshwar D. & Richards, Donald St.P. [Downloadable! (restricted)]
257-275 Stochastic rearrangement inequalities by Chan, Wai & D'Abadie, Catherine & Proschan, Frank [Downloadable! (restricted)]
276-286 Bivariate CDF iterations and asymptotic independence by Dorea, C.C.Y. & Sastrosoewignjo, S. [Downloadable! (restricted)]
290-302 Asymptotic results in robust quasi-bayesian estimation by Ritov, Ya'acov [Downloadable! (restricted)]
303-311 Asymptotic optimality of multivariate linear hypothesis tests by Baringhaus, Ludwig [Downloadable! (restricted)]
312-329 On dominations between measures of dependence by Bradley, Richard C. & Bryc, Wlodzimierz & Janson, Svante [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
37-46 The intersection local time of fractional Brownian motion in the plane by Rosen, Jay [Downloadable! (restricted)]
47-66 Multivariate reciprocal stationary Gaussian processes by Carmichael, J.P. & Masse´, J.C. & Theodorescu, R. [Downloadable! (restricted)]
67-76 Necessary and sufficient consistency conditions for a recursive kernel regression estimate by Greblicki, Wlodzimierz & Pawlak, Miroslaw [Downloadable! (restricted)]
77-92 Strong consistency of least squares estimates in linear regression models driven by semimartingales by Le Breton, A. & Musiela, M. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
119-130 Detecting change in a random sequence by Cso¨rgo, Miklo´s & Horva´th, Lajos [Downloadable! (restricted)]
131-158 On the use of compactly supported density estimates in problems of discrimination by Hall, Peter [Downloadable! (restricted)]
159-168 Convergence of stochastic empirical measures by Beran, R.J. & Le Cam, L. & Millar, P.W. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
189-211 Some new approaches to multivariate probability distributions by Shanbhag, D. N. & Kotz, S. [Downloadable! (restricted)]
212-229 Approximations for multivariate U-statistics by Götze, F. [Downloadable! (restricted)]
230-244 Asymptotically optimal selection of a piecewise polynomial estimator of a regression function by Chen, Keh-Wei [Downloadable! (restricted)]
245-250 Dimensions of spaces of homogeneous zero regression polynomials by Kushner, H. B. [Downloadable! (restricted)]
251-257 On a class of asymptotically stationary harmonizable processes by Dehay, Dominique [Downloadable! (restricted)]
258-277 Central limit theorem for quadratic forms for sparse tables by Burman, Prabir [Downloadable! (restricted)]
278-295 Strictly operator-stable distributions by Sato, Ken-iti [Downloadable! (restricted)]
296-312 Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators by Stahel, Werner A. [Downloadable! (restricted)]
313-339 The central limit theorem for weighted empirical processes indexed by sets by Alexander, Kenneth S. [Downloadable! (restricted)]
1987, Volume 22, Issue 1 1-12 On the performance of the linear discriminant function for spherical distributions by Koutras, Markos [Downloadable! (restricted)]
13-23 A class of infinitely divisible multivariate negative binomial distributions by Griffiths, R. C. & Milne, R. K. [Downloadable! (restricted)]
24-50 A central limit theorem applicable to robust regression estimators by Portnoy, Stephen [Downloadable! (restricted)]
51-64 The asymptotic distributions of some estimators for a factor analysis model by Amemiya, Yasuo & Fuller, Wayne A. & Pantula, Sastry G. [Downloadable! (restricted)]
65-73 Nuclear subspace of L0 and the Kernel of a linear measure by Okazaki, Yoshiaki & Takahashi, Yasuji [Downloadable! (restricted)]
74-78 An elementary proof of the Knight-Meyer characterization of the Cauchy distribution by Dunau, Jean-Louis & Senateur, Henri [Downloadable! (restricted)]
79-93 Strong consistency and rates for recursive probability density estimators of stationary processes by Masry, Elias & Györfi, László [Downloadable! (restricted)]
94-105 Comparison between the locally most powerful unbiased and Rao's tests by Mukerjee, Rahul & Chandra, Tapas K. [Downloadable! (restricted)]
106-125 Stationary fields with positive angle by Makagon, A. & Salehi, H. [Downloadable! (restricted)]
126-136 Minimaxity of Pitman estimators by Milbrodt, Hartmut [Downloadable! (restricted)]
137-143 Estimation under -invariant quasi-convex loss by Mosler, K. C. [Downloadable! (restricted)]
144-155 A central limit theorem for non-instantaneous filters of a stationary Gaussian process by Ho, Hwai-Chung & Sun, Tze-Chien [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
1987, Volume 21, Issue 2 189-206 Cross-validation and the smoothing of orthogonal series density estimators by Hall, Peter [Downloadable! (restricted)]
207-237 On tests for selection of variables and independence under multivariate regression models by Kariya, T. & Fujikoshi, Y. & Krishnaiah, P. R. [Downloadable! (restricted)]
238-249 An everywhere convergent series representation of the distribution of Hotelling's generalized T02 by Phillips, P. C. B. [Downloadable! (restricted)]
250-262 Approximation of intermediate quantile processes by Csörgo, Miklós & Horváth, Lajos [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
274-295 Second-order linearity of the general signed-rank statistic by Kersting, G. [Downloadable! (restricted)]
296-311 A simple alternative derivation of a useful theorem in linear "errors-in-variables" regression models together with some clarifications by Willassen, Yngve [Downloadable! (restricted)]
312-323 Sufficiency and completeness in the linear model by Mueller, Jochen [Downloadable! (restricted)]
324-336 On sample path properties of semistable processes by Rajput, Balram S. & Rama-Murthy, Kavi [Downloadable! (restricted)]
1987, Volume 21, Issue 1 1-28 Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes by Taniguchi, Masanobu [Downloadable! (restricted)]
29-52 Convergence results for maximum likelihood type estimators in multivariable ARMA models by Pötscher, B. M. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
67-78 Asymptotic theory for robust principal components by Boente, Graciela [Downloadable! (restricted)]
79-104 Employing vague prior information in the construction of confidence sets by Casella, George & Hwang, Jiunn Tzon [Downloadable! (restricted)]
105-127 Multiple stochastic integrals with dependent integrators by Fox, Robert & Taqqu, Murad S. [Downloadable! (restricted)]
128-138 Compact group actions, spherical bessel functions, and invariant random variables by Gross, Kenneth I. & Richards, Donald St. P. [Downloadable! (restricted)]
139-157 Spectral representation of semistable processes, and semistable laws on Banach spaces by Rajput, Balram S. & Rama-Murthy, Kavi [Downloadable! (restricted)]
158-167 Extremality and the global Markov property. I. The Euclidean fields on a lattice by Zegarlinski, Boguslaw [Downloadable! (restricted)]
168-178 Exponential bounds of mean error for the nearest neighbor estimates of regression functions by Zhao, L. C. [Downloadable! (restricted)]
179-188 Almost sure L1-norm convergence for data-based histogram density estimates by Chen, X. R. & Zhao, L. C. [Downloadable! (restricted)]
1986, Volume 20, Issue 2 175-189 Rates of convergence for classes of functions: The non-i.i.d. case by Yukich, J. E. [Downloadable! (restricted)]
190-204 Multidimensional large deviation local limit theorems by Chaganty, Narasinga R. & Sethuraman, J. [Downloadable! (restricted)]
205-219 On the angle between past and future for multivariate stationary stochastic processes by Miamee, A. G. [Downloadable! (restricted)]
220-243 Robust estimation in the linear model with asymmetric error distributions by Collins, J. R. & Sheahan, J. N. & Zheng, Z. [Downloadable! (restricted)]
244-250 The distribution of a generalized least squares estimator with covariance adjustment by Kenward, M. G. [Downloadable! (restricted)]
251-264 Transformations preserving normality and Wishart-ness by Nabeya, Seiji & Kariya, Takeaki [Downloadable! (restricted)]
265-271 On the limiting Pitman efficiency of some rank tests of independence by Ledwina, Teresa [Downloadable! (restricted)]
272-276 A characterization of spherical distributions by Eaton, Morris L. [Downloadable! (restricted)]
277-302 On stochastic integral representation of stable processes with sample paths in Banach spaces by Rosinski, Jan [Downloadable! (restricted)]
303-320 Uniform bound in the central limit theorem for Banach space valued dependent random variables by Rhee, WanSoo & Talagrand, Michel [Downloadable! (restricted)]
321-326 A random CLT for dependent random variables by Sugiman, Ikuo [Downloadable! (restricted)]
327-329 Non-linear prediction of the degree n of a Gaussian N-ple Markov process by Ivkovic, Z. A. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
50-68 Limiting spectral distribution for a class of random matrices by Yin, Y. Q. [Downloadable! (restricted)]
69-90 Multivariate splines: A probabilistic perspective by Karlin, S. & Micchelli, C. A. & Rinott, Y. [Downloadable! (restricted)]
91-113 Random approximations to some measures of accuracy in nonparametric curve estimation by Marron, James Stephen & Härdle, Wolfgang [Downloadable! (restricted)]
114-128 Strong approximations of the Q-Q process by Aly, Emad-Eldin A. A. [Downloadable! (restricted)]
129-142 Limits of translation invariant experiments by Janssen, Arnold [Downloadable! (restricted)]
143-154 Hitting a boundary point by diffusions in the closed half space by Ramasubramanian, S. [Downloadable! (restricted)]
155-160 Characterization of Hilbert spaces by the strong law of large numbers by Kawabe, Jun [Downloadable! (restricted)]
161-174 Estimation of parameters for Hilbert space-valued partially observable stochastic processes by Loges, Wilfried [Downloadable! (restricted)]
1986, Volume 19, Issue 2 More pages of listings: 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13 Access
and download statistics
Did you know? No RePEc service, like IDEAS, charges for the use or the display of bibliographic data.
This page was last updated on 2009-12-30.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .