# Elsevier

# Journal of Multivariate Analysis

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### 2003, Volume 86, Issue 1

**126-142 Asymptotic properties of conditional maximum likelihood estimator in a certain exponential model***by*Fujisawa, Hironori**143-165 On the risk of estimates for block decreasing densities***by*Biau, Gérard & Devroye, Luc**166-182 Nonparametric likelihood ratio goodness-of-fit tests for survival data***by*Li, Gang**183-212 Clusters, outliers, and regression: fixed point clusters***by*Hennig, Christian

### 2003, Volume 85, Issue 2

**217-233 A construction of the UMVU estimator for simple quadratic natural exponential families***by*Pommeret, Denys**234-252 Dimension reduction in partly linear error-in-response models with validation data***by*Wang, Qihua**253-266 Bayesian graphical model determination using decision theory***by*Corander, Jukka**267-291 Wavelet regression estimation in nonparametric mixed effect models***by*Angelini, Claudia & De Canditiis, Daniela & Leblanc, Frédérique**292-317 Information and asymptotic efficiency of the case-cohort sampling design in Cox's regression model***by*Zhang, Haimeng & Goldstein, Larry**318-334 Approximations to the distribution of the sample correlation matrix***by*Kollo, Tõnu & Ruul, Kaire**335-360 Asymptotic laws for disparity statistics in product multinomial models***by*Morales, D. & Pardo, L. & Vajda, I.**361-374 Descriptive measures of multivariate scatter and linear dependence***by*Peña, Daniel & Rodríguez, Julio**375-394 Concentrated matrix Langevin distributions***by*Chikuse, Yasuko**395-415 Asymptotic relative Pitman efficiency in group models***by*Chang, Ted & Tsai, Ming-Tien**416-430 Empirical likelihood inference for median regression models for censored survival data***by*Qin, Gengsheng & Tsao, Min

### 2003, Volume 85, Issue 1

**1-9 Wishart distributions associated with matrix quadratic forms***by*Masaro, Joe & Wong, Chi Song**10-23 Predictivistic characterizations of multivariate student-t models***by*Loschi, Rosangela H. & Iglesias, Pilar L. & Arellano-Valle, Reinaldo B.**24-39 Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix***by*Fourdrinier, Dominique & Strawderman, William E. & Wells, Martin T.**40-53 A multivariate dispersion ordering based on quantiles more widely separated***by*Fernandez-Ponce, J. M. & Suarez-Llorens, A.**54-77 Functional canonical analysis for square integrable stochastic processes***by*He, Guozhong & Müller, Hans-Georg & Wang, Jane-Ling**78-90 On the monotone convergence of vector means***by*Jensen, D. R.**91-105 Finite sample tail behavior of multivariate location estimators***by*Zuo, Yijun**106-129 Multivariate nonparametric tests in a randomized complete block design***by*Möttönen, J. & Hüsler, J. & Oja, H.**130-155 On same-realization prediction in an infinite-order autoregressive process***by*Ing, Ching-Kang & Wei, Ching-Zong**156-191 Nonparametric estimation of competing risks models with covariates***by*Fermanian, Jean-David**192-216 Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields***by*Ruiz-Medina, M. D. & Angulo, J. M. & Anh, V. V.

### 2003, Volume 84, Issue 2

**209-221 Application of fast spherical Fourier transform to density estimation***by*Hendriks, Harrie**222-246 Asymptotic expansion of the null distribution of test statistic for linear hypothesis in nonnormal linear model***by*Yanagihara, Hirokazu**247-261 Strong convergence of estimators in nonlinear autoregressive models***by*Liebscher, Eckhard**262-273 A strong limit theorem on gambling systems***by*Liu, Wen & Wang, Jinting**274-283 Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions***by*Maruyama, Yuzo**284-298 Conditional tests for elliptical symmetry***by*Zhu, Li-Xing & Neuhaus, Georg**299-318 Bootstraps of sums of independent but not identically distributed stochastic processes***by*Kosorok, Michael R.**319-334 Convergence rate of the best-r-point-average estimator for the maximizer of a nonparametric regression function***by*Bai, Zhidong & Chen, Zehua & Wu, Yaohua**335-350 Multivariate aging properties of epoch times of nonhomogeneous processes***by*Belzunce, Félix & Mercader, José A. & Ruiz, José M.**351-368 Exact tests in simple growth curve models and one-way ANOVA with equicorrelation error structure***by*Lin, Shu-Hui & Lee, Jack C.**369-386 The effect of across-location heteroscedasticity on the classification of mixed categorical and continuous data***by*Leung, Chi-Ying**387-402 Bayesian networks for discrete multivariate data: an algebraic approach to inference***by*Smith, J. Q. & Croft, J.**403-409 Some equivalence results concerning multiplicative lattice decompositions of multivariate densities***by*Ip, Edward H. & Wang, Yuchung J. & Yeh, Yeong-nan**410-412 An extension of Bar-Hen's preliminary test procedure***by*Kala, Radoslaw & Krzysko, Miroslaw

### 2003, Volume 84, Issue 1

**1-18 Inference for the invariance of canonical analysis under linear transformations***by*Nkiet, Guy Martial**19-39 Consistent estimation of the intensity function of a cyclic Poisson process***by*Helmers, Roelof & Wayan Mangku, I. & Zitikis, Ricardas**40-60 Optimal prediction for linear regression with infinitely many parameters***by*Goldenshluger, Alexander & Tsybakov, Alexandre**61-84 Asymptotic theory for multivariate GARCH processes***by*Comte, F. & Lieberman, O.**85-100 On smoothness properties of spatial processes***by*Banerjee, S. & Gelfand, A. E.**101-115 Empirical likelihood confidence region for parameter in the errors-in-variables models***by*Cui, Hengjian & Chen, Song Xi**116-144 A robust and efficient adaptive reweighted estimator of multivariate location and scatter***by*Gervini, Daniel**145-172 Robust factor analysis***by*Pison, Greet & Rousseeuw, Peter J. & Filzmoser, Peter & Croux, Christophe**173-189 Multivariate hazard rate orders***by*Hu, Taizhong & Khaledi, Baha-Eldin & Shaked, Moshe**190-207 Efficient estimators and LAN in canonical bivariate POT models***by*Falk, Michael & Reiss, Rolf-Dieter

### 2002, Volume 83, Issue 2

**265-287 Asymptotic Behavior of Bandwidth Selected by the Cross-Validation Method for Local Polynomial Fitting***by*Xia, Yingcun & Li, W. K.**288-302 A Generalized [phi]-Divergence for Asymptotically Multivariate Normal Models***by*Wegenkittl, Stefan**303-323 Estimation under l1-Symmetry***by*Fourdrinier, Dominique & Lemaire, Anne-Sophie**324-359 Model Specification Tests in Nonparametric Stochastic Regression Models***by*Gao, Jiti & Tong, Howell & Wolff, Rodney**360-364 The Tukey Depth Characterizes the Atomic Measure***by*Koshevoy, Gleb A.**365-388 Continuity of Halfspace Depth Contours and Maximum Depth Estimators: Diagnostics of Depth-Related Methods***by*Mizera, Ivan & Volauf, Milos**389-408 A Characterization of Joint Distribution of Two-Valued Random Variables and Its Applications***by*Sharakhmetov, Sh. & Ibragimov, R.**409-414 Robust Bayesian Inference for Seemingly Unrelated Regressions with Elliptical Errors***by*Ng, Vee Ming**415-450 AIC, Overfitting Principles, and the Boundedness of Moments of Inverse Matrices for Vector Autotregressions and Related Models***by*Findley, David F. & Wei, Ching-Zong**451-468 Partial Influence Functions***by*Pires, Ana M. & Branco, João A.**469-486 Empirical Likelihood Semiparametric Regression Analysis under Random Censorship***by*Wang, Qi-Hua & Li, Gang**487-492 Inapplicability of Asymptotic Results on the Minimal Spanning Tree in Statistical Testing***by*Caroni, C. & Prescott, P.**493-508 Compactly Supported Correlation Functions***by*Gneiting, Tilmann**509-524 Multivariate Discrete Distributions with a Product-Type Dependence***by*Becker, Niels G. & Utev, Sergey

### 2002, Volume 83, Issue 1

**1-21 Asymptotic Properties of HPD Regions in the Discrete Case***by*Rousseau, Judith**22-36 Continuous Elliptical and Exponential Power Linear Dynamic Models***by*Gómez, E. & Gómez-Villegas, M. A. & Marín, J. M.**37-55 A Maximal Extension of the Gauss-Markov Theorem and Its Nonlinear Version***by*Kariya, Takeaki & Kurata, Hiroshi**56-83 Change Point Estimation by Local Linear Smoothing***by*Grégoire, Gérard & Hamrouni, Zouhir**84-123 Asymptotic Distribution of the Kaplan-Meier U-Statistics***by*Bose, Arup & Sen, Arusharka**124-140 Distribution of Sum of Squares and Products Matrices for the Generalized Multilinear Matrix-T Model***by*Khan, Shahjahan**141-165 A Treatment of Multivariate Skewness, Kurtosis, and Related Statistics***by*Klar, Bernhard**166-182 Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix***by*Chaturvedi, Anoop & Wan, Alan T. K. & Singh, Shri P.**183-207 Saddlepoint Expansions in Linear Regression***by*Ivanov, Alexander V. & Zwanzig, Silvelyn**208-231 Distribution-Function-Based Bivariate Quantiles***by*Chen, L. -A. & Welsh, A. H.**232-247 Generalized Quantile Processes Based on Multivariate Depth Functions, with Applications in Nonparametric Multivariate Analysis***by*Serfling, Robert**248-263 Bias and Efficiency Loss Due to Categorizing an Explanatory Variable***by*Taylor, Jeremy M. G. & Yu, Menggang

### 2002, Volume 82, Issue 2

**263-298 Measures of Association for Hilbertian Subspaces and Some Applications***by*Dauxois, Jacques & Nkiet, Guy Martial**299-330 Exact Misclassification Probabilities for Plug-In Normal Quadratic Discriminant Functions: II. The Heterogeneous Case***by*McFarland, H. Richard & Richards, Donald St. P.**331-366 Large Sample Properties of Mixture Models with Covariates for Competing Risks***by*Choi, K. C. & Zhou, X.**367-378 More on Stochastic Comparisons and Dependence among Concomitants of Order Statistics***by*Blessinger, Todd**379-394 The Optimal Classification Using a Linear Discriminant for Two Point Classes Having Known Mean and Covariance***by*Cooke, Tristrom & Peake, Michael**395-415 Measurement Error Models with Nonconstant Covariance Matrices***by*Arellano-Valle, Reinaldo B. & Bolfarine, Heleno & Gasco, Loreta**416-421 On the Power Function of the Likelihood Ratio Test for MANOVA***by*Bhaumik, Dulal Kumar & Sarka, Sanat K.**422-430 A Formula for the Tail Probability of a Multivariate Normal Distribution and Its Applications***by*Hüsler, Jürg & Liu, Regina Y. & Singh, Kesar**431-444 Linear Least Squares Estimation of Regression Models for Two-Dimensional Random Fields***by*Cohen, Guy & Francos, Joseph M.**445-456 Efficient Estimation of Two Seemingly Unrelated Regression Equations***by*Liu, Aiyi**457-470 Principal Component Analysis from the Multivariate Familial Correlation Matrix***by*Bilodeau, Martin & Duchesne, Pierre**471-485 On a Small Sample Adjustment for the Profile Score Function in Semiparametric Smoothing Models***by*Kauermann, Göran**486-516 On the Asymptotics of Trimmed Best k-Nets***by*Cuesta-Albertos, J. A. & García-Escudero, L. A. & Gordaliza, A.

### 2002, Volume 82, Issue 1

**1-16 The Meta-elliptical Distributions with Given Marginals***by*Fang, Hong-Bin & Fang, Kai-Tai & Kotz, Samuel**17-38 Assessing Goodness-of-Fit of Generalized Logit Models Based on Case-Control Data***by*Zhang, Biao**39-64 Estimating Risk and the Mean Squared Error Matrix in Stein Estimation***by*Kubokawa, T. & Srivastava, M. S.**65-87 Parameter Estimation in Linear Models with Heteroscedastic Variances Subject to Order Restrictions***by*Hoferkamp, Carol & Das Peddada, Shyamal**88-110 New Multivariate Product Density Estimators***by*Devroye, Luc & Krzyzak, Adam**111-133 Variance Estimation for High-Dimensional Regression Models***by*Spokoiny, Vladimir**134-165 Some Extensions of Tukey's Depth Function***by*Zhang, Jian**166-188 Local Polynomial Fitting in Semivarying Coefficient Model***by*Zhang, Wenyang & Lee, Sik-Yum & Song, Xinyuan**189-209 Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models***by*Cai, Zongwu**210-239 On Two Aproaches to Approximation of Multidimensional Stable Laws***by*Davydov, Yu. & Nagaev, A. V.**240-262 Moment Properties of the Multivariate Dirichlet Distributions***by*Gupta, Rameshwar D. & Richards, Donald St. P.

### 2002, Volume 81, Issue 2

**189-204 Geometric Generalization of the Exponential Law***by*Henschel, V. & Richter, W. -D.**205-228 Large Deviations for Quadratic Forms of Locally Stationary Processes***by*Zani, Marguerite**229-241 Testing for Ordered Trends of Binary Responses between Contingency Tables***by*Park, Chul Gyu**242-258 On the n-Coupling Problem***by*Rüschendorf, Ludger & Uckelmann, Ludger**259-273 Fixed Width Confidence Region for the Mean of a Multivariate Normal Distribution***by*Nagao, Hisao & Srivastava, M. S.**274-285 A Statistic for Testing the Null Hypothesis of Elliptical Symmetry***by*Manzotti, A. & Pérez, Francisco J. & Quiroz, Adolfo J.**286-300 Asymptotics for the Tukey Median***by*Massé, Jean-Claude**301-334 Bayesian Object Identification: Variants***by*Ritter, Gunter & Gallegos, María Teresa**335-359 Asymptotic Approximations for the Distributions of the Multinomial Goodness-of-Fit Statistics under Local Alternatives***by*Taneichi, Nobuhiro & Sekiya, Yuri & Suzukawa, Akio**360-375 Density Deconvolution in the Circular Structural Model***by*Goldenshluger, Alexander

### 2002, Volume 81, Issue 1

**1-18 An Adaptive Design for Multi-Arm Clinical Trials***by*Bai, Z. D. & Hu, Feifang & Shen, Liang**19-27 On the Covariance between Functions***by*Cuadras, C. M.**28-46 An Almost Surely Optimal Combined Classification Rule***by*Mojirsheibani, Majid**47-66 Asymptotic Expansions and Bootstrap Approximations in Factor Analysis***by*Ichikawa, Masanori & Konishi, Sadanori**67-84 Graph-Theoretic Procedures for Dimension Identification***by*Brito, María R. & Quiroz, Adolfo J. & Yukich, J. E.**85-99 Marginal Replacement in Multivariate Densities, with Application to Skewing Spherically Symmetric Distributions***by*Jones, M. C.**100-119 Spatially Adaptive Splines for Statistical Linear Inverse Problems***by*Cardot, Hervé**120-127 A Characterization of Poisson-Gaussian Families by Convolution-Stability***by*Koudou, A. E. & Pommeret, D.**128-137 On the Dependence Structure of Certain Multi-dimensional Ito Processes and Corresponding Hitting Times***by*Ebrahimi, Nader**138-166 The Deepest Regression Method***by*Van Aelst, Stefan & Rousseeuw, Peter J. & Hubert, Mia & Struyf, Anja**167-186 R-estimation in Autoregression with Square-Integrable Score Function***by*Mukherjee, Kanchan & Bai, Z. D.

### 2002, Volume 80, Issue 2

**191-216 Limit Theorems for the Non-linear Functional of Stationary Gaussian Processes***by*Hariz, Samir Ben**217-233 Nonnegative Minimum Biased Quadratic Estimation in Mixed Linear Models***by*Gnot, Stanislaw & Grzadziel, Mariusz**234-255 Set-Indexed Conditional Empirical and Quantile Processes Based on Dependent Data***by*Polonik, Wolfgang & Yao, Qiwei**256-284 Wavelet Threshold Estimation of a Regression Function with Random Design***by*Zhang, Shuanglin & Wong, Man-Yu & Zheng, Zhongguo**285-301 Minimax Hierarchical Empirical Bayes Estimation in Multivariate Regression***by*Oman, Samuel D.**302-321 Likelihood-Based Local Polynomial Fitting for Single-Index Models***by*Huh, J. & Park, B. U.**322-343 Parameter Estimation for Controlled Semilinear Stochastic Systems: Identifiability and Consistency***by*Goldys, B. & Maslowski, B.**344-357 On Stochastic Orders for Sums of Independent Random Variables***by*Korwar, Ramesh M.**358-377 The Sample Covariance Is Not Efficient for Elliptical Distributions***by*Falk, Michael

### 2002, Volume 80, Issue 1

**1-20 Normal Approximation Rate and Bias Reduction for Data-Driven Kernel Smoothing Estimator in a Semiparametric Regression Model***by*Hong, Sheng-Yan**21-42 Optimal Spherical Deconvolution***by*Kim, Peter T. & Koo, Ja-Yong**43-57 On Distribution-Free Tests for the Multivariate Two-Sample Location-Scale Model***by*Rousson, Valentin**58-66 Concentration Probabilities for Restricted and Unrestricted MLEs***by*Iwasa, Manabu & Moritani, Yoshiya**67-72 A Simple Derivation of a Complicated Prophet Region***by*Saint-Mont, Uwe**73-100 Prediction from Randomly Right Censored Data***by*Kohler, Michael & Máthé, Kinga & Pintér, Márta**101-126 Bayesian Inference for Multivariate Survival Data with a Cure Fraction***by*Chen, Ming-Hui & Ibrahim, Joseph G. & Sinha, Debajyoti**127-137 Averaged Singular Integral Estimation as a Bias Reduction Technique***by*Delgado, Miguel A. & Vidal-Sanz, Jose M.**138-165 Eigenstructures of Spatial Design Matrices***by*Gorsich, David J. & Genton, Marc G. & Strang, Gilbert**166-188 Empirical Likelihood Ratio in Terms of Cumulative Hazard Function for Censored Data***by*Pan, Xiao-Rong & Zhou, Mai

### 2001, Volume 79, Issue 2

**171-190 Multiway Dependence in Exponential Family Conditional Distributions***by*Lee, Jaehyung & Kaiser, Mark S. & Cressie, Noel**191-218 A Nonparametric Test of Serial Independence for Time Series and Residuals***by*Ghoudi, Kilani & Kulperger, Reg J. & Rémillard, Bruno**219-225 A Test of Multivariate Independence Based on a Single Factor Model***by*Wong, M. Y. & Cox, D. R.**226-250 Double k-Class Estimators in Regression Models with Non-spherical Disturbances***by*Wan, Alan T. K. & Chaturvedi, Anoop**251-274 Asymptotic Limit of the Bayes Actions Set Derived from a Class of Loss Functions***by*Abraham, Christophe**275-294 Influence Diagnostics in Common Principal Components Analysis***by*Gu, Hong & Fung, Wing K.**295-315 Inference for the Mean Difference in the Two-Sample Random Censorship Model***by*Wang, Qihua & Wang, Jane-Ling

### 2001, Volume 79, Issue 1

**1-32 Semiparametric Mixtures in Case-Control Studies***by*Murphy, S. A. & van der Vaart, A. W.**33-51 Inadmissibility of the Maximum Likekihood Estimator of Normal Covariance Matrices with the Lattice Conditional Independence***by*Konno, Yoshihiko**52-70 On the Hausdorff Dimension of the Set Generated by Exceptional Oscillations of a Two-Parameter Wiener Process***by*Dindar, Zacharie**71-88 Statistical Inference Concerning Several Redundancy Indices***by*Lazraq, Aziz & Cléroux, Robert**89-98 Consecutive Collapsibility of Odds Ratios over an Ordinal Background Variable***by*Guo, Jianhua & Geng, Zhi & Fung, Wing-Kam**99-113 A General Class of Multivariate Skew-Elliptical Distributions***by*Branco, Márcia D. & Dey, Dipak K.**114-137 Estimation of the Asymptotic Variance of Kernel Density Estimators for Continuous Time Processes***by*Guillou, Armelle & Merlevède, Florence**138-155 A Martingale Approach to the Copula-Graphic Estimator for the Survival Function under Dependent Censoring***by*Rivest, Louis-Paul & Wells, Martin T.

### 2001, Volume 78, Issue 2

**161-190 Local Power Properties of Kernel Based Goodness of Fit Tests***by*Gouriéroux, Christian & Tenreiro, Carlos**191-217 The Law of the Iterated Logarithm and Central Limit Theorem for L-Statistics***by*Li, Deli & Bhaskara Rao, M. & Tomkins, R. J.**218-234 Change-Point Detection in Long-Memory Processes***by*Horváth, Lajos**235-251 Relative Stability for Strictly Stationary Sequences***by*Szewczak, Zbigniew S.**252-271 Efficiency and Robustness of a Resampling M-Estimator in the Linear Model***by*Hu, Feifang**272-298 The Weak Convergence for Functions of Negatively Associated Random Variables***by*Zhang, Li-Xin**299-318 Estimating a Distribution Function for Censored Time Series Data***by*Cai, Zongwu

### 2001, Volume 78, Issue 1

**1-10 Characterization of the Spectra of Periodically Correlated Processes***by*Makagon, Andrzej**11-36 Highly Robust Estimation of Dispersion Matrices***by*Ma, Yanyuan & Genton, Marc G.**37-61 Censored Partial Linear Models and Empirical Likelihood***by*Qin, Gengsheng & Jing, Bing-Yi**62-82 Inferences on a Normal Covariance Matrix and Generalized Variance with Monotone Missing Data***by*Hao, Jian & Krishnamoorthy, K.**83-102 Asymptotics for Homogeneity Tests Based on a Multivariate Random Effects Proportional Hazards Model***by*Bordes, Laurent & Commenges, Daniel**103-138 The Vervaat Process in Lp Spaces***by*Csörgo, Miklós & Zitikis, Ricardas**139-158 U-Statistics for Change under Alternatives***by*Gombay, Edit

### 2001, Volume 77, Issue 2

**163-174 Identifiability of Modified Power Series Mixtures via Posterior Means***by*Gupta, Arjun K. & Nguyen, Truc T. & Wang, Yinning & Wesolowski, Jacek**175-186 Other Classes of Minimax Estimators of Variance Covariance Matrix in Multivariate Normal Distribution***by*Hara, Hisayuki**187-228 Second Order Hadamard Differentiability in Statistical Applications***by*Ren, Jian-Jian & Sen, Pranab Kumar**229-238 Complex Stable Sums of Complex Stable Random Variables***by*Hudson, William N. & Veeh, Jerry Alan**239-269 A Class of Robust Principal Component Vectors***by*Kamiya, Hidehiko & Eguchi, Shinto**270-285 Hölder Exponent for a Two-Parameter Lévy Process***by*Lagaize, Sandrine**286-294 Certain Characterizations of Normal Distribution via Transformations***by*Hamedani, G. G. & Volkmer, Hans**295-317 Modeling and Exploring Multivariate Spatial Variation: A Test Procedure for Isotropy of Multivariate Spatial Data***by*Jona-Lasinio, Giovanna

### 2001, Volume 77, Issue 1

**1-20 Modifications of the Rayleigh and Bingham Tests for Uniformity of Directions***by*Jupp, P. E.**21-53 Exact Misclassification Probabilities for Plug-In Normal Quadratic Discriminant Functions. I. The Equal-Means Case***by*McFarland, H. Richard & Richards, Donald St. P.**54-72 Robust Bayesian Inference on Scale Parameters***by*Fernández, Carmen & Osiewalski, Jacek & Steel, Mark F. J.**73-83 Exact Strong Laws for Multidimensionally Indexed Random Variables***by*Adler, André**84-116 Another Look at Principal Curves and Surfaces***by*Delicado, Pedro**117-137 An Expectation Formula for the Multivariate Dirichlet Distribution***by*Letac, Gérard & Massam, Hélène & Richards, Donald**138-161 Influence Function of Halfspace Depth***by*Romanazzi, Mario

### 2001, Volume 76, Issue 2

**159-191 Nonparametric Estimation of the Dependence Function in Bivariate Extreme Value Distributions***by*Jiménez, Javier Rojo & Villa-Diharce, Enrique & Flores, Miguel**192-213 Characteristic Functions of 1-Spherical and 1-Norm Symmetric Distributions and Their Applications***by*Ng, Kai Wang & Tian, Guo-Liang**214-225 Reliability Studies of Bivariate Distributions with Pareto Conditionals***by*Gupta, Ramesh C.**226-248 Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation***by*Danielsson, J. & de Haan, L. & Peng, L. & de Vries, C. G.**249-266 Extended Gauss-Markov Theorem for Nonparametric Mixed-Effects Models***by*Huang, Su-Yun & Lu, Henry Horng-Shing**267-276 Admissibility of Confidence Estimators in the Regression Model***by*Wang, Hsiuying**277-293 MU-Estimation and Smoothing***by*Liu, Z. J. & Rao, C. R.**294-315 Invariant Tests for Covariance Structures in Multivariate Linear Model***by*Nyblom, Jukka

### 2001, Volume 76, Issue 1

**1-34 On Marginal Quasi-Likelihood Inference in Generalized Linear Mixed Models***by*Sutradhar, Brajendra C. & Rao, R. Prabhakar**35-62 Efficient Variable Screening for Multivariate Analysis***by*Duarte Silva, António Pedro**63-89 Stochastic Bounds and Dependence Properties of Survival Times in a Multicomponent Shock Model***by*Li, Haijun & Xu, Susan H.**90-109 On Local Moments***by*Müller, Hans-Georg & Yan, Xin**110-137 Analysis of Variance in Nonparametric Regression Models***by*Dette, Holger & Derbort, Stephan**138-152 Robust Improvement in Estimation of a Mean Matrix in an Elliptically Contoured Distribution***by*Kubokawa, T. & Srivastava, M. S.

### 2000, Volume 75, Issue 2

**163-183 Common Principal Components for Dependent Random Vectors***by*Neuenschwander, Beat E. & Flury, Bernard D.**184-218 Asymptotic Expansions for Large Deviation Probabilities of Noncentral Generalized Chi-Square Distributions***by*Richter, W. -D. & Schumacher, J.