# Elsevier

# Journal of Multivariate Analysis

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**ISSN:**0047-259X

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### January 2005, Volume 92, Issue 1

**77-96 Robustness of one-sided cross-validation to autocorrelation***by*Hart, Jeffrey D. & Lee, Cherng-Luen**97-115 Rao distances***by*A. Micchelli, Charles & Noakes, Lyle**116-133 Extensions of the conjugate prior through the Kullback-Leibler separators***by*Yanagimoto, Takemi & Ohnishi, Toshio**134-144 A decomposition for a stochastic matrix with an application to MANOVA***by*Mortarino, Cinzia**145-173 Dependence orderings for some functionals of multivariate point processes***by*Kulik, Rafal & Szekli, Ryszard**174-185 A generalized Mahalanobis distance for mixed data***by*de Leon, A. R. & Carrière, K. C.**186-204 Covariate selection for semiparametric hazard function regression models***by*Bunea, Florentina & McKeague, Ian W.**205-225 A semiparametric density estimator based on elliptical distributions***by*Liebscher, Eckhard

### November 2004, Volume 91, Issue 2

**119-142 On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(p)***by*Galtchouk, L. & Konev, V.**143-160 Multivariate Lukacs theorem***by*Bobecka, Konstancja & Wesolowski, Jacek**161-176 Canonical correlation analysis based on information theory***by*Yin, Xiangrong**177-198 Weighted bootstrap for U-statistics***by*Wang, Qiying & Jing, Bing-Yi**199-223 Improvement of approximations for the distributions of multinomial goodness-of-fit statistics under nonlocal alternatives***by*Sekiya, Yuri & Taneichi, Nobuhiro**224-239 Limit theorems for random permanents with exchangeable structure***by*Rempala, Grzegorz A. & Wesolowski, Jacek**240-261 Bandwidth choice for local polynomial estimation of smooth boundaries***by*Hall, Peter & Park, Byeong U.**262-281 Multivariate spatial regression models***by*Gamerman, Dani & Moreira, Ajax R. B.**282-304 Local influence in multilevel regression for growth curves***by*Shi, Lei & Ojeda, Mario Miguel

### October 2004, Volume 91, Issue 1

**1-17 Linear mixed models and penalized least squares***by*Bates, Douglas M. & DebRoy, Saikat**18-34 A new joint model for longitudinal and survival data with a cure fraction***by*Chen, Ming-Hui & Ibrahim, Joseph G. & Sinha, Debajyoti**35-52 Likelihood ratio tests for goodness-of-fit of a nonlinear regression model***by*Crainiceanu, Ciprian M. & Ruppert, David**53-73 Estimation in mixed effects model with errors in variables***by*Cui, Hengjian & Ng, Kai W. & Zhu, Lixing**74-89 Quantile regression for longitudinal data***by*Koenker, Roger**90-106 Likelihood and conditional likelihood inference for generalized additive mixed models for clustered data***by*Zhang, Daowen & Davidian, Marie**107-118 Variance component testing in semiparametric mixed models***by*Zhu, Zhongyi & Fung, Wing K.

### August 2004, Volume 90, Issue 2

**229-256 Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function***by*Chaturvedi, Anoop & Shalabh**257-268 Covariance kernel and the central limit theorem in the total variation distance***by*Mikami, Toshio**269-281 Improved estimation of accuracy in simple hypothesis versus simple alternative testing***by*Wang, Hsiuying**282-300 Discriminant analysis for locally stationary processes***by*Sakiyama, Kenji & Taniguchi, Masanobu**301-326 Higher order representations of the Robbins-Monro process***by*Dippon, Jürgen**327-347 Asymptotic properties of some subset vector autoregressive process estimators***by*Brockwell, Peter J. & Davis, Richard A. & Trindade, A. Alexandre**348-358 Best-possible bounds on sets of bivariate distribution functions***by*Nelsen, Roger B. & Molina, José Juan Quesada & Lallena, José Antonio Rodríguez & Flores, Manuel Úbeda**359-383 Correlation and spectral theory for periodically correlated random fields indexed on Z2***by*Hurd, H. & Kallianpur, G. & Farshidi, J.**384-392 Sharp minimaxity and spherical deconvolution for super-smooth error distributions***by*Kim, Peter T. & Koo, Ja-Yong & Park, Heon Jin**393-406 One-sided tests for independence of seemingly unrelated regression equations***by*Kurata, Hiroshi**407-425 The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities***by*Ando, Masakazu & Kimura, Miyoshi

### July 2004, Volume 90, Issue 1

**1-18 Determining and analyzing differentially expressed genes from cDNA microarray experiments with complementary designs***by*Conlon, Erin M. & Eichenberger, Patrick & Liu, J.S.Jun S.**19-43 Analyzing factorial designed microarray experiments***by*Scholtens, Denise & Miron, Alexander & M. Merchant, Faisal & Miller, Arden & L. Miron, Penelope & Dirk Iglehart, J. & Gentleman, Robert**44-66 Problems in gene clustering based on gene expression data***by*Bryan, Jenny**67-89 Clustering and classification based on the L1 data depth***by*Jörnsten, Rebecka**90-105 On a resampling approach for tests on the number of clusters with mixture model-based clustering of tissue samples***by*McLachlan, G. J. & Khan, N.**106-131 Finding predictive gene groups from microarray data***by*Dettling, Marcel & Bühlmann, Peter**132-153 Hidden Markov models approach to the analysis of array CGH data***by*Fridlyand, Jane & Snijders, Antoine M. & Pinkel, Dan & Albertson, Donna G. & Jain, A.N.Ajay N.**154-177 Tree-based multivariate regression and density estimation with right-censored data***by*Molinaro, Annette M. & Dudoit, Sandrine & van der Laan, M.J.Mark J.**178-195 Exploring interactions in high-dimensional genomic data: an overview of Logic Regression, with applications***by*Ruczinski, Ingo & Kooperberg, Charles & L. LeBlanc, Michael**196-212 Sparse graphical models for exploring gene expression data***by*Dobra, Adrian & Hans, Chris & Jones, Beatrix & Nevins, J.R.Joseph R. & Yao, Guang & West, Mike**213-228 Ontology concepts and tools for statistical genomics***by*Carey, V.J.Vincent J.

### May 2004, Volume 89, Issue 2

**191-218 The generalized near-integer Gamma distribution: a basis for 'near-exact' approximations to the distribution of statistics which are the product of an odd number of independent Beta random variables***by*Coelho, Carlos A.**219-242 Construction of conservative test for change-point problem in two-dimensional random fields***by*Ninomiya, Yoshiyuki**243-260 The limiting behavior of least absolute deviation estimators for threshold autoregressive models***by*Wang, Lihong & Wang, Jinde**261-291 Tail probabilities of the limiting null distributions of the Anderson-Stephens statistics***by*Kuriki, Satoshi & Takemura, Akimichi**292-303 Maximum likelihood estimation of covariance matrices under simple tree ordering***by*Tsai, Ming-Tien**304-328 Regression quantiles for unstable autoregressive models***by*Ling, Shiqing & McAleer, Michael**329-337 Family of multivariate generalized t distributions***by*Arslan, Olcay**338-350 Wavelet modeling of priors on triangles***by*Dey, Dipak K. & Wang, Yazhen**351-370 Multidimensional dependency measures***by*Fernández, Begoña Fernández & González-Barrios, José M.**371-383 A lower bound on the performance of the quadratic discriminant function***by*Cooke, Tristrom

### April 2004, Volume 89, Issue 1

**1-35 Results in statistical discriminant analysis: a review of the former Soviet Union literature***by*Raudys, Sarunas & Young, Dean M.**36-69 Exact probabilities of correct classifications for uncorrelated repeated measurements from elliptically contoured distributions***by*Krause, D. & Richter, W. -D.**70-86 Optimal global rate of convergence in nonparametric regression with left-truncated and right-censored data***by*Park, Jinho**87-96 On inadmissibility of Hotelling T2-tests for restricted alternatives***by*Tsai, Ming-Tien & Sen, Pranab Kumar**97-118 Local polynomial maximum likelihood estimation for Pareto-type distributions***by*Beirlant, Jan & Goegebeur, Yuri**119-134 Structural decompositions of multivariate distributions with applications in moment and cumulant***by*Ip, Edward H. & Wang, Yuchung J. & Yeh, Yeong-nan**135-147 Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing***by*Inoue, Akihiko & Kasahara, Yukio**148-180 On consistent testing for serial correlation of unknown form in vector time series models***by*Duchesne, Pierre & Roy, Roch**181-190 A multivariate skew normal distribution***by*Gupta, Arjun K. & González-Farías, Graciela & Domínguez-Molina, J. Armando

### February 2004, Volume 88, Issue 2

**207-221 Inequalities associated with intra-inter-class correlation matrices***by*Kurata, Hiroshi**222-242 Testing for affine equivalence of elliptically symmetric distributions***by*Gupta, A. K. & Henze, N. & Klar, B.**243-251 Estimation of cusp in nonregular nonlinear regression models***by*Prakasa Rao, B. L. S.**252-273 Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors***by*Jaschke, Stefan & Klüppelberg, Claudia & Lindner, Alexander**274-297 Complexity penalized support estimation***by*Klemelä, Jussi**298-319 Nonparametric ANCOVA with two and three covariates***by*Tsangari, Haritini & Akritas, Michael G.**320-334 Stein's idea and minimax admissible estimation of a multivariate normal mean***by*Maruyama, Yuzo**335-364 Reference priors for exponential families with simple quadratic variance function***by*Consonni, Guido & Veronese, Piero & Gutiérrez-Peña, Eduardo**365-411 A well-conditioned estimator for large-dimensional covariance matrices***by*Ledoit, Olivier & Wolf, Michael

### January 2004, Volume 88, Issue 1

**1-18 On some testing problems for sparse contingency tables***by*Burman, Prabir**19-46 Combining the data from two normal populations to estimate the mean of one when their means difference is bounded***by*van Eeden, Constance & Zidek, James V.**47-60 Some properties and characterizations for generalized multivariate Pareto distributions***by*Yeh, Hsiaw-Chan**61-75 Kernel density estimation for spatial processes: the L1 theory***by*Hallin, Marc & Lu, Zudi & Tran, Lanh T.**76-88 Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models***by*Yang, Guo-Qing & Wu, Qi-Guang**89-108 Robust weighted orthogonal regression in the errors-in-variables model***by*Fekri, M. & Ruiz-Gazen, A.**109-117 A chi-square test for dimensionality with non-Gaussian data***by*Bai, Z. D. & He, Xuming**118-130 An extension of the factorization theorem to the non-positive case***by*Kopciuszewski, Pawel**131-137 Improved estimation of a covariance matrix in an elliptically contoured matrix distribution***by*Leung, Pui Lam & Ng, Foon Yip**138-151 A connection between supermodular ordering and positive/negative association***by*Christofides, Tasos C. & Vaggelatou, Eutichia**152-162 Spatial autoregression and related spatio-temporal models***by*Ma, Chunsheng**163-176 A test of uniformity on shape spaces***by*Chikuse, Y. & Jupp, P. E.**177-189 Generalized p-values and generalized confidence regions for the multivariate Behrens-Fisher problem and MANOVA***by*Gamage, Jinadasa & Mathew, Thomas & Weerahandi, Samaradasa**190-206 On a new multivariate two-sample test***by*Baringhaus, L. & Franz, C.

### November 2003, Volume 87, Issue 2

**219-240 Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis***by*Pivato, Marcus & Seco, Luis**241-260 Large and moderate deviations for infinite-dimensional autoregressive processes***by*Mas, André & Menneteau, Ludovic**261-274 The efficiency of adjusted least squares in the linear functional relationship***by*Kukush, Alexander & Maschke, Erich Otto**275-297 Invariant tests for symmetry about an unspecified point based on the empirical characteristic function***by*Henze, N. & Klar, B. & Meintanis, S. G.**298-314 The skew elliptical distributions and their quadratic forms***by*Fang, B. Q.**315-327 Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model***by*Ibarrola, P. & Pérez-Palomares, A.**328-355 The affine equivariant sign covariance matrix: asymptotic behavior and efficiencies***by*Ollila, Esa & Oja, Hannu & Croux, Christophe**356-369 Factor models for multivariate count data***by*Wedel, Michel & Böckenholt, Ulf & Kamakura, Wagner A.**370-397 Tail behaviour of Gaussian processes with applications to the Brownian pillow***by*Koning, Alex J. & Protasov, Vladimir**398-412 On familial longitudinal Poisson mixed models with gamma random effects***by*Sutradhar, Brajendra C. & Jowaheer, Vandna**413-417 The distribution of symmetric matrix quotients***by*Gupta, A. K. & Kabe, D. G.

### October 2003, Volume 87, Issue 1

**2-23 Multivariate quadratic forms of random vectors***by*Blacher, René**24-45 Identification of graphical models for nonignorable nonresponse of binary outcomes in longitudinal studies***by*Ma, Wen-Qing & Geng, Zhi & Hu, Yong-Hua**46-59 Characterization of the partial autocorrelation function of nonstationary time series***by*Dégerine, Serge & Lambert-Lacroix, Sophie**60-79 Empirical Bayesian estimation of normal variances and covariances***by*Champion, Colin J.**80-100 Semiparametric estimation based on parametric modeling of the cause-specific hazard ratios in competing risks***by*Suzukawa, A. & Taneichi, N.**101-132 Survival function estimation when lifetime and censoring time are dependent***by*Ebrahimi, Nader & Molefe, Daniel**133-158 Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes***by*Antoniadis, Anestis & Sapatinas, Theofanis**159-176 Rank estimation in reduced-rank regression***by*Bura, Efstathia & Cook, R. Dennis**177-190 Kronecker product permutation matrices and their application to moment matrices of the normal distribution***by*Schott, James R.**191-217 Nonparametric estimation of the location of a maximum in a response surface***by*Facer, Matthew R. & Müller, Hans-Georg

### August 2003, Volume 86, Issue 2

**213-226 Efficient estimation in conditional single-index regression***by*Delecroix, Michel & Härdle, Wolfgang & Hristache, Marian**227-241 Consistent estimation of coefficients in measurement error models with replicated observations***by*Shalabh**242-253 Best affine unbiased response decomposition***by*Dhaene, Geert & Schokkaert, Erik & Van de Voorde, Carine**254-265 On the admissibility of stable spherical multivariate tests***by*Glimm, Ekkehard & Läuter, Jürgen**266-292 Nonparametric estimation of distributions with categorical and continuous data***by*Li, Qi & Racine, Jeff**293-309 Constructing fixed rank optimal estimators with method of best recurrent approximations***by*Torokhti, Anatoli & Howlett, Phil**310-329 Semi-parametric multivariate modelling when the marginals are the same***by*Marron, J. S. & Nakamura, Miguel & Pérez-Abreu, Víctor**330-359 Local polynomial fitting under association***by*Masry, Elias**360-374 Hypothesis testing for the generalized multivariate modified Bessel model***by*Thabane, Lehana & Drekic, Steve**375-397 Reducing variance in nonparametric surface estimation***by*Cheng, Ming-Yen & Hall, Peter**398-422 Precise asymptotics in some strong limit theorems for multidimensionally indexed random variables***by*Gut, Allan & Spataru, Aurel

### July 2003, Volume 86, Issue 1

**1-13 Unbiased estimation in the multivariate natural exponential family with simple quadratic variance function***by*López Blázquez, Fernando & Gutiérrez Rubio, David**14-27 Estimation of a parameter vector when some components are restricted***by*Fourdrinier, Dominique & Ouassou, Idir & Strawderman, William E.**28-47 Estimating the covariance matrix: a new approach***by*Kubokawa, T. & Srivastava, M. S.**48-71 Are copulas unimodal?***by*Cuculescu, Ioan & Theodorescu, Radu**72-96 Using wavelet methods to solve noisy Abel-type equations with discontinuous inputs***by*Hall, Peter & Paige, Robert & Ruymgaart, Frits H.**97-107 Spatio-temporal stationary covariance models***by*Ma, Chunsheng**108-125 A criterion for a continuous spectral density***by*Bradley, Richard C.**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

### May 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

### April 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.

### February 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

### January 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

### November 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

### October 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