# Elsevier

# Journal of Multivariate Analysis

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### 1995, Volume 53, Issue 1

**18-38 Testing Lattice Conditional Independence Models***by*Andersson, S. A. & Perlman, M. D.**39-51 Principal Points and Self-Consistent Points of Symmetrical Multivariate Distributions***by*Tarpey, T.**52-66 Improving on the Positive Part of the UMVUE of a Noncentrality Parameter of a Noncentral Chi-Square Distribution***by*Shao, P. Y. S. & Strawderman, W. E.**67-93 Asymptotic Behaviors of Some Measures of Accuracy in Nonparametric Curve Estimation with Dependent Observations***by*Kim, T. Y. & Cox, D. D.**94-109 Single Linkage Clustering and Continuum Percolation***by*Penrose, M. D.**110-125 Multivariate Exponential and Geometric Distributions with Limited Memory***by*Marshall, A. W. & Olkin, I.**126-138 Expansion of the Scale Mixture of the Multivariate Normal Distribution with Error Bound Evaluated in the L1-Norm***by*Shimizu, R.**139-158 Missing Data Imputation Using the Multivariate t Distribution***by*Liu, C.**159-179 The Law of the Iterated Logarithm for the Multivariate Nearest Neighbor Density Estimators***by*Ralescu, S. S.

### 1995, Volume 52, Issue 2

**181-198 On the Strong Law of Large Numbers and the Law of the Logarithm for Weighted Sums of Independent Random Variables with Multidimensional Indices***by*Li, D. L. & Rao, M. B. & Wang, X. C.**199-244 Generalized Poisson Distributions as Limits of Sums for Arrays of Dependent Random Vectors***by*Kobus, M.**245-258 Likelihood Ratio Tests for Principal Components***by*Dumbgen, L.**259-279 Asymptotic Normality of a Class of Adaptive Statistics with Applications to Synthetic Data Methods for Censored Regression***by*Lai, T. L. & Ying, Z. L. & Zheng, Z. K.**280-294 Moments of Generalized Wishart Distributions***by*Wong, C. S. & Liu, D. S.**295-307 On Rohlf's Method for the Detection of Outliers in Multivariate Data***by*Caroni, C. & Prescott, P.**308-324 Estimation of a Normal Covariance Matrix with Incomplete Data under Stein's Loss***by*Konno, Y.**325-337 The Effects of Nonnormality of Tests for Dimensionality in Canonical Correlation and MANOVA Models***by*Seo, T. & Kanda, T. & Fujikoshi, Y.**338-351 Shrinkage Estimators under Spherical Symmetry for the General Linear Model***by*Cellier, D. & Fourdrinier, D.

### 1995, Volume 52, Issue 1

**1-14 A Continuous Metric Scaling Solution for a Random Variable***by*Cuadras, C. M. & Fortiana, J.**15-44 Limit Behavior of Quadratic Forms of Moving Averages and Statistical Solutions of the Burgers' Equation***by*Hu, Y. M. & Woyczynski, W. A.**45-72 The Repeated Median Intercept Estimator: Influence Function and Asymptotic Normality***by*Hossjer, O. & Rousseeuw, P. J. & Ruts, I.**73-82 Minimax Estimators of the Mean Vector in Normal Mixed Linear Models***by*Bilodeau, M.**83-106 Some Continuous Edgeworth Expansions for Markov Chains with Applications to Bootstrap***by*Datta, S. & Mccormick, W. P.**107-130 Strong Approximation Theorems for Independent Random Variables and Their Applications***by*Shao, Q. M.**131-139 Bivariate Extension of the Method of Polynomials for Bonferroni-Type Inequalities***by*Galambos, J. & Xu, Y.**140-157 Estimation of the Variance of Partial Sums for [rho]-Mixing Random Variables***by*Peligrad, M. & Shao, Q. M.**158-180 Central Limit Theorem, Weak Law of Large Numbers for Martingales in Banach Spaces, and Weak Invariance Principle - A Quantitative Study***by*Anastassiou, G. A.

### 1994, Volume 51, Issue 2

**211-239 Limiting Behavior of M-Estimators of Regression Coefficients in High Dimensional Linear Models I. Scale Dependent Case***by*Bai, Z. D. & Wu, Y.**240-251 Limiting Behavior of M-Estimators of Regression-Coefficients in High Dimensional Linear Models II. Scale-Invariant Case***by*Bai, Z. D. & Wu, Y.**252-264 Uniform Convergence of Probability Measures: Topological Criteria***by*Lucchetti, R. & Salinetti, G. & Wets, R. J. B.**265-276 Combining Independent Tests in Multivariate Linear Models***by*Zhou, L. P. & Mathew, T.**277-293 Comparing Empirical Likelihood and Bootstrap Hypothesis Tests***by*Chen, S. X.**294-317 On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models***by*Poskitt, D. S. & Salau, M. O.**318-337 Regression Quantiles and Related Processes Under Long Range Dependent Errors***by*Koul, H. L. & Mukherjee, K.**338-351 An Extension of the Csörgo-Horváth Functional Limit Theorem and Its Applications to Changepoint Problems***by*Ferger, D.**352-371 Asymptotically Optimal Balloon Density Estimates***by*Hall, P. & Huber, C. & Owen, A. & Coventry, A.**372-391 On the Applications of Divergence Type Measures in Testing Statistical Hypotheses***by*Salicru, M. & Morales, D. & Menendez, M. L. & Pardo, L.**392-413 Random Quadratic Forms and the Bootstrap for U-Statistics***by*Dehling, H. & Mikosch, T.**414-431 Mixed Limit Theorems for Pattern Analysis***by*Grenander, U. & Sethuraman, J.**432-444 Domains of Semi-Stable Attraction of Nonnormal Semi-Stable Laws***by*Scheffler, H. P.

### 1994, Volume 51, Issue 1

**1-16 Principal Component Analysis for a Stationary Random Function Defined on a Locally Compact Abelian Group***by*Boudou, A. & Dauxois, J.**17-45 Strong Approximation of the Quantile Processes and Its Applications under Strong Mixing Properties***by*Fotopoulos, S. B. & Ahn, S. K.**46-53 Some Properties of the Homogeneous Multivariate Pareto (IV) Distribution***by*Yeh, H. C.**54-70 Likelihood Ratio and Cumulative Sum Tests for a Change-Point in Linear Regression***by*Kim, H. J.**71-82 Lp-Convergence of Conditional U-Statistics***by*Stute, W.**83-101 Improved Nonnegative Estimation of Variance Components in Balanced Multivariate Mixed Models***by*Mathew, T. & Niyogi, A. & Sinha, B. K.**102-120 Algorithms in Convex Analysis to Fit lp-Distance Matrices***by*Mathar, R. & Meyer, R.**121-138 On the Validity of Edgeworth and Saddlepoint Approximations***by*Booth, J. G. & Hall, P. & Wood, A. T. A.**139-147 Consistency Property of Elliptic Probability Density Functions***by*Kano, Y.**148-177 Asymptotics of Generalized S-Estimators***by*Hossjer, O. & Croux, C. & Rousseeuw, P. J.**178-200 New Perspectives on Linear Calibration***by*Kubokawa, T. & Robert, C. P.**201-209 A Test to Determine Closeness of Multivariate Satterthwaite's Approximation***by*Khuri, A. I. & Mathew, T. & Nel, D. G.

### 1994, Volume 50, Issue 2

**175-237 Aligned Rank Tests for Linear Models with Autocorrelated Error Terms***by*Hallin, M. & Puri, M. L.**238-264 The Asymptotic Distribution of Singular-Values with Applications to Canonical Correlations and Correspondence Analysis***by*Eaton, M. L. & Tyler, D.**265-281 Maximin Estimation of Multidimensional Boundaries***by*Muller, H. G. & Song, K. S.**282-293 Maximum Likelihood Estimation of Means and Variances from Normal Populations Under Simultaneous Order Restrictions***by*Shi, N. Z.**294-313 Sample Partial Autocorrelation Function of a Multivariate Time Series***by*Degerine, S.

### 1994, Volume 50, Issue 1

**1-16 Exact Behavior of Gaussian Measures of Translated Balls in Hilbert Spaces***by*Linde, W. & Rosinski, J.**17-29 The Kaplan-Meier Estimate for Dependent Failure Time Observations***by*Ying, Z. & Wei, L. J.**30-40 Series Estimation of Semilinear Models***by*Donald, S. G. & Newey, W. K.**41-54 Two-Sample Test Statistics for Measuring Discrepancies Between Two Multivariate Probability Density Functions Using Kernel-Based Density Estimates***by*Anderson, N. H. & Hall, P. & Titterington, D. M.**55-67 On the Dependence of Structure of Multivariate Processes and Corresponding Hitting Times***by*Ebrahimi, N.**68-92 Optimal Linear Filtering and Smoothing for a Discrete Time Stable Linear Model***by*Rutkowski, M.**93-114 Consistency of M-Estimates in General Regression Models***by*Liese, F. & Vajda, I.**115-131 Optimal Stopping-Related Inequalities for Iid Random Variables when the Future Is Discounted***by*Boshuizen, F. A.**132-151 On Some Integer-Valued Autoregressive Moving Average Models***by*Aly, E. E. A. A. & Bouzar, N.**152-173 Asymptotic Normality of Random Fields of Positively or Negatively Associated Processes***by*Roussas, G. G.

### 1994, Volume 49, Issue 2

**179-201 Linear Regression with Censoring***by*Srinivasan, C. & Zhou, M.**202-217 Optimality Properties of Empirical Estimators for Multivariate Point Processes***by*Greenwood, P. E. & Wefelmeyer, W.**218-241 Exponential Mixture Models with Long-Term Survivors and Covariates***by*Ghitany, M. E. & Maller, R. A. & Zhou, S.**242-254 A Simple Wavelet Approach to Nonparametric Regression from Recursive Partitioning Schemes***by*Engel, J.**255-265 On Bootstrapping M-Estimated Residual Processes in Multiple Linear-Regression Models***by*Koul, H. L. & Lahiri, S. N.**266-277 Unitary Actions of Lévy Flows of Diffeomorphisms***by*Applebaum, D.**278-286 Law of the Logarithm for Density and Hazard Rate Estimation for Censored Data***by*Xiang, X. J.**287-298 Convergence of Adaptive Direction Sampling***by*Roberts, G. O. & Gilks, W. R.

### 1994, Volume 49, Issue 1

**1-23 Moments for Left Elliptically Contoured Random Matrices***by*Wong, C. S. & Liu, D.**24-40 Empirical Likelihood Confidence Intervals for Linear Regression Coefficients***by*Chen, S. X.**41-54 Asymptotics for Multivariate t-Statistic and Hotelling's T2-Statistic Under Infinite Second Moments via Bootstrapping***by*Sepanski, S. J.**55-75 Principal Components Selection by the Criterion of the Minimum Mean Difference of Complexity***by*Qian, G. Q. & Gabor, G. & Gupta, R. P.**76-86 The Law of Large Numbers for Product Partial Sum Processes Indexed by Sets***by*Kwon, J. S.**87-96 A Simple Approximation to the Bivariate Normal Distribution with Large Correlation Coefficient***by*Albers, W. & Kallenberg, W. C. M.**97-109 Bootstrapping Multivariate U-Quantiles and Related Statistics***by*Helmers, R. & Huskova, M.**110-131 Asymptotic Properties of the Estimators for Multivariate Components of Variance***by*Remadi, S. & Amemiya, Y.**132-149 A Locally Correlated Process and Its Applications in Bayesian Estimation***by*Liu, G.**150-163 Uniform Strong Consistent Estimation of an Ifra Distribution Function***by*Rojo, J. & Samaniego, F. J.**164-178 Characteristic Functions of a Class of Elliptic Distributions***by*Kotz, S. & Ostrovskii, I.

### 1994, Volume 48, Issue 2

**169-187 Higher Order Asymptotic Theory for Discriminant Analysis in Exponential Families of Distributions***by*Taniguchi, M.**188-202 Halfplane Trimming for Bivariate Distributions***by*Masse, J. C. & Theodorescu, R.**203-227 Invariant Measures for Transient Reflected Brownian Motion in a Wedge: Existence and Uniqueness***by*Deblassie, R. D.**228-248 Statistical Analysis of Curved Probability Densities***by*Taniguchi, M. & Watanabe, Y.**249-274 The Asymptotic Distribution of Sample Autocorrelations for a Class of Linear Filters***by*Cavazoscadena, R.**275-296 On the Likelihood Ratio for Two-Parameter Discrete Space Stochastic Processes***by*Luesink, R.**297-314 Weak Convergence of Weighted Empirical U-Statistics Processes for Dependent Random Variables***by*Harel, M. & Ocinneide, C. A. & Puri, M. L.**315-346 Holomorphic Processes in Banach Spaces and Banach Algebras***by*Ransford, T. J.

### 1994, Volume 48, Issue 1

**1-30 On statistical information of extreme order statistics, local extreme value alternatives, and poisson point processes***by*Janssen, A. & Marohn, F.**31-42 Distributions and expectations of order statistics for possibly dependent random variables***by*Rychlik, Tomasz**43-69 Limit theorems for change in linear regression***by*Gombay, Edit & Horváth, Lajos**70-86 Does asymptotic linearity of the regression extend to stable domains of attraction?***by*Cioczek-Georges, Renata & Taqqu, Murad S.**87-106 Bayes compound and empirical Bayes estimation of the mean of a Gaussian distribution on a Hilbert space***by*Majumdar, Suman**107-114 An identity for the noncentral wishart distribution with application***by*Leung, Pui Lam**115-156 On the number of points of a homogeneous poisson process***by*Auer, Peter & Hornik, Kurt**157-167 Schur properties of convolutions of exponential and geometric random variables***by*Boland, Philip J. & El-Neweihi, Emad & Proschan, Frank

### 1993, Volume 47, Issue 2

**173-195 Optimal Choice of Sample Fraction in Extreme-Value Estimation***by*Dekkers, A. L. M. & Dehaan, L.**196-209 Sequential Estimation of the Mean Vector of a Multivariate Linear Process***by*Fakhrezakeri, I. & Lee, S. Y.**210-229 Strong Representations of the Survival Function Estimator for Truncated and Censored Data with Applications***by*Gijbels, I. & Wang, J. L.**230-249 Asymptotic Behavior of the Perturbed Empirical Distribution-Functions Evaluated at a Random Point for Absolutely Regular Sequences***by*Sun, S.**250-268 Exponential Bounds for the Uniform Deviation of a Kind of Empirical Processes, II***by*Zhang, J. & Zhu, L. X. & Cheng, P.**269-282 Majorants and Minorants for Elliptic Measures on k***by*Jensen, D. R.**283-300 Asymptotics of Eigenvalues and Unit-Length Eigenvectors of Sample Variance and Correlation Matrices***by*Kollo, T. & Neudecker, H.**301-328 Nonparametric Resampling for Homogeneous Strong Mixing Random Fields***by*Politis, D. N. & Romano, J. P.**329-338 Simultaneous Estimation of Independent Normal Mean Vectors with Unknown Covariance Matrices***by*Krishnamoorthy, K. & Sarkar, S. K.

### 1993, Volume 47, Issue 1

**1-21 Multiparameter Bandwidth Processes and Adaptive Surface Smoothing***by*Muller, H. G. & Prewitt, K. A.**22-34 U-Estimators of Regression Coefficients***by*Gregory, G. G.**35-47 Estimating a Multidimensional Extreme-Value Distribution***by*Einmahl, J. H. J. & Dehaan, L. & Huang, X.**48-58 Asymptotic Confidence Spheres in Certain Banach Spaces via Covariance Operators***by*Dippon, J.**59-81 Asymptotically Optimal Estimators of General Regression Functionals***by*Falk, M.**82-102 A Weak Invariance Principle for Weighted U-Statistics with Varying Kernels***by*Mikosch, T.**103-122 Correcting the Negativity of High-Order Kernel Density Estimators***by*Hall, P. & Murison, R. D.**123-138 Proxy and Instrumental Variable Methods in a Regression Model with One of the Regressors Missing***by*Bhattacharya, R. N. & Bhattacharyya, D. K.**139-151 The Law of the Iterated Logarithm for U-Processes***by*Arcones, M. A.**152-162 A Mixed Limit Theorem for Stable Random Fields***by*Kurien, T. V. & Sethuraman, J.**163-171 Asymptotic Properties of Serial Covariances for Nonlinear Stationary Processes***by*Chanda, K. C.

### 1993, Volume 46, Issue 2

**175-197 Likelihood Ratio Tests for Covariance Structure in Random Effects Models***by*Kuriki, S.**198-206 Bartlett's Decomposition of the Posterior Distribution of the Covariance for Normal Monotone Ignorable Missing Data***by*Liu, C. H.**207-213 On Multivariate Extremal Processes***by*Gnedin, A. V.**214-236 Asymptotic Analysis of a Multiple Frequency Estimation Method***by*Li, T. H. & Kedem, B.**237-253 Identity Reproducing Multivariate Nonparametric Regression***by*Muller, H. G. & Song, K. S.**254-261 Estimation of a Mean Vector in a Two-Sample Problem***by*Perron, F.**262-282 Parametric Families of Multivariate Distributions with Given Margins***by*Joe, H.**283-308 Kernel Estimators for Cell Probabilities***by*Grund, B.**309-334 A Comparative Study of Goodness-of-Fit Tests for Multivariate Normality***by*Romeu, J. L. & Ozturk, A.**335-361 Optimal Coupling of Multivariate Distributions and Stochastic Processes***by*Cuestaalbertos, J. A. & Ruschendorf, L. & Tuerodiaz, A.**362-373 Reliability Measures in the Discrete Bivariate Set-Up and Related Characterization Results for a Bivariate Geometric Distribution***by*Roy, D.

### 1993, Volume 46, Issue 1

**1-12 Score Test for the Covariance Matrix of the Elliptic t-Distribution***by*Sutradhar, B. C.**13-31 Approximation of Multidimensional Stable Densities***by*Byczkowski, T. & Nolan, J. P. & Rajput, B.**32-55 Functional Characterizations of Some Positively Dependent Bivariate Random Vectors***by*Chang, C. S.**56-60 Multivariate Maximum Entropy Spectrum***by*Choi, B. S.**61-82 Zero-One Laws for Multilinear Forms in Gaussian and Other Infinitely Divisible Random Variables***by*Rosinski, J. & Samorodnitsky, G. & Taqqu, M. S.**83-96 Asymptotic Properties of Conjugate Bayes Discrete Discrimination***by*Fang, B. Q. & Dawid, A. P.**97-111 A Method of Functional Estimation for Stationary Processes***by*Vaninsky, K. L.**112-119 Use of Moments in Distribution Theory: A Multivariate Case***by*Volodin, N. A. & Kotz, S. & Johnson, N. L.**120-130 Generalized Bayes Stein-Type Estimators for Regression Parameters under Linear Constraints***by*Hoffmann, K.**131-138 ML Characterization of the Multivariate Normal Distribution***by*Stadje, W.**139-153 Unbiased Tests for Normal Order Restricted Hypotheses***by*Cohen, A. & Kemperman, J. H. B. & Sackrowitz, H. B.**154-174 Asymptotic Expansion of the Misclassification Probabilities of D- and A-Criteria for Discrimination from Two High Dimensional Populations Using the Theory of Large Dimensional Random Matrices***by*Saranadasa, H.

### 1993, Volume 45, Issue 2

**161-170 Independent Variables with Independent Sum and Difference: S1-Case***by*Baryshnikov, Y. & Eisenberg, B. & Stadje, W.**171-182 Weighted Approximation of the Renewal Spacing Processes***by*Barbe, P.**183-216 Best Constants in Kahane-Khintchine Inequalities in Orlicz Spaces***by*Peskir, G.**217-233 The Asymptotic Distribution of REML Estimators***by*Cressie, N. & Lahiri, S. N.**234-238 Orthogonally Invariant Sequences as Gaussian Scale Mixtures: An Alternate Proof***by*Vitale, R. A.**239-246 On Noncentral Generalized Laplacianness of Quadratic Forms in Normal Variables***by*Mathai, A. M.**247-256 Bootstrapping the Studentized Sample Mean of Lattice Variables***by*Lahiri, S. N.**257-273 Multivariate Recursive M-Estimators of Location and Scatter for Dependent Sequences***by*Englund, J. E.**274-290 Estimation of the Impulse-Response Coefficients of a Linear Process with Infinite Variance***by*Bhansali, R. J.**291-304 Bounds on the Size of the Likelihood Ratio Test of Independence in a Contingency Table***by*Loh, W. Y. & Yu, X. J.**305-323 UI Score Tests for Some Restricted Alternatives in Exponential Families***by*Tsai, M. T. M.

### 1993, Volume 45, Issue 1

**1-8 A Pointwise Almost Sure Bahadur-Kiefer-Type Representation for the Product Limit Estimator***by*Pierrelotiviaud, D.**9-24 Comparison between the Locally Most Mean Power Unbiased and Rao's Tests in the Multiparameter Case***by*Mukerjee, R. & Gupta, A. S.**25-33 On Probabilities of Linear Sets***by*Bryc, W. & Smolenski, W.**34-55 A Necessary Test of Goodness of Fit for Sphericity***by*Fang, K. T. & Zhu, L. X. & Bentler, P. M.**56-72 Improved Multivariate Prediction under a General Linear Model***by*Gotway, C. A. & Cressie, N.**73-88 Stable Limits for Empirical Processes on Vapnik-Cervonenkis Classes of Functions***by*Romo, J.**89-103 Consistent Estimation Under Random Censorship When Covariables Are Present***by*Stute, W.**104-136 Robust M-Estimators on Spheres***by*Ko, D. J. & Chang, T.**137-160 Bootstrapping the Mean Integrated Squared Error***by*Cao, R.

### 1993, Volume 44, Issue 2

**179-190 Integration by Parts for Poisson Processes***by*Elliott, R. J. & Tsoi, A. H.**191-219 Quadratic Negligibility and the Asymptotic Normality of Operator Normed Sums***by*Maller, R. A.**220-226 All Admissible Linear Estimates of the Mean Matrix***by*Xie, M. Y.**227-255 Non-central Limit Theorems for Non-linear Functionals of k Gaussian Fields***by*Denaranjo, M. V. S.**256-265 Some Characteristic Properties of the Fisher Information Matrix via Cacoullos-Type Inequalities***by*Papathanasiou, V.**266-278 On the Convergence of U-Statistics with Stable Limit Distribution***by*Heinrich, L. & Wolf, W.**279-285 Admissibility under the Frequentist's Validity Constraint in Estimating the Loss of the Least-Squares Estimator***by*Hsieh, F. S. & Hwang, J. T. G.**286-313 Kernel Approximations for Universal Kriging Predictors***by*Zhang, B. & Stein, M.**314-320 A Functional Central Limit Theorem for Positively Dependent Random Variables***by*Birkel, T.**321-344 On the Performance of Kernel Estimators for High-Dimensional, Sparse Binary Data***by*Grund, B. & Hall, P.**345-359 On the First-Order Edgeworth Expansion for a Markov Chain***by*Datta, S. & Mccormick, W. P.

### 1993, Volume 44, Issue 1

**1-22 On the Problem of More Than One Kurtosis Parameter in Multivariate Analysis***by*Steyn, H. S.**23-46 Nearest Neighbor Estimators for Random Fields***by*Tran, L. T. & Yakowitz, S.**47-68 Asymptotic Normality for Deconvolution Estimators of Multivariate Densities of Stationary Processes***by*Masry, E.**69-81 On the Greatest Class of Conjugate Priors and Sensitivity of Multivariate Normal Posterior Distributions***by*Bischoff, W.**82-101 High Dimensional Asymptotic Expansions for the Matrix Langevin Distributions on the Stiefel Manifold***by*Chikuse, Y.**102-114 On a Characterization of Uniform Distributions***by*Dasgupta, S. & Goswami, A. & Rao, B. V.**115-145 Rate of Convergence of the Empirical Radon Transform***by*Gilliam, D. S. & Hall, P. & Ruymgaart, F. H.**146-159 Multivariate Versions of Cochran's Theorems II***by*Wong, C. S. & Wang, T. H.**160-178 Comparison of Two Factor Subspaces***by*Dauxois, J. & Romain, Y. & Viguier, S.

### 1992, Volume 43, Issue 2

**173-184 Lower variance bounds and a new proof of the central limit theorem***by*Cacoullos, T. & Papathanasiou, V.**185-199 Regularity and convergence of stochastic convolutions in duals of nuclear Fréchet spaces***by*Pérez-Abreu, Victor & Tudor, Constantin**200-217 Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions***by*Deheuvels, Paul & Einmahl, John H. J.**218-236 Optimizing in the class of Fuller modified limited information maximum likelihood estimators***by*Kadiyala, K. R. & Oberhelman, Dennis**237-271 Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes***by*Fan, Jianqing & Masry, Elias**272-299 An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes***by*Lii, Keh-Shin & Rosenblatt, Murray**300-330 A class of U-statistics and asymptotic normality of the number of k-clusters***by*Bhattacharya, Rabi N. & Ghosh, Jayanta K.**331-350 On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations***by*Nagao, Hisao & Srivastava, M. S.**351-374 Interpolation with uncertain spatial covariances: A Bayesian alternative to Kriging***by*Le, Nhu D. & Zidek, James V.

### 1992, Volume 43, Issue 1

**1-15 Estimation of mean square error of empirical best linear unbiased predictors under a random error variance linear model***by*Kleffe, J. & Rao, J. N. K.**16-28 Minimax estimators of a covariance matrix***by*Perron, F.**29-57 Multivariate Liouville distributions, III***by*Gupta, Rameshwar D. & Richards, Donald St. P.**58-109 Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter***by*Kouritzin, M. A. & Heunis, A. J.**110-124 Mixing coefficient, generalized maximal correlation coefficients, and weakly positive measures***by*Dominguez, Marisela**125-132 Edgeworth expansions for M-estimators of a regression parameter***by*Lahiri, S. N.