# Elsevier

# Journal of Multivariate Analysis

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**ISSN:**0047-259X

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### 2000, Volume 75, Issue 2

**219-244 Design Adaptive Nearest Neighbor Regression Estimation***by*Guerre, Emmanuel**245-268 LR Tests for Random-Coefficient Covariance Structures in an Extended Growth Curve Model***by*Fujikoshi, Yasunori & von Rosen, Dietrich**269-278 On a Theorem of T. Gneiting on [alpha]-Symmetric Multivariate Characteristic Functions***by*zu Castell, Wolfgang**279-294 ISO* Property of Two-Parameter Compound Poisson Distributions with Applications***by*Ma, Chunsheng**295-313 Parallel Principal Axes***by*Tarpey, Thaddeus

### 2000, Volume 75, Issue 1

**1-12 Unbiased Estimation in the Non-central Chi-Square Distribution***by*López-Blázquez, F.**13-35 Multivariate Survival Functions with a Min-Stable Property***by*Joe, Harry & Ma, Chunsheng**36-46 Best Bounds in Doob's Maximal Inequality for Bessel Processes***by*Pedersen, Jesper Lund**47-61 Fitting Smooth Histories to Rotation Data***by*Hanna, Martin S. & Chang, Ted**62-78 Nonparametric Notions of Multivariate "Scatter Measure" and "More Scattered" Based on Statistical Depth Functions***by*Zuo, Yijun & Serfling, Robert**79-111 Shrinkage Estimation towards a Closed Convex Set with a Smooth Boundary***by*Kuriki, Satoshi & Takemura, Akimichi**112-142 Average Regression Surface for Dependent Data***by*Cai, Zongwu & Fan, Jianqing**143-162 Statistical Aspects of Perpetuities***by*Grübel, Rudolf & Pitts, Susan M.

### 2000, Volume 74, Issue 2

**163-192 On the Conditional Variance for Scale Mixtures of Normal Distributions***by*Cambanis, Stamatis & Fotopoulos, Stergios B. & He, Lijian**193-221 M-Estimators Converging to a Stable Limit***by*Arcones, Miguel A.**222-244 Spectral Density for Third Order Cumulants under Strong Mixing Conditions***by*Miller, Curtis**245-266 Estimation of Linear Error-in-Covariables Models with Validation Data Under Random Censorship***by*Wang, Qihua**267-281 Multivariate Dispersion Models***by*Jørgensen, Bent & Lauritzen, Steffen L.**282-295 Degeneracy in Heteroscedastic Regression Models***by*Li, Kim-Hung & Chan, Nai Ng

### 2000, Volume 74, Issue 1

**1-35 Optimal Tests for the General Two-Sample Problem***by*Ferger, Dietmar**36-48 Multivariate Normal Distributions Parametrized as a Riemannian Symmetric Space***by*Lovric, Miroslav & Min-Oo, Maung & Ruh, Ernst A.**49-68 Asymptotic Normality of Posterior Distributions for Exponential Families when the Number of Parameters Tends to Infinity***by*Ghosal, Subhashis**69-87 General Properties and Estimation of Conditional Bernoulli Models***by*Chen, Sean X.**88-115 Bivariate Density Estimation with Randomly Truncated Data***by*Gürler, Ülkü & Prewitt, Kathryn**116-134 Variable Bandwidth Selection in Varying-Coefficient Models***by*Zhang, Wenyang & Lee, Sik-Yum**135-161 Combining Different Procedures for Adaptive Regression***by*Yang, Yuhong

### 2000, Volume 73, Issue 2

**155-165 A Determinant Representation for the Distribution of Quadratic Forms in Complex Normal Vectors***by*Gao, Hongsheng & Smith, Peter J.**166-179 Asymptotic Properties of Backfitting Estimators***by*Opsomer, Jean D.**180-198 The Structure of a Linear Model: Sufficiency, Ancillarity, Invariance, Equivariance, and the Normal Distribution***by*Bischoff, Wolfgang**199-220 The Construction of Multivariate Distributions from Markov Random Fields***by*Kaiser, Mark S. & Cressie, Noel**221-240 Noninformative Priors for Multivariate Linear Calibration***by*Yin, Ming**241-261 Limit Laws for Symmetric k-Tensors of Regularly Varying Measures***by*Meerschaert, Mark M. & Scheffler, Hans-Peter**262-281 Stochastic Comparisons and Dependence among Concomitants of Order Statistics***by*Khaledi, Baha-Eldin & Kochar, Subhash**282-283 A Note on the Multivariate Normal Hazard***by*Ma, Chunsheng

### 2000, Volume 73, Issue 1

**1-17 Error Bounds for Asymptotic Approximations of the Linear Discriminant Function When the Sample Sizes and Dimensionality are Large***by*Fujikoshi, Yasunori**18-40 Estimation of Densities and Derivatives of Densities with Directional Data***by*Klemelä, Jussi**41-54 A Determinant Representation for the Distribution of a Generalised Quadratic Form in Complex Normal Vectors***by*Smith, Peter J. & Gao, Hongsheng**55-81 On Positive Definiteness of Some Functions***by*Zastavnyi, Victor P.**82-106 Robustness of Deepest Regression***by*Van Aelst, Stefan & Rousseeuw, Peter J.**107-119 Some Remarks on the Supermodular Order***by*Müller, Alfred & Scarsini, Marco**120-135 On Parameters of Increasing Dimensions***by*He, Xuming & Shao, Qi-Man**136-154 Asymptotic Normality for L1 Norm Kernel Estimator of Conditional Median under [alpha]-Mixing Dependence***by*Zhou, Yong & Liang, Hua

### 2000, Volume 72, Issue 2

**151-162 High Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis***by*He, Xuming & Fung, Wing K.**163-182 On the Joint Distribution of a Quadratic and a Linear Form in Normal Variables***by*Schöne, Alexander & Schmid, Wolfgang**183-207 Adaptive Semiparametric Estimation of the Memory Parameter***by*Giraitis, Liudas & Robinson, Peter M. & Samarov, Alexander**208-229 Singularly Perturbed Markov Chains: Convergence and Aggregation***by*Yin, G. & Zhang, Q. & Badowski, G.**230-248 Inferences on Correlation Coefficients in Some Classes of Nonnormal Distributions***by*Yuan, Ke-Hai & Bentler, Peter M.**249-263 Transformations with Improved Chi-Squared Approximations***by*Fujikoshi, Yasunori**264-309 The Accuracy and the Computational Complexity of a Multivariate Binned Kernel Density Estimator***by*Holmström, Lasse

### 2000, Volume 72, Issue 1

**1-21 On the Loss of Information Due to Nonrandom Truncation***by*Falk, Michael & Marohn, Frank**22-29 Universal Inadmissibility of Least Squares Estimator***by*Lu, Chang-Yu & Shi, Ning-Zhong**30-49 Bivariate Distributions with Given Extreme Value Attractor***by*Capéraà, Philippe & Fougères, Anne-Laure & Genest, Christian**50-77 Properties of Likelihood Inference for Order Restricted Models***by*Cohen, Arthur & Kemperman, J. H. B. & Sackrowitz, Harold B.**78-99 Restricted Regression Quantiles***by*Zhao, Quanshui**100-119 Canonical Analysis Applied to Multivariate Analysis of Variance***by*Lejeune, Michel & Calinski, Tadeusz**120-131 Optimum Designs for a Multiresponse Regression Model***by*Imhof, Lorens**132-148 Empirical Likelihood for Partially Linear Models***by*Shi, Jian & Lau, Tai-Shing

### 1999, Volume 71, Issue 2

**161-190 Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator***by*Croux, Christophe & Haesbroeck, Gentiane**191-240 Asymptotic Normality of a Combined Regression Estimator***by*Fan, Yanqin & Ullah, Aman**241-261 Dependent Hazards in Multivariate Survival Problems***by*Yashin, Anatoli I. & Iachine, Ivan A.**262-276 Functional Principal Components Analysis by Choice of Norm***by*Ocaña, F. A. & Aguilera, A. M. & Valderrama, M. J.**277-296 Properties of Prior and Posterior Distributions for Multivariate Categorical Response Data Models***by*Chen, Ming-Hui & Shao, Qi-Man

### 1999, Volume 71, Issue 1

**1-23 Shortcomings of Generalized Affine Invariant Skewness Measures***by*Gutjahr, Steffen & Henze, Norbert & Folkers, Martin**24-41 Strongly Consistent Nonparametric Forecasting and Regression for Stationary Ergodic Sequences***by*Yakowitz, Sidney & Györfi, László & Kieffer, John & Morvai, Gusztáv**42-55 Stochastic Comparisons for Multivariate Shock Models***by*Pellerey, Franco**56-66 Application of the Limit of Truncated Isotonic Regression in Optimization Subject to Isotonic and Bounding Constraints***by*Hu, Xiaomi**67-75 On Maximum Entropy Characterization of Pearson's Type II and VII Multivariate Distributions***by*Zografos, K.**76-93 An Almost Sure Central Limit Theorem for Stochastic Approximation Algorithms***by*Pelletier, Mariane**94-110 Spatial Sampling Design Based on Stochastic Complexity***by*Bueso, M. C. & Angulo, J. M. & Qian, G. & Alonso, F. J.**111-124 Covariance Adjustments in Discrimination of Mixed Discrete and Continuous Variables***by*Leung, Chi-Ying**125-144 Strong Universal Pointwise Consistency of Some Regression Function Estimates***by*Algoet, Paul & Györfi, László**145-159 Moment Estimator for Random Vectors with Heavy Tails***by*Meerschaert, Mark M. & Scheffler, Hans-Peter

### 1999, Volume 70, Issue 2

**157-176 Joint Distributions of the Numbers of Visits for Finite-State Markov Chains***by*Stadje, Wolfgang**177-201 Nonparametric Regression with Singular Design***by*Lu, Zhan-Qian**202-206 Spherically Symmetric Logistic Distribution***by*Volodin, Nikolai A.**207-220 Normal Approximation Rate of the Kernel Smoothing Estimator in a Partial Linear Model***by*Hong, Sheng-Yan & Cheng, Ping**221-249 On the Underfitting and Overfitting Sets of Models Chosen by Order Selection Criteria***by*Guyon, Xavier & Yao, Jian-feng**250-285 Conditional Empirical Processes Defined by Nonstationary Absolutely Regular Sequences***by*Harel, Michel & Puri, Madan L.**286-317 Rank-Score Tests in Factorial Designs with Repeated Measures***by*Brunner, Edgar & Munzel, Ulrich & Puri, Madan L.

### 1999, Volume 70, Issue 1

**1-29 Asymptotic Theory for Canonical Correlation Analysis***by*Anderson, T. W.**30-56 On Robust Bayesian Analysis for Location and Scale Parameters***by*Haro-López, Rubén A. & Smith, Adrian F. M.**57-65 A Central Limit Theorem for Local Polynomial Backfitting Estimators***by*Wand, M. P.**66-85 Bayesian Statistical Inference on Elliptical Matrix Distributions***by*Fang, Kai-Tai & Li, Runze**86-94 On the Efficiencies of Several Generalized Least Squares Estimators in a Seemingly Unrelated Regression Model and a Heteroscedastic Model***by*Kurata, Hiroshi**95-117 Bayesian Estimation for Spherically Symmetric Distributions***by*Cellier, Dominique & Fourdrinier, Dominique & Wells, Martin T.**118-135 Weighting Games in Robust Linear Regression***by*Markatou, Marianthi**136-155 Spectral Approximation to the Likelihood for an Intrinsic Gaussian Random Field***by*Kent, J. T. & Mohammadzadeh, M.

### 1999, Volume 69, Issue 2

**155-166 Generalized MLE of a Joint Distribution Function with Multivariate Interval-Censored Data***by*Wong, George Y. C. & Yu, Qiqing**167-192 Permutation Tests for Multivariate Location Problems***by*Neuhaus, Georg & Zhu, Li-Xing**193-205 A Characterization of Quasi-copulas***by*Genest, C. & Quesada Molina, J. J. & Rodriguez Lallena, J. A. & Sempi, C.**206-217 Efficient ML Estimation of the Multivariate Normal Distribution from Incomplete Data***by*Liu, Chuanhai**218-241 On Confidence Intervals in Nonparametric Binary Regression via Edgeworth Expansions***by*Rodriguez-Campos, M. Celia**242-260 Nonparametric Empirical Bayes Estimation of the Matrix Parameter of the Wishart Distribution***by*Pensky, Marianna**261-280 A Strong Representation of the Product-Limit Estimator for Left Truncated and Right Censored Data***by*Zhou, Yong & Yip, Paul S. F.

### 1999, Volume 69, Issue 1

**1-9 An Extension of the Bivariate Method of Polynomials and a Reduction Formula for Bonferroni-Type Inequalities***by*Simonelli, Italo**10-29 Screening among Multivariate Normal Data***by*Chen, Pinyuen & Melvin, William L. & Wicks, Michael C.**30-64 Estimation of Partial Linear Error-in-Variables Models with Validation Data***by*Wang, Qihua**65-87 On Burbea-Rao Divergence Based Goodness-of-Fit Tests for Multinomial Models***by*Pardo, M. C.**88-119 Radial Positive Definite Functions Generated by Euclid's Hat***by*Gneiting, Tilmann**120-134 On the Rate of Multivariate Poisson Convergence***by*Roos, Bero**135-153 Halfspace Depth and Regression Depth Characterize the Empirical Distribution***by*Struyf, Anja J. & Rousseeuw, Peter J.

### 1999, Volume 68, Issue 2

**165-175 Independence Distribution Preserving Covariance Structures for the Multivariate Linear Model***by*Young, Dean M. & Seaman, John W. & Meaux, Laurie M.**176-192 Improving on the Best Affine Equivariant Estimator of the Ratio of Generalized Variances***by*Iliopoulos, George & Kourouklis, Stavros**193-211 A Nonsymmetric Correlation Inequality for Gaussian Measure***by*Szarek, Stanislaw J. & Werner, Elisabeth**212-225 Extreme Values in FGM Random Sequences***by*Hashorva, E. & Hüsler, J.**226-234 Geometrical Aspects of Discrimination by Multilayer Perceptrons***by*Ingrassia, Salvatore**235-249 Predictive Inference for the Elliptical Linear Model***by*Kibria, B. M. Golam & Haq, M. Safiul**250-263 Second-Order Properties of a Two-Stage Fixed-Size Confidence Region for the Mean Vector of a Multivariate Normal Distribution***by*Mukhopadhyay, N.**264-282 Two-Stage Likelihood Ratio and Union-Intersection Tests for One-Sided Alternatives Multivariate Mean with Nuisance Dispersion Matrix***by*Sen, Pranab K. & Tsai, Ming-Tien**283-298 Characterization Theorems when Variables Are Measured with Error***by*Holcomb, John P.

### 1999, Volume 68, Issue 1

**1-25 Multivariate Density Estimation with General Flat-Top Kernels of Infinite Order***by*Politis, Dimitris N. & Romano, Joseph P.**26-53 Data Driven Smooth Tests for Bivariate Normality***by*Bogdan, Malgorzata**54-77 Dynamic Linkages for Multivariate Distributions with Given Nonoverlapping Multivariate Marginals***by*Li, Haijun & Scarsini, Marco & Shaked, Moshe**78-95 Asymptotic Normality for Density Kernel Estimators in Discrete and Continuous Time***by*Bosq, Denis & Merlevède, Florence & Peligrad, Magda**96-119 Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes***by*Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef**120-137 Rates of Convergence for Spline Estimates of Additive Principal Components***by*El Faouzi, Nour Eddin & Sarda, Pascal**138-164 Universally Consistent Regression Function Estimation Using Hierarchial B-Splines***by*Kohler, Michael

### 1998, Volume 67, Issue 2

**129-153 Permutation Tests for Reflected Symmetry***by*Neuhaus, Georg & Zhu, Li-Xing**154-168 Variational Inequalities for Arbitrary Multivariate Distributions***by*Papadatos, N. & Papathanasiou, V.**169-189 Double Shrinkage Estimation of Common Coefficients in Two Regression Equations with Heteroscedasticity***by*Kubokawa, Tatsuya**190-202 Some General Characterizations of the Bivariate Gumbel Distribution and the Bivariate Lomax Distribution Based on Truncated Expectations***by*Asadi, Majid**203-226 Algebraic Descriptions of Nominal Multivariate Discrete Data***by*Teugels, J. L. & Van Horebeek, J.**227-243 Mean Location and Sample Mean Location on Manifolds: Asymptotics, Tests, Confidence Regions***by*Hendriks, Harrie & Landsman, Zinoviy**244-276 A Local Parameterization of Orthogonal and Semi-Orthogonal Matrices with Applications***by*Boik, Robert J.**277-296 Prediction and Classification of Non-stationary Categorical Time Series***by*Fokianos, Konstantinos & Kedem, Benjamin**297-305 A Generalization of Rao's Covariance Structure with Applications to Several Linear Models***by*Kurata, Hiroshi**306-317 A Note on the Comedian for Elliptical Distributions***by*Falk, Michael**318-348 Kaplan-Meier Estimator under Association***by*Cai, Zongwu & Roussas, George G.**349-366 More Higher-Order Efficiency: Concentration Probability***by*Kano, Yutaka**367-384 Convergence Rates for Logspline Tomography***by*Koo, Ja-Yong**385-397 Multidimensional Limit Theorems Allowing Large Deviations for Densities of Regular Variation***by*Nagaev, Alexander V. & Zaigraev, Alexander Yu.**398-413 Weak Limits for Multivariate Random Sums***by*Kozubowski, Tomasz J. & Panorska, Anna K.**414-430 Geometric Ergodicity of Gibbs and Block Gibbs Samplers for a Hierarchical Random Effects Model***by*Hobert, James P. & Geyer, Charles J.

### 1998, Volume 67, Issue 1

**1-22 Spherical Deconvolution***by*Healy, Dennis M. & Hendriks, Harrie & Kim, Peter T.**23-34 Kernel Density and Hazard Rate Estimation for Censored Dependent Data***by*Cai, Zongwu**35-48 Improved Estimation in Measurement Error Models Through Stein Rule Procedure***by*Shalabh**49-71 Functional ANOVA Models for Generalized Regression***by*Huang, Jianhua Z.**72-79 Multivariate Extensions of Univariate Life Distributions***by*Roy, Dilip & Mukherjee, S. P.**80-89 Multivariate Stable Densities as Functions of One Dimensional Projections***by*Abdul-Hamid, Husein & Nolan, John P.**90-98 On the Poisson-Dirichlet Limit***by*Gnedin, Alexander V.**99-127 The Asymptotic Loss of Information for Grouped Data***by*Felsenstein, Klaus & Pötzelberger, Klaus

### 1998, Volume 66, Issue 2

**133-187 Normal Linear Regression Models With Recursive Graphical Markov Structure***by*Andersson, Steen A. & Perlman, Michael D.**188-206 Density Estimation on the Stiefel Manifold***by*Chikuse, Yasuko**207-236 Error Process Indexed by Bandwidth Matrices in Multivariate Local Linear Smoothing***by*Cristóbal, J. A. & Alcalá, J. T.**237-254 The Probability Content of Cones in Isotropic Random Fields***by*Provost, Serge B. & Cheong, Young-Ho**255-269 Minimax Risk Inequalities for the Location-Parameter Classification Problem***by*Allaart, Pieter C.**270-296 The Catline for Deep Regression***by*Hubert, Mia & Rousseeuw, Peter J.

### 1998, Volume 66, Issue 1

**1-21 Model-Building Problem of Periodically Correlatedm-Variate Moving Average Processes***by*Bentarzi, Mohamed**22-37 On the Geometrical Convergence of Gibbs Sampler inRd***by*Hwang, Chii-Ruey & Sheu, Shuenn-Jyi**38-45 On Covariance Estimators of Factor Loadings in Factor Analysis***by*Hayashi, Kentaro & Kumar Sen, Pranab**46-63 Fixed-Width Simultaneous Confidence Intervals for Multinormal Means in Several Intraclass Correlation Models***by*Aoshima, Makoto & Mukhopadhyay, Nitis**64-70 A Conditional Test for a Non-negative Mean Vector Based on a Hotelling'sT2-Type Statistic***by*Wang, Yining & McDermott, Michael P.**71-98 On Polynomial Estimators of Frontiers and Boundaries***by*Hall, Peter & Park, Byeong U. & Stern, Steven E.**99-117 On the Rate of Strong Consistency of the Total Time on Test Statistic***by*Csörgo, Miklós & Zitikis, Ricardas**118-132 On the Efficiency of Affine Invariant Multivariate Rank Tests***by*Möttönen, J. & Hettmansperger, T. P. & Oja, H. & Tienari, J.

### 1998, Volume 65, Issue 2

**109-128 Pointwise Improvement of Multivariate Kernel Density Estimates***by*Abdous, Belkacem & Berlinet, Alain**129-138 Infinite Divisibility of Random Objects in Locally Compact Positive Convex Cones***by*Jonasson, Johan**139-165 Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators***by*Li, Tong & Vuong, Quang**166-180 Approximation of the Power of Kurtosis Test for Multinormality***by*Naito, Kanta**181-194 Dimensionality in Manova Tested by a Closed Testing Procedure***by*Calinski, Tadeusz & Lejeune, Michel**195-208 Outliers in Multivariate Regression Models***by*Srivastava, Muni S. & von Rosen, Dietrich**209-227 The Hilbert Kernel Regression Estimate***by*Devroye, Luc & Györfi, Laszlo & Krzyzak, Adam**228-244 Testing for Spherical Symmetry of a Multivariate Distribution***by*Koltchinskii, V. I. & Li, Lang**245-260 Asymptotics of Estimating Equations under Natural Conditions***by*Yuan, Ke-Hai & Jennrich, Robert I.**261-276 Conditional Iterative Proportional Fitting for Gaussian Distributions***by*Cramer, Erhard

### 1998, Volume 65, Issue 1

**1-18 Semiparametric Estimation in the Multivariate Liouville Model***by*Bhattacharya, P. K. & Burman, Prabir**19-35 Perturbation Inequalities and Confidence Sets for Functions of a Scatter Matrix***by*Dümbgen, Lutz**36-57 Elliptical Functional Models***by*Vilca-Labra, F. & Arellano-Valle, R. B. & Bolfarine, H.**58-70 Cyclic Subspace Regression***by*Lang, Patrick M. & Brenchley, Jason M. & Nieves, Reinaldo G. & Kalivas, John H.**71-108 Combining Estimates of Tectonic Plate Rotations:, : An Extension of Welch's Method to Spherical Regression***by*Kirkwood, Bessie H. & Chang, Ted

### 1998, Volume 64, Issue 2

**103-117 Uniform Distributions on Spheres in Finite DimensionalL[alpha]and Their Generalizations***by*Szablowski, Pawel J.**118-130 Asymptotic Improvement of the Usual Confidence Set in a Multivariate Normal Distribution with Unknown Variance***by*Takada, Yoshikazu**131-147 On[alpha]-Symmetric Multivariate Characteristic Functions***by*Gneiting, Tilmann**148-155 Constant Local Dependence***by*Jones, M. C.**156-182 Projection Method for Moment Bounds on Order Statistics from Restricted Families, : II. Independent Case***by*Gajek, Leslaw & Rychlik, Tomasz**183-195 Maximum Likelihood Estimation of Isotonic Normal Means with Unknown Variances***by*Shi, Ning-Zhong & Jiang, Hua**196-205 A Unified and Broadened Class of Admissible Minimax Estimators of a Multivariate Normal Mean***by*Maruyama, Yuzo

### 1998, Volume 64, Issue 1

**1-24 On Parameter Estimation for Semi-linear Errors-in-Variables Models***by*Hengjian, Cui & Rongcai, Li**25-47 Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function***by*Drees, Holger & Huang, Xin**48-65 Modeling Probabilistic Networks of Discrete and Continuous Variables***by*Castillo, Enrique & Gutiérrez, José Manuel & Hadi, Ali S.**66-85 Uniformity of Double Saddlepoint Conditional Probability Approximations***by*Kolassa, John E.**86-102 The Generalized Integer Gamma Distribution--A Basis for Distributions in Multivariate Statistics***by*Coelho, Carlos A.

### 1997, Volume 63, Issue 2

**199-221 Unbiased Estimation for a Multivariate Exponential whose Components have a Common Shift***by*Bordes, Laurent & Nikulin, Mikhail & Voinov, Vassily**222-241 Median Balls: An Extension of the Interquantile Intervals to Multivariate Distributions***by*Averous, Jean & Meste, Michel**242-258 A New Class of Consistent Estimators for Stochastic Linear Regressive Models***by*An, Hong-Zhi & Hickernell, Fred J. & Zhu, Li-Xing**259-276 Compact Matrix Expressions for Generalized Wald Tests of Equality of Moment Vectors,***by*Satorra, Albert & Neudecker, Heinz**277-295 On Domains of Attraction of Multivariate Extreme Value Distributions under Absolute Continuity***by*Yun, Seokhoon**296-312 ML Estimation of the MultivariatetDistribution and the EM Algorithm***by*Liu, Chuanhai**313-319 On a Conjecture Concerning a Theorem of Cramér and Wold***by*Walther, Guenther

### 1997, Volume 63, Issue 1

**1-14 On Estimated Projection Pursuit-Type Crámer-von Mises Statistics,***by*Zhu, Li-Xing & Fang, Kai-Tai & Bhatti, M Ishaq**15-34 On Inconsistency of the Jackknife-after-Bootstrap Bias Estimator for Dependent Data***by*Lahiri, Soumendra Nath**35-46 Geodesic Estimation in Elliptical Distributions***by*Berkane, Maia & Oden, Kevin & Bentler, Peter M.**47-72 Classification of Binary Vectors by Stochastic Complexity***by*Gyllenberg, Mats & Koski, Timo & Verlaan, Martin**73-87 Wishart and Pseudo-Wishart Distributions and Some Applications to Shape Theory***by*Díaz-García, José A. & Jáimez, Ramón Gutierrez & Mardia, Kanti V.**88-104 On the Effect of Inliers on the Spatial Median***by*Brown, Bruce M. & Hall, Peter & Young, G. Alastair**105-118 Multidimensional Bhattacharyya Matrices and Exponential Families***by*Pommeret, Denys**119-135 GeneralM-Estimation***by*Bai, Z. D. & Wu, Y**136-179 Random Deletion Does Not Affect Asymptotic Normality or Quadratic Negligibility***by*Kesten, Harry & Maller, R. A.**180-198 Set-Valued Stationary Processes***by*Wang, Rongming & Wang, Zhenpeng

### 1997, Volume 62, Issue 2

**169-180 Linear Discrimination with Adaptive Ridge Classification Rules***by*Loh, Wei-Liem