# Elsevier

# Journal of Multivariate Analysis

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### 1989, Volume 31, Issue 1

**148-159 The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability***by*Horváth, Lajos**160-163 Tail fields of partially exchangeable arrays***by*Hoover, D. N.

### 1989, Volume 30, Issue 2

**167-180 On the convergence of finite linear predictors of stationary processes***by*Pourahmadi, Mohsen**181-204 Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes***by*Harel, Michel & Puri, Madan L.**205-226 Estimation and testing in large binary contingency tables***by*Kallenberg, W. C. M.**227-240 A note on inequalities for probabilities of large deviations of estimators in nonlinear regression models***by*Jeganathan, P.**241-244 Convergence results for maximum likelihood type estimators in multivariable ARMA models II***by*Dahlhaus, R. & Pötscher, B. M.**245-254 Optimality of the least squares estimator***by*Berk, Robert & Hwang, Jiunn T.**255-278 Strong limit theorems for quasi-orthogonal random fields***by*Móricz, F.**279-291 Error bounds for asymptotic expansions of scale mixtures of univariate and multivariate distributions***by*Fujikoshi, Yasunori & Shimizu, Ryoichi**292-306 Abelian and Tauberian theorems for the Laplace transform of functions in several variables***by*Omey, E. & Willekens, E.**307-311 On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix***by*Silverstein, Jack W.**312-327 Estimation of matrix valued realized signal to noise ratio***by*Khattree, Ravindra & Gupta, Rameshward D.

### 1989, Volume 30, Issue 1

**1-16 On the eigenvectors of large dimensional sample covariance matrices***by*Silverstein, Jack W.**17-26 A strong law of large numbers for nonparametric regression***by*Mukerjee, Hari**27-33 A note on Edgeworth expansions for the lattice case***by*Babu, Gutti Jogesh & Singh, Kesar**34-71 Asymptotically most powerful rank tests for multivariate randomness against serial dependence***by*Hallin, Marc & Ingenbleek, Jean-Francois & Puri, Madan L.**72-79 The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variance***by*Anderson, T. W.**80-97 Asymptotic approximations for multivariate integrals with an application to multinormal probabilities***by*Breitung, K. & Hohenbichler, M.**98-123 Stochastic integrals of point processes and the decomposition of two-parameter martingales***by*Imkeller, Peter**124-136 Nonparametric density and regression estimation for Markov sequences without mixing assumptions***by*Yakowitz, Sidney**137-154 On the representation theorem for exchangeable arrays***by*Kallenberg, Olav**155-166 The law of the iterated logarithm for empirical processes on Vapnik-Cervonenkis classes***by*Alexander, Kenneth S. & Talagrand, Michel

### 1989, Volume 29, Issue 2

**163-179 Asymptotic maximal deviation of M-smoothers***by*Härdle, Wolfgang**180-198 Robust nonparametric regression estimation***by*Boente, Graciela & Fraiman, Ricardo**199-218 Limit theorems for the negative parts of weighted multivariate empirical processes with application***by*Einmahl, John H. J.**219-251 [alpha]-Stable limit theorems for sums of dependent random vectors***by*Jakubowski, Adam & Kobus, Maria**252-259 On weak convergence of measures on Hilbert spaces***by*Merkle, Milan J.**260-273 Exponential bounds of mean error for the kernel estimates of regression functions***by*Zhao, L. C.**274-291 Extreme value theory for multivariate stationary sequences***by*Hsing, Tailen**292-307 Asymptotic optimality of nonparametric tests for restricted alternatives in some multivariate mixed models***by*Tsai, Ming-Tan M. & Sen, Pranab Kumar**308-325 Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap***by*Dabrowska, Dorota M.**326-332 The central limit theorem on spaces of positive definite matrices***by*Richards, Donald St. P.

### 1989, Volume 29, Issue 1

**1-14 Clipped Gaussian processes are never M-step Markov***by*Slud, Eric**15-29 On the predictor of non-full-rank bivariate stochastic processes***by*Miamee, A. G.**30-38 MANOVA in the multivariate components of variance model***by*Mathew, Thomas**39-52 Robust shrinkage estimators of the location parameter for elliptically symmetric distributions***by*Cellier, Dominique & Fourdrinier, Dominique & Robert, Christian**53-67 Representation of strongly harmonizable periodically correlated processes and their covariances***by*Hurd, H. L.**68-83 On complex operator-valued O-U processes, T-positivity, and innovations of Okabe and Masani***by*Makagon, A. & Mandrekar, V.**84-93 Continuity of symmetric stable processes***by*Nolan, John P.**94-126 Confidence bands for percentile residual lifetime under random censorship model***by*Chung, Chang-Jo F.**127-136 Diffusions of perturbed principal component analysis***by*Bru, Marie-France**137-154 Stabilité de sommes pondérées de variables aléatoires vectorielles***by*Alt, Jean-Christian**155-162 A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model***by*Sutradhar, Brajendra C. & Ali, Mir M.

### 1989, Volume 28, Issue 2

**177-189 The functional law of the iterated logarithm for von Mises functionals and multiple Wiener integrals***by*Dehling, Herold**190-203 Comparison of factor spaces of two related populations***by*Chen, K. H. & Robinson, J.**204-210 Limit theorems arising from sequences of multinomial random vectors***by*Panganiban, Rosana L.**211-226 I.i.d. representations for the bivariate product limit estimators and the bootstrap versions***by*Lo, Shaw-Hwa & Wang, Jane-Ling**227-246 Lower bounds on Bayes factors for invariant testing situations***by*Delampady, Mohan**247-259 Stein estimation under elliptical distributions***by*Srivastava, M. S. & Bilodeau, M.**260-270 Minimax estimators in the normal MANOVA model***by*Bilodeau, Martin & Kariya, Takeaki**271-281 Some properties of bivariate empirical hazard processes under random censoring***by*Ruymgaart, F. H.**282-303 Asymptotic expansions for sums of nonidentically distributed Bernoulli random variables***by*Deheuvels, Paul & Puri, Madan L. & Ralescu, Stefan S.**304-330 Asymptotically precise estimate of the accuracy of Gaussian approximation in Hilbert space***by*Sazonov, V. V. & Ulyanov, V. V. & Zalesskii, B. A.

### 1989, Volume 28, Issue 1

**1-8 Characterizations of some bivariate life-distributions***by*Roy, Dilip & Mukherjee, S. P.**9-19 Independent marginals of infinitely divisible and operator semi-stable measures***by*Luczak, Andrzej**20-68 Extensions of results of Komlós, Major, and Tusnády to the multivariate case***by*Einmahl, Uwe**69-87 Reduced-rank models for interaction in unequally replicated two-way classifications***by*Boik, Robert J.**88-114 Rank tests for matched pair experiments with censored data***by*Dabrowska, Dorota M.**115-148 Estimation of dimension for spatially distributed data and related limit theorems***by*Cutler, C. D. & Dawson, D. A.**149-171 Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process***by*Nualart, D. & Yeh, J.**172-175 On the estimation of the derivatives of a function with the derivatives of an estimate***by*Yatracos, Yannis G.

### 1988, Volume 27, Issue 2

**319-333 Some asymptotic inferential problems connected with elliptical distributions***by*Khatri, C. G.**334-358 Stochastic integrals of empirical-type processes with applications to censored regression***by*Lai, Tze Leung & Ying, Zhiliang**359-374 Nonminimum phase non-Gaussian deconvolution***by*Lii, Keh-Shin & Rosenblatt, Murray**375-391 Inference in a model with at most one slope-change point***by*Miao, B. Q.**392-403 Maximum likelihood principle and model selection when the true model is unspecified***by*Nishii, R.**404-421 An asymptotic minimax theorem of order n-1/2***by*Pfanzagl, J.**422-433 An improved estimation method for univariate autoregressive models***by*Pukkila, Tarmo M.**434-446 Paradoxes in conditional probability***by*Rao, M. M.**447-456 Inference properties of a one-parameter curved exponential family of distributions with given marginals***by*Ruiz-Rivas, Carmen & Cuadras, Carles M.**457-477 The estimation of the bispectral density function and the detection of periodicities in a signal***by*Rao, T. Subba & Gabr, M. M.**478-493 Analysis of odds ratios in 2 - n ordinal contingency tables***by*Subramanyam, K. & Rao, M. Bhaskara**494-511 Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes***by*Taniguchi, Masanobu**512-535 Estimating multiple rater agreement for a rare diagnosis***by*Verducci, Joseph S. & Mack, Michael E. & DeGroot, Morris H.

### 1988, Volume 27, Issue 1

**15-23 Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population***by*Babu, G. Jogesh & Rao, C. Radhakrishna**24-39 Kernel estimators of density function of directional data***by*Bai, Z. D. & Rao, C. Radhakrishna & Zhao, L. C.**40-52 On determination of the order of an autoregressive model***by*Bai, Z. D. & Subramanyam, K. & Zhao, L. C.**53-67 Admissible linear estimation in a general Gauss-Markov model with an incorrectly specified dispersion matrix***by*Baksalary, Jerzy K. & Mathew, Thomas**68-79 On moment conditions for valid formal Edgeworth expansions***by*Bhattacharya, Rabi N. & Ghosh, J. K.**80-90 Ergodicity and central limit theorems for a class of Markov processes***by*Bhattacharya, Rabi N. & Lee, Oesook**91-104 Conditionally ordered distributions***by*Block, Henry W. & Sampson, Allan R.**105-115 A discounted cost relationship***by*Chen, C. S. & Savits, Thomas H.**116-130 Strong consistency of M-estimates in linear models***by*Chen, X. R. & Wu, Y. H.**131-150 Minimal complete classes of invariant tests for equality of normal covariance matrices and sphericity***by*Cohen, Arthur & Marden, John I.**151-168 Invariance principles for changepoint problems***by*Csörgo, Miklós & Horváth, Lajos**169-180 On the area of the circles covered by a random walk***by*Erdös, P. & Révész, P.**181-193 Normed likelihood as saddlepoint approximation***by*Fraser, D. A. S.**194-205 Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions***by*Fujikoshi, Y.**206-227 Empirical and hierarchical bayes competitors of preliminary test estimators in two sample problems***by*Ghosh, Malay & Sinha, Bimal K.**228-254 On confidence bands in nonparametric density estimation and regression***by*Hall, Peter & Titterington, D. M.**255-260 A note on generalized Gaussian random fields***by*Hida, Takeyuki**261-269 Smoothness properties of the conditional expectation in finitely additive white noise filtering***by*Hucke, H. P. & Kallianpur, G. & Karandikar, R. L.**270-283 Equivariant estimation of a mean vector [mu] of N([mu], [Sigma]) with [mu]'[Sigma]-1[mu] = 1 or [Sigma]-1/2[mu] = c or [Sigma] = [sigma]2[mu]'[mu]l***by*Kariya, Takeaki & Giri, N. C. & Perron, F.**284-299 A generalized Cauchy-Binet formula and applications to total positivity and majorization***by*Karlin, Samuel & Rinott, Yosef**300-318 Isotonic M-estimation of location: union-intersection principle and preliminary test versions***by*Karmous, Azza R. & Sen, Pranab K.

### 1988, Volume 26, Issue 2

**111-132 Association of probability measures on partially ordered spaces***by*Lindqvist, Bo Henry**133-165 Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators***by*Masry, Elias**166-168 A note on the largest eigenvalue of a large dimensional sample covariance matrix***by*Bai, Z. D. & Silverstein, Jack W. & Yin, Y. Q.**169-183 Invariance principles for renewal processes when only moments of low order exist***by*Steinebach, Josef**184-206 Asymptotics of conditional empirical processes***by*Horváth, Lajos & Yandell, Brian S.**207-218 A note on the exponentiality of total hazards before failure***by*Arjas, Elja & Haara, Pentti

### 1988, Volume 26, Issue 1

**1-15 Parametric estimation for the mean of a Gaussian process by the method of sieves***by*Antoniadis, Anestis**16-47 A prediction problem for the Brownian sheet***by*Dalang, Robert C. & Russo, Francesco**48-58 Comparison of powers of a class of tests for multivariate linear hypothesis and independence***by*Fujikoshi, Yasunori**59-88 Minimizing L1 distance in nonparametric density estimation***by*Hall, Peter & Wand, Matthew P.**89-103 The rate of convergence in the central limit theorem for non-stationary dependent random vectors***by*Glendinning, Richard**104-110 On the L1 convergence for conditional amarts***by*Zieba, Wieslaw

### 1988, Volume 25, Issue 2

**153-163 Uniform and nonuniform estimates in the CLT for Banach valued dependent random variables***by*Basu, A. K.**164-173 On the identifiability of multivariate survival distribution functions***by*Ebrahimi, Nader**174-200 The demographic variation process of branching random fields***by*Gorostiza, Luis G.**201-222 On the second order local comparison between perturbed maximum likelihood estimators and Rao's statistic as test statistics***by*Chandra, Tapas K. & Samanta, Tapas**223-240 A test of independence for the coordinates of bivariate censored data***by*Gombay, Edit**241-271 On the representation of finite multiple Markov chains by weighted circuits***by*Kalpazidou, Sofia**272-285 Joint stable attraction of two sums of products***by*Cline, Daren B. H.**286-298 Multivariate arrangement increasing functions with applications in probability and statistics***by*Boland, Philip J. & Proschan, Frank**299-310 Kernel density and hazard function estimation in the presence of censoring***by*Diehl, Sabine & Stute, Winfried**311-322 Strong convergence of weighted sums of random elements through the equivalence of sequences of distributions***by*Cuesta, Juan A. & Matrán, Carlos

### 1988, Volume 25, Issue 1

**1-9 On multivariate mean remaining life functions***by*Arnold, Barry C. & Zahedi, Hassan**10-24 Series representations and Karhunen processes***by*Kakihara, Yûichirô**25-30 A characterization of Dirichlet distributions***by*Rao, B. V. & Sinha, Bikas K.**31-44 Multivariate calibration: A generalization of the classical estimator***by*Lieftinck-Koeijers, C. A. J.**45-64 Multivariate functional least squares***by*Heathcote, C. R. & Welsh, A. H.**65-89 Poisson approximations of multinomial distributions and point processes***by*Deheuvels, Paul & Pfeifer, Dietmar**90-99 Consistency of a nonparametric estimate of a density function for dependent variables***by*Boente, Graciela & Fraiman, Ricardo**100-110 Consistent nonparametric multiple regression: The fixed design case***by*Georgiev, Alexander A.**111-118 Random walks on Z2n***by*Erdös, Paul & Chen, Robert W.**119-138 Concentration inequalities for Gauss-Markov estimators***by*Eaton, Morris L.**139-145 Limit theorems for randomly weighted sums of random elements in normed linear spaces***by*Cabrera, M. Ordóñez**146-151 On the study of some functions of multivariate ARMA processes***by*Peiris, M. Shelton

### 1988, Volume 24, Issue 2

**177-188 Comparison theorems for Brownian motions on Riemannian manifolds and their applications***by*Ichihara, Kanji**189-206 A general principle for limit theorems in finitely additive probability: The dependent case***by*Karandikar, Rajeeva L.**207-217 Restricted risk Bayes estimation for the mean of the multivariate normal distribution***by*Chen, Shun-Yu**218-236 White noise approach to stochastic integration***by*Kuo, Hui-Hsiung & Russek, Andrzej**237-251 A characterization of translation-invariant experiments admitting adaptive estimates***by*Pflug, Georg Ch. & Grossmann, Wilfried**252-264 Weak convergence to the matrix stochastic integral [integral operator]01 B dB'***by*Phillips, P. C. B.**265-284 Multi-dimensional multivariate Gaussian Markov random fields with application to image processing***by*Mardia, K. V.**285-308 Approximating the integral of a multifunction***by*Artstein, Zvi & Wets, Roger J-B**309-329 Solution of Deny convolution equation restricted to a half line via a random walk approach***by*Alzaid, Abdulhamid A. & Lau, Ka-Sing & Rao, C. Radhakrishna & Shanbhag, D. N.**330-340 Inequalities for probability contents of convex sets via geometric average***by*Shaked, Moshe & Tong, Y. L.

### 1988, Volume 24, Issue 1

**1-10 Moments of distributions attracted to operator-stable laws***by*Hudson, William N. & Veeh, Jerry Alan & Weiner, Daniel Charles**11-30 On the structure of admissible linear estimators***by*Klonecki, W. & Zontek, S.**31-45 Likelihood process in parametric model of censored data with staggered entry--Asymptotic properties and applications***by*Chang, I-Shou & Hsiung, Chao A.**46-52 Proof of a necessary and sufficient condition for admissibility in discrete multivariate problems***by*Brown, L. D. & Farrell, R. H.**53-55 A type 2 inequality for functions of bounded variation***by*Zaman, Asad**56-65 A note on Edgeworth expansions for the von Mises functionals***by*Takahashi, Hajime**66-87 Robustness study for a linear growth model***by*Khatri, C. G.**88-108 Optimal clustering on the real line***by*Butler, Ronald W.**109-122 Some families of mutivariate symmetric distributions related to exponential distribution***by*Fang, Kai-Tai & Fang, Bi-Qi**123-128 An application of a multivariate central limit theorem to sampling without replacement***by*White, Donald B.**129-142 An identity for multidimensional continuous exponential families and its applications***by*Chou, Jine-Phone**143-154 All-pass matrices, the positive real lemma, and unit canonical correlations between future and past***by*Green, Michael**155-176 The almost sure behavior of maximal and minimal multivariate kn-spacings***by*Deheuvels, Paul & Einmahl, John H. J. & Mason, David M. & Ruymgaart, Frits H.

### 1987, Volume 23, Issue 2

**169-183 Adaptive nonparametric estimation of a multivariate regression function***by*Mack, Y.P. & MuÂ¨ller, Hans-Georg**183-208 Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case***by*Bhattacharya, P.K.**209-219 Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions***by*SenGupta, Ashis**220-232 Maximum likelihood estimation for birth and multidimensional Brownian process***by*Dharmadhikari, Shailaja**233-256 Multivariate Liouville distributions***by*Gupta, Rameshwar D. & Richards, Donald St.P.**257-275 Stochastic rearrangement inequalities***by*Chan, Wai & D'Abadie, Catherine & Proschan, Frank**276-286 Bivariate CDF iterations and asymptotic independence***by*Dorea, C.C.Y. & Sastrosoewignjo, S.**290-302 Asymptotic results in robust quasi-bayesian estimation***by*Ritov, Ya'acov**303-311 Asymptotic optimality of multivariate linear hypothesis tests***by*Baringhaus, Ludwig**312-329 On dominations between measures of dependence***by*Bradley, Richard C. & Bryc, Wlodzimierz & Janson, Svante

### 1987, Volume 23, Issue 1

**1-12 On characterization of linear admissible estimators: An extension of a result due to C. R. Rao***by*Zontek, Stefan**13-36 Asymptotics of special functions and the central limit theorem on the space [Weierstrass p]n of positive n - n matrices***by*Terras, Audrey**37-46 The intersection local time of fractional Brownian motion in the plane***by*Rosen, Jay**47-66 Multivariate reciprocal stationary Gaussian processes***by*Carmichael, J.P. & MasseÂ´, J.C. & Theodorescu, R.**67-76 Necessary and sufficient consistency conditions for a recursive kernel regression estimate***by*Greblicki, Wlodzimierz & Pawlak, Miroslaw**77-92 Strong consistency of least squares estimates in linear regression models driven by semimartingales***by*Le Breton, A. & Musiela, M.**93-118 A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables***by*Rao, M. Bhaskara & Krishnaiah, P.R. & Subramanyam, K.**119-130 Detecting change in a random sequence***by*CsoÂ¨rgo, MikloÂ´s & HorvaÂ´th, Lajos**131-158 On the use of compactly supported density estimates in problems of discrimination***by*Hall, Peter**159-168 Convergence of stochastic empirical measures***by*Beran, R.J. & Le Cam, L. & Millar, P.W.

### 1987, Volume 22, Issue 2

**177-188 Test for a specified signal when the noise covariance matrix is unknown***by*Khatri, C. G. & Rao, C. Radhakrishna**189-211 Some new approaches to multivariate probability distributions***by*Shanbhag, D. N. & Kotz, S.**212-229 Approximations for multivariate U-statistics***by*Götze, F.**230-244 Asymptotically optimal selection of a piecewise polynomial estimator of a regression function***by*Chen, Keh-Wei**245-250 Dimensions of spaces of homogeneous zero regression polynomials***by*Kushner, H. B.**251-257 On a class of asymptotically stationary harmonizable processes***by*Dehay, Dominique**258-277 Central limit theorem for quadratic forms for sparse tables***by*Burman, Prabir**278-295 Strictly operator-stable distributions***by*Sato, Ken-iti**296-312 Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators***by*Stahel, Werner A.**313-339 The central limit theorem for weighted empirical processes indexed by sets***by*Alexander, Kenneth S.

### 1987, Volume 22, Issue 1

**1-12 On the performance of the linear discriminant function for spherical distributions***by*Koutras, Markos**13-23 A class of infinitely divisible multivariate negative binomial distributions***by*Griffiths, R. C. & Milne, R. K.**24-50 A central limit theorem applicable to robust regression estimators***by*Portnoy, Stephen**51-64 The asymptotic distributions of some estimators for a factor analysis model***by*Amemiya, Yasuo & Fuller, Wayne A. & Pantula, Sastry G.**65-73 Nuclear subspace of L0 and the Kernel of a linear measure***by*Okazaki, Yoshiaki & Takahashi, Yasuji**74-78 An elementary proof of the Knight-Meyer characterization of the Cauchy distribution***by*Dunau, Jean-Louis & Senateur, Henri**79-93 Strong consistency and rates for recursive probability density estimators of stationary processes***by*Masry, Elias & Györfi, László**94-105 Comparison between the locally most powerful unbiased and Rao's tests***by*Mukerjee, Rahul & Chandra, Tapas K.**106-125 Stationary fields with positive angle***by*Makagon, A. & Salehi, H.**126-136 Minimaxity of Pitman estimators***by*Milbrodt, Hartmut**137-143 Estimation under -invariant quasi-convex loss***by*Mosler, K. C.**144-155 A central limit theorem for non-instantaneous filters of a stationary Gaussian process***by*Ho, Hwai-Chung & Sun, Tze-Chien**156-176 Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series***by*Taniguchi, M. & Krishnaiah, P. R.

### 1987, Volume 21, Issue 2

**189-206 Cross-validation and the smoothing of orthogonal series density estimators***by*Hall, Peter**207-237 On tests for selection of variables and independence under multivariate regression models***by*Kariya, T. & Fujikoshi, Y. & Krishnaiah, P. R.**238-249 An everywhere convergent series representation of the distribution of Hotelling's generalized T02***by*Phillips, P. C. B.**250-262 Approximation of intermediate quantile processes***by*Csörgo, Miklós & Horváth, Lajos