Journal of Multivariate Analysis
1989, Volume 30, Issue 2
- 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
- 263-273 The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes
by Einmahl, J. H. J. & Ruymgaart, F. H.
- 274-295 Second-order linearity of the general signed-rank statistic
by Kersting, G.
- 296-311 A simple alternative derivation of a useful theorem in linear "errors-in-variables" regression models together with some clarifications
by Willassen, Yngve
- 312-323 Sufficiency and completeness in the linear model
by Mueller, Jochen
- 324-336 On sample path properties of semistable processes
by Rajput, Balram S. & Rama-Murthy, Kavi
1987, Volume 21, Issue 1
- 1-28 Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes
by Taniguchi, Masanobu
- 29-52 Convergence results for maximum likelihood type estimators in multivariable ARMA models
by Pötscher, B. M.
- 53-66 A differential equations approach to the modal location for a family of bivariate gamma distributions
by Brewer, D. W. & Tubbs, J. D. & Smith, O. E.
- 67-78 Asymptotic theory for robust principal components
by Boente, Graciela