# Elsevier

# Journal of Multivariate Analysis

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**ISSN:**0047-259X

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### April 1993, Volume 45, Issue 1

**137-160 Bootstrapping the Mean Integrated Squared Error***by*Cao, R.

### February 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.

### January 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.

### November 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.

### October 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.**133-146 Existence and consistency of maximum likelihood in upgraded mixture models***by*van der Vaart, A. W. & Wellner, Jon A.**147-170 Prediction and fundamental moving averages for discrete multidimensional harmonizable processes***by*Mehlman, Marc H.

### August 1992, Volume 42, Issue 2

**171-201 Quantum stochastic calculus and quantum nonlinear filtering***by*Belavkin, Viacheslav P.**202-209 Most powerful invariant permutation tests***by*Runger, George C. & Eaton, M. L.**210-225 Tests for the mean direction of the Langevin distribution with large concentration parameter***by*Fujikoshi, Yasunori & Watamori, Yoko**226-244 Edgeworth expansions for errors-in-variables models***by*Babu, Gutti Jogesh & Bai, Z. D.**245-266 Asymptotic bounds for the expected L1 error of a multivariate kernel density estimator***by*Holmström, Lasse & Klemelä, Jussi**267-283 Rational spectral densities and strong mixing***by*Cheng, R.**284-298 Constrained Kantorovich inequalities and relative efficiency of least squares***by*Wang, Song-Gui & Shao, Jun**299-301 Large deviations for U-statistics***by*Arcones, Miguel A.**302-317 A sequence of improvements over the James-Stein estimator***by*Guo, Ying (Ingrid) Yueh & Pal, Nabendu

### July 1992, Volume 42, Issue 1

**1-22 Robustification of estimators by Winsorizing on ellipsoids***by*Olbricht, W.**23-34 Characterisations of classes of multivalued processes using Riesz approximations***by*Bagchi, Sitadri N.**35-50 Stein estimation for non-normal spherically symmetric location families in three dimensions***by*Ralescu, Stefan & Brandwein, Ann Cohen & Strawderman, William E.**51-66 Probability distributions with given multivariate marginals and given dependence structure***by*Cuadras, C. M.**67-76 On conditional distributions of nearest neighbors***by*Kaufmann, E. & Reiss, R. -D.**77-101 Nonnegative estimation of variance components in unbalanced mixed models with two variance components***by*Mathew, Thomas & Sinha, Bimal Kumar & Sutradhar, Brajendra C.**102-109 On the power superiority of likelihood ratio tests for restricted alternatives***by*Tsai, Mingtan**110-129 Hölder classes of vector-valued functions and convergence of the best predictor***by*Cheng, R.**130-140 D-Optimal designs for a multivariate regression model***by*Krafft, Olaf & Schaefer, Martin**141-161 Bias-robust estimators of multivariate scatter based on projections***by*Maronna, Ricardo A. & Stahel, Werner A. & Yohai, Victor J.**162-170 On the calculation of derived variables in the analysis of multivariate responses***by*Cox, D. R. & Wermuth, Nanny

### May 1992, Volume 41, Issue 2

**163-177 Robust nonparametric regression in time series***by*Truong, Young K.**178-193 On linear functions of certain noncentral versions of independent gamma variables***by*Mathai, A. M.**194-211 Fourier transforms of measures from the classes [beta]' -2***by*Jurek, Zbigniew J. & Schreiber, Bertram M.**212-219 Spherical uniformity and some characterizations of the Cauchy distribution***by*Salama, Ibrahim A. & Sen, Pranab Kumar**220-242 Estimation for diffusion processes from discrete observation***by*Yoshida, Nakahiro**243-272 Multiple regression on stable vectors***by*Cambanis, Stamatis & Wu, Wei**273-296 Weak limit theorems for univariate k-mean clustering under a nonregular condition***by*Serinko, Regis J. & Babu, Gutti Jogesh**297-313 Theorems of large deviations in the multivariate invariance principle***by*Bentkus, Vidmantas**314-337 Approximating the matrix Fisher and Bingham distributions: Applications to spherical regression and procrustes analysis***by*Bingham, Christopher & Chang, Ted & Richards, Donald**338-358 Rényi-type empirical processes***by*Csörgo, Miklós & Horváth, Lajos

### April 1992, Volume 41, Issue 1

**1-13 Estimation of the eigenvalues of [Sigma]1[Sigma]2-1***by*Bilodeau, M. & Srivastava, M. S.**14-26 Covariances of symmetric statistics***by*Vitale, Richard A.**27-42 Conjugate Bayes discrimination with infinitely many variables***by*Dawid, A. P. & Fang, B. Q.**43-55 Priors for ordered conditional variance and vector partial correlation***by*Eaves, David & Chang, Ted**56-79 Model fitting for continuous-time stationary processes from discrete-time data***by*Lii, Keh-Shin & Masry, Elias**80-88 Characterization of matrix variate normal distributions***by*Gupta, A. K. & Varga, T.**89-101 Quadratic deviation of penalized mean squares regression estimates***by*Doukhan, Paul & Gassiat, Elisabeth**102-116 The demographic variation process of multitype branching random fields***by*Gorostiza, Luis G. & Lopez-Mimbela, J. Alfredo**117-131 Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss***by*Sheena, Yo & Takemura, Akimichi**132-153 On the bootstrap and the trimmed mean***by*Hall, Peter & Padmanabhan, A. R.**154-162 Generalized Bayes estimators of a normal discriminant function***by*Rukhin, Andrew L.

### February 1992, Volume 40, Issue 2

**173-204 A log log law for unstable ARMA models with applications to time series analysis***by*Zhang, Hu-Ming**205-212 Two LDF characterizations of the normal as a spherical distribution***by*Cacoullos, Theophilos**213-220 L1-optimal estimates for a regression type function in Rd***by*Yatracos, Yannis G.**221-243 Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances***by*Anderson, T. W. & Kunitomo, Naoto**244-261 Quadratic discriminant functions with constraints on the covariance matrices: Some asymptotic results***by*Flury, Bernhard W. & Schmid, Martin J.**262-291 Fixed design regression for time series: Asymptotic normality***by*Roussas, George G. & Tran, Lanh T. & Ioannides, D. A.**292-310 Radiance variation relative to the solar-inclination over a gaussian model of relief***by*Weber, Michel**311-327 An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator***by*Davies, Laurie**328-334 On Hoeffding-Fréchet bounds and cyclic monotone relations***by*Smith, Cyril & Knott, Martin**335-347 Comportement asymptotique de la seconde valeur propre des processus de Kolmogorov***by*Jacquot, S.

### January 1992, Volume 40, Issue 1

**1-12 UMP invariant tests for a generalized linear model***by*Ukita, Yoshimasa & Noda, Kazuo & Miyaoka, Etsuo**13-45 Linear rank statistics in regression analysis with censored or truncated data***by*Lai, Tze Leung & Ying, Zhiliang**46-55 Best equivariant estimation in curved covariance models***by*Perron, F. & Giri, N.**56-83 Fluctuation limits of multitype branching random fields***by*López-Mimbela, J. Alfredo**84-93 A partial ordering of rank densities***by*Proschan, Michael & Leysieffer, Frederick**94-108 The noncentral Bartlett decompositions and shape densities***by*Goodall, Colin & Mardia, Kanti V.**109-114 On a shrinkage estimator of a normal common mean vector***by*Krishnamoorthy, K.**115-131 Trace measures of a positive definite bimeasure***by*Dehay, Dominique & Moché, Raymond**132-157 Location-adaptive density estimation and nearest-neighbor distance***by*Burman, P. & Nolan, D.**158-171 Robust linear regression via bounded influence M-estimators***by*Cheng, Chi-Lun

### November 1991, Volume 39, Issue 2

**217-235 Estimating a survival function with incomplete cause-of-death data***by*Lo, Shaw-Hwa**236-245 Recursive approximate maximum likelihood estimation for a class of counting process models***by*Spreij, Peter**246-269 Global nonparametric estimation of conditional quantile functions and their derivatives***by*Chaudhuri, Probal**270-283 Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold***by*Chikuse, Yasuko**284-304 Parameter estimation in linear filtering***by*Kallianpur, G. & Selukar, R. S.**305-314 Improved estimates of location in the presence of an unknown scale***by*Brandwein, Ann Cohen & Strawderman, William E.**315-323 Ergodicity of asymptotically mean stationary channels***by*Kakihara, Yûichirô**324-347 Quadratic errors for nonparametric estimates under dependence***by*Vieu, Philippe**348-371 The excess-mass ellipsoid***by*Nolan, D.

### October 1991, Volume 39, Issue 1

**1-29 Time series analysis via rank order theory: Signed-rank tests for ARMA models***by*Hallin, Marc & Puri, Madan L.**30-43 On hadamard differentiability of extended statistical functional***by*Ren, Jian-Jian & Sen, Pranab Kumar**44-59 A class of limit theorems for singular diffusions***by*Basak, Gopal K.**60-78 Bernstein operators and finite exchangeability***by*Pötzelberger, Klaus**79-86 Gaussian conditional structure of the second order and the Kagan classification of multivariate distributions***by*Weso?owski, Jacek**87-105 Normal approximation in regression***by*Hall, Peter & Welsh, A. H.**106-116 Some parametric models on the simplex***by*Barndorff-Nielsen, O. E. & Jørgensen, B.**117-134 LBI tests for multivariate normality in exponential power distributions***by*Kuwana, Yoichi & Kariya, Takeaki**135-153 On a multivariate gamma***by*Mathai, A. M. & Moschopoulos, P. G.**154-174 Multivariate versions of Cochran's theorems***by*Wong, Chi Song & Masaro, Joe & Wang, Tonghui**175-201 On multivalued martingales whose values may be unbounded: martingale selectors and mosco convergence***by*Hess, Christian**202-208 Entropy inequalities for some multivariate distributions***by*Peddada, Shyamal Das & Richards, Donald St. P.**209-215 Functional equations for multivariate exponential distributions***by*Marshall, Albert W. & Olkin, Ingram

### August 1991, Volume 38, Issue 2

**167-186 Testing for and against a stochastic ordering between multivariate multinomial populations***by*Lucas, Larry A. & Wright, F. T.**187-203 An empirical process central limit theorem for dependent non-identically distributed random variables***by*Andrews, Donald W. K.**204-212 Covariance bounds for multivariate unimodal distributions and a characterization of uniformity***by*Mattner, L.**213-232 Expansions for the multivariate chi-square distribution***by*Royen, T.**233-240 Decision theoretic analysis of spherical regression***by*Kim, Peter T.**241-244 On the conditional probability density functions of multivariate uniform random vectors and multivariate normal random vectors***by*Choi, ByoungSeon**245-261 A Cramér-Rao type lower bound for estimators with values in a manifold***by*Hendriks, Harrie**262-274 Improved estimators for the GMANOVA problem with application to Monte Carlo simulation***by*Tan, Ming**275-293 Pseudoisotropic random walks on free groups and semigroups***by*Voit, Michael**294-305 A local breakdown property of robust tests in linear regression***by*He, Xuming**306-318 Empirical Bayes minimax estimators of matrix normal means***by*Ghosh, Malay & Shieh, Gwowen**319-332 Convergence of weighted sums of random functions in D[0, 1]***by*Daffer, Peter Z.**333-365 Rate of convergence in CLT on stratified groups***by*Pap, Gyula**366-384 Asymptotic variance estimation in multivariate distributions***by*Rukhin, Andrew L.**385-393 Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case***by*Ghosh, J. K. & Mukerjee, Rahul

### July 1991, Volume 38, Issue 1

**1-14 The conditional expectation as estimator of normally distributed random variables with values in infinitely dimensional Banach spaces***by*Krug, P.**15-35 Quantum stochastic processes with independent additive increments***by*Schürmann, Michael**36-50 Rates of convergence in multivariate extreme value theory***by*Omey, E. & Rachev, S. T.**51-69 Limit distributions for measures of multivariate skewness and kurtosis based on projections***by*Baringhaus, L. & Henze, N.**70-81 On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles***by*Hall, Peter & Martin, Michael A.**82-99 On rates of convergence of stochastic relaxation for Gaussian and non-Gaussian distributions***by*Amit, Yali**100-113 Asymptotic behavior of regression quantiles in non-stationary, dependent cases***by*Portnoy, Stephen**114-140 Marcinkiewicz-type strong laws for partially exchangeable arrays***by*Rieders, Eric**141-148 An elementary proof for an extended version of the Choquet-Deny theorem***by*Rao, C. Radhakrishna & Shanbhag, D. N.**149-166 Curve estimation for mn-decomposable time series including bilinear processes***by*Chanda, K. C. & Ruymgaart, F. H.

### May 1991, Volume 37, Issue 2

**135-150 On the calculation of cumulants of estimators arising from a linear time series regression model***by*Zhang, Hong-Ching & Shaman, Paul**151-179 A smooth conditional quantile estimator and related applications of conditional empirical processes***by*Mehra, K. L. & Sudhakara Rao, M. & Upadrasta, S. P.**180-196 Nonparametric regression estimation in models with weak error's structure***by*Fraiman, Ricardo & Iribarren, Gonzalo Pérez**197-222 Comparing sweep strategies for stochastic relaxation***by*Amit, Y. & Grenander, U.**223-238 Third-order asymptomic properties of a class of test statistics under a local alternative***by*Taniguchi, Masanobu**239-258 Capacity of dimension-limited channels***by*Baker, C. R.**259-268 A weak law for normed weighted sums of random elements in rademacher type p banach spaces***by*Adler, André & Rosalsky, Andrew & Taylor, Robert L.**269-278 A generalization of the Chung-Mogul'skii law of the iterated logarithm***by*Shi, Z.

### April 1991, Volume 37, Issue 1

**1-23 White noise approach to multiparameter stochastic integration***by*Redfern, Mylan**24-45 Correlation theory of almost periodically correlated processes***by*Hurd, Harry L.**46-65 The prediction theory of stationary random fields. III. Fourfold Wold decompositions***by*Chiang, Tse-Pei**66-75 A nonparametric test of fit of a parametric model***by*Kozek, Andrzej S.**76-84 Prophet region for independent random variables with a discount factor***by*Boshuizen, Frans**85-103 Optimal parameter choice for error minimization in bivariate histograms***by*Huesemann, J. A. & Terrell, G. R.**104-114 Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions***by*Rinott, Yosef & Samuel-Cahn, Ester**115-134 Sample path properties of stochastic processes represented as multiple stable integrals***by*Rosinski, Jan & Samorodnitsky, Gennady & Taqqu, Murad S.

### February 1991, Volume 36, Issue 2

**145-162 High dimensional limit theorems and matrix decompositions on the Stiefel manifold***by*Chikuse, Yasuko**163-174 Estimating covariance matrices II***by*Loh, Wei-Liem**175-198 Maximum likelihood estimation for noncausal autoregressive processes***by*Breid, F. Jay & Davis, Richard A. & Lh, Keh-Shin & Rosenblatt, Murray**199-203 Association and infinite divisibility for the Wishart distribution and its diagonal marginals***by*Evans, Steven N.**204-221 Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes***by*Harel, Michel & Puri, Madan L.**222-242 Regularization of trajectories for multiparameter additive processes in groups***by*Zapala, August M.**243-262 Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-gaussian random fields***by*Dembo, Amir & Zeitouni, Ofer**263-279 Regression function estimation from dependent observations***by*Burman, Prabir**280-296 Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process***by*Ying, Zhiliang**297-313 Nonuniform bounds on the rate of convergence in the central limit theorem for martingales***by*Joos, Konrad**314-319 On determination of multivariate distribution by its marginals for the Kagan class***by*Wesolowski, Jacek

### January 1991, Volume 36, Issue 1

**1-17 Normal distribution assumption and least squares estimation function in the model of polynomial regression***by*Bischoff, Wolfgang & Cremers, Heinz & Fieger, Werner**18-34 Improved estimation for a model arising in reliability and competing risks***by*Peña, Edsel A.**35-43 On the dependence function of Sibuya in multivariate extreme value theory***by*Obretenov, A.**44-55 On estimation of a matrix of normal means with unknown covariance matrix***by*Konno, Yoshihiko**56-67 Tests for independence in contingency tables with ordered categories***by*Cohen, Arthur & Sackrowitz, Harold B.**68-94 Towards an optimum test for non-additivity in Tukey's model***by*Mathew, Thomas & Sinha, Bimal Kumar**95-102 A bivariate local limit theorem***by*Doney, R. A.**103-112 Bartlett-type modification for Rao's efficient score statistic***by*Chandra, Tapas K. & Mukerjee, Rahul**113-120 Minimax estimators in the manova model for arbitrary quadratic loss and unknown covariance matrix***by*Honda, Toshio**121-126 An approach to improving the James-Stein estimator***by*Kubokawa, Tatsuya**127-143 On the asymptotic distributions of weighted uniform multivariate empirical processes***by*Horváth, Lajos

### November 1990, Volume 35, Issue 2

**141-150 Minimax estimation of means of multivariate normal mixtures***by*Chou, Jine-Phone & Strawderman, William E.**151-167 Maximum a posteriori estimation of elliptic Gaussian fields observed via a noisy nonlinear channel***by*Dembo, Amir & Zeitouni, Ofer**168-185 Limiting values of large deviation probabilities of quadratic statistics***by*Jeurnink, G. A. M. & Kallenberg, W. C. M.**186-202 Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes***by*Hesse, C. H.**203-222 On the cumulants of affine equivariant estimators in elliptical families***by*Grübel, Rudolf & Rocke, David M.**223-242 A distance between multivariate normal distributions based in an embedding into the siegel group***by*Calvo, Miquel & Oller, Josep M.**243-259 Moments for a multivariate linear model with an application to the growth curve model***by*von Rosen, Dietrich**260-275 Asymptotic normality of L-statistics based on m(n)-decomposable time series***by*Chanda, K. C. & Puri, M. L. & Ruymgaart, F. H.**276-294 Bahadur-Kiefer theorems for the product-limit process***by*Beirlant, Jan & Einmahl, John H. J.**295-307 Second-order properties for multiple-bilinear models***by*Terdik, György**308-313 (1/[alpha])-Self similar [alpha]-stable processes with stationary increments***by*Samorodnitsky, Gennady & Taqqu, Murad S.

### October 1990, Volume 35, Issue 1

**1-11 Multivariate data-driven k-NN function estimation***by*Bhattacharya, P. K. & Mack, Y. P.**12-30 Multivariate concordance***by*Joe, Harry**31-47 On the estimation of the mean of weakly stationary and polynomial weakly stationary sequences***by*Lasser, R. & Leitner, M.**48-65 Bivariate distributions generated from Pólya-Eggenberger urn models***by*Marshall, Albert W. & Olkin, Ingram**66-85 Some asymptotic inferential problems connected with complex elliptical distribution***by*Khatri, C. G. & Bhavsar, C. D.