# Elsevier

# Journal of Multivariate Analysis

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**ISSN:**0047-259X

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### August 1990, Volume 34, Issue 2

**254-274 Dual pairs of Riesz spaces for studying completeness, sufficiency, and compactness of statistical experiments***by*Mussmann, Dieter**275-289 A central limit theorem for generalized multilinear forms***by*de Jong, Peter**290-322 Central limit theorems for random walks on 0 that are associated with orthogonal polynomials***by*Voit, Michael

### July 1990, Volume 34, Issue 1

**1-13 Resampling U-statistics using p-stable laws***by*Dehling, Herold & Denker, Manfred & Woyczynski, Wojbor A.**14-36 An optimal prediction in general ARMA models***by*Kowalski, Aleksander & Szynal, Dominik**37-53 Kernel density estimation on random fields***by*Tran, Lanh Tat**54-60 Chain rule density estimates***by*Boente, Graciela & Fraiman, Ricardo**61-74 Nearest neighbor smoothing in linear regression***by*Stute, Winfried & Manteiga, Wenceslao González**75-94 A limit theorem for pattern synthesis in image processing***by*Chow, Yunshyong**95-115 The problem of identification of parameters by the distribution of the maximum random variable: Solution for the trivariate normal case***by*Mukherjea, Arunava & Stephens, Richard**116-140 On H-valued Robbins-Monro processes***by*Yin, G. & Zhu, Y. M.**141-155 Optimal designs for multivariate interpolation***by*Spruill, M. C.

### May 1990, Volume 33, Issue 2

**151-156 Multidimensional scaling with constraints on the configuration***by*Mathar, Rudolf**157-182 Estimation and structure determination of multivariate input output systems***by*Poskitt, D. S.**183-211 Asymptotic distribution of rank statistics under dependencies with multivariate application***by*Thompson, G. L.**212-219 Admissibility of MLE for simultaneous estimation in negative binomial problems***by*Chow, Mosuk**220-229 Updating of moments***by*Pötzelberger, Klaus**230-246 Inference on covariance matrices under rank restrictions***by*Boik, Robert J.**247-264 Distributions of orientations on Stiefel manifolds***by*Chikuse, Yasuko**265-274 The matrix angular central Gaussian distribution***by*Chikuse, Yasuko**275-285 Inequalities for predictive ratios and posterior variances in natural exponential families***by*Kadane, Joseph B. & Olkin, Ingram & Scarsini, Marco**286-293 The Brunn-Minkowski inequality for random sets***by*Vitale, Richard A.**294-309 Generalized Hodges-Lehmann estimators for the analysis of variance***by*Gregory, Gavin G.**310-327 Ordering distributions on the circle with respect to uniformity***by*Huffer, Fred W.

### April 1990, Volume 33, Issue 1

**1-16 Elliptical symmetry and exchangeability with characterizations***by*Alzaid, Abdulhamid A. & Radhakrishna Rao, C. & Shanbhag, D. N.**17-30 Comparison of tests in the multiparameter case I. Second-order power***by*Mukerjee, Rahul**31-48 Comparison of tests in the multiparameter case II. A third-order optimality property of Rao's test***by*Mukerjee, Rahul**49-71 M-Convergence, et régularité des martingales multivoques: Epi-martingales***by*Choukairi-Dini, Ahmed**72-88 Consistent nonparametric multiple regression for dependent heterogeneous processes: The fixed design case***by*Fan, Y.**89-105 Sequential confidence sets with guaranteed coverage probability and beta-protection***by*Fakhre-Zakeri, Issa**106-124 Estimation of the reciprocal of the density quantile function at a point***by*Babu, Gutti Jogesh & Radhakrishna Rao, C.**125-142 Asymptotic inference for multiplicative counting processes based on one realization***by*Svensson, Åke**143-150 Stochastic regularization of linear equations and the realization of Gaussian fields***by*Piccioni, Mauro & Roma, Massimo

### February 1990, Volume 32, Issue 2

**171-176 An optimal property of the Gauss-Markoff estimator***by*Ali, Mir M & Ponnapalli, R**177-203 Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems***by*Hall, Peter**204-212 A generalized Cramér-Rao analogue for median-unbiased estimators***by*Sung, N.K**213-229 Bootstrap approximation of nearest neighbor regression function estimates***by*Dikta, Gerhard**230-255 Estimation of generalized additive models***by*Burman, Prabir**256-268 Some representations of the multivariate Bernoulli and binomial distributions***by*Teugels, Jozef L**269-281 Intensity-based inference for planar point processes***by*Ivanoff, B.Gail & Merzbach, Ely**282-289 On non-null distributions connected with testing that a real normal distribution is complex***by*Bertelsen, Aksel**290-295 Region of maximum probability content of fixed diameter***by*Rattihalli, R.N**296-312 Improved estimation under collinearity and squared error loss***by*Hill, R.Carter & Judge, George G**313-325 A class of tests for a general covariance structure***by*Wakaki, Hirofumi & Eguchi, Shinto & Fujikoshi, Yasunori

### January 1990, Volume 32, Issue 1

**1-16 On the best equivariant estimator of mean of a multivariate normal population***by*Perron, F. & Giri, N.**17-47 On ARX([infinity]) approximation***by*Guo, L. & Huang, D. W. & Hannan, E. J.**48-54 A characterization of random variables with minimum L2-distance***by*Rüschendorf, L. & Rachev, S. T.**55-69 An extension of Lai and Wei's law of the iterated logarithm with applications to time series analysis and regression***by*Chen, Zhao-Guo**70-83 Trigonometric series regression estimators with an application to partially linear models***by*Eubank, R. L. & Hart, J. D. & Speckman, Paul**84-94 Improved confidence sets for spherically symmetric distributions***by*Robert, Christian & Casella, George**95-102 The Dirichlet distributions and polynomial regression***by*Gupta, Rameshwar D. & Richards, Donald St. P.**103-119 Setwise independence for some dependence structures***by*Block, Henry W. & Fang, Zhaoben**120-149 On the prediction theory of two-parameter stationary random fields***by*Kallianpur, G. & Miamee, A. G. & Niemi, H.**150-160 Continuous dependence of ergodic limits***by*Goldstein, Jerome A. & Rieder, Gisèle Ruiz**161-170 Semi-parametric estimation of a stationary, non-necessary causal AR(p) process with infinite variance***by*Gassiat, Elisabeth

### November 1989, Volume 31, Issue 2

**178-186 Estimation of multivariate binary density using orthogonal functions***by*Chen, X. R. & Krishnaiah, P. R. & Liang, W. W.**187-200 Maximum likelihood estimators in multivariate linear normal models***by*von Rosen, Dietrich**201-219 Copulae of probability measures on product spaces***by*Scarsini, Marco**220-235 Strong approximation of continuous time stochastic processes***by*Eberlein, Ernst**236-243 Prophet inequalities for parallel processes***by*Hill, T. P. & Kennedy, D. P.**244-257 On the expectation of a ratio of quadratic forms in normal variables***by*Smith, Murray D.**258-265 Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models***by*Harel, Michel & Puri, Madan L.**266-288 Subset regression time series and its modeling procedures***by*Chen, Zhao-Guo & Ni, Jun-Yuan**289-310 A matricial extension of the Helson-Sarason theorem and a characterization of some multivariate linearly completely regular processes***by*Dominguez, Marisela**311-327 The fourier transform in white noise calculus***by*Kuo, Hui-Hsiung

### October 1989, Volume 31, Issue 1

**1-29 Stochastic differential equations on the plane: Smoothness of the solution***by*Nualart, D. & Sanz, M.**30-39 R-Estimators and confidence regions for treatment effects in multi-response experiments***by*Shiraishi, Taka-aki**40-58 Ito stochastic integral in the dual of a nuclear space***by*Bojdecki, Tomasz & Jakubowski, Jacek**59-68 Order of convergence of regression parameter estimates in models with infinite variance***by*Le Breton, A. & Musiela, M.**69-82 Distribution theory for some tests of independence of seemingly unrelated regressions***by*Davis, A. W.**83-89 Zero regression of linear statistic on another one and operator-semistable laws***by*Corný, V.**90-106 Admissible linear estimators in mixed linear models***by*Stepniak, Czeslaw**107-116 Improved estimation of a patterned covariance matrix***by*Dey, Dipak K. & Gelfand, Alan E.**117-126 Saddlepoint method for obtaining tail probability of Wilks' likelihood ratio test***by*Srivastava, M. S. & Yau, Wai Kwok**127-135 Convergence rates for inverse Toeplitz matrix forms***by*Hannan, E. J. & Wahlberg, B.**136-147 On improving the shortest length confidence interval for the generalized variance***by*Sarkar, Sanat K.**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.

### August 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.

### July 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

### May 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.

### April 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.

### February 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.

### January 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.

### November 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.

### October 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.

### August 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

### July 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

### May 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

### April 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