# Elsevier

# Journal of Multivariate Analysis

**Order information:**

Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional

Web: https://shop.elsevier.com/order?id=622892&ref=622892_01_ooc_1&version=01

**To be notified about new items in this series:**Free volume/issue alert on ScienceDirect (see also NEP)

**Download restrictions:**Full text for ScienceDirect subscribers only

**Editor:**

**For corrections or technical questions regarding this series, please contact (Zhang, Lei)**

**Series handle:**repec:eee:jmvana

**Citations RSS feed:**at CitEc

### Impact factors

- Simple (last 10 years)
- Recursive (10)
- Discounted (10)
- Recursive discounted (10)
- H-Index (10)
- Aggregate (10)

**Access and download statistics**

**Top item:**

- By citations
- By downloads (last 12 months)

### 1980, Volume 10, Issue 4

**499-516 Classes of orderings of measures and related correlation inequalities II. Multivariate reverse rule distributions***by*Karlin, Samuel & Rinott, Yosef**517-538 Riemann-Stieltjes quasi-martingale integration***by*Brennan, Michael D.**539-550 Consistency of a recursive nearest neighbor regression function estimate***by*Devroye, Luc & Wise, Gary L.**551-564 Admissible and minimax multiparameter estimation in exponential families***by*Ghosh, Malay & Parsian, Ahmad**565-578 On the rate of approximation in the central limit theorem for dependent random variables and random vectors***by*Basu, A. K.**579-598 Multifunctions of faces for conditional expectations of selectors and Jensen's inequality***by*Kozek, A. & Suchanecki, Z.**599-602 A characterization of Gaussian spaces***by*Rao, J. S. & Robertson, James B.**603-610 Incomplete Dirichlet integrals with applications to ordered uniform spacings***by*Rao, J. S. & Sobel, Milton**611-627 Consistent nonparametric regression from recursive partitioning schemes***by*Gordon, Louis & Olshen, Richard A.

### 1980, Volume 10, Issue 3

**275-295 Estimation of vector ARMAX models***by*Hannan, E. J. & Dunsmuir, W. T. M. & Deistler, M.**296-318 Brunn-Minkowski inequality and its aftermath***by*Gupta, Somesh Das**319-331 On the capacity of the continuous time Gaussian channel with feedback***by*Ihara, Shunsuke**332-342 On the robustness of least squares procedures in regression models***by*Ghosh, Malay & Sinha, Bimal Kumar**343-350 Invariant scale matrix hypothesis tests under elliptical symmetry***by*Chmielewski, M. A.**351-362 Extreme sample censoring problems with multivariate data: Indirect censoring and the Farlie-Gumbel-Morgenstern distribution***by*Johnson, N. L.**363-370 Some asymptotic properties of a progressively censored nonparametric test for multiple regression***by*Delong, David M.**371-378 On functional central limit theorems for certain continuous time parameter stochastic processes***by*Sen, P. K. & Tsong, Y.**379-384 A characterization of Lévy probability distribution functions on Euclidean spaces***by*Wolfe, Stephen James**385-397 An extension of the usual model in statistical decision theory with applications to stochastic optimization problems***by*Balder, E. J.**398-404 A note on the conditional moments of a multivariate normal distribution confined to a convex set***by*Haberman, Shelby J.**405-425 Empirical distribution functions and functions of order statistics for mixing random variables***by*Puri, Madan L. & Tran, Lanh T.**426-441 Admissible solutions of k-extended finite state set and sequence compound decision problems***by*Vardeman, Stephen B.**442-459 Laws of large numbers and Beck Convexity in metric linear spaces***by*Sundaresan, K. & Woyczynski, W. A.**460-466 Asplund operators and A. E. convergence***by*Edgar, G. A.

### 1980, Volume 10, Issue 2

**141-180 Spatially homogeneous random evolutions***by*Dawson, Donald A. & Salehi, Habib**181-206 Point processes of exits by bivariate Gaussian processes and extremal theory for the [chi]2-process and its concomitants***by*Lindgren, Georg**207-232 Class L of multivariate distributions and its subclasses***by*Sato, Ken-iti**233-242 The necessary and sufficient conditions for dependent quadratic forms to be distributed as multivariate gamma***by*Khatri, C. G.**243-251 Maximum likelihood estimation of a multivariate linear functional relationship***by*Healy, John D.**252-267 The use of the tetrachoric series for evaluating multivariate normal probabilities***by*Harris, Bernard & Soms, Andrew P.**268-272 An optimum tolerance region for multivariate regression***by*Evans, M. & Fraser, D. A. S.

### 1980, Volume 10, Issue 1

**1-18 A canonical decomposition of the probability measure of sets of isotropic random points in n***by*Ruben, Harold & Miles, R. E.**19-25 A note on computing the distribution of the norm of Hilbert space valued Gaussian random variables***by*Neuhaus, Georg**26-37 Operator-stable distributions and stable marginals***by*Hudson, William N.**38-50 Cramér-von Mises tests for independence***by*De Wet, T.**51-59 The inverted complex Wishart distribution and its application to spectral estimation***by*Shaman, Paul**60-77 Robustness to nonnormality of some transformations of the sample correlation coefficient***by*Subrahmaniam, Kocherlakota & Gajjar, A. V.**78-87 The empirical characteristic function and large sample hypothesis testing***by*Kellermeier, John**88-94 Semistable measures on a Hilbert space***by*Laha, R. G. & Rohatgi, V. K.**95-106 Convergence of weighted sums of random elements in D[0, 1]***by*Taylor, Robert Lee & Daffer, Peter Z.**107-122 Representation of Banach space valued quasimartingales by real quasimartingales***by*Kussmaul, A. U.**123-134 On the value of a stopped set function process***by*Schmidt, Klaus D.**135-139 A comment on "minimization of functions of a positive simidefinite matrix A subject to AX = 0"***by*Neudecker, H.

### 1979, Volume 9, Issue 4

**465-486 Planar semi-martingales***by*Brennan, Michael D.**487-510 General theorems on "Little-" rates of closeness of two weighted sums of independent Hilbert space valued random variables with applications***by*Butzer, P. L. & Hahn, L. & Roeckerath, M. Th.**511-530 Limit theorems for polylinear forms***by*Rotar', V. I.**531-544 An identity for the Wishart distribution with applications***by*Haff, L. R.**545-559 On the construction of Wold decomposition for multivariate stationary processes***by*Niemi, Hannu**560-578 Convergence rates in the central limit theorem for stationary mixing sequences of random vectors***by*Hipp, Christian**579-588 Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss***by*Brandwein, Ann Cohen**589-598 Characterizations of multivariate normality II. Through linear regressions***by*Khatri, C. G.**599-613 A linear filtering problem in complete correlated actions***by*Suciu, Ion & Valusescu, Ilie

### 1979, Volume 9, Issue 3

**343-361 Strong consistency of least squares estimates in multiple regression II***by*Lai, T. L. & Robbins, Herbert & Wei, C. Z.**362-377 Separation theorems for singular values of matrices and their applications in multivariate analysis***by*Rao, C. Radhakrishna**378-392 On the estimation of the parameters of a power spectrum***by*Rice, John**393-400 Asymptotic expansions for conditional distributions***by*Michel, R.**401-409 Third order efficiency of conditional tests for exponential families***by*Michel, R.**410-419 On some distribution problems in Manova and discriminant analysis***by*Chou, Rouh-Jane & Muirhead, Robb J.**420-427 Conditional expectations and weak and strong compactness in spaces of Bochner integrable functions***by*Brooks, James K. & Dinculeanu, Nicolae**428-433 Limit theorems for weighted sums of random elements in separable Banach spaces***by*Bozorgnia, A. & Rao, M. Bhaskara**434-441 On delayed averages of Brownian motion in Banach spaces***by*Chang, Mou-Hsiung**442-451 On Hsu's theorem in multivariate regression***by*Kleffe, J.**452-459 On the quadratic estimation of covariance matrices in multivariate linear models***by*Tan, W. Y.**460-464 Definition and characterization of multivariate negative binomial distribution***by*Doss, D. C.

### 1979, Volume 9, Issue 2

**183-205 On the asymptotic power of some k-sample statistics based on the multivariate empirical process***by*Burke, Murray D.**206-221 A bivariate stable characterization and domains of attraction***by*Resnick, Sidney & Greenwood, Priscilla**222-233 The influence of the nonrecent past in prediction for stochastic processes***by*Sackrowitz, Harold**234-247 Classical limit theorems for measure-valued Markov processes***by*Karr, Alan F.**248-258 On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices***by*Krishnaiah, P. R. & Lee, Jack C.**259-266 Asymptotic expansions for the distributions of functions of a correlation matrix***by*Konishi, Sadanori**267-277 Multivariate distributions having Weibull properties***by*Lee, Larry**278-287 Some multivariate statistical characterization theorems***by*Lukacs, Eugene**288-303 Representation of certain infinitely divisible probability measures on Banach spaces***by*Kumar, Arunod & Schreiber, Bertram M.**304-313 On the Maximum Likelihood estimation of a linear structural relationship when the intercept is known***by*Chan, Lai K. & Mak, Tak K.**314-321 A note on rates of convergence in the multidimensional CLT for maximum partial sums***by*Ahmad, Ibrahim A.**322-331 Nonparametric estimation of location parameter after a preliminary test on regression in the multivariate case***by*Sen, Pranab Kumar & Saleh, A. K. Md. Ehsanes**332-336 Counterexample--An inadmissible estimator which is generalized bayes for a prior with "light" tails***by*Brown, Lawrence D.**337-340 A note on confidence sequences in multiparameter exponential families***by*Csenki, Attila

### 1979, Volume 9, Issue 1

**1-15 Multivariate k-nearest neighbor density estimates***by*Mack, Y. P. & Rosenblatt, M.**16-58 Representations of general stochastic processes***by*Johnson, Dudley Paul**59-83 Spherically invariant processes: Their nonlinear structure, discrimination, and estimation***by*Huang, Steel T. & Cambanis, Stamatis**84-100 Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process***by*Csörgo, Miklós**101-115 Parametric estimation for a simple branching diffusion process***by*Kulperger, Reg**116-129 The likelihood ratio and its applications in sequential analysis***by*Eisenberg, Bennett & Ghosh, B. K.**130-137 The weak convergence of uniform measures***by*Caby, Errol**138-149 Two clarifications on the likelihood surface in functional models***by*Willassen, Yngve**150-156 On fair coin-tossing games***by*Chen, Robert & Zame, Alan**157-164 On necessary and sufficient conditions for uniform strong consistency of estimators of a density and its derivatives***by*Singh, R. S.**165-172 Orderamarts: A class of asymptotic martingales***by*Ghoussoub, N.**173-178 Summability and vector amarts***by*Ghoussoub, N.

### 1978, Volume 8, Issue 4

**487-517 On the invariance principle for sums of independent identically distributed random variables***by*Major, Péter**518-531 On the approximate behavior of the posterior distribution for an extreme multivariate observation***by*Umbach, Dale**532-549 On deviations between empirical and quantile processes for mixing random variables***by*Babu, Gutti Jogesh & Singh, Kesar**550-558 On confidence sequences for the mean vector of a multivariate normal distribution***by*Khan, Rasul A.**559-566 Extendibility of spherical matrix distributions***by*Dawid, A. P.**567-572 Mixed autoregressive-moving average multivariate processes with time-dependent coefficients***by*Hallin, Marc**573-578 Correlations of functions of normal variables***by*Gutmann, Sam**579-583 Some remarks on the strong law of large numbers for Banach-space valued weakly integrable random variables***by*Bozorgnia, A. & Rao, M. Bhaskara**584-588 Note on multidimensional empirical processes for [phi]-mixing random vectors***by*Yoshihara, Ken-ichi**589-597 On almost sure convergence of Cesaro averages of subsequences of vector-valued functions***by*Suchanek, Ana Maria**598-613 On the central limit theorem in Banach spaces***by*de Araujo, Aloisio Pessoa

### 1978, Volume 8, Issue 3

**335-345 A class of multivariate symmetric stable distributions***by*de Silva, Basil M.**346-360 Properties of certain symmetric stable distributions***by*Miller, Grady**361-371 On the asymptotic distribution of multivariate M-estimates***by*Carroll, Raymond J.**372-379 Minimax Bayes estimators of a multivariate normal mean***by*Faith, Ray E.**380-395 A class of bivariate Poisson processes***by*Griffiths, R. C. & Milne, R. K.**396-404 Nonnull distributions of some statistics associated with testing for the equality of two covariance matrices***by*Nagarsenker, B. N.**405-412 A class of bivariate distributions including the bivariate logistic***by*Ali, Mir M. & Mikhail, N. N. & Haq, M. Safiul**413-429 Identifiability of the multinormal and other distributions under competing risks model***by*Basu, A. P. & Ghosh, J. K.**430-452 Martingales and the Robbins-Monro procedure in D[0, 1]***by*Walk, H.**453-467 Some optimization problems with applications to canonical correlations and sphericity tests***by*Khatri, C. G.**468-478 Inference in canonical correlation analysis***by*Glynn, William J. & Muirhead, Robb J.**479-485 Testing independence of variates in an infinitely divisible random vector***by*Sclove, Stanley L.

### 1978, Volume 8, Issue 2

**153-172 Optimum designs when the observations are second-order processes***by*Spruill, Carl & Studden, W. J.**173-180 Minimax estimation of a multivariate normal mean under polynomial loss***by*Berger, James O.**181-201 General theorems on rates of convergence in distribution of random variables I. General limit theorems***by*Butzer, P. L. & Hahn, L.**202-221 General theorems on rates of convergence in distribution of random variables II. Applications to the stable limit laws and weak law of large numbers***by*Butzer, P. L. & Hahn, L.**222-232 A convergence theorem for spectral factorization***by*Wilson, G. Tunnicliffe**233-243 The distribution of the likelihood ratio for additive processes***by*Brockett, Patrick L. & Hudson, William N. & Tucker, Howard G.**244-254 Some properties of bivariate Gumbel Type A distributions with proportional hazard rates***by*Elandt-Johnson, Regina C.**255-261 A characterization of the multivariate normal distribution***by*Li, Hung C.**262-267 On monotonicity of the modified likelihood ratio test for the equality of two covariances***by*Srivastava, M. S. & Khatri, C. G. & Carter, E. M.**268-273 Maximum eccentricity as a union-intersection test statistic in multivariate analysis***by*Schuenemeyer, John H. & Bargmann, Rolf E.**274-281 Minimisation of functions of a positive semidefinite matrix A subject to AX = 0***by*Calvert, Bruce & Seber, George A. F.**282-294 Convergence of weighted sums of tight random elements***by*Wei, Duan & Taylor, R. L.**295-316 Infinite-variate wide-sense Markov processes and functional analysis for bounded operator-forming vectors***by*Rosenberg, Milton**317-323 The information matrices of the parameters of multiple mixed time series***by*Newton, H. Joseph**324-327 An approximation theorem for likelihood ratios***by*Pitcher, Tom S.**328-333 A remark on the tail probability of a distribution***by*Chen, Robert

### 1978, Volume 8, Issue 1

**1-29 A third-order optimum property of the maximum likelihood estimator***by*Pfanzagl, J. & Wefelmeyer, W.**30-44 Gaussian processes with biconvex covariances***by*Berman, Simeon M.**45-54 Scaling limits of Gaussian vector fields***by*Pitt, Loren D.**55-62 Necessary conditions for normed convergence of critical multitype Bienaymé-Galton-Watson processes without variance***by*Goldstein, Martin I. & Hoppe, Fred M.**63-72 Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations***by*Fujikoshi, Y.**73-95 Nonparametric tests for multiple regression under progressive censoring***by*Majumdar, Hiranmay & Sen, Pranab Kumar**96-118 Radon-Nikodym theorems for set-valued measures***by*Hiai, Fumio**119-125 An inequality for approximate likelihood ratios***by*Pitcher, Tom S.**126-133 Asymptotic nonnull distributions for tests for reality of a covariance matrix***by*Carter, E. M. & Srivastava, M. S.**134-140 A locally most powerful invariant test for the equality of means associated with covariate discriminant analysis***by*Kariya, Takeaki & Kanazawa, Mitsuyo**141-145 On the unimodality of multivariate symmetric distribution functions of class L***by*Wolfe, Stephen James**146-150 A refinement of the Riesz decomposition for amarts and semiamarts***by*Ghoussoub, Nassif & Sucheston, Louis

### 1977, Volume 7, Issue 4

**475-490 The arithmetic of probability distributions***by*Ostrovskii, I. V.**491-511 On the multivariate two-sample problem using strong approximations of the EDF***by*Burke, Murray D.**512-524 Improved estimates for multivariate complex-normal regression with application to analysis of linear time-invariant relationships***by*Lillestøl, J.**525-534 A property of random processes with unit multiplicity***by*Ephremides, Anthony**535-550 On the square root of a positive B(*)-valued function***by*Miamee, A. G. & Salehi, H.**551-559 Some properties and generalizations of multivariate Eyraud-Gumbel-Morgenstern distributions***by*Cambanis, Stamatis**560-571 Statistical inference for a certain class of bivariate distributions***by*Anderson, Dorothy A.**572-583 Multivariate nonparametric tests for independence***by*Sinha, Bimal Kumar & Wieand, H. S.**584-588 The generalized variance of a stationary autoregressive process***by*Anderson, T. W. & Mentz, Raúl P.**589-593 On multiple Markov chains***by*Henze, Ernst & Massé, Jean-Claude & Theodorescu, Radu**594-597 A uniform bound for the deviation of empirical distribution functions***by*Devroye, Luc P.**598-601 Certain characterizations with linearity of regression in additive damage models***by*Patil, G. P. & Ratnaparkhi, M. V.**602-607 Measurable linear transformations on abstract Wiener spaces***by*Fernholz, Robert**608-613 A note on the asymptotic behavior of an entire characteristic function of a multivariate probability law***by*Dewess, Monika

### 1977, Volume 7, Issue 3

**363-373 Central limit problem on Lp (p >= 2) II. Compactness of infinitely divisible laws***by*Hamedani, G. G. & Mandrekar, V.**374-385 Minimax estimators for a multinormal precision matrix***by*Haff, L. R.**386-396 Asymptotic expansions of the distributions of the latent roots in MANOVA and the canonical correlations***by*Fujikoshi, Y.**397-408 Multivariate power series distributions and Neyman's properties for multinomials***by*Ghosh, J. K. & Sinha, Bikas Kumar & Sinha, Bimal Kumar**409-423 The estimation of a multivariate linear relation***by*Robinson, P. M.**424-439 Functional limit theorems for U-statistics in the degenerate case***by*Neuhaus, Georg**440-453 Probability measures on tensor products of Banach spaces-I***by*Chi, C. -P. G. & Bharucha-Reid, A. T.**454-460 A result on hypothesis testing for a multivariate normal distribution when some observations are missing***by*Cohen, Arthur**461-467 Zonal polynomials: An alternative approach***by*Saw, John G.**468-473 Uniform distribution on a Stiefel manifold***by*Mardia, K. V. & Khatri, C. G.

### 1977, Volume 7, Issue 2

**235-248 A multidimensional Newton-Raphson method and its applications to the existence of asymptotic Fn-estimators and their stochastic expansions***by*Michel, R.**249-264 Collision problems of random walks in two-dimensional time***by*Etemadi, Nasrollah**265-277 On some nonparametric tests for profile analysis of several multivariate samples***by*Bhapkar, V. P. & Patterson, Kenneth W.**278-285 Determining the form of the mean of a stochastic process***by*Spruill, Carl**286-291 Equivalence of two notions of continuity for stationary continuous-time information sources***by*Pursley, Michael B.**292-335 Generalizations of P. Lévy's inversion theorem***by*Masani, P.**336-362 Functions of event variables of a random system with complete connections***by*Pruscha, Helmut & Theodorescu, Radu

### 1977, Volume 7, Issue 1

**1-12 Characterization of the multivariate poisson distribution***by*Lukacs, Eugene & Beer, S.**13-27 A conditional dichotomy theorem for stochastic processes with independent increments***by*Brockett, Patrick L. & Tucker, Howard G.**28-49 Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem***by*Etemadi, N. & Kallianpur, G.**50-62 A large deviation limit theorem for multivariate distributions***by*Phillips, P. C. B.**63-73 Rates of convergence of quadratic rank statistics***by*Husková, Marie**74-81 Reduction of variance for Gaussian densities via restriction to convex sets***by*Kanter, Marek & Proppe, Harold**82-88 Tests on multiple correlation coefficient and multiple partial correlation coefficient***by*Gupta, Somesh Das**89-106 Efficiency and Cramér-Rao type lnequalities for convex loss functions***by*Kozek, Andrzej**107-124 Quantum mechanical Wiener processes***by*Cockroft, A. M. & Hudson, R. L.**125-148 A quantum-mechanical functional central limit theorem***by*Cockroft, A. M. & Gudder, S. P. & Hudson, R. L.**149-182 Integrals, conditional expectations, and martingales of multivalued functions***by*Hiai, Fumio & Umegaki, Hisaharu**183-203 Gaussian characterizations of certain Banach spaces***by*Chobanjan, S. A. & Tarieladze, V. I.**204-214 Right-continuous solutions of systems of stochastic integral equations***by*Protter, Philip**215-219 The separability of the Hilbert space generated by a stochastic process***by*Bulatovic, J. & Asic, M.**220-222 On lévy measure and integrability of the norm in C[0, 1]***by*de Araujo, Aloisio Pessoa**223-228 Asymptotic distributions for the elementary symmetric functions of two matrices under the assumption of linearity***by*de Waal, D. J.**229-233 Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test***by*Carter, E. M. & Srivastava, M. S.

### 1976, Volume 6, Issue 4

**473-499 Exponential inequalities for sums of random vectors***by*Yurinskii, V. V.**500-525 Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices***by*Sugiura, Nariaki**526-537 The canonical decomposition of bivariate distributions***by*Chesson, P. L.**538-571 Spectral integrals of operator-valued functions. II. From the study of stationary processes***by*Rosenberg, Milton**572-591 Amarts: A class of asymptotic martingales B. Continuous parameter***by*Edgar, Gerald A. & Sucheston, Louis**592-600 A representation of the characteristic function of a stable probability measure on certain TV spaces***by*Rajput, Balram S.**601-607 Fitting sampling distribution agreeing in support and moments and tables of critical values of sphericity criterion***by*John, S.**608-616 Stochastic comparisons of order statistics from heterogeneous populations, with applications in reliability***by*Proschan, F. & Sethuraman, J.**617-625 On improved estimators of the generalized variance***by*Sinha, Bimal Kumar**626-629 Estimating variance components in linear models***by*Pukelsheim, Friedrich**630-643 Quadratic variation of functionals of two-parameter Wiener process***by*Etemadi, Nasrollah & Wang, Albert T.