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Editor: de Leeuw, J.
Description: A central medium for the publication of important research in the general area of multivariate analysis, the Journal of Multivariate Analysis presents articles on fundamental theoretical aspects of the field as well as on other aspects concerned with significant applications of new theoretical methods. Although articles addressing univariate analysis are considered for publication, particular attention is given to papers that discuss problems concerned with more than one variable.
Series handle: RePEc:eee:jmvana
ISSN: 0047-259X
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Content
August 2002, Volume 82, Issue 2
- 299-330 Exact Misclassification Probabilities for Plug-In Normal Quadratic Discriminant Functions: II. The Heterogeneous Case
by McFarland, H. Richard & Richards, Donald St. P.
- 331-366 Large Sample Properties of Mixture Models with Covariates for Competing Risks
by Choi, K. C. & Zhou, X.
- 367-378 More on Stochastic Comparisons and Dependence among Concomitants of Order Statistics
by Blessinger, Todd
- 379-394 The Optimal Classification Using a Linear Discriminant for Two Point Classes Having Known Mean and Covariance
by Cooke, Tristrom & Peake, Michael
- 395-415 Measurement Error Models with Nonconstant Covariance Matrices
by Arellano-Valle, Reinaldo B. & Bolfarine, Heleno & Gasco, Loreta
- 416-421 On the Power Function of the Likelihood Ratio Test for MANOVA
by Bhaumik, Dulal Kumar & Sarka, Sanat K.
- 422-430 A Formula for the Tail Probability of a Multivariate Normal Distribution and Its Applications
by Hüsler, Jürg & Liu, Regina Y. & Singh, Kesar
- 431-444 Linear Least Squares Estimation of Regression Models for Two-Dimensional Random Fields
by Cohen, Guy & Francos, Joseph M.
- 445-456 Efficient Estimation of Two Seemingly Unrelated Regression Equations
by Liu, Aiyi
- 457-470 Principal Component Analysis from the Multivariate Familial Correlation Matrix
by Bilodeau, Martin & Duchesne, Pierre
- 471-485 On a Small Sample Adjustment for the Profile Score Function in Semiparametric Smoothing Models
by Kauermann, Göran
- 486-516 On the Asymptotics of Trimmed Best k-Nets
by Cuesta-Albertos, J. A. & García-Escudero, L. A. & Gordaliza, A.
July 2002, Volume 82, Issue 1
- 1-16 The Meta-elliptical Distributions with Given Marginals
by Fang, Hong-Bin & Fang, Kai-Tai & Kotz, Samuel
- 17-38 Assessing Goodness-of-Fit of Generalized Logit Models Based on Case-Control Data
by Zhang, Biao
- 39-64 Estimating Risk and the Mean Squared Error Matrix in Stein Estimation
by Kubokawa, T. & Srivastava, M. S.
- 65-87 Parameter Estimation in Linear Models with Heteroscedastic Variances Subject to Order Restrictions
by Hoferkamp, Carol & Das Peddada, Shyamal
- 88-110 New Multivariate Product Density Estimators
by Devroye, Luc & Krzyzak, Adam
- 111-133 Variance Estimation for High-Dimensional Regression Models
by Spokoiny, Vladimir
- 134-165 Some Extensions of Tukey's Depth Function
by Zhang, Jian
- 166-188 Local Polynomial Fitting in Semivarying Coefficient Model
by Zhang, Wenyang & Lee, Sik-Yum & Song, Xinyuan
- 189-209 Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models
by Cai, Zongwu
- 210-239 On Two Aproaches to Approximation of Multidimensional Stable Laws
by Davydov, Yu. & Nagaev, A. V.
- 240-262 Moment Properties of the Multivariate Dirichlet Distributions
by Gupta, Rameshwar D. & Richards, Donald St. P.
May 2002, Volume 81, Issue 2
- 189-204 Geometric Generalization of the Exponential Law
by Henschel, V. & Richter, W. -D.
- 205-228 Large Deviations for Quadratic Forms of Locally Stationary Processes
by Zani, Marguerite
- 229-241 Testing for Ordered Trends of Binary Responses between Contingency Tables
by Park, Chul Gyu
- 242-258 On the n-Coupling Problem
by Rüschendorf, Ludger & Uckelmann, Ludger
- 259-273 Fixed Width Confidence Region for the Mean of a Multivariate Normal Distribution
by Nagao, Hisao & Srivastava, M. S.
- 274-285 A Statistic for Testing the Null Hypothesis of Elliptical Symmetry
by Manzotti, A. & Pérez, Francisco J. & Quiroz, Adolfo J.
- 286-300 Asymptotics for the Tukey Median
by Massé, Jean-Claude
- 301-334 Bayesian Object Identification: Variants
by Ritter, Gunter & Gallegos, María Teresa
- 335-359 Asymptotic Approximations for the Distributions of the Multinomial Goodness-of-Fit Statistics under Local Alternatives
by Taneichi, Nobuhiro & Sekiya, Yuri & Suzukawa, Akio
- 360-375 Density Deconvolution in the Circular Structural Model
by Goldenshluger, Alexander
April 2002, Volume 81, Issue 1
- 1-18 An Adaptive Design for Multi-Arm Clinical Trials
by Bai, Z. D. & Hu, Feifang & Shen, Liang
- 19-27 On the Covariance between Functions
by Cuadras, C. M.
- 28-46 An Almost Surely Optimal Combined Classification Rule
by Mojirsheibani, Majid
- 47-66 Asymptotic Expansions and Bootstrap Approximations in Factor Analysis
by Ichikawa, Masanori & Konishi, Sadanori
- 67-84 Graph-Theoretic Procedures for Dimension Identification
by Brito, María R. & Quiroz, Adolfo J. & Yukich, J. E.
- 85-99 Marginal Replacement in Multivariate Densities, with Application to Skewing Spherically Symmetric Distributions
by Jones, M. C.
- 100-119 Spatially Adaptive Splines for Statistical Linear Inverse Problems
by Cardot, Hervé
- 120-127 A Characterization of Poisson-Gaussian Families by Convolution-Stability
by Koudou, A. E. & Pommeret, D.
- 128-137 On the Dependence Structure of Certain Multi-dimensional Ito Processes and Corresponding Hitting Times
by Ebrahimi, Nader
- 138-166 The Deepest Regression Method
by Van Aelst, Stefan & Rousseeuw, Peter J. & Hubert, Mia & Struyf, Anja
- 167-186 R-estimation in Autoregression with Square-Integrable Score Function
by Mukherjee, Kanchan & Bai, Z. D.
February 2002, Volume 80, Issue 2
- 191-216 Limit Theorems for the Non-linear Functional of Stationary Gaussian Processes
by Hariz, Samir Ben
- 217-233 Nonnegative Minimum Biased Quadratic Estimation in Mixed Linear Models
by Gnot, Stanislaw & Grzadziel, Mariusz
- 234-255 Set-Indexed Conditional Empirical and Quantile Processes Based on Dependent Data
by Polonik, Wolfgang & Yao, Qiwei
- 256-284 Wavelet Threshold Estimation of a Regression Function with Random Design
by Zhang, Shuanglin & Wong, Man-Yu & Zheng, Zhongguo
- 285-301 Minimax Hierarchical Empirical Bayes Estimation in Multivariate Regression
by Oman, Samuel D.
- 302-321 Likelihood-Based Local Polynomial Fitting for Single-Index Models
by Huh, J. & Park, B. U.
- 322-343 Parameter Estimation for Controlled Semilinear Stochastic Systems: Identifiability and Consistency
by Goldys, B. & Maslowski, B.
- 344-357 On Stochastic Orders for Sums of Independent Random Variables
by Korwar, Ramesh M.
- 358-377 The Sample Covariance Is Not Efficient for Elliptical Distributions
by Falk, Michael
January 2002, Volume 80, Issue 1
- 1-20 Normal Approximation Rate and Bias Reduction for Data-Driven Kernel Smoothing Estimator in a Semiparametric Regression Model
by Hong, Sheng-Yan
- 21-42 Optimal Spherical Deconvolution
by Kim, Peter T. & Koo, Ja-Yong
- 43-57 On Distribution-Free Tests for the Multivariate Two-Sample Location-Scale Model
by Rousson, Valentin
- 58-66 Concentration Probabilities for Restricted and Unrestricted MLEs
by Iwasa, Manabu & Moritani, Yoshiya
- 67-72 A Simple Derivation of a Complicated Prophet Region
by Saint-Mont, Uwe
- 73-100 Prediction from Randomly Right Censored Data
by Kohler, Michael & Máthé, Kinga & Pintér, Márta
- 101-126 Bayesian Inference for Multivariate Survival Data with a Cure Fraction
by Chen, Ming-Hui & Ibrahim, Joseph G. & Sinha, Debajyoti
- 127-137 Averaged Singular Integral Estimation as a Bias Reduction Technique
by Delgado, Miguel A. & Vidal-Sanz, Jose M.
- 138-165 Eigenstructures of Spatial Design Matrices
by Gorsich, David J. & Genton, Marc G. & Strang, Gilbert
- 166-188 Empirical Likelihood Ratio in Terms of Cumulative Hazard Function for Censored Data
by Pan, Xiao-Rong & Zhou, Mai
November 2001, Volume 79, Issue 2
- 171-190 Multiway Dependence in Exponential Family Conditional Distributions
by Lee, Jaehyung & Kaiser, Mark S. & Cressie, Noel
- 191-218 A Nonparametric Test of Serial Independence for Time Series and Residuals
by Ghoudi, Kilani & Kulperger, Reg J. & Rémillard, Bruno
- 219-225 A Test of Multivariate Independence Based on a Single Factor Model
by Wong, M. Y. & Cox, D. R.
- 226-250 Double k-Class Estimators in Regression Models with Non-spherical Disturbances
by Wan, Alan T. K. & Chaturvedi, Anoop
- 251-274 Asymptotic Limit of the Bayes Actions Set Derived from a Class of Loss Functions
by Abraham, Christophe
- 275-294 Influence Diagnostics in Common Principal Components Analysis
by Gu, Hong & Fung, Wing K.
- 295-315 Inference for the Mean Difference in the Two-Sample Random Censorship Model
by Wang, Qihua & Wang, Jane-Ling
October 2001, Volume 79, Issue 1
- 1-32 Semiparametric Mixtures in Case-Control Studies
by Murphy, S. A. & van der Vaart, A. W.
- 33-51 Inadmissibility of the Maximum Likekihood Estimator of Normal Covariance Matrices with the Lattice Conditional Independence
by Konno, Yoshihiko
- 52-70 On the Hausdorff Dimension of the Set Generated by Exceptional Oscillations of a Two-Parameter Wiener Process
by Dindar, Zacharie
- 71-88 Statistical Inference Concerning Several Redundancy Indices
by Lazraq, Aziz & Cléroux, Robert
- 89-98 Consecutive Collapsibility of Odds Ratios over an Ordinal Background Variable
by Guo, Jianhua & Geng, Zhi & Fung, Wing-Kam
- 99-113 A General Class of Multivariate Skew-Elliptical Distributions
by Branco, Márcia D. & Dey, Dipak K.
- 114-137 Estimation of the Asymptotic Variance of Kernel Density Estimators for Continuous Time Processes
by Guillou, Armelle & Merlevède, Florence
- 138-155 A Martingale Approach to the Copula-Graphic Estimator for the Survival Function under Dependent Censoring
by Rivest, Louis-Paul & Wells, Martin T.
August 2001, Volume 78, Issue 2
- 161-190 Local Power Properties of Kernel Based Goodness of Fit Tests
by Gouriéroux, Christian & Tenreiro, Carlos
- 191-217 The Law of the Iterated Logarithm and Central Limit Theorem for L-Statistics
by Li, Deli & Bhaskara Rao, M. & Tomkins, R. J.
- 218-234 Change-Point Detection in Long-Memory Processes
by Horváth, Lajos
- 235-251 Relative Stability for Strictly Stationary Sequences
by Szewczak, Zbigniew S.
- 252-271 Efficiency and Robustness of a Resampling M-Estimator in the Linear Model
by Hu, Feifang
- 272-298 The Weak Convergence for Functions of Negatively Associated Random Variables
by Zhang, Li-Xin
- 299-318 Estimating a Distribution Function for Censored Time Series Data
by Cai, Zongwu
July 2001, Volume 78, Issue 1
- 1-10 Characterization of the Spectra of Periodically Correlated Processes
by Makagon, Andrzej
- 11-36 Highly Robust Estimation of Dispersion Matrices
by Ma, Yanyuan & Genton, Marc G.
- 37-61 Censored Partial Linear Models and Empirical Likelihood
by Qin, Gengsheng & Jing, Bing-Yi
- 62-82 Inferences on a Normal Covariance Matrix and Generalized Variance with Monotone Missing Data
by Hao, Jian & Krishnamoorthy, K.
- 83-102 Asymptotics for Homogeneity Tests Based on a Multivariate Random Effects Proportional Hazards Model
by Bordes, Laurent & Commenges, Daniel
- 103-138 The Vervaat Process in Lp Spaces
by Csörgo, Miklós & Zitikis, Ricardas
- 139-158 U-Statistics for Change under Alternatives
by Gombay, Edit
May 2001, Volume 77, Issue 2
- 163-174 Identifiability of Modified Power Series Mixtures via Posterior Means
by Gupta, Arjun K. & Nguyen, Truc T. & Wang, Yinning & Wesolowski, Jacek
- 175-186 Other Classes of Minimax Estimators of Variance Covariance Matrix in Multivariate Normal Distribution
by Hara, Hisayuki
- 187-228 Second Order Hadamard Differentiability in Statistical Applications
by Ren, Jian-Jian & Sen, Pranab Kumar
- 229-238 Complex Stable Sums of Complex Stable Random Variables
by Hudson, William N. & Veeh, Jerry Alan
- 239-269 A Class of Robust Principal Component Vectors
by Kamiya, Hidehiko & Eguchi, Shinto
- 270-285 Hölder Exponent for a Two-Parameter Lévy Process
by Lagaize, Sandrine
- 286-294 Certain Characterizations of Normal Distribution via Transformations
by Hamedani, G. G. & Volkmer, Hans
- 295-317 Modeling and Exploring Multivariate Spatial Variation: A Test Procedure for Isotropy of Multivariate Spatial Data
by Jona-Lasinio, Giovanna
April 2001, Volume 77, Issue 1
- 1-20 Modifications of the Rayleigh and Bingham Tests for Uniformity of Directions
by Jupp, P. E.
- 21-53 Exact Misclassification Probabilities for Plug-In Normal Quadratic Discriminant Functions. I. The Equal-Means Case
by McFarland, H. Richard & Richards, Donald St. P.
- 54-72 Robust Bayesian Inference on Scale Parameters
by Fernández, Carmen & Osiewalski, Jacek & Steel, Mark F. J.
- 73-83 Exact Strong Laws for Multidimensionally Indexed Random Variables
by Adler, André
- 84-116 Another Look at Principal Curves and Surfaces
by Delicado, Pedro
- 117-137 An Expectation Formula for the Multivariate Dirichlet Distribution
by Letac, Gérard & Massam, Hélène & Richards, Donald
- 138-161 Influence Function of Halfspace Depth
by Romanazzi, Mario
February 2001, Volume 76, Issue 2
- 159-191 Nonparametric Estimation of the Dependence Function in Bivariate Extreme Value Distributions
by Jiménez, Javier Rojo & Villa-Diharce, Enrique & Flores, Miguel
- 192-213 Characteristic Functions of 1-Spherical and 1-Norm Symmetric Distributions and Their Applications
by Ng, Kai Wang & Tian, Guo-Liang
- 214-225 Reliability Studies of Bivariate Distributions with Pareto Conditionals
by Gupta, Ramesh C.
- 226-248 Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
by Danielsson, J. & de Haan, L. & Peng, L. & de Vries, C. G.
- 249-266 Extended Gauss-Markov Theorem for Nonparametric Mixed-Effects Models
by Huang, Su-Yun & Lu, Henry Horng-Shing
- 267-276 Admissibility of Confidence Estimators in the Regression Model
by Wang, Hsiuying
- 277-293 MU-Estimation and Smoothing
by Liu, Z. J. & Rao, C. R.
- 294-315 Invariant Tests for Covariance Structures in Multivariate Linear Model
by Nyblom, Jukka
January 2001, Volume 76, Issue 1
- 1-34 On Marginal Quasi-Likelihood Inference in Generalized Linear Mixed Models
by Sutradhar, Brajendra C. & Rao, R. Prabhakar
- 35-62 Efficient Variable Screening for Multivariate Analysis
by Duarte Silva, António Pedro
- 63-89 Stochastic Bounds and Dependence Properties of Survival Times in a Multicomponent Shock Model
by Li, Haijun & Xu, Susan H.
- 90-109 On Local Moments
by Müller, Hans-Georg & Yan, Xin
- 110-137 Analysis of Variance in Nonparametric Regression Models
by Dette, Holger & Derbort, Stephan
- 138-152 Robust Improvement in Estimation of a Mean Matrix in an Elliptically Contoured Distribution
by Kubokawa, T. & Srivastava, M. S.
November 2000, Volume 75, Issue 2
- 163-183 Common Principal Components for Dependent Random Vectors
by Neuenschwander, Beat E. & Flury, Bernard D.
- 184-218 Asymptotic Expansions for Large Deviation Probabilities of Noncentral Generalized Chi-Square Distributions
by Richter, W. -D. & Schumacher, J.
- 219-244 Design Adaptive Nearest Neighbor Regression Estimation
by Guerre, Emmanuel
- 245-268 LR Tests for Random-Coefficient Covariance Structures in an Extended Growth Curve Model
by Fujikoshi, Yasunori & von Rosen, Dietrich
- 269-278 On a Theorem of T. Gneiting on [alpha]-Symmetric Multivariate Characteristic Functions
by zu Castell, Wolfgang
- 279-294 ISO* Property of Two-Parameter Compound Poisson Distributions with Applications
by Ma, Chunsheng
- 295-313 Parallel Principal Axes
by Tarpey, Thaddeus
October 2000, Volume 75, Issue 1
- 1-12 Unbiased Estimation in the Non-central Chi-Square Distribution
by López-Blázquez, F.
- 13-35 Multivariate Survival Functions with a Min-Stable Property
by Joe, Harry & Ma, Chunsheng
- 36-46 Best Bounds in Doob's Maximal Inequality for Bessel Processes
by Pedersen, Jesper Lund
- 47-61 Fitting Smooth Histories to Rotation Data
by Hanna, Martin S. & Chang, Ted
- 62-78 Nonparametric Notions of Multivariate "Scatter Measure" and "More Scattered" Based on Statistical Depth Functions
by Zuo, Yijun & Serfling, Robert
- 79-111 Shrinkage Estimation towards a Closed Convex Set with a Smooth Boundary
by Kuriki, Satoshi & Takemura, Akimichi
- 112-142 Average Regression Surface for Dependent Data
by Cai, Zongwu & Fan, Jianqing
- 143-162 Statistical Aspects of Perpetuities
by Grübel, Rudolf & Pitts, Susan M.
August 2000, Volume 74, Issue 2
- 163-192 On the Conditional Variance for Scale Mixtures of Normal Distributions
by Cambanis, Stamatis & Fotopoulos, Stergios B. & He, Lijian
- 193-221 M-Estimators Converging to a Stable Limit
by Arcones, Miguel A.
- 222-244 Spectral Density for Third Order Cumulants under Strong Mixing Conditions
by Miller, Curtis
- 245-266 Estimation of Linear Error-in-Covariables Models with Validation Data Under Random Censorship
by Wang, Qihua
- 267-281 Multivariate Dispersion Models
by Jørgensen, Bent & Lauritzen, Steffen L.
- 282-295 Degeneracy in Heteroscedastic Regression Models
by Li, Kim-Hung & Chan, Nai Ng
July 2000, Volume 74, Issue 1
- 1-35 Optimal Tests for the General Two-Sample Problem
by Ferger, Dietmar
- 36-48 Multivariate Normal Distributions Parametrized as a Riemannian Symmetric Space
by Lovric, Miroslav & Min-Oo, Maung & Ruh, Ernst A.
- 49-68 Asymptotic Normality of Posterior Distributions for Exponential Families when the Number of Parameters Tends to Infinity
by Ghosal, Subhashis
- 69-87 General Properties and Estimation of Conditional Bernoulli Models
by Chen, Sean X.
- 88-115 Bivariate Density Estimation with Randomly Truncated Data
by Gürler, Ülkü & Prewitt, Kathryn
- 116-134 Variable Bandwidth Selection in Varying-Coefficient Models
by Zhang, Wenyang & Lee, Sik-Yum
- 135-161 Combining Different Procedures for Adaptive Regression
by Yang, Yuhong
May 2000, Volume 73, Issue 2
- 155-165 A Determinant Representation for the Distribution of Quadratic Forms in Complex Normal Vectors
by Gao, Hongsheng & Smith, Peter J.
- 166-179 Asymptotic Properties of Backfitting Estimators
by Opsomer, Jean D.
- 180-198 The Structure of a Linear Model: Sufficiency, Ancillarity, Invariance, Equivariance, and the Normal Distribution
by Bischoff, Wolfgang
- 199-220 The Construction of Multivariate Distributions from Markov Random Fields
by Kaiser, Mark S. & Cressie, Noel
- 221-240 Noninformative Priors for Multivariate Linear Calibration
by Yin, Ming
- 241-261 Limit Laws for Symmetric k-Tensors of Regularly Varying Measures
by Meerschaert, Mark M. & Scheffler, Hans-Peter
- 262-281 Stochastic Comparisons and Dependence among Concomitants of Order Statistics
by Khaledi, Baha-Eldin & Kochar, Subhash
- 282-283 A Note on the Multivariate Normal Hazard
by Ma, Chunsheng
April 2000, Volume 73, Issue 1
- 1-17 Error Bounds for Asymptotic Approximations of the Linear Discriminant Function When the Sample Sizes and Dimensionality are Large
by Fujikoshi, Yasunori
- 18-40 Estimation of Densities and Derivatives of Densities with Directional Data
by Klemelä, Jussi
- 41-54 A Determinant Representation for the Distribution of a Generalised Quadratic Form in Complex Normal Vectors
by Smith, Peter J. & Gao, Hongsheng
- 55-81 On Positive Definiteness of Some Functions
by Zastavnyi, Victor P.
- 82-106 Robustness of Deepest Regression
by Van Aelst, Stefan & Rousseeuw, Peter J.
- 107-119 Some Remarks on the Supermodular Order
by Müller, Alfred & Scarsini, Marco
- 120-135 On Parameters of Increasing Dimensions
by He, Xuming & Shao, Qi-Man
- 136-154 Asymptotic Normality for L1 Norm Kernel Estimator of Conditional Median under [alpha]-Mixing Dependence
by Zhou, Yong & Liang, Hua
February 2000, Volume 72, Issue 2
- 151-162 High Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis
by He, Xuming & Fung, Wing K.
- 163-182 On the Joint Distribution of a Quadratic and a Linear Form in Normal Variables
by Schöne, Alexander & Schmid, Wolfgang
- 183-207 Adaptive Semiparametric Estimation of the Memory Parameter
by Giraitis, Liudas & Robinson, Peter M. & Samarov, Alexander
- 208-229 Singularly Perturbed Markov Chains: Convergence and Aggregation
by Yin, G. & Zhang, Q. & Badowski, G.
- 230-248 Inferences on Correlation Coefficients in Some Classes of Nonnormal Distributions
by Yuan, Ke-Hai & Bentler, Peter M.
- 249-263 Transformations with Improved Chi-Squared Approximations
by Fujikoshi, Yasunori
- 264-309 The Accuracy and the Computational Complexity of a Multivariate Binned Kernel Density Estimator
by Holmström, Lasse
January 2000, Volume 72, Issue 1
- 1-21 On the Loss of Information Due to Nonrandom Truncation
by Falk, Michael & Marohn, Frank
- 22-29 Universal Inadmissibility of Least Squares Estimator
by Lu, Chang-Yu & Shi, Ning-Zhong
- 30-49 Bivariate Distributions with Given Extreme Value Attractor
by Capéraà, Philippe & Fougères, Anne-Laure & Genest, Christian
- 50-77 Properties of Likelihood Inference for Order Restricted Models
by Cohen, Arthur & Kemperman, J. H. B. & Sackrowitz, Harold B.
- 78-99 Restricted Regression Quantiles
by Zhao, Quanshui
- 100-119 Canonical Analysis Applied to Multivariate Analysis of Variance
by Lejeune, Michel & Calinski, Tadeusz
- 120-131 Optimum Designs for a Multiresponse Regression Model
by Imhof, Lorens
- 132-148 Empirical Likelihood for Partially Linear Models
by Shi, Jian & Lau, Tai-Shing
November 1999, Volume 71, Issue 2
- 161-190 Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator
by Croux, Christophe & Haesbroeck, Gentiane
- 191-240 Asymptotic Normality of a Combined Regression Estimator
by Fan, Yanqin & Ullah, Aman
- 241-261 Dependent Hazards in Multivariate Survival Problems
by Yashin, Anatoli I. & Iachine, Ivan A.
- 262-276 Functional Principal Components Analysis by Choice of Norm
by Ocaña, F. A. & Aguilera, A. M. & Valderrama, M. J.
- 277-296 Properties of Prior and Posterior Distributions for Multivariate Categorical Response Data Models
by Chen, Ming-Hui & Shao, Qi-Man
October 1999, Volume 71, Issue 1
- 1-23 Shortcomings of Generalized Affine Invariant Skewness Measures
by Gutjahr, Steffen & Henze, Norbert & Folkers, Martin
- 24-41 Strongly Consistent Nonparametric Forecasting and Regression for Stationary Ergodic Sequences
by Yakowitz, Sidney & Györfi, László & Kieffer, John & Morvai, Gusztáv
- 42-55 Stochastic Comparisons for Multivariate Shock Models
by Pellerey, Franco
- 56-66 Application of the Limit of Truncated Isotonic Regression in Optimization Subject to Isotonic and Bounding Constraints
by Hu, Xiaomi
- 67-75 On Maximum Entropy Characterization of Pearson's Type II and VII Multivariate Distributions
by Zografos, K.
- 76-93 An Almost Sure Central Limit Theorem for Stochastic Approximation Algorithms
by Pelletier, Mariane
- 94-110 Spatial Sampling Design Based on Stochastic Complexity
by Bueso, M. C. & Angulo, J. M. & Qian, G. & Alonso, F. J.
- 111-124 Covariance Adjustments in Discrimination of Mixed Discrete and Continuous Variables
by Leung, Chi-Ying
- 125-144 Strong Universal Pointwise Consistency of Some Regression Function Estimates
by Algoet, Paul & Györfi, László
- 145-159 Moment Estimator for Random Vectors with Heavy Tails
by Meerschaert, Mark M. & Scheffler, Hans-Peter
August 1999, Volume 70, Issue 2
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