# Elsevier

# Journal of Multivariate Analysis

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### December 1987, Volume 23, Issue 2

**220-232 Maximum likelihood estimation for birth and multidimensional Brownian process***by*Dharmadhikari, Shailaja**233-256 Multivariate Liouville distributions***by*Gupta, Rameshwar D. & Richards, Donald St.P.**257-275 Stochastic rearrangement inequalities***by*Chan, Wai & D'Abadie, Catherine & Proschan, Frank**276-286 Bivariate CDF iterations and asymptotic independence***by*Dorea, C.C.Y. & Sastrosoewignjo, S.**290-302 Asymptotic results in robust quasi-bayesian estimation***by*Ritov, Ya'acov**303-311 Asymptotic optimality of multivariate linear hypothesis tests***by*Baringhaus, Ludwig**312-329 On dominations between measures of dependence***by*Bradley, Richard C. & Bryc, Wlodzimierz & Janson, Svante

### October 1987, Volume 23, Issue 1

**1-12 On characterization of linear admissible estimators: An extension of a result due to C. R. Rao***by*Zontek, Stefan**13-36 Asymptotics of special functions and the central limit theorem on the space [Weierstrass p]n of positive n - n matrices***by*Terras, Audrey**37-46 The intersection local time of fractional Brownian motion in the plane***by*Rosen, Jay**47-66 Multivariate reciprocal stationary Gaussian processes***by*Carmichael, J.P. & MasseÂ´, J.C. & Theodorescu, R.**67-76 Necessary and sufficient consistency conditions for a recursive kernel regression estimate***by*Greblicki, Wlodzimierz & Pawlak, Miroslaw**77-92 Strong consistency of least squares estimates in linear regression models driven by semimartingales***by*Le Breton, A. & Musiela, M.**93-118 A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables***by*Rao, M. Bhaskara & Krishnaiah, P.R. & Subramanyam, K.**119-130 Detecting change in a random sequence***by*CsoÂ¨rgo, MikloÂ´s & HorvaÂ´th, Lajos**131-158 On the use of compactly supported density estimates in problems of discrimination***by*Hall, Peter**159-168 Convergence of stochastic empirical measures***by*Beran, R.J. & Le Cam, L. & Millar, P.W.

### August 1987, Volume 22, Issue 2

**177-188 Test for a specified signal when the noise covariance matrix is unknown***by*Khatri, C. G. & Rao, C. Radhakrishna**189-211 Some new approaches to multivariate probability distributions***by*Shanbhag, D. N. & Kotz, S.**212-229 Approximations for multivariate U-statistics***by*Götze, F.**230-244 Asymptotically optimal selection of a piecewise polynomial estimator of a regression function***by*Chen, Keh-Wei**245-250 Dimensions of spaces of homogeneous zero regression polynomials***by*Kushner, H. B.**251-257 On a class of asymptotically stationary harmonizable processes***by*Dehay, Dominique**258-277 Central limit theorem for quadratic forms for sparse tables***by*Burman, Prabir**278-295 Strictly operator-stable distributions***by*Sato, Ken-iti**296-312 Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators***by*Stahel, Werner A.**313-339 The central limit theorem for weighted empirical processes indexed by sets***by*Alexander, Kenneth S.

### June 1987, Volume 22, Issue 1

**1-12 On the performance of the linear discriminant function for spherical distributions***by*Koutras, Markos**13-23 A class of infinitely divisible multivariate negative binomial distributions***by*Griffiths, R. C. & Milne, R. K.**24-50 A central limit theorem applicable to robust regression estimators***by*Portnoy, Stephen**51-64 The asymptotic distributions of some estimators for a factor analysis model***by*Amemiya, Yasuo & Fuller, Wayne A. & Pantula, Sastry G.**65-73 Nuclear subspace of L0 and the Kernel of a linear measure***by*Okazaki, Yoshiaki & Takahashi, Yasuji**74-78 An elementary proof of the Knight-Meyer characterization of the Cauchy distribution***by*Dunau, Jean-Louis & Senateur, Henri**79-93 Strong consistency and rates for recursive probability density estimators of stationary processes***by*Masry, Elias & Györfi, László**94-105 Comparison between the locally most powerful unbiased and Rao's tests***by*Mukerjee, Rahul & Chandra, Tapas K.**106-125 Stationary fields with positive angle***by*Makagon, A. & Salehi, H.**126-136 Minimaxity of Pitman estimators***by*Milbrodt, Hartmut**137-143 Estimation under -invariant quasi-convex loss***by*Mosler, K. C.**144-155 A central limit theorem for non-instantaneous filters of a stationary Gaussian process***by*Ho, Hwai-Chung & Sun, Tze-Chien**156-176 Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series***by*Taniguchi, M. & Krishnaiah, P. R.

### April 1987, Volume 21, Issue 2

**189-206 Cross-validation and the smoothing of orthogonal series density estimators***by*Hall, Peter**207-237 On tests for selection of variables and independence under multivariate regression models***by*Kariya, T. & Fujikoshi, Y. & Krishnaiah, P. R.**238-249 An everywhere convergent series representation of the distribution of Hotelling's generalized T02***by*Phillips, P. C. B.**250-262 Approximation of intermediate quantile processes***by*Csörgo, Miklós & Horváth, Lajos**263-273 The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes***by*Einmahl, J. H. J. & Ruymgaart, F. H.**274-295 Second-order linearity of the general signed-rank statistic***by*Kersting, G.**296-311 A simple alternative derivation of a useful theorem in linear "errors-in-variables" regression models together with some clarifications***by*Willassen, Yngve**312-323 Sufficiency and completeness in the linear model***by*Mueller, Jochen**324-336 On sample path properties of semistable processes***by*Rajput, Balram S. & Rama-Murthy, Kavi

### February 1987, Volume 21, Issue 1

**1-28 Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes***by*Taniguchi, Masanobu**29-52 Convergence results for maximum likelihood type estimators in multivariable ARMA models***by*Pötscher, B. M.**53-66 A differential equations approach to the modal location for a family of bivariate gamma distributions***by*Brewer, D. W. & Tubbs, J. D. & Smith, O. E.**67-78 Asymptotic theory for robust principal components***by*Boente, Graciela**79-104 Employing vague prior information in the construction of confidence sets***by*Casella, George & Hwang, Jiunn Tzon**105-127 Multiple stochastic integrals with dependent integrators***by*Fox, Robert & Taqqu, Murad S.**128-138 Compact group actions, spherical bessel functions, and invariant random variables***by*Gross, Kenneth I. & Richards, Donald St. P.**139-157 Spectral representation of semistable processes, and semistable laws on Banach spaces***by*Rajput, Balram S. & Rama-Murthy, Kavi**158-167 Extremality and the global Markov property. I. The Euclidean fields on a lattice***by*Zegarlinski, Boguslaw**168-178 Exponential bounds of mean error for the nearest neighbor estimates of regression functions***by*Zhao, L. C.**179-188 Almost sure L1-norm convergence for data-based histogram density estimates***by*Chen, X. R. & Zhao, L. C.

### December 1986, Volume 20, Issue 2

**175-189 Rates of convergence for classes of functions: The non-i.i.d. case***by*Yukich, J. E.**190-204 Multidimensional large deviation local limit theorems***by*Chaganty, Narasinga R. & Sethuraman, J.**205-219 On the angle between past and future for multivariate stationary stochastic processes***by*Miamee, A. G.**220-243 Robust estimation in the linear model with asymmetric error distributions***by*Collins, J. R. & Sheahan, J. N. & Zheng, Z.**244-250 The distribution of a generalized least squares estimator with covariance adjustment***by*Kenward, M. G.**251-264 Transformations preserving normality and Wishart-ness***by*Nabeya, Seiji & Kariya, Takeaki**265-271 On the limiting Pitman efficiency of some rank tests of independence***by*Ledwina, Teresa**272-276 A characterization of spherical distributions***by*Eaton, Morris L.**277-302 On stochastic integral representation of stable processes with sample paths in Banach spaces***by*Rosinski, Jan**303-320 Uniform bound in the central limit theorem for Banach space valued dependent random variables***by*Rhee, WanSoo & Talagrand, Michel**321-326 A random CLT for dependent random variables***by*Sugiman, Ikuo**327-329 Non-linear prediction of the degree n of a Gaussian N-ple Markov process***by*Ivkovic, Z. A.

### October 1986, Volume 20, Issue 1

**1-25 On detection of the number of signals in presence of white noise***by*Zhao, L. C. & Krishnaiah, P. R. & Bai, Z. D.**26-49 On detection of the number of signals when the noise covariance matrix is arbitrary***by*Zhao, L. C. & Krishnaiah, P. R. & Bai, Z. D.**50-68 Limiting spectral distribution for a class of random matrices***by*Yin, Y. Q.**69-90 Multivariate splines: A probabilistic perspective***by*Karlin, S. & Micchelli, C. A. & Rinott, Y.**91-113 Random approximations to some measures of accuracy in nonparametric curve estimation***by*Marron, James Stephen & Härdle, Wolfgang**114-128 Strong approximations of the Q-Q process***by*Aly, Emad-Eldin A. A.**129-142 Limits of translation invariant experiments***by*Janssen, Arnold**143-154 Hitting a boundary point by diffusions in the closed half space***by*Ramasubramanian, S.**155-160 Characterization of Hilbert spaces by the strong law of large numbers***by*Kawabe, Jun**161-174 Estimation of parameters for Hilbert space-valued partially observable stochastic processes***by*Loges, Wilfried

### August 1986, Volume 19, Issue 2

**201-224 On powerful distributional tests based on sample spacings***by*Hall, Peter**225-239 Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem***by*Hall, Peter & Wightwick, J. C. H.**240-250 On the errors-in-variables problem for time series***by*Robinson, P. M.**251-264 Bandwidth choice for differentiation***by*Rice, John A.**265-272 On certain random simplices in n***by*Anderson, W. J.**273-279 Central limit theorem for perturbed empirical distribution functions evaluated at a random point***by*Puri, Madan L. & Ralescu, Stefan S.**280-298 Positive definite symmetric functions on finite dimensional spaces. I. Applications of the Radon transform***by*Richards, Donald St. P.**299-310 Invariance principles under weak dependence***by*Peligrad, Magda**311-328 Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions***by*Hitsuda, Masuyuki & Mitoma, Itaru**329-341 Supplements to operator-stable and operator-semistable laws on Euclidean spaces***by*Siebert, Eberhard**342-347 Domains of attraction of nonnormal operator-stable laws***by*Meerschaert, Mark M.**348-365 Local times of continuous N-parameter strong martingales***by*Imkeller, Peter

### June 1986, Volume 19, Issue 1

**1-13 Convergence properties of an empirical error criterion for multivariate density estimation***by*Marron, James Stephen**14-23 Selecting a minimax estimator doing well at a point***by*Zheng, Z.**24-47 Spectral factorization of wide sense stationary processes on 2***by*Korezlioglu, Hayri & Loubaton, Philippe**48-66 Approximating hierarchical normal priors using a vague component***by*Haitovsky, Yoel & Zidek, James V.**67-87 Bimeasures and measures induced by planar Stochastic integrators***by*Merzbach, Ely & Zakai, Moshe**88-112 Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality***by*Kertz, Robert P.**113-118 Two Lil-type results for the Brownian bridge***by*Sen, Pradip Kumar**119-131 Recent contributions to the embedding problem for probability measures on a locally compact group***by*Heyer, H.**132-141 Generalized least squares estimation of the functional multivariate linear errors-in-variables model***by*Dahm, P. Fred & Fuller, Wayne A.**142-155 Optimal stratification and clustering on the line using the 1-norm***by*Butler, Ronald W.**156-161 The greatest invariance-group of multivariate models***by*Banken, Ludger**162-182 Gaussian measures on Orlicz spaces and abstract Wiener spaces***by*Lawniczak, Anna T.**183-188 A remark on semiparametric models***by*Pfanzagl, J.**189-200 On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic***by*Bai, Z. D. & Yin, Y. Q. & Krishnaiah, P. R.

### April 1986, Volume 18, Issue 2

**169-177 Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented***by*Wijsman, Robert A.**178-186 The problem of identification of parameters by the distribution of the maximum random variable***by*Mukherjea, A. & Nakassis, A. & Miyashita, J.**187-215 Second order asymptotics in nonlinear regression***by*Schmidt, Wolfgang H. & Zwanzig, S.**216-224 Computation of the maximum likelihood estimate of a noncentrality parameter***by*Spruill, M. C.**225-241 Parametric estimation for simple branching diffusion processes, II***by*Kulperger, Reg**242-273 Prophet regions and sharp inequalities for pth absolute moments of martingales***by*Cox, David C. & Kertz, Robert P.**274-286 Random creation and dispersion of mass***by*Wulfsohn, Aubrey**287-299 Applications of integration by parts formula for infinite-dimensional semimartingales***by*Ustunel, A. S.

### February 1986, Volume 18, Issue 1

**1-31 Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes***by*Taniguchi, Masanobu**32-45 Limit theorems for the multivariate binomial distribution***by*Hudson, William N. & Tucker, Howard G. & Veeh, Jerry A.**46-51 The multivariate Laplace-De Moivre Theorem***by*Veeh, Jerry Alan**52-69 Some sojourn time problems for 2-dimensional Gaussian processes***by*Maejima, Makoto**70-82 On estimation of matrix of normal mean***by*Zheng, Z.**83-92 Learn-merge invariance of priors: A characterization of the Dirichlet distributions and processes***by*Böge, W. & Möcks, J.**93-106 Cramér-von Mises statistics based on the sample quantile function and estimated parameters***by*LaRiccia, Vincent & Mason, David M.**107-116 Computation of variance components by the MINQUE method***by*Kleffe, J. & Seifert, B.**117-126 Invariant prediction regions with smallest expected measure***by*Hooper, Peter M.**127-137 Strongly and weakly harmonizable stochastic processes of H-valued random variables***by*Kakihara, Yûichirô**138-149 Third order efficient tests in exponential lattice models***by*Hipp, C.**150-168 Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators***by*Härdle, Wolfgang

### December 1985, Volume 17, Issue 3

**245-260 Laws of large numbers for classes of functions***by*Yukich, J. E.**261-278 Edgeworth expansions for sampling without replacement from finite populations***by*Babu, G. Jogesh & Singh, Kesar**279-303 Stochastic integration on partially ordered sets***by*Hürzeler, Harry E.**304-315 Invariance and independence in multivariate distribution theory***by*Dawid, A. P.**316-332 p-Norm bounds on the expectation of the maximum of a possibly dependent sample***by*Arnold, Barry C.**333-349 Some partial orderings of exchangeable random variables by positive dependence***by*Shaked, Moshe & Tong, Y. L.

### October 1985, Volume 17, Issue 2

**107-126 Second-order risk comparison of SLSE with GLSE and MLE in a regression with serial correlation***by*Toyooka, Yasuyuki**127-147 Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions***by*Bock, M. E.**148-167 A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics***by*Denker, Manfred & Puri, Madan L. & Rösler, Uwe**168-184 M-Methods in multivariate linear models***by*Singer, Julio Motta & Sen, Pranab Kumar**185-206 On the theory of Banach space valued multifunctions. 1. Integration and conditional expectation***by*Papageorgiou, Nikolaos S.**207-227 On the theory of Banach space valued multifunctions. 2. Set valued martingales and set valued measures***by*Papageorgiou, Nikolaos S.**228-241 Multi-stage nonparametric estimation of density function using orthonormal systems***by*Liang, Wen-Qi & Krishnaiah, P. R.

### August 1985, Volume 17, Issue 1

**1-26 On probabilities of large deviations in some classes of k-dimensional Borel sets***by*Rozovsky, L. V.**27-37 Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria***by*Fujikoshi, Yasunori**38-55 Regularity and decomposition of two-parameter supermartingales***by*Mazziotto, G. & Merzbach, E.**56-75 Applications of autoreproducing kernel grammian moduli to (U, H)-valued stationary random functions***by*Truong-Van, B.**76-83 The asymptotic distribution of a goodness of fit statistic for factorial invariance***by*Chen, K. H. & Robinson, J.**84-98 On the expansion of C[varrho]*(V + I) as a sum of zonal polynomials***by*Kushner, H. B.**99-106 On the Radon-Nikodym theorem for measures with values in vector lattices***by*Mussmann, Dieter

### June 1985, Volume 16, Issue 3

**277-289 On the increments of the local time of a Wiener sheet***by*Révész, P.**290-299 Testing for independence by the empirical characteristic function***by*Csörgo, Sándor**300-317 The empirical distribution function and strong laws for functions of order statistics of uniform spacings***by*Beirlant, Jan & van Zuijlen, M. C. A.**318-334 On a decision rule using dichotomies for identifying the nonnegligible parameter in certain linear models***by*Srivastava, J. N. & Mallenby, D. W.**335-367 Multilinear forms and measures of dependence between random variables***by*Bradley, Richard C. & Bryc, Wlodzimierz**368-392 Inference for thinned point processes, with application to Cox processes***by*Karr, Alan F.**393-411 Prediction of multivariate time series by autoregressive model fitting***by*Lewis, Richard & Reinsel, Gregory C.**412-431 Asymptotic normality of spectral estimates***by*Dahlhaus, Rainer**432-439 Interval estimates for posterior probabilities in a multivariate normal classification model***by*Ambergen, A. W. & Schaafsma, W.**440-450 On Neyman's conjecture: A characterization of the multinomials***by*Sinha, Bikas Kumar & Gerig, Thomas M.

### April 1985, Volume 16, Issue 2

**173-184 Tests for dimensionality and interactions of mean vectors under general and reducible covariance structures***by*Rao, C. Radhakrishna**185-210 Strong approximations of the quantile process of the product-limit estimator***by*Aly, Emad-Eldin A. A. & Csörgo, Miklós & Horváth, Lajos**211-236 Three limit theorems for vacancy in multivariate coverage problems***by*Hall, Peter**237-240 Multivariate extreme value distributions for stationary Gaussian sequences***by*Amram, Fred**241-252 On a characterization of the normal distribution by means of identically distributed linear forms***by*Riedel, M.**253-259 The nonnegative MINQUE estimate***by*Massam, Helene & Muller, Jochen**260-264 Elimination of randomization in statistical decision theory reconsidered***by*Balder, E. J.**265-275 A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction***by*Pourahmadi, Mohsen

### February 1985, Volume 16, Issue 1

**1-20 Asymptotic expansions in functional limit theorems***by*Götze, F.**21-53 A comparison of kriging with nonparametric regression methods***by*Yakowitz, S. J. & Szidarovszky, F.**54-70 The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend***by*Swensen, Anders Rygh**71-84 Linear sufficiency and some applications in multilinear estimation***by*Drygas, Hilmar**85-117 Convergence of nonhomogeneous stochastic chains with countable states***by*Mukherjea, A. & Nakassis, A.**118-139 Filtrations for the two parameter jump process***by*Al-Hussaini, Ata & Elliott, Robert J.**140-156 A note on harmonizable and V-bounded processes***by*Kakihara, Yûichirô**157-161 The distribution of matrix quotients***by*Phillips, P. C. B.**162-172 Nonparametric iterative estimation of multivariate binary density***by*Liang, Wen-Qi & Krishnaiah, P. R.

### December 1984, Volume 15, Issue 3

**279-294 On the convergence rate of maximal deviation distribution for kernel regression estimates***by*Konakov, V. D. & Piterbarg, V. I.**295-324 Some limit theorems on the eigenvectors of large dimensional sample covariance matrices***by*Silverstein, Jack W.**325-335 The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model***by*Arnold, Steven**336-360 Properties of Hida processes on 2. 1. N-Hida processes***by*Prum, Bernard**361-382 Properties of Hida processes on 2. 2. Prediction and interpolation problems for processes on 2***by*Prum, Bernard**383-407 Tests for independence of two multivariate regression equations with different design matrices***by*Kariya, Takeaki & Fujikoshi, Yasunori & Krishnaiah, P. R.**408-409 Comments on a result of Yin, Bai, and Krishnaiah for large dimensional multivariate F matrices***by*Silverstein, Jack W.**410-413 A remark on a recent paper on the convergence of "amrts"***by*Chatterji, S. D.

### October 1984, Volume 15, Issue 2

**147-163 Almost surely consistent nonparametric regression from recursive partitioning schemes***by*Gordon, Louis & Olshen, Richard A.**164-173 The exact likelihood for a multivariate ARMA model***by*Solo, Victor**174-182 Hermite series estimates of a probability density and its derivatives***by*Greblicki, W?odzimierz & Pawlak, Miros?aw**183-200 Trimmed estimates in simultaneous estimation of parameters in exponential families***by*Ghosh, Malay & Dey, Dipak K.**201-221 Estimation of first crossing time distribution for N-parameter Brownian motion processes relative to upper class boundaries***by*Sen, Pradip Kumar & Wichura, Michael J.**222-227 On the fair coin tossing process***by*Chen, Robert & Lin, Hsien E.**228-236 A test for the independence of two Gaussian processes***by*Withers, C. S.**237-251 Scaling limits for point random fields***by*Burton, Robert M. & Waymire, Ed**252-260 An invariance principle for a finite dimensional stochastic approximation method in a Hilbert space***by*Nixdorf, Rainer**261-276 Noneuclidean harmonic analysis, the central limit theorem, and long transmission lines with random inhomogeneities***by*Terras, Audrey

### August 1984, Volume 15, Issue 1

**1-12 A multivariate one-way classification model with random effects***by*Schott, James R. & Saw, John G.**13-20 Characterization of infinitely divisible multivariate gamma distributions***by*Griffiths, R. C.**21-51 Two testing problems relating the real and complex multivariate normal distributions***by*Andersson, Steen A. & Perlman, Michael D.**52-62 Optimal designs for minimax extrapolation***by*Spruill, M. C.**63-72 Strong consistency of nearest neighbor regression function estimators***by*Cheng, Philip E.**73-90 On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes***by*Haeusler, Erich**91-98 The strong consistency of M-estimators in linear models***by*Cheng, Ching-Shui & Li, Ker-Chau