# 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)

### 1981, Volume 11, Issue 4

**506-531 Bahadur deficiency of likelihood ratio tests in exponential families***by*Kallenberg, Wilbert C. M.**532-543 Local Bahadur efficiency of rank tests for the independence problem***by*Kremer, Erhard**544-555 The estimation of multivariate random coefficient autoregressive models***by*Nicholls, D. F. & Quinn, B. G.**556-567 Some multivariate linear regression testing problems with additional observations***by*Sarkar, Sanat Kumar**568-571 Remark on strong martingales and the linear embedding of tactics***by*Grillenberger, Christian & Krengel, Ulrich**572-580 [alpha]-Stable characterization of Banach spaces (1***by*Mandrekar, V. & Weron, A.**581-598 Representations for partially exchangeable arrays of random variables***by*Aldous, David J.**599-607 The global Markov property for lattice systems***by*Albeverio, S. & Høegh-Krohn, R. & Olsen, G.

### 1981, Volume 11, Issue 3

**289-318 The multitype branching diffusion***by*Ivanoff, B. Gail**319-333 Convergence systems and strong consistency of least squares estimates in regression models***by*Gui-Jing, Chen & Lai, T. L. & Wei, C. Z.**334-345 Stopping times and an extension of stochastic integrals in the plane***by*Yeh, J.**346-353 On the law of the iterated logarithm***by*Wong, H. S. F.**354-367 Large deviation probabilities for certain dependent processes***by*Singh, Kesar**368-385 On the theory of elliptically contoured distributions***by*Cambanis, Stamatis & Huang, Steel & Simons, Gordon**386-399 Asymptotic independence of distributions of normalized order statistics of the underlying probability measure***by*Reiss, R. -D.**400-417 Simultaneous estimation of Poisson means***by*Albert, James H.**418-433 Eigenfunctions of expected value operators in the Wishart distribution, II***by*Kushner, H. B. & Lebow, Arnold & Meisner, Morris**434-447 Operator-stable laws***by*Hudson, William N. & Mason, J. David**448-451 Weak association of random variables***by*Rüschendorf, Ludger**452-458 A note on Sheppard's corrections for grouping and maximum likelihood estimation***by*Don, F. J. H.

### 1981, Volume 11, Issue 2

**115-126 On large deviations for sums of random vectors in Rk***by*Osipov, L. V.**127-151 Convergence of estimates. Part I***by*Strasser, Helmut**152-172 Convergence of estimates. Part II***by*Strasser, Helmut**173-184 Polynomial expansions of density and distribution functions of scale mixtures***by*Hall, Peter**185-198 Multiple autoregressive models with random coefficients***by*Nicholls, D. F. & Quinn, B. G.**199-229 Stopping rules and tactics for processes indexed by a directed set***by*Krengel, Ulrich & Sucheston, Louis**230-243 Random correspondences and nonlinear equations***by*Kannan, R.**244-249 Factorizing multivariate time series operators***by*Stensholt, Eivind & Tjøstheim, Dag**250-259 Markov inequalities on partially ordered spaces***by*Jensen, D. R. & Foutz, R. V.**260-272 Second-order optimality of randomized estimation and test procedures***by*Götze, F.**273-279 A note on the functional law of iterated logarithm for maxima of Gaussian sequences***by*Hüsler, Jürg**280-288 Bayes minimax estimation of multiple Poisson parameters***by*Ghosh, Malay & Parsian, Ahmad

### 1981, Volume 11, Issue 1

**1-16 Central limit theorems under weak dependence***by*Bradley, Richard C.**17-39 Some inverse problems involving conditional expectations***by*Karr, A. F.**40-49 Conditioned rates of convergence in the CLT for sums and maximum sums***by*Ahmad, Ibrahim A.**50-57 Decreasing in transposition property of overlapping sums, and applications***by*Hollander, M. & Proschan, F. & Sethuraman, J.**58-68 On the convergence of a bounded amart and a conjecture of Chatterji***by*Schmidt, Klaus D.**69-80 Existence of the linear prediction for Banach space valued Gaussian processes***by*Chobanjan, S. A. & Weron, A.**81-84 Strong consistent density estimate from ergodic sample***by*Györfi, László**85-101 A general approach to optimal control of a regression experiment***by*Chang, Der-Shin & Wong, Chi Song**102-113 An asymptotic decomposition for multivariate distribution-free tests of independence***by*Deheuvels, Paul

### 1980, Volume 10, Issue 4

**467-498 Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions***by*Karlin, Samuel & Rinott, Yosef**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.