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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
October 1997, Volume 63, Issue 1
- 73-87 Wishart and Pseudo-Wishart Distributions and Some Applications to Shape Theory
by Díaz-García, José A. & Jáimez, Ramón Gutierrez & Mardia, Kanti V.
- 88-104 On the Effect of Inliers on the Spatial Median
by Brown, Bruce M. & Hall, Peter & Young, G. Alastair
- 105-118 Multidimensional Bhattacharyya Matrices and Exponential Families
by Pommeret, Denys
- 119-135 GeneralM-Estimation
by Bai, Z. D. & Wu, Y
- 136-179 Random Deletion Does Not Affect Asymptotic Normality or Quadratic Negligibility
by Kesten, Harry & Maller, R. A.
- 180-198 Set-Valued Stationary Processes
by Wang, Rongming & Wang, Zhenpeng
August 1997, Volume 62, Issue 2
- 169-180 Linear Discrimination with Adaptive Ridge Classification Rules
by Loh, Wei-Liem
- 181-189 Some Classes of Multivariate Life Distributions in Discrete Time
by Unnikrishnan Nair, N. & Asha, G.
- 190-203 A Study on Bandwidth Selection in Density Estimation under Dependence
by Kim, Tae Yoon & Cox, Denis D.
- 204-232 On the Estimation of a Support Curve of Indeterminate Sharpness
by Hall, Peter & Nussbaum, Michael & Stern, Steven E.
- 233-272 Functional Central Limit Theorems for Triangular Arrays of Function-Indexed Processes under Uniformly Integrable Entropy Conditions
by Ziegler, Klaus
- 273-309 Multivariate Hazard Rates under Random Censorship
by Fermanian, Jean-David
July 1997, Volume 62, Issue 1
- 1-23 A New Approach to the BHEP Tests for Multivariate Normality
by Henze, Norbert & Wagner, Thorsten
- 24-35 Convergence of Dirichlet Measures Arising in Context of Bayesian Analysis of Competing Risks Models
by Salinas-Torres, Victor H. & de Bragança Pereira, Carlos A. & Tiwari, Ram C.
- 36-63 Goodness-of-Fit Tests for a Multivariate Distribution by the Empirical Characteristic Function
by Fan, Yanqin
- 64-73 On the Multivariate Normal Hazard
by Gupta, Pushpa L. & Gupta, Ramesh C.
- 74-99 Characterization of Multivariate Stationary Gaussian Reciprocal Diffusions,
by Lévy, Bernard C.
- 100-109 A Theorem on Uniform Convergence of Stochastic Functions with Applications
by Yuan, Ke-Hai
- 110-120 On a Conjecture of Krishnamoorthy and Gupta,
by Perron, François
- 121-136 On Estimating the Dimensionality in Canonical Correlation Analysis
by Gunderson, Brenda K. & Muirhead, Robb J.
- 137-168 Some New Statistics for Testing Hypotheses in Parametric Models,
by Morales, D. & Pardo, L. & Vajda, I.
May 1997, Volume 61, Issue 2
April 1997, Volume 61, Issue 1
- 1-28 On Rankings Generated by Pairwise Linear Discriminant Analysis of m Populations
by Kamiya, Hidehiko & Takemura, Akimichi
- 29-37 Tests for Equality of Parameter Matrices in Two Multivariate Linear Models
by Nel, Daan G.
- 38-60 A Cross-Validation Bandwidth Choice for Kernel Density Estimates with Selection Biased Data
by Wu, Colin O.
- 61-66 Simultaneous Estimation in a Restricted Linear Model
by Rueda, C. & Salvador, B. & Fernández, M. A.
- 67-85 On the Asymptotics of Quantizers in Two Dimensions
by Su, Yingcai
- 86-101 Supermodular Stochastic Orders and Positive Dependence of Random Vectors
by Shaked, Moshe & Shanthikumar, J. George
- 102-128 Efficiency Comparisons in Multivariate Multiple Regression with Missing Outcomes
by Rotnitzky, Andrea & Holcroft, Christina A. & Robins, James M.
- 129-143 Wishart and Chi-Square Distributions Associated with Matrix Quadratic Forms
by Mathew, Thomas & Nordström, Kenneth
- 144-158 LAD Regression for Detecting Outliers in Response and Explanatory Variables
by Dodge, Yadolah
February 1997, Volume 60, Issue 2
- 177-187 Discriminant Analysis for Regression Models with Stationary Long-Memory Disturbances
by Zhang, Guoqiang
- 188-202 Symmetry and Unimodality in Linear Inference
by Jensen, D. R.
- 203-232 The Probability that a Random Real Gaussian Matrix haskReal Eigenvalues, Related Distributions, and the Circular Law
by Edelman, Alan
- 233-251 On Sequential Fixed-Size Confidence Regions for the Mean Vector
by Datta, S. & Mukhopadhyay, N.
- 252-276 Multivariate Gini Indices
by Koshevoy, G. A. & Mosler, K.
- 277-292 Variable Selection for the Growth Curve Model
by Satoh, Kenichi & Kobayashi, Mika & Fujikoshi, Yasunori
January 1997, Volume 60, Issue 1
- 1-19 Local Linear Estimation in Partly Linear Models
by Hamilton, Scott A. & Truong, Young K.
- 20-47 Bivariate Distribution and Hazard Functions When a Component is Randomly Truncated
by Gürler, Ülkü
- 48-60 Some Applications of Watson's Perturbation Approach to Random Matrices
by Ruymgaart, Frits H. & Yang, Song
- 61-71 Characterization ofp-Generalized Normality
by Gupta, A. K. & Song, D.
- 72-83 Optimal Transportation Plans and Convergence in Distribution
by Cuesta-Albertos, J. A. & Matrán, C. & Tuero-Diaz, A.
- 84-89 Improvement on Chi-Squared Approximation by Monotone Transformation
by Fujisawa, Hironori
- 90-98 Likelihood Ratio Criterion for Mean Structure in the Growth Curve Model with Random Effects
by Fujisawa, Hironori
- 99-110 Comparison of LR, Score, and Wald Tests in a Non-IID Setting
by Rao, C. Radhakrishna & Mukerjee, Rahul
- 111-122 Dependence and Order in Families of Archimedean Copulas
by Nelsen, Roger B.
- 123-147 On Consistency in Nonparametric Estimation under Mixing Conditions
by Irle, A.
- 148-153 A Note on Matrix Variate Normal Distribution
by Nguyen, Truc T.
- 154-175 Smooth Tests of Goodness-of-Fit for Directional and Axial Data
by Boulerice, Bernard & Ducharme, Gilles R.
November 1996, Volume 59, Issue 2
- 109-140 A Paradox Concerning Shrinkage Estimators: Should a Known Scale Parameter Be Replaced by an Estimated Value in the Shrinkage Factor?
by Fourdrinier, Dominique & Strawderman, William E.
- 141-152 Asymptotic Behavior of Sample Mean Direction for Spheres
by Hendriks, Harrie & Landsman, Zinoviy & Ruymgaart, Frits
- 153-165 Parameter Estimation with Exact Distribution for Multidimensional Ornstein-Uhlenbeck Processes
by Pap, Gyula & van Zuijlen, Martien C. A.
- 166-186 On a Constrained Optimal Rule for Classification with Unknown Prior Individual Group Membership
by Kim, Hea-Jung
- 187-205 Multivariate Locally Weighted Polynomial Fitting and Partial Derivative Estimation
by Lu, Zhan-Qian
- 206-216 A Kernel Estimator of a Conditional Quantile
by Xiang, Xiaojing
- 217-229 Effects of Smoothing on Multivariate Statistical Properties of the Normal to a Rough Curve or Surface
by Fisher, Nicholas I. & Hall, Peter & Kirk, David J.
- 230-248 Asymptotic Behavior of Heat Kernels on Spheres of Large Dimensions
by Voit, Michael
- 249-271 An Extension of a Convolution Inequality forG-Monotone Functions and an Approach to Bartholomew's Conjectures
by Iwasa, Manabu
- 272-281 Some New Results on Stochastic Comparisons of Spacings from Heterogeneous Exponential Distributions
by Kochar, Subhash & Rojo, Javier
- 282-307 Mixtures of Global and Local Edgeworth Expansions and Their Applications
by Babu, Gutti Jogesh & Bai, Z. D.
- 308-316 Some New Results on Covariances Involving Order Statistics from Dependent Random Variables
by Wang, Wenjin & Sarkar, Sanat K. & Bai, Zhidong
October 1996, Volume 59, Issue 1
- 1-12 Strassen's LIL for the Lorenz Curve
by Csörgo, Miklós & Zitikis, Ricardas
- 13-21 On the Multivariate Compound Distributions
by Wang, Y. H.
- 22-33 Bivariate Extension of Lomax and Finite Range Distributions through Characterization Approach
by Roy, Dilip & Gupta, R. P.
- 34-59 Expansion of Perturbed Random Variables Based on Generalized Wiener Functionals
by Sakamoto, Yuji & Yoshida, Nakahiro
- 60-80 Limiting Behavior of RecursiveM-Estimators in Multivariate Linear Regression Models
by Miao, B. Q. & Wu, Y.
- 81-108 Likelihood Inference in the Errors-in-Variables Model
by Murphy, S. A. & Van Der Vaart, A. W.
August 1996, Volume 58, Issue 2
- 133-150 Incorporating Extra Information in Nonparametric Smoothing
by Chen, Rong
- 151-161 Estimation of Multinomial Probabilities under a Model Constraint
by Gupta, A. K. & Ehsanes Saleh, A. K. Md.
- 162-181 Bivariate Tensor-Product B-Splines in a Partly Linear Model
by He, Xuming & Shi, Peide
- 182-188 A Note on the Asymptotic Normality of Sample Autocorrelations for a Linear Stationary Sequence
by He, Shuyuan
- 189-196 Multivariate Variational Inequalities and the Central Limit Theorem
by Papathanasiou, V.
- 197-229 On Kendall's Process
by Barbe, Philippe & Genest, Christian & Ghoudi, Kilani & Rémillard, Bruno
July 1996, Volume 58, Issue 1
- 1-20 A Geometric Approach to an Asymptotic Expansion for Large Deviation Probabilities of Gaussian Random Vectors
by Breitung, K. & Richter, W. -D.
- 21-26 A Characterization of Halfspace Depth
by Carrizosa, Emilio
- 27-54 Covariate Screening in Mixed Linear Models
by Richardson, A. M. & Welsh, A. H.
- 55-81 Bayesian Local Influence for the Growth Curve Model with Rao's Simple Covariance Structure
by Pan, Jian-Xin & Fang, Kai-Tai & Liski, Erkki P.
- 82-95 Characterization of Discrete Random Vectors by Conditional Expectations
by Marin, J. & Ruiz, J. M. & Zoroa, P.
- 96-106 The Distribution of the Covariance Matrix for a Subset of Elliptical Distributions with Extension to Two Kurtosis Parameters
by Steyn, H. S.
- 107-131 Nonparametric Estimation of the Bivariate Survival Function with Truncated Data
by van der Laan, Mark J.
May 1996, Volume 57, Issue 2
- 175-190 Order Determination for Multivariate Autoregressive Processes Using Resampling Methods
by Chen, Changhua & Davis, Richard A. & Brockwell, Peter J.
- 191-214 Estimation of the Location of the Maximum of a Regression Function Using Extreme Order Statistics
by Chen, Hung & Huang, Mong-Na Lo & Huang, Wen-Jang
- 215-227 Strong Consistency of Bayes Estimates in Stochastic Regression Models
by Hu, Inchi
- 228-239 The Limit Distribution of the Largest Interpoint Distance from a Symmetric Kotz Sample
by Henze, Norbert & Klein, Timo
- 240-265 Multivariate Distributions from Mixtures of Max-Infinitely Divisible Distributions
by Joe, Harry & Hu, Taizhong
- 266-276 A Preliminary Test in Discriminant Analysis
by Bar-Hen, Avner
- 277-296 Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes
by Paparoditis, Efstathios
April 1996, Volume 57, Issue 1
- 1-36 Asymptotic Expansions for Perturbed Systems on Wiener Space: Maximum Likelihood Estimators
by Yoshida, Nakahiro
- 37-51 The Number of Points of an Empirical or Poisson Process Covered by Unions of Sets
by Auer, P. & Hornik, K.
- 52-68 Second-Order Pitman Admissibility and Pitman Closeness: The Multiparameter Case and Stein-Rule Estimators
by Ghosh, Jayanta K. & Mukerjee, Rahul & Sen, Pranab K.
- 69-83 Stochastic Orders for Spacings of Heterogeneous Exponential Random Variables
by Kochar, Subhash C & Korwar, Ramesh
- 84-100 ConditionalU-Statistics for Dependent Random Variables
by Harel, Michel & Puri, Madan L.
- 101-118 Asymptotic Normality for a Vector Stochastic Difference Equation with Applications in Stochastic Approximation
by Zhu, Yunmin
- 119-141 Resampling Permutations in Regression without Second Moments
by Lepage, Raoul & Podgórski, Krzysztof
- 142-155 On the Studentisation of Random Vectors
by Vu, H. T. V. & Maller, R. A. & Klass, M. J.
- 156-174 Projection Method for Moment Bounds on Order Statistics from Restricted Families: I. Dependent Case
by Gajek, Leslaw & Rychlik, Tomasz
February 1996, Volume 56, Issue 2
- 165-184 On the Accuracy of Binned Kernel Density Estimators
by Hall, Peter & Wand, M. P.
- 185-206 Penalized Likelihood-type Estimators for Generalized Nonparametric Regression
by Cox, Dennis D. & O'Sullivan, Finbarr
- 207-231 Identification of Refined ARMA Echelon Form Models for Multivariate Time Series
by Nsiri, Saïd & Roy, Roch
- 232-244 A Bayesian Decision Theory Approach to Classification Problems
by Johnson, Richard A. & Mouhab, Abderrahmane
- 245-258 Double Shrinkage Estimators in the GMANOVA Model
by Kariya, Takeaki & Konno, Yoshihiko & Strawderman, William E.
- 259-283 Nonparametric Approach for Non-Gaussian Vector Stationary Processes
by Taniguchi, Masanobu & Puri, Madan L. & Kondo, Masao
- 284-302 Extreme Value Asymptotics for Multivariate Renewal Processes
by Steinebach, Josef & Eastwood, Vera R.
- 303-332 Some Asymptotic Formulae for Gaussian Distributions
by Yurinsky, V. V.
- 333-350 A Multivariate CLT for Local Dependence withn-1/2 log nRate and Applications to Multivariate Graph Related Statistics
by Rinott, Yosef & Rotar, Vladimir
January 1996, Volume 56, Issue 1
- 1-19 Asymptotic Distribution of Restricted Canonical Correlations and Relevant Resampling Methods
by Das, Shubhabrata & Sen, Pranab Kumar
- 20-41 Linkages: A Tool for the Construction of Multivariate Distributions with Given Nonoverlapping Multivariate Marginals
by Li, Haijun & Scarsini, Marco & Shaked, Moshe
- 42-59 On Edgeworth Expansion and Moving Block Bootstrap for StudentizedM-Estimators in Multiple Linear Regression Models
by Lahiri, Soumendra Nath
- 60-74 A Measure of Association for Bivariate Frailty Distributions
by Manatunga, Amita K. & Oakes, David
- 75-89 Bivariate Dependence Properties of Order Statistics
by Boland, Philip J. & Hollander, Myles & Joag-Dev, Kumar & Kochar, Subhash
- 90-119 On Joint Estimation of Regression and Overdispersion Parameters in Generalized Linear Models for Longitudinal Data
by Sutradhar, Brajendra C. & Rao, R. Prabhakar
- 120-152 On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models
by Gombay, Edit & Horváth, Lajos
- 153-163 WBF Property and Stochastical Monotonicity of the Markov Process Associated to Schur-Constant Survivial Functions
by Caramellino, Lucia & Spizzichino, Fabio
November 1995, Volume 55, Issue 2
- 133-148 Functional Limit Theorems for Row and Column Exchangeable Arrays
by Ivanoff, B. G. & Weber, N. C.
- 149-164 Minimal Moments and Cumulants of Symmetric Matrices: An Application to the Wishart Distribution
by Kollo, T. & Vonrosen, D.
- 165-186 Asymptotic Distributions of Some Test Criteria for the Covariance Matrix in Elliptical Distributions under Local Alternatives
by Purkayastha, S. & Srivastava, M. S.
- 187-204 Consistency of Posterior Mixtures in the Gaussian Family on a Hilbert Space and Its Applications
by Majumdar, S.
- 205-218 Estimation of Non-sharp Support Boundaries
by Hardle, W. & Park, B. U. & Tsybakov, A. B.
- 219-229 Bivariate Discrete Measures via a Power Series Conditional Distribution and a Regression
by Wesolowski, J.
- 230-245 Interval Estimation in Structural Errors-in-Variables Model with Partial Replication
by Huwang, L.
- 246-260 Deconvolving a Density from Partially Contaminated Observations
by Hesse, C. H.
- 261-282 Constructing Multivariate Distributions with Specific Marginal Distributions
by Koehler, K. J. & Symanowski, J. T.
- 283-311 Bayesian Analysis for Random Coefficient Regression Models Using Noninformative Priors
by Yang, R. Y.
- 312-319 A Hotelling's T2-Type Statistic for Testing against One-Sided Hypotheses
by Silvapulle, M. J.
- 320-330 Cone Order Association
by Cohen, A. & Sackrowitz, H. B. & Samuelcahn, E.
- 331-339 Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices
by Silverstein, J. W.
- 340-348 Asymptotics of Multivariate Randomness Statistics
by Ghoudi, K.
October 1995, Volume 55, Issue 1
- 1-13 Bounds for the Breakdown Point of the Simplicial Median
by Chen, Z. Q.
- 14-28 Hadamard Differentiability on D[0,1]p
by Ren, J. J. & Sen, P. K.
- 29-38 A Bahadur-Kiefer Theorem beyond the Largest Observation
by Einmahl, J. H. J.
- 39-60 On Estimating a Linear Combination of Strata Means with Random Sample Sizes
by He, K.
- 61-81 Density Estimation under Qualitative Assumptions in Higher Dimensions
by Polonik, W.
- 82-104 Asymptotic Properties of Maximum Likelihood Estimates in a Class of Space-Time Regression Models
by Niu, X. F.
- 105-124 Factor Analysis and Principal Components
by Schneeweiss, H. & Mathes, H.
- 125-132 An Extension of a Theorem on Gambling Systems
by Liu, W. & Wang, Z. Z.
August 1995, Volume 54, Issue 2
- 163-174 Likelihood Based Inference for Cause Specific Hazard Rates under Order Restrictions
by Dykstra, R. & Kochar, S. & Robertson, T.
- 175-192 On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices
by Silverstein, J. W. & Bai, Z. D.
- 193-209 Bahadur Representation of the Kernel Quantile Estimator under Random Censorship
by Xiang, X. J.
- 210-226 Some Simple U-Statistic Tests for Uniformity on Certain Homogeneous Spaces
by Chan, O. & Naiman, D. Q.
- 227-238 Asymptotic Normality of L1-Estimators in Nonlinear Regression
by Wang, J. D.
- 239-252 Strassen's Law of the Iterated Logarithm for the Lorenz Curves
by Rao, C. R.
- 253-283 Nonparametric Regression with Censored Covariates
by Dabrowska, D. M.
- 284-294 On the Uniform Approximation of Laplace's Prior by t-Priors in Location Problems
by Mukhopadhyay, S. & Ghosh, M.
- 295-309 Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices
by Silverstein, J. W. & Choi, S. I.
- 310-328 Robust Hierarchical Bayes Estimation of Small Area Characteristics in the Presence of Covariates and Outliers
by Datta, G. S. & Lahiri, P.
- 329-354 Divergence-Based Estimation and Testing of Statistical Models of Classification
by Menendez, M. & Morales, D. & Pardo, L. & Vajda, I.
July 1995, Volume 54, Issue 1
- 1-17 Multivariate Liouville Distributions, IV
by Gupta, R. D. & Richards, D. S. P.
- 18-31 Large Sample Asymptotic Theory of Tests for Uniformity on the Grassmann Manifold
by Chikuse, Y. & Watson, G. S.
- 32-76 How to Measure the Error of an M-Estimate and Report It Conservatively
by Kanter, M.
- 77-90 Asymptotic Distribution of Smoothers Based on Local Means and Local Medians under Dependence
by Boente, G. & Fraiman, R.
- 91-112 Testing Multivariate Symmetry
by Heathcote, C. R. & Rachev, S. T. & Cheng, B.
- 113-125 Nonnegative Minimum Biased Quadratic Estimation in the Linear Regression Models
by Gnot, S. & Trenkler, G. & Zmyslony, R.
- 126-146 Score Tests for Fixed Effects and Overdispersion Components in Nonlinear Models for Repeated Measures
by Das, K. & Sutradhar, B. C.
- 147-162 Improvement of Some Multidimensional Estimates by Reduction of Dimensionality
by Ferre, L.
May 1995, Volume 53, Issue 2
- 181-193 Conditional Distributions and Characterizations of Multivariate Stable Distribution
by Nguyen, T. T.
- 194-209 Shrinkage Positive Rule Estimators for Spherically Symmetrical Distributions
by Cellier, D. & Fourdrinier, D. & Strawderman, W. E.
- 210-236 Estimation of Variance Components in Mixed Linear Models
by Kubokawa, T.
- 237-246 The Power of F Tests Under Regression Models with Nested Error Structure
by Rao, J. N. K. & Wang, S. G.
- 247-263 Large Quantile Estimation in a Multivariate Setting
by Dehaan, L. & Huang, X.
- 264-278 On Linear Discriminant Analysis with Adaptive Ridge Classification Rules
by Loh, W. L.
- 279-292 Convergence of Weighted Sums and Laws of Large Numbers in D([0,1]; E)
by Schiopukratina, I. & Daffer, P.
- 293-310 Parametric Schur Convexity and Arrangement Monotonicity Properties of Partial Sums
by Shaked, M. & Shanthikumar, J. G. & Tong, Y. L.
- 311-331 Loss Estimation for Spherically Symmetrical Distributions
by Fourdrinier, D. & Wells, M. T.
- 332-342 Generalization of the Mahalanobis Distance in the Mixed Case
by Barhen, A. & Daudin, J. J.
April 1995, Volume 53, Issue 1
- 1-17 Unbiasedness of the Likelihood Ratio Test for Lattice Conditional Independence Models
by Andersson, S. A. & Perlman, M. D.
- 18-38 Testing Lattice Conditional Independence Models
by Andersson, S. A. & Perlman, M. D.
- 39-51 Principal Points and Self-Consistent Points of Symmetrical Multivariate Distributions
by Tarpey, T.
- 52-66 Improving on the Positive Part of the UMVUE of a Noncentrality Parameter of a Noncentral Chi-Square Distribution
by Shao, P. Y. S. & Strawderman, W. E.
- 67-93 Asymptotic Behaviors of Some Measures of Accuracy in Nonparametric Curve Estimation with Dependent Observations
by Kim, T. Y. & Cox, D. D.
- 94-109 Single Linkage Clustering and Continuum Percolation
by Penrose, M. D.
- 110-125 Multivariate Exponential and Geometric Distributions with Limited Memory
by Marshall, A. W. & Olkin, I.
- 126-138 Expansion of the Scale Mixture of the Multivariate Normal Distribution with Error Bound Evaluated in the L1-Norm
by Shimizu, R.
- 139-158 Missing Data Imputation Using the Multivariate t Distribution
by Liu, C.
- 159-179 The Law of the Iterated Logarithm for the Multivariate Nearest Neighbor Density Estimators
by Ralescu, S. S.
February 1995, Volume 52, Issue 2
- 181-198 On the Strong Law of Large Numbers and the Law of the Logarithm for Weighted Sums of Independent Random Variables with Multidimensional Indices
by Li, D. L. & Rao, M. B. & Wang, X. C.
- 199-244 Generalized Poisson Distributions as Limits of Sums for Arrays of Dependent Random Vectors
by Kobus, M.
- 245-258 Likelihood Ratio Tests for Principal Components
by Dumbgen, L.
- 259-279 Asymptotic Normality of a Class of Adaptive Statistics with Applications to Synthetic Data Methods for Censored Regression
by Lai, T. L. & Ying, Z. L. & Zheng, Z. K.
- 280-294 Moments of Generalized Wishart Distributions
by Wong, C. S. & Liu, D. S.
- 295-307 On Rohlf's Method for the Detection of Outliers in Multivariate Data
by Caroni, C. & Prescott, P.
- 308-324 Estimation of a Normal Covariance Matrix with Incomplete Data under Stein's Loss
by Konno, Y.
- 325-337 The Effects of Nonnormality of Tests for Dimensionality in Canonical Correlation and MANOVA Models
by Seo, T. & Kanda, T. & Fujikoshi, Y.
- 338-351 Shrinkage Estimators under Spherical Symmetry for the General Linear Model
by Cellier, D. & Fourdrinier, D.
January 1995, Volume 52, Issue 1
- 1-14 A Continuous Metric Scaling Solution for a Random Variable
by Cuadras, C. M. & Fortiana, J.
- 15-44 Limit Behavior of Quadratic Forms of Moving Averages and Statistical Solutions of the Burgers' Equation
by Hu, Y. M. & Woyczynski, W. A.
- 45-72 The Repeated Median Intercept Estimator: Influence Function and Asymptotic Normality
by Hossjer, O. & Rousseeuw, P. J. & Ruts, I.
- 73-82 Minimax Estimators of the Mean Vector in Normal Mixed Linear Models
by Bilodeau, M.
- 83-106 Some Continuous Edgeworth Expansions for Markov Chains with Applications to Bootstrap
by Datta, S. & Mccormick, W. P.
- 107-130 Strong Approximation Theorems for Independent Random Variables and Their Applications
by Shao, Q. M.
- 131-139 Bivariate Extension of the Method of Polynomials for Bonferroni-Type Inequalities
by Galambos, J. & Xu, Y.
- 140-157 Estimation of the Variance of Partial Sums for [rho]-Mixing Random Variables
by Peligrad, M. & Shao, Q. M.
- 158-180 Central Limit Theorem, Weak Law of Large Numbers for Martingales in Banach Spaces, and Weak Invariance Principle - A Quantitative Study
by Anastassiou, G. A.
November 1994, Volume 51, Issue 2
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