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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
November 1994, Volume 51, Issue 2
- 265-276 Combining Independent Tests in Multivariate Linear Models
by Zhou, L. P. & Mathew, T.
- 277-293 Comparing Empirical Likelihood and Bootstrap Hypothesis Tests
by Chen, S. X.
- 294-317 On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models
by Poskitt, D. S. & Salau, M. O.
- 318-337 Regression Quantiles and Related Processes Under Long Range Dependent Errors
by Koul, H. L. & Mukherjee, K.
- 338-351 An Extension of the Csörgo-Horváth Functional Limit Theorem and Its Applications to Changepoint Problems
by Ferger, D.
- 352-371 Asymptotically Optimal Balloon Density Estimates
by Hall, P. & Huber, C. & Owen, A. & Coventry, A.
- 372-391 On the Applications of Divergence Type Measures in Testing Statistical Hypotheses
by Salicru, M. & Morales, D. & Menendez, M. L. & Pardo, L.
- 392-413 Random Quadratic Forms and the Bootstrap for U-Statistics
by Dehling, H. & Mikosch, T.
- 414-431 Mixed Limit Theorems for Pattern Analysis
by Grenander, U. & Sethuraman, J.
- 432-444 Domains of Semi-Stable Attraction of Nonnormal Semi-Stable Laws
by Scheffler, H. P.
October 1994, Volume 51, Issue 1
- 1-16 Principal Component Analysis for a Stationary Random Function Defined on a Locally Compact Abelian Group
by Boudou, A. & Dauxois, J.
- 17-45 Strong Approximation of the Quantile Processes and Its Applications under Strong Mixing Properties
by Fotopoulos, S. B. & Ahn, S. K.
- 46-53 Some Properties of the Homogeneous Multivariate Pareto (IV) Distribution
by Yeh, H. C.
- 54-70 Likelihood Ratio and Cumulative Sum Tests for a Change-Point in Linear Regression
by Kim, H. J.
- 71-82 Lp-Convergence of Conditional U-Statistics
by Stute, W.
- 83-101 Improved Nonnegative Estimation of Variance Components in Balanced Multivariate Mixed Models
by Mathew, T. & Niyogi, A. & Sinha, B. K.
- 102-120 Algorithms in Convex Analysis to Fit lp-Distance Matrices
by Mathar, R. & Meyer, R.
- 121-138 On the Validity of Edgeworth and Saddlepoint Approximations
by Booth, J. G. & Hall, P. & Wood, A. T. A.
- 139-147 Consistency Property of Elliptic Probability Density Functions
by Kano, Y.
- 148-177 Asymptotics of Generalized S-Estimators
by Hossjer, O. & Croux, C. & Rousseeuw, P. J.
- 178-200 New Perspectives on Linear Calibration
by Kubokawa, T. & Robert, C. P.
- 201-209 A Test to Determine Closeness of Multivariate Satterthwaite's Approximation
by Khuri, A. I. & Mathew, T. & Nel, D. G.
August 1994, Volume 50, Issue 2
July 1994, Volume 50, Issue 1
- 1-16 Exact Behavior of Gaussian Measures of Translated Balls in Hilbert Spaces
by Linde, W. & Rosinski, J.
- 17-29 The Kaplan-Meier Estimate for Dependent Failure Time Observations
by Ying, Z. & Wei, L. J.
- 30-40 Series Estimation of Semilinear Models
by Donald, S. G. & Newey, W. K.
- 41-54 Two-Sample Test Statistics for Measuring Discrepancies Between Two Multivariate Probability Density Functions Using Kernel-Based Density Estimates
by Anderson, N. H. & Hall, P. & Titterington, D. M.
- 55-67 On the Dependence of Structure of Multivariate Processes and Corresponding Hitting Times
by Ebrahimi, N.
- 68-92 Optimal Linear Filtering and Smoothing for a Discrete Time Stable Linear Model
by Rutkowski, M.
- 93-114 Consistency of M-Estimates in General Regression Models
by Liese, F. & Vajda, I.
- 115-131 Optimal Stopping-Related Inequalities for Iid Random Variables when the Future Is Discounted
by Boshuizen, F. A.
- 132-151 On Some Integer-Valued Autoregressive Moving Average Models
by Aly, E. E. A. A. & Bouzar, N.
- 152-173 Asymptotic Normality of Random Fields of Positively or Negatively Associated Processes
by Roussas, G. G.
May 1994, Volume 49, Issue 2
- 179-201 Linear Regression with Censoring
by Srinivasan, C. & Zhou, M.
- 202-217 Optimality Properties of Empirical Estimators for Multivariate Point Processes
by Greenwood, P. E. & Wefelmeyer, W.
- 218-241 Exponential Mixture Models with Long-Term Survivors and Covariates
by Ghitany, M. E. & Maller, R. A. & Zhou, S.
- 242-254 A Simple Wavelet Approach to Nonparametric Regression from Recursive Partitioning Schemes
by Engel, J.
- 255-265 On Bootstrapping M-Estimated Residual Processes in Multiple Linear-Regression Models
by Koul, H. L. & Lahiri, S. N.
- 266-277 Unitary Actions of Lévy Flows of Diffeomorphisms
by Applebaum, D.
- 278-286 Law of the Logarithm for Density and Hazard Rate Estimation for Censored Data
by Xiang, X. J.
- 287-298 Convergence of Adaptive Direction Sampling
by Roberts, G. O. & Gilks, W. R.
April 1994, Volume 49, Issue 1
- 1-23 Moments for Left Elliptically Contoured Random Matrices
by Wong, C. S. & Liu, D.
- 24-40 Empirical Likelihood Confidence Intervals for Linear Regression Coefficients
by Chen, S. X.
- 41-54 Asymptotics for Multivariate t-Statistic and Hotelling's T2-Statistic Under Infinite Second Moments via Bootstrapping
by Sepanski, S. J.
- 55-75 Principal Components Selection by the Criterion of the Minimum Mean Difference of Complexity
by Qian, G. Q. & Gabor, G. & Gupta, R. P.
- 76-86 The Law of Large Numbers for Product Partial Sum Processes Indexed by Sets
by Kwon, J. S.
- 87-96 A Simple Approximation to the Bivariate Normal Distribution with Large Correlation Coefficient
by Albers, W. & Kallenberg, W. C. M.
- 97-109 Bootstrapping Multivariate U-Quantiles and Related Statistics
by Helmers, R. & Huskova, M.
- 110-131 Asymptotic Properties of the Estimators for Multivariate Components of Variance
by Remadi, S. & Amemiya, Y.
- 132-149 A Locally Correlated Process and Its Applications in Bayesian Estimation
by Liu, G.
- 150-163 Uniform Strong Consistent Estimation of an Ifra Distribution Function
by Rojo, J. & Samaniego, F. J.
- 164-178 Characteristic Functions of a Class of Elliptic Distributions
by Kotz, S. & Ostrovskii, I.
February 1994, Volume 48, Issue 2
- 169-187 Higher Order Asymptotic Theory for Discriminant Analysis in Exponential Families of Distributions
by Taniguchi, M.
- 188-202 Halfplane Trimming for Bivariate Distributions
by Masse, J. C. & Theodorescu, R.
- 203-227 Invariant Measures for Transient Reflected Brownian Motion in a Wedge: Existence and Uniqueness
by Deblassie, R. D.
- 228-248 Statistical Analysis of Curved Probability Densities
by Taniguchi, M. & Watanabe, Y.
- 249-274 The Asymptotic Distribution of Sample Autocorrelations for a Class of Linear Filters
by Cavazoscadena, R.
- 275-296 On the Likelihood Ratio for Two-Parameter Discrete Space Stochastic Processes
by Luesink, R.
- 297-314 Weak Convergence of Weighted Empirical U-Statistics Processes for Dependent Random Variables
by Harel, M. & Ocinneide, C. A. & Puri, M. L.
- 315-346 Holomorphic Processes in Banach Spaces and Banach Algebras
by Ransford, T. J.
January 1994, Volume 48, Issue 1
- 1-30 On statistical information of extreme order statistics, local extreme value alternatives, and poisson point processes
by Janssen, A. & Marohn, F.
- 31-42 Distributions and expectations of order statistics for possibly dependent random variables
by Rychlik, Tomasz
- 43-69 Limit theorems for change in linear regression
by Gombay, Edit & Horváth, Lajos
- 70-86 Does asymptotic linearity of the regression extend to stable domains of attraction?
by Cioczek-Georges, Renata & Taqqu, Murad S.
- 87-106 Bayes compound and empirical Bayes estimation of the mean of a Gaussian distribution on a Hilbert space
by Majumdar, Suman
- 107-114 An identity for the noncentral wishart distribution with application
by Leung, Pui Lam
- 115-156 On the number of points of a homogeneous poisson process
by Auer, Peter & Hornik, Kurt
- 157-167 Schur properties of convolutions of exponential and geometric random variables
by Boland, Philip J. & El-Neweihi, Emad & Proschan, Frank
November 1993, Volume 47, Issue 2
- 173-195 Optimal Choice of Sample Fraction in Extreme-Value Estimation
by Dekkers, A. L. M. & Dehaan, L.
- 196-209 Sequential Estimation of the Mean Vector of a Multivariate Linear Process
by Fakhrezakeri, I. & Lee, S. Y.
- 210-229 Strong Representations of the Survival Function Estimator for Truncated and Censored Data with Applications
by Gijbels, I. & Wang, J. L.
- 230-249 Asymptotic Behavior of the Perturbed Empirical Distribution-Functions Evaluated at a Random Point for Absolutely Regular Sequences
by Sun, S.
- 250-268 Exponential Bounds for the Uniform Deviation of a Kind of Empirical Processes, II
by Zhang, J. & Zhu, L. X. & Cheng, P.
- 269-282 Majorants and Minorants for Elliptic Measures on k
by Jensen, D. R.
- 283-300 Asymptotics of Eigenvalues and Unit-Length Eigenvectors of Sample Variance and Correlation Matrices
by Kollo, T. & Neudecker, H.
- 301-328 Nonparametric Resampling for Homogeneous Strong Mixing Random Fields
by Politis, D. N. & Romano, J. P.
- 329-338 Simultaneous Estimation of Independent Normal Mean Vectors with Unknown Covariance Matrices
by Krishnamoorthy, K. & Sarkar, S. K.
October 1993, Volume 47, Issue 1
- 1-21 Multiparameter Bandwidth Processes and Adaptive Surface Smoothing
by Muller, H. G. & Prewitt, K. A.
- 22-34 U-Estimators of Regression Coefficients
by Gregory, G. G.
- 35-47 Estimating a Multidimensional Extreme-Value Distribution
by Einmahl, J. H. J. & Dehaan, L. & Huang, X.
- 48-58 Asymptotic Confidence Spheres in Certain Banach Spaces via Covariance Operators
by Dippon, J.
- 59-81 Asymptotically Optimal Estimators of General Regression Functionals
by Falk, M.
- 82-102 A Weak Invariance Principle for Weighted U-Statistics with Varying Kernels
by Mikosch, T.
- 103-122 Correcting the Negativity of High-Order Kernel Density Estimators
by Hall, P. & Murison, R. D.
- 123-138 Proxy and Instrumental Variable Methods in a Regression Model with One of the Regressors Missing
by Bhattacharya, R. N. & Bhattacharyya, D. K.
- 139-151 The Law of the Iterated Logarithm for U-Processes
by Arcones, M. A.
- 152-162 A Mixed Limit Theorem for Stable Random Fields
by Kurien, T. V. & Sethuraman, J.
- 163-171 Asymptotic Properties of Serial Covariances for Nonlinear Stationary Processes
by Chanda, K. C.
August 1993, Volume 46, Issue 2
- 175-197 Likelihood Ratio Tests for Covariance Structure in Random Effects Models
by Kuriki, S.
- 198-206 Bartlett's Decomposition of the Posterior Distribution of the Covariance for Normal Monotone Ignorable Missing Data
by Liu, C. H.
- 207-213 On Multivariate Extremal Processes
by Gnedin, A. V.
- 214-236 Asymptotic Analysis of a Multiple Frequency Estimation Method
by Li, T. H. & Kedem, B.
- 237-253 Identity Reproducing Multivariate Nonparametric Regression
by Muller, H. G. & Song, K. S.
- 254-261 Estimation of a Mean Vector in a Two-Sample Problem
by Perron, F.
- 262-282 Parametric Families of Multivariate Distributions with Given Margins
by Joe, H.
- 283-308 Kernel Estimators for Cell Probabilities
by Grund, B.
- 309-334 A Comparative Study of Goodness-of-Fit Tests for Multivariate Normality
by Romeu, J. L. & Ozturk, A.
- 335-361 Optimal Coupling of Multivariate Distributions and Stochastic Processes
by Cuestaalbertos, J. A. & Ruschendorf, L. & Tuerodiaz, A.
- 362-373 Reliability Measures in the Discrete Bivariate Set-Up and Related Characterization Results for a Bivariate Geometric Distribution
by Roy, D.
July 1993, Volume 46, Issue 1
- 1-12 Score Test for the Covariance Matrix of the Elliptic t-Distribution
by Sutradhar, B. C.
- 13-31 Approximation of Multidimensional Stable Densities
by Byczkowski, T. & Nolan, J. P. & Rajput, B.
- 32-55 Functional Characterizations of Some Positively Dependent Bivariate Random Vectors
by Chang, C. S.
- 56-60 Multivariate Maximum Entropy Spectrum
by Choi, B. S.
- 61-82 Zero-One Laws for Multilinear Forms in Gaussian and Other Infinitely Divisible Random Variables
by Rosinski, J. & Samorodnitsky, G. & Taqqu, M. S.
- 83-96 Asymptotic Properties of Conjugate Bayes Discrete Discrimination
by Fang, B. Q. & Dawid, A. P.
- 97-111 A Method of Functional Estimation for Stationary Processes
by Vaninsky, K. L.
- 112-119 Use of Moments in Distribution Theory: A Multivariate Case
by Volodin, N. A. & Kotz, S. & Johnson, N. L.
- 120-130 Generalized Bayes Stein-Type Estimators for Regression Parameters under Linear Constraints
by Hoffmann, K.
- 131-138 ML Characterization of the Multivariate Normal Distribution
by Stadje, W.
- 139-153 Unbiased Tests for Normal Order Restricted Hypotheses
by Cohen, A. & Kemperman, J. H. B. & Sackrowitz, H. B.
- 154-174 Asymptotic Expansion of the Misclassification Probabilities of D- and A-Criteria for Discrimination from Two High Dimensional Populations Using the Theory of Large Dimensional Random Matrices
by Saranadasa, H.
May 1993, Volume 45, Issue 2
- 161-170 Independent Variables with Independent Sum and Difference: S1-Case
by Baryshnikov, Y. & Eisenberg, B. & Stadje, W.
- 171-182 Weighted Approximation of the Renewal Spacing Processes
by Barbe, P.
- 183-216 Best Constants in Kahane-Khintchine Inequalities in Orlicz Spaces
by Peskir, G.
- 217-233 The Asymptotic Distribution of REML Estimators
by Cressie, N. & Lahiri, S. N.
- 234-238 Orthogonally Invariant Sequences as Gaussian Scale Mixtures: An Alternate Proof
by Vitale, R. A.
- 239-246 On Noncentral Generalized Laplacianness of Quadratic Forms in Normal Variables
by Mathai, A. M.
- 247-256 Bootstrapping the Studentized Sample Mean of Lattice Variables
by Lahiri, S. N.
- 257-273 Multivariate Recursive M-Estimators of Location and Scatter for Dependent Sequences
by Englund, J. E.
- 274-290 Estimation of the Impulse-Response Coefficients of a Linear Process with Infinite Variance
by Bhansali, R. J.
- 291-304 Bounds on the Size of the Likelihood Ratio Test of Independence in a Contingency Table
by Loh, W. Y. & Yu, X. J.
- 305-323 UI Score Tests for Some Restricted Alternatives in Exponential Families
by Tsai, M. T. M.
April 1993, Volume 45, Issue 1
- 1-8 A Pointwise Almost Sure Bahadur-Kiefer-Type Representation for the Product Limit Estimator
by Pierrelotiviaud, D.
- 9-24 Comparison between the Locally Most Mean Power Unbiased and Rao's Tests in the Multiparameter Case
by Mukerjee, R. & Gupta, A. S.
- 25-33 On Probabilities of Linear Sets
by Bryc, W. & Smolenski, W.
- 34-55 A Necessary Test of Goodness of Fit for Sphericity
by Fang, K. T. & Zhu, L. X. & Bentler, P. M.
- 56-72 Improved Multivariate Prediction under a General Linear Model
by Gotway, C. A. & Cressie, N.
- 73-88 Stable Limits for Empirical Processes on Vapnik-Cervonenkis Classes of Functions
by Romo, J.
- 89-103 Consistent Estimation Under Random Censorship When Covariables Are Present
by Stute, W.
- 104-136 Robust M-Estimators on Spheres
by Ko, D. J. & Chang, T.
- 137-160 Bootstrapping the Mean Integrated Squared Error
by Cao, R.
February 1993, Volume 44, Issue 2
- 179-190 Integration by Parts for Poisson Processes
by Elliott, R. J. & Tsoi, A. H.
- 191-219 Quadratic Negligibility and the Asymptotic Normality of Operator Normed Sums
by Maller, R. A.
- 220-226 All Admissible Linear Estimates of the Mean Matrix
by Xie, M. Y.
- 227-255 Non-central Limit Theorems for Non-linear Functionals of k Gaussian Fields
by Denaranjo, M. V. S.
- 256-265 Some Characteristic Properties of the Fisher Information Matrix via Cacoullos-Type Inequalities
by Papathanasiou, V.
- 266-278 On the Convergence of U-Statistics with Stable Limit Distribution
by Heinrich, L. & Wolf, W.
- 279-285 Admissibility under the Frequentist's Validity Constraint in Estimating the Loss of the Least-Squares Estimator
by Hsieh, F. S. & Hwang, J. T. G.
- 286-313 Kernel Approximations for Universal Kriging Predictors
by Zhang, B. & Stein, M.
- 314-320 A Functional Central Limit Theorem for Positively Dependent Random Variables
by Birkel, T.
- 321-344 On the Performance of Kernel Estimators for High-Dimensional, Sparse Binary Data
by Grund, B. & Hall, P.
- 345-359 On the First-Order Edgeworth Expansion for a Markov Chain
by Datta, S. & Mccormick, W. P.
January 1993, Volume 44, Issue 1
- 1-22 On the Problem of More Than One Kurtosis Parameter in Multivariate Analysis
by Steyn, H. S.
- 23-46 Nearest Neighbor Estimators for Random Fields
by Tran, L. T. & Yakowitz, S.
- 47-68 Asymptotic Normality for Deconvolution Estimators of Multivariate Densities of Stationary Processes
by Masry, E.
- 69-81 On the Greatest Class of Conjugate Priors and Sensitivity of Multivariate Normal Posterior Distributions
by Bischoff, W.
- 82-101 High Dimensional Asymptotic Expansions for the Matrix Langevin Distributions on the Stiefel Manifold
by Chikuse, Y.
- 102-114 On a Characterization of Uniform Distributions
by Dasgupta, S. & Goswami, A. & Rao, B. V.
- 115-145 Rate of Convergence of the Empirical Radon Transform
by Gilliam, D. S. & Hall, P. & Ruymgaart, F. H.
- 146-159 Multivariate Versions of Cochran's Theorems II
by Wong, C. S. & Wang, T. H.
- 160-178 Comparison of Two Factor Subspaces
by Dauxois, J. & Romain, Y. & Viguier, S.
November 1992, Volume 43, Issue 2
- 173-184 Lower variance bounds and a new proof of the central limit theorem
by Cacoullos, T. & Papathanasiou, V.
- 185-199 Regularity and convergence of stochastic convolutions in duals of nuclear Fréchet spaces
by Pérez-Abreu, Victor & Tudor, Constantin
- 200-217 Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions
by Deheuvels, Paul & Einmahl, John H. J.
- 218-236 Optimizing in the class of Fuller modified limited information maximum likelihood estimators
by Kadiyala, K. R. & Oberhelman, Dennis
- 237-271 Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
by Fan, Jianqing & Masry, Elias
- 272-299 An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes
by Lii, Keh-Shin & Rosenblatt, Murray
- 300-330 A class of U-statistics and asymptotic normality of the number of k-clusters
by Bhattacharya, Rabi N. & Ghosh, Jayanta K.
- 331-350 On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations
by Nagao, Hisao & Srivastava, M. S.
- 351-374 Interpolation with uncertain spatial covariances: A Bayesian alternative to Kriging
by Le, Nhu D. & Zidek, James V.
October 1992, Volume 43, Issue 1
- 1-15 Estimation of mean square error of empirical best linear unbiased predictors under a random error variance linear model
by Kleffe, J. & Rao, J. N. K.
- 16-28 Minimax estimators of a covariance matrix
by Perron, F.
- 29-57 Multivariate Liouville distributions, III
by Gupta, Rameshwar D. & Richards, Donald St. P.
- 58-109 Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter
by Kouritzin, M. A. & Heunis, A. J.
- 110-124 Mixing coefficient, generalized maximal correlation coefficients, and weakly positive measures
by Dominguez, Marisela
- 125-132 Edgeworth expansions for M-estimators of a regression parameter
by Lahiri, S. N.
- 133-146 Existence and consistency of maximum likelihood in upgraded mixture models
by van der Vaart, A. W. & Wellner, Jon A.
- 147-170 Prediction and fundamental moving averages for discrete multidimensional harmonizable processes
by Mehlman, Marc H.
August 1992, Volume 42, Issue 2
- 171-201 Quantum stochastic calculus and quantum nonlinear filtering
by Belavkin, Viacheslav P.
- 202-209 Most powerful invariant permutation tests
by Runger, George C. & Eaton, M. L.
- 210-225 Tests for the mean direction of the Langevin distribution with large concentration parameter
by Fujikoshi, Yasunori & Watamori, Yoko
- 226-244 Edgeworth expansions for errors-in-variables models
by Babu, Gutti Jogesh & Bai, Z. D.
- 245-266 Asymptotic bounds for the expected L1 error of a multivariate kernel density estimator
by Holmström, Lasse & Klemelä, Jussi
- 267-283 Rational spectral densities and strong mixing
by Cheng, R.
- 284-298 Constrained Kantorovich inequalities and relative efficiency of least squares
by Wang, Song-Gui & Shao, Jun
- 299-301 Large deviations for U-statistics
by Arcones, Miguel A.
- 302-317 A sequence of improvements over the James-Stein estimator
by Guo, Ying (Ingrid) Yueh & Pal, Nabendu
July 1992, Volume 42, Issue 1
- 1-22 Robustification of estimators by Winsorizing on ellipsoids
by Olbricht, W.
- 23-34 Characterisations of classes of multivalued processes using Riesz approximations
by Bagchi, Sitadri N.
- 35-50 Stein estimation for non-normal spherically symmetric location families in three dimensions
by Ralescu, Stefan & Brandwein, Ann Cohen & Strawderman, William E.
- 51-66 Probability distributions with given multivariate marginals and given dependence structure
by Cuadras, C. M.
- 67-76 On conditional distributions of nearest neighbors
by Kaufmann, E. & Reiss, R. -D.
- 77-101 Nonnegative estimation of variance components in unbalanced mixed models with two variance components
by Mathew, Thomas & Sinha, Bimal Kumar & Sutradhar, Brajendra C.
- 102-109 On the power superiority of likelihood ratio tests for restricted alternatives
by Tsai, Mingtan
- 110-129 Hölder classes of vector-valued functions and convergence of the best predictor
by Cheng, R.
- 130-140 D-Optimal designs for a multivariate regression model
by Krafft, Olaf & Schaefer, Martin
- 141-161 Bias-robust estimators of multivariate scatter based on projections
by Maronna, Ricardo A. & Stahel, Werner A. & Yohai, Victor J.
- 162-170 On the calculation of derived variables in the analysis of multivariate responses
by Cox, D. R. & Wermuth, Nanny
May 1992, Volume 41, Issue 2
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