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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
July 1991, Volume 38, Issue 1
May 1991, Volume 37, Issue 2
- 135-150 On the calculation of cumulants of estimators arising from a linear time series regression model
by Zhang, Hong-Ching & Shaman, Paul
- 151-179 A smooth conditional quantile estimator and related applications of conditional empirical processes
by Mehra, K. L. & Sudhakara Rao, M. & Upadrasta, S. P.
- 180-196 Nonparametric regression estimation in models with weak error's structure
by Fraiman, Ricardo & Iribarren, Gonzalo Pérez
- 197-222 Comparing sweep strategies for stochastic relaxation
by Amit, Y. & Grenander, U.
- 223-238 Third-order asymptomic properties of a class of test statistics under a local alternative
by Taniguchi, Masanobu
- 239-258 Capacity of dimension-limited channels
by Baker, C. R.
- 259-268 A weak law for normed weighted sums of random elements in rademacher type p banach spaces
by Adler, André & Rosalsky, Andrew & Taylor, Robert L.
- 269-278 A generalization of the Chung-Mogul'skii law of the iterated logarithm
by Shi, Z.
April 1991, Volume 37, Issue 1
- 1-23 White noise approach to multiparameter stochastic integration
by Redfern, Mylan
- 24-45 Correlation theory of almost periodically correlated processes
by Hurd, Harry L.
- 46-65 The prediction theory of stationary random fields. III. Fourfold Wold decompositions
by Chiang, Tse-Pei
- 66-75 A nonparametric test of fit of a parametric model
by Kozek, Andrzej S.
- 76-84 Prophet region for independent random variables with a discount factor
by Boshuizen, Frans
- 85-103 Optimal parameter choice for error minimization in bivariate histograms
by Huesemann, J. A. & Terrell, G. R.
- 104-114 Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions
by Rinott, Yosef & Samuel-Cahn, Ester
- 115-134 Sample path properties of stochastic processes represented as multiple stable integrals
by Rosinski, Jan & Samorodnitsky, Gennady & Taqqu, Murad S.
February 1991, Volume 36, Issue 2
- 145-162 High dimensional limit theorems and matrix decompositions on the Stiefel manifold
by Chikuse, Yasuko
- 163-174 Estimating covariance matrices II
by Loh, Wei-Liem
- 175-198 Maximum likelihood estimation for noncausal autoregressive processes
by Breid, F. Jay & Davis, Richard A. & Lh, Keh-Shin & Rosenblatt, Murray
- 199-203 Association and infinite divisibility for the Wishart distribution and its diagonal marginals
by Evans, Steven N.
- 204-221 Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes
by Harel, Michel & Puri, Madan L.
- 222-242 Regularization of trajectories for multiparameter additive processes in groups
by Zapala, August M.
- 243-262 Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-gaussian random fields
by Dembo, Amir & Zeitouni, Ofer
- 263-279 Regression function estimation from dependent observations
by Burman, Prabir
- 280-296 Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
by Ying, Zhiliang
- 297-313 Nonuniform bounds on the rate of convergence in the central limit theorem for martingales
by Joos, Konrad
- 314-319 On determination of multivariate distribution by its marginals for the Kagan class
by Wesolowski, Jacek
January 1991, Volume 36, Issue 1
- 1-17 Normal distribution assumption and least squares estimation function in the model of polynomial regression
by Bischoff, Wolfgang & Cremers, Heinz & Fieger, Werner
- 18-34 Improved estimation for a model arising in reliability and competing risks
by Peña, Edsel A.
- 35-43 On the dependence function of Sibuya in multivariate extreme value theory
by Obretenov, A.
- 44-55 On estimation of a matrix of normal means with unknown covariance matrix
by Konno, Yoshihiko
- 56-67 Tests for independence in contingency tables with ordered categories
by Cohen, Arthur & Sackrowitz, Harold B.
- 68-94 Towards an optimum test for non-additivity in Tukey's model
by Mathew, Thomas & Sinha, Bimal Kumar
- 95-102 A bivariate local limit theorem
by Doney, R. A.
- 103-112 Bartlett-type modification for Rao's efficient score statistic
by Chandra, Tapas K. & Mukerjee, Rahul
- 113-120 Minimax estimators in the manova model for arbitrary quadratic loss and unknown covariance matrix
by Honda, Toshio
- 121-126 An approach to improving the James-Stein estimator
by Kubokawa, Tatsuya
- 127-143 On the asymptotic distributions of weighted uniform multivariate empirical processes
by Horváth, Lajos
November 1990, Volume 35, Issue 2
- 141-150 Minimax estimation of means of multivariate normal mixtures
by Chou, Jine-Phone & Strawderman, William E.
- 151-167 Maximum a posteriori estimation of elliptic Gaussian fields observed via a noisy nonlinear channel
by Dembo, Amir & Zeitouni, Ofer
- 168-185 Limiting values of large deviation probabilities of quadratic statistics
by Jeurnink, G. A. M. & Kallenberg, W. C. M.
- 186-202 Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes
by Hesse, C. H.
- 203-222 On the cumulants of affine equivariant estimators in elliptical families
by Grübel, Rudolf & Rocke, David M.
- 223-242 A distance between multivariate normal distributions based in an embedding into the siegel group
by Calvo, Miquel & Oller, Josep M.
- 243-259 Moments for a multivariate linear model with an application to the growth curve model
by von Rosen, Dietrich
- 260-275 Asymptotic normality of L-statistics based on m(n)-decomposable time series
by Chanda, K. C. & Puri, M. L. & Ruymgaart, F. H.
- 276-294 Bahadur-Kiefer theorems for the product-limit process
by Beirlant, Jan & Einmahl, John H. J.
- 295-307 Second-order properties for multiple-bilinear models
by Terdik, György
- 308-313 (1/[alpha])-Self similar [alpha]-stable processes with stationary increments
by Samorodnitsky, Gennady & Taqqu, Murad S.
October 1990, Volume 35, Issue 1
- 1-11 Multivariate data-driven k-NN function estimation
by Bhattacharya, P. K. & Mack, Y. P.
- 12-30 Multivariate concordance
by Joe, Harry
- 31-47 On the estimation of the mean of weakly stationary and polynomial weakly stationary sequences
by Lasser, R. & Leitner, M.
- 48-65 Bivariate distributions generated from Pólya-Eggenberger urn models
by Marshall, Albert W. & Olkin, Ingram
- 66-85 Some asymptotic inferential problems connected with complex elliptical distribution
by Khatri, C. G. & Bhavsar, C. D.
- 86-101 Edgeworth expansion in regression models
by Qumsiyeh, Maher B.
- 102-107 Characterizations of multidimensional exponential families by Cacoullos-type inequalities
by Papathanasiou, V.
- 108-129 On the relative performance of bootstrap and Edgeworth approximations of a distribution function
by Hall, Peter
- 130-139 Minimax estimation of a bounded normal mean vector
by Berry, J. Calvin
August 1990, Volume 34, Issue 2
- 157-172 A Bayesian approach to flexible modeling of multivariable response functions
by Steinberg, David M.
- 173-184 Marginal symmetry and quasi symmetry of general order
by Bhapkar, V. P. & Darroch, J. N.
- 185-210 Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space
by Bojdecki, Tomasz & Jakubowski, Jacek
- 211-226 Some properties of BLUE in a linear model and canonical correlations associated with linear transformations
by Khatri, C. G.
- 227-237 Uniformly minimum variance unbiased estimation for symmetric normal distributions
by Yamato, Hajime
- 238-253 Prophet inequalities for cost of observation stopping problems
by Jones, Martin
- 254-274 Dual pairs of Riesz spaces for studying completeness, sufficiency, and compactness of statistical experiments
by Mussmann, Dieter
- 275-289 A central limit theorem for generalized multilinear forms
by de Jong, Peter
- 290-322 Central limit theorems for random walks on 0 that are associated with orthogonal polynomials
by Voit, Michael
July 1990, Volume 34, Issue 1
- 1-13 Resampling U-statistics using p-stable laws
by Dehling, Herold & Denker, Manfred & Woyczynski, Wojbor A.
- 14-36 An optimal prediction in general ARMA models
by Kowalski, Aleksander & Szynal, Dominik
- 37-53 Kernel density estimation on random fields
by Tran, Lanh Tat
- 54-60 Chain rule density estimates
by Boente, Graciela & Fraiman, Ricardo
- 61-74 Nearest neighbor smoothing in linear regression
by Stute, Winfried & Manteiga, Wenceslao González
- 75-94 A limit theorem for pattern synthesis in image processing
by Chow, Yunshyong
- 95-115 The problem of identification of parameters by the distribution of the maximum random variable: Solution for the trivariate normal case
by Mukherjea, Arunava & Stephens, Richard
- 116-140 On H-valued Robbins-Monro processes
by Yin, G. & Zhu, Y. M.
- 141-155 Optimal designs for multivariate interpolation
by Spruill, M. C.
May 1990, Volume 33, Issue 2
- 151-156 Multidimensional scaling with constraints on the configuration
by Mathar, Rudolf
- 157-182 Estimation and structure determination of multivariate input output systems
by Poskitt, D. S.
- 183-211 Asymptotic distribution of rank statistics under dependencies with multivariate application
by Thompson, G. L.
- 212-219 Admissibility of MLE for simultaneous estimation in negative binomial problems
by Chow, Mosuk
- 220-229 Updating of moments
by Pötzelberger, Klaus
- 230-246 Inference on covariance matrices under rank restrictions
by Boik, Robert J.
- 247-264 Distributions of orientations on Stiefel manifolds
by Chikuse, Yasuko
- 265-274 The matrix angular central Gaussian distribution
by Chikuse, Yasuko
- 275-285 Inequalities for predictive ratios and posterior variances in natural exponential families
by Kadane, Joseph B. & Olkin, Ingram & Scarsini, Marco
- 286-293 The Brunn-Minkowski inequality for random sets
by Vitale, Richard A.
- 294-309 Generalized Hodges-Lehmann estimators for the analysis of variance
by Gregory, Gavin G.
- 310-327 Ordering distributions on the circle with respect to uniformity
by Huffer, Fred W.
April 1990, Volume 33, Issue 1
- 1-16 Elliptical symmetry and exchangeability with characterizations
by Alzaid, Abdulhamid A. & Radhakrishna Rao, C. & Shanbhag, D. N.
- 17-30 Comparison of tests in the multiparameter case I. Second-order power
by Mukerjee, Rahul
- 31-48 Comparison of tests in the multiparameter case II. A third-order optimality property of Rao's test
by Mukerjee, Rahul
- 49-71 M-Convergence, et régularité des martingales multivoques: Epi-martingales
by Choukairi-Dini, Ahmed
- 72-88 Consistent nonparametric multiple regression for dependent heterogeneous processes: The fixed design case
by Fan, Y.
- 89-105 Sequential confidence sets with guaranteed coverage probability and beta-protection
by Fakhre-Zakeri, Issa
- 106-124 Estimation of the reciprocal of the density quantile function at a point
by Babu, Gutti Jogesh & Radhakrishna Rao, C.
- 125-142 Asymptotic inference for multiplicative counting processes based on one realization
by Svensson, Åke
- 143-150 Stochastic regularization of linear equations and the realization of Gaussian fields
by Piccioni, Mauro & Roma, Massimo
February 1990, Volume 32, Issue 2
- 171-176 An optimal property of the Gauss-Markoff estimator
by Ali, Mir M & Ponnapalli, R
- 177-203 Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
by Hall, Peter
- 204-212 A generalized Cramér-Rao analogue for median-unbiased estimators
by Sung, N.K
- 213-229 Bootstrap approximation of nearest neighbor regression function estimates
by Dikta, Gerhard
- 230-255 Estimation of generalized additive models
by Burman, Prabir
- 256-268 Some representations of the multivariate Bernoulli and binomial distributions
by Teugels, Jozef L
- 269-281 Intensity-based inference for planar point processes
by Ivanoff, B.Gail & Merzbach, Ely
- 282-289 On non-null distributions connected with testing that a real normal distribution is complex
by Bertelsen, Aksel
- 290-295 Region of maximum probability content of fixed diameter
by Rattihalli, R.N
- 296-312 Improved estimation under collinearity and squared error loss
by Hill, R.Carter & Judge, George G
- 313-325 A class of tests for a general covariance structure
by Wakaki, Hirofumi & Eguchi, Shinto & Fujikoshi, Yasunori
January 1990, Volume 32, Issue 1
- 1-16 On the best equivariant estimator of mean of a multivariate normal population
by Perron, F. & Giri, N.
- 17-47 On ARX([infinity]) approximation
by Guo, L. & Huang, D. W. & Hannan, E. J.
- 48-54 A characterization of random variables with minimum L2-distance
by Rüschendorf, L. & Rachev, S. T.
- 55-69 An extension of Lai and Wei's law of the iterated logarithm with applications to time series analysis and regression
by Chen, Zhao-Guo
- 70-83 Trigonometric series regression estimators with an application to partially linear models
by Eubank, R. L. & Hart, J. D. & Speckman, Paul
- 84-94 Improved confidence sets for spherically symmetric distributions
by Robert, Christian & Casella, George
- 95-102 The Dirichlet distributions and polynomial regression
by Gupta, Rameshwar D. & Richards, Donald St. P.
- 103-119 Setwise independence for some dependence structures
by Block, Henry W. & Fang, Zhaoben
- 120-149 On the prediction theory of two-parameter stationary random fields
by Kallianpur, G. & Miamee, A. G. & Niemi, H.
- 150-160 Continuous dependence of ergodic limits
by Goldstein, Jerome A. & Rieder, Gisèle Ruiz
- 161-170 Semi-parametric estimation of a stationary, non-necessary causal AR(p) process with infinite variance
by Gassiat, Elisabeth
November 1989, Volume 31, Issue 2
- 178-186 Estimation of multivariate binary density using orthogonal functions
by Chen, X. R. & Krishnaiah, P. R. & Liang, W. W.
- 187-200 Maximum likelihood estimators in multivariate linear normal models
by von Rosen, Dietrich
- 201-219 Copulae of probability measures on product spaces
by Scarsini, Marco
- 220-235 Strong approximation of continuous time stochastic processes
by Eberlein, Ernst
- 236-243 Prophet inequalities for parallel processes
by Hill, T. P. & Kennedy, D. P.
- 244-257 On the expectation of a ratio of quadratic forms in normal variables
by Smith, Murray D.
- 258-265 Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models
by Harel, Michel & Puri, Madan L.
- 266-288 Subset regression time series and its modeling procedures
by Chen, Zhao-Guo & Ni, Jun-Yuan
- 289-310 A matricial extension of the Helson-Sarason theorem and a characterization of some multivariate linearly completely regular processes
by Dominguez, Marisela
- 311-327 The fourier transform in white noise calculus
by Kuo, Hui-Hsiung
October 1989, Volume 31, Issue 1
- 1-29 Stochastic differential equations on the plane: Smoothness of the solution
by Nualart, D. & Sanz, M.
- 30-39 R-Estimators and confidence regions for treatment effects in multi-response experiments
by Shiraishi, Taka-aki
- 40-58 Ito stochastic integral in the dual of a nuclear space
by Bojdecki, Tomasz & Jakubowski, Jacek
- 59-68 Order of convergence of regression parameter estimates in models with infinite variance
by Le Breton, A. & Musiela, M.
- 69-82 Distribution theory for some tests of independence of seemingly unrelated regressions
by Davis, A. W.
- 83-89 Zero regression of linear statistic on another one and operator-semistable laws
by Corný, V.
- 90-106 Admissible linear estimators in mixed linear models
by Stepniak, Czeslaw
- 107-116 Improved estimation of a patterned covariance matrix
by Dey, Dipak K. & Gelfand, Alan E.
- 117-126 Saddlepoint method for obtaining tail probability of Wilks' likelihood ratio test
by Srivastava, M. S. & Yau, Wai Kwok
- 127-135 Convergence rates for inverse Toeplitz matrix forms
by Hannan, E. J. & Wahlberg, B.
- 136-147 On improving the shortest length confidence interval for the generalized variance
by Sarkar, Sanat K.
- 148-159 The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability
by Horváth, Lajos
- 160-163 Tail fields of partially exchangeable arrays
by Hoover, D. N.
August 1989, Volume 30, Issue 2
- 167-180 On the convergence of finite linear predictors of stationary processes
by Pourahmadi, Mohsen
- 181-204 Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes
by Harel, Michel & Puri, Madan L.
- 205-226 Estimation and testing in large binary contingency tables
by Kallenberg, W. C. M.
- 227-240 A note on inequalities for probabilities of large deviations of estimators in nonlinear regression models
by Jeganathan, P.
- 241-244 Convergence results for maximum likelihood type estimators in multivariable ARMA models II
by Dahlhaus, R. & Pötscher, B. M.
- 245-254 Optimality of the least squares estimator
by Berk, Robert & Hwang, Jiunn T.
- 255-278 Strong limit theorems for quasi-orthogonal random fields
by Móricz, F.
- 279-291 Error bounds for asymptotic expansions of scale mixtures of univariate and multivariate distributions
by Fujikoshi, Yasunori & Shimizu, Ryoichi
- 292-306 Abelian and Tauberian theorems for the Laplace transform of functions in several variables
by Omey, E. & Willekens, E.
- 307-311 On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix
by Silverstein, Jack W.
- 312-327 Estimation of matrix valued realized signal to noise ratio
by Khattree, Ravindra & Gupta, Rameshward D.
July 1989, Volume 30, Issue 1
- 1-16 On the eigenvectors of large dimensional sample covariance matrices
by Silverstein, Jack W.
- 17-26 A strong law of large numbers for nonparametric regression
by Mukerjee, Hari
- 27-33 A note on Edgeworth expansions for the lattice case
by Babu, Gutti Jogesh & Singh, Kesar
- 34-71 Asymptotically most powerful rank tests for multivariate randomness against serial dependence
by Hallin, Marc & Ingenbleek, Jean-Francois & Puri, Madan L.
- 72-79 The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variance
by Anderson, T. W.
- 80-97 Asymptotic approximations for multivariate integrals with an application to multinormal probabilities
by Breitung, K. & Hohenbichler, M.
- 98-123 Stochastic integrals of point processes and the decomposition of two-parameter martingales
by Imkeller, Peter
- 124-136 Nonparametric density and regression estimation for Markov sequences without mixing assumptions
by Yakowitz, Sidney
- 137-154 On the representation theorem for exchangeable arrays
by Kallenberg, Olav
- 155-166 The law of the iterated logarithm for empirical processes on Vapnik-Cervonenkis classes
by Alexander, Kenneth S. & Talagrand, Michel
May 1989, Volume 29, Issue 2
- 163-179 Asymptotic maximal deviation of M-smoothers
by Härdle, Wolfgang
- 180-198 Robust nonparametric regression estimation
by Boente, Graciela & Fraiman, Ricardo
- 199-218 Limit theorems for the negative parts of weighted multivariate empirical processes with application
by Einmahl, John H. J.
- 219-251 [alpha]-Stable limit theorems for sums of dependent random vectors
by Jakubowski, Adam & Kobus, Maria
- 252-259 On weak convergence of measures on Hilbert spaces
by Merkle, Milan J.
- 260-273 Exponential bounds of mean error for the kernel estimates of regression functions
by Zhao, L. C.
- 274-291 Extreme value theory for multivariate stationary sequences
by Hsing, Tailen
- 292-307 Asymptotic optimality of nonparametric tests for restricted alternatives in some multivariate mixed models
by Tsai, Ming-Tan M. & Sen, Pranab Kumar
- 308-325 Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap
by Dabrowska, Dorota M.
- 326-332 The central limit theorem on spaces of positive definite matrices
by Richards, Donald St. P.
April 1989, Volume 29, Issue 1
- 1-14 Clipped Gaussian processes are never M-step Markov
by Slud, Eric
- 15-29 On the predictor of non-full-rank bivariate stochastic processes
by Miamee, A. G.
- 30-38 MANOVA in the multivariate components of variance model
by Mathew, Thomas
- 39-52 Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
by Cellier, Dominique & Fourdrinier, Dominique & Robert, Christian
- 53-67 Representation of strongly harmonizable periodically correlated processes and their covariances
by Hurd, H. L.
- 68-83 On complex operator-valued O-U processes, T-positivity, and innovations of Okabe and Masani
by Makagon, A. & Mandrekar, V.
- 84-93 Continuity of symmetric stable processes
by Nolan, John P.
- 94-126 Confidence bands for percentile residual lifetime under random censorship model
by Chung, Chang-Jo F.
- 127-136 Diffusions of perturbed principal component analysis
by Bru, Marie-France
- 137-154 Stabilité de sommes pondérées de variables aléatoires vectorielles
by Alt, Jean-Christian
- 155-162 A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
by Sutradhar, Brajendra C. & Ali, Mir M.
February 1989, Volume 28, Issue 2
- 177-189 The functional law of the iterated logarithm for von Mises functionals and multiple Wiener integrals
by Dehling, Herold
- 190-203 Comparison of factor spaces of two related populations
by Chen, K. H. & Robinson, J.
- 204-210 Limit theorems arising from sequences of multinomial random vectors
by Panganiban, Rosana L.
- 211-226 I.i.d. representations for the bivariate product limit estimators and the bootstrap versions
by Lo, Shaw-Hwa & Wang, Jane-Ling
- 227-246 Lower bounds on Bayes factors for invariant testing situations
by Delampady, Mohan
- 247-259 Stein estimation under elliptical distributions
by Srivastava, M. S. & Bilodeau, M.
- 260-270 Minimax estimators in the normal MANOVA model
by Bilodeau, Martin & Kariya, Takeaki
- 271-281 Some properties of bivariate empirical hazard processes under random censoring
by Ruymgaart, F. H.
- 282-303 Asymptotic expansions for sums of nonidentically distributed Bernoulli random variables
by Deheuvels, Paul & Puri, Madan L. & Ralescu, Stefan S.
- 304-330 Asymptotically precise estimate of the accuracy of Gaussian approximation in Hilbert space
by Sazonov, V. V. & Ulyanov, V. V. & Zalesskii, B. A.
January 1989, Volume 28, Issue 1
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