Contact information of Elsevier
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Content
December 1987, Volume 23, Issue 2
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. & Masse´, 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 Cso¨rgo, Miklo´s & Horva´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
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
- 99-123 Subordination, rank, and determinism of multivariate stationary sequences
by Niemi, Hannu
- 124-134 Convergence in the pth-mean and some Weak Laws of Large Numbers for weighted sums of random elements in separable normed linear spaces
by Wang, Xiang Chen & Bhaskara Rao, M.
- 135-140 Canonical row-column-exchangeable arrays
by Lynch, James
Printed from https://ideas.repec.org/s/eee/jmvana21.html
