Contact information of Elsevier
Serial Information
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: 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
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
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
May 1990, Volume 33, Issue 2
- 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
- 1-8 Characterizations of some bivariate life-distributions
by Roy, Dilip & Mukherjee, S. P.
- 9-19 Independent marginals of infinitely divisible and operator semi-stable measures
by Luczak, Andrzej
- 20-68 Extensions of results of Komlós, Major, and Tusnády to the multivariate case
by Einmahl, Uwe
- 69-87 Reduced-rank models for interaction in unequally replicated two-way classifications
by Boik, Robert J.
- 88-114 Rank tests for matched pair experiments with censored data
by Dabrowska, Dorota M.
- 115-148 Estimation of dimension for spatially distributed data and related limit theorems
by Cutler, C. D. & Dawson, D. A.
- 149-171 Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process
by Nualart, D. & Yeh, J.
- 172-175 On the estimation of the derivatives of a function with the derivatives of an estimate
by Yatracos, Yannis G.
November 1988, Volume 27, Issue 2
- 319-333 Some asymptotic inferential problems connected with elliptical distributions
by Khatri, C. G.
- 334-358 Stochastic integrals of empirical-type processes with applications to censored regression
by Lai, Tze Leung & Ying, Zhiliang
- 359-374 Nonminimum phase non-Gaussian deconvolution
by Lii, Keh-Shin & Rosenblatt, Murray
- 375-391 Inference in a model with at most one slope-change point
by Miao, B. Q.
- 392-403 Maximum likelihood principle and model selection when the true model is unspecified
by Nishii, R.
- 404-421 An asymptotic minimax theorem of order n-1/2
by Pfanzagl, J.
- 422-433 An improved estimation method for univariate autoregressive models
by Pukkila, Tarmo M.
- 434-446 Paradoxes in conditional probability
by Rao, M. M.
- 447-456 Inference properties of a one-parameter curved exponential family of distributions with given marginals
by Ruiz-Rivas, Carmen & Cuadras, Carles M.
- 457-477 The estimation of the bispectral density function and the detection of periodicities in a signal
by Rao, T. Subba & Gabr, M. M.
- 478-493 Analysis of odds ratios in 2 - n ordinal contingency tables
by Subramanyam, K. & Rao, M. Bhaskara
- 494-511 Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes
by Taniguchi, Masanobu
- 512-535 Estimating multiple rater agreement for a rare diagnosis
by Verducci, Joseph S. & Mack, Michael E. & DeGroot, Morris H.
October 1988, Volume 27, Issue 1
- 15-23 Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population
by Babu, G. Jogesh & Rao, C. Radhakrishna
- 24-39 Kernel estimators of density function of directional data
by Bai, Z. D. & Rao, C. Radhakrishna & Zhao, L. C.
- 40-52 On determination of the order of an autoregressive model
by Bai, Z. D. & Subramanyam, K. & Zhao, L. C.
- 53-67 Admissible linear estimation in a general Gauss-Markov model with an incorrectly specified dispersion matrix
by Baksalary, Jerzy K. & Mathew, Thomas
- 68-79 On moment conditions for valid formal Edgeworth expansions
by Bhattacharya, Rabi N. & Ghosh, J. K.
- 80-90 Ergodicity and central limit theorems for a class of Markov processes
by Bhattacharya, Rabi N. & Lee, Oesook
- 91-104 Conditionally ordered distributions
by Block, Henry W. & Sampson, Allan R.
- 105-115 A discounted cost relationship
by Chen, C. S. & Savits, Thomas H.
- 116-130 Strong consistency of M-estimates in linear models
by Chen, X. R. & Wu, Y. H.
- 131-150 Minimal complete classes of invariant tests for equality of normal covariance matrices and sphericity
by Cohen, Arthur & Marden, John I.
- 151-168 Invariance principles for changepoint problems
by Csörgo, Miklós & Horváth, Lajos
- 169-180 On the area of the circles covered by a random walk
by Erdös, P. & Révész, P.
- 181-193 Normed likelihood as saddlepoint approximation
by Fraser, D. A. S.
- 194-205 Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions
by Fujikoshi, Y.
- 206-227 Empirical and hierarchical bayes competitors of preliminary test estimators in two sample problems
by Ghosh, Malay & Sinha, Bimal K.
- 228-254 On confidence bands in nonparametric density estimation and regression
by Hall, Peter & Titterington, D. M.
- 255-260 A note on generalized Gaussian random fields
by Hida, Takeyuki
- 261-269 Smoothness properties of the conditional expectation in finitely additive white noise filtering
by Hucke, H. P. & Kallianpur, G. & Karandikar, R. L.
- 270-283 Equivariant estimation of a mean vector [mu] of N([mu], [Sigma]) with [mu]'[Sigma]-1[mu] = 1 or [Sigma]-1/2[mu] = c or [Sigma] = [sigma]2[mu]'[mu]l
by Kariya, Takeaki & Giri, N. C. & Perron, F.
- 284-299 A generalized Cauchy-Binet formula and applications to total positivity and majorization
by Karlin, Samuel & Rinott, Yosef
- 300-318 Isotonic M-estimation of location: union-intersection principle and preliminary test versions
by Karmous, Azza R. & Sen, Pranab K.
August 1988, Volume 26, Issue 2
- 111-132 Association of probability measures on partially ordered spaces
by Lindqvist, Bo Henry
- 133-165 Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators
by Masry, Elias
- 166-168 A note on the largest eigenvalue of a large dimensional sample covariance matrix
by Bai, Z. D. & Silverstein, Jack W. & Yin, Y. Q.
- 169-183 Invariance principles for renewal processes when only moments of low order exist
by Steinebach, Josef
- 184-206 Asymptotics of conditional empirical processes
by Horváth, Lajos & Yandell, Brian S.
- 207-218 A note on the exponentiality of total hazards before failure
by Arjas, Elja & Haara, Pentti
July 1988, Volume 26, Issue 1
May 1988, Volume 25, Issue 2
- 153-163 Uniform and nonuniform estimates in the CLT for Banach valued dependent random variables
by Basu, A. K.
- 164-173 On the identifiability of multivariate survival distribution functions
by Ebrahimi, Nader
- 174-200 The demographic variation process of branching random fields
by Gorostiza, Luis G.
- 201-222 On the second order local comparison between perturbed maximum likelihood estimators and Rao's statistic as test statistics
by Chandra, Tapas K. & Samanta, Tapas
- 223-240 A test of independence for the coordinates of bivariate censored data
by Gombay, Edit
- 241-271 On the representation of finite multiple Markov chains by weighted circuits
by Kalpazidou, Sofia
- 272-285 Joint stable attraction of two sums of products
by Cline, Daren B. H.
- 286-298 Multivariate arrangement increasing functions with applications in probability and statistics
by Boland, Philip J. & Proschan, Frank
- 299-310 Kernel density and hazard function estimation in the presence of censoring
by Diehl, Sabine & Stute, Winfried
- 311-322 Strong convergence of weighted sums of random elements through the equivalence of sequences of distributions
by Cuesta, Juan A. & Matrán, Carlos
April 1988, Volume 25, Issue 1
- 1-9 On multivariate mean remaining life functions
by Arnold, Barry C. & Zahedi, Hassan
- 10-24 Series representations and Karhunen processes
by Kakihara, Yûichirô
- 25-30 A characterization of Dirichlet distributions
by Rao, B. V. & Sinha, Bikas K.
- 31-44 Multivariate calibration: A generalization of the classical estimator
by Lieftinck-Koeijers, C. A. J.
- 45-64 Multivariate functional least squares
by Heathcote, C. R. & Welsh, A. H.
- 65-89 Poisson approximations of multinomial distributions and point processes
by Deheuvels, Paul & Pfeifer, Dietmar
- 90-99 Consistency of a nonparametric estimate of a density function for dependent variables
by Boente, Graciela & Fraiman, Ricardo
- 100-110 Consistent nonparametric multiple regression: The fixed design case
by Georgiev, Alexander A.
- 111-118 Random walks on Z2n
by Erdös, Paul & Chen, Robert W.
- 119-138 Concentration inequalities for Gauss-Markov estimators
by Eaton, Morris L.
- 139-145 Limit theorems for randomly weighted sums of random elements in normed linear spaces
by Cabrera, M. Ordóñez
- 146-151 On the study of some functions of multivariate ARMA processes
by Peiris, M. Shelton
February 1988, Volume 24, Issue 2
Printed from https://ideas.repec.org/s/eee/jmvana21.html