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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
August 1987, Volume 22, Issue 2
- 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
- 141-146 A functional central limit theorem for [varrho]-mixing sequences
by Herrndorf, Norbert
June 1984, Volume 14, Issue 3
- 269-284 Stationary distributions of the simplest dynamical systems in Rn perturbed by generalized Poisson process
by Zakusilo, O. K.
- 285-299 Distributions of class L[alpha]
by Bai, Z. D. & Yin, Y. Q.
- 300-314 An asymptotic minimax risk bound for estimation of a linear functional relationship
by Nussbaum, M.
- 315-322 The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
by Prakasa Rao, B. L. S.
- 323-335 Principal components in the nonnormal case: The test of equality of Q roots
by Waternaux, Christine M.
- 336-347 Formulas for zonal polynomials
by Kushner, H. B. & Meisner, Morris
- 348-359 Weighted L2 quantile distance estimators for randomly censored data
by Eubank, R. L. & LaRiccia, V. N.
- 360-375 A limit theorem for branching one-dimensional periodic diffusion processes
by Kawazu, Kiyoshi & Ogura, Yukio
- 376-389 Stochastic bounds for attained levels
by Berk, Robert H.
April 1984, Volume 14, Issue 2
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