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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
April 1984, Volume 14, Issue 2
- 181-200 A Bahadur efficiency comparison between one and two sample rank statistics and their sequential rank statistic analogues
by Mason, David M.
- 201-211 Bivariate step processes and random evolutions
by Siegrist, Kyle
- 212-220 Construction of improved estimators in multiparameter estimation for continuous exponential families
by Ghosh, Malay & Hwang, Jiunn Tzon & Tsui, Kam-Wah
- 221-230 Limiting distributions of two random sequences
by Chen, Robert & Goodman, Richard & Zame, Alan
- 231-247 On Berry-Esséen rates, a law of the iterated logarithm and an invariance principle for the proportion of the sample below the sample mean
by Ralescu, Stefan & Puri, Madan L.
- 248-267 Hyperamarts: Conditions for regularity of continuous parameter processes
by Choi, Bong Dae
February 1984, Volume 14, Issue 1
- 1-16 Central limit theorem for integrated square error of multivariate nonparametric density estimators
by Hall, Peter
- 17-33 Domains of attraction and regular variation in IRd
by de Haan, L. & Omey, E. & Resnick, S.
- 34-73 Quasimartingales on partially ordered sets
by Hürzeler, Harry E.
- 74-82 The theory of concentrated Langevin distributions
by Watson, Geoffrey S.
- 83-93 On a class of stopping times for M-estimators
by Stute, Winfried
- 94-100 On the reverse process of a critical multitype Galton-Watson process without variances
by Nakagawa, Tetsuo
- 101-104 Use of the hyperbolic differential operator to find a scalar statistic which has constant regression on the mean of a sample of Wishart matrices
by Heller, Barbara
- 105-113 Ultraspherical polynomials and statistics on the m-sphere
by Saw, John G.
- 114-133 On the hellinger square integral with respect to an operator valued measure and stationary processes
by Makagon, Andrzej
December 1983, Volume 13, Issue 4
- 489-507 A limit theorem for the eigenvalues of product of two random matrices
by Yin, Y. Q. & Krishnaiah, P. R.
- 508-516 Limiting behavior of the eigenvalues of a multivariate F matrix
by Yin, Y. Q. & Bai, Z. D. & Krishnaiah, P. R.
- 517-533 Kernel-transformed empirical processes
by Csörgo, Sándor
- 534-538 Continuity properties of decomposable probability measures on euclidean spaces
by Wolfe, Stephen James
- 539-549 Asymptotic properties of Cramér-Smirnov statistics--A new approach
by Sukhatme, Shashikala
- 550-560 Absolute continuity of operator-self-decomposable distributions on Rd
by Yamazato, Makoto
- 561-577 The past of a stopping point and stopping for two-parameter processes
by Fouque, Jean-Pierre
- 578-604 Limit distributions and one-parameter groups of linear operators on Banach spaces
by Jurek, Zbigniew J.
- 605-611 On Wong-Zakai approximation of stochastic differential equations
by Konecny, Franz
September 1983, Volume 13, Issue 3
- 383-400 The maximum of the periodogram
by An, Hong-Zhi & Chen, Zhao-Guo & Hannan, E. J.
- 401-424 Estimating the mean function of a Gaussian process and the Stein effect
by Berger, James & Wolpert, Robert
- 425-441 Central limit theorems for non-linear functionals of Gaussian fields
by Breuer, Péter & Major, Péter
- 442-463 Entrance laws for Feller diffusions on (0, [infinity]) and Doob's h-path transformation
by Bose, A.
- 464-472 On a number of poisson matrices in Bang-Bang representations for 3 - 3 embeddable matrices
by Frydman, Halina
- 473-487 Special functions and characterizations of probability distributions by zero regression properties
by Heller, Barbara
June 1983, Volume 13, Issue 2
- 213-233 On [alpha]-symmetric multivariate distributions
by Cambanis, Stamatis & Keener, Robert & Simons, Gordon
- 234-256 Measuring the efficiency of trigonometric series estimates of a density
by Hall, Peter
- 257-272 Point processes and multivariate extreme values
by Deheuvels, Paul
- 273-286 Limit laws for upper and lower extremes from stationary mixing sequences
by Davis, Richard A.
- 287-301 Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces
by Butzer, P. L. & Hahn, L. & Roeckerath, M. Th.
- 302-309 Asymptotic normal distribution of multidimensional statistics of dependent random variables
by De Dominicis, Rodolfo
- 310-327 The inverse partial correlation function of a time series and its applications
by Bhansali, R. J.
- 328-352 On a class of martingale inequalities
by Cox, David C. & Kemperman, J. H. B.
- 353-360 Mesures majorantes et loi du logarithme itéré pour les variables aléatoires sous-gaussiennes
by Heinkel, Bernard
- 361-365 Stability of sums of weighted nonnegative random variables
by Etemadi, N.
- 366-374 Weak convergence of linear forms in D[0, 1]
by Daffer, Peter Z. & Taylor, Robert L.
- 375-381 Positive dependence properties of elliptically symmetric distributions
by Sampson, Allan R.
March 1983, Volume 13, Issue 1
- 1-23 Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
by Lai, T. L. & Wei, C. Z.
- 24-39 On near neighbour estimates of a multivariate density
by Hall, Peter
- 40-51 Bayes estimation in linear models: A coordinate-free approach
by Gnot, Stanislaw
- 52-66 Characterization of limits of Bayes procedures
by Caridi, Frank
- 67-108 Third-order efficiency of conditional tests in exponential models: The lattice case
by Hipp, C.
- 109-117 Stationary probability distributions for multiresponse linear learning models
by Pruscha, H. & Theodorescu, R.
- 118-137 The weak and strong Gaussian probabilistic realization problem
by van Putten, C. & van Schuppen, J. H.
- 138-147 Equivalence of measures induced by infinitely divisible processes
by Veeh, Jerry Alan
- 148-166 On the decomposition of the convolution of a Gaussian and poisson distribution on locally compact Abelian groups
by Feldman, G. M. & Fryntov, A. E.
- 167-176 Equivalent measures of dependence
by Bradley, Richard C.
- 177-186 A sampling theorem for multivariate stationary processes
by Pourahmadi, Mohsen
- 187-193 On the laws of large numbers for nonnegative random variables
by Etemadi, Nasrollah
- 194-201 Existence of a double random integral with respect to stable measures
by Szulga, J. & Woyczynski, W. A.
- 202-209 The rate of strong uniform consistency for the multivariate product-limit estimator
by Horváth, Lajos
December 1982, Volume 12, Issue 4
- 457-468 A new proof of admissibility of tests in the multivariate analysis of variance
by Anderson, T. W. & Takemura, Akimichi
- 469-479 Admissibility and complete class results for the multinomial estimation problem with entropy and squared error loss
by Ighodaro, Ayodele & Santner, Thomas & Brown, Lawrence
- 480-492 Robust M-estimators of location vectors
by Collins, John R.
- 493-507 Diffusion approximation of the two-type Galton-Watson process with mean matrix close to the identity
by Buckholtz, P. G. & Wasan, M. T.
- 508-525 On r-quick limit sets for empirical and related processes based on mixing random variables
by Babu, Gutti Jogesh & Singh, Kesar
- 526-548 The multitype branching random walk, II
by Gail Ivanoff, B.
- 549-561 Properties of fourth-order strong mixing rates and its application to random set theory
by Mase, Shigeru
- 562-567 Arbitrariness of the pilot estimator in adaptive kernel methods
by Abramson, Ian S.
- 568-574 Admissibility of the natural estimator of the mean of a Gaussian process
by Spruill, Carl
- 575-596 Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
by Burbea, Jacob & Rao, C. Radhakrishna
- 597-611 Asymptotic distributions of the likelihood ratio test statistics for covariance structures of the complex multivariate normal distributions
by Fang, C. & Krishnaiah, P. R. & Nagarsenker, B. N.
September 1982, Volume 12, Issue 3
- 317-334 Local times for stochastic processes which are subordinate to Gaussian processes
by Berman, Simeon M.
- 335-345 On convergence of LAD estimates in autoregression with infinite variance
by An, Hong-Zhi & Chen, Zhao-guo
- 346-370 Asymptotic properties of projections with applications to stochastic regression problems
by Lai, T. L. & Wei, C. Z.
- 371-384 On the accuracy of normal approximation
by Sazonov, V. V. & Ulyanov, V. V.
- 385-401 On the spectral representation of symmetric stable processes
by Hardin, Clyde D.
- 402-414 Probabilities of maximal deviations for nonparametric regression function estimates
by Johnston, Gordon J.
- 415-431 On Fourier transform of generalized Brownian functionals
by Kuo, Hui-Hsiung
- 432-449 Comparison of two orthogonal series methods of estimating a density and its derivatives on an interval
by Hall, Peter
- 450-455 The Fréchet distance between multivariate normal distributions
by Dowson, D. C. & Landau, B. V.
June 1982, Volume 12, Issue 2
- 161-177 Reverse processes and some limit theorems of multitype Galton-Watson processes
by Nakagawa, Tetsuo
- 178-185 Two strong limit theorems for processes with independent increments
by Wright, A. Larry
- 186-198 Weak consistency of least-squares estimators in linear models
by Kaffes, D. & Bhaskara Rao, M.
- 199-218 A general theory of some positive dependence notions
by Shaked, Moshe
- 219-229 Multivariate linear rank statistics for profile analysis
by Chinchilli, Vernon M. & Sen, Pranab Kumar
- 230-247 Local asymptotic normality for progressively censored likelihood ratio statistics and applications
by Gardiner, Joseph
- 248-255 Cramér-von Mises type estimation of the regression parameter: The rank analogue
by Williamson, Mark A.
- 256-269 Maximizing the probability of correctly ordering random variables using linear predictors
by Portnoy, Stephen
- 270-290 Contracting towards subspaces when estimating the mean of a multivariate normal distribution
by Oman, Samuel D.
- 291-305 Weak and strong convergence of amarts in Fréchet spaces
by Egghe, Leo
- 306-315 An inequality for the multivariate normal distribution
by Chen, Louis H. Y.
March 1982, Volume 12, Issue 1
- 1-38 Some limit theorems for the eigenvalues of a sample covariance matrix
by Jonsson, Dag
- 39-63 Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
by Fang, C. & Krishnaiah, P. R.
- 64-71 Asymptotic normality of finite Fourier transforms of stationary generalized processes
by Brillinger, David R.
- 72-79 Bounds for the uniform deviation of empirical measures
by Devroye, Luc
- 80-88 On admissible shifts of generalized white noises
by Kuo, Hui-Hsiung & Smolenski, W.
- 89-94 Absolute continuity of multivariate distributions of class L
by Sato, Ken-iti
- 95-122 Recurrence and ergodicity of diffusions
by Bhattacharya, R. N. & Ramasubramanian, S.
- 123-135 The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance
by Akritas, Michael G. & Johnson, Richard A.
- 136-154 Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
by Dauxois, J. & Pousse, A. & Romain, Y.
- 155-158 Note on Creasy's confidence limits for the gradient in the linear functional relationship
by Schneeweiss, H.
December 1981, Volume 11, Issue 4
- 459-473 Estimating the dimension of a linear system
by Hannan, E. J.
- 474-484 Some properties of the parameterization of ARMA systems with unknown order
by Deistler, M. & Hannan, E. J.
- 485-497 A robust principal component analysis
by Ruymgaart, F. H.
- 498-505 Some extensions of the Kantorovich inequality and statistical applications
by Khatri, C. G. & Rao, C. Radhakrishna
- 506-531 Bahadur deficiency of likelihood ratio tests in exponential families
by Kallenberg, Wilbert C. M.
- 532-543 Local Bahadur efficiency of rank tests for the independence problem
by Kremer, Erhard
- 544-555 The estimation of multivariate random coefficient autoregressive models
by Nicholls, D. F. & Quinn, B. G.
- 556-567 Some multivariate linear regression testing problems with additional observations
by Sarkar, Sanat Kumar
- 568-571 Remark on strong martingales and the linear embedding of tactics
by Grillenberger, Christian & Krengel, Ulrich
- 572-580 [alpha]-Stable characterization of Banach spaces (1
by Mandrekar, V. & Weron, A.
- 581-598 Representations for partially exchangeable arrays of random variables
by Aldous, David J.
- 599-607 The global Markov property for lattice systems
by Albeverio, S. & Høegh-Krohn, R. & Olsen, G.
September 1981, Volume 11, Issue 3
- 289-318 The multitype branching diffusion
by Ivanoff, B. Gail
- 319-333 Convergence systems and strong consistency of least squares estimates in regression models
by Gui-Jing, Chen & Lai, T. L. & Wei, C. Z.
- 334-345 Stopping times and an extension of stochastic integrals in the plane
by Yeh, J.
- 346-353 On the law of the iterated logarithm
by Wong, H. S. F.
- 354-367 Large deviation probabilities for certain dependent processes
by Singh, Kesar
- 368-385 On the theory of elliptically contoured distributions
by Cambanis, Stamatis & Huang, Steel & Simons, Gordon
- 386-399 Asymptotic independence of distributions of normalized order statistics of the underlying probability measure
by Reiss, R. -D.
- 400-417 Simultaneous estimation of Poisson means
by Albert, James H.
- 418-433 Eigenfunctions of expected value operators in the Wishart distribution, II
by Kushner, H. B. & Lebow, Arnold & Meisner, Morris
- 434-447 Operator-stable laws
by Hudson, William N. & Mason, J. David
- 448-451 Weak association of random variables
by Rüschendorf, Ludger
- 452-458 A note on Sheppard's corrections for grouping and maximum likelihood estimation
by Don, F. J. H.
June 1981, Volume 11, Issue 2
- 115-126 On large deviations for sums of random vectors in Rk
by Osipov, L. V.
- 127-151 Convergence of estimates. Part I
by Strasser, Helmut
- 152-172 Convergence of estimates. Part II
by Strasser, Helmut
- 173-184 Polynomial expansions of density and distribution functions of scale mixtures
by Hall, Peter
- 185-198 Multiple autoregressive models with random coefficients
by Nicholls, D. F. & Quinn, B. G.
- 199-229 Stopping rules and tactics for processes indexed by a directed set
by Krengel, Ulrich & Sucheston, Louis
- 230-243 Random correspondences and nonlinear equations
by Kannan, R.
- 244-249 Factorizing multivariate time series operators
by Stensholt, Eivind & Tjøstheim, Dag
- 250-259 Markov inequalities on partially ordered spaces
by Jensen, D. R. & Foutz, R. V.
- 260-272 Second-order optimality of randomized estimation and test procedures
by Götze, F.
- 273-279 A note on the functional law of iterated logarithm for maxima of Gaussian sequences
by Hüsler, Jürg
- 280-288 Bayes minimax estimation of multiple Poisson parameters
by Ghosh, Malay & Parsian, Ahmad
March 1981, Volume 11, Issue 1
- 1-16 Central limit theorems under weak dependence
by Bradley, Richard C.
- 17-39 Some inverse problems involving conditional expectations
by Karr, A. F.
- 40-49 Conditioned rates of convergence in the CLT for sums and maximum sums
by Ahmad, Ibrahim A.
- 50-57 Decreasing in transposition property of overlapping sums, and applications
by Hollander, M. & Proschan, F. & Sethuraman, J.
- 58-68 On the convergence of a bounded amart and a conjecture of Chatterji
by Schmidt, Klaus D.
- 69-80 Existence of the linear prediction for Banach space valued Gaussian processes
by Chobanjan, S. A. & Weron, A.
- 81-84 Strong consistent density estimate from ergodic sample
by Györfi, László
- 85-101 A general approach to optimal control of a regression experiment
by Chang, Der-Shin & Wong, Chi Song
- 102-113 An asymptotic decomposition for multivariate distribution-free tests of independence
by Deheuvels, Paul
December 1980, Volume 10, Issue 4
- 467-498 Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
by Karlin, Samuel & Rinott, Yosef
- 499-516 Classes of orderings of measures and related correlation inequalities II. Multivariate reverse rule distributions
by Karlin, Samuel & Rinott, Yosef
- 517-538 Riemann-Stieltjes quasi-martingale integration
by Brennan, Michael D.
- 539-550 Consistency of a recursive nearest neighbor regression function estimate
by Devroye, Luc & Wise, Gary L.
- 551-564 Admissible and minimax multiparameter estimation in exponential families
by Ghosh, Malay & Parsian, Ahmad
- 565-578 On the rate of approximation in the central limit theorem for dependent random variables and random vectors
by Basu, A. K.
- 579-598 Multifunctions of faces for conditional expectations of selectors and Jensen's inequality
by Kozek, A. & Suchanecki, Z.
- 599-602 A characterization of Gaussian spaces
by Rao, J. S. & Robertson, James B.
- 603-610 Incomplete Dirichlet integrals with applications to ordered uniform spacings
by Rao, J. S. & Sobel, Milton
- 611-627 Consistent nonparametric regression from recursive partitioning schemes
by Gordon, Louis & Olshen, Richard A.
September 1980, Volume 10, Issue 3
- 275-295 Estimation of vector ARMAX models
by Hannan, E. J. & Dunsmuir, W. T. M. & Deistler, M.
- 296-318 Brunn-Minkowski inequality and its aftermath
by Gupta, Somesh Das
- 319-331 On the capacity of the continuous time Gaussian channel with feedback
by Ihara, Shunsuke
- 332-342 On the robustness of least squares procedures in regression models
by Ghosh, Malay & Sinha, Bimal Kumar
- 343-350 Invariant scale matrix hypothesis tests under elliptical symmetry
by Chmielewski, M. A.
- 351-362 Extreme sample censoring problems with multivariate data: Indirect censoring and the Farlie-Gumbel-Morgenstern distribution
by Johnson, N. L.
- 363-370 Some asymptotic properties of a progressively censored nonparametric test for multiple regression
by Delong, David M.
- 371-378 On functional central limit theorems for certain continuous time parameter stochastic processes
by Sen, P. K. & Tsong, Y.
- 379-384 A characterization of Lévy probability distribution functions on Euclidean spaces
by Wolfe, Stephen James
- 385-397 An extension of the usual model in statistical decision theory with applications to stochastic optimization problems
by Balder, E. J.
- 398-404 A note on the conditional moments of a multivariate normal distribution confined to a convex set
by Haberman, Shelby J.
- 405-425 Empirical distribution functions and functions of order statistics for mixing random variables
by Puri, Madan L. & Tran, Lanh T.
- 426-441 Admissible solutions of k-extended finite state set and sequence compound decision problems
by Vardeman, Stephen B.
- 442-459 Laws of large numbers and Beck Convexity in metric linear spaces
by Sundaresan, K. & Woyczynski, W. A.
- 460-466 Asplund operators and A. E. convergence
by Edgar, G. A.
June 1980, Volume 10, Issue 2
- 141-180 Spatially homogeneous random evolutions
by Dawson, Donald A. & Salehi, Habib
- 181-206 Point processes of exits by bivariate Gaussian processes and extremal theory for the [chi]2-process and its concomitants
by Lindgren, Georg
- 207-232 Class L of multivariate distributions and its subclasses
by Sato, Ken-iti
- 233-242 The necessary and sufficient conditions for dependent quadratic forms to be distributed as multivariate gamma
by Khatri, C. G.
- 243-251 Maximum likelihood estimation of a multivariate linear functional relationship
by Healy, John D.
- 252-267 The use of the tetrachoric series for evaluating multivariate normal probabilities
by Harris, Bernard & Soms, Andrew P.
- 268-272 An optimum tolerance region for multivariate regression
by Evans, M. & Fraser, D. A. S.
March 1980, Volume 10, Issue 1
- 1-18 A canonical decomposition of the probability measure of sets of isotropic random points in n
by Ruben, Harold & Miles, R. E.
- 19-25 A note on computing the distribution of the norm of Hilbert space valued Gaussian random variables
by Neuhaus, Georg
- 26-37 Operator-stable distributions and stable marginals
by Hudson, William N.
- 38-50 Cramér-von Mises tests for independence
by De Wet, T.
- 51-59 The inverted complex Wishart distribution and its application to spectral estimation
by Shaman, Paul
- 60-77 Robustness to nonnormality of some transformations of the sample correlation coefficient
by Subrahmaniam, Kocherlakota & Gajjar, A. V.
- 78-87 The empirical characteristic function and large sample hypothesis testing
by Kellermeier, John
- 88-94 Semistable measures on a Hilbert space
by Laha, R. G. & Rohatgi, V. K.
- 95-106 Convergence of weighted sums of random elements in D[0, 1]
by Taylor, Robert Lee & Daffer, Peter Z.
- 107-122 Representation of Banach space valued quasimartingales by real quasimartingales
by Kussmaul, A. U.
- 123-134 On the value of a stopped set function process
by Schmidt, Klaus D.
- 135-139 A comment on "minimization of functions of a positive simidefinite matrix A subject to AX = 0"
by Neudecker, H.
December 1979, Volume 9, Issue 4
- 465-486 Planar semi-martingales
by Brennan, Michael D.
- 487-510 General theorems on "Little-" rates of closeness of two weighted sums of independent Hilbert space valued random variables with applications
by Butzer, P. L. & Hahn, L. & Roeckerath, M. Th.
- 511-530 Limit theorems for polylinear forms
by Rotar', V. I.
- 531-544 An identity for the Wishart distribution with applications
by Haff, L. R.
- 545-559 On the construction of Wold decomposition for multivariate stationary processes
by Niemi, Hannu
- 560-578 Convergence rates in the central limit theorem for stationary mixing sequences of random vectors
by Hipp, Christian
- 579-588 Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
by Brandwein, Ann Cohen
- 589-598 Characterizations of multivariate normality II. Through linear regressions
by Khatri, C. G.
- 599-613 A linear filtering problem in complete correlated actions
by Suciu, Ion & Valusescu, Ilie
September 1979, Volume 9, Issue 3
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