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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
September 1978, Volume 8, Issue 3
- 346-360 Properties of certain symmetric stable distributions
by Miller, Grady
- 361-371 On the asymptotic distribution of multivariate M-estimates
by Carroll, Raymond J.
- 372-379 Minimax Bayes estimators of a multivariate normal mean
by Faith, Ray E.
- 380-395 A class of bivariate Poisson processes
by Griffiths, R. C. & Milne, R. K.
- 396-404 Nonnull distributions of some statistics associated with testing for the equality of two covariance matrices
by Nagarsenker, B. N.
- 405-412 A class of bivariate distributions including the bivariate logistic
by Ali, Mir M. & Mikhail, N. N. & Haq, M. Safiul
- 413-429 Identifiability of the multinormal and other distributions under competing risks model
by Basu, A. P. & Ghosh, J. K.
- 430-452 Martingales and the Robbins-Monro procedure in D[0, 1]
by Walk, H.
- 453-467 Some optimization problems with applications to canonical correlations and sphericity tests
by Khatri, C. G.
- 468-478 Inference in canonical correlation analysis
by Glynn, William J. & Muirhead, Robb J.
- 479-485 Testing independence of variates in an infinitely divisible random vector
by Sclove, Stanley L.
June 1978, Volume 8, Issue 2
- 153-172 Optimum designs when the observations are second-order processes
by Spruill, Carl & Studden, W. J.
- 173-180 Minimax estimation of a multivariate normal mean under polynomial loss
by Berger, James O.
- 181-201 General theorems on rates of convergence in distribution of random variables I. General limit theorems
by Butzer, P. L. & Hahn, L.
- 202-221 General theorems on rates of convergence in distribution of random variables II. Applications to the stable limit laws and weak law of large numbers
by Butzer, P. L. & Hahn, L.
- 222-232 A convergence theorem for spectral factorization
by Wilson, G. Tunnicliffe
- 233-243 The distribution of the likelihood ratio for additive processes
by Brockett, Patrick L. & Hudson, William N. & Tucker, Howard G.
- 244-254 Some properties of bivariate Gumbel Type A distributions with proportional hazard rates
by Elandt-Johnson, Regina C.
- 255-261 A characterization of the multivariate normal distribution
by Li, Hung C.
- 262-267 On monotonicity of the modified likelihood ratio test for the equality of two covariances
by Srivastava, M. S. & Khatri, C. G. & Carter, E. M.
- 268-273 Maximum eccentricity as a union-intersection test statistic in multivariate analysis
by Schuenemeyer, John H. & Bargmann, Rolf E.
- 274-281 Minimisation of functions of a positive semidefinite matrix A subject to AX = 0
by Calvert, Bruce & Seber, George A. F.
- 282-294 Convergence of weighted sums of tight random elements
by Wei, Duan & Taylor, R. L.
- 295-316 Infinite-variate wide-sense Markov processes and functional analysis for bounded operator-forming vectors
by Rosenberg, Milton
- 317-323 The information matrices of the parameters of multiple mixed time series
by Newton, H. Joseph
- 324-327 An approximation theorem for likelihood ratios
by Pitcher, Tom S.
- 328-333 A remark on the tail probability of a distribution
by Chen, Robert
March 1978, Volume 8, Issue 1
- 1-29 A third-order optimum property of the maximum likelihood estimator
by Pfanzagl, J. & Wefelmeyer, W.
- 30-44 Gaussian processes with biconvex covariances
by Berman, Simeon M.
- 45-54 Scaling limits of Gaussian vector fields
by Pitt, Loren D.
- 55-62 Necessary conditions for normed convergence of critical multitype Bienaymé-Galton-Watson processes without variance
by Goldstein, Martin I. & Hoppe, Fred M.
- 63-72 Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations
by Fujikoshi, Y.
- 73-95 Nonparametric tests for multiple regression under progressive censoring
by Majumdar, Hiranmay & Sen, Pranab Kumar
- 96-118 Radon-Nikodym theorems for set-valued measures
by Hiai, Fumio
- 119-125 An inequality for approximate likelihood ratios
by Pitcher, Tom S.
- 126-133 Asymptotic nonnull distributions for tests for reality of a covariance matrix
by Carter, E. M. & Srivastava, M. S.
- 134-140 A locally most powerful invariant test for the equality of means associated with covariate discriminant analysis
by Kariya, Takeaki & Kanazawa, Mitsuyo
- 141-145 On the unimodality of multivariate symmetric distribution functions of class L
by Wolfe, Stephen James
- 146-150 A refinement of the Riesz decomposition for amarts and semiamarts
by Ghoussoub, Nassif & Sucheston, Louis
December 1977, Volume 7, Issue 4
- 475-490 The arithmetic of probability distributions
by Ostrovskii, I. V.
- 491-511 On the multivariate two-sample problem using strong approximations of the EDF
by Burke, Murray D.
- 512-524 Improved estimates for multivariate complex-normal regression with application to analysis of linear time-invariant relationships
by Lillestøl, J.
- 525-534 A property of random processes with unit multiplicity
by Ephremides, Anthony
- 535-550 On the square root of a positive B(*)-valued function
by Miamee, A. G. & Salehi, H.
- 551-559 Some properties and generalizations of multivariate Eyraud-Gumbel-Morgenstern distributions
by Cambanis, Stamatis
- 560-571 Statistical inference for a certain class of bivariate distributions
by Anderson, Dorothy A.
- 572-583 Multivariate nonparametric tests for independence
by Sinha, Bimal Kumar & Wieand, H. S.
- 584-588 The generalized variance of a stationary autoregressive process
by Anderson, T. W. & Mentz, Raúl P.
- 589-593 On multiple Markov chains
by Henze, Ernst & Massé, Jean-Claude & Theodorescu, Radu
- 594-597 A uniform bound for the deviation of empirical distribution functions
by Devroye, Luc P.
- 598-601 Certain characterizations with linearity of regression in additive damage models
by Patil, G. P. & Ratnaparkhi, M. V.
- 602-607 Measurable linear transformations on abstract Wiener spaces
by Fernholz, Robert
- 608-613 A note on the asymptotic behavior of an entire characteristic function of a multivariate probability law
by Dewess, Monika
September 1977, Volume 7, Issue 3
- 363-373 Central limit problem on Lp (p >= 2) II. Compactness of infinitely divisible laws
by Hamedani, G. G. & Mandrekar, V.
- 374-385 Minimax estimators for a multinormal precision matrix
by Haff, L. R.
- 386-396 Asymptotic expansions of the distributions of the latent roots in MANOVA and the canonical correlations
by Fujikoshi, Y.
- 397-408 Multivariate power series distributions and Neyman's properties for multinomials
by Ghosh, J. K. & Sinha, Bikas Kumar & Sinha, Bimal Kumar
- 409-423 The estimation of a multivariate linear relation
by Robinson, P. M.
- 424-439 Functional limit theorems for U-statistics in the degenerate case
by Neuhaus, Georg
- 440-453 Probability measures on tensor products of Banach spaces-I
by Chi, C. -P. G. & Bharucha-Reid, A. T.
- 454-460 A result on hypothesis testing for a multivariate normal distribution when some observations are missing
by Cohen, Arthur
- 461-467 Zonal polynomials: An alternative approach
by Saw, John G.
- 468-473 Uniform distribution on a Stiefel manifold
by Mardia, K. V. & Khatri, C. G.
June 1977, Volume 7, Issue 2
March 1977, Volume 7, Issue 1
- 1-12 Characterization of the multivariate poisson distribution
by Lukacs, Eugene & Beer, S.
- 13-27 A conditional dichotomy theorem for stochastic processes with independent increments
by Brockett, Patrick L. & Tucker, Howard G.
- 28-49 Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem
by Etemadi, N. & Kallianpur, G.
- 50-62 A large deviation limit theorem for multivariate distributions
by Phillips, P. C. B.
- 63-73 Rates of convergence of quadratic rank statistics
by Husková, Marie
- 74-81 Reduction of variance for Gaussian densities via restriction to convex sets
by Kanter, Marek & Proppe, Harold
- 82-88 Tests on multiple correlation coefficient and multiple partial correlation coefficient
by Gupta, Somesh Das
- 89-106 Efficiency and Cramér-Rao type lnequalities for convex loss functions
by Kozek, Andrzej
- 107-124 Quantum mechanical Wiener processes
by Cockroft, A. M. & Hudson, R. L.
- 125-148 A quantum-mechanical functional central limit theorem
by Cockroft, A. M. & Gudder, S. P. & Hudson, R. L.
- 149-182 Integrals, conditional expectations, and martingales of multivalued functions
by Hiai, Fumio & Umegaki, Hisaharu
- 183-203 Gaussian characterizations of certain Banach spaces
by Chobanjan, S. A. & Tarieladze, V. I.
- 204-214 Right-continuous solutions of systems of stochastic integral equations
by Protter, Philip
- 215-219 The separability of the Hilbert space generated by a stochastic process
by Bulatovic, J. & Asic, M.
- 220-222 On lévy measure and integrability of the norm in C[0, 1]
by de Araujo, Aloisio Pessoa
- 223-228 Asymptotic distributions for the elementary symmetric functions of two matrices under the assumption of linearity
by de Waal, D. J.
- 229-233 Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test
by Carter, E. M. & Srivastava, M. S.
December 1976, Volume 6, Issue 4
- 473-499 Exponential inequalities for sums of random vectors
by Yurinskii, V. V.
- 500-525 Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices
by Sugiura, Nariaki
- 526-537 The canonical decomposition of bivariate distributions
by Chesson, P. L.
- 538-571 Spectral integrals of operator-valued functions. II. From the study of stationary processes
by Rosenberg, Milton
- 572-591 Amarts: A class of asymptotic martingales B. Continuous parameter
by Edgar, Gerald A. & Sucheston, Louis
- 592-600 A representation of the characteristic function of a stable probability measure on certain TV spaces
by Rajput, Balram S.
- 601-607 Fitting sampling distribution agreeing in support and moments and tables of critical values of sphericity criterion
by John, S.
- 608-616 Stochastic comparisons of order statistics from heterogeneous populations, with applications in reliability
by Proschan, F. & Sethuraman, J.
- 617-625 On improved estimators of the generalized variance
by Sinha, Bimal Kumar
- 626-629 Estimating variance components in linear models
by Pukelsheim, Friedrich
- 630-643 Quadratic variation of functionals of two-parameter Wiener process
by Etemadi, Nasrollah & Wang, Albert T.
- 644-652 On large deviations of Kolmogorov-Smirnov-Renyi type statistics
by Krumbholz, W.
- 653-658 The general form of the law of the iterated logarithm for generalized Kolmogorov-Smirnov-Renyi statistics
by Krumbholz, W.
September 1976, Volume 6, Issue 3
- 347-355 On the structure of the Wishart distribution
by Shanbhag, D. N.
- 356-368 Some remarks on multivariate stable distributions
by Paulauskas, V. J.
- 369-391 Asymptotic expansions for distributions of latent roots in multivariate analysis
by Constantine, A. G. & Muirhead, R. J.
- 392-396 The spectrum of a random 3 - 3 matrix
by Alberto Grünbaum, F.
- 397-413 Stochastic integrals in Riemann manifolds
by Duncan, T. E.
- 414-421 [beta]-Expectation tolerance regions for a generalized multivariate model with normal error variables
by Haq, M. Safiul & Rinco, Stefan
- 422-425 A maximization problem and its application to canonical correlation
by Eaton, Morris L.
- 426-446 Stochastic processes with independent increments, taking values in a Hilbert space
by Spielman, Jeffrey L.
- 447-454 Full subordination and a Radon Nikodym theorem for C.A.O.S. measures
by Ressel, Paul
- 455-471 On [alpha]-factors of multivariate infinitely divisible probabilities
by Cuppens, Roger
June 1976, Volume 6, Issue 2
- 193-221 Amarts: A class of asymptotic martingales a. Discrete parameter
by Edgar, Gerald A. & Sucheston, Louis
- 222-236 Probability inequalities for convex sets and multidimensional concentration functions
by Kanter, Marek
- 237-249 Asymptotic distributions of the latent roots of the covariance matrix with multiple population roots
by Chikuse, Yasuko
- 250-255 Lower bounds for the distributions of certain multivariate test statistics
by Fujikoshi, Yasunori & Isogai, Takafumi
- 256-264 Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
by Berger, James
- 265-280 Minimax estimators of the multinormal mean: Autoregressive priors
by Haff, L. R.
- 281-294 Multivariate sequential point estimation
by Ghosh, Malay & Sinha, Bimal K. & Mukhopadhyay, Nitis
- 295-308 Equivalence of measures for some class of Gaussian random fields
by Inoue, K.
- 309-318 Semi-stable probability measures on Hilbert spaces
by Kumar, A.
- 319-329 Martingale convergence, series expansion of Gaussian elements, and strong law of large numbers in Fréchet spaces
by Mangano, Gian-Carlo
- 330-337 On the performance of some statistics in discriminant analysis based on covariates
by Subrahmaniam, Kocherlakota & Subrahmaniam, Kathleen
- 338-342 On the rate for uniform strong consistency of empirical distributions of independent nonidentically distributed multivariate random variables
by Singh, R. S.
- 343-346 A new representation of Student's t as a function of independent t's, with a generalization to the matrix t
by Dickey, James M.
March 1976, Volume 6, Issue 1
- 1-30 Some recent developments on complex multivariate distributions
by Krishnaiah, P. R.
- 31-45 Linear relations in time series models. I
by Villegas, C.
- 46-64 Linear relations in time series models. II
by Villegas, C. & Rennie, Robert R.
- 65-80 Inference for an anisotropic diffusion model
by Eaves, David
- 81-94 Characterizations of multivariate normality. I. Through independence of some statistics
by Khatri, C. G. & Rao, C. Radhakrishna
- 95-110 Asymptotic power properties of the Cramér-von Mises test under contiguous alternatives
by Neuhaus, Georg
- 111-122 Nonparametric estimation of mixed partial derivatives of a multivariate density
by Singh, R. S.
- 123-137 Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups
by Makagon, A. & Weron, A.
- 138-158 Cohomologie des groupes localement compacts et produits tensoriels continus de représentations
by Guichardet, A.
- 159-166 On the risk-equivalence of two methods of randomization in statistics
by Kirschner, H. P.
- 167-175 Stepwise BAN estimators for exponential families with multivariate normal applications
by Sampson, Allan R.
- 176-184 Nonnull distribution of likelihood ratio criterion for reality of covariance matrix
by Carter, E. M. & Khatri, C. G. & Srivastava, M. S.
- 185-190 Some implications of the union-intersection principle for tests of sphericity
by Venables, W.
December 1975, Volume 5, Issue 4
- 415-424 Decomposition of multivariate infinitely divisible characteristic functions with absolutely continuous Poisson spectral measures
by Mase, Shigeru
- 425-433 A note on some laws of the iterated logarithm
by Duncan, T. E.
- 434-450 Stochastic convergence of weighted sums in normed linear spaces
by Taylor, R. L. & Padgett, W. J.
- 451-461 The square of a Gaussian Markov process and nonlinear prediction
by Hida, T. & Kallianpur, G.
- 462-465 On a vector-valued integral in the "noncommutative" statistical decision theory
by Holevo, A. S.
- 466-479 Functional relationships having many independent variables and errors with multivariate normal distribution
by Dolby, G. R. & Freeman, T. G.
- 480-486 Some probability inequalities connected with Schur functions
by Khatri, C. G. & Srivastava, M. S.
- 487-496 Multivariate rank statistics for testing randomness concerning some marginal distributions
by Husková, Marie
September 1975, Volume 5, Issue 3
June 1975, Volume 5, Issue 2
- 121-177 Stochastic differential equations
by McShane, E. J.
- 178-205 Densities for infinitely divisible random processes
by Briggs, Vera Darlene
- 206-226 The asymptotic equivalence of Bayes and maximum likelihood estimation
by Strasser, Helmut
- 227-235 Characterization of a class of bivariate distribution functions
by Tyan, S. & Thomas, J. B.
- 236-242 On the unimodality of spherically symmetric stable distribution functions
by Wolfe, Stephen James
- 243-247 On a completeness property of series expansions of bivariate densities
by Wise, G. L. & Thomas, J. B.
- 248-264 Reduced-rank regression for the multivariate linear model
by Izenman, Alan Julian
- 265-270 On random power series with nonidentically distributed coefficients
by Rohatgi, V. K.
- 271-277 Orthogonal polynomials on the negative multinomial distribution
by Griffiths, R. C.
- 278-281 Types of laws of random vectors and best estimators
by Ponnapalli, Ramachandramurty
March 1975, Volume 5, Issue 1
December 1974, Volume 4, Issue 4
- 351-381 Asymptotic properties of dynamic stochastic parameter estimates (III)
by Stigum, Bernt P.
- 382-400 Absolute continuity of information channels
by Umegaki, Hisaharu
- 401-408 Looking at a Gaussian process through a window
by Grunbaum, F. Alberto
- 409-418 Asymptotic nonnull distributions of certain test criteria for a covariance matrix
by Nagao, Hisao
- 419-452 Bayesian inference in error-in-variables models
by Florens, J. -P. & Mouchart, M. & Richard, J. -F.
- 453-468 On bounded maximum width sequential confidence ellipsoids based on generalized U-statistics
by Williams, George W. & Sen, Pranab Kumar
- 469-478 On the empirical process of multivariate, dependent random variables
by Rüschendorf, Ludger
- 479-485 On Strassen's version of the law of the iterated logarithm for the two-parameter Gaussian process
by Park, W. J.
- 486-493 A note on the Union-Intersection character of some MANOVA procedures
by Mudholkar, Govind S. & Davidson, Michael L. & Subbaiah, Perla
- 494-496 An identity on the maximum of a set of random variables
by Strait, Peggy Tang
September 1974, Volume 4, Issue 3
June 1974, Volume 4, Issue 2
March 1974, Volume 4, Issue 1
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