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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
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
- 1-21 Arithmétique des lois de probabilité définies sur un espace de Hilbert séparable
by Rousseau, Bernard
- 22-30 On the monotonicity of the power functions of tests based on traces of multivariate beta matrices
by Perlman, Michael D.
- 31-51 On some tests of growth curve model under Behrens-Fisher stituation
by Chakravorti, S. R.
- 52-65 Jensen's inequality for a convex vector-valued function on an infinite-dimensional space
by Perlman, Michael D.
- 66-73 Mutual information in Gaussian channels
by Hitsuda, Masuyuki
- 74-87 Coding theory in white Gaussian channel with feedback
by Ihara, S.
- 88-105 Joint asymptotic multinormality for a class of rank order statistics in multivariate paired comparisons
by Russell, Carl T. & Puri, Madan L.
- 106-113 On a property of bivariate distributions
by Rao, B. L. S. Prakasa
- 114-122 Distribution of the likelihood ratio criterion for testing [Sigma] = [Sigma]0, [mu] = [mu]0
by Nagarsenker, B. N. & Pillai, K. C. S.
December 1973, Volume 3, Issue 4
- 337-394 Statistical decision theory for quantum systems
by Holevo, A. S.
- 395-407 Multivariate time series analysis
by Hannan, E. J.
- 408-419 On the parametrization of autoregressive models by partial autocorrelations
by Barndorff-Nielsen, O. & Schou, G.
- 420-434 On some continuity and differentiability properties of paths of Gaussian processes
by Cambanis, Stamatis
- 435-444 Nonnull distributions of two test criteria for independence under local alternatives
by Nagao, Hisao
- 445-453 On the distributions of the ratios of the extreme roots to the trace of the Wishart matrix
by Schuurmann, F. J. & Krishnaiah, P. R. & Chattopadhyay, A. K.
- 454-468 Asymptotic properties of some functions of nonparametric estimates of a density function
by Konakov, V. D.
- 469-482 Asymptotically optimal sequential estimation of regular functionals of several distributions based on generalized U-statistics
by Williams, George W. & Sen, Pranab Kumar
- 483-489 A distribution-free test for symmetry in hierarchical data
by Bhapkar, V. P. & Gore, A. P.
- 490-493 Characterization of regular Markov chains for asymptotically independent variables
by Takano, Seiji
September 1973, Volume 3, Issue 3
June 1973, Volume 3, Issue 2
- 141-160 Generalized canonical analysis for time series
by Robinson, P. M.
- 161-172 The invariance principle for Banach space valued random variables
by Kuelbs, J.
- 173-183 A sequential approach to classification: Cost of not knowing the covariance matrix
by Srivastava, M. S.
- 184-203 A unifying Radon-Nikodym theorem for vector measures
by Dinculeanu, N. & Uhl, J. J.
- 204-219 Multivariate [theta]-generalized normal distributions
by Goodman, Irwin R. & Kotz, Samuel
- 220-225 On the power of Wilks' U-test for MANOVA
by Gupta, Somesh Das & Perlman, Michael D.
- 226-235 The distribution of the sphericity test criterion
by Nagarsenker, B. N. & Pillai, K. C. S.
- 236-242 An axiomatic foundation for a multivariate measure of affinity among a number of distributions
by Kaufman, H. & Mathai, A. M.
- 243-247 Differential representation of a bivariate inverse Gaussian process
by Wasan, M. T. & Buckholtz, P.
March 1973, Volume 3, Issue 1
- 1-16 A calculus of direct limits of probability spaces
by Vasilach, Serge
- 17-25 Integration of direct limits of real random variables
by Vasilach, Serge
- 26-56 Rank procedures for some two-population multivariate extended classification problems
by Chatterjee, Shoutir Kishore
- 57-70 Hájek-Sidák approach to the asymptotic distribution of multivariate rank order statistics
by Patel, Kantilal M.
- 71-92 Conditional expectations and submartingale sequences of random Schwartz distributions
by Chi, G. Y. H.
- 93-101 Interaction information and Markov chain
by Takano, Seiji
- 102-116 Testing some covariance structures under a growth curve model
by Khatri, C. G.
- 117-124 A generalization of the growth curve model which allows missing data
by Kleinbaum, David G.
- 125-131 Computation of the null distribution of the largest or smallest latent roots of a beta matrix
by Venables, W.
- 132-136 Laws of iterated logarithm of multiparameter wiener processes
by Paranjape, S. R. & Park, C.
- 137-140 A direct proof of Yu. A. Rozanov's factorization theorem from the method of D. Lowdenslager
by Mandrekar, V.
December 1972, Volume 2, Issue 4
- 345-361 Weak convergence and relative compactness of martingale processes with applications to some nonparametric statistics
by Sen, Pranab Kumar
- 362-381 Contractive projections and conditional expectations
by Dinculeanu, N. & Rao, M. M.
- 382-403 Gaussian measures on Lp spaces, 1
by Rajput, Balram S.
- 404-417 Projective limits of measure preserving transformations on probability spaces
by Chi, G. Y. H. & Dinculeanu, N.
- 418-439 Regression aspects of canonical correlation
by Lyttkens, Ejnar
- 440-443 On the ratios of the individual latent roots to the trace of a Wishart matrix
by Davis, A. W.
- 444-462 Multivariate stable distributions
by Press, S. J.
September 1972, Volume 2, Issue 3
June 1972, Volume 2, Issue 2
- 135-144 Some approximation problems in the theory of stationary processes
by Rozanov, Yu. A.
- 145-161 On problems of trigonometrical approximation from the theory of stationary Gaussian processes
by Pitt, Loren D.
- 162-173 Functional equations and characterization of probability laws through linear functions of random variables
by Khatri, C. G. & Rao, C. Radhakrishna
- 174-188 Characterizing measurability, distribution and weak convergence of random variables in a Banach space by total subsets of linear functionals
by Perlman, Michael D.
- 189-200 On the distributions of the latent roots and traces of certain random matrices
by Davis, A. W.
- 201-207 On the exact finite series distribution of the smallest or the largest root of matrices in three situations
by Khatri, C. G.
- 208-218 Asymptotic formulas for the distributions of the determinant and the trace of a noncentral beta matrix
by Fujikoshi, Yasunori
- 219-229 Nonparametric tests for ordered alternatives in the bivariate case
by Johnson, Richard A. & Mehrotra, Kishan G.
- 230-235 Characteristic functions and Bernoulli numbers
by Dugué, Daniel
- 236-238 An application of the Rao-Blackwell theorem in preliminary test estimators
by Arnold, J. C. & Katti, S. K.
March 1972, Volume 2, Issue 1
- 1-13 Contractive projections with contractive complement in Lp space
by Byrne, Charles & Sullivan, Francis E.
- 14-76 On quasi-Markov random fields
by Chay, S. C.
- 77-95 On the Bahadur representation of sample quantiles for sequences of [phi]-mixing random variables
by Sen, Pranab Kumar
- 96-114 On the distributions of a class of statistics in multivariate analysis
by Pillai, K. C. S. & Nagarsenker, B. N.
- 115-126 On the maximum likelihood classification rule for incomplete multivariate samples and its admissibility
by Srivastava, J. N. & Zaatar, M. K.
- 127-134 On the choice of flattening constants for estimating multinomial probabilities
by Fienberg, Stephen E. & Holland, Paul W.
December 1971, Volume 1, Issue 4
September 1971, Volume 1, Issue 3
June 1971, Volume 1, Issue 2
- 129-157 Abstract nonlinear prediction and operator martingales
by Rao, M. M.
- 158-166 On the minimax estimator of an unknown mean value
by Rozanov, Yu. A.
- 167-185 On singularity and Lebesgue type decomposition for operator-valued measures
by Mandrekar, V. & Salehi, H.
- 186-198 On the Bahadur representation of sample quantiles in some stationary multivariate autoregressive processes
by Dutta, Kalyan & Sen, Pranab Kumar
- 199-214 Series representations of distributions of quadratic form in the normal vectors and generalised variance
by Khatri, C. G.
- 215-231 Asymptotic formulae for the distributions of some criteria for tests of equality of covariance matrices
by Chattopadhyay, A. K. & Pillai, K. C. S.
- 232-255 Estimating structural and functional relationships
by Moran, P. A. P.
April 1971, Volume 1, Issue 1
- 1-16 Spectral theory of stationary -valued processes
by Kallianpur, G. & Mandrekar, V.
- 17-27 Martingales on von Neumann algebras
by Cuculescu, I.
- 28-57 Projective limits of probability spaces
by Rao, M. M.
- 58-69 Quadratic functionals of Brownian motion
by Hida, Takeyuki
- 70-89 On characterization of gamma and multivariate normal distributions by solving some functional equations in vector variables
by Khatri, C. G.
- 90-107 On the exact distribution of Hotelling's generalized
by Pillai, K. C. S. & Young, D. L.
- 108-117 On the exact distributions of the extreme roots of the Wishart and MANOVA matrices
by Krishnaiah, P. R. & Chang, T. C.
- 118-128 On the costwise optimality of certain hierarchical and standard multiresponse models under the determinant criterion
by Srivastava, J. N. & McDonald, Lyman
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