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Elsevier

Journal of Multivariate Analysis

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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

March 1973, Volume 3, Issue 1

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

239-248 Independent sets and factorization of probability laws
by Cuppens, Roger
249-260 A discriminant method of clustering
by Urbakh, V. Yu.
261-281 Rank approach to the multivariate two-population mixture problem
by Chatterjee, Shoutir Kishore
282-306 On Gaussian measures in certain locally convex spaces
by Rajput, Balram S.
307-331 Interpolation of q-variate weakly stationary stochastic processes over a locally compact abelian group
by Salehi, Habib & Scheidt, John K.
332-338 Partial differential equations for hypergeometric functions of two argument matrices
by Constantine, A. G. & Muirhead, R. J.
339-344 Some characterizations of the multivariate t distribution
by Lin, Pi-Erh

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

347-364 Conditional expectations for general measure spaces
by Dinculeanu, N.
365-393 Asymptotic behavior of the nonlinear filtering errors of Markov processes
by Kunita, Hiroshi
394-411 Direct limits of measure spaces
by Vasilach, Serge
412-432 Multiplicity and representation theory of generalized random processes
by Chi, G. Y. H.
433-444 Weak convergence of probability measures on the function space C([0, 1]2)
by Park, W. J.
445-456 Minimum variance quadratic unbiased estimation of variance components
by Rao, C. Radhakrishna
457-460 A characterization of the normal distribution by the independence of a pair of random vectors and a property of the noncentral chi-square statistic
by Cook, Lyle
461-484 Asymptotic distribution of rank statistics used for multivariate testing symmetry
by Husková, Marie

September 1971, Volume 1, Issue 3

257-275 Estimation of variance and covariance components--MINQUE theory
by Rao, C. Radhakrishna
276-287 Sur un problème de R. Shimizu
by Cuppens, Roger
288-293 A generalization of a theorem by M. V. Tamhankar
by Flusser, Peter
294-307 Asymptotic expansion of the distribution of the Z statistic in discriminant analysis
by Memon, Ahmed Zogo & Okamoto, Masashi
308-315 Exact joint distributions of any few ordered roots of a class of random matrices
by Krishnaiah, P. R. & Waikar, V. B.
316-346 An overview of multivariate data analysis
by Dempster, A. P.

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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