# Elsevier

# Journal of Multivariate Analysis

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### 2002, Volume 80, Issue 2

**302-321 Likelihood-Based Local Polynomial Fitting for Single-Index Models***by*Huh, J. & Park, B. U.**322-343 Parameter Estimation for Controlled Semilinear Stochastic Systems: Identifiability and Consistency***by*Goldys, B. & Maslowski, B.**344-357 On Stochastic Orders for Sums of Independent Random Variables***by*Korwar, Ramesh M.**358-377 The Sample Covariance Is Not Efficient for Elliptical Distributions***by*Falk, Michael

### 2002, Volume 80, Issue 1

**1-20 Normal Approximation Rate and Bias Reduction for Data-Driven Kernel Smoothing Estimator in a Semiparametric Regression Model***by*Hong, Sheng-Yan**21-42 Optimal Spherical Deconvolution***by*Kim, Peter T. & Koo, Ja-Yong**43-57 On Distribution-Free Tests for the Multivariate Two-Sample Location-Scale Model***by*Rousson, Valentin**58-66 Concentration Probabilities for Restricted and Unrestricted MLEs***by*Iwasa, Manabu & Moritani, Yoshiya**67-72 A Simple Derivation of a Complicated Prophet Region***by*Saint-Mont, Uwe**73-100 Prediction from Randomly Right Censored Data***by*Kohler, Michael & Máthé, Kinga & Pintér, Márta**101-126 Bayesian Inference for Multivariate Survival Data with a Cure Fraction***by*Chen, Ming-Hui & Ibrahim, Joseph G. & Sinha, Debajyoti**127-137 Averaged Singular Integral Estimation as a Bias Reduction Technique***by*Delgado, Miguel A. & Vidal-Sanz, Jose M.**138-165 Eigenstructures of Spatial Design Matrices***by*Gorsich, David J. & Genton, Marc G. & Strang, Gilbert**166-188 Empirical Likelihood Ratio in Terms of Cumulative Hazard Function for Censored Data***by*Pan, Xiao-Rong & Zhou, Mai

### 2001, Volume 79, Issue 2

**171-190 Multiway Dependence in Exponential Family Conditional Distributions***by*Lee, Jaehyung & Kaiser, Mark S. & Cressie, Noel**191-218 A Nonparametric Test of Serial Independence for Time Series and Residuals***by*Ghoudi, Kilani & Kulperger, Reg J. & Rémillard, Bruno**219-225 A Test of Multivariate Independence Based on a Single Factor Model***by*Wong, M. Y. & Cox, D. R.**226-250 Double k-Class Estimators in Regression Models with Non-spherical Disturbances***by*Wan, Alan T. K. & Chaturvedi, Anoop**251-274 Asymptotic Limit of the Bayes Actions Set Derived from a Class of Loss Functions***by*Abraham, Christophe**275-294 Influence Diagnostics in Common Principal Components Analysis***by*Gu, Hong & Fung, Wing K.**295-315 Inference for the Mean Difference in the Two-Sample Random Censorship Model***by*Wang, Qihua & Wang, Jane-Ling

### 2001, Volume 79, Issue 1

**1-32 Semiparametric Mixtures in Case-Control Studies***by*Murphy, S. A. & van der Vaart, A. W.**33-51 Inadmissibility of the Maximum Likekihood Estimator of Normal Covariance Matrices with the Lattice Conditional Independence***by*Konno, Yoshihiko**52-70 On the Hausdorff Dimension of the Set Generated by Exceptional Oscillations of a Two-Parameter Wiener Process***by*Dindar, Zacharie**71-88 Statistical Inference Concerning Several Redundancy Indices***by*Lazraq, Aziz & Cléroux, Robert**89-98 Consecutive Collapsibility of Odds Ratios over an Ordinal Background Variable***by*Guo, Jianhua & Geng, Zhi & Fung, Wing-Kam**99-113 A General Class of Multivariate Skew-Elliptical Distributions***by*Branco, Márcia D. & Dey, Dipak K.**114-137 Estimation of the Asymptotic Variance of Kernel Density Estimators for Continuous Time Processes***by*Guillou, Armelle & Merlevède, Florence**138-155 A Martingale Approach to the Copula-Graphic Estimator for the Survival Function under Dependent Censoring***by*Rivest, Louis-Paul & Wells, Martin T.

### 2001, Volume 78, Issue 2

**161-190 Local Power Properties of Kernel Based Goodness of Fit Tests***by*Gouriéroux, Christian & Tenreiro, Carlos**191-217 The Law of the Iterated Logarithm and Central Limit Theorem for L-Statistics***by*Li, Deli & Bhaskara Rao, M. & Tomkins, R. J.**218-234 Change-Point Detection in Long-Memory Processes***by*Horváth, Lajos**235-251 Relative Stability for Strictly Stationary Sequences***by*Szewczak, Zbigniew S.**252-271 Efficiency and Robustness of a Resampling M-Estimator in the Linear Model***by*Hu, Feifang**272-298 The Weak Convergence for Functions of Negatively Associated Random Variables***by*Zhang, Li-Xin**299-318 Estimating a Distribution Function for Censored Time Series Data***by*Cai, Zongwu

### 2001, Volume 78, Issue 1

**1-10 Characterization of the Spectra of Periodically Correlated Processes***by*Makagon, Andrzej**11-36 Highly Robust Estimation of Dispersion Matrices***by*Ma, Yanyuan & Genton, Marc G.**37-61 Censored Partial Linear Models and Empirical Likelihood***by*Qin, Gengsheng & Jing, Bing-Yi**62-82 Inferences on a Normal Covariance Matrix and Generalized Variance with Monotone Missing Data***by*Hao, Jian & Krishnamoorthy, K.**83-102 Asymptotics for Homogeneity Tests Based on a Multivariate Random Effects Proportional Hazards Model***by*Bordes, Laurent & Commenges, Daniel**103-138 The Vervaat Process in Lp Spaces***by*Csörgo, Miklós & Zitikis, Ricardas**139-158 U-Statistics for Change under Alternatives***by*Gombay, Edit

### 2001, Volume 77, Issue 2

**163-174 Identifiability of Modified Power Series Mixtures via Posterior Means***by*Gupta, Arjun K. & Nguyen, Truc T. & Wang, Yinning & Wesolowski, Jacek**175-186 Other Classes of Minimax Estimators of Variance Covariance Matrix in Multivariate Normal Distribution***by*Hara, Hisayuki**187-228 Second Order Hadamard Differentiability in Statistical Applications***by*Ren, Jian-Jian & Sen, Pranab Kumar**229-238 Complex Stable Sums of Complex Stable Random Variables***by*Hudson, William N. & Veeh, Jerry Alan**239-269 A Class of Robust Principal Component Vectors***by*Kamiya, Hidehiko & Eguchi, Shinto**270-285 Hölder Exponent for a Two-Parameter Lévy Process***by*Lagaize, Sandrine**286-294 Certain Characterizations of Normal Distribution via Transformations***by*Hamedani, G. G. & Volkmer, Hans**295-317 Modeling and Exploring Multivariate Spatial Variation: A Test Procedure for Isotropy of Multivariate Spatial Data***by*Jona-Lasinio, Giovanna

### 2001, Volume 77, Issue 1

**1-20 Modifications of the Rayleigh and Bingham Tests for Uniformity of Directions***by*Jupp, P. E.**21-53 Exact Misclassification Probabilities for Plug-In Normal Quadratic Discriminant Functions. I. The Equal-Means Case***by*McFarland, H. Richard & Richards, Donald St. P.**54-72 Robust Bayesian Inference on Scale Parameters***by*Fernández, Carmen & Osiewalski, Jacek & Steel, Mark F. J.**73-83 Exact Strong Laws for Multidimensionally Indexed Random Variables***by*Adler, André**84-116 Another Look at Principal Curves and Surfaces***by*Delicado, Pedro**117-137 An Expectation Formula for the Multivariate Dirichlet Distribution***by*Letac, Gérard & Massam, Hélène & Richards, Donald**138-161 Influence Function of Halfspace Depth***by*Romanazzi, Mario

### 2001, Volume 76, Issue 2

**159-191 Nonparametric Estimation of the Dependence Function in Bivariate Extreme Value Distributions***by*Jiménez, Javier Rojo & Villa-Diharce, Enrique & Flores, Miguel**192-213 Characteristic Functions of 1-Spherical and 1-Norm Symmetric Distributions and Their Applications***by*Ng, Kai Wang & Tian, Guo-Liang**214-225 Reliability Studies of Bivariate Distributions with Pareto Conditionals***by*Gupta, Ramesh C.**226-248 Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation***by*Danielsson, J. & de Haan, L. & Peng, L. & de Vries, C. G.**249-266 Extended Gauss-Markov Theorem for Nonparametric Mixed-Effects Models***by*Huang, Su-Yun & Lu, Henry Horng-Shing**267-276 Admissibility of Confidence Estimators in the Regression Model***by*Wang, Hsiuying**277-293 MU-Estimation and Smoothing***by*Liu, Z. J. & Rao, C. R.**294-315 Invariant Tests for Covariance Structures in Multivariate Linear Model***by*Nyblom, Jukka

### 2001, Volume 76, Issue 1

**1-34 On Marginal Quasi-Likelihood Inference in Generalized Linear Mixed Models***by*Sutradhar, Brajendra C. & Rao, R. Prabhakar**35-62 Efficient Variable Screening for Multivariate Analysis***by*Duarte Silva, António Pedro**63-89 Stochastic Bounds and Dependence Properties of Survival Times in a Multicomponent Shock Model***by*Li, Haijun & Xu, Susan H.**90-109 On Local Moments***by*Müller, Hans-Georg & Yan, Xin**110-137 Analysis of Variance in Nonparametric Regression Models***by*Dette, Holger & Derbort, Stephan**138-152 Robust Improvement in Estimation of a Mean Matrix in an Elliptically Contoured Distribution***by*Kubokawa, T. & Srivastava, M. S.

### 2000, Volume 75, Issue 2

**163-183 Common Principal Components for Dependent Random Vectors***by*Neuenschwander, Beat E. & Flury, Bernard D.**184-218 Asymptotic Expansions for Large Deviation Probabilities of Noncentral Generalized Chi-Square Distributions***by*Richter, W. -D. & Schumacher, J.**219-244 Design Adaptive Nearest Neighbor Regression Estimation***by*Guerre, Emmanuel**245-268 LR Tests for Random-Coefficient Covariance Structures in an Extended Growth Curve Model***by*Fujikoshi, Yasunori & von Rosen, Dietrich**269-278 On a Theorem of T. Gneiting on [alpha]-Symmetric Multivariate Characteristic Functions***by*zu Castell, Wolfgang**279-294 ISO* Property of Two-Parameter Compound Poisson Distributions with Applications***by*Ma, Chunsheng**295-313 Parallel Principal Axes***by*Tarpey, Thaddeus

### 2000, Volume 75, Issue 1

**1-12 Unbiased Estimation in the Non-central Chi-Square Distribution***by*López-Blázquez, F.**13-35 Multivariate Survival Functions with a Min-Stable Property***by*Joe, Harry & Ma, Chunsheng**36-46 Best Bounds in Doob's Maximal Inequality for Bessel Processes***by*Pedersen, Jesper Lund**47-61 Fitting Smooth Histories to Rotation Data***by*Hanna, Martin S. & Chang, Ted**62-78 Nonparametric Notions of Multivariate "Scatter Measure" and "More Scattered" Based on Statistical Depth Functions***by*Zuo, Yijun & Serfling, Robert**79-111 Shrinkage Estimation towards a Closed Convex Set with a Smooth Boundary***by*Kuriki, Satoshi & Takemura, Akimichi**112-142 Average Regression Surface for Dependent Data***by*Cai, Zongwu & Fan, Jianqing**143-162 Statistical Aspects of Perpetuities***by*Grübel, Rudolf & Pitts, Susan M.

### 2000, Volume 74, Issue 2

**163-192 On the Conditional Variance for Scale Mixtures of Normal Distributions***by*Cambanis, Stamatis & Fotopoulos, Stergios B. & He, Lijian**193-221 M-Estimators Converging to a Stable Limit***by*Arcones, Miguel A.**222-244 Spectral Density for Third Order Cumulants under Strong Mixing Conditions***by*Miller, Curtis**245-266 Estimation of Linear Error-in-Covariables Models with Validation Data Under Random Censorship***by*Wang, Qihua**267-281 Multivariate Dispersion Models***by*Jørgensen, Bent & Lauritzen, Steffen L.**282-295 Degeneracy in Heteroscedastic Regression Models***by*Li, Kim-Hung & Chan, Nai Ng

### 2000, Volume 74, Issue 1

**1-35 Optimal Tests for the General Two-Sample Problem***by*Ferger, Dietmar**36-48 Multivariate Normal Distributions Parametrized as a Riemannian Symmetric Space***by*Lovric, Miroslav & Min-Oo, Maung & Ruh, Ernst A.**49-68 Asymptotic Normality of Posterior Distributions for Exponential Families when the Number of Parameters Tends to Infinity***by*Ghosal, Subhashis**69-87 General Properties and Estimation of Conditional Bernoulli Models***by*Chen, Sean X.**88-115 Bivariate Density Estimation with Randomly Truncated Data***by*Gürler, Ülkü & Prewitt, Kathryn**116-134 Variable Bandwidth Selection in Varying-Coefficient Models***by*Zhang, Wenyang & Lee, Sik-Yum**135-161 Combining Different Procedures for Adaptive Regression***by*Yang, Yuhong

### 2000, Volume 73, Issue 2

**155-165 A Determinant Representation for the Distribution of Quadratic Forms in Complex Normal Vectors***by*Gao, Hongsheng & Smith, Peter J.**166-179 Asymptotic Properties of Backfitting Estimators***by*Opsomer, Jean D.**180-198 The Structure of a Linear Model: Sufficiency, Ancillarity, Invariance, Equivariance, and the Normal Distribution***by*Bischoff, Wolfgang**199-220 The Construction of Multivariate Distributions from Markov Random Fields***by*Kaiser, Mark S. & Cressie, Noel**221-240 Noninformative Priors for Multivariate Linear Calibration***by*Yin, Ming**241-261 Limit Laws for Symmetric k-Tensors of Regularly Varying Measures***by*Meerschaert, Mark M. & Scheffler, Hans-Peter**262-281 Stochastic Comparisons and Dependence among Concomitants of Order Statistics***by*Khaledi, Baha-Eldin & Kochar, Subhash**282-283 A Note on the Multivariate Normal Hazard***by*Ma, Chunsheng

### 2000, Volume 73, Issue 1

**1-17 Error Bounds for Asymptotic Approximations of the Linear Discriminant Function When the Sample Sizes and Dimensionality are Large***by*Fujikoshi, Yasunori**18-40 Estimation of Densities and Derivatives of Densities with Directional Data***by*Klemelä, Jussi**41-54 A Determinant Representation for the Distribution of a Generalised Quadratic Form in Complex Normal Vectors***by*Smith, Peter J. & Gao, Hongsheng**55-81 On Positive Definiteness of Some Functions***by*Zastavnyi, Victor P.**82-106 Robustness of Deepest Regression***by*Van Aelst, Stefan & Rousseeuw, Peter J.**107-119 Some Remarks on the Supermodular Order***by*Müller, Alfred & Scarsini, Marco**120-135 On Parameters of Increasing Dimensions***by*He, Xuming & Shao, Qi-Man**136-154 Asymptotic Normality for L1 Norm Kernel Estimator of Conditional Median under [alpha]-Mixing Dependence***by*Zhou, Yong & Liang, Hua

### 2000, Volume 72, Issue 2

**151-162 High Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis***by*He, Xuming & Fung, Wing K.**163-182 On the Joint Distribution of a Quadratic and a Linear Form in Normal Variables***by*Schöne, Alexander & Schmid, Wolfgang**183-207 Adaptive Semiparametric Estimation of the Memory Parameter***by*Giraitis, Liudas & Robinson, Peter M. & Samarov, Alexander**208-229 Singularly Perturbed Markov Chains: Convergence and Aggregation***by*Yin, G. & Zhang, Q. & Badowski, G.**230-248 Inferences on Correlation Coefficients in Some Classes of Nonnormal Distributions***by*Yuan, Ke-Hai & Bentler, Peter M.**249-263 Transformations with Improved Chi-Squared Approximations***by*Fujikoshi, Yasunori**264-309 The Accuracy and the Computational Complexity of a Multivariate Binned Kernel Density Estimator***by*Holmström, Lasse

### 2000, Volume 72, Issue 1

**1-21 On the Loss of Information Due to Nonrandom Truncation***by*Falk, Michael & Marohn, Frank**22-29 Universal Inadmissibility of Least Squares Estimator***by*Lu, Chang-Yu & Shi, Ning-Zhong**30-49 Bivariate Distributions with Given Extreme Value Attractor***by*Capéraà, Philippe & Fougères, Anne-Laure & Genest, Christian**50-77 Properties of Likelihood Inference for Order Restricted Models***by*Cohen, Arthur & Kemperman, J. H. B. & Sackrowitz, Harold B.**78-99 Restricted Regression Quantiles***by*Zhao, Quanshui**100-119 Canonical Analysis Applied to Multivariate Analysis of Variance***by*Lejeune, Michel & Calinski, Tadeusz**120-131 Optimum Designs for a Multiresponse Regression Model***by*Imhof, Lorens**132-148 Empirical Likelihood for Partially Linear Models***by*Shi, Jian & Lau, Tai-Shing

### 1999, Volume 71, Issue 2

**161-190 Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator***by*Croux, Christophe & Haesbroeck, Gentiane**191-240 Asymptotic Normality of a Combined Regression Estimator***by*Fan, Yanqin & Ullah, Aman**241-261 Dependent Hazards in Multivariate Survival Problems***by*Yashin, Anatoli I. & Iachine, Ivan A.**262-276 Functional Principal Components Analysis by Choice of Norm***by*Ocaña, F. A. & Aguilera, A. M. & Valderrama, M. J.**277-296 Properties of Prior and Posterior Distributions for Multivariate Categorical Response Data Models***by*Chen, Ming-Hui & Shao, Qi-Man

### 1999, Volume 71, Issue 1

**1-23 Shortcomings of Generalized Affine Invariant Skewness Measures***by*Gutjahr, Steffen & Henze, Norbert & Folkers, Martin**24-41 Strongly Consistent Nonparametric Forecasting and Regression for Stationary Ergodic Sequences***by*Yakowitz, Sidney & Györfi, László & Kieffer, John & Morvai, Gusztáv**42-55 Stochastic Comparisons for Multivariate Shock Models***by*Pellerey, Franco**56-66 Application of the Limit of Truncated Isotonic Regression in Optimization Subject to Isotonic and Bounding Constraints***by*Hu, Xiaomi**67-75 On Maximum Entropy Characterization of Pearson's Type II and VII Multivariate Distributions***by*Zografos, K.**76-93 An Almost Sure Central Limit Theorem for Stochastic Approximation Algorithms***by*Pelletier, Mariane**94-110 Spatial Sampling Design Based on Stochastic Complexity***by*Bueso, M. C. & Angulo, J. M. & Qian, G. & Alonso, F. J.**111-124 Covariance Adjustments in Discrimination of Mixed Discrete and Continuous Variables***by*Leung, Chi-Ying**125-144 Strong Universal Pointwise Consistency of Some Regression Function Estimates***by*Algoet, Paul & Györfi, László**145-159 Moment Estimator for Random Vectors with Heavy Tails***by*Meerschaert, Mark M. & Scheffler, Hans-Peter

### 1999, Volume 70, Issue 2

**157-176 Joint Distributions of the Numbers of Visits for Finite-State Markov Chains***by*Stadje, Wolfgang**177-201 Nonparametric Regression with Singular Design***by*Lu, Zhan-Qian**202-206 Spherically Symmetric Logistic Distribution***by*Volodin, Nikolai A.**207-220 Normal Approximation Rate of the Kernel Smoothing Estimator in a Partial Linear Model***by*Hong, Sheng-Yan & Cheng, Ping**221-249 On the Underfitting and Overfitting Sets of Models Chosen by Order Selection Criteria***by*Guyon, Xavier & Yao, Jian-feng**250-285 Conditional Empirical Processes Defined by Nonstationary Absolutely Regular Sequences***by*Harel, Michel & Puri, Madan L.**286-317 Rank-Score Tests in Factorial Designs with Repeated Measures***by*Brunner, Edgar & Munzel, Ulrich & Puri, Madan L.

### 1999, Volume 70, Issue 1

**1-29 Asymptotic Theory for Canonical Correlation Analysis***by*Anderson, T. W.**30-56 On Robust Bayesian Analysis for Location and Scale Parameters***by*Haro-López, Rubén A. & Smith, Adrian F. M.**57-65 A Central Limit Theorem for Local Polynomial Backfitting Estimators***by*Wand, M. P.**66-85 Bayesian Statistical Inference on Elliptical Matrix Distributions***by*Fang, Kai-Tai & Li, Runze**86-94 On the Efficiencies of Several Generalized Least Squares Estimators in a Seemingly Unrelated Regression Model and a Heteroscedastic Model***by*Kurata, Hiroshi**95-117 Bayesian Estimation for Spherically Symmetric Distributions***by*Cellier, Dominique & Fourdrinier, Dominique & Wells, Martin T.**118-135 Weighting Games in Robust Linear Regression***by*Markatou, Marianthi**136-155 Spectral Approximation to the Likelihood for an Intrinsic Gaussian Random Field***by*Kent, J. T. & Mohammadzadeh, M.

### 1999, Volume 69, Issue 2

**155-166 Generalized MLE of a Joint Distribution Function with Multivariate Interval-Censored Data***by*Wong, George Y. C. & Yu, Qiqing**167-192 Permutation Tests for Multivariate Location Problems***by*Neuhaus, Georg & Zhu, Li-Xing**193-205 A Characterization of Quasi-copulas***by*Genest, C. & Quesada Molina, J. J. & Rodriguez Lallena, J. A. & Sempi, C.**206-217 Efficient ML Estimation of the Multivariate Normal Distribution from Incomplete Data***by*Liu, Chuanhai**218-241 On Confidence Intervals in Nonparametric Binary Regression via Edgeworth Expansions***by*Rodriguez-Campos, M. Celia**242-260 Nonparametric Empirical Bayes Estimation of the Matrix Parameter of the Wishart Distribution***by*Pensky, Marianna**261-280 A Strong Representation of the Product-Limit Estimator for Left Truncated and Right Censored Data***by*Zhou, Yong & Yip, Paul S. F.

### 1999, Volume 69, Issue 1

**1-9 An Extension of the Bivariate Method of Polynomials and a Reduction Formula for Bonferroni-Type Inequalities***by*Simonelli, Italo**10-29 Screening among Multivariate Normal Data***by*Chen, Pinyuen & Melvin, William L. & Wicks, Michael C.**30-64 Estimation of Partial Linear Error-in-Variables Models with Validation Data***by*Wang, Qihua**65-87 On Burbea-Rao Divergence Based Goodness-of-Fit Tests for Multinomial Models***by*Pardo, M. C.**88-119 Radial Positive Definite Functions Generated by Euclid's Hat***by*Gneiting, Tilmann**120-134 On the Rate of Multivariate Poisson Convergence***by*Roos, Bero**135-153 Halfspace Depth and Regression Depth Characterize the Empirical Distribution***by*Struyf, Anja J. & Rousseeuw, Peter J.

### 1999, Volume 68, Issue 2

**165-175 Independence Distribution Preserving Covariance Structures for the Multivariate Linear Model***by*Young, Dean M. & Seaman, John W. & Meaux, Laurie M.**176-192 Improving on the Best Affine Equivariant Estimator of the Ratio of Generalized Variances***by*Iliopoulos, George & Kourouklis, Stavros**193-211 A Nonsymmetric Correlation Inequality for Gaussian Measure***by*Szarek, Stanislaw J. & Werner, Elisabeth**212-225 Extreme Values in FGM Random Sequences***by*Hashorva, E. & Hüsler, J.**226-234 Geometrical Aspects of Discrimination by Multilayer Perceptrons***by*Ingrassia, Salvatore**235-249 Predictive Inference for the Elliptical Linear Model***by*Kibria, B. M. Golam & Haq, M. Safiul**250-263 Second-Order Properties of a Two-Stage Fixed-Size Confidence Region for the Mean Vector of a Multivariate Normal Distribution***by*Mukhopadhyay, N.**264-282 Two-Stage Likelihood Ratio and Union-Intersection Tests for One-Sided Alternatives Multivariate Mean with Nuisance Dispersion Matrix***by*Sen, Pranab K. & Tsai, Ming-Tien**283-298 Characterization Theorems when Variables Are Measured with Error***by*Holcomb, John P.

### 1999, Volume 68, Issue 1

**1-25 Multivariate Density Estimation with General Flat-Top Kernels of Infinite Order***by*Politis, Dimitris N. & Romano, Joseph P.**26-53 Data Driven Smooth Tests for Bivariate Normality***by*Bogdan, Malgorzata**54-77 Dynamic Linkages for Multivariate Distributions with Given Nonoverlapping Multivariate Marginals***by*Li, Haijun & Scarsini, Marco & Shaked, Moshe**78-95 Asymptotic Normality for Density Kernel Estimators in Discrete and Continuous Time***by*Bosq, Denis & Merlevède, Florence & Peligrad, Magda**96-119 Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes***by*Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef**120-137 Rates of Convergence for Spline Estimates of Additive Principal Components***by*El Faouzi, Nour Eddin & Sarda, Pascal**138-164 Universally Consistent Regression Function Estimation Using Hierarchial B-Splines***by*Kohler, Michael

### 1998, Volume 67, Issue 2

**129-153 Permutation Tests for Reflected Symmetry***by*Neuhaus, Georg & Zhu, Li-Xing**154-168 Variational Inequalities for Arbitrary Multivariate Distributions***by*Papadatos, N. & Papathanasiou, V.**169-189 Double Shrinkage Estimation of Common Coefficients in Two Regression Equations with Heteroscedasticity***by*Kubokawa, Tatsuya**190-202 Some General Characterizations of the Bivariate Gumbel Distribution and the Bivariate Lomax Distribution Based on Truncated Expectations***by*Asadi, Majid**203-226 Algebraic Descriptions of Nominal Multivariate Discrete Data***by*Teugels, J. L. & Van Horebeek, J.**227-243 Mean Location and Sample Mean Location on Manifolds: Asymptotics, Tests, Confidence Regions***by*Hendriks, Harrie & Landsman, Zinoviy**244-276 A Local Parameterization of Orthogonal and Semi-Orthogonal Matrices with Applications***by*Boik, Robert J.**277-296 Prediction and Classification of Non-stationary Categorical Time Series***by*Fokianos, Konstantinos & Kedem, Benjamin**297-305 A Generalization of Rao's Covariance Structure with Applications to Several Linear Models***by*Kurata, Hiroshi