Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).

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Volume 96, issue 2, 2005

On the consistency properties of linear and quadratic discriminant analyses pp. 219-236

Santiago Velilla and Adolfo Hernández

The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption pp. 237-264

Hirokazu Yanagihara, Tetsuji Tonda and Chieko Matsumoto

Skew normal measurement error models pp. 265-281

R.B. Arellano-Valle, S. Ozan, H. Bolfarine and V.H. Lachos

Decomposition of search for v-structures in DAGs pp. 282-294

Zhi Geng, Chi Wang and Qiang Zhao

When is the mean self-consistent? pp. 295-310

Ori Davidov

Robust nonparametric estimators of monotone boundaries pp. 311-331

Abdelaati Daouia and Leopold Simar

Locally efficient estimation of regression parameters using current status data pp. 332-351

Chris Andrews, Mark van der Laan and James Robins

Cycle-transitive comparison of independent random variables pp. 352-373

B. De Schuymer, H. De Meyer and B. De Baets

A measure of independence for a multivariate normal distribution and some connections with factor analysis pp. 374-383

Martin Knott

Influence of observations on the misclassification probability in quadratic discriminant analysis pp. 384-403

Christophe Croux and Kristel Joossens

Integral trimmed regions pp. 404-424

Ignacio Cascos and Miguel López-Díaz

Factorization of moving-average spectral densities by state-space representations and stacking pp. 425-438

Lei M. Li

Volume 96, issue 1, 2005

L1-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized pp. 1-19

Y. Fujikoshi, V.V. Ulyanov and R. Shimizu

Correlation in Lp-spaces pp. 20-29

Aleksander Kowalski and Edmund Rudiuk

A formal test for nonstationarity of spatial stochastic processes pp. 30-54

Montserrat Fuentes

Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis pp. 55-72

M.S. Srivastava and A.K.Md. Ehsanes Saleh

Practical tests for randomized complete block designs pp. 73-92

Ziyad R. Mahfoud and Ronald H. Randles

On fundamental skew distributions pp. 93-116

Reinaldo B. Arellano-Valle and Marc G. Genton

Asymptotics for pooled marginal slicing estimator based on SIR[alpha] approach pp. 117-135

Jérôme Saracco

Second-order accurate inference on eigenvalues of covariance and correlation matrices pp. 136-171

Robert J. Boik

Measurement errors in multivariate measurement scales pp. 172-189

L. Tarkkonen and K. Vehkalahti

Robust semiparametric M-estimation and the weighted bootstrap pp. 190-217

Shuangge Ma and Michael R. Kosorok

Volume 95, issue 2, 2005

Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences pp. 227-245

Han-Ying Liang and Bing-Yi Jing

Rate optimal estimation with the integration method in the presence of many covariates pp. 246-272

Nicolas W. Hengartner and Stefan Sperlich

Improved estimation of regression parameters in measurement error models pp. 273-300

H.M. Kim and A.K.Md.Ehsanes Saleh

Testing goodness of fit for the distribution of errors in multivariate linear models pp. 301-322

M.D. Jiménez Gamero, J. Muñoz García and R. Pino Mejías

A new construction for skew multivariate distributions pp. 323-344

Dipak K. Dey and Junfeng Liu

A multivariate empirical characteristic function test of independence with normal marginals pp. 345-369

M. Bilodeau and P. Lafaye de Micheaux

Mixtures of factor analyzers: an extension with covariates pp. 370-384

Ernest Fokoué

Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach pp. 385-409

Hanxiang Peng and Anton Schick

Noncentral quadratic forms of the skew elliptical variables pp. 410-430

B.Q. Fang

A two-way analysis of variance model with positive definite interaction for homologous factors pp. 431-448

David Causeur, Thierry Dhorne and Arlette Antoni

Volume 95, issue 1, 2005

Item response theory for longitudinal data: population parameter estimation pp. 1-22

Dalton F. Andrade and Heliton R. Tavares

On a combination method of VDR and patchwork for generating uniform random points on a unit sphere pp. 23-36

Zhenhai Yang, W.K. Pang, S.H. Hou and P.K. Leung

Asymptotically optimal tests for parametric functions against ordered functional alternatives pp. 37-49

Ming-Tien Tsai and Pranab Kumar Sen

Asymptotics in Bayesian decision theory with applications to global robustness pp. 50-65

Christophe Abraham

Stochastic response restrictions pp. 66-75

Harry Haupt and Walter Oberhofer

Block thresholding for density estimation: local and global adaptivity pp. 76-106

Eric Chicken and T. Tony Cai

Efficiency of test for independence after Box-Cox transformation pp. 107-118

Jade Freeman and Reza Modarres

Goodness-of-fit tests for copulas pp. 119-152

Jean-David Fermanian

Depth estimators and tests based on the likelihood principle with application to regression pp. 153-181

Christine H. Müller

Censored multiple regression by the method of average derivatives pp. 182-205

Xuewen Lu and M.D. Burke

High breakdown estimators for principal components: the projection-pursuit approach revisited pp. 206-226

Christophe Croux and Anne Ruiz-Gazen

Volume 94, issue 2, 2005

Estimation of regression contour clusters--an application of the excess mass approach to regression pp. 227-249

Wolfgang Polonik and Zailong Wang

A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors pp. 250-270

S. Shklyar and H. Schneeweiss

Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix pp. 271-299

Akimichi Takemura and Yo Sheena

Monte Carlo approximation through Gibbs output in generalized linear mixed models pp. 300-312

Jennifer Chan, Anthony Y.C. Kuk and Carrie H.K. Yam

A class of stationary random fields with a simple correlation structure pp. 313-327

Chunsheng Ma

Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models pp. 328-343

Ke-Hai Yuan and Peter M. Bentler

Nonlinearity effects in multidimensional scaling pp. 344-365

John C. Gower and Roger F. Ngouenet

Covariance estimation under spatial dependence pp. 366-381

Reinhard Furrer

A skewed Kalman filter pp. 382-400

Philippe Naveau, Marc G. Genton and Xilin Shen

Asymptotic efficiency of the two-stage estimation method for copula-based models pp. 401-419

Harry Joe

Asymptotic distribution of inequality-restricted canonical correlation with application to tests for independence in ordered contingency tables pp. 420-449

Satoshi Kuriki

Volume 94, issue 1, 2005

Laplace approximations to hypergeometric functions of two matrix arguments pp. 1-18

Ronald W. Butler and Andrew T.A. Wood

Adequateness and interpretability of objective functions in ordinal data analysis pp. 19-69

Gerhard Herden and Andreas Pallack

On the minimization of multinomial tails and the Gupta-Nagel conjecture pp. 70-108

Tommaso Gastaldi

Singular random matrix decompositions: distributions pp. 109-122

José A. Díaz-García and Graciela González-Farías

On Hadamard differentiability in k-sample semiparametric models--with applications to the assessment of structural relationships pp. 123-158

Gudrun Freitag and Axel Munk

On the dependence structure of order statistics pp. 159-171

Jean Avérous, Christian Genest and Subhash C. Kochar

Dependence structures of multivariate Bernoulli random vectors pp. 172-195

Taizhong Hu, Chaode Xie and Lingyan Ruan

Density estimation by the penalized combinatorial method pp. 196-208

Gérard Biau and Luc Devroye

Some results on the multivariate truncated normal distribution pp. 209-221

William Horrace