Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 90, issue 2, 2004

Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function pp. 229-256

Anoop Chaturvedi and Shalabh

Covariance kernel and the central limit theorem in the total variation distance pp. 257-268

Toshio Mikami

Improved estimation of accuracy in simple hypothesis versus simple alternative testing pp. 269-281

Hsiuying Wang

Discriminant analysis for locally stationary processes pp. 282-300

Kenji Sakiyama and Masanobu Taniguchi

Higher order representations of the Robbins-Monro process pp. 301-326

Jürgen Dippon

Asymptotic properties of some subset vector autoregressive process estimators pp. 327-347

Peter J. Brockwell, Richard A. Davis and A. Alexandre Trindade

Best-possible bounds on sets of bivariate distribution functions pp. 348-358

Roger B. Nelsen, José Juan Quesada Molina, José Antonio Rodríguez Lallena and Manuel Úbeda Flores

Correlation and spectral theory for periodically correlated random fields indexed on Z2 pp. 359-383

H. Hurd, G. Kallianpur and J. Farshidi

Sharp minimaxity and spherical deconvolution for super-smooth error distributions pp. 384-392

Peter T. Kim, Ja-Yong Koo and Heon Jin Park

One-sided tests for independence of seemingly unrelated regression equations pp. 393-406

Hiroshi Kurata

The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities pp. 407-425

Masakazu Ando and Miyoshi Kimura

Volume 90, issue 1, 2004

Determining and analyzing differentially expressed genes from cDNA microarray experiments with complementary designs pp. 1-18

Erin M. Conlon, Patrick Eichenberger and J.S.Jun S. Liu

Analyzing factorial designed microarray experiments pp. 19-43

Denise Scholtens, Alexander Miron, Faisal M. Merchant, Arden Miller, Penelope L. Miron, J. Dirk Iglehart and Robert Gentleman

Problems in gene clustering based on gene expression data pp. 44-66

Jenny Bryan

Clustering and classification based on the L1 data depth pp. 67-89

Rebecka Jörnsten

On a resampling approach for tests on the number of clusters with mixture model-based clustering of tissue samples pp. 90-105

G. J. McLachlan and Nabeela Khan

Finding predictive gene groups from microarray data pp. 106-131

Marcel Dettling and Peter Bühlmann

Hidden Markov models approach to the analysis of array CGH data pp. 132-153

Jane Fridlyand, Antoine M. Snijders, Dan Pinkel, Donna G. Albertson and A.N.Ajay N. Jain

Tree-based multivariate regression and density estimation with right-censored data pp. 154-177

Annette M. Molinaro, Sandrine Dudoit and M.J.Mark J. van der Laan

Exploring interactions in high-dimensional genomic data: an overview of Logic Regression, with applications pp. 178-195

Ingo Ruczinski, Charles Kooperberg and Michael L. LeBlanc

Sparse graphical models for exploring gene expression data pp. 196-212

Adrian Dobra, Chris Hans, Beatrix Jones, J.R.Joseph R. Nevins, Guang Yao and Mike West

Ontology concepts and tools for statistical genomics pp. 213-228

V.J.Vincent J. Carey

Volume 89, issue 2, 2004

The generalized near-integer Gamma distribution: a basis for 'near-exact' approximations to the distribution of statistics which are the product of an odd number of independent Beta random variables pp. 191-218

Carlos A. Coelho

Construction of conservative test for change-point problem in two-dimensional random fields pp. 219-242

Yoshiyuki Ninomiya

The limiting behavior of least absolute deviation estimators for threshold autoregressive models pp. 243-260

Lihong Wang and Jinde Wang

Tail probabilities of the limiting null distributions of the Anderson-Stephens statistics pp. 261-291

Satoshi Kuriki and Akimichi Takemura

Maximum likelihood estimation of covariance matrices under simple tree ordering pp. 292-303

Ming-Tien Tsai

Regression quantiles for unstable autoregressive models pp. 304-328

Shiqing Ling and Michael McAleer

Family of multivariate generalized t distributions pp. 329-337

Olcay Arslan

Wavelet modeling of priors on triangles pp. 338-350

Dipak K. Dey and Yazhen Wang

Multidimensional dependency measures pp. 351-370

Begoña Fernández Fernández and José M. González-Barrios

A lower bound on the performance of the quadratic discriminant function pp. 371-383

Tristrom Cooke

Volume 89, issue 1, 2004

Results in statistical discriminant analysis: a review of the former Soviet Union literature pp. 1-35

Sarunas Raudys and Dean M. Young

Exact probabilities of correct classifications for uncorrelated repeated measurements from elliptically contoured distributions pp. 36-69

D. Krause and W. -D. Richter

Optimal global rate of convergence in nonparametric regression with left-truncated and right-censored data pp. 70-86

Jinho Park

On inadmissibility of Hotelling T2-tests for restricted alternatives pp. 87-96

Ming-Tien Tsai and Pranab Kumar Sen

Local polynomial maximum likelihood estimation for Pareto-type distributions pp. 97-118

Jan Beirlant and Yuri Goegebeur

Structural decompositions of multivariate distributions with applications in moment and cumulant pp. 119-134

Edward H. Ip, Yuchung J. Wang and Yeong-nan Yeh

Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing pp. 135-147

Akihiko Inoue and Yukio Kasahara

On consistent testing for serial correlation of unknown form in vector time series models pp. 148-180

Pierre Duchesne and Roch Roy

A multivariate skew normal distribution pp. 181-190

Arjun K. Gupta, Graciela González-Farías and J. Armando Domínguez-Molina

Volume 88, issue 2, 2004

Inequalities associated with intra-inter-class correlation matrices pp. 207-221

Hiroshi Kurata

Testing for affine equivalence of elliptically symmetric distributions pp. 222-242

A. K. Gupta, N. Henze and B. Klar

Estimation of cusp in nonregular nonlinear regression models pp. 243-251

B. L. S. Prakasa Rao

Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors pp. 252-273

Stefan Jaschke, Claudia Klüppelberg and Alexander Lindner

Complexity penalized support estimation pp. 274-297

Jussi Klemelä

Nonparametric ANCOVA with two and three covariates pp. 298-319

Haritini Tsangari and Michael G. Akritas

Stein's idea and minimax admissible estimation of a multivariate normal mean pp. 320-334

Yuzo Maruyama

Reference priors for exponential families with simple quadratic variance function pp. 335-364

Guido Consonni, Piero Veronese and Eduardo Gutiérrez-Peña

A well-conditioned estimator for large-dimensional covariance matrices pp. 365-411

Olivier Ledoit and Michael Wolf

Volume 88, issue 1, 2004

On some testing problems for sparse contingency tables pp. 1-18

Prabir Burman

Combining the data from two normal populations to estimate the mean of one when their means difference is bounded pp. 19-46

Constance van Eeden and James V. Zidek

Some properties and characterizations for generalized multivariate Pareto distributions pp. 47-60

Hsiaw-Chan Yeh

Kernel density estimation for spatial processes: the L1 theory pp. 61-75

Marc Hallin, Zudi Lu and Lanh T. Tran

Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models pp. 76-88

Guo-Qing Yang and Qi-Guang Wu

Robust weighted orthogonal regression in the errors-in-variables model pp. 89-108

M. Fekri and Anne Ruiz-Gazen

A chi-square test for dimensionality with non-Gaussian data pp. 109-117

Z. D. Bai and Xuming He

An extension of the factorization theorem to the non-positive case pp. 118-130

Pawel Kopciuszewski

Improved estimation of a covariance matrix in an elliptically contoured matrix distribution pp. 131-137

Pui Lam Leung and Foon Yip Ng

A connection between supermodular ordering and positive/negative association pp. 138-151

Tasos C. Christofides and Eutichia Vaggelatou

Spatial autoregression and related spatio-temporal models pp. 152-162

Chunsheng Ma

A test of uniformity on shape spaces pp. 163-176

Y. Chikuse and P. E. Jupp

Generalized p-values and generalized confidence regions for the multivariate Behrens-Fisher problem and MANOVA pp. 177-189

Jinadasa Gamage, Thomas Mathew and Samaradasa Weerahandi

On a new multivariate two-sample test pp. 190-206

L. Baringhaus and C. Franz