Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 87, issue 2, 2003

Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis pp. 219-240

Marcus Pivato and Luis Seco

Large and moderate deviations for infinite-dimensional autoregressive processes pp. 241-260

André Mas and Ludovic Menneteau

The efficiency of adjusted least squares in the linear functional relationship pp. 261-274

Alexander Kukush and Erich Otto Maschke

Invariant tests for symmetry about an unspecified point based on the empirical characteristic function pp. 275-297

N. Henze, B. Klar and S. G. Meintanis

The skew elliptical distributions and their quadratic forms pp. 298-314

B. Q. Fang

Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model pp. 315-327

P. Ibarrola and A. Pérez-Palomares

The affine equivariant sign covariance matrix: asymptotic behavior and efficiencies pp. 328-355

Esa Ollila, Hannu Oja and Christophe Croux

Factor models for multivariate count data pp. 356-369

Michel Wedel, Ulf Böckenholt and Wagner A. Kamakura

Tail behaviour of Gaussian processes with applications to the Brownian pillow pp. 370-397

Alex J. Koning and Vladimir Protasov

On familial longitudinal Poisson mixed models with gamma random effects pp. 398-412

Brajendra C. Sutradhar and Vandna Jowaheer

The distribution of symmetric matrix quotients pp. 413-417

A. K. Gupta and D. G. Kabe

Volume 87, issue 1, 2003

Multivariate quadratic forms of random vectors pp. 2-23

René Blacher

Identification of graphical models for nonignorable nonresponse of binary outcomes in longitudinal studies pp. 24-45

Wen-Qing Ma, Zhi Geng and Yong-Hua Hu

Characterization of the partial autocorrelation function of nonstationary time series pp. 46-59

Serge Dégerine and Sophie Lambert-Lacroix

Empirical Bayesian estimation of normal variances and covariances pp. 60-79

Colin J. Champion

Semiparametric estimation based on parametric modeling of the cause-specific hazard ratios in competing risks pp. 80-100

A. Suzukawa and N. Taneichi

Survival function estimation when lifetime and censoring time are dependent pp. 101-132

Nader Ebrahimi and Daniel Molefe

Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes pp. 133-158

Anestis Antoniadis and Theofanis Sapatinas

Rank estimation in reduced-rank regression pp. 159-176

Efstathia Bura and R. Dennis Cook

Kronecker product permutation matrices and their application to moment matrices of the normal distribution pp. 177-190

James R. Schott

Nonparametric estimation of the location of a maximum in a response surface pp. 191-217

Matthew R. Facer and Hans-Georg Müller

Volume 86, issue 2, 2003

Efficient estimation in conditional single-index regression pp. 213-226

Michel Delecroix, Wolfgang Härdle and Marian Hristache

Consistent estimation of coefficients in measurement error models with replicated observations pp. 227-241

Shalabh

Best affine unbiased response decomposition pp. 242-253

Geert Dhaene, Erik Schokkaert and Carine Van de Voorde

On the admissibility of stable spherical multivariate tests pp. 254-265

Ekkehard Glimm and Jürgen Läuter

Nonparametric estimation of distributions with categorical and continuous data pp. 266-292

Qi Li and Jeffrey Racine

Constructing fixed rank optimal estimators with method of best recurrent approximations pp. 293-309

Anatoli Torokhti and Phil Howlett

Semi-parametric multivariate modelling when the marginals are the same pp. 310-329

J. S. Marron, Miguel Nakamura and Víctor Pérez-Abreu

Local polynomial fitting under association pp. 330-359

Elias Masry

Hypothesis testing for the generalized multivariate modified Bessel model pp. 360-374

Lehana Thabane and Steve Drekic

Reducing variance in nonparametric surface estimation pp. 375-397

Ming-Yen Cheng and Peter Hall

Precise asymptotics in some strong limit theorems for multidimensionally indexed random variables pp. 398-422

Allan Gut and Aurel Spataru

Volume 86, issue 1, 2003

Unbiased estimation in the multivariate natural exponential family with simple quadratic variance function pp. 1-13

Fernando López Blázquez and David Gutiérrez Rubio

Estimation of a parameter vector when some components are restricted pp. 14-27

Dominique Fourdrinier, Idir Ouassou and William E. Strawderman

Estimating the covariance matrix: a new approach pp. 28-47

T. Kubokawa and M. S. Srivastava

Are copulas unimodal? pp. 48-71

Ioan Cuculescu and Radu Theodorescu

Using wavelet methods to solve noisy Abel-type equations with discontinuous inputs pp. 72-96

Peter Hall, Robert Paige and Frits H. Ruymgaart

Spatio-temporal stationary covariance models pp. 97-107

Chunsheng Ma

A criterion for a continuous spectral density pp. 108-125

Richard C. Bradley

Asymptotic properties of conditional maximum likelihood estimator in a certain exponential model pp. 126-142

Hironori Fujisawa

On the risk of estimates for block decreasing densities pp. 143-165

Gérard Biau and Luc Devroye

Nonparametric likelihood ratio goodness-of-fit tests for survival data pp. 166-182

Gang Li

Clusters, outliers, and regression: fixed point clusters pp. 183-212

Christian Hennig

Volume 85, issue 2, 2003

A construction of the UMVU estimator for simple quadratic natural exponential families pp. 217-233

Denys Pommeret

Dimension reduction in partly linear error-in-response models with validation data pp. 234-252

Qihua Wang

Bayesian graphical model determination using decision theory pp. 253-266

Jukka Corander

Wavelet regression estimation in nonparametric mixed effect models pp. 267-291

Claudia Angelini, Daniela De Canditiis and Frédérique Leblanc

Information and asymptotic efficiency of the case-cohort sampling design in Cox's regression model pp. 292-317

Haimeng Zhang and Larry Goldstein

Approximations to the distribution of the sample correlation matrix pp. 318-334

Tõnu Kollo and Kaire Ruul

Asymptotic laws for disparity statistics in product multinomial models pp. 335-360

D. Morales, L. Pardo and I. Vajda

Descriptive measures of multivariate scatter and linear dependence pp. 361-374

Daniel Peña and Julio Rodríguez

Concentrated matrix Langevin distributions pp. 375-394

Yasuko Chikuse

Asymptotic relative Pitman efficiency in group models pp. 395-415

Ted Chang and Ming-Tien Tsai

Empirical likelihood inference for median regression models for censored survival data pp. 416-430

Gengsheng Qin and Min Tsao

Volume 85, issue 1, 2003

Wishart distributions associated with matrix quadratic forms pp. 1-9

Joe Masaro and Chi Song Wong

Predictivistic characterizations of multivariate student-t models pp. 10-23

Rosangela H. Loschi, Pilar L. Iglesias and Reinaldo B. Arellano-Valle

Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix pp. 24-39

Dominique Fourdrinier, William E. Strawderman and Martin T. Wells

A multivariate dispersion ordering based on quantiles more widely separated pp. 40-53

J. M. Fernandez-Ponce and A. Suarez-Llorens

Functional canonical analysis for square integrable stochastic processes pp. 54-77

Guozhong He, Hans-Georg Müller and Jane-Ling Wang

On the monotone convergence of vector means pp. 78-90

D. R. Jensen

Finite sample tail behavior of multivariate location estimators pp. 91-105

Yijun Zuo

Multivariate nonparametric tests in a randomized complete block design pp. 106-129

J. Möttönen, J. Hüsler and H. Oja

On same-realization prediction in an infinite-order autoregressive process pp. 130-155

Ching-Kang Ing and Ching-Zong Wei

Nonparametric estimation of competing risks models with covariates pp. 156-191

Jean-David Fermanian

Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields pp. 192-216

M. D. Ruiz-Medina, J. M. Angulo and V. V. Anh