Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 84, issue 2, 2003

Application of fast spherical Fourier transform to density estimation pp. 209-221

Harrie Hendriks

Asymptotic expansion of the null distribution of test statistic for linear hypothesis in nonnormal linear model pp. 222-246

Hirokazu Yanagihara

Strong convergence of estimators in nonlinear autoregressive models pp. 247-261

Eckhard Liebscher

A strong limit theorem on gambling systems pp. 262-273

Wen Liu and Jinting Wang

Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions pp. 274-283

Yuzo Maruyama

Conditional tests for elliptical symmetry pp. 284-298

Li-Xing Zhu and Georg Neuhaus

Bootstraps of sums of independent but not identically distributed stochastic processes pp. 299-318

Michael R. Kosorok

Convergence rate of the best-r-point-average estimator for the maximizer of a nonparametric regression function pp. 319-334

Zhidong Bai, Zehua Chen and Yaohua Wu

Multivariate aging properties of epoch times of nonhomogeneous processes pp. 335-350

Félix Belzunce, José A. Mercader and José M. Ruiz

Exact tests in simple growth curve models and one-way ANOVA with equicorrelation error structure pp. 351-368

Shu-Hui Lin and Jack C. Lee

The effect of across-location heteroscedasticity on the classification of mixed categorical and continuous data pp. 369-386

Chi-Ying Leung

Bayesian networks for discrete multivariate data: an algebraic approach to inference pp. 387-402

J. Q. Smith and J. Croft

Some equivalence results concerning multiplicative lattice decompositions of multivariate densities pp. 403-409

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

An extension of Bar-Hen's preliminary test procedure pp. 410-412

Radoslaw Kala and Miroslaw Krzysko

Volume 84, issue 1, 2003

Inference for the invariance of canonical analysis under linear transformations pp. 1-18

Guy Martial Nkiet

Consistent estimation of the intensity function of a cyclic Poisson process pp. 19-39

Roelof Helmers, I. Wayan Mangku and Ricardas Zitikis

Optimal prediction for linear regression with infinitely many parameters pp. 40-60

Alexander Goldenshluger and Alexandre Tsybakov

Asymptotic theory for multivariate GARCH processes pp. 61-84

F. Comte and O. Lieberman

On smoothness properties of spatial processes pp. 85-100

S. Banerjee and A. E. Gelfand

Empirical likelihood confidence region for parameter in the errors-in-variables models pp. 101-115

Hengjian Cui and Song Chen

A robust and efficient adaptive reweighted estimator of multivariate location and scatter pp. 116-144

Daniel Gervini

Robust factor analysis pp. 145-172

Greet Pison, Peter Rousseeuw, Peter Filzmoser and Christophe Croux

Multivariate hazard rate orders pp. 173-189

Taizhong Hu, Baha-Eldin Khaledi and Moshe Shaked

Efficient estimators and LAN in canonical bivariate POT models pp. 190-207

Michael Falk and Rolf-Dieter Reiss

Volume 83, issue 2, 2002

Asymptotic Behavior of Bandwidth Selected by the Cross-Validation Method for Local Polynomial Fitting pp. 265-287

Yingcun Xia and W. K. Li

A Generalized [phi]-Divergence for Asymptotically Multivariate Normal Models pp. 288-302

Stefan Wegenkittl

Estimation under l1-Symmetry pp. 303-323

Dominique Fourdrinier and Anne-Sophie Lemaire

Model Specification Tests in Nonparametric Stochastic Regression Models pp. 324-359

Jiti Gao, Howell Tong and Rodney Wolff

The Tukey Depth Characterizes the Atomic Measure pp. 360-364

Gleb A. Koshevoy

Continuity of Halfspace Depth Contours and Maximum Depth Estimators: Diagnostics of Depth-Related Methods pp. 365-388

Ivan Mizera and Milos Volauf

A Characterization of Joint Distribution of Two-Valued Random Variables and Its Applications pp. 389-408

Sh. Sharakhmetov and R. Ibragimov

Robust Bayesian Inference for Seemingly Unrelated Regressions with Elliptical Errors pp. 409-414

Vee Ming Ng

AIC, Overfitting Principles, and the Boundedness of Moments of Inverse Matrices for Vector Autotregressions and Related Models pp. 415-450

David F. Findley and Ching-Zong Wei

Partial Influence Functions pp. 451-468

Ana M. Pires and João A. Branco

Empirical Likelihood Semiparametric Regression Analysis under Random Censorship pp. 469-486

Qi-Hua Wang and Gang Li

Inapplicability of Asymptotic Results on the Minimal Spanning Tree in Statistical Testing pp. 487-492

C. Caroni and P. Prescott

Compactly Supported Correlation Functions pp. 493-508

Tilmann Gneiting

Multivariate Discrete Distributions with a Product-Type Dependence pp. 509-524

Niels G. Becker and Sergey Utev

Volume 83, issue 1, 2002

Asymptotic Properties of HPD Regions in the Discrete Case pp. 1-21

Judith Rousseau

Continuous Elliptical and Exponential Power Linear Dynamic Models pp. 22-36

E. Gómez, M. A. Gómez-Villegas and J. M. Marín

A Maximal Extension of the Gauss-Markov Theorem and Its Nonlinear Version pp. 37-55

Takeaki Kariya and Hiroshi Kurata

Change Point Estimation by Local Linear Smoothing pp. 56-83

Gérard Grégoire and Zouhir Hamrouni

Asymptotic Distribution of the Kaplan-Meier U-Statistics pp. 84-123

Arup Bose and Arusharka Sen

Distribution of Sum of Squares and Products Matrices for the Generalized Multilinear Matrix-T Model pp. 124-140

Shahjahan Khan

A Treatment of Multivariate Skewness, Kurtosis, and Related Statistics pp. 141-165

Bernhard Klar

Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix pp. 166-182

Anoop Chaturvedi, Alan Wan and Shri P. Singh

Saddlepoint Expansions in Linear Regression pp. 183-207

Alexander V. Ivanov and Silvelyn Zwanzig

Distribution-Function-Based Bivariate Quantiles pp. 208-231

L. -A. Chen and A. H. Welsh

Generalized Quantile Processes Based on Multivariate Depth Functions, with Applications in Nonparametric Multivariate Analysis pp. 232-247

Robert Serfling

Bias and Efficiency Loss Due to Categorizing an Explanatory Variable pp. 248-263

Jeremy M. G. Taylor and Menggang Yu