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 82, issue 2, 2002

Measures of Association for Hilbertian Subspaces and Some Applications pp. 263-298

Jacques Dauxois and Guy Martial Nkiet

Exact Misclassification Probabilities for Plug-In Normal Quadratic Discriminant Functions: II. The Heterogeneous Case pp. 299-330

H. Richard McFarland and Donald St. P. Richards

Large Sample Properties of Mixture Models with Covariates for Competing Risks pp. 331-366

K. C. Choi and X. Zhou

More on Stochastic Comparisons and Dependence among Concomitants of Order Statistics pp. 367-378

Todd Blessinger

The Optimal Classification Using a Linear Discriminant for Two Point Classes Having Known Mean and Covariance pp. 379-394

Tristrom Cooke and Michael Peake

Measurement Error Models with Nonconstant Covariance Matrices pp. 395-415

Reinaldo B. Arellano-Valle, Heleno Bolfarine and Loreta Gasco

On the Power Function of the Likelihood Ratio Test for MANOVA pp. 416-421

Dulal Kumar Bhaumik and Sanat K. Sarka

A Formula for the Tail Probability of a Multivariate Normal Distribution and Its Applications pp. 422-430

Jürg Hüsler, Regina Y. Liu and Kesar Singh

Linear Least Squares Estimation of Regression Models for Two-Dimensional Random Fields pp. 431-444

Guy Cohen and Joseph M. Francos

Efficient Estimation of Two Seemingly Unrelated Regression Equations pp. 445-456

Aiyi Liu

Principal Component Analysis from the Multivariate Familial Correlation Matrix pp. 457-470

Martin Bilodeau and Pierre Duchesne

On a Small Sample Adjustment for the Profile Score Function in Semiparametric Smoothing Models pp. 471-485

Göran Kauermann

On the Asymptotics of Trimmed Best k-Nets pp. 486-516

J. A. Cuesta-Albertos, L. A. García-Escudero and A. Gordaliza

Volume 82, issue 1, 2002

The Meta-elliptical Distributions with Given Marginals pp. 1-16

Hong-Bin Fang, Kai-Tai Fang and Samuel Kotz

Assessing Goodness-of-Fit of Generalized Logit Models Based on Case-Control Data pp. 17-38

Biao Zhang

Estimating Risk and the Mean Squared Error Matrix in Stein Estimation pp. 39-64

T. Kubokawa and M. S. Srivastava

Parameter Estimation in Linear Models with Heteroscedastic Variances Subject to Order Restrictions pp. 65-87

Carol Hoferkamp and Shyamal Das Peddada

New Multivariate Product Density Estimators pp. 88-110

Luc Devroye and Adam Krzyzak

Variance Estimation for High-Dimensional Regression Models pp. 111-133

Vladimir Spokoiny

Some Extensions of Tukey's Depth Function pp. 134-165

Jian Zhang

Local Polynomial Fitting in Semivarying Coefficient Model pp. 166-188

Wenyang Zhang, Sik-Yum Lee and Xinyuan Song

Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models pp. 189-209

Zongwu Cai

On Two Aproaches to Approximation of Multidimensional Stable Laws pp. 210-239

Yu. Davydov and A. V. Nagaev

Moment Properties of the Multivariate Dirichlet Distributions pp. 240-262

Rameshwar D. Gupta and Donald St. P. Richards

Volume 81, issue 2, 2002

Geometric Generalization of the Exponential Law pp. 189-204

V. Henschel and W. -D. Richter

Large Deviations for Quadratic Forms of Locally Stationary Processes pp. 205-228

Marguerite Zani

Testing for Ordered Trends of Binary Responses between Contingency Tables pp. 229-241

Chul Gyu Park

On the n-Coupling Problem pp. 242-258

Ludger Rüschendorf and Ludger Uckelmann

Fixed Width Confidence Region for the Mean of a Multivariate Normal Distribution pp. 259-273

Hisao Nagao and M. S. Srivastava

A Statistic for Testing the Null Hypothesis of Elliptical Symmetry pp. 274-285

A. Manzotti, Francisco J. Pérez and Adolfo J. Quiroz

Asymptotics for the Tukey Median pp. 286-300

Jean-Claude Massé

Bayesian Object Identification: Variants pp. 301-334

Gunter Ritter and María Teresa Gallegos

Asymptotic Approximations for the Distributions of the Multinomial Goodness-of-Fit Statistics under Local Alternatives pp. 335-359

Nobuhiro Taneichi, Yuri Sekiya and Akio Suzukawa

Density Deconvolution in the Circular Structural Model pp. 360-375

Alexander Goldenshluger

Volume 81, issue 1, 2002

An Adaptive Design for Multi-Arm Clinical Trials pp. 1-18

Z. D. Bai, Feifang Hu and Liang Shen

On the Covariance between Functions pp. 19-27

C. M. Cuadras

An Almost Surely Optimal Combined Classification Rule pp. 28-46

Majid Mojirsheibani

Asymptotic Expansions and Bootstrap Approximations in Factor Analysis pp. 47-66

Masanori Ichikawa and Sadanori Konishi

Graph-Theoretic Procedures for Dimension Identification pp. 67-84

María R. Brito, Adolfo J. Quiroz and J. E. Yukich

Marginal Replacement in Multivariate Densities, with Application to Skewing Spherically Symmetric Distributions pp. 85-99

M. C. Jones

Spatially Adaptive Splines for Statistical Linear Inverse Problems pp. 100-119

Hervé Cardot

A Characterization of Poisson-Gaussian Families by Convolution-Stability pp. 120-127

A. E. Koudou and D. Pommeret

On the Dependence Structure of Certain Multi-dimensional Ito Processes and Corresponding Hitting Times pp. 128-137

Nader Ebrahimi

The Deepest Regression Method pp. 138-166

Stefan Van Aelst, Peter Rousseeuw, Mia Hubert and Anja Struyf

R-estimation in Autoregression with Square-Integrable Score Function pp. 167-186

Kanchan Mukherjee and Z. D. Bai

Volume 80, issue 2, 2002

Limit Theorems for the Non-linear Functional of Stationary Gaussian Processes pp. 191-216

Samir Ben Hariz

Nonnegative Minimum Biased Quadratic Estimation in Mixed Linear Models pp. 217-233

Stanislaw Gnot and Mariusz Grzadziel

Set-Indexed Conditional Empirical and Quantile Processes Based on Dependent Data pp. 234-255

Wolfgang Polonik and Qiwei Yao

Wavelet Threshold Estimation of a Regression Function with Random Design pp. 256-284

Shuanglin Zhang, Man-Yu Wong and Zhongguo Zheng

Minimax Hierarchical Empirical Bayes Estimation in Multivariate Regression pp. 285-301

Samuel D. Oman

Likelihood-Based Local Polynomial Fitting for Single-Index Models pp. 302-321

J. Huh and B. U. Park

Parameter Estimation for Controlled Semilinear Stochastic Systems: Identifiability and Consistency pp. 322-343

B. Goldys and B. Maslowski

On Stochastic Orders for Sums of Independent Random Variables pp. 344-357

Ramesh M. Korwar

The Sample Covariance Is Not Efficient for Elliptical Distributions pp. 358-377

Michael Falk

Volume 80, issue 1, 2002

Normal Approximation Rate and Bias Reduction for Data-Driven Kernel Smoothing Estimator in a Semiparametric Regression Model pp. 1-20

Sheng-Yan Hong

Optimal Spherical Deconvolution pp. 21-42

Peter T. Kim and Ja-Yong Koo

On Distribution-Free Tests for the Multivariate Two-Sample Location-Scale Model pp. 43-57

Valentin Rousson

Concentration Probabilities for Restricted and Unrestricted MLEs pp. 58-66

Manabu Iwasa and Yoshiya Moritani

A Simple Derivation of a Complicated Prophet Region pp. 67-72

Uwe Saint-Mont

Prediction from Randomly Right Censored Data pp. 73-100

Michael Kohler, Kinga Máthé and Márta Pintér

Bayesian Inference for Multivariate Survival Data with a Cure Fraction pp. 101-126

Ming-Hui Chen, Joseph G. Ibrahim and Debajyoti Sinha

Averaged Singular Integral Estimation as a Bias Reduction Technique pp. 127-137

Miguel Delgado and Jose Vidal-Sanz

Eigenstructures of Spatial Design Matrices pp. 138-165

David J. Gorsich, Marc G. Genton and Gilbert Strang

Empirical Likelihood Ratio in Terms of Cumulative Hazard Function for Censored Data pp. 166-188

Xiao-Rong Pan and Mai Zhou