Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Common Principal Components for Dependent Random Vectors pp. 163-183: Beat E. Neuenschwander and Bernard D. Flury
Asymptotic Expansions for Large Deviation Probabilities of Noncentral Generalized Chi-Square Distributions pp. 184-218: W. -D. Richter and J. Schumacher
Design Adaptive Nearest Neighbor Regression Estimation pp. 219-244: Emmanuel Guerre
LR Tests for Random-Coefficient Covariance Structures in an Extended Growth Curve Model pp. 245-268: Yasunori Fujikoshi and Dietrich von Rosen
On a Theorem of T. Gneiting on [alpha]-Symmetric Multivariate Characteristic Functions pp. 269-278: Wolfgang zu Castell
ISO* Property of Two-Parameter Compound Poisson Distributions with Applications pp. 279-294: Chunsheng Ma
Parallel Principal Axes pp. 295-313: Thaddeus Tarpey

Unbiased Estimation in the Non-central Chi-Square Distribution pp. 1-12: Fernando López-Blázquez
Multivariate Survival Functions with a Min-Stable Property pp. 13-35: Harry Joe and Chunsheng Ma
Best Bounds in Doob's Maximal Inequality for Bessel Processes pp. 36-46: Jesper Lund Pedersen
Fitting Smooth Histories to Rotation Data pp. 47-61: Martin S. Hanna and Ted Chang
Nonparametric Notions of Multivariate "Scatter Measure" and "More Scattered" Based on Statistical Depth Functions pp. 62-78: Yijun Zuo and Robert Serfling
Shrinkage Estimation towards a Closed Convex Set with a Smooth Boundary pp. 79-111: Satoshi Kuriki and Akimichi Takemura
Average Regression Surface for Dependent Data pp. 112-142: Zongwu Cai and Jianqing Fan
Statistical Aspects of Perpetuities pp. 143-162: Rudolf Grübel and Susan M. Pitts

On the Conditional Variance for Scale Mixtures of Normal Distributions pp. 163-192: Stamatis Cambanis, Stergios Fotopoulos and Lijian He
M-Estimators Converging to a Stable Limit pp. 193-221: Miguel A. Arcones
Spectral Density for Third Order Cumulants under Strong Mixing Conditions pp. 222-244: Curtis Miller
Estimation of Linear Error-in-Covariables Models with Validation Data Under Random Censorship pp. 245-266: Qihua Wang
Multivariate Dispersion Models pp. 267-281: Bent Jørgensen and Steffen L. Lauritzen
Degeneracy in Heteroscedastic Regression Models pp. 282-295: Kim-Hung Li and Nai Ng Chan

Optimal Tests for the General Two-Sample Problem pp. 1-35: Dietmar Ferger
Multivariate Normal Distributions Parametrized as a Riemannian Symmetric Space pp. 36-48: Miroslav Lovric, Maung Min-Oo and Ernst A. Ruh
Asymptotic Normality of Posterior Distributions for Exponential Families when the Number of Parameters Tends to Infinity pp. 49-68: Subhashis Ghosal
General Properties and Estimation of Conditional Bernoulli Models pp. 69-87: Sean X. Chen
Bivariate Density Estimation with Randomly Truncated Data pp. 88-115: Ülkü Gürler and Kathryn Prewitt
Variable Bandwidth Selection in Varying-Coefficient Models pp. 116-134: Wenyang Zhang and Sik-Yum Lee
Combining Different Procedures for Adaptive Regression pp. 135-161: Yuhong Yang

A Determinant Representation for the Distribution of Quadratic Forms in Complex Normal Vectors pp. 155-165: Hongsheng Gao and Peter J. Smith
Asymptotic Properties of Backfitting Estimators pp. 166-179: Jean D. Opsomer
The Structure of a Linear Model: Sufficiency, Ancillarity, Invariance, Equivariance, and the Normal Distribution pp. 180-198: Wolfgang Bischoff
The Construction of Multivariate Distributions from Markov Random Fields pp. 199-220: Mark S. Kaiser and Noel Cressie
Noninformative Priors for Multivariate Linear Calibration pp. 221-240: Ming Yin
Limit Laws for Symmetric k-Tensors of Regularly Varying Measures pp. 241-261: Mark M. Meerschaert and Hans-Peter Scheffler
Stochastic Comparisons and Dependence among Concomitants of Order Statistics pp. 262-281: Baha-Eldin Khaledi and Subhash Kochar
A Note on the Multivariate Normal Hazard pp. 282-283: Chunsheng Ma

Error Bounds for Asymptotic Approximations of the Linear Discriminant Function When the Sample Sizes and Dimensionality are Large pp. 1-17: Yasunori Fujikoshi
Estimation of Densities and Derivatives of Densities with Directional Data pp. 18-40: Jussi Klemelä
A Determinant Representation for the Distribution of a Generalised Quadratic Form in Complex Normal Vectors pp. 41-54: Peter J. Smith and Hongsheng Gao
On Positive Definiteness of Some Functions pp. 55-81: Victor P. Zastavnyi
Robustness of Deepest Regression pp. 82-106: Stefan Van Aelst and Peter Rousseeuw
Some Remarks on the Supermodular Order pp. 107-119: Alfred Müller and Marco Scarsini
On Parameters of Increasing Dimensions pp. 120-135: Xuming He and Qi-Man Shao
Asymptotic Normality for L1 Norm Kernel Estimator of Conditional Median under [alpha]-Mixing Dependence pp. 136-154: Yong Zhou and Hua Liang

High Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis pp. 151-162: Xuming He and Wing K. Fung
On the Joint Distribution of a Quadratic and a Linear Form in Normal Variables pp. 163-182: Alexander Schöne and Wolfgang Schmid
Adaptive Semiparametric Estimation of the Memory Parameter pp. 183-207: Liudas Giraitis, Peter M. Robinson and Alexander Samarov
Singularly Perturbed Markov Chains: Convergence and Aggregation pp. 208-229: G. Yin, Q. Zhang and G. Badowski
Inferences on Correlation Coefficients in Some Classes of Nonnormal Distributions pp. 230-248: Ke-Hai Yuan and Peter M. Bentler
Transformations with Improved Chi-Squared Approximations pp. 249-263: Yasunori Fujikoshi
The Accuracy and the Computational Complexity of a Multivariate Binned Kernel Density Estimator pp. 264-309: Lasse Holmström

On the Loss of Information Due to Nonrandom Truncation pp. 1-21: Michael Falk and Frank Marohn
Universal Inadmissibility of Least Squares Estimator pp. 22-29: Chang-Yu Lu and Ning-Zhong Shi
Bivariate Distributions with Given Extreme Value Attractor pp. 30-49: Philippe Capéraà, Anne-Laure Fougères and Christian Genest
Properties of Likelihood Inference for Order Restricted Models pp. 50-77: Arthur Cohen, J. H. B. Kemperman and Harold B. Sackrowitz
Restricted Regression Quantiles pp. 78-99: Quanshui Zhao
Canonical Analysis Applied to Multivariate Analysis of Variance pp. 100-119: Michel Lejeune and Tadeusz Calinski
Optimum Designs for a Multiresponse Regression Model pp. 120-131: Lorens Imhof
Empirical Likelihood for Partially Linear Models pp. 132-148: Jian Shi and Tai-Shing Lau