Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

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

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Volume 71, issue 2, 1999

Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator pp. 161-190

Christophe Croux and Gentiane Haesbroeck

Asymptotic Normality of a Combined Regression Estimator pp. 191-240

Yanqin Fan and Aman Ullah

Dependent Hazards in Multivariate Survival Problems pp. 241-261

Anatoli I. Yashin and Ivan A. Iachine

Functional Principal Components Analysis by Choice of Norm pp. 262-276

Francisco Ocaña, A. M. Aguilera and M. J. Valderrama

Properties of Prior and Posterior Distributions for Multivariate Categorical Response Data Models pp. 277-296

Ming-Hui Chen and Qi-Man Shao

Volume 71, issue 1, 1999

Shortcomings of Generalized Affine Invariant Skewness Measures pp. 1-23

Steffen Gutjahr, Norbert Henze and Martin Folkers

Strongly Consistent Nonparametric Forecasting and Regression for Stationary Ergodic Sequences pp. 24-41

Sidney Yakowitz, László Györfi, John Kieffer and Gusztáv Morvai

Stochastic Comparisons for Multivariate Shock Models pp. 42-55

Franco Pellerey

Application of the Limit of Truncated Isotonic Regression in Optimization Subject to Isotonic and Bounding Constraints pp. 56-66

Xiaomi Hu

On Maximum Entropy Characterization of Pearson's Type II and VII Multivariate Distributions pp. 67-75

K. Zografos

An Almost Sure Central Limit Theorem for Stochastic Approximation Algorithms pp. 76-93

Mariane Pelletier

Spatial Sampling Design Based on Stochastic Complexity pp. 94-110

M. C. Bueso, J. M. Angulo, G. Qian and F. J. Alonso

Covariance Adjustments in Discrimination of Mixed Discrete and Continuous Variables pp. 111-124

Chi-Ying Leung

Strong Universal Pointwise Consistency of Some Regression Function Estimates pp. 125-144

Paul Algoet and László Györfi

Moment Estimator for Random Vectors with Heavy Tails pp. 145-159

Mark M. Meerschaert and Hans-Peter Scheffler

Volume 70, issue 2, 1999

Joint Distributions of the Numbers of Visits for Finite-State Markov Chains pp. 157-176

Wolfgang Stadje

Nonparametric Regression with Singular Design pp. 177-201

Zhan-Qian Lu

Spherically Symmetric Logistic Distribution pp. 202-206

Nikolai A. Volodin

Normal Approximation Rate of the Kernel Smoothing Estimator in a Partial Linear Model pp. 207-220

Sheng-Yan Hong and Ping Cheng

On the Underfitting and Overfitting Sets of Models Chosen by Order Selection Criteria pp. 221-249

Xavier Guyon and Jian-feng Yao

Conditional Empirical Processes Defined by Nonstationary Absolutely Regular Sequences pp. 250-285

Michel Harel and Madan L. Puri

Rank-Score Tests in Factorial Designs with Repeated Measures pp. 286-317

Edgar Brunner, Ulrich Munzel and Madan L. Puri

Volume 70, issue 1, 1999

Asymptotic Theory for Canonical Correlation Analysis pp. 1-29

T. W. Anderson

On Robust Bayesian Analysis for Location and Scale Parameters pp. 30-56

Rubén A. Haro-López and Adrian F. M. Smith

A Central Limit Theorem for Local Polynomial Backfitting Estimators pp. 57-65

M. P. Wand

Bayesian Statistical Inference on Elliptical Matrix Distributions pp. 66-85

Kai-Tai Fang and Runze Li

On the Efficiencies of Several Generalized Least Squares Estimators in a Seemingly Unrelated Regression Model and a Heteroscedastic Model pp. 86-94

Hiroshi Kurata

Bayesian Estimation for Spherically Symmetric Distributions pp. 95-117

Dominique Cellier, Dominique Fourdrinier and Martin T. Wells

Weighting Games in Robust Linear Regression pp. 118-135

Marianthi Markatou

Spectral Approximation to the Likelihood for an Intrinsic Gaussian Random Field pp. 136-155

J. T. Kent and M. Mohammadzadeh

Volume 69, issue 2, 1999

Generalized MLE of a Joint Distribution Function with Multivariate Interval-Censored Data pp. 155-166

George Y. C. Wong and Qiqing Yu

Permutation Tests for Multivariate Location Problems pp. 167-192

Georg Neuhaus and Li-Xing Zhu

A Characterization of Quasi-copulas pp. 193-205

C. Genest, J. J. Quesada Molina, J. A. Rodriguez Lallena and C. Sempi

Efficient ML Estimation of the Multivariate Normal Distribution from Incomplete Data pp. 206-217

Chuanhai Liu

On Confidence Intervals in Nonparametric Binary Regression via Edgeworth Expansions pp. 218-241

M. Celia Rodriguez-Campos

Nonparametric Empirical Bayes Estimation of the Matrix Parameter of the Wishart Distribution pp. 242-260

Marianna Pensky

A Strong Representation of the Product-Limit Estimator for Left Truncated and Right Censored Data pp. 261-280

Yong Zhou and Paul S. F. Yip

Volume 69, issue 1, 1999

An Extension of the Bivariate Method of Polynomials and a Reduction Formula for Bonferroni-Type Inequalities pp. 1-9

Italo Simonelli

Screening among Multivariate Normal Data pp. 10-29

Pinyuen Chen, William L. Melvin and Michael C. Wicks

Estimation of Partial Linear Error-in-Variables Models with Validation Data pp. 30-64

Qihua Wang

On Burbea-Rao Divergence Based Goodness-of-Fit Tests for Multinomial Models pp. 65-87

M. C. Pardo

Radial Positive Definite Functions Generated by Euclid's Hat pp. 88-119

Tilmann Gneiting

On the Rate of Multivariate Poisson Convergence pp. 120-134

Bero Roos

Halfspace Depth and Regression Depth Characterize the Empirical Distribution pp. 135-153

Anja J. Struyf and Peter Rousseeuw

Volume 68, issue 2, 1999

Independence Distribution Preserving Covariance Structures for the Multivariate Linear Model pp. 165-175

Dean M. Young, John W. Seaman and Laurie M. Meaux

Improving on the Best Affine Equivariant Estimator of the Ratio of Generalized Variances pp. 176-192

George Iliopoulos and Stavros Kourouklis

A Nonsymmetric Correlation Inequality for Gaussian Measure pp. 193-211

Stanislaw J. Szarek and Elisabeth Werner

Extreme Values in FGM Random Sequences pp. 212-225

E. Hashorva and J. Hüsler

Geometrical Aspects of Discrimination by Multilayer Perceptrons pp. 226-234

Salvatore Ingrassia

Predictive Inference for the Elliptical Linear Model pp. 235-249

B. M. Golam Kibria and M. Safiul Haq

Second-Order Properties of a Two-Stage Fixed-Size Confidence Region for the Mean Vector of a Multivariate Normal Distribution pp. 250-263

N. Mukhopadhyay

Two-Stage Likelihood Ratio and Union-Intersection Tests for One-Sided Alternatives Multivariate Mean with Nuisance Dispersion Matrix pp. 264-282

Pranab K. Sen and Ming-Tien Tsai

Characterization Theorems when Variables Are Measured with Error pp. 283-298

John P. Holcomb

Volume 68, issue 1, 1999

Multivariate Density Estimation with General Flat-Top Kernels of Infinite Order pp. 1-25

Dimitris N. Politis and Joseph P. Romano

Data Driven Smooth Tests for Bivariate Normality pp. 26-53

Malgorzata Bogdan

Dynamic Linkages for Multivariate Distributions with Given Nonoverlapping Multivariate Marginals pp. 54-77

Haijun Li, Marco Scarsini and Moshe Shaked

Asymptotic Normality for Density Kernel Estimators in Discrete and Continuous Time pp. 78-95

Denis Bosq, Florence Merlevède and Magda Peligrad

Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes pp. 96-119

Lajos Horvath, Piotr Kokoszka and Josef Steinebach

Rates of Convergence for Spline Estimates of Additive Principal Components pp. 120-137

Nour Eddin El Faouzi and Pascal Sarda

Universally Consistent Regression Function Estimation Using Hierarchial B-Splines pp. 138-164

Michael Kohler