Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 67, issue 2, 1998

Permutation Tests for Reflected Symmetry pp. 129-153

Georg Neuhaus and Li-Xing Zhu

Variational Inequalities for Arbitrary Multivariate Distributions pp. 154-168

N. Papadatos and V. Papathanasiou

Double Shrinkage Estimation of Common Coefficients in Two Regression Equations with Heteroscedasticity pp. 169-189

Tatsuya Kubokawa

Some General Characterizations of the Bivariate Gumbel Distribution and the Bivariate Lomax Distribution Based on Truncated Expectations pp. 190-202

Majid Asadi

Algebraic Descriptions of Nominal Multivariate Discrete Data pp. 203-226

J. L. Teugels and J. Van Horebeek

Mean Location and Sample Mean Location on Manifolds: Asymptotics, Tests, Confidence Regions pp. 227-243

Harrie Hendriks and Zinoviy Landsman

A Local Parameterization of Orthogonal and Semi-Orthogonal Matrices with Applications pp. 244-276

Robert J. Boik

Prediction and Classification of Non-stationary Categorical Time Series pp. 277-296

Konstantinos Fokianos and Benjamin Kedem

A Generalization of Rao's Covariance Structure with Applications to Several Linear Models pp. 297-305

Hiroshi Kurata

A Note on the Comedian for Elliptical Distributions pp. 306-317

Michael Falk

Kaplan-Meier Estimator under Association pp. 318-348

Zongwu Cai and George G. Roussas

More Higher-Order Efficiency: Concentration Probability pp. 349-366

Yutaka Kano

Convergence Rates for Logspline Tomography pp. 367-384

Ja-Yong Koo

Multidimensional Limit Theorems Allowing Large Deviations for Densities of Regular Variation pp. 385-397

Alexander V. Nagaev and Alexander Yu. Zaigraev

Weak Limits for Multivariate Random Sums pp. 398-413

Tomasz J. Kozubowski and Anna K. Panorska

Geometric Ergodicity of Gibbs and Block Gibbs Samplers for a Hierarchical Random Effects Model pp. 414-430

James P. Hobert and Charles J. Geyer

Volume 67, issue 1, 1998

Spherical Deconvolution pp. 1-22

Dennis M. Healy, Harrie Hendriks and Peter T. Kim

Kernel Density and Hazard Rate Estimation for Censored Dependent Data pp. 23-34

Zongwu Cai

Improved Estimation in Measurement Error Models Through Stein Rule Procedure pp. 35-48

Shalabh

Functional ANOVA Models for Generalized Regression pp. 49-71

Jianhua Z. Huang

Multivariate Extensions of Univariate Life Distributions pp. 72-79

Dilip Roy and S. P. Mukherjee

Multivariate Stable Densities as Functions of One Dimensional Projections pp. 80-89

Husein Abdul-Hamid and John P. Nolan

On the Poisson-Dirichlet Limit pp. 90-98

Alexander V. Gnedin

The Asymptotic Loss of Information for Grouped Data pp. 99-127

Klaus Felsenstein and Klaus Pötzelberger

Volume 66, issue 2, 1998

Normal Linear Regression Models With Recursive Graphical Markov Structure pp. 133-187

Steen A. Andersson and Michael D. Perlman

Density Estimation on the Stiefel Manifold pp. 188-206

Yasuko Chikuse

Error Process Indexed by Bandwidth Matrices in Multivariate Local Linear Smoothing pp. 207-236

J. A. Cristóbal and J. T. Alcalá

The Probability Content of Cones in Isotropic Random Fields pp. 237-254

Serge B. Provost and Young-Ho Cheong

Minimax Risk Inequalities for the Location-Parameter Classification Problem pp. 255-269

Pieter C. Allaart

The Catline for Deep Regression pp. 270-296

Mia Hubert and Peter Rousseeuw

Volume 66, issue 1, 1998

Model-Building Problem of Periodically Correlatedm-Variate Moving Average Processes pp. 1-21

Mohamed Bentarzi

On the Geometrical Convergence of Gibbs Sampler inRd pp. 22-37

Chii-Ruey Hwang and Shuenn-Jyi Sheu

On Covariance Estimators of Factor Loadings in Factor Analysis pp. 38-45

Kentaro Hayashi and Pranab Kumar Sen

Fixed-Width Simultaneous Confidence Intervals for Multinormal Means in Several Intraclass Correlation Models pp. 46-63

Makoto Aoshima and Nitis Mukhopadhyay

A Conditional Test for a Non-negative Mean Vector Based on a Hotelling'sT2-Type Statistic pp. 64-70

Yining Wang and Michael P. McDermott

On Polynomial Estimators of Frontiers and Boundaries pp. 71-98

Peter Hall, Byeong U. Park and Steven E. Stern

On the Rate of Strong Consistency of the Total Time on Test Statistic pp. 99-117

Miklós Csörgo and Ricardas Zitikis

On the Efficiency of Affine Invariant Multivariate Rank Tests pp. 118-132

J. Möttönen, T. P. Hettmansperger, H. Oja and J. Tienari

Volume 65, issue 2, 1998

Pointwise Improvement of Multivariate Kernel Density Estimates pp. 109-128

Belkacem Abdous and Alain Berlinet

Infinite Divisibility of Random Objects in Locally Compact Positive Convex Cones pp. 129-138

Johan Jonasson

Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators pp. 139-165

Tong Li and Quang Vuong

Approximation of the Power of Kurtosis Test for Multinormality pp. 166-180

Kanta Naito

Dimensionality in Manova Tested by a Closed Testing Procedure pp. 181-194

Tadeusz Calinski and Michel Lejeune

Outliers in Multivariate Regression Models pp. 195-208

Muni S. Srivastava and Dietrich von Rosen

The Hilbert Kernel Regression Estimate pp. 209-227

Luc Devroye, Laszlo Györfi and Adam Krzyzak

Testing for Spherical Symmetry of a Multivariate Distribution pp. 228-244

V. I. Koltchinskii and Lang Li

Asymptotics of Estimating Equations under Natural Conditions pp. 245-260

Ke-Hai Yuan and Robert I. Jennrich

Conditional Iterative Proportional Fitting for Gaussian Distributions pp. 261-276

Erhard Cramer

Volume 65, issue 1, 1998

Semiparametric Estimation in the Multivariate Liouville Model pp. 1-18

P. K. Bhattacharya and Prabir Burman

Perturbation Inequalities and Confidence Sets for Functions of a Scatter Matrix pp. 19-35

Lutz Dümbgen

Elliptical Functional Models pp. 36-57

F. Vilca-Labra, R. B. Arellano-Valle and H. Bolfarine

Cyclic Subspace Regression pp. 58-70

Patrick M. Lang, Jason M. Brenchley, Reinaldo G. Nieves and John H. Kalivas

Combining Estimates of Tectonic Plate Rotations:,: An Extension of Welch's Method to Spherical Regression pp. 71-108

Bessie H. Kirkwood and Ted Chang