Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Uniform Distributions on Spheres in Finite DimensionalL[alpha]and Their Generalizations pp. 103-117: Pawel J. Szablowski
Asymptotic Improvement of the Usual Confidence Set in a Multivariate Normal Distribution with Unknown Variance pp. 118-130: Yoshikazu Takada
On[alpha]-Symmetric Multivariate Characteristic Functions pp. 131-147: Tilmann Gneiting
Constant Local Dependence pp. 148-155: M. C. Jones
Projection Method for Moment Bounds on Order Statistics from Restricted Families,: II. Independent Case pp. 156-182: Leslaw Gajek and Tomasz Rychlik
Maximum Likelihood Estimation of Isotonic Normal Means with Unknown Variances pp. 183-195: Ning-Zhong Shi and Hua Jiang
A Unified and Broadened Class of Admissible Minimax Estimators of a Multivariate Normal Mean pp. 196-205: Yuzo Maruyama

On Parameter Estimation for Semi-linear Errors-in-Variables Models pp. 1-24: Cui Hengjian and Li Rongcai
Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function pp. 25-47: Holger Drees and Xin Huang
Modeling Probabilistic Networks of Discrete and Continuous Variables pp. 48-65: Enrique Castillo, José Manuel Gutiérrez and Ali S. Hadi
Uniformity of Double Saddlepoint Conditional Probability Approximations pp. 66-85: John E. Kolassa
The Generalized Integer Gamma Distribution--A Basis for Distributions in Multivariate Statistics pp. 86-102: Carlos A. Coelho

Unbiased Estimation for a Multivariate Exponential whose Components have a Common Shift pp. 199-221: Laurent Bordes, Mikhail Nikulin and Vassily Voinov
Median Balls: An Extension of the Interquantile Intervals to Multivariate Distributions pp. 222-241: Jean Averous and Michel Meste
A New Class of Consistent Estimators for Stochastic Linear Regressive Models pp. 242-258: Hong-Zhi An, Fred J. Hickernell and Li-Xing Zhu
Compact Matrix Expressions for Generalized Wald Tests of Equality of Moment Vectors pp. 259-276: Albert Satorra and Heinz Neudecker
On Domains of Attraction of Multivariate Extreme Value Distributions under Absolute Continuity pp. 277-295: Seokhoon Yun
ML Estimation of the MultivariatetDistribution and the EM Algorithm pp. 296-312: Chuanhai Liu
On a Conjecture Concerning a Theorem of Cramér and Wold pp. 313-319: Guenther Walther

On Estimated Projection Pursuit-Type Crámer-von Mises Statistics pp. 1-14: Li-Xing Zhu, Kai-Tai Fang and Muhammad Bhatti
On Inconsistency of the Jackknife-after-Bootstrap Bias Estimator for Dependent Data pp. 15-34: Soumendra Nath Lahiri
Geodesic Estimation in Elliptical Distributions pp. 35-46: Maia Berkane, Kevin Oden and Peter M. Bentler
Classification of Binary Vectors by Stochastic Complexity pp. 47-72: Mats Gyllenberg, Timo Koski and Martin Verlaan
Wishart and Pseudo-Wishart Distributions and Some Applications to Shape Theory pp. 73-87: José A. Díaz-García, Ramón Gutierrez Jáimez and Kanti V. Mardia
On the Effect of Inliers on the Spatial Median pp. 88-104: Bruce M. Brown, Peter Hall and G. Alastair Young
Multidimensional Bhattacharyya Matrices and Exponential Families pp. 105-118: Denys Pommeret
GeneralM-Estimation pp. 119-135: Z. D. Bai and Y Wu
Random Deletion Does Not Affect Asymptotic Normality or Quadratic Negligibility pp. 136-179: Harry Kesten and R. A. Maller
Set-Valued Stationary Processes pp. 180-198: Rongming Wang and Zhenpeng Wang

Linear Discrimination with Adaptive Ridge Classification Rules pp. 169-180: Wei-Liem Loh
Some Classes of Multivariate Life Distributions in Discrete Time pp. 181-189: N. Unnikrishnan Nair and G. Asha
A Study on Bandwidth Selection in Density Estimation under Dependence pp. 190-203: Tae Yoon Kim and Denis D. Cox
On the Estimation of a Support Curve of Indeterminate Sharpness pp. 204-232: Peter Hall, Michael Nussbaum and Steven E. Stern
Functional Central Limit Theorems for Triangular Arrays of Function-Indexed Processes under Uniformly Integrable Entropy Conditions pp. 233-272: Klaus Ziegler
Multivariate Hazard Rates under Random Censorship pp. 273-309: Jean-David Fermanian

A New Approach to the BHEP Tests for Multivariate Normality pp. 1-23: Norbert Henze and Thorsten Wagner
Convergence of Dirichlet Measures Arising in Context of Bayesian Analysis of Competing Risks Models pp. 24-35: Victor H. Salinas-Torres, Carlos A. de Bragança Pereira and Ram C. Tiwari
Goodness-of-Fit Tests for a Multivariate Distribution by the Empirical Characteristic Function pp. 36-63: Yanqin Fan
On the Multivariate Normal Hazard pp. 64-73: Pushpa L. Gupta and Ramesh C. Gupta
Characterization of Multivariate Stationary Gaussian Reciprocal Diffusions pp. 74-99: Bernard C. Lévy
A Theorem on Uniform Convergence of Stochastic Functions with Applications pp. 100-109: Ke-Hai Yuan
On a Conjecture of Krishnamoorthy and Gupta pp. 110-120: François Perron
On Estimating the Dimensionality in Canonical Correlation Analysis pp. 121-136: Brenda K. Gunderson and Robb J. Muirhead
Some New Statistics for Testing Hypotheses in Parametric Models pp. 137-168: D. Morales, L. Pardo and I. Vajda

Multivariate Exponential Distributions with Constant Failure Rates pp. 159-169: Asit P. Basu and Kai Sun
Combining Independent Information in a Multivariate Calibration Problem pp. 171-186: K. Krishnamoorthy and Darren J. Johnson
An Asymptotic Expansion for the Distribution of Hotelling'sT2-Statistic under Nonnormality pp. 187-193: Yasunori Fujikoshi
Rates of Convergence for Bivariate Extremes pp. 195-230: Laurens de Haan and L. Peng

On Rankings Generated by Pairwise Linear Discriminant Analysis of m Populations pp. 1-28: Hidehiko Kamiya and Akimichi Takemura
Tests for Equality of Parameter Matrices in Two Multivariate Linear Models pp. 29-37: Daan G. Nel
A Cross-Validation Bandwidth Choice for Kernel Density Estimates with Selection Biased Data pp. 38-60: Colin O. Wu
Simultaneous Estimation in a Restricted Linear Model pp. 61-66: C. Rueda, B. Salvador and M. A. Fernández
On the Asymptotics of Quantizers in Two Dimensions pp. 67-85: Yingcai Su
Supermodular Stochastic Orders and Positive Dependence of Random Vectors pp. 86-101: Moshe Shaked and Jevaveerasingam Shanthikumar
Efficiency Comparisons in Multivariate Multiple Regression with Missing Outcomes pp. 102-128: Andrea Rotnitzky, Christina A. Holcroft and James M. Robins
Wishart and Chi-Square Distributions Associated with Matrix Quadratic Forms pp. 129-143: Thomas Mathew and Kenneth Nordström
LAD Regression for Detecting Outliers in Response and Explanatory Variables pp. 144-158: Yadolah Dodge