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 60, issue 2, 1997

Discriminant Analysis for Regression Models with Stationary Long-Memory Disturbances pp. 177-187

Guoqiang Zhang

Symmetry and Unimodality in Linear Inference pp. 188-202

D. R. Jensen

The Probability that a Random Real Gaussian Matrix haskReal Eigenvalues, Related Distributions, and the Circular Law pp. 203-232

Alan Edelman

On Sequential Fixed-Size Confidence Regions for the Mean Vector pp. 233-251

S. Datta and N. Mukhopadhyay

Multivariate Gini Indices pp. 252-276

G. A. Koshevoy and Karl Mosler

Variable Selection for the Growth Curve Model pp. 277-292

Kenichi Satoh, Mika Kobayashi and Yasunori Fujikoshi

Volume 60, issue 1, 1997

Local Linear Estimation in Partly Linear Models pp. 1-19

Scott A. Hamilton and Young K. Truong

Bivariate Distribution and Hazard Functions When a Component is Randomly Truncated pp. 20-47

Ülkü Gürler

Some Applications of Watson's Perturbation Approach to Random Matrices pp. 48-60

Frits H. Ruymgaart and Song Yang

Characterization ofp-Generalized Normality pp. 61-71

A. K. Gupta and D. Song

Optimal Transportation Plans and Convergence in Distribution pp. 72-83

J. A. Cuesta-Albertos, C. Matrán and A. Tuero-Diaz

Improvement on Chi-Squared Approximation by Monotone Transformation pp. 84-89

Hironori Fujisawa

Likelihood Ratio Criterion for Mean Structure in the Growth Curve Model with Random Effects pp. 90-98

Hironori Fujisawa

Comparison of LR, Score, and Wald Tests in a Non-IID Setting pp. 99-110

C. Radhakrishna Rao and Rahul Mukerjee

Dependence and Order in Families of Archimedean Copulas pp. 111-122

Roger B. Nelsen

On Consistency in Nonparametric Estimation under Mixing Conditions pp. 123-147

A. Irle

A Note on Matrix Variate Normal Distribution pp. 148-153

Truc T. Nguyen

Smooth Tests of Goodness-of-Fit for Directional and Axial Data pp. 154-175

Bernard Boulerice and Gilles R. Ducharme

Volume 59, issue 2, 1996

A Paradox Concerning Shrinkage Estimators: Should a Known Scale Parameter Be Replaced by an Estimated Value in the Shrinkage Factor? pp. 109-140

Dominique Fourdrinier and William E. Strawderman

Asymptotic Behavior of Sample Mean Direction for Spheres pp. 141-152

Harrie Hendriks, Zinoviy Landsman and Frits Ruymgaart

Parameter Estimation with Exact Distribution for Multidimensional Ornstein-Uhlenbeck Processes pp. 153-165

Gyula Pap and Martien C. A. van Zuijlen

On a Constrained Optimal Rule for Classification with Unknown Prior Individual Group Membership pp. 166-186

Hea-Jung Kim

Multivariate Locally Weighted Polynomial Fitting and Partial Derivative Estimation pp. 187-205

Zhan-Qian Lu

A Kernel Estimator of a Conditional Quantile pp. 206-216

Xiaojing Xiang

Effects of Smoothing on Multivariate Statistical Properties of the Normal to a Rough Curve or Surface pp. 217-229

Nicholas I. Fisher, Peter Hall and David J. Kirk

Asymptotic Behavior of Heat Kernels on Spheres of Large Dimensions pp. 230-248

Michael Voit

An Extension of a Convolution Inequality forG-Monotone Functions and an Approach to Bartholomew's Conjectures pp. 249-271

Manabu Iwasa

Some New Results on Stochastic Comparisons of Spacings from Heterogeneous Exponential Distributions pp. 272-281

Subhash Kochar and Javier Rojo

Mixtures of Global and Local Edgeworth Expansions and Their Applications pp. 282-307

Gutti Jogesh Babu and Z. D. Bai

Some New Results on Covariances Involving Order Statistics from Dependent Random Variables pp. 308-316

Wenjin Wang, Sanat K. Sarkar and Zhidong Bai

Volume 59, issue 1, 1996

Strassen's LIL for the Lorenz Curve pp. 1-12

Miklós Csörgo and Ricardas Zitikis

On the Multivariate Compound Distributions pp. 13-21

Y. H. Wang

Bivariate Extension of Lomax and Finite Range Distributions through Characterization Approach pp. 22-33

Dilip Roy and R. P. Gupta

Expansion of Perturbed Random Variables Based on Generalized Wiener Functionals pp. 34-59

Yuji Sakamoto and Nakahiro Yoshida

Limiting Behavior of RecursiveM-Estimators in Multivariate Linear Regression Models pp. 60-80

B. Q. Miao and Y. Wu

Likelihood Inference in the Errors-in-Variables Model pp. 81-108

S. A. Murphy and A. W. Van Der Vaart

Volume 58, issue 2, 1996

Incorporating Extra Information in Nonparametric Smoothing pp. 133-150

Rong Chen

Estimation of Multinomial Probabilities under a Model Constraint pp. 151-161

A. K. Gupta and A. K. Md. Ehsanes Saleh

Bivariate Tensor-Product B-Splines in a Partly Linear Model pp. 162-181

Xuming He and Peide Shi

A Note on the Asymptotic Normality of Sample Autocorrelations for a Linear Stationary Sequence pp. 182-188

Shuyuan He

Multivariate Variational Inequalities and the Central Limit Theorem pp. 189-196

V. Papathanasiou

On Kendall's Process pp. 197-229

Philippe Barbe, Christian Genest, Kilani Ghoudi and Bruno Remillard

Volume 58, issue 1, 1996

A Geometric Approach to an Asymptotic Expansion for Large Deviation Probabilities of Gaussian Random Vectors pp. 1-20

K. Breitung and W. -D. Richter

A Characterization of Halfspace Depth pp. 21-26

Emilio Carrizosa

Covariate Screening in Mixed Linear Models pp. 27-54

A. M. Richardson and A. H. Welsh

Bayesian Local Influence for the Growth Curve Model with Rao's Simple Covariance Structure pp. 55-81

Jian-Xin Pan, Kai-Tai Fang and Erkki P. Liski

Characterization of Discrete Random Vectors by Conditional Expectations pp. 82-95

Mari­n, J., J. M. Ruiz and P. Zoroa

The Distribution of the Covariance Matrix for a Subset of Elliptical Distributions with Extension to Two Kurtosis Parameters pp. 96-106

H. S. Steyn

Nonparametric Estimation of the Bivariate Survival Function with Truncated Data pp. 107-131

Mark J. van der Laan

Volume 57, issue 2, 1996

Order Determination for Multivariate Autoregressive Processes Using Resampling Methods pp. 175-190

Changhua Chen, Richard A. Davis and Peter J. Brockwell

Estimation of the Location of the Maximum of a Regression Function Using Extreme Order Statistics pp. 191-214

Hung Chen, Mong-Na Lo Huang and Wen-Jang Huang

Strong Consistency of Bayes Estimates in Stochastic Regression Models pp. 215-227

Inchi Hu

The Limit Distribution of the Largest Interpoint Distance from a Symmetric Kotz Sample pp. 228-239

Norbert Henze and Timo Klein

Multivariate Distributions from Mixtures of Max-Infinitely Divisible Distributions pp. 240-265

Harry Joe and Taizhong Hu

A Preliminary Test in Discriminant Analysis pp. 266-276

Avner Bar-Hen

Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes pp. 277-296

Efstathios Paparoditis

Volume 57, issue 1, 1996

Asymptotic Expansions for Perturbed Systems on Wiener Space: Maximum Likelihood Estimators pp. 1-36

Nakahiro Yoshida

The Number of Points of an Empirical or Poisson Process Covered by Unions of Sets pp. 37-51

P. Auer and K. Hornik

Second-Order Pitman Admissibility and Pitman Closeness: The Multiparameter Case and Stein-Rule Estimators pp. 52-68

Jayanta K. Ghosh, Rahul Mukerjee and Pranab K. Sen

Stochastic Orders for Spacings of Heterogeneous Exponential Random Variables pp. 69-83

Subhash C Kochar and Ramesh Korwar

ConditionalU-Statistics for Dependent Random Variables pp. 84-100

Michel Harel and Madan L. Puri

Asymptotic Normality for a Vector Stochastic Difference Equation with Applications in Stochastic Approximation pp. 101-118

Yunmin Zhu

Resampling Permutations in Regression without Second Moments pp. 119-141

Raoul Lepage and Krzysztof Podgórski

On the Studentisation of Random Vectors pp. 142-155

H. T. V. Vu, R. A. Maller and M. J. Klass

Projection Method for Moment Bounds on Order Statistics from Restricted Families: I. Dependent Case pp. 156-174

Leslaw Gajek and Tomasz Rychlik