Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).

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Volume 56, issue 2, 1996

On the Accuracy of Binned Kernel Density Estimators pp. 165-184

Peter Hall and M. P. Wand

Penalized Likelihood-type Estimators for Generalized Nonparametric Regression pp. 185-206

Dennis D. Cox and Finbarr O'Sullivan

Identification of Refined ARMA Echelon Form Models for Multivariate Time Series pp. 207-231

Saïd Nsiri and Roch Roy

A Bayesian Decision Theory Approach to Classification Problems pp. 232-244

Richard A. Johnson and Abderrahmane Mouhab

Double Shrinkage Estimators in the GMANOVA Model pp. 245-258

Takeaki Kariya, Yoshihiko Konno and William E. Strawderman

Nonparametric Approach for Non-Gaussian Vector Stationary Processes pp. 259-283

Masanobu Taniguchi, Madan L. Puri and Masao Kondo

Extreme Value Asymptotics for Multivariate Renewal Processes pp. 284-302

Josef Steinebach and Vera R. Eastwood

Some Asymptotic Formulae for Gaussian Distributions pp. 303-332

V. V. Yurinsky

A Multivariate CLT for Local Dependence withn-1/2 log nRate and Applications to Multivariate Graph Related Statistics pp. 333-350

Yosef Rinott and Vladimir Rotar

Volume 56, issue 1, 1996

Asymptotic Distribution of Restricted Canonical Correlations and Relevant Resampling Methods pp. 1-19

Shubhabrata Das and Pranab Kumar Sen

Linkages: A Tool for the Construction of Multivariate Distributions with Given Nonoverlapping Multivariate Marginals pp. 20-41

Haijun Li, Marco Scarsini and Moshe Shaked

On Edgeworth Expansion and Moving Block Bootstrap for StudentizedM-Estimators in Multiple Linear Regression Models pp. 42-59

Soumendra Nath Lahiri

A Measure of Association for Bivariate Frailty Distributions pp. 60-74

Amita K. Manatunga and David Oakes

Bivariate Dependence Properties of Order Statistics pp. 75-89

Philip J. Boland, Myles Hollander, Kumar Joag-Dev and Subhash Kochar

On Joint Estimation of Regression and Overdispersion Parameters in Generalized Linear Models for Longitudinal Data pp. 90-119

Brajendra C. Sutradhar and R. Prabhakar Rao

On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models pp. 120-152

Edit Gombay and Lajos Horvath

WBF Property and Stochastical Monotonicity of the Markov Process Associated to Schur-Constant Survivial Functions pp. 153-163

Lucia Caramellino and Fabio Spizzichino

Volume 55, issue 2, 1995

Functional Limit Theorems for Row and Column Exchangeable Arrays pp. 133-148

B. G. Ivanoff and N. C. Weber

Minimal Moments and Cumulants of Symmetric Matrices: An Application to the Wishart Distribution pp. 149-164

T. Kollo and D. Vonrosen

Asymptotic Distributions of Some Test Criteria for the Covariance Matrix in Elliptical Distributions under Local Alternatives pp. 165-186

S. Purkayastha and M. S. Srivastava

Consistency of Posterior Mixtures in the Gaussian Family on a Hilbert Space and Its Applications pp. 187-204

Sumon Majumdar

Estimation of Non-sharp Support Boundaries pp. 205-218

Wolfgang Härdle, B. U. Park and Alexandre Tsybakov

Bivariate Discrete Measures via a Power Series Conditional Distribution and a Regression pp. 219-229

J. Wesolowski

Interval Estimation in Structural Errors-in-Variables Model with Partial Replication pp. 230-245

L. Huwang

Deconvolving a Density from Partially Contaminated Observations pp. 246-260

C. H. Hesse

Constructing Multivariate Distributions with Specific Marginal Distributions pp. 261-282

K. J. Koehler and J. T. Symanowski

Bayesian Analysis for Random Coefficient Regression Models Using Noninformative Priors pp. 283-311

R. Y. Yang

A Hotelling's T2-Type Statistic for Testing against One-Sided Hypotheses pp. 312-319

M. J. Silvapulle

Cone Order Association pp. 320-330

A. Cohen, H. B. Sackrowitz and E. Samuelcahn

Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices pp. 331-339

J. W. Silverstein

Asymptotics of Multivariate Randomness Statistics pp. 340-348

K. Ghoudi

Volume 55, issue 1, 1995

Bounds for the Breakdown Point of the Simplicial Median pp. 1-13

Z. Q. Chen

Hadamard Differentiability on D[0,1]p pp. 14-28

J. J. Ren and P. K. Sen

A Bahadur-Kiefer Theorem beyond the Largest Observation pp. 29-38

John Einmahl

On Estimating a Linear Combination of Strata Means with Random Sample Sizes pp. 39-60

K. He

Density Estimation under Qualitative Assumptions in Higher Dimensions pp. 61-81

W. Polonik

Asymptotic Properties of Maximum Likelihood Estimates in a Class of Space-Time Regression Models pp. 82-104

X. F. Niu

Factor Analysis and Principal Components pp. 105-124

H. Schneeweiss and H. Mathes

An Extension of a Theorem on Gambling Systems pp. 125-132

W. Liu and Z. Z. Wang

Volume 54, issue 2, 1995

Likelihood Based Inference for Cause Specific Hazard Rates under Order Restrictions pp. 163-174

R. Dykstra, S. Kochar and T. Robertson

On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices pp. 175-192

J. W. Silverstein and Z. D. Bai

Bahadur Representation of the Kernel Quantile Estimator under Random Censorship pp. 193-209

X. J. Xiang

Some Simple U-Statistic Tests for Uniformity on Certain Homogeneous Spaces pp. 210-226

O. Chan and D. Q. Naiman

Asymptotic Normality of L1-Estimators in Nonlinear Regression pp. 227-238

J. D. Wang

Strassen's Law of the Iterated Logarithm for the Lorenz Curves pp. 239-252

C. R. Rao

Nonparametric Regression with Censored Covariates pp. 253-283

D. M. Dabrowska

On the Uniform Approximation of Laplace's Prior by t-Priors in Location Problems pp. 284-294

S. Mukhopadhyay and M. Ghosh

Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices pp. 295-309

J. W. Silverstein and S. I. Choi

Robust Hierarchical Bayes Estimation of Small Area Characteristics in the Presence of Covariates and Outliers pp. 310-328

G. S. Datta and P. Lahiri

Divergence-Based Estimation and Testing of Statistical Models of Classification pp. 329-354

M. Menendez, D. Morales, L. Pardo and I. Vajda

Volume 54, issue 1, 1995

Multivariate Liouville Distributions, IV pp. 1-17

R. D. Gupta and D. S. P. Richards

Large Sample Asymptotic Theory of Tests for Uniformity on the Grassmann Manifold pp. 18-31

Y. Chikuse and G. S. Watson

How to Measure the Error of an M-Estimate and Report It Conservatively pp. 32-76

M. Kanter

Asymptotic Distribution of Smoothers Based on Local Means and Local Medians under Dependence pp. 77-90

G. Boente and R. Fraiman

Testing Multivariate Symmetry pp. 91-112

C. R. Heathcote, S. T. Rachev and Bob Cheng

Nonnegative Minimum Biased Quadratic Estimation in the Linear Regression Models pp. 113-125

S. Gnot, G. Trenkler and Roman Zmyślony

Score Tests for Fixed Effects and Overdispersion Components in Nonlinear Models for Repeated Measures pp. 126-146

K. Das and B. C. Sutradhar

Improvement of Some Multidimensional Estimates by Reduction of Dimensionality pp. 147-162

L. Ferre