Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 53, issue 2, 1995

Conditional Distributions and Characterizations of Multivariate Stable Distribution pp. 181-193

T. T. Nguyen

Shrinkage Positive Rule Estimators for Spherically Symmetrical Distributions pp. 194-209

D. Cellier, D. Fourdrinier and W. E. Strawderman

Estimation of Variance Components in Mixed Linear Models pp. 210-236

T. Kubokawa

The Power of F Tests Under Regression Models with Nested Error Structure pp. 237-246

J. N. K. Rao and S. G. Wang

Large Quantile Estimation in a Multivariate Setting pp. 247-263

L. Dehaan and X. Huang

On Linear Discriminant Analysis with Adaptive Ridge Classification Rules pp. 264-278

W. L. Loh

Convergence of Weighted Sums and Laws of Large Numbers in D([0,1]; E) pp. 279-292

I. Schiopukratina and P. Daffer

Parametric Schur Convexity and Arrangement Monotonicity Properties of Partial Sums pp. 293-310

M. Shaked, Jevaveerasingam Shanthikumar and Y. L. Tong

Loss Estimation for Spherically Symmetrical Distributions pp. 311-331

D. Fourdrinier and M. T. Wells

Generalization of the Mahalanobis Distance in the Mixed Case pp. 332-342

A. Barhen and J. J. Daudin

Volume 53, issue 1, 1995

Unbiasedness of the Likelihood Ratio Test for Lattice Conditional Independence Models pp. 1-17

S. A. Andersson and M. D. Perlman

Testing Lattice Conditional Independence Models pp. 18-38

S. A. Andersson and M. D. Perlman

Principal Points and Self-Consistent Points of Symmetrical Multivariate Distributions pp. 39-51

T. Tarpey

Improving on the Positive Part of the UMVUE of a Noncentrality Parameter of a Noncentral Chi-Square Distribution pp. 52-66

P. Y. S. Shao and W. E. Strawderman

Asymptotic Behaviors of Some Measures of Accuracy in Nonparametric Curve Estimation with Dependent Observations pp. 67-93

T. Y. Kim and D. D. Cox

Single Linkage Clustering and Continuum Percolation pp. 94-109

M. D. Penrose

Multivariate Exponential and Geometric Distributions with Limited Memory pp. 110-125

A. W. Marshall and I. Olkin

Expansion of the Scale Mixture of the Multivariate Normal Distribution with Error Bound Evaluated in the L1-Norm pp. 126-138

R. Shimizu

Missing Data Imputation Using the Multivariate t Distribution pp. 139-158

C. Liu

The Law of the Iterated Logarithm for the Multivariate Nearest Neighbor Density Estimators pp. 159-179

S. S. Ralescu

Volume 52, issue 2, 1995

On the Strong Law of Large Numbers and the Law of the Logarithm for Weighted Sums of Independent Random Variables with Multidimensional Indices pp. 181-198

D. L. Li, M. B. Rao and X. C. Wang

Generalized Poisson Distributions as Limits of Sums for Arrays of Dependent Random Vectors pp. 199-244

M. Kobus

Likelihood Ratio Tests for Principal Components pp. 245-258

L. Dumbgen

Asymptotic Normality of a Class of Adaptive Statistics with Applications to Synthetic Data Methods for Censored Regression pp. 259-279

T. L. Lai, Z. L. Ying and Z. K. Zheng

Moments of Generalized Wishart Distributions pp. 280-294

C. S. Wong and D. S. Liu

On Rohlf's Method for the Detection of Outliers in Multivariate Data pp. 295-307

C. Caroni and P. Prescott

Estimation of a Normal Covariance Matrix with Incomplete Data under Stein's Loss pp. 308-324

Y. Konno

The Effects of Nonnormality of Tests for Dimensionality in Canonical Correlation and MANOVA Models pp. 325-337

T. Seo, T. Kanda and Y. Fujikoshi

Shrinkage Estimators under Spherical Symmetry for the General Linear Model pp. 338-351

D. Cellier and D. Fourdrinier

Volume 52, issue 1, 1995

A Continuous Metric Scaling Solution for a Random Variable pp. 1-14

C. M. Cuadras and J. Fortiana

Limit Behavior of Quadratic Forms of Moving Averages and Statistical Solutions of the Burgers' Equation pp. 15-44

Y. M. Hu and W. A. Woyczynski

The Repeated Median Intercept Estimator: Influence Function and Asymptotic Normality pp. 45-72

O. Hossjer, Peter Rousseeuw and I. Ruts

Minimax Estimators of the Mean Vector in Normal Mixed Linear Models pp. 73-82

M. Bilodeau

Some Continuous Edgeworth Expansions for Markov Chains with Applications to Bootstrap pp. 83-106

S. Datta and W. P. Mccormick

Strong Approximation Theorems for Independent Random Variables and Their Applications pp. 107-130

Q. M. Shao

Bivariate Extension of the Method of Polynomials for Bonferroni-Type Inequalities pp. 131-139

J. Galambos and Y. Xu

Estimation of the Variance of Partial Sums for [rho]-Mixing Random Variables pp. 140-157

M. Peligrad and Q. M. Shao

Central Limit Theorem, Weak Law of Large Numbers for Martingales in Banach Spaces, and Weak Invariance Principle - A Quantitative Study pp. 158-180

G. A. Anastassiou

Volume 51, issue 2, 1994

Limiting Behavior of M-Estimators of Regression Coefficients in High Dimensional Linear Models I. Scale Dependent Case pp. 211-239

Z. D. Bai and Y. Wu

Limiting Behavior of M-Estimators of Regression-Coefficients in High Dimensional Linear Models II. Scale-Invariant Case pp. 240-251

Z. D. Bai and Y. Wu

Uniform Convergence of Probability Measures: Topological Criteria pp. 252-264

R. Lucchetti, G. Salinetti and R. J. B. Wets

Combining Independent Tests in Multivariate Linear Models pp. 265-276

L. P. Zhou and T Mathew

Comparing Empirical Likelihood and Bootstrap Hypothesis Tests pp. 277-293

Song Chen

On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models pp. 294-317

Donald Poskitt and M. O. Salau

Regression Quantiles and Related Processes Under Long Range Dependent Errors pp. 318-337

H. L. Koul and K. Mukherjee

An Extension of the Csörgo-Horváth Functional Limit Theorem and Its Applications to Changepoint Problems pp. 338-351

D. Ferger

Asymptotically Optimal Balloon Density Estimates pp. 352-371

P. Hall, C. Huber, A. Owen and A. Coventry

On the Applications of Divergence Type Measures in Testing Statistical Hypotheses pp. 372-391

M. Salicru, D. Morales, M. L. Menendez and L. Pardo

Random Quadratic Forms and the Bootstrap for U-Statistics pp. 392-413

H. Dehling and T. Mikosch

Mixed Limit Theorems for Pattern Analysis pp. 414-431

U. Grenander and J. Sethuraman

Domains of Semi-Stable Attraction of Nonnormal Semi-Stable Laws pp. 432-444

H. P. Scheffler

Volume 51, issue 1, 1994

Principal Component Analysis for a Stationary Random Function Defined on a Locally Compact Abelian Group pp. 1-16

A. Boudou and J. Dauxois

Strong Approximation of the Quantile Processes and Its Applications under Strong Mixing Properties pp. 17-45

Stergios Fotopoulos and S. K. Ahn

Some Properties of the Homogeneous Multivariate Pareto (IV) Distribution pp. 46-53

H. C. Yeh

Likelihood Ratio and Cumulative Sum Tests for a Change-Point in Linear Regression pp. 54-70

H. J. Kim

Lp-Convergence of Conditional U-Statistics pp. 71-82

W. Stute

Improved Nonnegative Estimation of Variance Components in Balanced Multivariate Mixed Models pp. 83-101

T Mathew, A. Niyogi and B. K. Sinha

Algorithms in Convex Analysis to Fit lp-Distance Matrices pp. 102-120

R. Mathar and R. Meyer

On the Validity of Edgeworth and Saddlepoint Approximations pp. 121-138

J. G. Booth, P. Hall and A. T. A. Wood

Consistency Property of Elliptic Probability Density Functions pp. 139-147

Y. Kano

Asymptotics of Generalized S-Estimators pp. 148-177

O. Hossjer, C. Croux and Peter Rousseeuw

New Perspectives on Linear Calibration pp. 178-200

T. Kubokawa and C. P. Robert

A Test to Determine Closeness of Multivariate Satterthwaite's Approximation pp. 201-209

A. I. Khuri, T Mathew and D. G. Nel