Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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Aligned Rank Tests for Linear Models with Autocorrelated Error Terms pp. 175-237: Marc Hallin and M. L. Puri
The Asymptotic Distribution of Singular-Values with Applications to Canonical Correlations and Correspondence Analysis pp. 238-264: M. L. Eaton and D. Tyler
Maximin Estimation of Multidimensional Boundaries pp. 265-281: H. G. Muller and K. S. Song
Maximum Likelihood Estimation of Means and Variances from Normal Populations Under Simultaneous Order Restrictions pp. 282-293: N. Z. Shi
Sample Partial Autocorrelation Function of a Multivariate Time Series pp. 294-313: S. Degerine

Exact Behavior of Gaussian Measures of Translated Balls in Hilbert Spaces pp. 1-16: W. Linde and J. Rosinski
The Kaplan-Meier Estimate for Dependent Failure Time Observations pp. 17-29: Z. Ying and L. J. Wei
Series Estimation of Semilinear Models pp. 30-40: Stephen Donald and Whitney Newey
Two-Sample Test Statistics for Measuring Discrepancies Between Two Multivariate Probability Density Functions Using Kernel-Based Density Estimates pp. 41-54: N. H. Anderson, P. Hall and D. M. Titterington
On the Dependence of Structure of Multivariate Processes and Corresponding Hitting Times pp. 55-67: N. Ebrahimi
Optimal Linear Filtering and Smoothing for a Discrete Time Stable Linear Model pp. 68-92: M. Rutkowski
Consistency of M-Estimates in General Regression Models pp. 93-114: F. Liese and I. Vajda
Optimal Stopping-Related Inequalities for Iid Random Variables when the Future Is Discounted pp. 115-131: F. A. Boshuizen
On Some Integer-Valued Autoregressive Moving Average Models pp. 132-151: E. E. A. A. Aly and N. Bouzar
Asymptotic Normality of Random Fields of Positively or Negatively Associated Processes pp. 152-173: G. G. Roussas

Linear Regression with Censoring pp. 179-201: C. Srinivasan and M. Zhou
Optimality Properties of Empirical Estimators for Multivariate Point Processes pp. 202-217: P. E. Greenwood and W. Wefelmeyer
Exponential Mixture Models with Long-Term Survivors and Covariates pp. 218-241: M. E. Ghitany, R. A. Maller and S. Zhou
A Simple Wavelet Approach to Nonparametric Regression from Recursive Partitioning Schemes pp. 242-254: J. Engel
On Bootstrapping M-Estimated Residual Processes in Multiple Linear-Regression Models pp. 255-265: H. L. Koul and S. N. Lahiri
Unitary Actions of Lévy Flows of Diffeomorphisms pp. 266-277: D. Applebaum
Law of the Logarithm for Density and Hazard Rate Estimation for Censored Data pp. 278-286: X. J. Xiang
Convergence of Adaptive Direction Sampling pp. 287-298: G. O. Roberts and W. R. Gilks

Moments for Left Elliptically Contoured Random Matrices pp. 1-23: C. S. Wong and D. Liu
Empirical Likelihood Confidence Intervals for Linear Regression Coefficients pp. 24-40: Song Chen
Asymptotics for Multivariate t-Statistic and Hotelling's T2-Statistic Under Infinite Second Moments via Bootstrapping pp. 41-54: S. J. Sepanski
Principal Components Selection by the Criterion of the Minimum Mean Difference of Complexity pp. 55-75: G. Q. Qian, G. Gabor and R. P. Gupta
The Law of Large Numbers for Product Partial Sum Processes Indexed by Sets pp. 76-86: J. S. Kwon
A Simple Approximation to the Bivariate Normal Distribution with Large Correlation Coefficient pp. 87-96: W. Albers and W. C. M. Kallenberg
Bootstrapping Multivariate U-Quantiles and Related Statistics pp. 97-109: R. Helmers and M. Huskova
Asymptotic Properties of the Estimators for Multivariate Components of Variance pp. 110-131: S. Remadi and Y. Amemiya
A Locally Correlated Process and Its Applications in Bayesian Estimation pp. 132-149: G. Liu
Uniform Strong Consistent Estimation of an Ifra Distribution Function pp. 150-163: J. Rojo and F. J. Samaniego
Characteristic Functions of a Class of Elliptic Distributions pp. 164-178: S. Kotz and I. Ostrovskii

Higher Order Asymptotic Theory for Discriminant Analysis in Exponential Families of Distributions pp. 169-187: M. Taniguchi
Halfplane Trimming for Bivariate Distributions pp. 188-202: J. C. Masse and R. Theodorescu
Invariant Measures for Transient Reflected Brownian Motion in a Wedge: Existence and Uniqueness pp. 203-227: R. D. Deblassie
Statistical Analysis of Curved Probability Densities pp. 228-248: M. Taniguchi and Y. Watanabe
The Asymptotic Distribution of Sample Autocorrelations for a Class of Linear Filters pp. 249-274: R. Cavazoscadena
On the Likelihood Ratio for Two-Parameter Discrete Space Stochastic Processes pp. 275-296: R. Luesink
Weak Convergence of Weighted Empirical U-Statistics Processes for Dependent Random Variables pp. 297-314: M. Harel, C. A. Ocinneide and M. L. Puri
Holomorphic Processes in Banach Spaces and Banach Algebras pp. 315-346: T. J. Ransford

On statistical information of extreme order statistics, local extreme value alternatives, and poisson point processes pp. 1-30: A. Janssen and F. Marohn
Distributions and expectations of order statistics for possibly dependent random variables pp. 31-42: Tomasz Rychlik
Limit theorems for change in linear regression pp. 43-69: Edit Gombay and Lajos Horvath
Does asymptotic linearity of the regression extend to stable domains of attraction? pp. 70-86: Renata Cioczek-Georges and Murad S. Taqqu
Bayes compound and empirical Bayes estimation of the mean of a Gaussian distribution on a Hilbert space pp. 87-106: Suman Majumdar
An identity for the noncentral wishart distribution with application pp. 107-114: Pui Lam Leung
On the number of points of a homogeneous poisson process pp. 115-156: Peter Auer and Kurt Hornik
Schur properties of convolutions of exponential and geometric random variables pp. 157-167: Philip J. Boland, Emad El-Neweihi and Frank Proschan