Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Optimal Choice of Sample Fraction in Extreme-Value Estimation pp. 173-195: A. L. M. Dekkers and L. Dehaan
Sequential Estimation of the Mean Vector of a Multivariate Linear Process pp. 196-209: I. Fakhrezakeri and S. Y. Lee
Strong Representations of the Survival Function Estimator for Truncated and Censored Data with Applications pp. 210-229: I. Gijbels and J. L. Wang
Asymptotic Behavior of the Perturbed Empirical Distribution-Functions Evaluated at a Random Point for Absolutely Regular Sequences pp. 230-249: S. Sun
Exponential Bounds for the Uniform Deviation of a Kind of Empirical Processes, II pp. 250-268: J. Zhang, Lixing Zhu and P. Cheng
Majorants and Minorants for Elliptic Measures on k pp. 269-282: D. R. Jensen
Asymptotics of Eigenvalues and Unit-Length Eigenvectors of Sample Variance and Correlation Matrices pp. 283-300: T. Kollo and H. Neudecker
Nonparametric Resampling for Homogeneous Strong Mixing Random Fields pp. 301-328: D. N. Politis and J. P. Romano
Simultaneous Estimation of Independent Normal Mean Vectors with Unknown Covariance Matrices pp. 329-338: K. Krishnamoorthy and S. K. Sarkar

Multiparameter Bandwidth Processes and Adaptive Surface Smoothing pp. 1-21: H. G. Muller and K. A. Prewitt
U-Estimators of Regression Coefficients pp. 22-34: G. G. Gregory
Estimating a Multidimensional Extreme-Value Distribution pp. 35-47: John Einmahl, L. Dehaan and Xiaoqi Huang
Asymptotic Confidence Spheres in Certain Banach Spaces via Covariance Operators pp. 48-58: J. Dippon
Asymptotically Optimal Estimators of General Regression Functionals pp. 59-81: M. Falk
A Weak Invariance Principle for Weighted U-Statistics with Varying Kernels pp. 82-102: T. Mikosch
Correcting the Negativity of High-Order Kernel Density Estimators pp. 103-122: P. Hall and R. D. Murison
Proxy and Instrumental Variable Methods in a Regression Model with One of the Regressors Missing pp. 123-138: R. N. Bhattacharya and D. K. Bhattacharyya
The Law of the Iterated Logarithm for U-Processes pp. 139-151: M. A. Arcones
A Mixed Limit Theorem for Stable Random Fields pp. 152-162: T. V. Kurien and J. Sethuraman
Asymptotic Properties of Serial Covariances for Nonlinear Stationary Processes pp. 163-171: K. C. Chanda

Likelihood Ratio Tests for Covariance Structure in Random Effects Models pp. 175-197: S. Kuriki
Bartlett's Decomposition of the Posterior Distribution of the Covariance for Normal Monotone Ignorable Missing Data pp. 198-206: C. H. Liu
On Multivariate Extremal Processes pp. 207-213: A. V. Gnedin
Asymptotic Analysis of a Multiple Frequency Estimation Method pp. 214-236: T. H. Li and B. Kedem
Identity Reproducing Multivariate Nonparametric Regression pp. 237-253: H. G. Muller and K. S. Song
Estimation of a Mean Vector in a Two-Sample Problem pp. 254-261: F. Perron
Parametric Families of Multivariate Distributions with Given Margins pp. 262-282: H. Joe
Kernel Estimators for Cell Probabilities pp. 283-308: B. Grund
A Comparative Study of Goodness-of-Fit Tests for Multivariate Normality pp. 309-334: J. L. Romeu and A. Ozturk
Optimal Coupling of Multivariate Distributions and Stochastic Processes pp. 335-361: J. A. Cuestaalbertos, L. Ruschendorf and A. Tuerodiaz
Reliability Measures in the Discrete Bivariate Set-Up and Related Characterization Results for a Bivariate Geometric Distribution pp. 362-373: Dilip Roy

Score Test for the Covariance Matrix of the Elliptic t-Distribution pp. 1-12: B. C. Sutradhar
Approximation of Multidimensional Stable Densities pp. 13-31: T. Byczkowski, J. P. Nolan and B. Rajput
Functional Characterizations of Some Positively Dependent Bivariate Random Vectors pp. 32-55: C. S. Chang
Multivariate Maximum Entropy Spectrum pp. 56-60: B. S. Choi
Zero-One Laws for Multilinear Forms in Gaussian and Other Infinitely Divisible Random Variables pp. 61-82: J. Rosinski, G. Samorodnitsky and M. S. Taqqu
Asymptotic Properties of Conjugate Bayes Discrete Discrimination pp. 83-96: B. Q. Fang and A. P. Dawid
A Method of Functional Estimation for Stationary Processes pp. 97-111: K. L. Vaninsky
Use of Moments in Distribution Theory: A Multivariate Case pp. 112-119: N. A. Volodin, S. Kotz and N. L. Johnson
Generalized Bayes Stein-Type Estimators for Regression Parameters under Linear Constraints pp. 120-130: K. Hoffmann
ML Characterization of the Multivariate Normal Distribution pp. 131-138: W. Stadje
Unbiased Tests for Normal Order Restricted Hypotheses pp. 139-153: A. Cohen, J. H. B. Kemperman and H. B. Sackrowitz
Asymptotic Expansion of the Misclassification Probabilities of D- and A-Criteria for Discrimination from Two High Dimensional Populations Using the Theory of Large Dimensional Random Matrices pp. 154-174: H. Saranadasa

Independent Variables with Independent Sum and Difference: S1-Case pp. 161-170: Y. Baryshnikov, B. Eisenberg and W. Stadje
Weighted Approximation of the Renewal Spacing Processes pp. 171-182: P. Barbe
Best Constants in Kahane-Khintchine Inequalities in Orlicz Spaces pp. 183-216: G. Peskir
The Asymptotic Distribution of REML Estimators pp. 217-233: N. Cressie and S. N. Lahiri
Orthogonally Invariant Sequences as Gaussian Scale Mixtures: An Alternate Proof pp. 234-238: R. A. Vitale
On Noncentral Generalized Laplacianness of Quadratic Forms in Normal Variables pp. 239-246: A. M. Mathai
Bootstrapping the Studentized Sample Mean of Lattice Variables pp. 247-256: S. N. Lahiri
Multivariate Recursive M-Estimators of Location and Scatter for Dependent Sequences pp. 257-273: J. E. Englund
Estimation of the Impulse-Response Coefficients of a Linear Process with Infinite Variance pp. 274-290: R. J. Bhansali
Bounds on the Size of the Likelihood Ratio Test of Independence in a Contingency Table pp. 291-304: W. Y. Loh and X. J. Yu
UI Score Tests for Some Restricted Alternatives in Exponential Families pp. 305-323: M. T. M. Tsai

A Pointwise Almost Sure Bahadur-Kiefer-Type Representation for the Product Limit Estimator pp. 1-8: D. Pierrelotiviaud
Comparison between the Locally Most Mean Power Unbiased and Rao's Tests in the Multiparameter Case pp. 9-24: R. Mukerjee and A. S. Gupta
On Probabilities of Linear Sets pp. 25-33: W. Bryc and W. Smolenski
A Necessary Test of Goodness of Fit for Sphericity pp. 34-55: K. T. Fang, Lixing Zhu and P. M. Bentler
Improved Multivariate Prediction under a General Linear Model pp. 56-72: C. A. Gotway and N. Cressie
Stable Limits for Empirical Processes on Vapnik-Cervonenkis Classes of Functions pp. 73-88: J. Romo
Consistent Estimation Under Random Censorship When Covariables Are Present pp. 89-103: W. Stute
Robust M-Estimators on Spheres pp. 104-136: D. J. Ko and T. Chang
Bootstrapping the Mean Integrated Squared Error pp. 137-160: R. Cao