Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Integration by Parts for Poisson Processes pp. 179-190: R. J. Elliott and A. H. Tsoi
Quadratic Negligibility and the Asymptotic Normality of Operator Normed Sums pp. 191-219: R. A. Maller
All Admissible Linear Estimates of the Mean Matrix pp. 220-226: M. Y. Xie
Non-central Limit Theorems for Non-linear Functionals of k Gaussian Fields pp. 227-255: M. V. S. Denaranjo
Some Characteristic Properties of the Fisher Information Matrix via Cacoullos-Type Inequalities pp. 256-265: V. Papathanasiou
On the Convergence of U-Statistics with Stable Limit Distribution pp. 266-278: L. Heinrich and W. Wolf
Admissibility under the Frequentist's Validity Constraint in Estimating the Loss of the Least-Squares Estimator pp. 279-285: F. S. Hsieh and J. T. G. Hwang
Kernel Approximations for Universal Kriging Predictors pp. 286-313: Bowen Zhang and M. Stein
A Functional Central Limit Theorem for Positively Dependent Random Variables pp. 314-320: T. Birkel
On the Performance of Kernel Estimators for High-Dimensional, Sparse Binary Data pp. 321-344: B. Grund and P. Hall
On the First-Order Edgeworth Expansion for a Markov Chain pp. 345-359: S. Datta and W. P. Mccormick

On the Problem of More Than One Kurtosis Parameter in Multivariate Analysis pp. 1-22: H. S. Steyn
Nearest Neighbor Estimators for Random Fields pp. 23-46: L. T. Tran and S. Yakowitz
Asymptotic Normality for Deconvolution Estimators of Multivariate Densities of Stationary Processes pp. 47-68: E. Masry
On the Greatest Class of Conjugate Priors and Sensitivity of Multivariate Normal Posterior Distributions pp. 69-81: W. Bischoff
High Dimensional Asymptotic Expansions for the Matrix Langevin Distributions on the Stiefel Manifold pp. 82-101: Y. Chikuse
On a Characterization of Uniform Distributions pp. 102-114: S. Dasgupta, A. Goswami and B. V. Rao
Rate of Convergence of the Empirical Radon Transform pp. 115-145: D. S. Gilliam, P. Hall and F. H. Ruymgaart
Multivariate Versions of Cochran's Theorems II pp. 146-159: C. S. Wong and T. H. Wang
Comparison of Two Factor Subspaces pp. 160-178: J. Dauxois, Y. Romain and S. Viguier

Lower variance bounds and a new proof of the central limit theorem pp. 173-184: T. Cacoullos and V. Papathanasiou
Regularity and convergence of stochastic convolutions in duals of nuclear Fréchet spaces pp. 185-199: Pérez-Abreu, Victor and Constantin Tudor
Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions pp. 200-217: Paul Deheuvels and John Einmahl
Optimizing in the class of Fuller modified limited information maximum likelihood estimators pp. 218-236: K. R. Kadiyala and Dennis Oberhelman
Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes pp. 237-271: Jianqing Fan and Elias Masry
An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes pp. 272-299: Keh-Shin Lii and Murray Rosenblatt
A class of U-statistics and asymptotic normality of the number of k-clusters pp. 300-330: Rabi N. Bhattacharya and Jayanta K. Ghosh
On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations pp. 331-350: Hisao Nagao and M. S. Srivastava
Interpolation with uncertain spatial covariances: A Bayesian alternative to Kriging pp. 351-374: Nhu D. Le and James V. Zidek

Estimation of mean square error of empirical best linear unbiased predictors under a random error variance linear model pp. 1-15: J. Kleffe and J. N. K. Rao
Minimax estimators of a covariance matrix pp. 16-28: F. Perron
Multivariate Liouville distributions, III pp. 29-57: Rameshwar D. Gupta and Donald St. P. Richards
Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter pp. 58-109: M. A. Kouritzin and A. J. Heunis
Mixing coefficient, generalized maximal correlation coefficients, and weakly positive measures pp. 110-124: Dominguez, Marisela
Edgeworth expansions for M-estimators of a regression parameter pp. 125-132: S. N. Lahiri
Existence and consistency of maximum likelihood in upgraded mixture models pp. 133-146: A. W. van der Vaart and Jon A. Wellner
Prediction and fundamental moving averages for discrete multidimensional harmonizable processes pp. 147-170: Marc H. Mehlman

Quantum stochastic calculus and quantum nonlinear filtering pp. 171-201: Viacheslav P. Belavkin
Most powerful invariant permutation tests pp. 202-209: George C. Runger and M. L. Eaton
Tests for the mean direction of the Langevin distribution with large concentration parameter pp. 210-225: Yasunori Fujikoshi and Yoko Watamori
Edgeworth expansions for errors-in-variables models pp. 226-244: Gutti Jogesh Babu and Z. D. Bai
Asymptotic bounds for the expected L1 error of a multivariate kernel density estimator pp. 245-266: Lasse Holmström and Jussi Klemelä
Rational spectral densities and strong mixing pp. 267-283: R. Cheng
Constrained Kantorovich inequalities and relative efficiency of least squares pp. 284-298: Song-Gui Wang and Jun Shao
Large deviations for U-statistics pp. 299-301: Miguel A. Arcones
A sequence of improvements over the James-Stein estimator pp. 302-317: Guo, Ying (Ingrid) Yueh and Nabendu Pal

Robustification of estimators by Winsorizing on ellipsoids pp. 1-22: W. Olbricht
Characterisations of classes of multivalued processes using Riesz approximations pp. 23-34: Sitadri N. Bagchi
Stein estimation for non-normal spherically symmetric location families in three dimensions pp. 35-50: Stefan Ralescu, Ann Cohen Brandwein and William E. Strawderman
Probability distributions with given multivariate marginals and given dependence structure pp. 51-66: C. M. Cuadras
On conditional distributions of nearest neighbors pp. 67-76: E. Kaufmann and R. -D. Reiss
Nonnegative estimation of variance components in unbalanced mixed models with two variance components pp. 77-101: Thomas Mathew, Bimal Kumar Sinha and Brajendra C. Sutradhar
On the power superiority of likelihood ratio tests for restricted alternatives pp. 102-109: Mingtan Tsai
Hölder classes of vector-valued functions and convergence of the best predictor pp. 110-129: R. Cheng
D-Optimal designs for a multivariate regression model pp. 130-140: Olaf Krafft and Martin Schaefer
Bias-robust estimators of multivariate scatter based on projections pp. 141-161: Ricardo A. Maronna, Werner A. Stahel and Victor J. Yohai
On the calculation of derived variables in the analysis of multivariate responses pp. 162-170: D. R. Cox and Nanny Wermuth