Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Robust nonparametric regression in time series pp. 163-177: Young K. Truong
On linear functions of certain noncentral versions of independent gamma variables pp. 178-193: A. M. Mathai
Fourier transforms of measures from the classes [beta]' -2 pp. 194-211: Zbigniew J. Jurek and Bertram M. Schreiber
Spherical uniformity and some characterizations of the Cauchy distribution pp. 212-219: Ibrahim A. Salama and Pranab Kumar Sen
Estimation for diffusion processes from discrete observation pp. 220-242: Nakahiro Yoshida
Multiple regression on stable vectors pp. 243-272: Stamatis Cambanis and Wei Wu
Weak limit theorems for univariate k-mean clustering under a nonregular condition pp. 273-296: Regis J. Serinko and Gutti Jogesh Babu
Theorems of large deviations in the multivariate invariance principle pp. 297-313: Vidmantas Bentkus
Approximating the matrix Fisher and Bingham distributions: Applications to spherical regression and procrustes analysis pp. 314-337: Christopher Bingham, Ted Chang and Donald Richards
Rényi-type empirical processes pp. 338-358: Miklós Csörgo and Lajos Horvath

Estimation of the eigenvalues of [Sigma]1[Sigma]2-1 pp. 1-13: M. Bilodeau and M. S. Srivastava
Covariances of symmetric statistics pp. 14-26: Richard A. Vitale
Conjugate Bayes discrimination with infinitely many variables pp. 27-42: A. P. Dawid and B. Q. Fang
Priors for ordered conditional variance and vector partial correlation pp. 43-55: David Eaves and Ted Chang
Model fitting for continuous-time stationary processes from discrete-time data pp. 56-79: Keh-Shin Lii and Elias Masry
Characterization of matrix variate normal distributions pp. 80-88: A. K. Gupta and T. Varga
Quadratic deviation of penalized mean squares regression estimates pp. 89-101: Paul Doukhan and Elisabeth Gassiat
The demographic variation process of multitype branching random fields pp. 102-116: Luis G. Gorostiza and J. Alfredo Lopez-Mimbela
Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss pp. 117-131: Yo Sheena and Akimichi Takemura
On the bootstrap and the trimmed mean pp. 132-153: Peter Hall and A. R. Padmanabhan
Generalized Bayes estimators of a normal discriminant function pp. 154-162: Andrew L. Rukhin

A log log law for unstable ARMA models with applications to time series analysis pp. 173-204: Hu-Ming Zhang
Two LDF characterizations of the normal as a spherical distribution pp. 205-212: Theophilos Cacoullos
L1-optimal estimates for a regression type function in Rd pp. 213-220: Yannis G. Yatracos
Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances pp. 221-243: T. W. Anderson and Naoto Kunitomo
Quadratic discriminant functions with constraints on the covariance matrices: Some asymptotic results pp. 244-261: Bernhard W. Flury and Martin J. Schmid
Fixed design regression for time series: Asymptotic normality pp. 262-291: George G. Roussas, Lanh T. Tran and D. A. Ioannides
Radiance variation relative to the solar-inclination over a gaussian model of relief pp. 292-310: Michel Weber
An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator pp. 311-327: Laurie Davies
On Hoeffding-Fréchet bounds and cyclic monotone relations pp. 328-334: Cyril Smith and Martin Knott
Comportement asymptotique de la seconde valeur propre des processus de Kolmogorov pp. 335-347: S. Jacquot

UMP invariant tests for a generalized linear model pp. 1-12: Yoshimasa Ukita, Kazuo Noda and Etsuo Miyaoka
Linear rank statistics in regression analysis with censored or truncated data pp. 13-45: Tze Leung Lai and Zhiliang Ying
Best equivariant estimation in curved covariance models pp. 46-55: F. Perron and N. Giri
Fluctuation limits of multitype branching random fields pp. 56-83: J. Alfredo López-Mimbela
A partial ordering of rank densities pp. 84-93: Michael Proschan and Frederick Leysieffer
The noncentral Bartlett decompositions and shape densities pp. 94-108: Colin Goodall and Kanti V. Mardia
On a shrinkage estimator of a normal common mean vector pp. 109-114: K. Krishnamoorthy
Trace measures of a positive definite bimeasure pp. 115-131: Dominique Dehay and Raymond Moché
Location-adaptive density estimation and nearest-neighbor distance pp. 132-157: P. Burman and D. Nolan
Robust linear regression via bounded influence M-estimators pp. 158-171: Chi-Lun Cheng

Estimating a survival function with incomplete cause-of-death data pp. 217-235: Shaw-Hwa Lo
Recursive approximate maximum likelihood estimation for a class of counting process models pp. 236-245: Peter Spreij
Global nonparametric estimation of conditional quantile functions and their derivatives pp. 246-269: Probal Chaudhuri
Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold pp. 270-283: Yasuko Chikuse
Parameter estimation in linear filtering pp. 284-304: G. Kallianpur and R. S. Selukar
Improved estimates of location in the presence of an unknown scale pp. 305-314: Ann Cohen Brandwein and William E. Strawderman
Ergodicity of asymptotically mean stationary channels pp. 315-323: Yûichirô Kakihara
Quadratic errors for nonparametric estimates under dependence pp. 324-347: Philippe Vieu
The excess-mass ellipsoid pp. 348-371: D. Nolan

Time series analysis via rank order theory: Signed-rank tests for ARMA models pp. 1-29: Marc Hallin and Madan L. Puri
On hadamard differentiability of extended statistical functional pp. 30-43: Jian-Jian Ren and Pranab Kumar Sen
A class of limit theorems for singular diffusions pp. 44-59: Gopal K. Basak
Bernstein operators and finite exchangeability pp. 60-78: Klaus Pötzelberger
Gaussian conditional structure of the second order and the Kagan classification of multivariate distributions pp. 79-86: Weso?owski, Jacek
Normal approximation in regression pp. 87-105: Peter Hall and A. H. Welsh
Some parametric models on the simplex pp. 106-116: Ole Barndorff-Nielsen and B. Jørgensen
LBI tests for multivariate normality in exponential power distributions pp. 117-134: Yoichi Kuwana and Takeaki Kariya
On a multivariate gamma pp. 135-153: A. M. Mathai and P. G. Moschopoulos
Multivariate versions of Cochran's theorems pp. 154-174: Chi Song Wong, Joe Masaro and Tonghui Wang
On multivalued martingales whose values may be unbounded: martingale selectors and mosco convergence pp. 175-201: Christian Hess
Entropy inequalities for some multivariate distributions pp. 202-208: Shyamal Das Peddada and Donald St. P. Richards
Functional equations for multivariate exponential distributions pp. 209-215: Albert W. Marshall and Ingram Olkin