Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 38, issue 2, 1991

Testing for and against a stochastic ordering between multivariate multinomial populations pp. 167-186

Larry A. Lucas and F. T. Wright

An empirical process central limit theorem for dependent non-identically distributed random variables pp. 187-203

Donald Andrews

Covariance bounds for multivariate unimodal distributions and a characterization of uniformity pp. 204-212

L. Mattner

Expansions for the multivariate chi-square distribution pp. 213-232

T. Royen

Decision theoretic analysis of spherical regression pp. 233-240

Peter T. Kim

On the conditional probability density functions of multivariate uniform random vectors and multivariate normal random vectors pp. 241-244

ByoungSeon Choi

A Cramér-Rao type lower bound for estimators with values in a manifold pp. 245-261

Harrie Hendriks

Improved estimators for the GMANOVA problem with application to Monte Carlo simulation pp. 262-274

Ming Tan

Pseudoisotropic random walks on free groups and semigroups pp. 275-293

Michael Voit

A local breakdown property of robust tests in linear regression pp. 294-305

Xuming He

Empirical Bayes minimax estimators of matrix normal means pp. 306-318

Malay Ghosh and Gwowen Shieh

Convergence of weighted sums of random functions in D[0, 1] pp. 319-332

Peter Z. Daffer

Rate of convergence in CLT on stratified groups pp. 333-365

Gyula Pap

Asymptotic variance estimation in multivariate distributions pp. 366-384

Andrew L. Rukhin

Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case pp. 385-393

J. K. Ghosh and Rahul Mukerjee

Volume 38, issue 1, 1991

The conditional expectation as estimator of normally distributed random variables with values in infinitely dimensional Banach spaces pp. 1-14

P. Krug

Quantum stochastic processes with independent additive increments pp. 15-35

Michael Schürmann

Rates of convergence in multivariate extreme value theory pp. 36-50

E. Omey and S. T. Rachev

Limit distributions for measures of multivariate skewness and kurtosis based on projections pp. 51-69

L. Baringhaus and N. Henze

On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles pp. 70-81

Peter Hall and Michael A. Martin

On rates of convergence of stochastic relaxation for Gaussian and non-Gaussian distributions pp. 82-99

Yali Amit

Asymptotic behavior of regression quantiles in non-stationary, dependent cases pp. 100-113

Stephen Portnoy

Marcinkiewicz-type strong laws for partially exchangeable arrays pp. 114-140

Eric Rieders

An elementary proof for an extended version of the Choquet-Deny theorem pp. 141-148

C. Radhakrishna Rao and D. N. Shanbhag

Curve estimation for mn-decomposable time series including bilinear processes pp. 149-166

K. C. Chanda and F. H. Ruymgaart

Volume 37, issue 2, 1991

On the calculation of cumulants of estimators arising from a linear time series regression model pp. 135-150

Hong-Ching Zhang and Paul Shaman

A smooth conditional quantile estimator and related applications of conditional empirical processes pp. 151-179

K. L. Mehra, M. Sudhakara Rao and S. P. Upadrasta

Nonparametric regression estimation in models with weak error's structure pp. 180-196

Ricardo Fraiman and Gonzalo Pérez Iribarren

Comparing sweep strategies for stochastic relaxation pp. 197-222

Y. Amit and U. Grenander

Third-order asymptomic properties of a class of test statistics under a local alternative pp. 223-238

Masanobu Taniguchi

Capacity of dimension-limited channels pp. 239-258

C. R. Baker

A weak law for normed weighted sums of random elements in rademacher type p banach spaces pp. 259-268

André Adler, Andrew Rosalsky and Robert L. Taylor

A generalization of the Chung-Mogul'skii law of the iterated logarithm pp. 269-278

Z. Shi

Volume 37, issue 1, 1991

White noise approach to multiparameter stochastic integration pp. 1-23

Mylan Redfern

Correlation theory of almost periodically correlated processes pp. 24-45

Harry L. Hurd

The prediction theory of stationary random fields. III. Fourfold Wold decompositions pp. 46-65

Tse-Pei Chiang

A nonparametric test of fit of a parametric model pp. 66-75

Andrzej S. Kozek

Prophet region for independent random variables with a discount factor pp. 76-84

Frans Boshuizen

Optimal parameter choice for error minimization in bivariate histograms pp. 85-103

J. A. Huesemann and G. R. Terrell

Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions pp. 104-114

Yosef Rinott and Ester Samuel-Cahn

Sample path properties of stochastic processes represented as multiple stable integrals pp. 115-134

Jan Rosinski, Gennady Samorodnitsky and Murad S. Taqqu

Volume 36, issue 2, 1991

High dimensional limit theorems and matrix decompositions on the Stiefel manifold pp. 145-162

Yasuko Chikuse

Estimating covariance matrices II pp. 163-174

Wei-Liem Loh

Maximum likelihood estimation for noncausal autoregressive processes pp. 175-198

F. Jay Breid, Richard A. Davis, Keh-Shin Lh and Murray Rosenblatt

Association and infinite divisibility for the Wishart distribution and its diagonal marginals pp. 199-203

Steven N. Evans

Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes pp. 204-221

Michel Harel and Madan L. Puri

Regularization of trajectories for multiparameter additive processes in groups pp. 222-242

August M. Zapala

Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-gaussian random fields pp. 243-262

Amir Dembo and Ofer Zeitouni

Regression function estimation from dependent observations pp. 263-279

Prabir Burman

Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process pp. 280-296

Zhiliang Ying

Nonuniform bounds on the rate of convergence in the central limit theorem for martingales pp. 297-313

Konrad Joos

On determination of multivariate distribution by its marginals for the Kagan class pp. 314-319

Jacek Wesolowski

Volume 36, issue 1, 1991

Normal distribution assumption and least squares estimation function in the model of polynomial regression pp. 1-17

Wolfgang Bischoff, Heinz Cremers and Werner Fieger

Improved estimation for a model arising in reliability and competing risks pp. 18-34

Edsel A. Peña

On the dependence function of Sibuya in multivariate extreme value theory pp. 35-43

A. Obretenov

On estimation of a matrix of normal means with unknown covariance matrix pp. 44-55

Yoshihiko Konno

Tests for independence in contingency tables with ordered categories pp. 56-67

Arthur Cohen and Harold B. Sackrowitz

Towards an optimum test for non-additivity in Tukey's model pp. 68-94

Thomas Mathew and Bimal Kumar Sinha

A bivariate local limit theorem pp. 95-102

R. A. Doney

Bartlett-type modification for Rao's efficient score statistic pp. 103-112

Tapas K. Chandra and Rahul Mukerjee

Minimax estimators in the manova model for arbitrary quadratic loss and unknown covariance matrix pp. 113-120

Toshio Honda

An approach to improving the James-Stein estimator pp. 121-126

Tatsuya Kubokawa

On the asymptotic distributions of weighted uniform multivariate empirical processes pp. 127-143

Lajos Horvath