Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 32, issue 2, 1990

An optimal property of the Gauss-Markoff estimator pp. 171-176

Mir M Ali and R Ponnapalli

Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems pp. 177-203

Peter Hall

A generalized Cramér-Rao analogue for median-unbiased estimators pp. 204-212

N.k Sung

Bootstrap approximation of nearest neighbor regression function estimates pp. 213-229

Gerhard Dikta

Estimation of generalized additive models pp. 230-255

Prabir Burman

Some representations of the multivariate Bernoulli and binomial distributions pp. 256-268

Jozef L Teugels

Intensity-based inference for planar point processes pp. 269-281

B.Gail Ivanoff and Ely Merzbach

On non-null distributions connected with testing that a real normal distribution is complex pp. 282-289

Aksel Bertelsen

Region of maximum probability content of fixed diameter pp. 290-295

R.n Rattihalli

Improved estimation under collinearity and squared error loss pp. 296-312

Carter Hill and George Judge

A class of tests for a general covariance structure pp. 313-325

Hirofumi Wakaki, Shinto Eguchi and Yasunori Fujikoshi

Volume 32, issue 1, 1990

On the best equivariant estimator of mean of a multivariate normal population pp. 1-16

F. Perron and N. Giri

On ARX([infinity]) approximation pp. 17-47

L. Guo, D. W. Huang and E. J. Hannan

A characterization of random variables with minimum L2-distance pp. 48-54

L. Rüschendorf and S. T. Rachev

An extension of Lai and Wei's law of the iterated logarithm with applications to time series analysis and regression pp. 55-69

Zhao-Guo Chen

Trigonometric series regression estimators with an application to partially linear models pp. 70-83

R. L. Eubank, J. D. Hart and Paul Speckman

Improved confidence sets for spherically symmetric distributions pp. 84-94

Christian Robert and George Casella

The Dirichlet distributions and polynomial regression pp. 95-102

Rameshwar D. Gupta and Donald St. P. Richards

Setwise independence for some dependence structures pp. 103-119

Henry W. Block and Zhaoben Fang

On the prediction theory of two-parameter stationary random fields pp. 120-149

G. Kallianpur, A. G. Miamee and H. Niemi

Continuous dependence of ergodic limits pp. 150-160

Jerome A. Goldstein and Gisèle Ruiz Rieder

Semi-parametric estimation of a stationary, non-necessary causal AR(p) process with infinite variance pp. 161-170

Elisabeth Gassiat

Volume 31, issue 2, 1989

Estimation of multivariate binary density using orthogonal functions pp. 178-186

X. R. Chen, P. R. Krishnaiah and W. W. Liang

Maximum likelihood estimators in multivariate linear normal models pp. 187-200

Dietrich von Rosen

Copulae of probability measures on product spaces pp. 201-219

Marco Scarsini

Strong approximation of continuous time stochastic processes pp. 220-235

Ernst Eberlein

Prophet inequalities for parallel processes pp. 236-243

T. P. Hill and D. P. Kennedy

On the expectation of a ratio of quadratic forms in normal variables pp. 244-257

Murray D. Smith

Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models pp. 258-265

Michel Harel and Madan L. Puri

Subset regression time series and its modeling procedures pp. 266-288

Zhao-Guo Chen and Jun-Yuan Ni

A matricial extension of the Helson-Sarason theorem and a characterization of some multivariate linearly completely regular processes pp. 289-310

Marisela Dominguez

The fourier transform in white noise calculus pp. 311-327

Hui-Hsiung Kuo

Volume 31, issue 1, 1989

Stochastic differential equations on the plane: Smoothness of the solution pp. 1-29

D. Nualart and M. Sanz

R-Estimators and confidence regions for treatment effects in multi-response experiments pp. 30-39

Taka-aki Shiraishi

Ito stochastic integral in the dual of a nuclear space pp. 40-58

Tomasz Bojdecki and Jacek Jakubowski

Order of convergence of regression parameter estimates in models with infinite variance pp. 59-68

A. Le Breton and M. Musiela

Distribution theory for some tests of independence of seemingly unrelated regressions pp. 69-82

A. W. Davis

Zero regression of linear statistic on another one and operator-semistable laws pp. 83-89

V. Corný

Admissible linear estimators in mixed linear models pp. 90-106

Czeslaw Stepniak

Improved estimation of a patterned covariance matrix pp. 107-116

Dipak K. Dey and Alan E. Gelfand

Saddlepoint method for obtaining tail probability of Wilks' likelihood ratio test pp. 117-126

M. S. Srivastava and Wai Kwok Yau

Convergence rates for inverse Toeplitz matrix forms pp. 127-135

E. J. Hannan and B. Wahlberg

On improving the shortest length confidence interval for the generalized variance pp. 136-147

Sanat K. Sarkar

The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability pp. 148-159

Lajos Horvath

Tail fields of partially exchangeable arrays pp. 160-163

D. N. Hoover

Volume 30, issue 2, 1989

On the convergence of finite linear predictors of stationary processes pp. 167-180

Mohsen Pourahmadi

Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes pp. 181-204

Michel Harel and Madan L. Puri

Estimation and testing in large binary contingency tables pp. 205-226

W. C. M. Kallenberg

A note on inequalities for probabilities of large deviations of estimators in nonlinear regression models pp. 227-240

P. Jeganathan

Convergence results for maximum likelihood type estimators in multivariable ARMA models II pp. 241-244

Rainer Dahlhaus and Benedikt Pötscher

Optimality of the least squares estimator pp. 245-254

Robert Berk and Jiunn T. Hwang

Strong limit theorems for quasi-orthogonal random fields pp. 255-278

F. Móricz

Error bounds for asymptotic expansions of scale mixtures of univariate and multivariate distributions pp. 279-291

Yasunori Fujikoshi and Ryoichi Shimizu

Abelian and Tauberian theorems for the Laplace transform of functions in several variables pp. 292-306

E. Omey and E. Willekens

On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix pp. 307-311

Jack W. Silverstein

Estimation of matrix valued realized signal to noise ratio pp. 312-327

Ravindra Khattree and Rameshward D. Gupta

Volume 30, issue 1, 1989

On the eigenvectors of large dimensional sample covariance matrices pp. 1-16

Jack W. Silverstein

A strong law of large numbers for nonparametric regression pp. 17-26

Hari Mukerjee

A note on Edgeworth expansions for the lattice case pp. 27-33

Gutti Jogesh Babu and Kesar Singh

Asymptotically most powerful rank tests for multivariate randomness against serial dependence pp. 34-71

Marc Hallin, Jean-Francois Ingenbleek and Madan L. Puri

The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variance pp. 72-79

T. W. Anderson

Asymptotic approximations for multivariate integrals with an application to multinormal probabilities pp. 80-97

K. Breitung and M. Hohenbichler

Stochastic integrals of point processes and the decomposition of two-parameter martingales pp. 98-123

Peter Imkeller

Nonparametric density and regression estimation for Markov sequences without mixing assumptions pp. 124-136

Sidney Yakowitz

On the representation theorem for exchangeable arrays pp. 137-154

Olav Kallenberg

The law of the iterated logarithm for empirical processes on Vapnik-Cervonenkis classes pp. 155-166

Kenneth S. Alexander and Michel Talagrand