Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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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