Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 29, issue 2, 1989

Asymptotic maximal deviation of M-smoothers pp. 163-179

Wolfgang Härdle

Robust nonparametric regression estimation pp. 180-198

Graciela Boente and Ricardo Fraiman

Limit theorems for the negative parts of weighted multivariate empirical processes with application pp. 199-218

John Einmahl

[alpha]-Stable limit theorems for sums of dependent random vectors pp. 219-251

Adam Jakubowski and Maria Kobus

On weak convergence of measures on Hilbert spaces pp. 252-259

Milan J. Merkle

Exponential bounds of mean error for the kernel estimates of regression functions pp. 260-273

L. C. Zhao

Extreme value theory for multivariate stationary sequences pp. 274-291

Tailen Hsing

Asymptotic optimality of nonparametric tests for restricted alternatives in some multivariate mixed models pp. 292-307

Ming-Tan M. Tsai and Pranab Kumar Sen

Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap pp. 308-325

Dorota M. Dabrowska

The central limit theorem on spaces of positive definite matrices pp. 326-332

Donald St. P. Richards

Volume 29, issue 1, 1989

Clipped Gaussian processes are never M-step Markov pp. 1-14

Eric Slud

On the predictor of non-full-rank bivariate stochastic processes pp. 15-29

A. G. Miamee

MANOVA in the multivariate components of variance model pp. 30-38

Thomas Mathew

Robust shrinkage estimators of the location parameter for elliptically symmetric distributions pp. 39-52

Dominique Cellier, Dominique Fourdrinier and Christian Robert

Representation of strongly harmonizable periodically correlated processes and their covariances pp. 53-67

H. L. Hurd

On complex operator-valued O-U processes, T-positivity, and innovations of Okabe and Masani pp. 68-83

A. Makagon and V. Mandrekar

Continuity of symmetric stable processes pp. 84-93

John P. Nolan

Confidence bands for percentile residual lifetime under random censorship model pp. 94-126

Chang-Jo F. Chung

Diffusions of perturbed principal component analysis pp. 127-136

Marie-France Bru

Stabilité de sommes pondérées de variables aléatoires vectorielles pp. 137-154

Jean-Christian Alt

A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model pp. 155-162

Brajendra C. Sutradhar and Mir M. Ali

Volume 28, issue 2, 1989

The functional law of the iterated logarithm for von Mises functionals and multiple Wiener integrals pp. 177-189

Herold Dehling

Comparison of factor spaces of two related populations pp. 190-203

K. H. Chen and J. Robinson

Limit theorems arising from sequences of multinomial random vectors pp. 204-210

Rosana L. Panganiban

I.i.d. representations for the bivariate product limit estimators and the bootstrap versions pp. 211-226

Shaw-Hwa Lo and Jane-Ling Wang

Lower bounds on Bayes factors for invariant testing situations pp. 227-246

Mohan Delampady

Stein estimation under elliptical distributions pp. 247-259

M. S. Srivastava and M. Bilodeau

Minimax estimators in the normal MANOVA model pp. 260-270

Martin Bilodeau and Takeaki Kariya

Some properties of bivariate empirical hazard processes under random censoring pp. 271-281

F. H. Ruymgaart

Asymptotic expansions for sums of nonidentically distributed Bernoulli random variables pp. 282-303

Paul Deheuvels, Madan L. Puri and Stefan S. Ralescu

Asymptotically precise estimate of the accuracy of Gaussian approximation in Hilbert space pp. 304-330

V. V. Sazonov, V. V. Ulyanov and B. A. Zalesskii

Volume 28, issue 1, 1989

Characterizations of some bivariate life-distributions pp. 1-8

Dilip Roy and S. P. Mukherjee

Independent marginals of infinitely divisible and operator semi-stable measures pp. 9-19

Andrzej Luczak

Extensions of results of Komlós, Major, and Tusnády to the multivariate case pp. 20-68

Uwe Einmahl

Reduced-rank models for interaction in unequally replicated two-way classifications pp. 69-87

Robert J. Boik

Rank tests for matched pair experiments with censored data pp. 88-114

Dorota M. Dabrowska

Estimation of dimension for spatially distributed data and related limit theorems pp. 115-148

C. D. Cutler and D. A. Dawson

Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process pp. 149-171

D. Nualart and J. Yeh

On the estimation of the derivatives of a function with the derivatives of an estimate pp. 172-175

Yannis G. Yatracos

Volume 27, issue 2, 1988

Some asymptotic inferential problems connected with elliptical distributions pp. 319-333

C. G. Khatri

Stochastic integrals of empirical-type processes with applications to censored regression pp. 334-358

Tze Leung Lai and Zhiliang Ying

Nonminimum phase non-Gaussian deconvolution pp. 359-374

Keh-Shin Lii and Murray Rosenblatt

Inference in a model with at most one slope-change point pp. 375-391

B. Q. Miao

Maximum likelihood principle and model selection when the true model is unspecified pp. 392-403

R. Nishii

An asymptotic minimax theorem of order n-1/2 pp. 404-421

J. Pfanzagl

An improved estimation method for univariate autoregressive models pp. 422-433

Tarmo M. Pukkila

Paradoxes in conditional probability pp. 434-446

M. M. Rao

Inference properties of a one-parameter curved exponential family of distributions with given marginals pp. 447-456

Carmen Ruiz-Rivas and Carles M. Cuadras

The estimation of the bispectral density function and the detection of periodicities in a signal pp. 457-477

T. Subba Rao and M. M. Gabr

Analysis of odds ratios in 2 - n ordinal contingency tables pp. 478-493

K. Subramanyam and M. Bhaskara Rao

Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes pp. 494-511

Masanobu Taniguchi

Estimating multiple rater agreement for a rare diagnosis pp. 512-535

Joseph S. Verducci, Michael E. Mack and Morris H. DeGroot

Volume 27, issue 1, 1988

Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population pp. 15-23

G. Jogesh Babu and C. Radhakrishna Rao

Kernel estimators of density function of directional data pp. 24-39

Z. D. Bai, C. Radhakrishna Rao and L. C. Zhao

On determination of the order of an autoregressive model pp. 40-52

Z. D. Bai, K. Subramanyam and L. C. Zhao

Admissible linear estimation in a general Gauss-Markov model with an incorrectly specified dispersion matrix pp. 53-67

Jerzy K. Baksalary and Thomas Mathew

On moment conditions for valid formal Edgeworth expansions pp. 68-79

Rabi N. Bhattacharya and J. K. Ghosh

Ergodicity and central limit theorems for a class of Markov processes pp. 80-90

Rabi N. Bhattacharya and Oesook Lee

Conditionally ordered distributions pp. 91-104

Henry W. Block and Allan R. Sampson

A discounted cost relationship pp. 105-115

C. S. Chen and Thomas H. Savits

Strong consistency of M-estimates in linear models pp. 116-130

X. R. Chen and Y. H. Wu

Minimal complete classes of invariant tests for equality of normal covariance matrices and sphericity pp. 131-150

Arthur Cohen and John I. Marden

Invariance principles for changepoint problems pp. 151-168

Miklós Csörgo and Lajos Horvath

On the area of the circles covered by a random walk pp. 169-180

P. Erdös and P. Révész

Normed likelihood as saddlepoint approximation pp. 181-193

D. A. S. Fraser

Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions pp. 194-205

Y. Fujikoshi

Empirical and hierarchical bayes competitors of preliminary test estimators in two sample problems pp. 206-227

Malay Ghosh and Bimal K. Sinha

On confidence bands in nonparametric density estimation and regression pp. 228-254

Peter Hall and D. M. Titterington

A note on generalized Gaussian random fields pp. 255-260

Takeyuki Hida

Smoothness properties of the conditional expectation in finitely additive white noise filtering pp. 261-269

H. P. Hucke, G. Kallianpur and R. L. Karandikar

Equivariant estimation of a mean vector [mu] of N([mu], [Sigma]) with [mu]'[Sigma]-1[mu] = 1 or [Sigma]-1/2[mu] = c or [Sigma] = [sigma]2[mu]'[mu]l pp. 270-283

Takeaki Kariya, N. C. Giri and F. Perron

A generalized Cauchy-Binet formula and applications to total positivity and majorization pp. 284-299

Samuel Karlin and Yosef Rinott

Isotonic M-estimation of location: union-intersection principle and preliminary test versions pp. 300-318

Azza R. Karmous and Pranab K. Sen