Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 26, issue 2, 1988

Association of probability measures on partially ordered spaces pp. 111-132

Bo Henry Lindqvist

Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators pp. 133-165

Elias Masry

A note on the largest eigenvalue of a large dimensional sample covariance matrix pp. 166-168

Z. D. Bai, Jack W. Silverstein and Y. Q. Yin

Invariance principles for renewal processes when only moments of low order exist pp. 169-183

Josef Steinebach

Asymptotics of conditional empirical processes pp. 184-206

Lajos Horvath and Brian S. Yandell

A note on the exponentiality of total hazards before failure pp. 207-218

Elja Arjas and Pentti Haara

Volume 26, issue 1, 1988

Parametric estimation for the mean of a Gaussian process by the method of sieves pp. 1-15

Anestis Antoniadis

A prediction problem for the Brownian sheet pp. 16-47

Robert C. Dalang and Francesco Russo

Comparison of powers of a class of tests for multivariate linear hypothesis and independence pp. 48-58

Yasunori Fujikoshi

Minimizing L1 distance in nonparametric density estimation pp. 59-88

Peter Hall and Matthew P. Wand

The rate of convergence in the central limit theorem for non-stationary dependent random vectors pp. 89-103

Richard Glendinning

On the L1 convergence for conditional amarts pp. 104-110

Wieslaw Zieba

Volume 25, issue 2, 1988

Uniform and nonuniform estimates in the CLT for Banach valued dependent random variables pp. 153-163

A. K. Basu

On the identifiability of multivariate survival distribution functions pp. 164-173

Nader Ebrahimi

The demographic variation process of branching random fields pp. 174-200

Luis G. Gorostiza

On the second order local comparison between perturbed maximum likelihood estimators and Rao's statistic as test statistics pp. 201-222

Tapas K. Chandra and Tapas Samanta

A test of independence for the coordinates of bivariate censored data pp. 223-240

Edit Gombay

On the representation of finite multiple Markov chains by weighted circuits pp. 241-271

Sofia Kalpazidou

Joint stable attraction of two sums of products pp. 272-285

Daren B. H. Cline

Multivariate arrangement increasing functions with applications in probability and statistics pp. 286-298

Philip J. Boland and Frank Proschan

Kernel density and hazard function estimation in the presence of censoring pp. 299-310

Sabine Diehl and Winfried Stute

Strong convergence of weighted sums of random elements through the equivalence of sequences of distributions pp. 311-322

Juan A. Cuesta and Carlos Matrán

Volume 25, issue 1, 1988

On multivariate mean remaining life functions pp. 1-9

Barry C. Arnold and Hassan Zahedi

Series representations and Karhunen processes pp. 10-24

Yûichirô Kakihara

A characterization of Dirichlet distributions pp. 25-30

B. V. Rao and Bikas K. Sinha

Multivariate calibration: A generalization of the classical estimator pp. 31-44

C. A. J. Lieftinck-Koeijers

Multivariate functional least squares pp. 45-64

C. R. Heathcote and A. H. Welsh

Poisson approximations of multinomial distributions and point processes pp. 65-89

Paul Deheuvels and Dietmar Pfeifer

Consistency of a nonparametric estimate of a density function for dependent variables pp. 90-99

Graciela Boente and Ricardo Fraiman

Consistent nonparametric multiple regression: The fixed design case pp. 100-110

Alexander A. Georgiev

Random walks on Z2n pp. 111-118

Paul Erdös and Robert W. Chen

Concentration inequalities for Gauss-Markov estimators pp. 119-138

Morris L. Eaton

Limit theorems for randomly weighted sums of random elements in normed linear spaces pp. 139-145

M. Ordóñez Cabrera

On the study of some functions of multivariate ARMA processes pp. 146-151

M. Shelton Peiris

Volume 24, issue 2, 1988

Comparison theorems for Brownian motions on Riemannian manifolds and their applications pp. 177-188

Kanji Ichihara

A general principle for limit theorems in finitely additive probability: The dependent case pp. 189-206

Rajeeva L. Karandikar

Restricted risk Bayes estimation for the mean of the multivariate normal distribution pp. 207-217

Shun-Yu Chen

White noise approach to stochastic integration pp. 218-236

Hui-Hsiung Kuo and Andrzej Russek

A characterization of translation-invariant experiments admitting adaptive estimates pp. 237-251

Georg Ch. Pflug and Wilfried Grossmann

Weak convergence to the matrix stochastic integral [integral operator]01 B dB' pp. 252-264

Peter Phillips

Multi-dimensional multivariate Gaussian Markov random fields with application to image processing pp. 265-284

K. V. Mardia

Approximating the integral of a multifunction pp. 285-308

Zvi Artstein and Roger J-B Wets

Solution of Deny convolution equation restricted to a half line via a random walk approach pp. 309-329

Abdulhamid A. Alzaid, Ka-Sing Lau, C. Radhakrishna Rao and D. N. Shanbhag

Inequalities for probability contents of convex sets via geometric average pp. 330-340

Moshe Shaked and Y. L. Tong

Volume 24, issue 1, 1988

Moments of distributions attracted to operator-stable laws pp. 1-10

William N. Hudson, Jerry Alan Veeh and Daniel Charles Weiner

On the structure of admissible linear estimators pp. 11-30

W. Klonecki and Stefan Zontek

Likelihood process in parametric model of censored data with staggered entry--Asymptotic properties and applications pp. 31-45

I-Shou Chang and Chao A. Hsiung

Proof of a necessary and sufficient condition for admissibility in discrete multivariate problems pp. 46-52

L. D. Brown and R. H. Farrell

A type 2 inequality for functions of bounded variation pp. 53-55

Asad Zaman

A note on Edgeworth expansions for the von Mises functionals pp. 56-65

Hajime Takahashi

Robustness study for a linear growth model pp. 66-87

C. G. Khatri

Optimal clustering on the real line pp. 88-108

Ronald W. Butler

Some families of mutivariate symmetric distributions related to exponential distribution pp. 109-122

Kai-Tai Fang and Bi-Qi Fang

An application of a multivariate central limit theorem to sampling without replacement pp. 123-128

Donald B. White

An identity for multidimensional continuous exponential families and its applications pp. 129-142

Jine-Phone Chou

All-pass matrices, the positive real lemma, and unit canonical correlations between future and past pp. 143-154

Michael Green

The almost sure behavior of maximal and minimal multivariate kn-spacings pp. 155-176

Paul Deheuvels, John Einmahl, David M. Mason and Frits H. Ruymgaart