Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 23, issue 2, 1987

Adaptive nonparametric estimation of a multivariate regression function pp. 169-183

Y.P. Mack and Mu¨ller, Hans-Georg

Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case pp. 183-208

P.K. Bhattacharya

Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions pp. 209-219

Ashis SenGupta

Maximum likelihood estimation for birth and multidimensional Brownian process pp. 220-232

Shailaja Dharmadhikari

Multivariate Liouville distributions pp. 233-256

Rameshwar D. Gupta and Donald St.P. Richards

Stochastic rearrangement inequalities pp. 257-275

Wai Chan, Catherine D'Abadie and Frank Proschan

Bivariate CDF iterations and asymptotic independence pp. 276-286

C.C.Y. Dorea and S. Sastrosoewignjo

Asymptotic results in robust quasi-bayesian estimation pp. 290-302

Ya'acov Ritov

Asymptotic optimality of multivariate linear hypothesis tests pp. 303-311

Ludwig Baringhaus

On dominations between measures of dependence pp. 312-329

Richard C. Bradley, Wlodzimierz Bryc and Svante Janson

Volume 23, issue 1, 1987

On characterization of linear admissible estimators: An extension of a result due to C. R. Rao pp. 1-12

Stefan Zontek

Asymptotics of special functions and the central limit theorem on the space [Weierstrass p]n of positive n - n matrices pp. 13-36

Audrey Terras

The intersection local time of fractional Brownian motion in the plane pp. 37-46

Jay Rosen

Multivariate reciprocal stationary Gaussian processes pp. 47-66

J.P. Carmichael, J.C. Masse´ and R. Theodorescu

Necessary and sufficient consistency conditions for a recursive kernel regression estimate pp. 67-76

Wlodzimierz Greblicki and Miroslaw Pawlak

Strong consistency of least squares estimates in linear regression models driven by semimartingales pp. 77-92

A. Le Breton and M. Musiela

A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables pp. 93-118

M. Bhaskara Rao, P.R. Krishnaiah and K. Subramanyam

Detecting change in a random sequence pp. 119-130

Cso¨rgo, Miklo´s and Lajos Horva´th

On the use of compactly supported density estimates in problems of discrimination pp. 131-158

Peter Hall

Convergence of stochastic empirical measures pp. 159-168

R.J. Beran, L. Le Cam and P.W. Millar

Volume 22, issue 2, 1987

Test for a specified signal when the noise covariance matrix is unknown pp. 177-188

C. G. Khatri and C. Radhakrishna Rao

Some new approaches to multivariate probability distributions pp. 189-211

D. N. Shanbhag and S. Kotz

Approximations for multivariate U-statistics pp. 212-229

F. Götze

Asymptotically optimal selection of a piecewise polynomial estimator of a regression function pp. 230-244

Keh-Wei Chen

Dimensions of spaces of homogeneous zero regression polynomials pp. 245-250

H. B. Kushner

On a class of asymptotically stationary harmonizable processes pp. 251-257

Dominique Dehay

Central limit theorem for quadratic forms for sparse tables pp. 258-277

Prabir Burman

Strictly operator-stable distributions pp. 278-295

Ken-iti Sato

Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators pp. 296-312

Werner A. Stahel

The central limit theorem for weighted empirical processes indexed by sets pp. 313-339

Kenneth S. Alexander

Volume 22, issue 1, 1987

On the performance of the linear discriminant function for spherical distributions pp. 1-12

Markos Koutras

A class of infinitely divisible multivariate negative binomial distributions pp. 13-23

R. C. Griffiths and R. K. Milne

A central limit theorem applicable to robust regression estimators pp. 24-50

Stephen Portnoy

The asymptotic distributions of some estimators for a factor analysis model pp. 51-64

Yasuo Amemiya, Wayne A. Fuller and Sastry G. Pantula

Nuclear subspace of L0 and the Kernel of a linear measure pp. 65-73

Yoshiaki Okazaki and Yasuji Takahashi

An elementary proof of the Knight-Meyer characterization of the Cauchy distribution pp. 74-78

Jean-Louis Dunau and Henri Senateur

Strong consistency and rates for recursive probability density estimators of stationary processes pp. 79-93

Elias Masry and László Györfi

Comparison between the locally most powerful unbiased and Rao's tests pp. 94-105

Rahul Mukerjee and Tapas K. Chandra

Stationary fields with positive angle pp. 106-125

A. Makagon and H. Salehi

Minimaxity of Pitman estimators pp. 126-136

Hartmut Milbrodt

Estimation under -invariant quasi-convex loss pp. 137-143

Karl Mosler

A central limit theorem for non-instantaneous filters of a stationary Gaussian process pp. 144-155

Hwai-Chung Ho and Tze-Chien Sun

Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series pp. 156-176

M. Taniguchi and P. R. Krishnaiah

Volume 21, issue 2, 1987

Cross-validation and the smoothing of orthogonal series density estimators pp. 189-206

Peter Hall

On tests for selection of variables and independence under multivariate regression models pp. 207-237

T. Kariya, Y. Fujikoshi and P. R. Krishnaiah

An everywhere convergent series representation of the distribution of Hotelling's generalized T02 pp. 238-249

Peter Phillips

Approximation of intermediate quantile processes pp. 250-262

Miklós Csörgo and Lajos Horvath

The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes pp. 263-273

John Einmahl and F. H. Ruymgaart

Second-order linearity of the general signed-rank statistic pp. 274-295

G. Kersting

A simple alternative derivation of a useful theorem in linear "errors-in-variables" regression models together with some clarifications pp. 296-311

Yngve Willassen

Sufficiency and completeness in the linear model pp. 312-323

Jochen Mueller

On sample path properties of semistable processes pp. 324-336

Balram S. Rajput and Kavi Rama-Murthy

Volume 21, issue 1, 1987

Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes pp. 1-28

Masanobu Taniguchi

Convergence results for maximum likelihood type estimators in multivariable ARMA models pp. 29-52

Benedikt Pötscher

A differential equations approach to the modal location for a family of bivariate gamma distributions pp. 53-66

D. W. Brewer, J. D. Tubbs and O. E. Smith

Asymptotic theory for robust principal components pp. 67-78

Graciela Boente

Employing vague prior information in the construction of confidence sets pp. 79-104

George Casella and Jiunn Tzon Hwang

Multiple stochastic integrals with dependent integrators pp. 105-127

Robert Fox and Murad S. Taqqu

Compact group actions, spherical bessel functions, and invariant random variables pp. 128-138

Kenneth I. Gross and Donald St. P. Richards

Spectral representation of semistable processes, and semistable laws on Banach spaces pp. 139-157

Balram S. Rajput and Kavi Rama-Murthy

Extremality and the global Markov property. I. The Euclidean fields on a lattice pp. 158-167

Boguslaw Zegarlinski

Exponential bounds of mean error for the nearest neighbor estimates of regression functions pp. 168-178

L. C. Zhao

Almost sure L1-norm convergence for data-based histogram density estimates pp. 179-188

X. R. Chen and L. C. Zhao