Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 20, issue 2, 1986

Rates of convergence for classes of functions: The non-i.i.d. case pp. 175-189

J. E. Yukich

Multidimensional large deviation local limit theorems pp. 190-204

Narasinga R. Chaganty and J. Sethuraman

On the angle between past and future for multivariate stationary stochastic processes pp. 205-219

A. G. Miamee

Robust estimation in the linear model with asymmetric error distributions pp. 220-243

J. R. Collins, J. N. Sheahan and Z. Zheng

The distribution of a generalized least squares estimator with covariance adjustment pp. 244-250

M. G. Kenward

Transformations preserving normality and Wishart-ness pp. 251-264

Seiji Nabeya and Takeaki Kariya

On the limiting Pitman efficiency of some rank tests of independence pp. 265-271

Teresa Ledwina

A characterization of spherical distributions pp. 272-276

Morris L. Eaton

On stochastic integral representation of stable processes with sample paths in Banach spaces pp. 277-302

Jan Rosinski

Uniform bound in the central limit theorem for Banach space valued dependent random variables pp. 303-320

WanSoo Rhee and Michel Talagrand

A random CLT for dependent random variables pp. 321-326

Ikuo Sugiman

Non-linear prediction of the degree n of a Gaussian N-ple Markov process pp. 327-329

Z. A. Ivkovic

Volume 20, issue 1, 1986

On detection of the number of signals in presence of white noise pp. 1-25

L. C. Zhao, P. R. Krishnaiah and Z. D. Bai

On detection of the number of signals when the noise covariance matrix is arbitrary pp. 26-49

L. C. Zhao, P. R. Krishnaiah and Z. D. Bai

Limiting spectral distribution for a class of random matrices pp. 50-68

Y. Q. Yin

Multivariate splines: A probabilistic perspective pp. 69-90

S. Karlin, C. A. Micchelli and Yosef Rinott

Random approximations to some measures of accuracy in nonparametric curve estimation pp. 91-113

James Stephen Marron and Wolfgang Härdle

Strong approximations of the Q-Q process pp. 114-128

Emad-Eldin A. A. Aly

Limits of translation invariant experiments pp. 129-142

Arnold Janssen

Hitting a boundary point by diffusions in the closed half space pp. 143-154

S. Ramasubramanian

Characterization of Hilbert spaces by the strong law of large numbers pp. 155-160

Jun Kawabe

Estimation of parameters for Hilbert space-valued partially observable stochastic processes pp. 161-174

Wilfried Loges

Volume 19, issue 2, 1986

On powerful distributional tests based on sample spacings pp. 201-224

Peter Hall

Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem pp. 225-239

Peter Hall and J. C. H. Wightwick

On the errors-in-variables problem for time series pp. 240-250

P. M. Robinson

Bandwidth choice for differentiation pp. 251-264

John A. Rice

On certain random simplices in n pp. 265-272

W. J. Anderson

Central limit theorem for perturbed empirical distribution functions evaluated at a random point pp. 273-279

Madan L. Puri and Stefan S. Ralescu

Positive definite symmetric functions on finite dimensional spaces. I. Applications of the Radon transform pp. 280-298

Donald St. P. Richards

Invariance principles under weak dependence pp. 299-310

Magda Peligrad

Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions pp. 311-328

Masuyuki Hitsuda and Itaru Mitoma

Supplements to operator-stable and operator-semistable laws on Euclidean spaces pp. 329-341

Eberhard Siebert

Domains of attraction of nonnormal operator-stable laws pp. 342-347

Mark M. Meerschaert

Local times of continuous N-parameter strong martingales pp. 348-365

Peter Imkeller

Volume 19, issue 1, 1986

Convergence properties of an empirical error criterion for multivariate density estimation pp. 1-13

James Stephen Marron

Selecting a minimax estimator doing well at a point pp. 14-23

Z. Zheng

Spectral factorization of wide sense stationary processes on 2 pp. 24-47

Hayri Korezlioglu and Philippe Loubaton

Approximating hierarchical normal priors using a vague component pp. 48-66

Yoel Haitovsky and James V. Zidek

Bimeasures and measures induced by planar Stochastic integrators pp. 67-87

Ely Merzbach and Moshe Zakai

Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality pp. 88-112

Robert P. Kertz

Two Lil-type results for the Brownian bridge pp. 113-118

Pradip Kumar Sen

Recent contributions to the embedding problem for probability measures on a locally compact group pp. 119-131

H. Heyer

Generalized least squares estimation of the functional multivariate linear errors-in-variables model pp. 132-141

P. Fred Dahm and Wayne A. Fuller

Optimal stratification and clustering on the line using the 1-norm pp. 142-155

Ronald W. Butler

The greatest invariance-group of multivariate models pp. 156-161

Ludger Banken

Gaussian measures on Orlicz spaces and abstract Wiener spaces pp. 162-182

Anna T. Lawniczak

A remark on semiparametric models pp. 183-188

J. Pfanzagl

On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic pp. 189-200

Z. D. Bai, Y. Q. Yin and P. R. Krishnaiah

Volume 18, issue 2, 1986

Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented pp. 169-177

Robert A. Wijsman

The problem of identification of parameters by the distribution of the maximum random variable pp. 178-186

A. Mukherjea, A. Nakassis and J. Miyashita

Second order asymptotics in nonlinear regression pp. 187-215

Wolfgang H. Schmidt and S. Zwanzig

Computation of the maximum likelihood estimate of a noncentrality parameter pp. 216-224

M. C. Spruill

Parametric estimation for simple branching diffusion processes, II pp. 225-241

Reg Kulperger

Prophet regions and sharp inequalities for pth absolute moments of martingales pp. 242-273

David C. Cox and Robert P. Kertz

Random creation and dispersion of mass pp. 274-286

Aubrey Wulfsohn

Applications of integration by parts formula for infinite-dimensional semimartingales pp. 287-299

A. S. Ustunel

Volume 18, issue 1, 1986

Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes pp. 1-31

Masanobu Taniguchi

Limit theorems for the multivariate binomial distribution pp. 32-45

William N. Hudson, Howard G. Tucker and Jerry A. Veeh

The multivariate Laplace-De Moivre Theorem pp. 46-51

Jerry Alan Veeh

Some sojourn time problems for 2-dimensional Gaussian processes pp. 52-69

Makoto Maejima

On estimation of matrix of normal mean pp. 70-82

Z. Zheng

Learn-merge invariance of priors: A characterization of the Dirichlet distributions and processes pp. 83-92

W. Böge and J. Möcks

Cramér-von Mises statistics based on the sample quantile function and estimated parameters pp. 93-106

Vincent LaRiccia and David M. Mason

Computation of variance components by the MINQUE method pp. 107-116

J. Kleffe and B. Seifert

Invariant prediction regions with smallest expected measure pp. 117-126

Peter M. Hooper

Strongly and weakly harmonizable stochastic processes of H-valued random variables pp. 127-137

Yûichirô Kakihara

Third order efficient tests in exponential lattice models pp. 138-149

C. Hipp

Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators pp. 150-168

Wolfgang Härdle