Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

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Volume 17, issue 3, 1985

Laws of large numbers for classes of functions pp. 245-260

J. E. Yukich

Edgeworth expansions for sampling without replacement from finite populations pp. 261-278

G. Jogesh Babu and Kesar Singh

Stochastic integration on partially ordered sets pp. 279-303

Harry E. Hürzeler

Invariance and independence in multivariate distribution theory pp. 304-315

A. P. Dawid

p-Norm bounds on the expectation of the maximum of a possibly dependent sample pp. 316-332

Barry C. Arnold

Some partial orderings of exchangeable random variables by positive dependence pp. 333-349

Moshe Shaked and Y. L. Tong

Volume 17, issue 2, 1985

Second-order risk comparison of SLSE with GLSE and MLE in a regression with serial correlation pp. 107-126

Yasuyuki Toyooka

Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions pp. 127-147

M. E. Bock

A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics pp. 148-167

Manfred Denker, Madan L. Puri and Uwe Rösler

M-Methods in multivariate linear models pp. 168-184

Julio Motta Singer and Pranab Kumar Sen

On the theory of Banach space valued multifunctions. 1. Integration and conditional expectation pp. 185-206

Nikolaos S. Papageorgiou

On the theory of Banach space valued multifunctions. 2. Set valued martingales and set valued measures pp. 207-227

Nikolaos S. Papageorgiou

Multi-stage nonparametric estimation of density function using orthonormal systems pp. 228-241

Wen-Qi Liang and P. R. Krishnaiah

Volume 17, issue 1, 1985

On probabilities of large deviations in some classes of k-dimensional Borel sets pp. 1-26

L. V. Rozovsky

Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria pp. 27-37

Yasunori Fujikoshi

Regularity and decomposition of two-parameter supermartingales pp. 38-55

G. Mazziotto and E. Merzbach

Applications of autoreproducing kernel grammian moduli to (U, H)-valued stationary random functions pp. 56-75

B. Truong-Van

The asymptotic distribution of a goodness of fit statistic for factorial invariance pp. 76-83

K. H. Chen and J. Robinson

On the expansion of C[varrho]*(V + I) as a sum of zonal polynomials pp. 84-98

H. B. Kushner

On the Radon-Nikodym theorem for measures with values in vector lattices pp. 99-106

Dieter Mussmann

Volume 16, issue 3, 1985

On the increments of the local time of a Wiener sheet pp. 277-289

P. Révész

Testing for independence by the empirical characteristic function pp. 290-299

Sándor Csörgo

The empirical distribution function and strong laws for functions of order statistics of uniform spacings pp. 300-317

Jan Beirlant and M. C. A. van Zuijlen

On a decision rule using dichotomies for identifying the nonnegligible parameter in certain linear models pp. 318-334

J. N. Srivastava and D. W. Mallenby

Multilinear forms and measures of dependence between random variables pp. 335-367

Richard C. Bradley and Wlodzimierz Bryc

Inference for thinned point processes, with application to Cox processes pp. 368-392

Alan F. Karr

Prediction of multivariate time series by autoregressive model fitting pp. 393-411

Richard Lewis and Gregory C. Reinsel

Asymptotic normality of spectral estimates pp. 412-431

Rainer Dahlhaus

Interval estimates for posterior probabilities in a multivariate normal classification model pp. 432-439

A. W. Ambergen and W. Schaafsma

On Neyman's conjecture: A characterization of the multinomials pp. 440-450

Bikas Kumar Sinha and Thomas M. Gerig

Volume 16, issue 2, 1985

Tests for dimensionality and interactions of mean vectors under general and reducible covariance structures pp. 173-184

C. Radhakrishna Rao

Strong approximations of the quantile process of the product-limit estimator pp. 185-210

Emad-Eldin A. A. Aly, Miklós Csörgo and Lajos Horvath

Three limit theorems for vacancy in multivariate coverage problems pp. 211-236

Peter Hall

Multivariate extreme value distributions for stationary Gaussian sequences pp. 237-240

Fred Amram

On a characterization of the normal distribution by means of identically distributed linear forms pp. 241-252

M. Riedel

The nonnegative MINQUE estimate pp. 253-259

Helene Massam and Jochen Muller

Elimination of randomization in statistical decision theory reconsidered pp. 260-264

Erik Balder

A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction pp. 265-275

Mohsen Pourahmadi

Volume 16, issue 1, 1985

Asymptotic expansions in functional limit theorems pp. 1-20

F. Götze

A comparison of kriging with nonparametric regression methods pp. 21-53

S. J. Yakowitz and F. Szidarovszky

The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend pp. 54-70

Anders Rygh Swensen

Linear sufficiency and some applications in multilinear estimation pp. 71-84

Hilmar Drygas

Convergence of nonhomogeneous stochastic chains with countable states pp. 85-117

A. Mukherjea and A. Nakassis

Filtrations for the two parameter jump process pp. 118-139

Ata Al-Hussaini and Robert J. Elliott

A note on harmonizable and V-bounded processes pp. 140-156

Yûichirô Kakihara

The distribution of matrix quotients pp. 157-161

Peter Phillips

Nonparametric iterative estimation of multivariate binary density pp. 162-172

Wen-Qi Liang and P. R. Krishnaiah

Volume 15, issue 3, 1984

On the convergence rate of maximal deviation distribution for kernel regression estimates pp. 279-294

Valentin Konakov and Vladimir Piterbarg

Some limit theorems on the eigenvectors of large dimensional sample covariance matrices pp. 295-324

Jack W. Silverstein

The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model pp. 325-335

Steven Arnold

Properties of Hida processes on 2. 1. N-Hida processes pp. 336-360

Bernard Prum

Properties of Hida processes on 2. 2. Prediction and interpolation problems for processes on 2 pp. 361-382

Bernard Prum

Tests for independence of two multivariate regression equations with different design matrices pp. 383-407

Takeaki Kariya, Yasunori Fujikoshi and P. R. Krishnaiah

Comments on a result of Yin, Bai, and Krishnaiah for large dimensional multivariate F matrices pp. 408-409

Jack W. Silverstein

A remark on a recent paper on the convergence of "amrts" pp. 410-413

S. D. Chatterji

Volume 15, issue 2, 1984

Almost surely consistent nonparametric regression from recursive partitioning schemes pp. 147-163

Louis Gordon and Richard A. Olshen

The exact likelihood for a multivariate ARMA model pp. 164-173

Victor Solo

Hermite series estimates of a probability density and its derivatives pp. 174-182

Greblicki, W?odzimierz and Pawlak, Miros?aw

Trimmed estimates in simultaneous estimation of parameters in exponential families pp. 183-200

Malay Ghosh and Dipak K. Dey

Estimation of first crossing time distribution for N-parameter Brownian motion processes relative to upper class boundaries pp. 201-221

Pradip Kumar Sen and Michael J. Wichura

On the fair coin tossing process pp. 222-227

Robert Chen and Hsien E. Lin

A test for the independence of two Gaussian processes pp. 228-236

C. S. Withers

Scaling limits for point random fields pp. 237-251

Robert M. Burton and Ed Waymire

An invariance principle for a finite dimensional stochastic approximation method in a Hilbert space pp. 252-260

Rainer Nixdorf

Noneuclidean harmonic analysis, the central limit theorem, and long transmission lines with random inhomogeneities pp. 261-276

Audrey Terras

Volume 15, issue 1, 1984

A multivariate one-way classification model with random effects pp. 1-12

James R. Schott and John G. Saw

Characterization of infinitely divisible multivariate gamma distributions pp. 13-20

R. C. Griffiths

Two testing problems relating the real and complex multivariate normal distributions pp. 21-51

Steen A. Andersson and Michael D. Perlman

Optimal designs for minimax extrapolation pp. 52-62

M. C. Spruill

Strong consistency of nearest neighbor regression function estimators pp. 63-72

Philip E. Cheng

On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes pp. 73-90

Erich Haeusler

The strong consistency of M-estimators in linear models pp. 91-98

Ching-Shui Cheng and Ker-Chau Li

Subordination, rank, and determinism of multivariate stationary sequences pp. 99-123

Hannu Niemi

Convergence in the pth-mean and some Weak Laws of Large Numbers for weighted sums of random elements in separable normed linear spaces pp. 124-134

Xiang Chen Wang and M. Bhaskara Rao

Canonical row-column-exchangeable arrays pp. 135-140

James Lynch

A functional central limit theorem for [varrho]-mixing sequences pp. 141-146

Norbert Herrndorf