Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 14, issue 3, 1984

Stationary distributions of the simplest dynamical systems in Rn perturbed by generalized Poisson process pp. 269-284

O. K. Zakusilo

Distributions of class L[alpha] pp. 285-299

Z. D. Bai and Y. Q. Yin

An asymptotic minimax risk bound for estimation of a linear functional relationship pp. 300-314

M. Nussbaum

The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors pp. 315-322

B. L. S. Prakasa Rao

Principal components in the nonnormal case: The test of equality of Q roots pp. 323-335

Christine M. Waternaux

Formulas for zonal polynomials pp. 336-347

H. B. Kushner and Morris Meisner

Weighted L2 quantile distance estimators for randomly censored data pp. 348-359

R. L. Eubank and V. N. LaRiccia

A limit theorem for branching one-dimensional periodic diffusion processes pp. 360-375

Kiyoshi Kawazu and Yukio Ogura

Stochastic bounds for attained levels pp. 376-389

Robert H. Berk

Volume 14, issue 2, 1984

Universal estimators of a vector parameter pp. 135-154

A. L. Rukhin

A condition for null robustness pp. 155-168

Morris L. Eaton and Takeaki Kariya

Robust regression function estimation pp. 169-180

Wolfgang Härdle

A Bahadur efficiency comparison between one and two sample rank statistics and their sequential rank statistic analogues pp. 181-200

David M. Mason

Bivariate step processes and random evolutions pp. 201-211

Kyle Siegrist

Construction of improved estimators in multiparameter estimation for continuous exponential families pp. 212-220

Malay Ghosh, Jiunn Tzon Hwang and Kam-Wah Tsui

Limiting distributions of two random sequences pp. 221-230

Robert Chen, Richard Goodman and Alan Zame

On Berry-Esséen rates, a law of the iterated logarithm and an invariance principle for the proportion of the sample below the sample mean pp. 231-247

Stefan Ralescu and Madan L. Puri

Hyperamarts: Conditions for regularity of continuous parameter processes pp. 248-267

Bong Dae Choi

Volume 14, issue 1, 1984

Central limit theorem for integrated square error of multivariate nonparametric density estimators pp. 1-16

Peter Hall

Domains of attraction and regular variation in IRd pp. 17-33

Laurens de Haan, E. Omey and S. Resnick

Quasimartingales on partially ordered sets pp. 34-73

Harry E. Hürzeler

The theory of concentrated Langevin distributions pp. 74-82

Geoffrey S. Watson

On a class of stopping times for M-estimators pp. 83-93

Winfried Stute

On the reverse process of a critical multitype Galton-Watson process without variances pp. 94-100

Tetsuo Nakagawa

Use of the hyperbolic differential operator to find a scalar statistic which has constant regression on the mean of a sample of Wishart matrices pp. 101-104

Barbara Heller

Ultraspherical polynomials and statistics on the m-sphere pp. 105-113

John G. Saw

On the hellinger square integral with respect to an operator valued measure and stationary processes pp. 114-133

Andrzej Makagon

Volume 13, issue 4, 1983

A limit theorem for the eigenvalues of product of two random matrices pp. 489-507

Y. Q. Yin and P. R. Krishnaiah

Limiting behavior of the eigenvalues of a multivariate F matrix pp. 508-516

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

Kernel-transformed empirical processes pp. 517-533

Sándor Csörgo

Continuity properties of decomposable probability measures on euclidean spaces pp. 534-538

Stephen James Wolfe

Asymptotic properties of Cramér-Smirnov statistics--A new approach pp. 539-549

Shashikala Sukhatme

Absolute continuity of operator-self-decomposable distributions on Rd pp. 550-560

Makoto Yamazato

The past of a stopping point and stopping for two-parameter processes pp. 561-577

Jean-Pierre Fouque

Limit distributions and one-parameter groups of linear operators on Banach spaces pp. 578-604

Zbigniew J. Jurek

On Wong-Zakai approximation of stochastic differential equations pp. 605-611

Franz Konecny

Volume 13, issue 3, 1983

The maximum of the periodogram pp. 383-400

Hong-Zhi An, Zhao-Guo Chen and E. J. Hannan

Estimating the mean function of a Gaussian process and the Stein effect pp. 401-424

James Berger and Robert Wolpert

Central limit theorems for non-linear functionals of Gaussian fields pp. 425-441

Péter Breuer and Péter Major

Entrance laws for Feller diffusions on (0, [infinity]) and Doob's h-path transformation pp. 442-463

A. Bose

On a number of poisson matrices in Bang-Bang representations for 3 - 3 embeddable matrices pp. 464-472

Halina Frydman

Special functions and characterizations of probability distributions by zero regression properties pp. 473-487

Barbara Heller

Volume 13, issue 2, 1983

On [alpha]-symmetric multivariate distributions pp. 213-233

Stamatis Cambanis, Robert Keener and Gordon Simons

Measuring the efficiency of trigonometric series estimates of a density pp. 234-256

Peter Hall

Point processes and multivariate extreme values pp. 257-272

Paul Deheuvels

Limit laws for upper and lower extremes from stationary mixing sequences pp. 273-286

Richard A. Davis

Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces pp. 287-301

P. L. Butzer, L. Hahn and M. Th. Roeckerath

Asymptotic normal distribution of multidimensional statistics of dependent random variables pp. 302-309

Rodolfo De Dominicis

The inverse partial correlation function of a time series and its applications pp. 310-327

R. J. Bhansali

On a class of martingale inequalities pp. 328-352

David C. Cox and J. H. B. Kemperman

Mesures majorantes et loi du logarithme itéré pour les variables aléatoires sous-gaussiennes pp. 353-360

Bernard Heinkel

Stability of sums of weighted nonnegative random variables pp. 361-365

N. Etemadi

Weak convergence of linear forms in D[0, 1] pp. 366-374

Peter Z. Daffer and Robert L. Taylor

Positive dependence properties of elliptically symmetric distributions pp. 375-381

Allan R. Sampson

Volume 13, issue 1, 1983

Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters pp. 1-23

T. L. Lai and C. Z. Wei

On near neighbour estimates of a multivariate density pp. 24-39

Peter Hall

Bayes estimation in linear models: A coordinate-free approach pp. 40-51

Stanislaw Gnot

Characterization of limits of Bayes procedures pp. 52-66

Frank Caridi

Third-order efficiency of conditional tests in exponential models: The lattice case pp. 67-108

C. Hipp

Stationary probability distributions for multiresponse linear learning models pp. 109-117

H. Pruscha and R. Theodorescu

The weak and strong Gaussian probabilistic realization problem pp. 118-137

C. van Putten and J. H. van Schuppen

Equivalence of measures induced by infinitely divisible processes pp. 138-147

Jerry Alan Veeh

On the decomposition of the convolution of a Gaussian and poisson distribution on locally compact Abelian groups pp. 148-166

G. M. Feldman and A. E. Fryntov

Equivalent measures of dependence pp. 167-176

Richard C. Bradley

A sampling theorem for multivariate stationary processes pp. 177-186

Mohsen Pourahmadi

On the laws of large numbers for nonnegative random variables pp. 187-193

Nasrollah Etemadi

Existence of a double random integral with respect to stable measures pp. 194-201

J. Szulga and W. A. Woyczynski

The rate of strong uniform consistency for the multivariate product-limit estimator pp. 202-209

Lajos Horvath