Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 12, issue 4, 1982

A new proof of admissibility of tests in the multivariate analysis of variance pp. 457-468

T. W. Anderson and Akimichi Takemura

Admissibility and complete class results for the multinomial estimation problem with entropy and squared error loss pp. 469-479

Ayodele Ighodaro, Thomas Santner and Lawrence Brown

Robust M-estimators of location vectors pp. 480-492

John R. Collins

Diffusion approximation of the two-type Galton-Watson process with mean matrix close to the identity pp. 493-507

P. G. Buckholtz and M. T. Wasan

On r-quick limit sets for empirical and related processes based on mixing random variables pp. 508-525

Gutti Jogesh Babu and Kesar Singh

The multitype branching random walk, II pp. 526-548

B. Gail Ivanoff

Properties of fourth-order strong mixing rates and its application to random set theory pp. 549-561

Shigeru Mase

Arbitrariness of the pilot estimator in adaptive kernel methods pp. 562-567

Ian S. Abramson

Admissibility of the natural estimator of the mean of a Gaussian process pp. 568-574

Carl Spruill

Entropy differential metric, distance and divergence measures in probability spaces: A unified approach pp. 575-596

Jacob Burbea and C. Radhakrishna Rao

Asymptotic distributions of the likelihood ratio test statistics for covariance structures of the complex multivariate normal distributions pp. 597-611

C. Fang, P. R. Krishnaiah and B. N. Nagarsenker

Volume 12, issue 3, 1982

Local times for stochastic processes which are subordinate to Gaussian processes pp. 317-334

Simeon M. Berman

On convergence of LAD estimates in autoregression with infinite variance pp. 335-345

Hong-Zhi An and Zhao-guo Chen

Asymptotic properties of projections with applications to stochastic regression problems pp. 346-370

T. L. Lai and C. Z. Wei

On the accuracy of normal approximation pp. 371-384

V. V. Sazonov and V. V. Ulyanov

On the spectral representation of symmetric stable processes pp. 385-401

Clyde D. Hardin

Probabilities of maximal deviations for nonparametric regression function estimates pp. 402-414

Gordon J. Johnston

On Fourier transform of generalized Brownian functionals pp. 415-431

Hui-Hsiung Kuo

Comparison of two orthogonal series methods of estimating a density and its derivatives on an interval pp. 432-449

Peter Hall

The Fréchet distance between multivariate normal distributions pp. 450-455

D. C. Dowson and B. V. Landau

Volume 12, issue 2, 1982

Reverse processes and some limit theorems of multitype Galton-Watson processes pp. 161-177

Tetsuo Nakagawa

Two strong limit theorems for processes with independent increments pp. 178-185

A. Larry Wright

Weak consistency of least-squares estimators in linear models pp. 186-198

D. Kaffes and M. Bhaskara Rao

A general theory of some positive dependence notions pp. 199-218

Moshe Shaked

Multivariate linear rank statistics for profile analysis pp. 219-229

Vernon M. Chinchilli and Pranab Kumar Sen

Local asymptotic normality for progressively censored likelihood ratio statistics and applications pp. 230-247

Joseph Gardiner

Cramér-von Mises type estimation of the regression parameter: The rank analogue pp. 248-255

Mark A. Williamson

Maximizing the probability of correctly ordering random variables using linear predictors pp. 256-269

Stephen Portnoy

Contracting towards subspaces when estimating the mean of a multivariate normal distribution pp. 270-290

Samuel D. Oman

Weak and strong convergence of amarts in Fréchet spaces pp. 291-305

Leo Egghe

An inequality for the multivariate normal distribution pp. 306-315

Louis H. Y. Chen

Volume 12, issue 1, 1982

Some limit theorems for the eigenvalues of a sample covariance matrix pp. 1-38

Dag Jonsson

Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations pp. 39-63

C. Fang and P. R. Krishnaiah

Asymptotic normality of finite Fourier transforms of stationary generalized processes pp. 64-71

David Brillinger

Bounds for the uniform deviation of empirical measures pp. 72-79

Luc Devroye

On admissible shifts of generalized white noises pp. 80-88

Hui-Hsiung Kuo and W. Smolenski

Absolute continuity of multivariate distributions of class L pp. 89-94

Ken-iti Sato

Recurrence and ergodicity of diffusions pp. 95-122

R. N. Bhattacharya and S. Ramasubramanian

The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance pp. 123-135

Michael G. Akritas and Richard A. Johnson

Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference pp. 136-154

J. Dauxois, A. Pousse and Y. Romain

Note on Creasy's confidence limits for the gradient in the linear functional relationship pp. 155-158

H. Schneeweiss

Volume 11, issue 4, 1981

Estimating the dimension of a linear system pp. 459-473

E. J. Hannan

Some properties of the parameterization of ARMA systems with unknown order pp. 474-484

M. Deistler and E. J. Hannan

A robust principal component analysis pp. 485-497

F. H. Ruymgaart

Some extensions of the Kantorovich inequality and statistical applications pp. 498-505

C. G. Khatri and C. Radhakrishna Rao

Bahadur deficiency of likelihood ratio tests in exponential families pp. 506-531

Wilbert C. M. Kallenberg

Local Bahadur efficiency of rank tests for the independence problem pp. 532-543

Erhard Kremer

The estimation of multivariate random coefficient autoregressive models pp. 544-555

D. F. Nicholls and B. G. Quinn

Some multivariate linear regression testing problems with additional observations pp. 556-567

Sanat Kumar Sarkar

Remark on strong martingales and the linear embedding of tactics pp. 568-571

Christian Grillenberger and Ulrich Krengel

[alpha]-Stable characterization of Banach spaces (1 pp. 572-580

V. Mandrekar and Aleksander Weron

Representations for partially exchangeable arrays of random variables pp. 581-598

David J. Aldous

The global Markov property for lattice systems pp. 599-607

S. Albeverio, R. Høegh-Krohn and G. Olsen

Volume 11, issue 3, 1981

The multitype branching diffusion pp. 289-318

B. Gail Ivanoff

Convergence systems and strong consistency of least squares estimates in regression models pp. 319-333

Chen Gui-Jing, T. L. Lai and C. Z. Wei

Stopping times and an extension of stochastic integrals in the plane pp. 334-345

J. Yeh

On the law of the iterated logarithm pp. 346-353

H. S. F. Wong

Large deviation probabilities for certain dependent processes pp. 354-367

Kesar Singh

On the theory of elliptically contoured distributions pp. 368-385

Stamatis Cambanis, Steel Huang and Gordon Simons

Asymptotic independence of distributions of normalized order statistics of the underlying probability measure pp. 386-399

R. -D. Reiss

Simultaneous estimation of Poisson means pp. 400-417

James H. Albert

Eigenfunctions of expected value operators in the Wishart distribution, II pp. 418-433

H. B. Kushner, Arnold Lebow and Morris Meisner

Operator-stable laws pp. 434-447

William N. Hudson and J. David Mason

Weak association of random variables pp. 448-451

Ludger Rüschendorf

A note on Sheppard's corrections for grouping and maximum likelihood estimation pp. 452-458

F. J. H. Don

Volume 11, issue 2, 1981

On large deviations for sums of random vectors in Rk pp. 115-126

L. V. Osipov

Convergence of estimates. Part I pp. 127-151

Helmut Strasser

Convergence of estimates. Part II pp. 152-172

Helmut Strasser

Polynomial expansions of density and distribution functions of scale mixtures pp. 173-184

Peter Hall

Multiple autoregressive models with random coefficients pp. 185-198

D. F. Nicholls and B. G. Quinn

Stopping rules and tactics for processes indexed by a directed set pp. 199-229

Ulrich Krengel and Louis Sucheston

Random correspondences and nonlinear equations pp. 230-243

R. Kannan

Factorizing multivariate time series operators pp. 244-249

Eivind Stensholt and Dag Tjøstheim

Markov inequalities on partially ordered spaces pp. 250-259

D. R. Jensen and R. V. Foutz

Second-order optimality of randomized estimation and test procedures pp. 260-272

F. Götze

A note on the functional law of iterated logarithm for maxima of Gaussian sequences pp. 273-279

Jürg Hüsler

Bayes minimax estimation of multiple Poisson parameters pp. 280-288

Malay Ghosh and Ahmad Parsian

Volume 11, issue 1, 1981

Central limit theorems under weak dependence pp. 1-16

Richard C. Bradley

Some inverse problems involving conditional expectations pp. 17-39

A. F. Karr

Conditioned rates of convergence in the CLT for sums and maximum sums pp. 40-49

Ibrahim A. Ahmad

Decreasing in transposition property of overlapping sums, and applications pp. 50-57

M. Hollander, F. Proschan and J. Sethuraman

On the convergence of a bounded amart and a conjecture of Chatterji pp. 58-68

Klaus D. Schmidt

Existence of the linear prediction for Banach space valued Gaussian processes pp. 69-80

S. A. Chobanjan and Aleksander Weron

Strong consistent density estimate from ergodic sample pp. 81-84

László Györfi

A general approach to optimal control of a regression experiment pp. 85-101

Der-Shin Chang and Chi Song Wong

An asymptotic decomposition for multivariate distribution-free tests of independence pp. 102-113

Paul Deheuvels