Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 10, issue 4, 1980

Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions pp. 467-498

Samuel Karlin and Yosef Rinott

Classes of orderings of measures and related correlation inequalities II. Multivariate reverse rule distributions pp. 499-516

Samuel Karlin and Yosef Rinott

Riemann-Stieltjes quasi-martingale integration pp. 517-538

Michael D. Brennan

Consistency of a recursive nearest neighbor regression function estimate pp. 539-550

Luc Devroye and Gary L. Wise

Admissible and minimax multiparameter estimation in exponential families pp. 551-564

Malay Ghosh and Ahmad Parsian

On the rate of approximation in the central limit theorem for dependent random variables and random vectors pp. 565-578

A. K. Basu

Multifunctions of faces for conditional expectations of selectors and Jensen's inequality pp. 579-598

A. Kozek and Z. Suchanecki

A characterization of Gaussian spaces pp. 599-602

J. S. Rao and James B. Robertson

Incomplete Dirichlet integrals with applications to ordered uniform spacings pp. 603-610

J. S. Rao and Milton Sobel

Consistent nonparametric regression from recursive partitioning schemes pp. 611-627

Louis Gordon and Richard A. Olshen

Volume 10, issue 3, 1980

Estimation of vector ARMAX models pp. 275-295

E. J. Hannan, W. T. M. Dunsmuir and M. Deistler

Brunn-Minkowski inequality and its aftermath pp. 296-318

Somesh Das Gupta

On the capacity of the continuous time Gaussian channel with feedback pp. 319-331

Shunsuke Ihara

On the robustness of least squares procedures in regression models pp. 332-342

Malay Ghosh and Bimal Kumar Sinha

Invariant scale matrix hypothesis tests under elliptical symmetry pp. 343-350

M. A. Chmielewski

Extreme sample censoring problems with multivariate data: Indirect censoring and the Farlie-Gumbel-Morgenstern distribution pp. 351-362

N. L. Johnson

Some asymptotic properties of a progressively censored nonparametric test for multiple regression pp. 363-370

David M. Delong

On functional central limit theorems for certain continuous time parameter stochastic processes pp. 371-378

P. K. Sen and Y. Tsong

A characterization of Lévy probability distribution functions on Euclidean spaces pp. 379-384

Stephen James Wolfe

An extension of the usual model in statistical decision theory with applications to stochastic optimization problems pp. 385-397

Erik Balder

A note on the conditional moments of a multivariate normal distribution confined to a convex set pp. 398-404

Shelby J. Haberman

Empirical distribution functions and functions of order statistics for mixing random variables pp. 405-425

Madan L. Puri and Lanh T. Tran

Admissible solutions of k-extended finite state set and sequence compound decision problems pp. 426-441

Stephen B. Vardeman

Laws of large numbers and Beck Convexity in metric linear spaces pp. 442-459

K. Sundaresan and W. A. Woyczynski

Asplund operators and A. E. convergence pp. 460-466

G. A. Edgar

Volume 10, issue 2, 1980

Spatially homogeneous random evolutions pp. 141-180

Donald A. Dawson and Habib Salehi

Point processes of exits by bivariate Gaussian processes and extremal theory for the [chi]2-process and its concomitants pp. 181-206

Georg Lindgren

Class L of multivariate distributions and its subclasses pp. 207-232

Ken-iti Sato

The necessary and sufficient conditions for dependent quadratic forms to be distributed as multivariate gamma pp. 233-242

C. G. Khatri

Maximum likelihood estimation of a multivariate linear functional relationship pp. 243-251

John D. Healy

The use of the tetrachoric series for evaluating multivariate normal probabilities pp. 252-267

Bernard Harris and Andrew P. Soms

An optimum tolerance region for multivariate regression pp. 268-272

M. Evans and D. A. S. Fraser

Volume 10, issue 1, 1980

A canonical decomposition of the probability measure of sets of isotropic random points in n pp. 1-18

Harold Ruben and R. E. Miles

A note on computing the distribution of the norm of Hilbert space valued Gaussian random variables pp. 19-25

Georg Neuhaus

Operator-stable distributions and stable marginals pp. 26-37

William N. Hudson

Cramér-von Mises tests for independence pp. 38-50

T. De Wet

The inverted complex Wishart distribution and its application to spectral estimation pp. 51-59

Paul Shaman

Robustness to nonnormality of some transformations of the sample correlation coefficient pp. 60-77

Kocherlakota Subrahmaniam and A. V. Gajjar

The empirical characteristic function and large sample hypothesis testing pp. 78-87

John Kellermeier

Semistable measures on a Hilbert space pp. 88-94

R. G. Laha and V. K. Rohatgi

Convergence of weighted sums of random elements in D[0, 1] pp. 95-106

Robert Lee Taylor and Peter Z. Daffer

Representation of Banach space valued quasimartingales by real quasimartingales pp. 107-122

A. U. Kussmaul

On the value of a stopped set function process pp. 123-134

Klaus D. Schmidt

A comment on "minimization of functions of a positive simidefinite matrix A subject to AX = 0" pp. 135-139

H. Neudecker

Volume 9, issue 4, 1979

Planar semi-martingales pp. 465-486

Michael D. Brennan

General theorems on "Little-" rates of closeness of two weighted sums of independent Hilbert space valued random variables with applications pp. 487-510

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

Limit theorems for polylinear forms pp. 511-530

V. I. Rotar'

An identity for the Wishart distribution with applications pp. 531-544

L. R. Haff

On the construction of Wold decomposition for multivariate stationary processes pp. 545-559

Hannu Niemi

Convergence rates in the central limit theorem for stationary mixing sequences of random vectors pp. 560-578

Christian Hipp

Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss pp. 579-588

Ann Cohen Brandwein

Characterizations of multivariate normality II. Through linear regressions pp. 589-598

C. G. Khatri

A linear filtering problem in complete correlated actions pp. 599-613

Ion Suciu and Ilie Valusescu

Volume 9, issue 3, 1979

Strong consistency of least squares estimates in multiple regression II pp. 343-361

T. L. Lai, Herbert Robbins and C. Z. Wei

Separation theorems for singular values of matrices and their applications in multivariate analysis pp. 362-377

C. Radhakrishna Rao

On the estimation of the parameters of a power spectrum pp. 378-392

John Rice

Asymptotic expansions for conditional distributions pp. 393-400

R. Michel

Third order efficiency of conditional tests for exponential families pp. 401-409

R. Michel

On some distribution problems in Manova and discriminant analysis pp. 410-419

Rouh-Jane Chou and Robb J. Muirhead

Conditional expectations and weak and strong compactness in spaces of Bochner integrable functions pp. 420-427

James K. Brooks and Nicolae Dinculeanu

Limit theorems for weighted sums of random elements in separable Banach spaces pp. 428-433

A. Bozorgnia and M. Bhaskara Rao

On delayed averages of Brownian motion in Banach spaces pp. 434-441

Mou-Hsiung Chang

On Hsu's theorem in multivariate regression pp. 442-451

J. Kleffe

On the quadratic estimation of covariance matrices in multivariate linear models pp. 452-459

W. Y. Tan

Definition and characterization of multivariate negative binomial distribution pp. 460-464

D. C. Doss

Volume 9, issue 2, 1979

On the asymptotic power of some k-sample statistics based on the multivariate empirical process pp. 183-205

Murray D. Burke

A bivariate stable characterization and domains of attraction pp. 206-221

Sidney Resnick and Priscilla Greenwood

The influence of the nonrecent past in prediction for stochastic processes pp. 222-233

Harold Sackrowitz

Classical limit theorems for measure-valued Markov processes pp. 234-247

Alan F. Karr

On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices pp. 248-258

P. R. Krishnaiah and Jack C. Lee

Asymptotic expansions for the distributions of functions of a correlation matrix pp. 259-266

Sadanori Konishi

Multivariate distributions having Weibull properties pp. 267-277

Larry Lee

Some multivariate statistical characterization theorems pp. 278-287

Eugene Lukacs

Representation of certain infinitely divisible probability measures on Banach spaces pp. 288-303

Arunod Kumar and Bertram M. Schreiber

On the Maximum Likelihood estimation of a linear structural relationship when the intercept is known pp. 304-313

Lai K. Chan and Tak K. Mak

A note on rates of convergence in the multidimensional CLT for maximum partial sums pp. 314-321

Ibrahim A. Ahmad

Nonparametric estimation of location parameter after a preliminary test on regression in the multivariate case pp. 322-331

Pranab Kumar Sen and A. K. Md. Ehsanes Saleh

Counterexample--An inadmissible estimator which is generalized bayes for a prior with "light" tails pp. 332-336

Lawrence D. Brown

A note on confidence sequences in multiparameter exponential families pp. 337-340

Attila Csenki

Volume 9, issue 1, 1979

Multivariate k-nearest neighbor density estimates pp. 1-15

Y. P. Mack and M. Rosenblatt

Representations of general stochastic processes pp. 16-58

Dudley Paul Johnson

Spherically invariant processes: Their nonlinear structure, discrimination, and estimation pp. 59-83

Steel T. Huang and Stamatis Cambanis

Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process pp. 84-100

Miklós Csörgo

Parametric estimation for a simple branching diffusion process pp. 101-115

Reg Kulperger

The likelihood ratio and its applications in sequential analysis pp. 116-129

Bennett Eisenberg and B. K. Ghosh

The weak convergence of uniform measures pp. 130-137

Errol Caby

Two clarifications on the likelihood surface in functional models pp. 138-149

Yngve Willassen

On fair coin-tossing games pp. 150-156

Robert Chen and Alan Zame

On necessary and sufficient conditions for uniform strong consistency of estimators of a density and its derivatives pp. 157-164

R. S. Singh

Orderamarts: A class of asymptotic martingales pp. 165-172

N. Ghoussoub

Summability and vector amarts pp. 173-178

N. Ghoussoub