Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 8, issue 4, 1978

On the invariance principle for sums of independent identically distributed random variables pp. 487-517

Péter Major

On the approximate behavior of the posterior distribution for an extreme multivariate observation pp. 518-531

Dale Umbach

On deviations between empirical and quantile processes for mixing random variables pp. 532-549

Gutti Jogesh Babu and Kesar Singh

On confidence sequences for the mean vector of a multivariate normal distribution pp. 550-558

Rasul A. Khan

Extendibility of spherical matrix distributions pp. 559-566

A. P. Dawid

Mixed autoregressive-moving average multivariate processes with time-dependent coefficients pp. 567-572

Marc Hallin

Correlations of functions of normal variables pp. 573-578

Sam Gutmann

Some remarks on the strong law of large numbers for Banach-space valued weakly integrable random variables pp. 579-583

A. Bozorgnia and M. Bhaskara Rao

Note on multidimensional empirical processes for [phi]-mixing random vectors pp. 584-588

Ken-ichi Yoshihara

On almost sure convergence of Cesaro averages of subsequences of vector-valued functions pp. 589-597

Suchanek, Ana Mari­a

On the central limit theorem in Banach spaces pp. 598-613

Aloisio Araujo

Volume 8, issue 3, 1978

A class of multivariate symmetric stable distributions pp. 335-345

Basil M. de Silva

Properties of certain symmetric stable distributions pp. 346-360

Grady Miller

On the asymptotic distribution of multivariate M-estimates pp. 361-371

Raymond J. Carroll

Minimax Bayes estimators of a multivariate normal mean pp. 372-379

Ray E. Faith

A class of bivariate Poisson processes pp. 380-395

R. C. Griffiths and R. K. Milne

Nonnull distributions of some statistics associated with testing for the equality of two covariance matrices pp. 396-404

B. N. Nagarsenker

A class of bivariate distributions including the bivariate logistic pp. 405-412

Mir M. Ali, N. N. Mikhail and M. Safiul Haq

Identifiability of the multinormal and other distributions under competing risks model pp. 413-429

A. P. Basu and J. K. Ghosh

Martingales and the Robbins-Monro procedure in D[0, 1] pp. 430-452

H. Walk

Some optimization problems with applications to canonical correlations and sphericity tests pp. 453-467

C. G. Khatri

Inference in canonical correlation analysis pp. 468-478

William J. Glynn and Robb J. Muirhead

Testing independence of variates in an infinitely divisible random vector pp. 479-485

Stanley L. Sclove

Volume 8, issue 2, 1978

Optimum designs when the observations are second-order processes pp. 153-172

Carl Spruill and W. J. Studden

Minimax estimation of a multivariate normal mean under polynomial loss pp. 173-180

James O. Berger

General theorems on rates of convergence in distribution of random variables I. General limit theorems pp. 181-201

P. L. Butzer and L. Hahn

General theorems on rates of convergence in distribution of random variables II. Applications to the stable limit laws and weak law of large numbers pp. 202-221

P. L. Butzer and L. Hahn

A convergence theorem for spectral factorization pp. 222-232

G. Tunnicliffe Wilson

The distribution of the likelihood ratio for additive processes pp. 233-243

Patrick L. Brockett, William N. Hudson and Howard G. Tucker

Some properties of bivariate Gumbel Type A distributions with proportional hazard rates pp. 244-254

Regina C. Elandt-Johnson

A characterization of the multivariate normal distribution pp. 255-261

Hung C. Li

On monotonicity of the modified likelihood ratio test for the equality of two covariances pp. 262-267

M. S. Srivastava, C. G. Khatri and E. M. Carter

Maximum eccentricity as a union-intersection test statistic in multivariate analysis pp. 268-273

John H. Schuenemeyer and Rolf E. Bargmann

Minimisation of functions of a positive semidefinite matrix A subject to AX = 0 pp. 274-281

Bruce Calvert and George A. F. Seber

Convergence of weighted sums of tight random elements pp. 282-294

Duan Wei and R. L. Taylor

Infinite-variate wide-sense Markov processes and functional analysis for bounded operator-forming vectors pp. 295-316

Milton Rosenberg

The information matrices of the parameters of multiple mixed time series pp. 317-323

H. Joseph Newton

An approximation theorem for likelihood ratios pp. 324-327

Tom S. Pitcher

A remark on the tail probability of a distribution pp. 328-333

Robert Chen

Volume 8, issue 1, 1978

A third-order optimum property of the maximum likelihood estimator pp. 1-29

J. Pfanzagl and W. Wefelmeyer

Gaussian processes with biconvex covariances pp. 30-44

Simeon M. Berman

Scaling limits of Gaussian vector fields pp. 45-54

Loren D. Pitt

Necessary conditions for normed convergence of critical multitype Bienaymé-Galton-Watson processes without variance pp. 55-62

Martin I. Goldstein and Fred M. Hoppe

Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations pp. 63-72

Y. Fujikoshi

Nonparametric tests for multiple regression under progressive censoring pp. 73-95

Hiranmay Majumdar and Pranab Kumar Sen

Radon-Nikodym theorems for set-valued measures pp. 96-118

Fumio Hiai

An inequality for approximate likelihood ratios pp. 119-125

Tom S. Pitcher

Asymptotic nonnull distributions for tests for reality of a covariance matrix pp. 126-133

E. M. Carter and M. S. Srivastava

A locally most powerful invariant test for the equality of means associated with covariate discriminant analysis pp. 134-140

Takeaki Kariya and Mitsuyo Kanazawa

On the unimodality of multivariate symmetric distribution functions of class L pp. 141-145

Stephen James Wolfe

A refinement of the Riesz decomposition for amarts and semiamarts pp. 146-150

Nassif Ghoussoub and Louis Sucheston