Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 7, issue 4, 1977

The arithmetic of probability distributions pp. 475-490

I. V. Ostrovskii

On the multivariate two-sample problem using strong approximations of the EDF pp. 491-511

Murray D. Burke

Improved estimates for multivariate complex-normal regression with application to analysis of linear time-invariant relationships pp. 512-524

Jostein Lillestøl

A property of random processes with unit multiplicity pp. 525-534

Anthony Ephremides

On the square root of a positive B(*)-valued function pp. 535-550

A. G. Miamee and H. Salehi

Some properties and generalizations of multivariate Eyraud-Gumbel-Morgenstern distributions pp. 551-559

Stamatis Cambanis

Statistical inference for a certain class of bivariate distributions pp. 560-571

Dorothy A. Anderson

Multivariate nonparametric tests for independence pp. 572-583

Bimal Kumar Sinha and H. S. Wieand

The generalized variance of a stationary autoregressive process pp. 584-588

T. W. Anderson and Raúl P. Mentz

On multiple Markov chains pp. 589-593

Ernst Henze, Jean-Claude Massé and Radu Theodorescu

A uniform bound for the deviation of empirical distribution functions pp. 594-597

Luc P. Devroye

Certain characterizations with linearity of regression in additive damage models pp. 598-601

G. P. Patil and M. V. Ratnaparkhi

Measurable linear transformations on abstract Wiener spaces pp. 602-607

Robert Fernholz

A note on the asymptotic behavior of an entire characteristic function of a multivariate probability law pp. 608-613

Monika Dewess

Volume 7, issue 3, 1977

Central limit problem on Lp (p >= 2) II. Compactness of infinitely divisible laws pp. 363-373

G. G. Hamedani and V. Mandrekar

Minimax estimators for a multinormal precision matrix pp. 374-385

L. R. Haff

Asymptotic expansions of the distributions of the latent roots in MANOVA and the canonical correlations pp. 386-396

Y. Fujikoshi

Multivariate power series distributions and Neyman's properties for multinomials pp. 397-408

J. K. Ghosh, Bikas Kumar Sinha and Bimal Kumar Sinha

The estimation of a multivariate linear relation pp. 409-423

P. M. Robinson

Functional limit theorems for U-statistics in the degenerate case pp. 424-439

Georg Neuhaus

Probability measures on tensor products of Banach spaces-I pp. 440-453

C. -P. G. Chi and A. T. Bharucha-Reid

A result on hypothesis testing for a multivariate normal distribution when some observations are missing pp. 454-460

Arthur Cohen

Zonal polynomials: An alternative approach pp. 461-467

John G. Saw

Uniform distribution on a Stiefel manifold pp. 468-473

K. V. Mardia and C. G. Khatri

Volume 7, issue 2, 1977

A multidimensional Newton-Raphson method and its applications to the existence of asymptotic Fn-estimators and their stochastic expansions pp. 235-248

R. Michel

Collision problems of random walks in two-dimensional time pp. 249-264

Nasrollah Etemadi

On some nonparametric tests for profile analysis of several multivariate samples pp. 265-277

V. P. Bhapkar and Kenneth W. Patterson

Determining the form of the mean of a stochastic process pp. 278-285

Carl Spruill

Equivalence of two notions of continuity for stationary continuous-time information sources pp. 286-291

Michael B. Pursley

Generalizations of P. Lévy's inversion theorem pp. 292-335

P. Masani

Functions of event variables of a random system with complete connections pp. 336-362

Helmut Pruscha and Radu Theodorescu

Volume 7, issue 1, 1977

Characterization of the multivariate poisson distribution pp. 1-12

Eugene Lukacs and S. Beer

A conditional dichotomy theorem for stochastic processes with independent increments pp. 13-27

Patrick L. Brockett and Howard G. Tucker

Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem pp. 28-49

N. Etemadi and G. Kallianpur

A large deviation limit theorem for multivariate distributions pp. 50-62

Peter Phillips

Rates of convergence of quadratic rank statistics pp. 63-73

Marie Husková

Reduction of variance for Gaussian densities via restriction to convex sets pp. 74-81

Marek Kanter and Harold Proppe

Tests on multiple correlation coefficient and multiple partial correlation coefficient pp. 82-88

Somesh Das Gupta

Efficiency and Cramér-Rao type lnequalities for convex loss functions pp. 89-106

Andrzej Kozek

Quantum mechanical Wiener processes pp. 107-124

A. M. Cockroft and R. L. Hudson

A quantum-mechanical functional central limit theorem pp. 125-148

A. M. Cockroft, S. P. Gudder and R. L. Hudson

Integrals, conditional expectations, and martingales of multivalued functions pp. 149-182

Fumio Hiai and Hisaharu Umegaki

Gaussian characterizations of certain Banach spaces pp. 183-203

S. A. Chobanjan and V. I. Tarieladze

Right-continuous solutions of systems of stochastic integral equations pp. 204-214

Philip Protter

The separability of the Hilbert space generated by a stochastic process pp. 215-219

J. Bulatovic and M. Asic

On lévy measure and integrability of the norm in C[0, 1] pp. 220-222

Aloisio Araujo

Asymptotic distributions for the elementary symmetric functions of two matrices under the assumption of linearity pp. 223-228

D. J. de Waal

Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test pp. 229-233

E. M. Carter and M. S. Srivastava

Volume 6, issue 4, 1976

Exponential inequalities for sums of random vectors pp. 473-499

V. V. Yurinskii

Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices pp. 500-525

Nariaki Sugiura

The canonical decomposition of bivariate distributions pp. 526-537

P. L. Chesson

Spectral integrals of operator-valued functions. II. From the study of stationary processes pp. 538-571

Milton Rosenberg

Amarts: A class of asymptotic martingales B. Continuous parameter pp. 572-591

Gerald A. Edgar and Louis Sucheston

A representation of the characteristic function of a stable probability measure on certain TV spaces pp. 592-600

Balram S. Rajput

Fitting sampling distribution agreeing in support and moments and tables of critical values of sphericity criterion pp. 601-607

S. John

Stochastic comparisons of order statistics from heterogeneous populations, with applications in reliability pp. 608-616

F. Proschan and J. Sethuraman

On improved estimators of the generalized variance pp. 617-625

Bimal Kumar Sinha

Estimating variance components in linear models pp. 626-629

Friedrich Pukelsheim

Quadratic variation of functionals of two-parameter Wiener process pp. 630-643

Nasrollah Etemadi and Albert T. Wang

On large deviations of Kolmogorov-Smirnov-Renyi type statistics pp. 644-652

W. Krumbholz

The general form of the law of the iterated logarithm for generalized Kolmogorov-Smirnov-Renyi statistics pp. 653-658

W. Krumbholz

Volume 6, issue 3, 1976

On the structure of the Wishart distribution pp. 347-355

D. N. Shanbhag

Some remarks on multivariate stable distributions pp. 356-368

V. J. Paulauskas

Asymptotic expansions for distributions of latent roots in multivariate analysis pp. 369-391

A. G. Constantine and R. J. Muirhead

The spectrum of a random 3 - 3 matrix pp. 392-396

F. Alberto Grünbaum

Stochastic integrals in Riemann manifolds pp. 397-413

T. E. Duncan

[beta]-Expectation tolerance regions for a generalized multivariate model with normal error variables pp. 414-421

M. Safiul Haq and Stefan Rinco

A maximization problem and its application to canonical correlation pp. 422-425

Morris L. Eaton

Stochastic processes with independent increments, taking values in a Hilbert space pp. 426-446

Jeffrey L. Spielman

Full subordination and a Radon Nikodym theorem for C.A.O.S. measures pp. 447-454

Paul Ressel

On [alpha]-factors of multivariate infinitely divisible probabilities pp. 455-471

Roger Cuppens

Volume 6, issue 2, 1976

Amarts: A class of asymptotic martingales a. Discrete parameter pp. 193-221

Gerald A. Edgar and Louis Sucheston

Probability inequalities for convex sets and multidimensional concentration functions pp. 222-236

Marek Kanter

Asymptotic distributions of the latent roots of the covariance matrix with multiple population roots pp. 237-249

Yasuko Chikuse

Lower bounds for the distributions of certain multivariate test statistics pp. 250-255

Yasunori Fujikoshi and Takafumi Isogai

Minimax estimation of a multivariate normal mean under arbitrary quadratic loss pp. 256-264

James Berger

Minimax estimators of the multinormal mean: Autoregressive priors pp. 265-280

L. R. Haff

Multivariate sequential point estimation pp. 281-294

Malay Ghosh, Bimal K. Sinha and Nitis Mukhopadhyay

Equivalence of measures for some class of Gaussian random fields pp. 295-308

K. Inoue

Semi-stable probability measures on Hilbert spaces pp. 309-318

A. Kumar

Martingale convergence, series expansion of Gaussian elements, and strong law of large numbers in Fréchet spaces pp. 319-329

Gian-Carlo Mangano

On the performance of some statistics in discriminant analysis based on covariates pp. 330-337

Kocherlakota Subrahmaniam and Kathleen Subrahmaniam

On the rate for uniform strong consistency of empirical distributions of independent nonidentically distributed multivariate random variables pp. 338-342

R. S. Singh

A new representation of Student's t as a function of independent t's, with a generalization to the matrix t pp. 343-346

James M. Dickey

Volume 6, issue 1, 1976

Some recent developments on complex multivariate distributions pp. 1-30

P. R. Krishnaiah

Linear relations in time series models. I pp. 31-45

C. Villegas

Linear relations in time series models. II pp. 46-64

C. Villegas and Robert R. Rennie

Inference for an anisotropic diffusion model pp. 65-80

David Eaves

Characterizations of multivariate normality. I. Through independence of some statistics pp. 81-94

C. G. Khatri and C. Radhakrishna Rao

Asymptotic power properties of the Cramér-von Mises test under contiguous alternatives pp. 95-110

Georg Neuhaus

Nonparametric estimation of mixed partial derivatives of a multivariate density pp. 111-122

R. S. Singh

Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups pp. 123-137

A. Makagon and Aleksander Weron

Cohomologie des groupes localement compacts et produits tensoriels continus de représentations pp. 138-158

A. Guichardet

On the risk-equivalence of two methods of randomization in statistics pp. 159-166

H. P. Kirschner

Stepwise BAN estimators for exponential families with multivariate normal applications pp. 167-175

Allan R. Sampson

Nonnull distribution of likelihood ratio criterion for reality of covariance matrix pp. 176-184

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

Some implications of the union-intersection principle for tests of sphericity pp. 185-190

W. Venables