Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Decomposition of multivariate infinitely divisible characteristic functions with absolutely continuous Poisson spectral measures pp. 415-424: Shigeru Mase
A note on some laws of the iterated logarithm pp. 425-433: T. E. Duncan
Stochastic convergence of weighted sums in normed linear spaces pp. 434-450: R. L. Taylor and W. J. Padgett
The square of a Gaussian Markov process and nonlinear prediction pp. 451-461: T. Hida and G. Kallianpur
On a vector-valued integral in the "noncommutative" statistical decision theory pp. 462-465: A. S. Holevo
Functional relationships having many independent variables and errors with multivariate normal distribution pp. 466-479: G. R. Dolby and T. G. Freeman
Some probability inequalities connected with Schur functions pp. 480-486: C. G. Khatri and M. S. Srivastava
Multivariate rank statistics for testing randomness concerning some marginal distributions pp. 487-496: Marie Husková

Expressions for some hypergeometric functions of matrix argument with applications pp. 283-293: Robb J. Muirhead
Location change in marginal distributions of linear functions of random vectors pp. 294-299: J. K. Ghosh and P. K. Ghosh
Stationary gaussian Markov fields on Rd with a deterministic component pp. 300-311: Loren D. Pitt
Deterministic Gaussian Markov fields pp. 312-313: Loren D. Pitt
Multiplicity theory for multivariate wide sense stationary generalized processes pp. 314-321: Dag Tjøstheim
Rates of convergence for the laws of large numbers for independent Banach-valued random variables pp. 322-329: Carol Alf
Conditional measures and operators pp. 330-413: M. M. Rao

Stochastic differential equations pp. 121-177: E. J. McShane
Densities for infinitely divisible random processes pp. 178-205: Vera Darlene Briggs
The asymptotic equivalence of Bayes and maximum likelihood estimation pp. 206-226: Helmut Strasser
Characterization of a class of bivariate distribution functions pp. 227-235: S. Tyan and J. B. Thomas
On the unimodality of spherically symmetric stable distribution functions pp. 236-242: Stephen James Wolfe
On a completeness property of series expansions of bivariate densities pp. 243-247: G. L. Wise and J. B. Thomas
Reduced-rank regression for the multivariate linear model pp. 248-264: Alan Julian Izenman
On random power series with nonidentically distributed coefficients pp. 265-270: V. K. Rohatgi
Orthogonal polynomials on the negative multinomial distribution pp. 271-277: R. C. Griffiths
Types of laws of random vectors and best estimators pp. 278-281: Ramachandramurty Ponnapalli

Stochastic evolution equations and related measure processes pp. 1-52: D. A. Dawson
A vector multivariate hazard rate pp. 53-66: N. L. Johnson and Samuel Kotz
An asymptotic expansion for the distribution of asymptotic maximum likelihood estimators of vector parameters pp. 67-82: R. Michel
Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix pp. 83-95: Khursheed Alam
On testing for clusters using the sample covariance pp. 96-105: Peter Bryant
Gaussian channels and the optimal coding pp. 106-118: Masuyuki Hitsuda and Shunsuke Ihara

Asymptotic properties of dynamic stochastic parameter estimates (III) pp. 351-381: Bernt P. Stigum
Absolute continuity of information channels pp. 382-400: Hisaharu Umegaki
Looking at a Gaussian process through a window pp. 401-408: F. Alberto Grunbaum
Asymptotic nonnull distributions of certain test criteria for a covariance matrix pp. 409-418: Hisao Nagao
Bayesian inference in error-in-variables models pp. 419-452: J. -P. Florens, M. Mouchart and Jean-Francois Richard
On bounded maximum width sequential confidence ellipsoids based on generalized U-statistics pp. 453-468: George W. Williams and Pranab Kumar Sen
On the empirical process of multivariate, dependent random variables pp. 469-478: Ludger Rüschendorf
On Strassen's version of the law of the iterated logarithm for the two-parameter Gaussian process pp. 479-485: W. J. Park
A note on the Union-Intersection character of some MANOVA procedures pp. 486-493: Govind S. Mudholkar, Michael L. Davidson and Perla Subbaiah
An identity on the maximum of a set of random variables pp. 494-496: Peggy Tang Strait

Minimax estimation of location parameters for certain spherically symmetric distributions pp. 255-264: William E. Strawderman
On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix pp. 265-282: P. R. Krishnaiah and F. J. Schuurmann
The iterative instrumental variables method and the full information maximum likelihood method for estimating interdependent systems pp. 283-307: Ejnar Lyttkens
A survey of statistical problems in archaeological dating pp. 308-326: R. M. Clark
The likelihood ratio tests for the dimensionality of regression coefficients pp. 327-340: Yasunori Fujikoshi
On the calculation of generalized binomial coefficients pp. 341-346: Robb J. Muirhead
Some remarks on spherically invariant distributions pp. 347-349: A. F. Gualtierotti

The central limit theorem for positive definite functions on locally compact groups pp. 123-149: K. R. Parthasarathy
Asymptotic joint distribution of the largest roots of several multivariate F matrices I. Quasi-independent case pp. 150-165: Minoru Siotani and Shu Geng
Operators as spectral integrals of operator-valued functions from the study of multivariate stationary stochastic processes pp. 166-209: Milton Rosenberg
An identity involving partitional generalized binomial coefficients pp. 210-223: Christopher Bingham
Some generalizations of the T-method in simultaneous inference pp. 224-234: Yosef Hochberg
A characterization of distributions of independent random vectors by the independence of transformed vectors pp. 235-240: Lyle Cook
Some remarks on the direct limits of measure spaces pp. 241-252: Serge Vasilach

Arithmétique des lois de probabilité définies sur un espace de Hilbert séparable pp. 1-21: Bernard Rousseau
On the monotonicity of the power functions of tests based on traces of multivariate beta matrices pp. 22-30: Michael D. Perlman
On some tests of growth curve model under Behrens-Fisher stituation pp. 31-51: S. R. Chakravorti
Jensen's inequality for a convex vector-valued function on an infinite-dimensional space pp. 52-65: Michael D. Perlman
Mutual information in Gaussian channels pp. 66-73: Masuyuki Hitsuda
Coding theory in white Gaussian channel with feedback pp. 74-87: S. Ihara
Joint asymptotic multinormality for a class of rank order statistics in multivariate paired comparisons pp. 88-105: Carl T. Russell and Madan L. Puri
On a property of bivariate distributions pp. 106-113: B. L. S. Prakasa Rao
Distribution of the likelihood ratio criterion for testing [Sigma] = [Sigma]0, [mu] = [mu]0 pp. 114-122: B. N. Nagarsenker and K. C. S. Pillai