Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Volume 3, issue 4, 1973

Statistical decision theory for quantum systems pp. 337-394

A. S. Holevo

Multivariate time series analysis pp. 395-407

E. J. Hannan

On the parametrization of autoregressive models by partial autocorrelations pp. 408-419

Ole Barndorff-Nielsen and G. Schou

On some continuity and differentiability properties of paths of Gaussian processes pp. 420-434

Stamatis Cambanis

Nonnull distributions of two test criteria for independence under local alternatives pp. 435-444

Hisao Nagao

On the distributions of the ratios of the extreme roots to the trace of the Wishart matrix pp. 445-453

F. J. Schuurmann, P. R. Krishnaiah and A. K. Chattopadhyay

Asymptotic properties of some functions of nonparametric estimates of a density function pp. 454-468

Valentin Konakov

Asymptotically optimal sequential estimation of regular functionals of several distributions based on generalized U-statistics pp. 469-482

George W. Williams and Pranab Kumar Sen

A distribution-free test for symmetry in hierarchical data pp. 483-489

V. P. Bhapkar and A. P. Gore

Characterization of regular Markov chains for asymptotically independent variables pp. 490-493

Seiji Takano

Volume 3, issue 3, 1973

Cohomology of topological groups and positive definite functions pp. 249-261

A. Guichardet

On the general problem of mean estimation pp. 262-275

A. S. Holevo

Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix pp. 276-292

C. Radhakrishna Rao

On Bayes estimates pp. 293-310

Helmut Strasser

Minimum variance estimators for misclassification probabilities in discriminant analysis pp. 311-327

James D. Broffitt and J. S. Williams

On the finite series expansion of multivariate characteristic functions pp. 328-335

Stephen J. Wolfe

Volume 3, issue 2, 1973

Generalized canonical analysis for time series pp. 141-160

P. M. Robinson

The invariance principle for Banach space valued random variables pp. 161-172

J. Kuelbs

A sequential approach to classification: Cost of not knowing the covariance matrix pp. 173-183

M. S. Srivastava

A unifying Radon-Nikodym theorem for vector measures pp. 184-203

N. Dinculeanu and J. J. Uhl

Multivariate [theta]-generalized normal distributions pp. 204-219

Irwin R. Goodman and Samuel Kotz

On the power of Wilks' U-test for MANOVA pp. 220-225

Somesh Das Gupta and Michael D. Perlman

The distribution of the sphericity test criterion pp. 226-235

B. N. Nagarsenker and K. C. S. Pillai

An axiomatic foundation for a multivariate measure of affinity among a number of distributions pp. 236-242

H. Kaufman and A. M. Mathai

Differential representation of a bivariate inverse Gaussian process pp. 243-247

M. T. Wasan and P. Buckholtz

Volume 3, issue 1, 1973

A calculus of direct limits of probability spaces pp. 1-16

Serge Vasilach

Integration of direct limits of real random variables pp. 17-25

Serge Vasilach

Rank procedures for some two-population multivariate extended classification problems pp. 26-56

Shoutir Kishore Chatterjee

Hájek-Sidák approach to the asymptotic distribution of multivariate rank order statistics pp. 57-70

Kantilal M. Patel

Conditional expectations and submartingale sequences of random Schwartz distributions pp. 71-92

G. Y. H. Chi

Interaction information and Markov chain pp. 93-101

Seiji Takano

Testing some covariance structures under a growth curve model pp. 102-116

C. G. Khatri

A generalization of the growth curve model which allows missing data pp. 117-124

David G. Kleinbaum

Computation of the null distribution of the largest or smallest latent roots of a beta matrix pp. 125-131

W. Venables

Laws of iterated logarithm of multiparameter wiener processes pp. 132-136

S. R. Paranjape and C. Park

A direct proof of Yu. A. Rozanov's factorization theorem from the method of D. Lowdenslager pp. 137-140

V. Mandrekar

Volume 2, issue 4, 1972

Weak convergence and relative compactness of martingale processes with applications to some nonparametric statistics pp. 345-361

Pranab Kumar Sen

Contractive projections and conditional expectations pp. 362-381

N. Dinculeanu and M. M. Rao

Gaussian measures on Lp spaces, 1 pp. 382-403

Balram S. Rajput

Projective limits of measure preserving transformations on probability spaces pp. 404-417

G. Y. H. Chi and N. Dinculeanu

Regression aspects of canonical correlation pp. 418-439

Ejnar Lyttkens

On the ratios of the individual latent roots to the trace of a Wishart matrix pp. 440-443

A. W. Davis

Multivariate stable distributions pp. 444-462

S. J. Press

Volume 2, issue 3, 1972

Independent sets and factorization of probability laws pp. 239-248

Roger Cuppens

A discriminant method of clustering pp. 249-260

V. Yu. Urbakh

Rank approach to the multivariate two-population mixture problem pp. 261-281

Shoutir Kishore Chatterjee

On Gaussian measures in certain locally convex spaces pp. 282-306

Balram S. Rajput

Interpolation of q-variate weakly stationary stochastic processes over a locally compact abelian group pp. 307-331

Habib Salehi and John K. Scheidt

Partial differential equations for hypergeometric functions of two argument matrices pp. 332-338

A. G. Constantine and R. J. Muirhead

Some characterizations of the multivariate t distribution pp. 339-344

Pi-Erh Lin

Volume 2, issue 2, 1972

Some approximation problems in the theory of stationary processes pp. 135-144

Yu. A. Rozanov

On problems of trigonometrical approximation from the theory of stationary Gaussian processes pp. 145-161

Loren D. Pitt

Functional equations and characterization of probability laws through linear functions of random variables pp. 162-173

C. G. Khatri and C. Radhakrishna Rao

Characterizing measurability, distribution and weak convergence of random variables in a Banach space by total subsets of linear functionals pp. 174-188

Michael D. Perlman

On the distributions of the latent roots and traces of certain random matrices pp. 189-200

A. W. Davis

On the exact finite series distribution of the smallest or the largest root of matrices in three situations pp. 201-207

C. G. Khatri

Asymptotic formulas for the distributions of the determinant and the trace of a noncentral beta matrix pp. 208-218

Yasunori Fujikoshi

Nonparametric tests for ordered alternatives in the bivariate case pp. 219-229

Richard A. Johnson and Kishan G. Mehrotra

Characteristic functions and Bernoulli numbers pp. 230-235

Daniel Dugué

An application of the Rao-Blackwell theorem in preliminary test estimators pp. 236-238

J. C. Arnold and S. K. Katti

Volume 2, issue 1, 1972

Contractive projections with contractive complement in Lp space pp. 1-13

Charles Byrne and Francis E. Sullivan

On quasi-Markov random fields pp. 14-76

S. C. Chay

On the Bahadur representation of sample quantiles for sequences of [phi]-mixing random variables pp. 77-95

Pranab Kumar Sen

On the distributions of a class of statistics in multivariate analysis pp. 96-114

K. C. S. Pillai and B. N. Nagarsenker

On the maximum likelihood classification rule for incomplete multivariate samples and its admissibility pp. 115-126

J. N. Srivastava and M. K. Zaatar

On the choice of flattening constants for estimating multinomial probabilities pp. 127-134

Stephen E. Fienberg and Paul W. Holland