Journal of Multivariate Analysis
1971 - 2025
Current editor(s): de Leeuw, J.
From Elsevier
Bibliographic data for series maintained by Catherine Liu ().
Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.
Volume 1, issue 4, 1971
- Conditional expectations for general measure spaces pp. 347-364
- N. Dinculeanu
- Asymptotic behavior of the nonlinear filtering errors of Markov processes pp. 365-393
- Hiroshi Kunita
- Direct limits of measure spaces pp. 394-411
- Serge Vasilach
- Multiplicity and representation theory of generalized random processes pp. 412-432
- G. Y. H. Chi
- Weak convergence of probability measures on the function space C([0, 1]2) pp. 433-444
- W. J. Park
- Minimum variance quadratic unbiased estimation of variance components pp. 445-456
- C. Radhakrishna Rao
- A characterization of the normal distribution by the independence of a pair of random vectors and a property of the noncentral chi-square statistic pp. 457-460
- Lyle Cook
- Asymptotic distribution of rank statistics used for multivariate testing symmetry pp. 461-484
- Marie Husková
Volume 1, issue 3, 1971
- Estimation of variance and covariance components--MINQUE theory pp. 257-275
- C. Radhakrishna Rao
- Sur un problème de R. Shimizu pp. 276-287
- Roger Cuppens
- A generalization of a theorem by M. V. Tamhankar pp. 288-293
- Peter Flusser
- Asymptotic expansion of the distribution of the Z statistic in discriminant analysis pp. 294-307
- Ahmed Zogo Memon and Masashi Okamoto
- Exact joint distributions of any few ordered roots of a class of random matrices pp. 308-315
- P. R. Krishnaiah and V. B. Waikar
- An overview of multivariate data analysis pp. 316-346
- A. P. Dempster
Volume 1, issue 2, 1971
- Abstract nonlinear prediction and operator martingales pp. 129-157
- M. M. Rao
- On the minimax estimator of an unknown mean value pp. 158-166
- Yu. A. Rozanov
- On singularity and Lebesgue type decomposition for operator-valued measures pp. 167-185
- V. Mandrekar and H. Salehi
- On the Bahadur representation of sample quantiles in some stationary multivariate autoregressive processes pp. 186-198
- Kalyan Dutta and Pranab Kumar Sen
- Series representations of distributions of quadratic form in the normal vectors and generalised variance pp. 199-214
- C. G. Khatri
- Asymptotic formulae for the distributions of some criteria for tests of equality of covariance matrices pp. 215-231
- A. K. Chattopadhyay and K. C. S. Pillai
- Estimating structural and functional relationships pp. 232-255
- P. A. P. Moran
Volume 1, issue 1, 1971
- Spectral theory of stationary -valued processes pp. 1-16
- G. Kallianpur and V. Mandrekar
- Martingales on von Neumann algebras pp. 17-27
- I. Cuculescu
- Projective limits of probability spaces pp. 28-57
- M. M. Rao
- Quadratic functionals of Brownian motion pp. 58-69
- Takeyuki Hida
- On characterization of gamma and multivariate normal distributions by solving some functional equations in vector variables pp. 70-89
- C. G. Khatri
- On the exact distribution of Hotelling's generalized pp. 90-107
- K. C. S. Pillai and D. L. Young
- On the exact distributions of the extreme roots of the Wishart and MANOVA matrices pp. 108-117
- P. R. Krishnaiah and T. C. Chang
- On the costwise optimality of certain hierarchical and standard multiresponse models under the determinant criterion pp. 118-128
- J. N. Srivastava and Lyman McDonald
EconPapers is hosted by the
School of Business at Örebro University.