Showing papers in "Journal of Multivariate Analysis in 1985"

TL;DR: In this paper, an autoregressive model of finite order k fitted to a realization of length T is presented, and the consistency and asymptotic normality of the estimated autoregression coefficients are derived.

TL;DR: In this article, the set valued integral of a set of integrable selectors of a multifunction is defined and its properties are examined, and the structure of that set is also studied.

TL;DR: In this article, the kriging method is described and some of its statistical characteristics are explored, and some extensions of the nonparametric regression approach are made so that it too displays the Kriging features.

TL;DR: In this article, it was shown that the likelihood ratio of an autoregressive time series of finite order with a regression trend is asymptotically normal, which is used to derive the power of a test for positive correlation of the residuals under local auto-regression alternatives.

TL;DR: In this paper, the empirical characteristic function (EMF) was used to test the total independence of d (≥2) random variables using empirical characteristic functions, parallel to that of Hoeffding, Blum, Kiefer and Rosenblatt.

TL;DR: The validity of the one-term Edgeworth expansion for the multivariate mean of a random sample drawn without replacement under a limiting non-latticeness condition on the population was proved in this paper.

TL;DR: In this paper, the methods of interpolation theory are used to establish moment inequalities and equivalence relations for measures of dependence between two or more families of random variables, and a couple of "interpolation" theorems proved here appear to be new.

TL;DR: In this article, a detailed study of set valued martingales, which have their values in a Banach space, is presented, and several new convergence theorems are established for different modes of convergence.

TL;DR: In this article, the quantile process of the product-limit estimator (PL-quantile process) in the random censorship model from the right is studied via strong approximation methods.

TL;DR: In this article, the asymptotic normality of some spectral estimates, including a functional central limit theorem for an estimate of the spectral distribution function, is proved for fourth-order stationary processes.

TL;DR: In this article, the authors derived bounds for E (X n : n ) when it is assumed that the X i's are (i) arbitrarily dependent and (ii) independent.

TL;DR: For the multivariate linear model, coordinatewise M-estimators as well as an extension of the Maronna-type M estimators are considered in this article, based on the Jureckova (asymptotic) linearity of M-statistics.

TL;DR: In this article, the Glivenko-Cantelli theorem and nonlinear almost sure bounds for the empirical distribution function based on these uniform spacings were derived, and applications to linear combinations of functions of m th order spacings are given.

TL;DR: Some partial orderings of positively dependent exchangeable random variables are introduced in this paper, the interrelations among them, the inequalities which follow from them and two models which yield such partial orders are discussed.

TL;DR: In this paper, a p-dimensional random vector with density f is assumed to lie in a ball in R p, and conditions on the conditions on f are given for which there exist minimax estimators θ( X ) satisfying a concave loss function.

TL;DR: In this paper, the authors deal with two criteria for selection of variables for the discriminant analysis in the case of two multivariate normal populations with different means and a common covariance matrix.

TL;DR: Asymptotic expansions for a class of functional limit theorems are investigated in this article, where it is shown that the expansions in this class fit into a common scheme, defined by a sequence of functions hn (e1,…, en), n ≥ 1, of "weights" (for n observations), which are smooth, symmetric, compatible and have vanishing first derivatives at zero.

TL;DR: In this article, it was shown that the positivity of the angle between the past and future of a multivariate stationary process is sufficient for the existence of a mean-convergent autoregressive series representation of its linear predictor.

TL;DR: In this paper, the Glivenko-Cantelli theorems are established for the classes of measurable complex-valued functions on (X, A, P) under a weak metric entropy condition on Gn and sup {g ∈ g ∈ Gn, n ≥ 1}.

TL;DR: In this paper, the joint limiting distribution of the maxima on each coordinate of a stationary Gaussian multivariate sequence is shown to be independent random variables with marginal Gumbel distributions under weak regularity conditions.

TL;DR: In this article, the Harmonizability of Rozanov type and V -boundedness of stochastic processes is defined for infinite variate or Hilbert space valued processes.

TL;DR: In this article, the authors considered the problem of estimating the variance of the observations, skewness, and kurtosis of a linear transformation in the linear model with respect to a given set of observations.

TL;DR: A result by Dvoretky, Wald, and Wolfowitz as mentioned in this paper on the essential completeness of the class of nonrandomized deicision rules is generalized to a statistical decision model with noncompact decision space.

TL;DR: In this article, Cramer's inversion formula for the distribution of a quotient is generalized to matrix variates and applied to give an alternative derivation of the matrix t-distribution.

TL;DR: In this article, the central limit properties of the Laplace functionals of point processes are investigated, for the case when the N i and N i are both observable, and for the hypothesis that the N ǫ i are p -thinnings of the Nǫ, where p is a function from the underlying space E (a compact metric space) to [0, 1, whose interpretation is that a point of N i at x is retained with probability p ( x ) and deleted with probability 1−p ( x ).

TL;DR: In this paper, likelihood ratio tests are derived for testing the structure of mean values in a two-way classification, where the mean values are subject to row and column effects and interaction has a given complexity.

TL;DR: In this article, various properties of independence or conditional independence between certain random variables may be deduced from the symmetries enjoyed by their joint distributions, where the underlying data-distribution has suitable orthogonal invariance.

TL;DR: In this paper, an iterative estimate of the multivariate density is proposed when the variables are binary in nature, and applications of this estimate are discussed in the areas of pattern recognition and reliability.

TL;DR: The technique consists of dichotomizing the set of parameters (one known subset possibly containing the nonnegligible element, and the other not), using chi-square variables, and an important application to factorial search designs is established.

TL;DR: In this article, the stochastic integral is introduced with respect to a Gaussian process X = (Xs)sϵV, where V is any general partially ordered set satisfying some mild regularity conditions.