Volume 33.
(as bibtex)
51 references.
Articles
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1-14. Asymptotic distribution of a Cramér-von mises type statistic for testing symmetry when the center is estimated
Aki, Sigeo
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1-14. Asymptotic distribution of a Cramer-von Mises type statistic for testing symmetry when the center is estimated
Aki, Sigeo
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101-113. Asymptotic behavior of difference between a finite predictor and an infinite predictor for a weakly stationary stochastic process
Arimoto, Akio
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115-123. An ordering relation of the blocking two-stage tandem queueing system to the reduced single server queueing system
Yamazaki, Genji
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125-129. A characterization of the logistic distribution by a sample median
George, E. Olusegun,
Mudholkar, Govind S.
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131-134. On a “lack of memory” property
Huang, J. S.
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131-134. On a ``lack of memory'' property
Huang, J. S.
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135-140. A note on the median of a distribution
Umbach, Dale
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141-153. Some bounds for partially balanced block designs
Kageyama, Sanpei
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15-25. Asymptotic distribution of a generalized Hotelling'sT02 in the doubly noncentral case
Hayakawa, Takesi
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15-25. Asymptotic distribution of a generalized Hotelling's $T^2_0$ in the doubly non-central case
Hayakawa, Takesi
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155-164. On the comparison of PBIB designs with two associate classes
Cheng, Ching-Shui
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165-176. Sampling for estimating weighted totals and averages
Dayal, Shambhu
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177-190. The generalized hypergeometric family of distributions
Sibuya, Masaaki,
Shimizu, Ryoichi
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191-198. On the joint distribution of two discrete random variables
Panaretos, John
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199-204. Stability theorems for some characterizations of the exponential distribution
Richards, Donald St. P.
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205-214. An integrated lack of memory characterization of the exponential distribution
Grosswald, E.,
Kotz, Samuel
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215-223. Simultaneous estimation of several Poisson parameters under squared error loss
Tsui, Kam-Wah
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225-231. On a class of almost unbiased ratio estimators
Rao, T. J.
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233-246. On the convergence of kernel estimators of probability density functions
Rust, Albert E.,
Tsokos, Chris P.
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247-254. A note on nonparametric density estimation for dependent variables using a delta sequence
Ahmad, Ibrahim A.
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255-262. Asymptotic efficiency of rank tests of randomness against autocorrelation
Aiyar, R. J.
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263-278. Some limit theorems on an explosive model for time series, and their statistical applications
Venkataraman, K. N.
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27-33. Improved approximations to distributions of the largest and the smallest latent roots of a Wishart matrix
Konishi, Sadanori,
Sugiyama, Takakazu
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279-285. The power of the likelihood ratio test for additional information in a multivariate linear model
Fujikoshi, Yasunori
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287-296. The distribution of product of independent beta random variables with application to multivariate analysis
Bhargava, R. P.,
Khatri, C. G.
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297-313. On the construction of a class of invariant polynomials in several matrices, extending the zonal polynomials
Davis, A. W.
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315-338. Estimation of interaction potentials of spatial point patterns through the maximum likelihood procedure
Ogata, Yosihiko,
Tanemura, Masaharu
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339-346. On the stability of characterizations of the exponential distribution
Shimizu, Ryoichi
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347-359. Characterization of dependence concepts in normal distributions
Rueschendorf, Ludger
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35-43. Distribution of the canonical correlation matrix
Mathai, A. M.
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361-374. A modified power series distribution
Lwin, T.
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375-383. Mixing normal approximations of vectors of sums and maximum sums
Ahmad, Ibrahim A.
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385-390. On positive definite quadratic forms in correlated $t$ variables
Menzefricke, Ulrich
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391-403. Asymptotic behavior of functionals of empirical distribution functions for the two-sample problem
Aki, Sigeo
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405-415. Some local limit theorems in the symmetric Dirichlet-multinomial urn models
Chen, Wen Chen
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417-423. Strong approximation of empirical Kac processes
Csorgo, Sandor,
Csörgő, Sandor
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425-436. Maximal deviation theory of some estimators of prior distribution functions
Blum, J.,
Susarla, V.
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437-448. Some finite sample results for the selection differential
Nagaraja, H. N.
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449-462. Large sample properties of Jaeckel's adaptive trimmed mean
Hall, Peter
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45-55. On the exact non-null distribution of Wilks' $L_{VC}$ criterion and power studies
Pillai, K. C. S.,
Singh, Anita
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45-55. On the exact non-null distribution of Wilks'LVC criterion and power studies
Pillai, K. C. S.,
Singh, Antia
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463-470. Linear combination of concomitants of order statistics with application to testing and estimation
Yang, Shie-Shien
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471-474. On the indifference zone approach to selection -- A consistency result
Feigin, Paul D.,
Weissman, Ishay
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475-486. Comparison of relative risk, attributable risk and logistic response procedures for $2 × 2 × 2$ and $c$ $2 × 2 × 2$ contingency tables
Otake, Masanori
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57-66. Bivariate inverse Gaussian distribution
Al-Hussiani, Essam K.,
Abd-El-Hakim, Nagi S.
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57-66. Bivariate inverse Gaussian distribution
Al-Hussaini, E. K.,
Abd-El-Hakim, N. S.
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67-80. The set-compound one-stage estimation in the nonregular family of distributions over the interval $(0,0+1)$
Nogami, Yoshiko
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67-80. The set-compound one-stage estimation in the nonregular family of distributions over the interval [θ, θ+1)
Nogami, Yoshiko
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81-90. Bayes estimation with spherically symmetric, convex loss
Umbach, Dale
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91-100. Invariant prediction rules and an adequate statistic
Takada, Yoshikazu