Annals of the Institute of Statistical Mathematics

Volume 33.

(as bibtex)

51 references.

Articles

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