Volume 38.
(as bibtex)
53 references.
Articles

121. Some test statistics based on the martingale term of the empirical distribution function
Aki, Sigeo

101108. Trimmed minimax estimator of a covariance matrix
Dey, Dipak K.,
Srinivasan, C.

109122. Some properties of invariant polynomials with matrix arguments and their applications in econometrics
Chikuse, Yasuko,
Davis, A. W.

123135. Clustering estimates for spatial point distributions with unstable potentials
Gates, David J.,
Westcott, Mark

137144. A characterization of limiting distributions of estimators in an autoregressive process
Huang, WeiMin

145159. Block plan for a fractional $2^m$ factorial design derived from a $2^r$ factorial design
Shirakura, Teruhiro

145159. Block plan for a fractional 2m factorial design derived from a 2r factorial design
Shirakura, Teruhiro

161174. On the optimality of block designs
Constantine, Gregory M.

175194. Time, space and incidence in general, with a consequent proof of the law of homeostasis
Barankin, Edward W.

195204. Inequalities for a distribution with monotone hazard rate
Shimizu, Ryoichi

205222. Modified information criteria for a uniform approximate equivalence of probability distributions
Matsunawa, T.

223231. On generalized binomial and multinomial distributions and their relation to generalized Poisson distributions
Panaretos, John,
Xekalaki, Evdokia

2333. Moments of coverage of a random ellipsoid
Evans, Michael

233243. A reinforcementdepletion urn model: A contiguity case
Bowman, K. O.,
Shenton, L. R.

245262. Rates of uniform convergence of extreme order statistics
Falk, M.

263275. Some estimation theory on the sphere
Watson, G. S.

277283. Likelihood ratio tests for comparing $k$ populations: The twoparameter nonregular models
BarLev, Shaul K.,
Boukai, Benzion

285296. Some test statistics for the structural coefficients of the multivariate linear functional relationship model
Provost, Serge B.

297309. On an autoregressive model with timedependent coefficients
Kwoun, Gea Hwa,
Yajima, Yoshihiro

311318. Inference on superimposed subcritical GaltonWatson processes with immigration
Chandra, K. Suresh,
Koteeswaran, P.

319329. Criteria for selection of response variables and the asymptotic properties in a multivariate calibration
Nishii, Ryuei

331341. Factorial orthogonality in the presence of covariates
Mukerjee, Rahul,
Yanai, Haruo

343351. Optimal partially balanced fractional $2^{(m_1+m_2)}$ factorial designs of resolution IV
Kuwada, Masahide

3544. Bhattacharyya bound of variances of unbiased estimators in nonregular cases
Akahira, Masafumi,
Puri, Madan L.,
Takeuchi, Kei

3544. Bhattacharyya bound of variances of unbiased estimators in nonregular cases
Akahira, Masafumi,
Puri, Madan L.,
Takeuchi, Kei

353370. Bayesian cohort models for general cohort table analyses
Nakamura, Takashi

371383. Effects of transformations in higher order asymptotic expansions
Niki, Naoto,
Konishi, Sadanori

385398. A projection method of estimation for a subfamily of exponential families
Eguchi, Shinto

399410. Component risk in multiparameter estimation
Alam, Khursheed,
Mitra, Amitava

411417. On stable laws for estimating functions and derived estimators
Sen, Pranab Kumar

419427. On the inadmissibility of preliminarytest estimators when the loss involves a complexity cost
Ghosh, Malay,
Dey, Dipak K.

429438. Bootstrapped confidence bands for percentile lifetime
Csörgő, Miklós,
Horváth, Lajos,
Barabas, Bela,
Csorgo, Miklos,
Horvath, Lajos,
Yandell, Brian S.

439443. A note on bootstrapping the variance of sample quantile
Babu, Gutti Jogesh

445450. $\psi$correct decision for selection and elimination
Bofinger, Eve

4556. Multiparameter estimation for some multivariate discrete distributions with possibly dependent components
Tsui, KamWah

451457. The application of the principle of minimum crossentropy to the characterization of the exponentialtype probability distributions
Dumitrescu, Monica E. Bad

459474. Selection of the number of regression variables: A minimax choice of generalized FPE
Shibata, Ritei

475483. The weak convergence of least squares random fields and its application
Rao, B. L. S. Prakasa

485493. Relative efficiencies of goodness of fit procedures for assessing univariate normality
Koziol, James A.

495502. On the local minimaxity of a test of independence in incomplete samples
Chou, RouhJane,
Lo, WenDa

503511. Asymptotic power comparison of the chisquare and likelihood ratio tests
Sutrick, Kenneth H.

513522. The asymptotic power of rank tests under scalealternatives including contaminated distributions
Shiraishi, Takaaki

523528. A construction method of certain matrices required in the multivariate heteroscedastic method
Hyakutake, Hiroto

529538. On the errors of misclassification based on dichotomous and normal variables
Balakrishnan, N.,
Kocherlakota, S.,
Kocherlakota, K.

539549. On the consistency and finitesample properties of nonparametric kernel time series regression, autoregression and density estimators
Robinson, P. M.

551555. Inequalities for ordered sums
David, H. A.

557568. On discrete distributions of order $k$
Charalambides, Ch. A.

569581. On the usage of refined linear models for determining $n$way classification designs which are optimal for comparing test treatments with a standard treatment
Jacroux, Mike

5768. Consistency conditions on the least squares estimator in single common factor analysis model
Kano, Yutaka

583588. Golay code and random packing
Itoh, Yoshiaki

6983. Asymptotic consistency of fixedwidth sequential confidence intervals for a multiple regression function
Isogai, Eiichi

8599. Simultaneous estimation of location parameters of the distribution with finite support
Akai, Toyoaki

. On discrete distributions of orderk