Volume 39.
(as bibtex)
56 references.
Articles

123. Analysis of marginal and conditional density functions for separate inference
Kuboki, Hisataka

103111. A bivariate exponential distribution arising in random geometry
Cowan, Richard

113128. Positive dependence orderings
Kimeldorf, George,
Sampson, Allan R.

129140. Relationships between two extensions of FarlieGumbelMorgenstern distribution
Lin, Gwo Dong

141152. Some distribution theory relating to confidence regions in multivariate calibration
Davis, A. W.,
Hayakawa, T.

153161. Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model
Fujikoshi, Yasunori

163175. Tests for sphericity under correlated multivariate regression equations model
Sarkar, Shakuntala,
Krishnaiah, P. R.

177190. The heteroscedastic method: Multivariate implementation
Dudewicz, Edward J.,
Taneja, Vidya S.

191210. Latent scale linear models for multivariate ordinal responses and analysis by the method of weighted least squares
Uesaka, Hiroyuki,
Asano, Chooichiro

211218. On the normality a posteriori for exponential distributions, using the Bayesian estimation
Dumitrescu, Monica E. Bad

219225. Bayesian analysis of hybrid life tests with exponential failure times
Draper, Norman,
Guttman, Irwin

227241. An approach to the nonstationary process analysis
Tamura, YoshiyasuHamada

243243. Corrections to “Some examples of statistical estimation applied to earthquake data”
Ozaki, T.,
VereJones, D.

245245. Corrections to “Bayesian binary regression involving two explanatory variables”
Ishiguro, Makio,
Sakamoto, Yosiyuki

247261. A notion of an obstructive residual likelihood
Yanagimoto, Takemi

2536. Second order asymptotic comparison of estimators of a common parameter in the double exponential case
Akahira, Masafumi

263274. On a characterization of monotone likelihood ratio experiments
Mussmann, Dieter

275287. Variance of sightings in the survey of patchily distributed objects
Kishino, Hirohisa

289297. Interval estimation of the critical value in a general linear model
Tong, Y. L.

299306. Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
Hayakawa, Takesi

307324. On sum of 01 random variables II. Multivariate case
Takeuchi, Kei,
Takemura, Akimichi

325330. The $k$inarow procedure in selection theory
Chen, Pinyuen

331347. Nonparametric inference on the difference of location parameters of correlated variables from fragmentary samples
Cheng, K. F.

349361. Asymptotic efficiency of the Spearman estimator and characterizations of distributions
Govindarajulu, Z.,
Lindqvist, Bo H.

363375. Competitors of the Wilcoxon signed rank test
Maesono, Yoshihiko

3748. Estimation of the extreme value and the extreme points
Dorea, Chang C. Y.

377383. A note on testing for constant hazard against a changepoint alternative
Yao, YiChing

385397. Some sufficient conditions for the $E$ and $MV$optimality of block designs having blocks of unequal size
Lee, K. Y.,
Jacroux, Mike

399405. Characterizing priors by posterior expectations in multiparameter exponential families
Cacoullos, Theophilos

407415. Modes and moments of unimodal distributions
Sato, Keniti

417428. Linear/nonlinear forms and the normal law: Characterization by high order correlations
Masry, Elias,
Picinbono, Bernard

429441. Characterization of a MarshallOlkin type class of distributions
Muliere, Pietro,
Scarsini, Marco

443455. Pragmatic treatment of improper solutions in factor analysis
Sato, Manabu

457472. On nonparametric tests for symmetry
Aki, Sigeo

473482. On Aki's nonparametric test for symmetry
Nabeya, Seiji

483488. A note on some test statistics against HNBUE
Bergman, Bo,
Klefsjoe, Bengt

489495. A note on testing twodimensional normal mean
Nomakuchi, Kentaro,
Sakata, Toshio

4954. Minimaxity and nonminimaxity of a preliminary test estimator for the multivariate normal mean
Inaba, Taichi,
Nagata, Yasushi

497511. Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes
Sarma, Y. Rama Krishna

513531. Analysis of ordered categorical data from repeated measurements assuming a quantitative latent variable
Uesaka, Hiroyuki,
Asano, Chooichiro

533548. An effective selection of regression variables when the error distribution is incorrectly specified
Haerdle, Wolfgang

549562. Modified nonparametric kernel estimates of a regression function and their consistencies with rates
Singh, Radhey S.,
Ahmad, Manzoor

5567. Sequential point estimation of regression parameters in a linear model
Chaturvedi, Ajit

563573. A complete class for linear estimation in a general linear model
Stepniak, C.

575591. A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometrics
Kunitomo, Naoto

593610. The lower bound for the variance of unbiased estimators for onedirectional family of distributions
Akahira, Masafumi,
Takeuchi, Kei

611622. Error bounds for asymptotic expansion of the scale mixtures of the normal distribution
Shimizu, Ryoichi

623626. Bayesian normal analysis with an inverse Gaussian prior
Bhattacharya, Samir K.

627635. On the logistic midrange
George, E. Olusegun,
Rousseau, Cecil C.

637647. Some properties of multivariate extreme value distributions and multivariate tail equivalence
Takahashi, Rinya

649659. On the robustness of balanced fractional $2^m$ factorial designs of resolution $2l+1$ in the presence of outliers
Kuwada, Masahide

661669. Some characterization of locally resistant BIB designs of degree one
Kageyama, Sanpei

671679. Some constructions of twoassociate class PBIB designs
Banerjee, Snigdha,
Kageyama, Sanpei,
Bhagwandas

6984. Random sequential bisection and its associated binary tree
Sibuya, Masaaki,
Itoh, Yoshiaki

85102. On sum of 0–1 random variables I. Univariate case
Takeuchi, Kei,
Takemura, Akimichi

85102. On sum of 01 random variables I. Univariate case
Takeuchi, Kei,
Takemura, Akimichi