Volume 42.
(as bibtex)
59 references.
Articles

119. A Bayesian approach for quantile and response probability estimation with applications to reliability
Shaked, Moshe,
Singpurwalla, Nozer D.

115131. Saddlepoint approximations in resampling analysis
Wang, Suojin

133147. Smoothing of likelihood ratio statistic for equiprobable multinomial goodnessoffit
Hosmane, Balakrishna S.

149155. Null distribution of the sum of squared ztransforms in testing complete independence
Chen, Shande,
Mudholkar, Govind S.

149155. Null distribution of the sum of squared $z$transforms in testing complete independence
Chen, Shande,
Mudholkar, Govind S.

157161. On MittagLeffler functions and related distributions
Pillai, R. N.

163171. Pairwisebalanced, variancebalanced and resistant incomplete block designs revisited
Baksalary, Jerzy K.,
Puri, P. D.

173185. Some optimal designs for comparing a set of test treatments with a set of controls
Jacroux, Mike

187201. A class of scaled direct methods for linear systems
Abaffy, J.,
Spedicato, Emilio

203220. Mean characteristics of Gibbsian point processes
Mase, Shigeru

2136. Confidence bands for quantile function under random censorship
Csorgo, Miklos,
Csoergo, Miklos,
Chung, ChangJo F.,
Horvath, Lajos,
Csörgő, Miklós,
Horváth, Lajos

221251. Asymptotic behavior of Mestimator and related random field for diffusion process
Yoshida, Nakahiro

221251. Asymptotic behavior of $M$estimator and related random field for diffusion process
Yoshida, Nakahiro

253268. Bootstrap in Markovsequences based on estimates of transition density
Rajarshi, M. B.

269279. A classification of the main probability distributions by minimizing the weighted logarithmic measure of deviation
Guiasu, Silviu

281285. A moment's approach to some characterization problems
Alzaid, Abdulhamid A.

287303. Optimal kernel estimation of densities
Cline, Daren B. H.

305329. Recursive kernel density estimators under a weak dependence condition
Tran, Lanh Tat

331343. Estimating the covariance matrix and the generalized variance under a symmetric loss
Kubokawa, Tatsuya,
Konno, Yoshihiko

345357. Effect of the initial estimator on the asymptotic behavior of onestep $M$estimator
Jureckova, Jana,
Jurečková, Jana,
Sen, Pranab Kumar

345357. Effect of the initial estimator on the asymptotic behavior of onestep Mestimator
Sen, Pranab Kumar,
Jurečková, Jana

359373. On tests for the mean direction of the Langevin distribution
Hayakawa, T.

3749. Information amount and higherorder efficiency in estimation
Hosoya, Yuzo

375385. Asymptotically efficient rank MANOVA tests for restricted alternatives in randomized block designs
Tsai, MingTan M.,
Sen, Pranab Kumar

387401. On the convergence of Broydenlike methods for nonlinear equations with nondifferentiable terms
Chen, X.

403433. A Monte Carlo method for an objective Bayesian procedure
Ogata, Yosihiko

435444. Bayesian linear prediction in finite populations
Bolfarine, Heleno

445461. On the stereological estimation of reduced moment measures
Kieu, K.,
Jensen, E. B.,
Kiêu, K.,
Gundersen, H. J. G.

463474. Some geometric applications of the beta distribution
Frankl, Peter,
Maehara, Hiroshi

475488. Invariance relations in single server queues with LCFS service discipline
Yamazaki, Genji

489507. On the robust estimation in Poisson processes with periodic intensities
Yoshida, Nakahiro,
Hayashi, Toshiharu

509531. Parametric stochastic convexity and concavity of stochastic processes
Shaked, Moshe,
Shanthikumar, J. George

5164. Estimation of two normal means which may be common
Venter, J. H.,
Steel, S. J.

533542. The growth curve model with an autoregressive covariance structure
Fujikoshi, Y.,
Kanda, T.,
Tanimura, N.

543559. Some new constructions of bivariate Weibull models
Lu, JyeChyi,
Bhattacharyya, Gouri K.

561580. Inferences on interclass and intraclass correlations in multivariate familial data
Konishi, Sadanori,
Khatri, C. G.

581596. Testing linear hypotheses in errors in variables model
Bansal, Naveen K.

597602. $E$optimality of some row and column designs
Kozlowska, Maria,
Kozłowska, Maria,
Walkowiak, Ryszard

597602. Eoptimality of some row and column designs
Walkowiak, Ryszard,
Kozlowska, Maria

603621. Hitting straight lines by compound Poisson process paths
Buehler, Wolfgang J.,
Buhler, Wolfgang J.,
Bühler, Walter K.,
Puri, Prem S.,
Schuh, HansJ.

623636. Admissibility of estimators of the probability of unobserved outcomes
Sackrowitz, Harold B.,
Cohen, Arthur

623636. Admissibility of estimators of the probability of unobserved outcomes (Corr: 93V45 p599601)
Cohen, Arthur,
Sackrowitz, Harold B.

637655. On the empirical Bayes approach to multiple decision problems with sequential components
Karunamuni, R. J.

6575. More comparisons of MLE with UMVUE for exponential families
Hwang, TeaYuan,
Hu, ChinYuan

657669. On the admissibility of an estimator of a normal mean vector under a LINEX loss function
Parsian, Ahmad

671698. Asymptotic relations between $L$ and $M$estimators in the linear model
Jureckova, Jana,
Jurečková, Jana,
Welsh, A. H.

671698. Asymptotic relations betweenL andMestimators in the linear model
Welsh, A. H.,
Jurečková, Jana

699708. Nonparametric estimation of a regression function by delta sequences
Isogai, Eiichi

709735. Bootstrap choice of tuning parameters
Leger, Christian,
Léger, Christian,
Romano, Joseph P.

737752. Bootstrap estimation of the asymptotic variances of statistical functionals
Shao, Jun

753768. Bootstrap in moving average models
Bose, Arup

769782. A study of redundancy of some variables in covariate discriminant analysis
Fujikoshi, Yasunori,
Khatri, Chinubal G.

7787. Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters
Madi, Mohamed,
Tsui, KamWah

783803. Search designs for searching for one among the twoand threefactor interaction effects in the general symmetric and asymmetric factorials
Chatterjee, Kashinath

783803. Search designs for searching for one among the two and threefactor interaction effects in the general symmetric and asymmetric factorials
Chatterjee, Kashinath

805811. A necessary and sufficient convergence condition of orthomin(k) methods for least squares problem with weight
Zhang, Shao Liang,
Oyanagi, Yoshio

805811. A necessary and sufficient convergence condition of Orthomin$(k)$ methods for least squares problem with weight
Zhang, Shao Liang,
Oyanagi, Yoshio

8998. Parameter estimation for the simple selfcorrecting point process
Inagaki, Nobuo,
Hayashi, Toshiharu

99114. Nonparametric test of restricted interchangeability
Jerdack, George R.,
Sen, Pranab Kumar