Volume 42.
(as bibtex)
59 references.
Articles
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1-19. A Bayesian approach for quantile and response probability estimation with applications to reliability
Shaked, Moshe,
Singpurwalla, Nozer D.
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115-131. Saddlepoint approximations in resampling analysis
Wang, Suojin
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133-147. Smoothing of likelihood ratio statistic for equiprobable multinomial goodness-of-fit
Hosmane, Balakrishna S.
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149-155. Null distribution of the sum of squared z-transforms in testing complete independence
Chen, Shande,
Mudholkar, Govind S.
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149-155. Null distribution of the sum of squared $z$-transforms in testing complete independence
Chen, Shande,
Mudholkar, Govind S.
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157-161. On Mittag-Leffler functions and related distributions
Pillai, R. N.
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163-171. Pairwise-balanced, variance-balanced and resistant incomplete block designs revisited
Baksalary, Jerzy K.,
Puri, P. D.
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173-185. Some optimal designs for comparing a set of test treatments with a set of controls
Jacroux, Mike
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187-201. A class of scaled direct methods for linear systems
Abaffy, J.,
Spedicato, Emilio
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203-220. Mean characteristics of Gibbsian point processes
Mase, Shigeru
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21-36. Confidence bands for quantile function under random censorship
Csorgo, Miklos,
Csoergo, Miklos,
Chung, Chang-Jo F.,
Horvath, Lajos,
Csörgő, Miklós,
Horváth, Lajos
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221-251. Asymptotic behavior of M-estimator and related random field for diffusion process
Yoshida, Nakahiro
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221-251. Asymptotic behavior of $M$-estimator and related random field for diffusion process
Yoshida, Nakahiro
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253-268. Bootstrap in Markov-sequences based on estimates of transition density
Rajarshi, M. B.
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269-279. A classification of the main probability distributions by minimizing the weighted logarithmic measure of deviation
Guiasu, Silviu
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281-285. A moment's approach to some characterization problems
Alzaid, Abdulhamid A.
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287-303. Optimal kernel estimation of densities
Cline, Daren B. H.
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305-329. Recursive kernel density estimators under a weak dependence condition
Tran, Lanh Tat
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331-343. Estimating the covariance matrix and the generalized variance under a symmetric loss
Kubokawa, Tatsuya,
Konno, Yoshihiko
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345-357. Effect of the initial estimator on the asymptotic behavior of one-step $M$-estimator
Jureckova, Jana,
Jurečková, Jana,
Sen, Pranab Kumar
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345-357. Effect of the initial estimator on the asymptotic behavior of one-step M-estimator
Sen, Pranab Kumar,
Jurečková, Jana
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359-373. On tests for the mean direction of the Langevin distribution
Hayakawa, T.
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37-49. Information amount and higher-order efficiency in estimation
Hosoya, Yuzo
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375-385. Asymptotically efficient rank MANOVA tests for restricted alternatives in randomized block designs
Tsai, Ming-Tan M.,
Sen, Pranab Kumar
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387-401. On the convergence of Broyden-like methods for nonlinear equations with nondifferentiable terms
Chen, X.
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403-433. A Monte Carlo method for an objective Bayesian procedure
Ogata, Yosihiko
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435-444. Bayesian linear prediction in finite populations
Bolfarine, Heleno
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445-461. On the stereological estimation of reduced moment measures
Kieu, K.,
Jensen, E. B.,
Kiêu, K.,
Gundersen, H. J. G.
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463-474. Some geometric applications of the beta distribution
Frankl, Peter,
Maehara, Hiroshi
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475-488. Invariance relations in single server queues with LCFS service discipline
Yamazaki, Genji
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489-507. On the robust estimation in Poisson processes with periodic intensities
Yoshida, Nakahiro,
Hayashi, Toshiharu
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509-531. Parametric stochastic convexity and concavity of stochastic processes
Shaked, Moshe,
Shanthikumar, J. George
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51-64. Estimation of two normal means which may be common
Venter, J. H.,
Steel, S. J.
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533-542. The growth curve model with an autoregressive covariance structure
Fujikoshi, Y.,
Kanda, T.,
Tanimura, N.
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543-559. Some new constructions of bivariate Weibull models
Lu, Jye-Chyi,
Bhattacharyya, Gouri K.
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561-580. Inferences on interclass and intraclass correlations in multivariate familial data
Konishi, Sadanori,
Khatri, C. G.
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581-596. Testing linear hypotheses in errors in variables model
Bansal, Naveen K.
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597-602. $E$-optimality of some row and column designs
Kozlowska, Maria,
Kozłowska, Maria,
Walkowiak, Ryszard
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597-602. E-optimality of some row and column designs
Walkowiak, Ryszard,
Kozlowska, Maria
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603-621. Hitting straight lines by compound Poisson process paths
Buehler, Wolfgang J.,
Buhler, Wolfgang J.,
Bühler, Walter K.,
Puri, Prem S.,
Schuh, Hans-J.
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623-636. Admissibility of estimators of the probability of unobserved outcomes
Sackrowitz, Harold B.,
Cohen, Arthur
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623-636. Admissibility of estimators of the probability of unobserved outcomes (Corr: 93V45 p599-601)
Cohen, Arthur,
Sackrowitz, Harold B.
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637-655. On the empirical Bayes approach to multiple decision problems with sequential components
Karunamuni, R. J.
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65-75. More comparisons of MLE with UMVUE for exponential families
Hwang, Tea-Yuan,
Hu, Chin-Yuan
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657-669. On the admissibility of an estimator of a normal mean vector under a LINEX loss function
Parsian, Ahmad
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671-698. Asymptotic relations between $L$- and $M$-estimators in the linear model
Jureckova, Jana,
Jurečková, Jana,
Welsh, A. H.
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671-698. Asymptotic relations betweenL- andM-estimators in the linear model
Welsh, A. H.,
Jurečková, Jana
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699-708. Nonparametric estimation of a regression function by delta sequences
Isogai, Eiichi
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709-735. Bootstrap choice of tuning parameters
Leger, Christian,
Léger, Christian,
Romano, Joseph P.
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737-752. Bootstrap estimation of the asymptotic variances of statistical functionals
Shao, Jun
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753-768. Bootstrap in moving average models
Bose, Arup
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769-782. A study of redundancy of some variables in covariate discriminant analysis
Fujikoshi, Yasunori,
Khatri, Chinubal G.
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77-87. Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters
Madi, Mohamed,
Tsui, Kam-Wah
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783-803. Search designs for searching for one among the two-and three-factor interaction effects in the general symmetric and asymmetric factorials
Chatterjee, Kashinath
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783-803. Search designs for searching for one among the two- and three-factor interaction effects in the general symmetric and asymmetric factorials
Chatterjee, Kashinath
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805-811. A necessary and sufficient convergence condition of orthomin(k) methods for least squares problem with weight
Zhang, Shao Liang,
Oyanagi, Yoshio
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805-811. A necessary and sufficient convergence condition of Orthomin$(k)$ methods for least squares problem with weight
Zhang, Shao Liang,
Oyanagi, Yoshio
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89-98. Parameter estimation for the simple self-correcting point process
Inagaki, Nobuo,
Hayashi, Toshiharu
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99-114. Nonparametric test of restricted interchangeability
Jerdack, George R.,
Sen, Pranab Kumar