Volume 47.
(as bibtex)
58 references.
Articles

120. On the approximation of continuous time threshold ARMA processes
Brockwell, P. J.,
Stramer, O.

105117. Estimation of a quantile in some nonstandard cases
Xiang, Xiaojing

119128. Admissibility of prediction intervals
Takada, Yoshikazu

129136. Residuals in the growth curve model
von Rosen, Dietrich

137153. Multiple outlier detection in growth curve model with unstructured covariance matrix
Pan, JianXin,
Fang, KaiTai

155165. Minimax tests for convex cones
Dumbgen, Lutz,
Duembgen, Lutz,
Dümbgen, Lutz

167170. An example of a twosided Wilcoxon signed rank test which is not unbiased
Amrhein, Peter

171176. A characterization of the Pearson system of distributions and the associated orthogonal polynomials
Papathanasiou, V.

177183. Bivariate distributions via a Pareto conditional distribution and a regression function
Wesolowski, Jacek

185193. Maximum variance of order statistics
Papadatos, Nickos

195209. Local asymptotic normality of a sequential model for marked point processes and its applications
Nishiyama, Yoichi

2129. Some properties of convex hulls generated by homogeneous Poisson point processes in an unbounded convex domain
Nagaev, A. V.

211224. Bayesian multiperiod forecasts for ARX models
Liu, ShuIng

225235. Joint distributions of numbers of successruns and failures until the first consecutivek successes
Hirano, Katuomi,
Aki, Sigeo

225235. Joint distributions of numbers of successruns and failures until the first consecutive $k$ successes
Aki, Sigeo,
Hirano, Katuomi

237251. A BerryEsseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators
Xiang, Xiaojing

253266. Kerneltype density and failure rate estimation for associated sequences
Bagai, Isha,
Rao, B. L. S. Prakasa

267271. Estimating the asymptotic dispersion of the $L_1$ median
Bose, Arup

267271. Estimating the asymptotic dispersion of theL1 median
Bose, Arup

273286. Some modifications of improved estimators of a normal variance
Shinozaki, Nobuo

287307. Componentwise estimation of ordered parameters of $k$ $(\ge2)$ exponential populations
Vijayasree, G.,
Misra, Neeraj,
Singh, Harshinder

287307. Componentwise estimation of ordered parameters ofk (≥2) exponential populations
Vijayasree, G.,
Misra, Neeraj,
Singh, Harshinder

309320. LR test for randomeffects covariance structure in a parallel profile model
Yokoyama, Takahisa

3148. Optimal order for two servers in tandem
Yamazaki, Genji,
Ito, Hiroshi

321350. Complete classes of tests for regularly varying distributions
Kowalski, Jacek P.

351369. Stochastic regression model with heteroscedastic disturbance
Chang, DerShin,
Lin, GuanChyun

371384. Relating quantiles and expectiles under weightedsymmetry
Abdous, Belkacem,
Remillard, Bruno

385399. Determinant formulas with applications to designing when the observations are correlated
Bischoff, W.

401414. Real estate price prediction under asymmetric loss
Cain, Michael,
Janssen, Christian

415433. Sooner and later waiting time problems in a twostate Markov chain
Uchida, Masayuki,
Aki, Sigeo

435446. Exact and limiting distributions of the number of successions in a random permutation
Fu, James C.

447459. Identifiability of mixtures of powerseries distributions and related characterizations
Sapatinas, Theofanis

461464. Quasi profile and directed likelihoods from estimating functions
BarndorffNielsen, O. E.

465482. Parametric ranked set sampling
Stokesr, Lynne

483491. Change point estimation in nonmonotonic aging models
Mitra, Murari,
Basu, Sujit K.

4964. Quasilikelihood or extended quasilikelihood? An informationgeometric approach
Vos, Paul W.

493503. Bayes estimation in a mixture inverse Gaussian model
Gupta, Ramesh C.,
Akman, H. Olcay

505523. Testing homogeneity with an ordered alternative in a twofactor layout by combining $p$values
Moonesinghe, Ramal,
Wright, F. T.

505523. Testing homogeneity with an ordered alternative in a twofactor layout by combiningpvalues
Wright, F. T.,
Moonesinghe, Ramal

525549. Generalized Cramérvon Mises tests of goodness of fit for doubly censored data
Ren, JianJian

551579. Local asymptotic normality of multivariate ARMA processes with a linear trend
Garel, Bernard,
Hallin, Marc

581600. Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators
Taniguchi, Masanobu,
Puri, Madan L.

601619. Areainteraction point processes
Baddeley, A. J.,
van Lieshout, M. N. M.

621636. Finite population corrections for ranked set sampling
Patil, G. P.,
Sinha, A. K.,
Taillie, C.

637644. On estimating domain totals over a subpopulation
He, Kun

645663. Deconvolving a density from contaminated dependent observations
Hesse, Christian H.

6580. Optimizing the smoothed bootstrap
Wang, Suojin

665674. On construction of improved estimators in multipledesign multivariate linear models under general restriction
Shiraishi, T.,
Konno, Y.

675691. A twostage rank test using density estimation
Albers, Willem

693717. LAN of extreme order statistics
Falk, Michael

719730. Likelihood ratio tests for symmetry against onesided alternatives
Dykstra, Richard,
Kochar, Subhash,
Robertson, Tim

731742. GeneralizedFtests for unbalanced nested designs under heteroscedasticity
Ananda, Malwane M. A.

731742. Generalized $F$tests for unbalanced nested designs under heteroscedasticity
Ananda, Malwane M. A.

743766. Runs, scans and urn model distributions: A unified Markov chain approach
Koutras, M. V.,
Alexandrou, V. A.

767783. Approximating by the Wishart distribution
Kollo, Tonu,
Kollo, Tõnu,
von Rosen, Dietrich

785799. CraigSakamoto's theorem for the Wishart distributions on symmetric cones
Letac, G.,
Massam, H.

8197. The convergence rates of empirical Bayes estimation in a multiple linear regression model
Wei, Laisheng,
Zhang, Shunpu

99104. A note on accelerated sequential estimation of the mean of NEFPVF distributions
Bose, Arup,
Mukhopadhyay, Nitis