Current Index to Statistics
Sankhyā, Series A
Minimizing Fisher information over mixtures of distributions
Bickel, P. J.
Collins, J. R.
Weak convergence for Dirichlet processes
Lo, Albert Y.
A property of the jackknife estimation of the variance when more than one observation is omitted
Bhargava, R. P.
Interchanging the order of stochastic integration and ordinary differentiation
Karandikar, Rajeeva L.
A solution of the martingale central limit problem, Part III. Invariance principles with mixtures of Levy processes limits
On permutational central limit theorems for general multivariate linear rank statistics
Sen, Pranab Kumar
The Bernstein-von Mises theorem for a certain class of diffusion processes
On the Glivenko-Cantelli theorem in a finitely additive setting
Neyman factorisation theorems for experiments admitting densities
Some remarks on second-order admissibility in the multiparameter case
Gupta, Anirban Das
Ghosh, J. K.
A conditioned limit law result for jumps in the sequence of partial maxima of a stationary Gaussian sequence
McCormick, W. P.
Recurrence of projections of diffusions
A non-negative estimator of variance component closest to MINQUE
Chaubey, Yogendra P.
On the robustness of the LRT with respect to specification errors in a linear model
Comparison of the likelihood ratio, Rao's and Wald's test and a conjecture of C. R. Rao (Corr: V45 p399)
Chandra, Tapas K.
Joshi, S. N.
A characterization of the Cauchy distribution
Norton, R. M.
Some results on $\chi^2$ and a related distribution
Sarkar, Sanat K.
Measures with infinitely many infinitely divisible extensions
Ostrovskii, I. V.
A descriptive characterization of ergodic systems
Nadkarni, M. G.
An alternative to the sequential $T$-test
Hayre, L. S.
On the robustness of LRT in singular linear models
Exact densities of the random $r$-contents of beta distributed random points in an $n$-ball
Mathai, A. M.
Finitely additive zero-one laws
Purves, Roger A.
Sudderth, William D.
Conditional independence in statistics
de Braganca Pereira, Carlos A.
When is the $t$-statistic $t$-distributed
Theoretical investigations of some sequential and two-stage procedures to select the larger mean
Estimation of the mixing proportion of two known distributions
Sinha, B. K.
Use of prior information on some parameters in estimating population mean
Tripathi, T. P.
Sharma, S. D.
On asymptotic representation and approximation to normality of $L$-statistics -- II
A note on the concept of joint distributions of pairs of observables
Ruymgaart, F. H.
A probabilistic proof of Hausdorff's theorem for double sequences
Dale, A. I.
Remarks on the theory of characteristic functions of non-negative random variables
Asymptotic theory of estimation in nonlinear stochastic differential equations for the multiparameter case
Some asymptotic properties of risk functions when the limit of the experiment is mixed normal
Sufficiency and completeness in the general Gauss-Markov model
A note on Blackwell sufficiency and a Skibinsky characterization of distributions
de Braganca Pereira, Carlos A.