Volume 45.
(as bibtex)
36 references.
Articles

119. Minimizing Fisher information over mixtures of distributions
Bickel, P. J.,
Collins, J. R.

105111. Weak convergence for Dirichlet processes
Lo, Albert Y.

112119. A property of the jackknife estimation of the variance when more than one observation is omitted
Bhargava, R. P.

120124. Interchanging the order of stochastic integration and ordinary differentiation
Karandikar, Rajeeva L.

125140. A solution of the martingale central limit problem, Part III. Invariance principles with mixtures of Levy processes limits
Jeganathan, P.

141149. On permutational central limit theorems for general multivariate linear rank statistics
Sen, Pranab Kumar

150160. The Bernsteinvon Mises theorem for a certain class of diffusion processes
Basu, Arup

161167. On the GlivenkoCantelli theorem in a finitely additive setting
Ramakrishnan, S.

168180. Neyman factorisation theorems for experiments admitting densities
Yamada, Sakutaroe

181190. Some remarks on secondorder admissibility in the multiparameter case
Gupta, Anirban Das,
Ghosh, J. K.

191200. A conditioned limit law result for jumps in the sequence of partial maxima of a stationary Gaussian sequence
McCormick, W. P.

2031. Recurrence of projections of diffusions
Ramasubramanian, S.

201211. A nonnegative estimator of variance component closest to MINQUE
Chaubey, Yogendra P.

212225. On the robustness of the LRT with respect to specification errors in a linear model
Mathew, Thomas,
Bhimasankaram, P.

226246. 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.

247252. A characterization of the Cauchy distribution
Norton, R. M.

253255. Some results on $\chi^2$ and a related distribution
Sarkar, Sanat K.

257270. Measures with infinitely many infinitely divisible extensions
Ostrovskii, I. V.

271287. A descriptive characterization of ergodic systems
Nadkarni, M. G.

288300. An alternative to the sequential $T$test
Hayre, L. S.

301312. On the robustness of LRT in singular linear models
Mathew, Thomas,
Bhimasankaram, P.

313323. Exact densities of the random $r$contents of beta distributed random points in an $n$ball
Mathai, A. M.

3237. Finitely additive zeroone laws
Purves, Roger A.,
Sudderth, William D.

324337. Conditional independence in statistics
Basu, D.,
de Braganca Pereira, Carlos A.

338345. When is the $t$statistic $t$distributed
Bondesson, Lennart

346356. Theoretical investigations of some sequential and twostage procedures to select the larger mean
Mukhopadhyay, N.

357371. Estimation of the mixing proportion of two known distributions
Ahmad, M.,
Giri, N.,
Sinha, B. K.

372376. Use of prior information on some parameters in estimating population mean
Tripathi, T. P.,
Maiti, Pulakesh,
Sharma, S. D.

377390. On asymptotic representation and approximation to normality of $L$statistics  II
Singh, Kesar

3843. A note on the concept of joint distributions of pairs of observables
Ruymgaart, F. H.

391394. A probabilistic proof of Hausdorff's theorem for double sequences
Dale, A. I.

4455. Remarks on the theory of characteristic functions of nonnegative random variables
Laue, Gabriele

5665. Asymptotic theory of estimation in nonlinear stochastic differential equations for the multiparameter case
Basu, Arup

6687. Some asymptotic properties of risk functions when the limit of the experiment is mixed normal
Jeganathan, P.

8898. Sufficiency and completeness in the general GaussMarkov model
Drygas, Hilmar

99104. A note on Blackwell sufficiency and a Skibinsky characterization of distributions
Basu, D.,
de Braganca Pereira, Carlos A.