Current Index to Statistics
Sankhyā, Series A
Robust $C(\alpha)$-type tests for linear models
Minimum risk point estimation of the mean of a negative exponential distribution
The distribution of delays in transient renewal processes
Murphree, Emily S.
An $L_p$ error bound in normal approximation for signed linear rank statistics
A note on weakly dominated experiments
Ramamoorthi, R. V.
Roy, K. K.
Remarks on mixtures of compound Poisson laws
Huff, Barthel W.
Another look at Poisson processes
Puri, Prem S.
Comments on ``Sums of independent squared Cauchy variables grow quadratically: Applications'' (V47 p133-140)
Measures of reciprocity in a social network
Rao, A. Ramachandra
Information metric for extreme value and logistic probability distributions
Oller, Jose M.
Solution of the integrated Cauchy functional equation on a half line using exchangeability
Alzaid, Abdulhamid A.
Rao, C. Radhakrishna
Shanbhag, D. N.
On the equation $f(x)=\int f(x+y)\,d\mu(y)$
Characterization of probability measures by linear functions defined on a homogeneous Markov chain
Rao, B. L. S. Prakasa
A random variable uniformly distributed between two independent random variables
van Assche, W.
Optimality ranges of tests under Bahadur efficiency
Eplett, W. J. R.
Functional laws of the iterated logarithm for bivariate sums
Smoothing sparse contingency tables
An invariance principle for the changepoint problem
Robust tests of mean vector in symmetrical multivariate distributions
Giri, N. C.
Sinha, B. K.
Simultaneous estimation of binomial $N$'s
Johnson, Roger W.
Characterization of the Weibull distribution by conditional variance
Khan, A. H.
Beg, M. I.
A note on the sequence of expectations of maxima and of record values
Lin, G. D.
Huang, J. S.
A functional central limit theorem for Banach space valued dependent variables and a log log law
Basu, A. K.
A version of Dye's theorem for descriptive dynamical systems (Corr: V51 p241-2)
Nadkarni, M. G.
Cochran's theorem for elliptically contoured distributions
Anderson, T. W.
Degenerate multivariate stationary processes: Basicity, past and future, and autoregressive representation
Miamee, A. G.
An optimal procedure for partitioning a set of normal populations with respect to a control
Tamhane, Ajit C.
Nonparametric spectral analysis with missing observations
A test for a change point in a parametric model based on a maximal Wald-type statistic
Hawkins, D. L.
Convergence of Bhattacharya bounds-revisited
Ghosh, J. K.
Sathe, Y. S.
Consistent $L_1$-estimators in nonlinear regression for a noncompact parameter space
Richardson, G. D.
Bhattacharyya, B. B.
A characterization of weakly dominated statistical experiments by compactness of the set of decision rules
Characterization of bijective and bimeasurable transformations of normal variates
Khatri, C. G.
Characterization of bijective and bimeasurable transformations for bivariate normal variates
Khatri, C. G.
Characterisation of a matrix by its subclass of $G$-inverses
A note on the chi-squaredness of quadratic forms
Dunne, T. T.
Mixture representation of the random volume content of beta distributed random points in an $n$-ball
A counter example to Karlin's conjecture for random replacement sampling plans
On a conjecture of Karlin in sampling theory
Bhandari, Subir Kumar
Admissibility of the best invariant estimator of a location parameter
Joshi, V. M.
Missing variables in multi-sample rank permutation tests for MANOVA and MANOCOVA
Servy, Elsa Clotilde
Sen, Pranab Kumar
Mean square error matrix comparisons among restricted least squares estimators