Volume 51.
(as bibtex)
32 references.
Articles

112. On sojourn times of martingales
Rajeev, B.

106114. The meanmedianmode inequality and noncentral chi square distributions
Sen, Pranab Kumar

115120. Large deviations for noncentral $t$statistics
Singh, Kesar

121143. On MétivierPellaumail inequality, Emery topology and pathwise formulae in stochastic calculus
Karandikar, Rajeeva L.

1329. Convexity properties of elliptically contoured distributions with applications
Iyengar, Satish,
Tong, Y. L.

144167. Some further results on nonuniform rates of convergence to normality
Dasgupta, Ratan

168177. On a representation related to the bootstrap
Liu, Regina Y.,
Singh, Kesar,
Lo, ShawHwa

178191. Bootstrapping a finite state Markov chain
Kulperger, R. J.,
Rao, B. L. S. Prakasa

192195. A remark on spin correlations
Parthasarathy, K. R.

196204. Tail behaviour of distributions in the domain of partial attraction and some related iterated logarithm laws
Divanji, G.,
Vasudeva, R.

205211. A stochastic representation of the logarithm of $p$values and related results
Chandra, Tapas K.

212232. Thirdorder comparison of unbiased tests: A simple formula for the power difference in the oneparameter case (Corr: V51 p403)
Mukerjee, Rahul

233235. Two remarks on vague convergence
Ramachandran, B.

236240. On two counterexamples of noncooperative games without Nash equilibrium
Radzik, T.,
Ravindran, G.

251268. Crossings of Brownian motion: A semimartingale approach
Rajeev, B.

269294. On prediction of harmonizable stable processes
Cambanis, S.,
Miamee, A. G.

295308. The order of approximation in the invariance principle for $H$valued random sums
Krajka, A.,
Rychlik, Z.

3036. Complete Poisson convergence result for a strongly dependent stationary Gaussian sequence
Mathew, George,
McCormick, William P.

309317. Uniform integrability in the Cesàro sense and the weak law of large numbers
Chandra, Tapas K.

318327. Second order expansions for a sequential selection procedure
Mukhopadhyay, N.,
Judge, J.

328333. Entropy loss and a class of improved estimators for powers of the generalized variance
Sugiura, Nariaki

334342. Uniformly strongly consistent priordistribution and empirical Bayes estimators with asymptotic optimality and rates in a nonexponential family
Singh, R. S.,
Prasad, B.

343369. Local asymptotic minimax estimation in nonregular case
Samanta, Tapas

3744. The admissibility of the maximum likelihood estimator for estimating a transition matrix
Meeden, Glen

370381. Leastsquares estimation of a step function
Yao, YiChing,
Au, S. T.

382389. A characterization of the covariance structure in which certain quadratic forms are independent and follow chisquare distributions
Pavur, Robert

390401. On the tail behaviour of record values
Nayak, S. S.

4558. Size of error in the choice of a model to fit data from an exponential family
Haughton, Dominique

5972. Derivative estimation in nonparametric regression with random predictor variable
Muller, HansGeorg,
Mack, Y. P.,
Müller, HansGeorg

7378. Infinite divisibility of multivariate gamma distributions and $M$matrices
Bapat, R. B.

7993. Order statistics for nonidentically distributed variables and permanents
Bapat, R. B.,
Beg, M. I.

94105. Bayes set estimators for the mean of a multivariate normal distribution and rate of convergence of their posterior risk
Kunte, Sudhakar,
Rattihalli, R. N.