Volume 52.
(as bibtex)
30 references.
Articles

115. On mixing for flows of $\sigma$algebras
Rao, B. L. S. Prakasa

103114. On expectations of functions of order statistics
Balasubramanian, K.,
Beg, M. I.

115126. Robust prediction of multivariate stationary processes
Pourahmadi, Mohsen

127130. Existence of unbiased estimates in sequential binomial experiments
Bhandari, Subir Kumar,
Bose, Arup

131141. On two conjectures about twostage selection procedures
Bhandari, Subir Kumar,
Chaudhuri, Atasi Ray

145156. On a class of nonstationary stochastic processes
Miamee, A. G.,
Hardin, Jay C.

157165. A Brownian bridge connected with extreme values
de Haan, L.

1627. On the characterization of point processes with the exchangeable and Markov properties
Huang, WenJang

166177. Least absolute deviations analysis of variance
Bai, Z. D.,
Rao, C. Radhakrishna,
Yin, Y. Q.

178191. Admissibility of polynomial estimators in sequential estimation for exponentialtype processes
Magiera, Ryszard

192217. A closed form approximation to the posterior distribution when sampling from multiparameter exponential family models
Ladalla, Joseph N.

218231. Some properties of a threestage procedure with applications in sequential analysis
Mukhopadhyay, N.

232243. On some characterizations of the Poisson processes arising in queues with infinite servers
Huang, WenJang,
Puri, Prem S.

244258. Robust optimum invariant tests of covariance structures useful in linear models
Das, Rita,
Sinha, Bimal K.

259260. A short proof of the law of convergence of types
Cuesta, Juan Antonio,
Matran, Carlos

279296. A property of the dispersion matrix of the best linear unbiased estimator in the general GaussMarkov model
Baksalary, Jerzy K.,
Puntanen, Simo,
Styan, George P. H.

2842. On a generalized stochastic model for estimating the sizes of spheres from profiles in thin slices and an associated problem of nonidentifiability
Puri, Prem S.,
Yackel, James

297302. Characterization results based on variance bounds
Srivastava, Deo Kumar,
Sreehari, M.

303313. Sequential estimation of the location parameter of an exponential distribution
Ghosh, Malay,
Mukhopadhyay, Nitis

314345. Estimation of optimal transformations using $v$fold cross validation and repeated learningtesting methods
Burman, Prabir

346363. Bootstrap confidence intervals for conditional quantile functions
Gangopadhyay, Ashis K.,
Sen, Pranab K.

364370. A discretetime analogue of the M/M/1 queue and the transient solution: A geometric approach
Mohanty, S. G.,
Panny, W.

371375. On Cauchylike distributions
Arnold, Barry C.,
Norton, Robert M.

376382. Characterization of uniform distributions by inequalities of Chernofftype
Purkayastha, Sumitra,
Bhandari, Subir Kumar

383386. Characterizations of distributions by constant regression of quadratic statistics on a linear one
Wesolowski, Jacek

387390. Two characterizations of the exponential laws
Nagaraja, H. N.

4357. Quantum stochastic flows with infinite degrees of freedom and countable state Markov processes
Mohari, A.,
Sinha, Kalyan B.

5883. A matrix limit theorem with applications to probability theory
Puri, Prem S.,
Robertson, James B.,
Sinha, Kalyan B.

8490. Characterizations of continuous distributions via expected values of two functions of order statistics
Lin, Gwo Dong

91102. A derivation of the probability density function for a modified Greenwood's statistic and testing the uniformity
Kumganbayev, M. Sh.,
Voinov, V. G.