Volume 12.
(as bibtex)
18 references.
Articles

123. Twostage accurate estimation in the general linear model
Lohr, Sharon L.

115124. Sequential slippage tests using RobbinsLai's invariant confidence sequences
Hara, Takahiko

125144. The exact approximation order of the random maximum of cumulative sums of independent variables
Fotopoulos, S. B.

145167. Sequential interval estimation based on generalized $M$statistics with piecewisesmooth influence curves
Aerts, M.

169177. Fixed width confidence bands for density functions
Martinsek, Adam T.

179197. Replicated piecewise stopping numbers and sequential analysis
Mukhopadhyay, Nitis,
Sen, Pranab K.

201210. Asymptotically optimal detection of a change in a linear model
Yao, Qiwei

211218. Completeness for sequential sampling plans
Koike, Kenichi,
Akahira, Masafumi

219234. The asymptotically pointwise optimal testing rule and its competitors  An empirical Bayes approach
Karunamuni, Rohana J.

235245. Limit theorems for firstpassage times in nonlinear Markov renewal theory
Su, Yeongtzay

247252. Validity of sequential bootstrap for subcritical and critical branching processes
Sriram, T. N.

2578. On optimality of the fixedaccuracy estimate of the parameter in an explosive autoregressive process of the first order
Konev, V. V.,
Pergamenshchikov, S. M.

253259. Unbiased estimation for sequential multinomial sampling plans
Koike, Kenichi

261269. Some remarks on minimax sequential tests for stationary OrnsteinUhlenbeck processes
Roters, M.

271288. A nonparametric sequential selection procedure
Alam, Khursheed,
Kulasekera, K. B.

289295. On the admissibility of some sequential confidence intervals for the negative exponential location parameter
Mukerjee, Rahul,
Mukhopadhyay, Nitis

7992. Multivariate control charts based on loss functions
Tsui, KwokLeung,
Woodall, William H.

93113. A threestage procedure based on bootstrap critical points
Gijbels, Irene,
Aerts, M.,
Gijbels, IrĂ¨ne