Volume 16.
(as bibtex)
22 references.
Articles

124. Sequential estimation of the autoregressive parameters in AR$(p)$ model
Basu, A. K.,
Das, J. K.

107117. Fixedwidth confidence intervals for a function of normal parameters
Takada, Yoshikazu

119129. Recursive $U$quantiles
Hoessjer, Ola,
Hossjer, Ola,
Hössjer, Ola

131154. EWMA charts for multivariate time series
Kramer, H. G.,
Schmid, W.

155174. Asymptotically pointwise optimal rules for estimating the mean in general exponential distributions for squared loss
Nagao, Hisao

175187. A note on robustness of twostage procedure for a multivariate compounded normal distribution
Aoshima, Makoto,
Kano, Yutaka

189204. Generalization of a lemma of Kiefer and Weiss for the case of sequentially planned decision problems with more than two hypotheses
Guiard, V.,
Langemann, B.

205211. An independent sequentially equivalent presentation of dependent experiments
Greenshtein, Eitan

213234. Two stage estimation of parameters and quantiles of two parameter binary models
Moser, Barry Kurt,
Payton, Mark E.,
Liranso, Tesfaye

235248. Stochastic approximation and selection of a conditional extremal function in continuum
Sen, Pranab K.,
Zhou, Zhenwei

249267. Bias reduction via resampling for estimation following sequential tests
Wang, YouGan,
Leung, Denis HengYan

2546. Sequential generalized least squares estimator for an autoregressive parameter
Dmitrienko, Alexei,
Konev, Victor,
Pergamenshchikov, Sergei

269286. On empirical Bayes rules for selecting the best hypergeometric population
Balakrishnan, N.,
Ma, Yimin

287294. On the distribution of a concomitant statistic in a sequential trial
Yakir, Benjamin

295317. Distribution theory of group sequential $t$, $\chi^2$ and $F$tests for general linear models
Jennison, Christopher,
Turnbull, Bruce W.

319343. A Bayesian approach to sequential estimation without using the prior information
Hwang, LengCheng

345352. The distribution of Brownian motion on linear stopping boundaries (Corr: 1998V17 p123124)
Hall, W. J.

353362. Twostage procedures for estimating a linear function of multinormal mean vectors
Takada, Yoshikazu,
Aoshima, Makoto

363374. Asymptotically pointwise optimal rules of sequential estimation of mean vector when an information matrix has some structure in a multivariate normal population
Nagao, Hisao

4763. An information inequality bound for the asymptotic variance of sequential estimation procedures of a linearly combined parameter and its attainment
Akahira, Masafumi

6591. Sequential comparison of two treatments in clinical trials: A decision theoretic approach based on randomized playthewinner rule
Bandyopadhyay, Uttam,
Biswas, Atanu

93105. Online quality control procedures for a random walk model with measurement error
Srivastava, M. S.,
Wu, Yanhong