Volume 1.
(as bibtex)
33 references.
Articles

117. Goodnessoffit tests for the general Cox regression model
Lin, D. Y.,
Wei, L. J.

127136. A bias bound for least squares linear regression
Duan, Naihua,
Li, KerChau

137158. Simple estimators for the mean of skewed populations
Fuller, Wayne A.

159173. Evaluating confidence sets using loss functions
Casella, George,
Hwang, Jiunn Tzon

175184. Convergence rates for the critical branching process with immigration
Wei, C. Z.

185202. Secondorder differentiability and jackknife
Shao, Jun

1932. Regression models for right truncated data with applications to AIDS incubation times and reporting lags
Kalbfleisch, J. D.,
Lawless, J. F.

203228. Asymptotically efficient adaptive $L$estimators in linear models
Welsh, A. H.

229232. Two constructions for balanced incomplete block designs with nested rows and columns
Uddin, Nizam,
Morgan, John P.

233246. Crossvalidatory choice of weights for combining intrablock and interblock estimates
Stehouwer, Sharon A. Naberhuis,
Kshirsagar, Anant M.

247269. Two canonical forms for vector ARMA processes
Tsay, Ruey S.

271294. Asymptotic theory for simultaneous estimation of binomial means
Ali, Abdunnabi M.,
Saleh, A. K. Md. Ehsanes

295299. Independence of time and cause of failure in the multiple dependent competing risks model
Kochar, Subhash C.,
Proschan, Frank

301308. The covariance of rank scores in orderstatistics models
Henery, R. J.

309334. Adaptive prediction in nonlinear autoregressive models and control systems
Lai, Tze Leung,
Zhu, Guangrui

3350. Topics in likelihoodbased methods for longitudinal data analysis
Laird, Nan M.

335359. Density estimation in strongly dependent nonlinear time series
Cheng, Bing,
Robinson, P. M.

361369. Strong consistency of the least squares estimator for a nonergodic threshold autoregressive model
Pham, Dinh Tuan,
Chan, K. S.,
Tong, Howell

371388. A nonlinear smoothing method for time series analysis
Kitagawa, Genshiro

389400. An adaptive nonlinear state space model applied to modelling epidemics
Jones, Richard H.,
Nicholls, Des F.

401410. Continuous time threshold autoregressive models
Brockwell, Peter J.,
Hyndman, Rob J.,
Grunwald, Gary K.

411430. Threshold autoregressive modelling in continuous time
Tong, Howell,
Yeung, Iris

431451. Detecting and modeling nonlinearity in univariate time series analysis
Tsay, Ruey S.

453464. Power properties of a time series linearity test against some simple bilinear alternatives
Saikkonen, Pentti,
Luukkonen, Ritva

465476. Some history of the study of higherorder moments and spectra
Brillinger, David R.

477491. Bootstrap calibration for confidence interval construction and selection
Loh, WeiYin

493502. On the distribution of the multiple correlation coefficient and the kinked chisquare random variable
Gurland, John,
Asiribo, Osebekwin

503525. Use of linear transfer function analysis in econometric time series modelling
Liu, LonMu

5164. Feedback models for discrete and continuous time series
Zeger, Scott L.,
Liang, KungYee

527540. On stochastic growth processes with application to stochastic logistic growth
Tan, W. Y.,
Piantadosi, S.

541551. Global behavior of deconvolution kernel estimates
Fan, Jianqing

6592. Significance levels from repeated $p$values with multiplyimputed data
Li, KimHung,
Meng, XiaoLi,
Raghunathan, T. E.,
Rubin, Donald B.

93125. Regression percentiles using asymmetric squared error loss
Efron, B.