Volume 16.
(as bibtex)
60 references.
Articles
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1-9. Dispersion orderings with applications to nonparametric tests
Burger, H. U.
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103-109. Noninformative nonparametric Bayesian estimation of quantiles
Meeden, Glen
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11-18. General matrix formulae for computing Bartlett corrections
Cordeiro, Gauss M.
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111-115. The mixture properties of the 2SHI estimators in linear regression models
Van Hoa, Tran
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117-119. A note on the breakdown point of the least median of squares and least trimmed squares estimators
Vandev, D.
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121-128. Stochastic analysis of a controlled bulk queueing system with continuously operating server: Continuous time parameter queueing process
Abolnikov, Lev M.,
Dshalalow, Jewgeni H.,
Dukhovny, Alexander M.
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129-135. Estimating population size from a removal experiment
Yip, Paul,
Fong, Daniel Y. T.
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137-145. Quantile-based estimation for the Box-Cox transformation in random samples
Velilla, Santiago
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147-152. A characterization for the solution of the Monge-Kantorovich mass transference problem
Tuero-Diaz, A.,
Cuesta-Albertos, J. A.,
Tuero-Díaz, A.
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153-158. Least squares and least absolute deviation procedures in approximately linear models
Nordstroem, Kenneth,
Nordstrom, Kenneth,
Mathew, Thomas,
Nordström, Kenneth
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159-162. On convergence rates of averages of weakly dependent random variables
Lin, Gwo Dong
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163-168. A note on moment bounds for strong mixing sequences
Kim, Tae Yoon
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169-175. Robust linear regression in replicated measurement error models
Carroll, R. J.,
Eltinge, J. L.,
Ruppert, D.
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177-180. Some inference results in an absolutely continuous multivariate exponential model of Block
Hanagal, David D.
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181-188. Tests of uniformity for sets of lotto numbers
Joe, Harry
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189-196. Almost sure uniform convergence rates for $M$-smoothers with non-monotone score functions
Bhattacharya, P. K.,
Zhao, Peng-liang
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19-25. The effect of grouping on the power of the Mantel-Haenszel test for the comparison of survival rates
Berger, Agnes,
Wallenstein, Sylvan
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197-203. A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix
Jin, Chun
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205-211. A note on maximum likelihood estimation in the first-order Gaussian moving average model
Anderson, T. W.,
Mentz, R. P.
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213-218. Exact iterative computation of the robust multivariate minimum volume ellipsoid estimator
Cook, R. D.,
Hawkins, D. M.,
Weisberg, S.
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219-224. Extremes of totally skewed stable motion
Albin, J. M. P.
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225-233. Generalized bootstrap for studentized $U$-statistics: A rank statistic approach
Huskova, Marie,
Janssen, Paul,
Hušková, Marie
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235-237. On the correlation between $\bar X$ and $S^2$
Trenkler, Gotz,
Trenkler, Goetz,
Knautz, Henning,
Trenkler, Götz
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239-247. Some specific contiguous alternatives to the normal error assumption in linear models
Chen, Gemai
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249-251. A log-concavity property of probability of occurrence of exactly $r$ arbitrary events
Balasubramanian, K.,
Balakrishnan, N.
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253-258. A model selection procedure for time series with seasonality
Franses, Philip Hans
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259-268. Handling spuriosity in the Kalman filter
Lin, Dennis K. J.,
Guttman, Irwin
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269-278. Some results on the representation of measures of location and spread as $L$-functionals
Giovagnoli, Alessandra,
Regoli, Giuliana
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27-28. A proof of the continuity theorem for characteristic functions
Sadooghi-Alvandi, S. M.
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279-287. Complete convergence for $\alpha$-mixing sequences
Shao, Qi-Man
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289-296. Residual sum of squares and multiple potential, diagnostics by a second order local approach
Wu, Xizhi,
Luo, Zhen
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29-38. Towards a theory of confidence intervals for system reliability
Baxter, Laurence A.
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297-300. Predicting the value of an integer-valued random variable
Jeske, Daniel R.
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301-304. An $L_1$-convergence theorem for heterogeneous mixingale arrays with trending moments
Davidson, James
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305-311. Strong uniform convergence of density estimators on compact Euclidean manifolds
Hendriks, H.,
Janssen, J. H. M.,
Ruymgaart, F. H.
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313-319. A property of projection residuals with applications to concave regression
Kuhlmann, Dietrich W.,
Wright, F. T.
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321-329. On the local behaviour of the Yang regression estimate
Dominguez-Menchero, J. Santos,
Domínguez-Menchero, J. Santos
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331-336. Optimal scaling of two-level factorial experiments
Toman, Blaza
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337-342. Imprecise conjugate prior densities for the one-parameter exponential family of distributions
Coolen, F. P. A.
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343-345. On the conservatism of the Tukey-Kramer multiple comparison procedure
Somerville, Paul N.
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347-354. How long does it take to see a flat Brownian path on the average?
Lewis, Thomas M.,
Li, Wenbo V.
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355-359. On relations between prediction error covariance of univariate and multivariate processes
Pourahmadi, Mohsen
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361-368. Optimal stopping in urn models with payoff depending on maximal observed element
Samuel-Cahn, Ester
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369-377. On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes
Krishnaiah, Y. S. Rama
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379-390. Asymptotic law in sequential estimation of a change point
de Cambry, O.
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39-41. Equivalence of Hartley-David-Gumbel and Papathanasiou bounds and some further remarks
Balakrishnan, N.,
Balasubramanian, K.
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391-395. Worthy martingales and integrators
Merzbach, Ely,
Zakai, Moshe
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397-405. Data-dependent bandwidth choice for a grade density kernel estimate
Cwik, Jan,
Ćwik, Jan,
Mielniczuk, Jan
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407-410. A note on monotonicity in optimal multiple stopping problems
Preater, J.
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411-420. Regression transformation diagnostics in transform-both-sides model
Shih, Jian-Qing
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43-46. On the extendibility of partially exchangeable random vectors
Scarsini, Marco,
Verdicchio, Lorenzo
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47-49. On a ranking problem for symmetric and unimodal location parameter families
Roters, M.
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51-54. A probabilistic generalization of Taylor's theorem
Massey, William A.,
Whitt, Ward
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55-58. Power comparisons of some step-up multiple test procedures
Dunnett, Charles W.,
Tamhane, Ajit C.
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59-64. The exact distribution of a least squares regression coefficient estimator after a preliminary $t$-test
Giles, David E. A.,
Srivastava, Virendra K.
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65-70. On the almost certain limiting behavior of normed sums of identically distributed positive random variables
Rosalsky, Andrew
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71-76. Third moment of matrix quadratic form
Tracy, Derrick S.,
Sultan, Shagufta A.
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77-83. Bayesian estimation of hidden Markov chains: A stochastic implementation
Robert, Christian P.,
Celeux, Gilles,
Diebolt, Jean
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85-95. Some tests for unit roots in seasonal time series with deterministic trends
Ahn, Sung K.,
Cho, Sinsup
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97-101. Chung-Smirnov property for perturbed empirical distribution functions
Degenhardt, H. J. A.