Volume 16.
(as bibtex)
60 references.
Articles

19. Dispersion orderings with applications to nonparametric tests
Burger, H. U.

103109. Noninformative nonparametric Bayesian estimation of quantiles
Meeden, Glen

1118. General matrix formulae for computing Bartlett corrections
Cordeiro, Gauss M.

111115. The mixture properties of the 2SHI estimators in linear regression models
Van Hoa, Tran

117119. A note on the breakdown point of the least median of squares and least trimmed squares estimators
Vandev, D.

121128. 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.

129135. Estimating population size from a removal experiment
Yip, Paul,
Fong, Daniel Y. T.

137145. Quantilebased estimation for the BoxCox transformation in random samples
Velilla, Santiago

147152. A characterization for the solution of the MongeKantorovich mass transference problem
TueroDiaz, A.,
CuestaAlbertos, J. A.,
TueroDíaz, A.

153158. Least squares and least absolute deviation procedures in approximately linear models
Nordstroem, Kenneth,
Nordstrom, Kenneth,
Mathew, Thomas,
Nordström, Kenneth

159162. On convergence rates of averages of weakly dependent random variables
Lin, Gwo Dong

163168. A note on moment bounds for strong mixing sequences
Kim, Tae Yoon

169175. Robust linear regression in replicated measurement error models
Carroll, R. J.,
Eltinge, J. L.,
Ruppert, D.

177180. Some inference results in an absolutely continuous multivariate exponential model of Block
Hanagal, David D.

181188. Tests of uniformity for sets of lotto numbers
Joe, Harry

189196. Almost sure uniform convergence rates for $M$smoothers with nonmonotone score functions
Bhattacharya, P. K.,
Zhao, Pengliang

1925. The effect of grouping on the power of the MantelHaenszel test for the comparison of survival rates
Berger, Agnes,
Wallenstein, Sylvan

197203. A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix
Jin, Chun

205211. A note on maximum likelihood estimation in the firstorder Gaussian moving average model
Anderson, T. W.,
Mentz, R. P.

213218. Exact iterative computation of the robust multivariate minimum volume ellipsoid estimator
Cook, R. D.,
Hawkins, D. M.,
Weisberg, S.

219224. Extremes of totally skewed stable motion
Albin, J. M. P.

225233. Generalized bootstrap for studentized $U$statistics: A rank statistic approach
Huskova, Marie,
Janssen, Paul,
Hušková, Marie

235237. On the correlation between $\bar X$ and $S^2$
Trenkler, Gotz,
Trenkler, Goetz,
Knautz, Henning,
Trenkler, Götz

239247. Some specific contiguous alternatives to the normal error assumption in linear models
Chen, Gemai

249251. A logconcavity property of probability of occurrence of exactly $r$ arbitrary events
Balasubramanian, K.,
Balakrishnan, N.

253258. A model selection procedure for time series with seasonality
Franses, Philip Hans

259268. Handling spuriosity in the Kalman filter
Lin, Dennis K. J.,
Guttman, Irwin

269278. Some results on the representation of measures of location and spread as $L$functionals
Giovagnoli, Alessandra,
Regoli, Giuliana

2728. A proof of the continuity theorem for characteristic functions
SadooghiAlvandi, S. M.

279287. Complete convergence for $\alpha$mixing sequences
Shao, QiMan

289296. Residual sum of squares and multiple potential, diagnostics by a second order local approach
Wu, Xizhi,
Luo, Zhen

2938. Towards a theory of confidence intervals for system reliability
Baxter, Laurence A.

297300. Predicting the value of an integervalued random variable
Jeske, Daniel R.

301304. An $L_1$convergence theorem for heterogeneous mixingale arrays with trending moments
Davidson, James

305311. Strong uniform convergence of density estimators on compact Euclidean manifolds
Hendriks, H.,
Janssen, J. H. M.,
Ruymgaart, F. H.

313319. A property of projection residuals with applications to concave regression
Kuhlmann, Dietrich W.,
Wright, F. T.

321329. On the local behaviour of the Yang regression estimate
DominguezMenchero, J. Santos,
DomínguezMenchero, J. Santos

331336. Optimal scaling of twolevel factorial experiments
Toman, Blaza

337342. Imprecise conjugate prior densities for the oneparameter exponential family of distributions
Coolen, F. P. A.

343345. On the conservatism of the TukeyKramer multiple comparison procedure
Somerville, Paul N.

347354. How long does it take to see a flat Brownian path on the average?
Lewis, Thomas M.,
Li, Wenbo V.

355359. On relations between prediction error covariance of univariate and multivariate processes
Pourahmadi, Mohsen

361368. Optimal stopping in urn models with payoff depending on maximal observed element
SamuelCahn, Ester

369377. On tail probabilities of KolmogorovSmirnov statistic based on strong mixing processes
Krishnaiah, Y. S. Rama

379390. Asymptotic law in sequential estimation of a change point
de Cambry, O.

3941. Equivalence of HartleyDavidGumbel and Papathanasiou bounds and some further remarks
Balakrishnan, N.,
Balasubramanian, K.

391395. Worthy martingales and integrators
Merzbach, Ely,
Zakai, Moshe

397405. Datadependent bandwidth choice for a grade density kernel estimate
Cwik, Jan,
Ćwik, Jan,
Mielniczuk, Jan

407410. A note on monotonicity in optimal multiple stopping problems
Preater, J.

411420. Regression transformation diagnostics in transformbothsides model
Shih, JianQing

4346. On the extendibility of partially exchangeable random vectors
Scarsini, Marco,
Verdicchio, Lorenzo

4749. On a ranking problem for symmetric and unimodal location parameter families
Roters, M.

5154. A probabilistic generalization of Taylor's theorem
Massey, William A.,
Whitt, Ward

5558. Power comparisons of some stepup multiple test procedures
Dunnett, Charles W.,
Tamhane, Ajit C.

5964. The exact distribution of a least squares regression coefficient estimator after a preliminary $t$test
Giles, David E. A.,
Srivastava, Virendra K.

6570. On the almost certain limiting behavior of normed sums of identically distributed positive random variables
Rosalsky, Andrew

7176. Third moment of matrix quadratic form
Tracy, Derrick S.,
Sultan, Shagufta A.

7783. Bayesian estimation of hidden Markov chains: A stochastic implementation
Robert, Christian P.,
Celeux, Gilles,
Diebolt, Jean

8595. Some tests for unit roots in seasonal time series with deterministic trends
Ahn, Sung K.,
Cho, Sinsup

97101. ChungSmirnov property for perturbed empirical distribution functions
Degenhardt, H. J. A.