Volume 39.
(as bibtex)
290 references.
Articles

122. Towards a theory of generalized Bayes tests
Farrell, R. H.

10071019. The Correlation Structure of the Output Process of Some Single Server Queueing Systems
Daley, D. J.

10071019. The correlation structure of the output process of some single server systems
Daley, D. J.

10201029. Functions of finite Markov chains and exponential type processes
Boudreau, Paul E.

10301039. On estimating monotone parameters
Robertson, Tim,
Waltman, Paul

10401047. The performance of some sequential procedures for a ranking problem
Srivastava, M. S.,
Ogilivie, J.,
Ogilvie, J.

10481056. Bounds on the Sample Size Distribution for a Class of Invariant Sequential Probability Ratio Tests
Wijsman, R. A.

10481056. Bounds on the sample size distribution for a class of invariant sequential probability
Wijsman, R. A.

10571068. Sequential maximum likelihood estimation of the size of a population
Samuel, Ester

10691077. Splitting a single state of a stationary process into Markovian states
Dharmadhikari, S. W.

10781079. A clarification concerning certain equivariance classes of Gaussian processes on an interval
Feldman, J.

10781079. A Clarification Concerning Certain Equivalence Classes of Gaussian Processes on an Interval
Feldman, J.

10801082. An inequality in constrained random variables
Mallows, C. L.

10831085. On a simple estimate of the reciprocal of the density function
Bloch, Daniel A.,
Gastwirth, Joseph L.

11071114. Ergodic theory with recurrent weights
Berk, Kenneth N.

11151124. On a class of aligned rank order tests in twoway layouts
Sen, Pranab Kumar

11251143. The estimation of variances after using a Gaussianating transformation
Hoyle, M. H.

11441152. The output process of a stationary M/M/s queueing system
Burke, P. J.

11441152. The Output Process of a Stationary $M/M/s$ Queueing System
Burke, P. J.

11531157. A class of infinitely divisible mixtures
Steutel, F. W.

11581175. Contributions to central limit theory for dependent variables
Serfling, R. J.

11761185. Operating characteristics of some sequential design rules
Bohrer, Robert

11861190. The geometry of an $r × c$ contingency table
Fienberg, Stephen E.

11861190. The Geometry of an $r \times c$ Contingency Table
Fienberg, Stephen E.

11911195. Monotone convergence of binomial probabilities and a generalization of Ramanujan's equation
Jogdeo, Kumar,
Samuels, S. M.

11961201. Robustness of the Wilcoxon estimate of location against a certain dependence
Hoeyland, Arnljot,
Høyland, Arnljot

12021209. The Wilcoxon twosample statistic on strongly mixing processes
Serfling, R. J.

12101219. Renewal theorems when the first or the second moment is infinite
Teugels, Jozef L.

12201227. An optimality condition for discrete dynamic programming with no discounting
Denardo, E. V.,
Miller, B. L.

12281235. Existence of optimal stopping rules for rewards related to $S_n/n$
Siegmund, David,
Simons, Gordon,
Feder, Paul

123133. Convergence of sums of squares of martingale differences
Chow, Y. S.

12361243. Probability densities with given marginals (Corr: V39p2161)
Kullback, S.

12361243. Probability Densities with Given Marginals
Kullback, S.

12441263. Asymptotically Optimum Properties of Certain Sequential Tests
Wong, Seok Pin

12441263. Asymptotic optimum properties of certain sequential tests
Wong, Seok Pin

12641273. Generalized asymptotic expansions of CornishFisher type
Hill, G. W.,
Davis, A. W.

12741281. On the Moments of Elementary Symmetric Functions of the Roots of Two Matrices and Approximations to a Distribution
Pillai, K. C. S.,
Khatri, C. G.

12741281. On moments of elementary symmetric functions of the roots of two matrices and approximations to a distribution
Khatri, C. G.,
Pillai, K. C. S.

12821288. Independent sequences with the Stein property
Burkholder, D. L.

12891302. Bayesian Estimation of Mixing Distributions
Rolph, John E.

12891302. Bayes estimation of mixing distributions
Rolph, John E.

13031309. Simultaneous tests for the equality of covariance matrices against certain alternatives
Krishnaiah, P. R.

13101315. The $\epsilon$entropy of certain measures of [0, 1]
Pitcher, T. S.

13101315. The $\epsilon$Entropy of Certain Measures on $\lbrack 0, 1 \rbrack$
Pitcher, T. S.

13161326. Multivariate exponentialtype distributions
Bildikar, Sheela,
Patil, G. P.

13271332. On asymptotic normality in stochastic approximation
Fabian, Vaclav,
Fabian, Václav

13331344. Optimal stopping in a Markov process
Taylor, Howard M.

134138. A decomposition for $L^1$bounded martingales
Gundy, Richard F.

13451347. A Borel set not containing a graph
Blackwell, David

13481349. A note on the weak law of large numbers
Katz, Melvin

13501353. On the proportion of observations above sample means in a bivariate normal distribution
Mustafi, Chandan K.

13541357. Construction of joint probability distributions
Kemp, L. F., Jr,
Kemp, L. F.

13581358. Correction Notes: Corrections and Comments on "Tests for the Equality of Covariance Matrices Under the Intraclass Correlation Model"
Pathak, P. K.,
Krishnaiah, P. R.

13581359. Correction Notes: Correction to "An Asymptotic Expansion for the Distribution of the Linear Discriminant Function"
Okamoto, Masashi

13591359. Correction Notes: Correction to "On the Distribution of a Multiple Correlation Matrix: NonCentral Multivariate BetaDistributions"
Srivastava, M. S.

13811390. Convolutions of distributions attracted to stable laws (Ref: V41 p729732)
Tucker, H. G.

13811390. Convolutions of Distributions Attracted to Stable Laws
Tucker, Howard G.

139154. On infinitely divisible laws and a renewal theorem for nonnegative random variables
Smith, Walter L.

13911401. On a theorem by Dobrushin
Stone, Charles

14021424. Large deviations theory in exponential families
Efron, Bradley,
Truax, Donald,
Traux, Donald

14251434. On Multivariate Normal Probabilities of Rectangles: Their Dependence on Correlations
Sidak, Zbynek

14251434. On multivariate normal probabilities of rectangles
Sidak, Zbynek,
Šidák, Zbyněk

14351447. Optimal Designs on Tchebycheff Points
Studden, W. J.

14351447. Optimal designs on Tchebyscheff points
Studden, W. J.

14481462. On the ergodicity for nonstationary multiple Markov processes
BuiTr\d{o}ngLieu,
Deberghes, Helene,
Deberghes, Hélène,
BùiTr\d{o}ngLieu

14631472. On confidence limits for the reliability of systems
Myhre, Janet M.,
Saunders, Sam C.

14731478. Distributions determined by cutting a simplex with hyperplanes
Dempster, A. P.,
Kleyle, Robert M.

14791485. Convergence rates for the law of the iterated logarithm
Davis, James Avery

14861492. A note on robust estimation in analysis of variance
Spjoetvoll, Emil,
Spjøtvoll, Emil

14931497. On the asymptotic normality of onesided stopping rules
Siegmund, D.

14981501. On a characterization of symmetric stable processes with finite mean
Rao, B. L. S. Prakasa

15021506. Almost Sure Convergence of Quadratic Forms in Independent Random Variable
Varberg, Dale E.

15021506. Almost sure convergence of quadratic forms in independent random variables
Varberg, Dale E.

15071512. Cross spectral analysis of Gaussian vector process in the presence of variance fluctuations
Rao, T. Subba

15071512. Cross Spectral Analysis of a Gaussian Vector Process in the Presence of Variance Fluctuations
Rao, T. Subba

15131516. The discrete Student's $t$ distribution
Ord, J. K.

15171539. Design and analysis of experiments with mixtures
Murty, J. S.,
Das, M. N.

15401548. Construction of Room squares
Stanton, R. G.,
Mullin, R. C.

15491562. Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
Stout, William F.

15491562. Some results on the complete and almost sure convergence of linear combinations of independent and random variables and martingale differences
Stout, William F.

155158. Variations on a renewal theorem of Smith
Heyde, C. C.

15631572. Distances of probability measures and random variables
Dudley, R. M.

15731576. On invariance and almost invariance (Ref: V41 p733735)
Berk, Robert H.,
Bickel, P. J.

15731576. On Invariance and Almost Invariance
Bickel, P. J.,
Berk, Robert H.

15771590. Some examples of multidimensional incomplete block designs
Causey, B. D.

159163. The big match
Blackwell, David,
Ferguson, T. S.

15911604. On a generalized Savage statistic with applications to life testing
Basu, A. P.

16051609. Some multivariate $t$distributions
Miller, K. S.

16101614. On the trimmed MannWhitney statistic
Hettmansperger, Thomas P.

16151628. Three multidimensionalintegral identities with Bayesian applications
Dickey, James M.

16291637. A compact table for power of the $t$test
Hodges, J. L., Jr,
Lehmann, E. L.

16381645. Efficient difference equation estimators in exponential regression
McGilchrist, C. A.

164170. Some properties of an algebraic representation of stochastic processes
Holland, Paul W.

16461653. Admissibility and distribution of some probabilistic functions of discrete finite state Markov chains
Tsao, Chia Kuei

16541660. Approach to degeneracy and the efficiency of some multivariate tests
Bhattacharyya, G. K.,
Johnson, Richard A.

16611674. The Information in a Rankorder and the Stopping Time of Some Associated SPRT'S
Savage, I. Richard,
Berk, Robert H.

16611674. The information in a rankorder and the stopping time of some associated SPRTs
Berk, Robert H.,
Savage, I. Richard

16751685. Weak convergence and a ChernoffSavage theorem for random sample sizes
Pyke, Ronald,
Shorack, Galen R.

16861692. Unbiasedness of some text criteria for the equality of one or two covariance matrices
Sugiura, Nariaki,
Nagao, Hisao

16861692. Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices
Nagao, Hisao,
Sugiura, Nariaki

16931699. On slippage test  (I) A generalization of NeymanPearson's lemma
Kudo, Akio,
Hall, Irving J.,
Kudô, Akio

16931699. On Slippage Tests$(I)^1$ A Generalization of NeymanPearson's Lemma
Kudo, Akio,
Hall, Irving J.

17001710. How to minimize or maximize the probabilities of extinction in a GaltonWatson process and in some related multiplicative population processes
Goodman, Leo A.

171178. Locally and asymptotically minimax tests of a multivariate problem
Giri, N.

17111718. Calculation of Zonal Polynomial Coefficients by Use of the LaplaceBeltrami Operator
James, A. T.

17111718. Calculation of zonal polynomial coefficients by the use of the LaplaceBeltrami operator
James, A. T.

17191723. Bounds on moments of martingales
Dharmadhikari, S. W.,
Fabian, V.,
Jogdeo, K.

17191723. Bounds on the Moments of Martingales
Jogdeo, K.,
Fabian, V.,
Dharmadhikari, S. W.

17241730. Asymptotic normality of sample quantiles for $m$dependent processes
Sen, Pranab Kumar

17311743. Nonparametric Tests for Shift at an Unknown Time Point
Johnson, Richard A.,
Bhattacharyya, G. K.

17311743. Nonparametric tests for shift at unknown time point
Bhattacharyya, G. K.,
Johnson, Richard A.

17441746. A note on the admissibility of pooling in the analysis of variance
Cohen, Arthur

17471750. On the robustness of some characterizations of the normal distribution
Meshalkin, L. K.

17511752. Exact distribution of the product of independent generalized gamma variables with the same shape parameter
Malik, Henrick John

17531754. A Mixture of Recurrent Random Walks Need not be Recurrent
Mineka, J.

17531754. A mixture of two recurrent random walks need not be recurrent
Mineka, J.

17551755. On the monotonicity of $E_p(S_t/t)$
Chow, Y. S.,
Studden, W. J.

17561758. Ancillary Statistics and Estimation of the Loss in Estimation Problems
Sandved, Else

17561758. Ancillary statistics and prediction of the loss in estimation problems
Sandved, Else

17591761. Some results on Pólya type 2 distributions
Alam, Khursheed

17591761. Some Results on Polya Type 2 Distributions
Alam, Khursheed

17621763. An inequality for the ratio of two quadratic forms in normal variates
Kadiyala, Koteswara Rao

17641764. Correction Note: Correction to "On Tests of Equality of Two Covariance Matrices"
Giri, N.

17651768. Review: Jaroslav Hajek, Zbynek Sidak, Theory of Rank Tests
Hoeffding, Wassily

17691769. Review: J. Keilson, Green's Function Methods in Probability Theory
Wendel, J. G.

179182. An example of large discrepancy between measures of asymptotic efficiency of tests
Tsutakawa, R. K.

18011817. Embedding of urn schemes into continuous time Markov branching processes and related limit theorems
Athreya, Krishna Balasundaram,
Karlin, Samuel

18181824. A delicate law of the iterated logarithm for nondecreasing stable processes (Add: V40 p1855;Corr: V41 p1126)
Breiman, Leo

18181824. A Delicate Law of the Iterated Logarithm for NonDecreasing Stable Processes
Breiman, Leo

18251843. On a general class of designs for multiresponse experiments
Srivastava, J. N.

183192. Estimation of the parameter in the stochastic model for phage attachment to bacteria
Srivastava, R. C.

18441848. On dominating an average associated with dependent Gaussian vectors
Schwartz, S. C.,
Root, W. L.

18491862. On the distribution of some statistics useful in the analysis of jointly stationary time series
Wahba, Grace

18631889. Contagion in stochastic models for epidemics
Yang, Grace Lo

18901904. Sequential compound estimation
Gilliland, Dennis C.

19051912. Optimal stopping for functions of Markov chains
RuizMoncayo, Alberto

19131922. Robustness of some nonparametric procedures in linear models
Sen, Pranab Kumar

19231931. Some integral transforms of characteristic functions
Andersen, G.,
Kawata, T.

193199. Invariant interval estimation of a location parameter
Valand, R. S.

19321945. On pseudogames
Banos, Alfredo,
Baños, Alfredo

19461952. On the Cost of not Knowing the Variance when Making a FixedWidth Confidence Interval for the Mean
Simons, Gordon

19461952. On the cost of not knowing the variance when making a fixed width confidence interval for the mean
Simons, Gordon

19531977. Sequential selection of experiments
Gray, K. B., Jr,
Gray, K. B.

19781994. On the admissibility at infinity, within the class of randomized designs, of balanced designs
Farrell, R. H.

19781994. On the Admissibility at $\infty$, Within the Class of Randomized Designs, of Balanced Designs
Farrell, R. H.

19952001. Further second order rotatable designs
Draper, Norman R.,
Herzberg, Agnes M.

200208. Paired comparisons for paired characteristics
Sen, P. K.,
David, H. A.

20022015. A treatment of ties in paired comparisons
Singh, Jagbir,
Thompson, W. A., Jr

20162028. Convergence rates for probabilities of moderate deviations
Davis, James Avery

20292037. On slippage tests (II)  Similar slippage tests
Kudo, Akio,
Hall, Irving J.,
Kudô, Akio,
Yeh, NengChe

20292037. On Slippage Tests(II) Similar Slippage Tests
Yeh, NengChe,
Kudo, Akio,
Hall, Irving J.

20382043. Asymptotic shapes for sequential testing of truncation parameters
Schwarz, Gideon

20442055. On the distribution of the log likelihood ratio test statistics when the true parameter is `near' the boundaries of the hypothesis regions
Feder, Paul I.

20442055. On the Distribution of the Log Likelihood Ratio Test Statistic When the True Parameter is "Near" the Boundaries of the Hypothesis Regions
Feder, Paul I.

20562066. Information and sufficient subfields
Ghurye, S. G.

20672074. An extension of Paulson's selection procedure
Hoel, D. G.,
Mazumdar, M.

20752093. Nonparametric ranking procedures for comparison with a control
Rizvi, M. Haseeb,
Sobel, Milton,
Woodworth, George G.

209214. On the identifiability of finite mixtures
Yakowitz, Sidney J.,
Spragins, John D.

20942097. On a theorem of Skorohod
Dubins, Lester E.

20982102. On recent theorems concerning the supercritical GaltonWatson process
Seneta, E.

21032107. Randomized Rules for the TwoArmedBandit with Finite Memory
Samuels, S. M.

21032107. Randomized rules for the twoarmed bandit with finite memory
Samuels, S. M.

21082113. On a limit distribution of high level crossings of a stationary Gaussian process
Qualls, Clifford

21142117. The Distribution of Galton's Statistic
Holland, Paul W.,
Gross, Shulamith

21142117. The distribution of Galton's statistics
Gross, Shulamth,
Holland, Paul W.

21182122. Arbitrary state Markov decision processes
Ross, Sheldon M.

21182122. Arbitrary State Markovian Decision Processes
Ross, Sheldon M.

21232127. On the local behavior of Markov transition probabilities
Blackwell, David,
Freedman, David

21282130. An elementary method for obtaining lower bounds on the asymptotic power of rank tests
Gastwirth, Joseph L.,
Wolff, Stephen,
Wolff, Stephen S.

21312135. Representing finitely additive invariant probabilities
Olshen, Richard A.

21362140. Necessary Conditions for Almost Sure Extinction of a Branching Process with Random Environment
Smith, Walter L.

21362140. Necessary conditions for almost sure extinction of branching process with random environment
Smith, Walter L.

21412144. Comparison tests for the convergence of martingales
Davis, Burgess

21452148. A generalization of Ito's theorem concerning the pointwise ergodic theorem
Kim, ChooWhan

21492153. Weak convergence of a sequence of quickest detection problems
Iglehart, Donald L.,
Taylor, Howard M.

215226. On the noncentral distributions of two test criteria in multivariate analysis of variance
Khatri, C. G.,
Pillai, K. C. S.

21542158. Bounds for the probability of a union of events, with applications
Kounias, Eustratios G.

21542158. Bounds for the Probability of a Union, with Applications
Kounias, Eustratios G.

21592160. A note on the weak law
Deo, C. M.,
Truax, D. R.

21612161. Correction Notes: Correction to "A Note on Conservative Confidence Intervals for the Mean of a Multivariate Normal"
Scott, Alastair

21612161. Correction Notes: Correction to "Probability Densities with Given Marginals"
Kullback, S.

21612161. Correction Notes: Correction to "A Remark on Sequential Discrimination"
Freedman, David A.

21622162. Correction Notes: Correction to Abstract "Some Numerical Results to R. Borges' Approximation of the Binomial Distribution"
Gebhardt, Friedrich

21632167. Review: Thomas S. Ferguson, Mathematical Statistics, A Decision Theoretic Approach
Wijsman, Robert A.

21682168. Review: J. G. Kemeny, L. J. Snell, A. W. Knapp, Denumerable Markov Chains
Orey, Steven

21692170. Review: J. J. Martin, Bayesian Decision Problems and Markov Chains
Bhat, B. R.

227232. On the distribution of a multiple correlation matrix;noncentral multivariate beta distributions (Corr: V39 p1359)
Srivastava, M. S.

227232. On the Distribution of a Multiple Correlation Matrix: NonCentral Multivariate Beta Distributions
Srivastava, M. S.

2328. On a necessary and sufficient condition for admissibility of estimators when strictly convex loss is used
Farrell, R. H.

233241. The calculation of distributions of KolmogorovSmirnov type statistics including a table of significance points for a particular case
Noe, Marc,
Noé, Marc,
Vandewiele, Georges

242245. A tree counting problem
Moon, J. W.

246255. Construction of the Set of 256Run Designs of Resolution $\geqq 5$ and the Set of Even 512Run Designs of Resolution $\geqq 6$ with Special Reference to the Unique Saturated Designs
Mitchell, Toby J.,
Draper, Norman R.

246255. Construction of the set of 256run designs of resolution $\ge5$ and the set of even 512run designs of resolution $\ge6$ with special reference to the unique saturated designs
Draper, Norman R.,
Mitchell, Toby J.

256257. Estimating the total probability of the unobserved outcomes of an experiment
Robbins, Herbert E.

258260. Some invariant laws related to the arc sine law
Imhof, J. P.

261262. A note on the absence of tangencies in Gaussian sample paths
Ylvisaker, Donald

263265. An elementary proof of asymptotic normality of linear functions of order statistics
Moore, D. S.

266269. The asymptotic error of iterations
Frank, Peter

270271. A note on stochastic difference equations
Miller, K. S.

272274. Recurrence relations between moments of order statistics for exchangeable variates
David, H. A.,
Joshi, P. C.

275277. On tests of the equality of two covariance matrices (Ack: V39 p1764)
Giri, N.

275277. On Tests of the Equality of Two Covariance Matrices
Giri, N.

278281. Note on a minimax design for cluster sampling
Joshi, V. M.

282285. On a further robustness property of the test and estimator based on Wilcoxon's signed rank statistic
Sen, Pranab Kumar

286288. Construction of sequences estimating the mixing distribution
Deely, J. J.,
Kruse, R. L.

289289. Correction Note: Correction to "Distribution of Definite and of Indefinite Quadratic Forms From a Noncentral Normal Distribution"
Shah, B. K.

2948. Inadmissibility of the usual estimators of scale parameters in problems with unknown location and scale parameters
Brown, L.

290291. Review: Harald Cramer, M. R. Leadbetter, Stationary and Related Stochastic Processes/Sampling Function Properties and Their Applications
Ylvisaker, Donald

292292. Review: D. N. Lawley, A. E. Maxwell, Factor Analysis as a Statistical Method
Rubin, Herman

293293. Review: Winifred D. Ashton, Theory of Road Traffic Flow
Wang, Peter C. C.

325346. Asymptotic normality of simple linear rank statistics under alternatives
Hajek, Jaroslav,
Hájek, Jaroslav

347357. Some results on multitype continuous time Markov branching processes
Athreya, Krishna Balasundaram

358364. A random time change relating semiMarkov and Markov processes
Yackel, James

365371. A Remark on Hitting Places for Transient Stable Process
Port, Sidney C.

365371. A remark on hitting places for transient stable processes
Port, Sidney C.

372376. Transforms of stochastic processes
Millar, P. Warwick

377378. Substitution in conditional expectation
Bahadur, R. R.,
Bickel, P. J.

379381. On convergence in $r$mean of normalized partial sums
Pyke, Ronald,
Root, David

382389. The invariance principle for a lattice of random variables
Kuelbs, J.

390393. A simpler proof of Smith's roulette theorem
Dubins, Lester E.

394397. A characterization of certain sequences of norming constants
Kimbleton, Stephen R.

394397. A Characterization of Certain Sequences of Noming Constants
Kimbleton, Stephen R.

398411. The probability that the sample distribution function lies between two parallel straight lines
Durbin, J.

412423. Nondiscounted denumerable Markovian decision models
Ross, Sheldon

424432. On recurrent denumerable decision processes
Fisher, Lloyd

433441. Characterizations of independence in certain families of bivariate and multivariate distributions
Jogdeo, Kumar

442456. Asymptotically optimal Bayes and minimax procedures in sequential estimation
Bickel, Peter J.,
Yahav, Joseph A.

457465. On the choice of design in stochastic approximation methods
Fabian, Vaclav,
Fabian, Václav

466480. Concentration of random quotients
Lawton, William H.

481491. On the numerical representation of qualitative condition probability
Luce, R. Duncan

481491. On the Numerical Representation of Qualitative Conditional Probability
Luce, R. Duncan

4969. Designs for regression problems with correlated errors; many parameters
Sacks, Jerome,
Ylvisaker, Donald

4969. Designs for Regression Problems With Correlated Errors: Many Parameters
Ylvisaker, Donald,
Sacks, Jerome

492501. Minimax estimation of a random probability whose first $N$ moments are known
Skibinsky, Morris

502516. Estimation of the larger translation parameter
Blumenthal, Saul,
Cohen, Arthur

517530. Estimation of two ordered translation parameters
Blumenthal, Saul,
Cohen, Arthur

531546. A comparison of the most stringent and the most stringent somewhere most powerful test for certain problems with restricted alternative
Schaafsma, W.

547560. Likelihood ratio tests for restricted families of probability distributions
Barlow, Richard E.

561566. Smoothed estimates for multinomial cell probabilities
Dickey, James M.

567582. Jackknifing variances
Miller, Rupert G., Jr

583592. Inference from a knockout tournament
Hartigan, J. A.

593605. The conditional Wishart: normal and nonnormal
Fraser, D. A. S.

593605. The Conditional Wishart: Normal and Nonnormal
Fraser, D. A. S.

606620. Admissibility of the sample mean as estimate of the mean of a finite population
Joshi, V. M.

621642. Hyperadmissibility and optimum estimator for sampling finite populations (Ref: V42 p680690)
Hanurav, T. V.

621642. HyperAdmissibility and Optimum Estimators for Sampling Finite Populations
Hanurav, T. V.

643656. Relationship of generalized polykays to unrestricted sums for balanced complete finite populations
Carney, Edward J.

657663. On the structure and analysis of singular fractional replicates
Banerjee, K. S.,
Federer, W. T.

664673. Nonparametric discrimination using tolerance regions
Quesenberry, C. P.,
Gessaman, M. P.

674675. An example in denumerable decision processes
Fisher, Lloyd,
Ross, Sheldon M.

676680. Association matrices and the Kronecker product of designs
Durendran, P. U.

681683. A series of balanced incomplete block designs
Yalavigi, C. C.

684685. Correction Notes: Correction to Asymptotically Optimal Statistics in Some Models with Increasing Failure Rate Averages
Doksum, Kjell

684684. Correction Notes: Correction to On the Theory of Rank Order Tests for Location in the Multivariate One Sample Problem
Puri, Madan Lal,
Sen, Pranab Kumar

684684. Correction Notes: Correction to A Note on the Sphericity Test
Gleser, Leon J.

686686. Review: Edward Nelson, Dynamical Theories of Brownian Motion
Doob, J. L.

7075. When are GaussMarkov and least squares estimators identical? A coordinatefree approach
Kruskal, William

727754. A multidimensional linear growth birth and death process
Milch, Paul R.

755771. Weak convergence of a twosample empirical process and a new approach to ChernoffSavage theorems (Corr: 75AnlsProb 3 p1068)
Pyke, Ronald,
Shorack, Galen

755771. Weak Convergence of a Twosample Empirical Process and a New Approach to ChernoffSavage Theorems
Shorack, Galen R.,
Pyke, Ronald

7687. Estimation of the location of the cusp of a continuous density
Rao, B. L. S. Prakasa

772784. Most powerful tests for some nonexponential families
Spjoetvoll, Emil,
Spjøtvoll, Emil

785801. Estimation of Stochastic Systems: Arbitrary System Process with Additive White Noise Observation Errors
Striebel, C.,
Kallianpur, G.

785801. Estimation of stochastic systems; arbitrary system process with additive white noise observations error
Kallianpur, G.,
Striebel, C.

802814. A potential theory for martingales
Curtis, E. Count

802814. A Potential Theory for Supermartingales
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