Volume 41.
(as bibtex)
299 references.
Articles

129. Multiple testing versus multiple estimation. Improper confidence sets. Estimation of directions and ratios
Scheffe, Henry,
Scheffé, Henry

10021010. Asymptotic distributions of some multivariate tests
Muirhead, R. J.

101114. Convolutions of stable laws as limit distributions of partial sums
Mason, J. David

10111015. Equivalence of Gauss's principle and minimum discrimination information estimation of probabilities
Campbell, L. L.

10161026. Sequential confidence intervals based on rank tests
Geertsema, J. C.

10271033. A note on the existence of the weak capacity for channels with arbitrarily varying channel probability functions and its relation to Shannon's zero error capacity
Ahlswede, R.

10341058. On the Inference and Decision Models of Statistics
Blyth, Colin R.

10341058. On the inference and decision models of statistics (Com: p10491058)
Blyth, Colin R.

10491054. Comments on ``On the inference and decision models of statistics''
Efron, Bradley

10541058. Comments on ``On the inference and decision models of statistics''
Takeuchi, Kei

10591063. On some problems involving random number of random variables
Todorovic, P.

10641067. A comparison between the Martin boundary theory and the theory of likelihood ratios
Abrahamse, Allan F.

10681070. Convergence of sums to a convolution of stable laws
Mason, J. David

10711073. Note on a characterization of the inverse Gaussian distribution
Wani, J. K.,
Kabe, D. G.

10741077. On bounds on the central moments of even order of a sum of independent random variables
Rosen, Bengt,
Rosén, Bengt

10781082. The geometric density with unknown location parameter
Klotz, Jerome

10831085. Continuity of the Bayes risk
Wijsman, Robert A.

10861090. A sufficient statistics characterization of the normal distribution
Kelker, Douglas,
Matthes, Ted K.

10911095. Distributions Connected with a Multivariate Beta Statistic
Waal, D. J. De

10911095. Distributions connected with a multivariate beta statistic (Corr: V42 p2165)
de Waal, D. J.

10961101. On the domains of definition of analytic characteristic functions (Corr: V42 p415)
Cuppens, R.,
Lukacs, E.

10961101. On the Domains of Definition of Analytic Characteristic Functions
Lukacs, E.,
Cuppens, R.

11021104. A martingale decomposition theorem
Simons, Gordon

11051107. The nonexistence of linked block designs with Latin square association schemes
John, Peter W. M.

11081113. Some observations on the WhiteHultquist procedure for the construction of confounding plans for mixed factorial designs
Banerjee, K. S.

11141121. Products of two polykays when one has weight 5
Nagambal, P. N.,
Tracy, D. S.

11221125. On Stanton and Mullin's construction of Room squares
Byleen, Karl

11261127. Correction Notes: Correction to "Uniform Consistency of Some Estimates of a Density Function"
Henrichon, E. G.,
Moore, D. S.

11261126. Correction Notes: Correction to "A Delicate Law of the Iterated Logarithm for NonDecreasing Stable Processes"
Breiman, Leo

11281131. Review: Sidney J. Yakowitz, Mathematics of Adaptive Control Processes
Zacks, S.

11311132. Review: M. T. Wasan, Stochastic Approximation
Dupac, Vaclav

115132. Some asymptotic results in a model of population growth
Singer, Burton

11731205. The limit points of a normalized random walk
Kesten, Harry

12061216. On a scheduling problem in sequential analysis
Ehrenfeld, S.

12171222. The construction of uniformly minimum variance unbiased estimators for exponential distributions
Abbey, J. L.,
David, H. T.

12231226. A note on symmetric Bernoulli random variables
Eaton, Morris L.

12271234. Moment inequalities for the maximum cumulative sum
Serfling, R. J.

12351248. Convergence properties of $S_n$ under moment restrictions
Serfling, R. J.

12491259. Bounds and asymptotes for the performance of multivariate quantizers
Elias, Peter

12601272. Gaussian processes with stationary increments: Local times and sample function properties
Berman, Simeon M.

12731281. A class of ADF tests for subhypothesis in the multiple linear regression
Koul, Hira L.

12821295. The representation of functionals of Brownian motion by stochastic integrals (Corr: V42 p1778)
Clark, J. M. C.

12821295. The Representation of Functionals of Brownian Motion by Stochastic Integrals
Clark, J. M. C.

12961310. A layer rank test for ordered bivariate alternatives
Bhattacharyya, G. K.,
Johnson, Richard A.

13111321. Inadmissibility of Various "Good" Statistical Procedures Which are Translation Invariant
Perng, S. K.

13111321. Inadmissibility of various ``good'' statistical procedures which are translation invariant
Perng, S. K.

13221333. Stopping Time of a RankOrder Sequential Probability Ratio Test Based on Lehmann Alternatives II
Sethuraman, J.

13221333. Stopping time of a rankorder sequential probability ratio test based on Lehmann alternatives  II
Sethuraman, J.

133145. The Joint Distribution of Traces of Wishart Matrices and Some Applications
Jensen, D. R.

133145. The joint distribution of traces of Wishart matrices and some applications (Corr: V41 p2186)
Jensen, D. R.

13341338. Error estimation for a limit theorem for dependent random variables
Block, H. W.

13391343. Note on a result of Dudley on the speed of mean GlivenkoCantelli convergence
Ganssler, Peter,
Gaaenssler, Peter,
Gänssler, Peter

13441346. A consistent nonparametric multivariate density estimator based on statistically equivalent blocks
Gessaman, M. P.

13471348. Note on the uniform convergence of density estimates
Schuster, Eugene F.

13491353. Necessary and sufficient condition for convergence in probability to invariant posterior distributions
Stone, M.

13541356. A characterization of certain infinitely divisible laws
Ruegg, Alan

13571359. A simple proof of an inequality for multivariate normal probabilities of rectangles
Jogdeo, Kumar

13601362. A note on uniform convergence of stochastic processes
Jain, Naresh C.,
Kallianpur, G.

13631368. General formulae for the central moments of certain serial correlation coefficient approximations
Kemp, Adrienne W.

13691372. On a class of uniformly admissible estimators of a finite population total
Ericson, W. A.

13731373. Acknowledgment of Priority to "On Bartlett's Test and Lehmann's Test for Homogeneity of Variances"
Nagao, Hisao,
Sugiura, Nariaki

13741374. Correction Notes: Correction to "A Limit Theorem for Conditioned Recurrent Random Walk Attracted to a Stable Law"
Belkin, Barry

13741374. Correction Notes: Correction to "The Weighted Likelihood Ratio, Sharp Hypotheses About Chances, the Order of a Markov Chain"
Lientz, B. P.,
Dickey, James

13751375. Correction Notes: Correction to "Jackknifing $U$Statistics"
Arvesen, James N.

13761380. Correction Notes: Correction to "On the Probability of Large Deviations of Families of Sample Means"
Sethuraman, J.

13811383. Review: M. Iosifescu, R. Theodorescu, Random Processes and Learning
Norman, M. Frank

13971409. Statistical methods related to the law of the iterated logarithm
Robbins, Herbert

14101429. Boundary crossing probabilities for the Wiener process and sample sums
Robbins, Herbert,
Siegmund, David

14301437. Centered variations of sample paths of homogeneous processes
Sharpe, Michael

14381445. Some basic properties of multidimensional partially balanced designs
Srivastava, J. N.,
Anderson, Donald A.

14461455. Sequential search with discounted income, the discount of a function of the cell searched
Sweat, Calvin W.

14461455. Sequential Search with Discounted Income, the Discount a Function of the Cell Searched
Sweat, Calvin W.

14561465. An application of extreme value theory to reliability theory
Harris, Robert

146163. A limit theorem for conditioned recurrent random walk attracted to a stable law (Corr: V41 p1374)
Belkin, Barry

146163. A Limit Theorem for Conditioned Recurrent Random Walk Attracted to a Stable Law
Belkin, Barry

14661471. The decision process for maximizing the probability of obtaining the random variable nearest to an arbitrary real number
Enns, E. G.

14721490. An inversion algorithm for onedimensional $F$expansions
Guthery, Scott Bates

14911499. The classification statistic $W^*$ in covariate discriminant analysis
Memon, Ahmed Zogo,
Okamoto, Masashi

14911499. The Classification Statistic $W^\ast$ in Covariate Discriminant Analysis
Okamoto, Masashi,
Memon, Ahmed Zogo

15001509. On the asymptotic efficiency of median unbiased estimates
Pfanzagl, J.

15101529. An infinitesimal decomposition for a class of Markov processes
Knight, Frank B.

15301540. On the equivalence of Mann's group automorphism method of constructing an $O(n,n1)$ set and Raktoe's collineation method of constructing a balanced set of $L$restrictional primepowered lattice designs
Hedayat, A.,
Federer, W. T.

15301540. On the Equivalence of Mann's Group Automorphism Method of Constructing an $O(n, n  1)$ Set and Raktoe's Collineation Method of Constructing a Balanced Set of $L$Restrictional PrimePowered Lattice Designs
Federer, W. T.,
Hedayat, A.

15411556. Asymptotic expansions for distributions of the roots of two matrices from classical and complex Gaussian populations
Li, Hung C.,
Pillai, K. C. S.,
Chang, Tseng C.

15571562. On the null distribution of the sum of the roots of a multivariate beta distribution
Davis, A. W.

15631567. Distributions of $Z^\gamma$ and $Z^\ast$ for Complex $Z$ with Results Applied to the Complex Normal Distribution
Krutchkoff, Richard G.,
Brock, Archie D.

15631567. Distributions of $Z^\gamma$ and $Z^*$ for complex $Z$ with results applied to the complex normal distribution
Brock, Archie D.,
Krutchkoff, Richard G.

15681581. Admissibility of invariant confidence procedures for a location parameter (Corr: V42 p1462)
Joshi, V. M.

15681581. Admissibility of Invariant Confidence Procedures for Estimating a Location Parameter
Joshi, V. M.

15821595. A multiparameter Gaussian process
Park, Won Joon

15961603. A selection problem
Desu, M. Mahamunulu

16041623. Markov renewal processes with auxiliary paths
Schal, Manfred,
Schaael, Manfred,
Schäl, Manfred

16241630. Reciprocal processes: The stationary Gaussian case
Jamison, Benton

16311639. An Operator Theorem on $L_1$ Convergence to Zero with Applications to Markov Kernels
Sucheston, Louis,
Ornstein, Donald

16311639. An operator theorem on $L_1$ convergence to zero, with applications to Markov kernels
Ornstein, Donald,
Sucheston, Louis

164171. A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains
Baum, Leonard E.,
Petrie, Ted,
Soules, George,
Weiss, Norman

16401645. Some robust selection procedures
Randles, Ronald H.

16461654. Bounds for the power of likelihood ratio tests and their asymptotic properties
Krafft, Olaf,
Plachky, Detlef

16551664. The sequential generation of $D$optimum experimental designs
Wynn, Henry P.

16651671. On choosing a Deltasequence
Woodroofe, Michael

16721683. Some remarks on the Feller property
Walsh, John B.

16841694. A class of orthogonal series related to martingales
Nelson, Paul I.

16951699. On a theorem of Bahadur on the rate of convergence of test statistics
Raghavachari, M.

17001707. An asymptotic expansion for the noncentral Wishart distribution
Anderson, George A.

17001707. An Asymptotic Expansion for the Noncentral Wishart Distribution
Anderson, George A.

17081716. The application of invariance to unbiased estimation
Eaton, Morris L.,
Morris, Carl N.

17171724. On the effect of a search upon the probability distribution of a target whose motion is a diffusion process
Hellman, Olavi

172181. Efficiencyrobust estimation of location
van Eeden, Constance

17251734. Linear spaces and unbiased estimation
Seely, Justus

17351748. Linear Spaces and Unbiased EstimationApplication to the Mixed Linear Model
Seely, Justus

17351748. Linear spaces and unbiased estimation  Application to the mixed linear model
Seely, Justus

17491752. Multiplication of polykays using ordered partitions
Carney, E. J.

17531755. A central limit theorem with nonparametric applications
Noether, Gottfried E.

17561759. A note on a sequential procedure for comparing two KoopmanDarmois populations
Paulson, Edward

17601762. A comment on the compound decision theory
Sandved, Else

17631767. Generalized combining of elements from finite fields
Raktoe, B. L.

17681773. Some convergence theorems for ranks and weighted empirical cumulatives
Koul, Hira Lal

17741779. Finite Population SamplingOn Labels in Estimation
Royall, Richard M.

17741779. Finite population sampling  On labels in estimation
Royall, Richard M.

17801782. Reviews of ``Patterns and configurations in finite spaces'' and ``The mathematics of experimental design''
Hedayat, A.,
Vajda, S.

17801782. Review: S. Vajda, Patterns and Configurations in Finite Spaces. Number 22 of Griffins Statistical Monographs and Courses; S. Vajda, The Mathematics of Experimental Design. Number 23 of Griffins Statistical Monographs and Courses
Hedayat, A.

18171844. Extrapolation and interpolation of stationary Gaussian processes
Dym, H.,
McKean, H. P.

182187. On the waiting time in the queueing system GI/G/1
Schassberger, R.

182187. On the Waiting Time in the Queuing System GI/G/1
Schassberger, R.

18451852. Estimating the empiric distribution function of a parameter sequence
Fox, Richard J.

18451852. Estimating the Empiric Distribution Function of Certain Parameter Sequences
Fox, Richard J.

18531860. Behavior of moments of row sums of elementary systems
Brown, B. M.,
Eagleson, G. K.

18611869. Block designs for mixture experiments (Corr: 76AnlsStat 4 p12941295)
Nigam, A. K.

18701883. Some properties of a normal process near a local maximum
Lindgren, Georg

188194. Limiting distributions of some variations of the chisquare statistic
Murthy, V. K.,
Gafarian, A. V.

18841888. A complete class theorem for multidimensional onesided alternatives
Eaton, Morris L.

18891895. A nonlinear characterization of the normal distribution
Kingman, Albert,
Graybill, Franklin A.

18961905. Linear rank statistics under alternatives indexed by a vector parameter
Beran, R. J.

19061916. Some remarks on the twoarmed bandit
Fabius, J.,
van Zwet, Willem

19171934. The optimum design of a twofactor experiment using prior information
Owen, R. J.

19351941. A property of Poisson processes and its application to macroscopic equilibrium of particle systems (Corr: V42 p1777)
Brown, Mark

19351941. A Properity of Poisson Processes and its Applications to Macroscopic Equilibrium of Particle Systems
Brown, Mark

19421951. On Selection Procedures Based on Ranks: Counterexamples Concerning Least Favorable Configurations
Woodworth, George G.,
Rizvi, M. Haseeb

19421951. On selection procedures based on ranks; counterexamples concerning least favorable configurations
Rizvi, M. Haseeb,
Woodworth, George G.

195202. A simple proof of a result of Kesten and Stigum on supercritical multitype GaltonWatson branching process
Athreya, Krishna B.

19521969. On the coupon collector's waiting time
Rosen, Bengt,
Rosén, Bengt

19701977. A characteristic property of the multivariate normal density function and some of its applications
Patil, G. P.,
Boswell, M. T.

19781982. Convergence of sums of random variables conditioned on a future change of sign
Liggett, Thomas M.

19831991. The folded cubic association scheme
John, Peter W. M.

19921998. Exact confidence intervals in regression problems with independent symmetric errors
Hartigan, J. A.

19992020. Estimation and testing hypotheses for one, two, or several samples from general multivariate distributions
Tanaka, Masao

20212034. Estimation of the last mean of a monotone sequence
Cohen, Arthur,
Sackrowitz, Harold B.

203206. Characterization of optimal saturated main effect plans of the $2^n$ factorial
Raktoe, B. L.,
Federer, W. T.

20352044. $F$square and orthogonal $F$squares design: A generalization of Latin square and orthogonal Latin squares design
Hedayat, A.,
Seiden, E.

20452056. Global cross sections and the densities of maximal invariants
Koehn, Uwe

20572074. Designs for Regression Problems with Correlated Errors III
Ylvisaker, Donald,
Sacks, Jerome

20572074. Designs for regression problems with correlated errors, III
Sacks, Jerome,
Ylvisaker, Donald

207213. Some regular and nonregular functions of finite Markov chains
Dharmadhikari, S. W.,
Nadkarni, M. G.

20752092. On the probability that a sample distribution function lies below a line segment
Eicker, F.

20932104. The capacity and ambiguity of a transducer
Conner, William M.

21052112. A Markov stopping problem for which no entry time is $\epsilon$optimal
Taylor, Howard M.

21052112. A Markov Stopping Problem for Which no Entry Time is $\epsilon$Optimal
Taylor, Howard M.

21132122. A characterization based on the absolute difference of two i.i.d. random variables
Puri, Prem S.,
Rubin, Herman

21132122. A Characterization Based on the Absolute Difference of Two I. I. D. Random Variables
Rubin, Herman,
Puri, Prem S.

21232125. Harmonic functions and hitting distributions for Markov processes
Crawford, Gordon B.

21262129. Probabilistic techniques leading to a Valirontype theorem in several complex variables
Krishna, J. Gopala

21302131. An extension of the HewittSavage zeroone law
Horn, Susan,
Schach, Siegfried

21322134. On averaging over distinct units in sampling with replacement (Ack: V43 p1744)
Korwar, R. M.,
Serfling, R. J.

21352136. On the relation between Bahadur efficiency and power
Littell, Ramon C.,
Folks, J. Leroy

21372139. A note on order statistics for heterogeneous distributions
Sen, Pranab Kumar

214226. The weighted likelihood ratio, sharp hypotheses about chances, the order of a Markov chain (Corr: V41 p1374, V43 p1380)
Dickey, James M.,
Lientz, B. P.

214226. The Weighted Likelihood Ratio, Sharp Hypotheses about Chances, the Order of a Markov Chain
Lientz, B. P.,
Dickey, James M.

21402143. On some convergence properties of onesample rank order statistics
Sen, Pranab Kumar

21442149. Asymptotic normality of random rank statistics
Koul, Hira Lal

21502152. Note on Moments of a Logistic Order Statistics
Shah, B. K.

21502152. Note on moments of logistic order statistics
Shah, B. K.

21532154. Establishing the positive definiteness of the sample covariance matrix
Dykstra, Richard L.

21552157. Reverse submartingale and some functions of order statistics
Bhattacharyya, B. B.

21582160. The HartmanWintner law of the iterated logarithm for martingales
Stout, William F.

21612165. On the departure from normality of a certain class of martingales
Heyde, C. C.,
Brown, B. M.

21662168. On the supremum of $S_n/n$
McCabe, B. J.,
Shepp, L. A.

21692174. Maximum likelihood estimation of a unimodal density, II
Wegman, Edward J.

21752176. On the Tail $\Sigma$Algebra of the Finite Inhomogeneous Markov Chains
Cohn, Harry

21752176. On the tail $\sigma$algebra of the finite inhomogeneous Markov chains
Cohn, Harry

21772178. A necessary condition for GlivenkoCantelli convergence in $E_n$
Dehardt, John,
DeHardt, John

21792183. On the First Time $S_n \geq cn^{\frac {1}{2} {(1)}$
Woodroofe, Michael

21792183. On the first time $\vert S_n\vert>cn^{1/2}$
Woodroofe, Michael

21842185. A theorem on saturated plans and their complements
Raktoe, B. L.,
Federer, W. T.

21862186. Correction Note: Correction to "The Joint Distribution of Traces of Wishart Matrices and Some Applications"
Jensen, D. R.

227236. A class of multisample distributionfree tests
Deshpande, Jayant V.,
Deshpandé, Jayant V.

237250. The accuracy of infinitely divisible approximations to sums of independent variables with application to stable laws
Boonyasombut, Virool,
Shapiro, Jesse M.

251283. Large deviations and Bahadur efficiency of linear rank statistics
Woodworth, George G.

284291. On the construction of almost uniformly convergent random variables with given weakly convergent image laws
Wichura, Michael J.

292304. Use of maximum likelihood for estimating error variance from a collection of analysis of variance mean squares
Gnanadesikan, R.,
Wilk, M. B.

3038. On the absolute continuity of measures
Duncan, Tyrone E.

305309. A bound for the distribution of the maximum of continuous Gaussian processes
Marcus, Michael

310314. On the monotonicity of the OC of an SPRT
Hoel, David G.

315317. Monotonicity properties of the multinomial distribution
Alam, Khursheed

318320. Monotonicity property of the distribution of the Studentized smallest chisquare
Alam, Khursheed

318320. A Monotonicity Property of the Distribution of the Studentized Smallest ChiSquare
Alam, Khursheed

321325. On a characterization of the Wiener process by constant regression
Rao, B. L. S. Prakasa

326327. Correction Notes: Correction to "Cylindrically Rotatable Designs of Types 1, 2 and 3"
Herzberg, Agnes M.

326326. Correction Notes: Correction to "Optimum Classification Rules for Classification into Two Multivariate Normal Populations"
Gupta, S. Das

341352. Unbiased coin tossing with a biased coin
Simons, Gordon,
Hoeffding, Wassily

353362. On a class of infinite games related to Liar Dice
Ferguson, Thomas S.

363368. Approximation of age dependent, multitype branching processes
Kurtz, Thomas G.

369375. A randomized procedure of saturated main effect fractional replicates
Federer, W. T.,
Paik, U. B.

376400. Construction of $\beta$content tolerance regions at confidence level $\gamma$ for large samples from the $k$variate normal distribution
Guttman, Irwin

376400. Construction of $\beta$Content Tolerance Regions at Confidence Level $\gamma$ for Large Samples from the $k$Variate Normal Distribution
Guttman, Irwin

3943. The exit distribution of an interval for completely asymmetric stable processes
Port, Sidney C.

401411. Cauchy's equation and sufficient statistics on arcwise connected spaces
Denny, J. L.

412421. Some structure theorems for the symmetric stable laws
Schilder, Michael

422426. A duality between autoregressive and moving average processes concerning their least squares parameter estimates
Pierce, David A.

427439. The asymptotic distribution of the measure of random sets with application to the classical occupancy problem and suggestions for curve fitting
Ailam, Gedalia

4458. Spectral estimation with random truncation
Pickands, James, III

440445. On an asymptotic representation of the distribution of the characteristic roots of $S_1S_2^{1}$
Chang, Tseng C.

446456. Sufficient conditions for the admissibility under squared error loss of formal Bayes estimators
Zidek, James V.

446456. Sufficient Conditions for the Admissibility Under Squared Errors Loss of Formal Bayes Estimators
Zidek, J. V.

457471. Maximum likelihood estimation of a unimodal density function
Wegman, Edward J.

472479. Functions of processes with Markovian states  III
Fox, Martin,
Rubin, Herman

472479. Functions of Processes with Markovian StatesIII
Rubin, Herman,
Fox, Martin

480485. Integral functionals of birth and death processes and related limiting distributions
McNeil, Donald R.

486494. A note on a characterization of the multivariate normal distribution
Fisk, P. R.

495502. A correspondence between Bayesian estimation on stochastic processes and smoothing by splines
Kimeldorf, George S.,
Wahba, Grace

503506. Another look at Doob's theorem
Getoor, R. K.,
Rao, Murali

507519. Estimation for distributions with monotone failure rate
Rao, B. L. S. Prakasa

520527. On excess over the boundary
Lorden, Gary

528538. GaussMarkov estimation for multivariate linear models: A coordinate free approach
Eaton, Morris L.

539550. Ergodic theorems for infinite probabilistic tables (Ref: V42 p405408)
Paz, A.

539550. Ergodic Theorems for Infinite Probabilistic Tables
Paz, A.

551566. Betting systems in favorable games
Truelove, Alan J.

567575. Further results on minimum variance unbiased estimation and additive number theory
Patil, G. P.,
Joshi, S. W.

575593. Deficiency
Hodges Jr, J. L.,
Lehmann, E. L.

576584. A system of Markov chains with random life times
Leysieffer, Frederick W.

585591. Best tests for testing hypotheses about a random parameter with unknown distribution
Meeden, Glen

5969. Bayes and fiducial equivariant estimators of the common mean of two normal distributions
Zacks, S.

592600. A local limit theorem and recurrence conditions for sums of independent nonlattice random variables
Mineka, J.,
Silverman, S.

601608. The asymptotic behavior of Bayes estimators
Chao, M. T.

601608. The Asymptotic Behavior of Bayes' Estimators
Chao, M. T.

609620. Estimation for monotone parameter sequences: The discrete case
Sackrowitz, Harold

621625. On the weak convergence of probability measures
LeCam, Lucien

626641. Optimally timing the sale of stock when the tax man is breathing down your neck
Albert, Arthur

642645. A family of minimax estimators of the mean of a multivariate normal distribution
Baranchik, A. J.

646647. An addendum to ``Stochastic approximation and nonlinear regression'' (MIT Press)
Albert, A. E.,
Gardner, L. A., Jr

646647. An Addendum to "Stochastic Approximation and Nonlinear Regression"
Gardner, L. A.,
Albert, A. E.

648650. On relationship algebras of incomplete block designs (Corr: V42 p842)
Robinson, J.

648650. On Relationship Algebras of Incomplete Block Designs
Robinson, J.

651654. An M/G/$\infty$ estimation problem
Brown, Mark

651654. An $M/G/\infty$ Estimation Problem
Brown, Mark

655657. Joint distribution of the extreme roots of a covariance matrix
Sugiyama, T.

658664. Characteristic functions, moments, and the Central Limit Theorem
Brown, B. M.

665666. On a certain recurrence relation
Ahuja, J. C.

667672. The order of the minimum variance in a nonregular case
Polfeldt, Thomas

673679. Minimum variance order when estimating the location of an irregularity in the density
Polfeldt, Thomas

680682. A note on random polynomials
Wood, Richard G.

683687. An extension of Wilks' test for the equality of means
Olkin, I.,
Shrikhande, S. S.

688691. Recursive estimation of a subset of regression coefficients
Jones, Richard H.

692697. Distribution theory of positive definite quadratic form with matrix argument
Shah, B. K.

692697. Distribution Theory of a Positive Definite Quadratic Form with Matrix Argument
Shah, B. K.

698701. A characterization of a conditional expectation with respect to a $\sigma$lattice
Dykstra, Richard L.

698701. A Characterization of a Conditional Expectation with Respect to a $\Sigma$ Lattice
Dykstra, Richard L.

7077. An improved formula for the asymptotic variance of spectrum estimates
Neave, Henry R.

702705. Convex cones and finite optimals
Raghavan, T. E. S.

706709. Convergence properties of martingale transforms
Walk, Harro

710712. A weak convergence theorem for random sums of independent random variables
Fernandez, Pedro J.

713717. A multivariate definition for increasing hazard rate distribution functions
Harris, Robert

718722. On multivariate density estimates based on orthogonal expansions
Tarter, Michael,
Kronmal, Richard

723728. The Distribution of the Ratios of Means to the Square Root of the Sum of Variances of a Bivariate Normal Sample
Liao, S. H.,
Patil, S. A.

723728. The distribution of the ratio to means to the square root of the sum of variances of a bivariate normal sample (Ack: V42 p1461)
Patil, S. A.,
Liao, S. H.

729732. Note on a Paper by H. G. Tucker
Haan, Laurens De

729732. A note on a paper by H. G. Tucker
de Haan, Laurens

733735. A remark on almost invariance
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746748. Review: Kai Lai Chung, A Course in Probability Theory
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748749. Review: Howard Tucker, A Graduate Course in Probability
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749750. Review: R. M. Blumenthal, R. K. Getoor, Markov Processes and Potential Theory
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765782. Learning with finite memory
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783801. Deficiency
Hodges, J. L., Jr,
Lehmann, E. L.

802828. On the assumptions used to prove asymptotic normality of maximum likelihood estimates
LeCam, L.

829842. Convergence in distribution of stochastic integrals
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843850. Functions of Markov chains
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851864. Asymptotic expansions associated with posterior distributions
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865875. Fluctuations when $E(X_1) = \infty$
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876887. Construction of a Set of 512Run Designs of Resolution $\geqq 5$ and a Set of Even 1024Run Designs of Resolution $\geqq 6$
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894906. Consistency a posteriori
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907917. An Iterative Procedure for Estimation in Contingency Tables
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939944. Weak convergence of probability measures on the function space $C(0,\infty)$
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9911001. Systems of partial differential equations for hypergeometric functions of matrix argument
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ivviii. William Feller, 19061970 (Note: In Issue No. 6)
Olkin, Ingram