Volume 3.
(as bibtex)
168 references.
Articles
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1-14. A quadratic measure of deviation of two-dimensional density estimates and a test of independence (Corr: V10 p646)
Rosenblatt, M.
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1-14. A Quadratic Measure of Deviation of Two-Dimensional Density Estimates and A Test of Independence
Rosenblatt, M.
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1006-1010. Exponentially Bounded Stopping Time of the Sequential t-Test
Wijsman, R. A.
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1006-1010. Exponentially bounded stopping time of the sequential $t$-test
Wijsman, R. A.
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1011-1017. Asymptotic expansions for the joint and marginal distributions of the latent roots of the covariance matrix
Muirhead, R. J.,
Chikuse, Y.
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1018-1024. Characterizations of prediction sufficiency (adequacy) in terms of risk functions
Takeuchi, Kei,
Akahira, Masafumi
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1025-1030. Mean square error properties of density estimates
Davis, Kathryn Bullock
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1031-1037. Jaroslav Hájek, 1926-1974
Dupac, Vaclav,
Dupač, Václav
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1031-1037. Jaroslav Hajek, 1926-1974
Dupac, Vaclav
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1038-1044. Descriptive statistics for nonparametric models. I: Introduction
Bickel, P. J.,
Lehmann, E. L.
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1038-1044. Descriptive Statistics for Nonparametric Models I. Introduction
Lehmann, E. L.,
Bickel, P. J.
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1045-1069. Descriptive statistics for nonparametric models. II: Location
Bickel, P. J.,
Lehmann, E. L.
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1045-1069. Descriptive Statistics for Nonparametric Models II. Location
Lehmann, E. L.,
Bickel, P. J.
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1070-1100. The behavior of robust estimators on dependent data
Gastwirth, Joseph L.,
Rubin, Herman
-
109-118. Balanced Block Designs and Generalized Youden Designs, I. Construction (Patchwork)
Kiefer, J.
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109-118. Balanced block designs and generalized Youden designs. I: Construction (patchwork)
Kiefer, J.
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1101-1108. Convergence of empirical processes of mixing random variables on $[0,1]$
Withers, C. S.
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1101-1108. Convergence of Empirical Processes of Mixing rv's on $\lbrack 0,1\rbrack$
Withers, C. S.
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1109-1121. Asymptotically efficient estimators for a constant regression with vector-valued stationary residuals
Adenstedt, Rolf K.
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1109-1121. Asymptotically Efficient Estimators for a Constant Regression with Vector- Valued Stationary Residuals
Adenstedt, Rolf K.
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1122-1134. Asymptotically robust tests in unbalanced variance component models
Arvesen, James N.,
Layard, Maxwell W. J.
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1135-1148. A method of constrained randomization for $p_1^{n_1}p_2^{n_2}\ldots p_k^{n_k}$ factorials
Schwaller, Richard L.,
Tiahrt, Kenneth J.
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1135-1148. A Method of Constrained Randomization for $p_1^{n_1}p_2^{n_2} \cdots p_k^{n_k}$ Factorials
Tiahrt, Kenneth J.,
Schwaller, Richard L.
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1149-1162. Resistance of balanced incomplete block designs
Most, Bernard M.
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1163-1174. A simple general approach to inference about the tail of a distribution
Hill, Bruce M.
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1175-1179. A note on substitution in conditional distribution
Perlman, Michael D.,
Wichura, Michael J.
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1180-1182. On a theorem of Morimoto concerning sufficiency for discrete distributions
Brown, L.
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1183-1187. Estimation of the variance of a branching process
Dion, Jean-Pierre
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1188-1188. Note: Correction to "Upper Confidence and Fiducial Limits to the Range of Several Means"
Causey, B.
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1189-1217. Defining the curvature of a statistical problem (with applications to second order efficiency) (C/R: p1217-1242; Ref: V5 p1249)
Efron, Bradley
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1189-1242. Defining the Curvature of a Statistical Problem (with Applications to Second Order Efficiency)
Efron, Bradley
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119-131. Statistical inference using extreme order statistics
Pickands, James, III,
III, James Pickands
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1217-1219. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
Rao, C. R.
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1219-1221. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
Pierce, Don A.
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1221-1221. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
Cox, D. R.
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1222-1223. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
Lindley, D. V.
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1223-1224. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
LeCam, Lucien
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1224-1226. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
Ghosh, J. K.
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1226-1228. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
Pfanzagl, J.
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1228-1231. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
Keiding, Niels
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1231-1234. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)'' (Ref: V5 p1249)
Dawid, A. P.
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1234-1238. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
Reeds, Jim
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1238-1242. Reply to comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
Efron, Bradley
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1243-1266. Invariant tests for uniformity on compact Riemannian manifolds based on Sobolev norms
Gine M., Evarist,
Giné M., Evarist
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1267-1282. Approximations to the expected sample size of certain sequential tests
Pollak, M.,
Siegmund, D.
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1283-1304. Maximum likelihood estimation of parameters of autoregressive processes with moving average residuals and other covariance matrices with linear structure
Anderson, T. W.
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1305-1317. Efficient estimation of transition probabilities in a Markov chain
Bai, Do Sun
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1318-1328. Minimax estimation of location vectors for a wide class of densities
Berger, James
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132-154. Invariant normal models
Anderson, Steen
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1329-1348. Nonparametric maximum likelihood estimation of probability densities by penalty function methods
de Montricher, G. F.,
Tapia, R. A.,
Thompson, J. R.
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1349-1353. A central limit theorem under contiguous alternatives
Behnen, K.,
Neuhaus, G.
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1354-1360. Noninvertible transfer functions and their forecasts
Pierce, David A.
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1361-1363. Estimating generating functions
Hoyle, M. H.
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1364-1369. On re-pairing observations in a broken random sample
Goel, Prem K.
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1370-1370. Notes: Corrections to "On Some Global Measures of the Deviations of Density Function Estimates"
Bickel, P. J.,
Rosenblatt, M.
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1371-1372. Notes: Correction to "On the Existence of a Minimal Sufficient Subfield"
Perlman, Michael D.,
Hasegawa, Minoru
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15-29. Optimal convergence properties of variable knot, kernel, and orthogonal series methods for density estimation
Wahba, Grace
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155-164. Rates of convergence in empirical Bayes estimation problems: Continuous case
Lin, Pi-Erh
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165-188. Central limit theorems for multinomial sums
Morris, Carl
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189-202. A Conjecture of Berry Regarding A Bernoulli Two-Armed Bandit
Joshi, V. M.
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189-202. A conjecture of Berry regarding a Bernoulli two-armed bandit (Corr: V13 p1249)
Joshi, V. M.
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203-208. A modified form of the iterative method of dynamic programming
Hordijk, Arie,
Tijms, Henk
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209-218. Minimax estimators of the mean of a multivariate normal distribution
Bock, M. E.
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219-222. On a criterion for extrapolation in normal regression
O'Reilly, Federico J.
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223-227. Asymptotic normality of the posterior distribution for exponential models
Crain, Bradford R.,
Morgan, Ronnie L.
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228-233. On a lower bound for moments of point estimators
Hasminskii, R. Z.,
Ibragimov, I. A.
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234-240. The rate of convergence of consistent point estimators
Fu, James C.
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241-245. Locally most powerful rank tests for independence with censored data
Shirahata, Shingo
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246-250. The Bayes factor against equiprobability of a multinomial population assuming a symmetric Dirichlet prior
Good, I. J.
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251-256. Special case of the distribution of the median
Paranjape, S. R.,
Rubin, Herman
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257-265. Testing hypotheses in unbalanced variance components models for two-way layouts
Thomsen, Ib
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267-284. Adaptive maximum likelihood estimators of a location parameter
Stone, Charles J.
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285-298. An asymptotically efficient sequence of estimators of a location parameter
Sacks, Jerome
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299-313. Weak convergence of empirical distribution functions of random variables subject to perturbations and scale factors
Rao, J. S.,
Sethuraman, J.
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30-48. Interpolating spline methods for density estimation. I: Equi-spaced knots
Wahba, Grace
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30-48. Interpolating Spline Methods for Density Estimation I. Equi-Spaced Knots
Wahba, Grace
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314-333. Direct products and linear models for complete factorial tables
Haberman, Shelby J.
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334-349. A restricted subset selection approach to ranking and selection problems
Santner, Thomas J.
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350-362. Consistency in generalized isotonic regression
Robertson, Tim,
Wright, F. T.
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363-372. Maximum likelihood estimation in the birth-and-death process (Corr: V6 p472)
Keiding, Niels
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363-372. Maximum Likelihood Estimation in the Birth-and-Death Process
Keiding, Niels
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373-381. Locally most powerful sequential test
Berk, Robert H.
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373-381. Locally Most Powerful Sequential Tests
Berk, Robert H.
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382-400. A sequential signed-rank test for symmetry
Reynolds, Marion R., Jr
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401-412. Local asymptotic power of quadratic rank tests for trend
Beran, Rudolf
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413-428. Inequalities of $s$-ordered distributions
Lawrence, M. J.
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429-444. Normal-theory approximations to tests for linear hypotheses
Jensen, D. R.,
Mayer, L. S.
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445-447. On the nonexistence of Knut Vik designs for all even orders
Hedayat, A.,
Federer, W. T.
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448-450. Admissibility of the best invariant estimator of one co-ordinate of a location vector
Portnoy, Stephen L.
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451-456. Minimax interval estimators of location parameters
Zehnwirth, Benjamin
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457-460. Relationships between the UMVU estimators of the mean and median of a function of a normal distribution
Mehran, Farhad
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461-466. Tests for the general linear hypothesis under the multiple design multivariate linear model
McDonald, Lyman
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467-472. Central and noncentral distributions of Wilks' statistic in MANOVA as mixtures of incomplete beta functions
Tretter, Marietta J.,
Walster, G. William
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473-477. Upper Confidence and Fiducial Limits to the Range of Several Means
Causey, B.
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473-477. Upper confidence and fiducial limits to the range of several means (Corr: V3 p1188)
Causey, B.
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478-482. Note on the Paper "Transformation Groups and Sufficient Statistics" by J. Pfanzagl
Hipp, C.
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478-482. Note on the paper ``Transformation groups and sufficient statistics'' by J. Pfanzagl (72AnMS43 p553-568)
Hipp, C.
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483-488. Strong admissibility of a set of confidence intervals for the mean of a finite population
Joshi, V. M.
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489-491. On admissibility and uniform admissibility in finite population sampling
Scott, A. J.
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49-83. On asymptotic distribution theory in segmented regression problems -- Identified case
Feder, Paul I.
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49-83. On Asymptotic Distribution Theory in Segmented Regression Problems-- Identified Case
Feder, Paul I.
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492-499. On a class of uniformly admissible estimators for finite populations
Sekkappan, Rm.,
Thompson, M. E.
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500-503. A note on sampling with replacement
Cobb, E. Benton
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504-511. Upper and lower posterior probabilities for discrete distributions
Kleyle, Robert
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512-517. Approximate Bayes solutions to some nonparametric problems
Goldstein, M.
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518-520. Arguments for Fisher's permutation test
Oden, Anders,
Odén, Anders,
Wedel, Hans
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521-527. On the use of ranks for testing the coincidence of several regression lines
Adichie, J. N.
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528-531. Convergence of the reduced empirical process for non-i.i.d. random vectors
Neuhaus, Georg
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532-538. An approximate inverse for the covariance matrix of moving average and autoregressive processes
Shaman, Paul
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539-546. A note on the consistency of maximum likelihood estimates for finite families of stochastic processes
Caines, P. E.
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547-553. Markov decision processes with a new optimality criterion: Continuous time
Jaquette, Stratton C.
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554-558. Lower semicontinuous stochastic games with imperfect information
Sengupta, Sailes K.
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559-572. Parameter factorization and inference based on significance, likelihood, and objective posterior
Fraser, D. A. S.,
MacKay, Jock
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573-580. Necessary and sufficient conditions for asymptotic joint normality of a statistic and its subsample values
Hartigan, J. A.
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581-598. Termination, moments and exponential boundedness of the stopping rule for certain invariant sequential probability ratio tests
Lai, Tze Leung
-
599-616. Unified large-sample theory of general chi-squared statistics for tests of fit
Moore, David S.,
Spruill, M. C.
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617-636. Exact robustness studies of tests of two multivariate hypotheses based on four criteria and their distribution problems under violations
Pillai, K. C. S.,
Sudjana
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637-660. Uniformly minimum variance estimation in location parameter families
Bondesson, Lennart
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661-668. On minimizing the probability of misclassification for linear feature selection
Guseman, L. F., Jr,
Peters, B. Charles, Jr,
Walker, Homer F.,
Peters, B. Charles,
Guseman, L. F.
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669-679. Choice of an Optimum Sampling Strategy-1
Ramakrishnan, M. K.
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669-679. Choice of an optimum sampling strategy, I
Ramakrishnan, M. K.
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680-687. On the minimax estimation of a random probability with known first $N$ moments
Joshi, V. M.
-
688-697. Continuous time regressions with discrete data
Robinson, P. M.
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698-706. Consistency in nonparametric estimation of the mode
Sager, Thomas W.
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707-711. Some contributions to the theory of multistage Youden design
Afsarinejad, K.,
Hedayat, A.
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712-716. Further contributions to the theory of $F$-squares design
Hedayat, A.,
Raghavarao, D.,
Seiden, E.
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717-727. On most effective tournament plans with fewer games than competitors
Maurer, Willi
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728-729. Isomorphic $L_2(7)$ designs
John, Peter W. M.
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730-735. On connectedness in two-way elimination of heterogeneity designs
Raghavarao, D.,
Federer, W. T.
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736-740. A note on some Bayesian nonparametric estimates
Goldstein, M.
-
741-746. On Edgeworth expansions with unknown cumulants
Gray, H. L.,
Coberly, W. A.,
Lewis, T. O.
-
747-753. Characterizing exponential family distributions by moment generating functions
Sampson, Allan R.
-
754-758. Characterization of distributions by sets of moments of order statistics
Arnold, Barry C.,
Meeden, Glen
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759-766. Rate of strong consistency of two nonparametric density estimators
Winter, B. B.
-
767-772. On the optimality criterion in compound decision problems
Horn, Susan D.
-
773-779. The distribution of the characteristic roots of $S_1S_2^{-1}$ under violations
Pillai, K. C. S.
-
780-786. The characteristic polynomial of the information matrix for second-order models
Hoke, Albert T.
-
787-792. Weak convergence of the empiric process for independent random variables
Rechtschaffen, R.
-
793-795. A note on optimal stopping for success runs
Ross, Sheldon M.
-
796-796. Notes: Correction to "Comparing Rank Tests for Ordered Alternatives in Randomized Blocks"
Pirie, Walter R.
-
796-796. Notes: Correction to "A Monotonicity Property of the Sequential Probability Ratio Test"
Wijsman, Robert A.
-
797-808. Power of analysis of variance test procedures for incompletely specified fixed models
Mead, Ronald,
Bancroft, T. A.,
Han, Chien-Pai
-
809-824. The asymptotic distribution theory of the empiric c.d.f. for mixing stochastic processes
Gastwirth, Joseph L.,
Rubin, Herman
-
809-824. The Asymptotic Distribution Theory of the Empiric CDF for Mixing Stochastic Processes
Rubin, Herman,
Gastwirth, Joseph L.
-
825-845. On Chernoff-Savage statistics and sequential rank tests
Lai, Tze Leung
-
84-97. The log likelihood ratio in segmented regression
Feder, Paul I.
-
846-861. A generalized approach to maximum likelihood paired comparison ranking
Flueck, John A.,
Korsh, James F.
-
862-873. Estimation of shift and center of symmetry based on Kolmogorov-Smirnov statistics
Rao, P. V.,
Schuster, Eugene F.,
Littell, Ramon C.
-
874-883. On functions of order statistics for mixing processes
Mehra, K. L.,
Rao, M. Sudhakara
-
884-896. Unbounded expected utility
Fishburn, Peter C.
-
897-905. Multivariate probabilities of large deviations
Sievers, Gerald L.
-
906-915. Discrete sequential search for one of many objects
Smith, Furman H.,
Kimeldorf, George
-
916-925. On the Asymptotic Distributions of Some Statistics Used for Testing $\Sigma_1=\Sigma_2$
Subrahmaniam, Kocherlakota
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916-925. On the asymptotic distributions of some statistics used for testing $\Sigma_1=\Sigma_2$
Subrahmaniam, Kocherlakota
-
926-938. Duals of balanced incomplete block designs derived from an affine geometry
Hamada, Noboru,
Tamari, Fumikazu
-
939-946. A finite memory test of the irrationality of the parameter of a coin
Hirschler, Patrick,
Cover, Thomas M.
-
947-954. Bahadur efficiency of linear rank statistics for scale alternatives
Hwang, T. Y.,
Klotz, J. H.
-
955-958. Bounds on the Variance of the U-Statistic for Symmetric Distributions with Shift Alternatives
Johnson, Bruce McK.
-
955-958. Bounds on the variance of the $U$-statistic for symmetric distributions with shift alternatives
Johnson, Bruce McK.
-
959-964. Unbiasedness of the chi-square, likelihood ratio, and other goodness of fit tests for the equal cell case
Cohen, Arthur,
Sackrowitz, H. B.
-
965-968. A note on chi-square statistics with random cell boundaries
Ruymgaart, F. H.
-
969-974. Tail probabilities of noncentral quadratic forms
Beran, Rudolf
-
975-981. The estimation of ARMA models (Corr: V9 p233)
Hannan, E. J.
-
975-981. The Estimation of Arma Models
Hannan, E. J.
-
98-108. On tests for detecting change in mean
Sen, Ashish,
Srivastava, Muni S.
-
982-990. How much do Gauss-Markov and least square estimates differ? A coordinate-free approach
Haberman, Shelby J.
-
991-998. Comparing sequential and non-sequential tests
Berk, Robert H.
-
999-1005. A note on first exit times with applications to sequential analysis
Lai, Tze Leung