The Annals of Statistics

Volume 3.

(as bibtex)

168 references.

Articles

• 1-14. A quadratic measure of deviation of two-dimensional density estimates and a test of independence (Corr: V10 p646)
  Rosenblatt, M.
• 1-14. A Quadratic Measure of Deviation of Two-Dimensional Density Estimates and A Test of Independence
  Rosenblatt, M.
• 1006-1010. Exponentially Bounded Stopping Time of the Sequential t-Test
  Wijsman, R. A.
• 1006-1010. Exponentially bounded stopping time of the sequential $t$-test
  Wijsman, R. A.
• 1011-1017. Asymptotic expansions for the joint and marginal distributions of the latent roots of the covariance matrix
  Muirhead, R. J., Chikuse, Y.
• 1018-1024. Characterizations of prediction sufficiency (adequacy) in terms of risk functions
  Takeuchi, Kei, Akahira, Masafumi
• 1025-1030. Mean square error properties of density estimates
  Davis, Kathryn Bullock
• 1031-1037. Jaroslav Hájek, 1926-1974
  Dupac, Vaclav, Dupač, Václav
• 1031-1037. Jaroslav Hajek, 1926-1974
  Dupac, Vaclav
• 1038-1044. Descriptive statistics for nonparametric models. I: Introduction
  Bickel, P. J., Lehmann, E. L.
• 1038-1044. Descriptive Statistics for Nonparametric Models I. Introduction
  Lehmann, E. L., Bickel, P. J.
• 1045-1069. Descriptive statistics for nonparametric models. II: Location
  Bickel, P. J., Lehmann, E. L.
• 1045-1069. Descriptive Statistics for Nonparametric Models II. Location
  Lehmann, E. L., Bickel, P. J.
• 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.
• 109-118. Balanced block designs and generalized Youden designs. I: Construction (patchwork)
  Kiefer, J.
• 1101-1108. Convergence of empirical processes of mixing random variables on $[0,1]$
  Withers, C. S.
• 1101-1108. Convergence of Empirical Processes of Mixing rv's on $\lbrack 0,1\rbrack$
  Withers, C. S.
• 1109-1121. Asymptotically efficient estimators for a constant regression with vector-valued stationary residuals
  Adenstedt, Rolf K.
• 1109-1121. Asymptotically Efficient Estimators for a Constant Regression with Vector- Valued Stationary Residuals
  Adenstedt, Rolf K.
• 1122-1134. Asymptotically robust tests in unbalanced variance component models
  Arvesen, James N., Layard, Maxwell W. J.
• 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.
• 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.
• 1149-1162. Resistance of balanced incomplete block designs
  Most, Bernard M.
• 1163-1174. A simple general approach to inference about the tail of a distribution
  Hill, Bruce M.
• 1175-1179. A note on substitution in conditional distribution
  Perlman, Michael D., Wichura, Michael J.
• 1180-1182. On a theorem of Morimoto concerning sufficiency for discrete distributions
  Brown, L.
• 1183-1187. Estimation of the variance of a branching process
  Dion, Jean-Pierre
• 1188-1188. Note: Correction to "Upper Confidence and Fiducial Limits to the Range of Several Means"
  Causey, B.
• 1189-1217. Defining the curvature of a statistical problem (with applications to second order efficiency) (C/R: p1217-1242; Ref: V5 p1249)
  Efron, Bradley
• 1189-1242. Defining the Curvature of a Statistical Problem (with Applications to Second Order Efficiency)
  Efron, Bradley
• 119-131. Statistical inference using extreme order statistics
  Pickands, James, III, III, James Pickands
• 1217-1219. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
  Rao, C. R.
• 1219-1221. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
  Pierce, Don A.
• 1221-1221. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
  Cox, D. R.
• 1222-1223. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
  Lindley, D. V.
• 1223-1224. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
  LeCam, Lucien
• 1224-1226. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
  Ghosh, J. K.
• 1226-1228. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
  Pfanzagl, J.
• 1228-1231. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
  Keiding, Niels
• 1231-1234. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)'' (Ref: V5 p1249)
  Dawid, A. P.
• 1234-1238. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
  Reeds, Jim
• 1238-1242. Reply to comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
  Efron, Bradley
• 1243-1266. Invariant tests for uniformity on compact Riemannian manifolds based on Sobolev norms
  Gine M., Evarist, Giné M., Evarist
• 1267-1282. Approximations to the expected sample size of certain sequential tests
  Pollak, M., Siegmund, D.
• 1283-1304. Maximum likelihood estimation of parameters of autoregressive processes with moving average residuals and other covariance matrices with linear structure
  Anderson, T. W.
• 1305-1317. Efficient estimation of transition probabilities in a Markov chain
  Bai, Do Sun
• 1318-1328. Minimax estimation of location vectors for a wide class of densities
  Berger, James
• 132-154. Invariant normal models
  Anderson, Steen
• 1329-1348. Nonparametric maximum likelihood estimation of probability densities by penalty function methods
  de Montricher, G. F., Tapia, R. A., Thompson, J. R.
• 1349-1353. A central limit theorem under contiguous alternatives
  Behnen, K., Neuhaus, G.
• 1354-1360. Noninvertible transfer functions and their forecasts
  Pierce, David A.
• 1361-1363. Estimating generating functions
  Hoyle, M. H.
• 1364-1369. On re-pairing observations in a broken random sample
  Goel, Prem K.
• 1370-1370. Notes: Corrections to "On Some Global Measures of the Deviations of Density Function Estimates"
  Bickel, P. J., Rosenblatt, M.
• 1371-1372. Notes: Correction to "On the Existence of a Minimal Sufficient Subfield"
  Perlman, Michael D., Hasegawa, Minoru
• 15-29. Optimal convergence properties of variable knot, kernel, and orthogonal series methods for density estimation
  Wahba, Grace
• 155-164. Rates of convergence in empirical Bayes estimation problems: Continuous case
  Lin, Pi-Erh
• 165-188. Central limit theorems for multinomial sums
  Morris, Carl
• 189-202. A Conjecture of Berry Regarding A Bernoulli Two-Armed Bandit
  Joshi, V. M.
• 189-202. A conjecture of Berry regarding a Bernoulli two-armed bandit (Corr: V13 p1249)
  Joshi, V. M.
• 203-208. A modified form of the iterative method of dynamic programming
  Hordijk, Arie, Tijms, Henk
• 209-218. Minimax estimators of the mean of a multivariate normal distribution
  Bock, M. E.
• 219-222. On a criterion for extrapolation in normal regression
  O'Reilly, Federico J.
• 223-227. Asymptotic normality of the posterior distribution for exponential models
  Crain, Bradford R., Morgan, Ronnie L.
• 228-233. On a lower bound for moments of point estimators
  Hasminskii, R. Z., Ibragimov, I. A.
• 234-240. The rate of convergence of consistent point estimators
  Fu, James C.
• 241-245. Locally most powerful rank tests for independence with censored data
  Shirahata, Shingo
• 246-250. The Bayes factor against equiprobability of a multinomial population assuming a symmetric Dirichlet prior
  Good, I. J.
• 251-256. Special case of the distribution of the median
  Paranjape, S. R., Rubin, Herman
• 257-265. Testing hypotheses in unbalanced variance components models for two-way layouts
  Thomsen, Ib
• 267-284. Adaptive maximum likelihood estimators of a location parameter
  Stone, Charles J.
• 285-298. An asymptotically efficient sequence of estimators of a location parameter
  Sacks, Jerome
• 299-313. Weak convergence of empirical distribution functions of random variables subject to perturbations and scale factors
  Rao, J. S., Sethuraman, J.
• 30-48. Interpolating spline methods for density estimation. I: Equi-spaced knots
  Wahba, Grace
• 30-48. Interpolating Spline Methods for Density Estimation I. Equi-Spaced Knots
  Wahba, Grace
• 314-333. Direct products and linear models for complete factorial tables
  Haberman, Shelby J.
• 334-349. A restricted subset selection approach to ranking and selection problems
  Santner, Thomas J.
• 350-362. Consistency in generalized isotonic regression
  Robertson, Tim, Wright, F. T.
• 363-372. Maximum likelihood estimation in the birth-and-death process (Corr: V6 p472)
  Keiding, Niels
• 363-372. Maximum Likelihood Estimation in the Birth-and-Death Process
  Keiding, Niels
• 373-381. Locally most powerful sequential test
  Berk, Robert H.
• 373-381. Locally Most Powerful Sequential Tests
  Berk, Robert H.
• 382-400. A sequential signed-rank test for symmetry
  Reynolds, Marion R., Jr
• 401-412. Local asymptotic power of quadratic rank tests for trend
  Beran, Rudolf
• 413-428. Inequalities of $s$-ordered distributions
  Lawrence, M. J.
• 429-444. Normal-theory approximations to tests for linear hypotheses
  Jensen, D. R., Mayer, L. S.
• 445-447. On the nonexistence of Knut Vik designs for all even orders
  Hedayat, A., Federer, W. T.
• 448-450. Admissibility of the best invariant estimator of one co-ordinate of a location vector
  Portnoy, Stephen L.
• 451-456. Minimax interval estimators of location parameters
  Zehnwirth, Benjamin
• 457-460. Relationships between the UMVU estimators of the mean and median of a function of a normal distribution
  Mehran, Farhad
• 461-466. Tests for the general linear hypothesis under the multiple design multivariate linear model
  McDonald, Lyman
• 467-472. Central and noncentral distributions of Wilks' statistic in MANOVA as mixtures of incomplete beta functions
  Tretter, Marietta J., Walster, G. William
• 473-477. Upper Confidence and Fiducial Limits to the Range of Several Means
  Causey, B.
• 473-477. Upper confidence and fiducial limits to the range of several means (Corr: V3 p1188)
  Causey, B.
• 478-482. Note on the Paper "Transformation Groups and Sufficient Statistics" by J. Pfanzagl
  Hipp, C.
• 478-482. Note on the paper ``Transformation groups and sufficient statistics'' by J. Pfanzagl (72AnMS43 p553-568)
  Hipp, C.
• 483-488. Strong admissibility of a set of confidence intervals for the mean of a finite population
  Joshi, V. M.
• 489-491. On admissibility and uniform admissibility in finite population sampling
  Scott, A. J.
• 49-83. On asymptotic distribution theory in segmented regression problems -- Identified case
  Feder, Paul I.
• 49-83. On Asymptotic Distribution Theory in Segmented Regression Problems-- Identified Case
  Feder, Paul I.
• 492-499. On a class of uniformly admissible estimators for finite populations
  Sekkappan, Rm., Thompson, M. E.
• 500-503. A note on sampling with replacement
  Cobb, E. Benton
• 504-511. Upper and lower posterior probabilities for discrete distributions
  Kleyle, Robert
• 512-517. Approximate Bayes solutions to some nonparametric problems
  Goldstein, M.
• 518-520. Arguments for Fisher's permutation test
  Oden, Anders, Odén, Anders, Wedel, Hans
• 521-527. On the use of ranks for testing the coincidence of several regression lines
  Adichie, J. N.
• 528-531. Convergence of the reduced empirical process for non-i.i.d. random vectors
  Neuhaus, Georg
• 532-538. An approximate inverse for the covariance matrix of moving average and autoregressive processes
  Shaman, Paul
• 539-546. A note on the consistency of maximum likelihood estimates for finite families of stochastic processes
  Caines, P. E.
• 547-553. Markov decision processes with a new optimality criterion: Continuous time
  Jaquette, Stratton C.
• 554-558. Lower semicontinuous stochastic games with imperfect information
  Sengupta, Sailes K.
• 559-572. Parameter factorization and inference based on significance, likelihood, and objective posterior
  Fraser, D. A. S., MacKay, Jock
• 573-580. Necessary and sufficient conditions for asymptotic joint normality of a statistic and its subsample values
  Hartigan, J. A.
• 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.
• 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
• 637-660. Uniformly minimum variance estimation in location parameter families
  Bondesson, Lennart
• 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.
• 669-679. Choice of an Optimum Sampling Strategy-1
  Ramakrishnan, M. K.
• 669-679. Choice of an optimum sampling strategy, I
  Ramakrishnan, M. K.
• 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.
• 698-706. Consistency in nonparametric estimation of the mode
  Sager, Thomas W.
• 707-711. Some contributions to the theory of multistage Youden design
  Afsarinejad, K., Hedayat, A.
• 712-716. Further contributions to the theory of $F$-squares design
  Hedayat, A., Raghavarao, D., Seiden, E.
• 717-727. On most effective tournament plans with fewer games than competitors
  Maurer, Willi
• 728-729. Isomorphic $L_2(7)$ designs
  John, Peter W. M.
• 730-735. On connectedness in two-way elimination of heterogeneity designs
  Raghavarao, D., Federer, W. T.
• 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
• 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
• 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