Volume 3.
(as bibtex)
168 references.
Articles

114. A quadratic measure of deviation of twodimensional density estimates and a test of independence (Corr: V10 p646)
Rosenblatt, M.

114. A Quadratic Measure of Deviation of TwoDimensional Density Estimates and A Test of Independence
Rosenblatt, M.

10061010. Exponentially Bounded Stopping Time of the Sequential tTest
Wijsman, R. A.

10061010. Exponentially bounded stopping time of the sequential $t$test
Wijsman, R. A.

10111017. Asymptotic expansions for the joint and marginal distributions of the latent roots of the covariance matrix
Muirhead, R. J.,
Chikuse, Y.

10181024. Characterizations of prediction sufficiency (adequacy) in terms of risk functions
Takeuchi, Kei,
Akahira, Masafumi

10251030. Mean square error properties of density estimates
Davis, Kathryn Bullock

10311037. Jaroslav Hájek, 19261974
Dupac, Vaclav,
Dupač, Václav

10311037. Jaroslav Hajek, 19261974
Dupac, Vaclav

10381044. Descriptive statistics for nonparametric models. I: Introduction
Bickel, P. J.,
Lehmann, E. L.

10381044. Descriptive Statistics for Nonparametric Models I. Introduction
Lehmann, E. L.,
Bickel, P. J.

10451069. Descriptive statistics for nonparametric models. II: Location
Bickel, P. J.,
Lehmann, E. L.

10451069. Descriptive Statistics for Nonparametric Models II. Location
Lehmann, E. L.,
Bickel, P. J.

10701100. The behavior of robust estimators on dependent data
Gastwirth, Joseph L.,
Rubin, Herman

109118. Balanced Block Designs and Generalized Youden Designs, I. Construction (Patchwork)
Kiefer, J.

109118. Balanced block designs and generalized Youden designs. I: Construction (patchwork)
Kiefer, J.

11011108. Convergence of empirical processes of mixing random variables on $[0,1]$
Withers, C. S.

11011108. Convergence of Empirical Processes of Mixing rv's on $\lbrack 0,1\rbrack$
Withers, C. S.

11091121. Asymptotically efficient estimators for a constant regression with vectorvalued stationary residuals
Adenstedt, Rolf K.

11091121. Asymptotically Efficient Estimators for a Constant Regression with Vector Valued Stationary Residuals
Adenstedt, Rolf K.

11221134. Asymptotically robust tests in unbalanced variance component models
Arvesen, James N.,
Layard, Maxwell W. J.

11351148. 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.

11351148. 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.

11491162. Resistance of balanced incomplete block designs
Most, Bernard M.

11631174. A simple general approach to inference about the tail of a distribution
Hill, Bruce M.

11751179. A note on substitution in conditional distribution
Perlman, Michael D.,
Wichura, Michael J.

11801182. On a theorem of Morimoto concerning sufficiency for discrete distributions
Brown, L.

11831187. Estimation of the variance of a branching process
Dion, JeanPierre

11881188. Note: Correction to "Upper Confidence and Fiducial Limits to the Range of Several Means"
Causey, B.

11891217. Defining the curvature of a statistical problem (with applications to second order efficiency) (C/R: p12171242; Ref: V5 p1249)
Efron, Bradley

11891242. Defining the Curvature of a Statistical Problem (with Applications to Second Order Efficiency)
Efron, Bradley

119131. Statistical inference using extreme order statistics
Pickands, James, III,
III, James Pickands

12171219. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
Rao, C. R.

12191221. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
Pierce, Don A.

12211221. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
Cox, D. R.

12221223. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
Lindley, D. V.

12231224. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
LeCam, Lucien

12241226. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
Ghosh, J. K.

12261228. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
Pfanzagl, J.

12281231. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
Keiding, Niels

12311234. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)'' (Ref: V5 p1249)
Dawid, A. P.

12341238. Comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
Reeds, Jim

12381242. Reply to comments on ``Defining the curvature of a statistical problem (with applications to second order efficiency)''
Efron, Bradley

12431266. Invariant tests for uniformity on compact Riemannian manifolds based on Sobolev norms
Gine M., Evarist,
Giné M., Evarist

12671282. Approximations to the expected sample size of certain sequential tests
Pollak, M.,
Siegmund, D.

12831304. Maximum likelihood estimation of parameters of autoregressive processes with moving average residuals and other covariance matrices with linear structure
Anderson, T. W.

13051317. Efficient estimation of transition probabilities in a Markov chain
Bai, Do Sun

13181328. Minimax estimation of location vectors for a wide class of densities
Berger, James

132154. Invariant normal models
Anderson, Steen

13291348. Nonparametric maximum likelihood estimation of probability densities by penalty function methods
de Montricher, G. F.,
Tapia, R. A.,
Thompson, J. R.

13491353. A central limit theorem under contiguous alternatives
Behnen, K.,
Neuhaus, G.

13541360. Noninvertible transfer functions and their forecasts
Pierce, David A.

13611363. Estimating generating functions
Hoyle, M. H.

13641369. On repairing observations in a broken random sample
Goel, Prem K.

13701370. Notes: Corrections to "On Some Global Measures of the Deviations of Density Function Estimates"
Bickel, P. J.,
Rosenblatt, M.

13711372. Notes: Correction to "On the Existence of a Minimal Sufficient Subfield"
Perlman, Michael D.,
Hasegawa, Minoru

1529. Optimal convergence properties of variable knot, kernel, and orthogonal series methods for density estimation
Wahba, Grace

155164. Rates of convergence in empirical Bayes estimation problems: Continuous case
Lin, PiErh

165188. Central limit theorems for multinomial sums
Morris, Carl

189202. A Conjecture of Berry Regarding A Bernoulli TwoArmed Bandit
Joshi, V. M.

189202. A conjecture of Berry regarding a Bernoulli twoarmed bandit (Corr: V13 p1249)
Joshi, V. M.

203208. A modified form of the iterative method of dynamic programming
Hordijk, Arie,
Tijms, Henk

209218. Minimax estimators of the mean of a multivariate normal distribution
Bock, M. E.

219222. On a criterion for extrapolation in normal regression
O'Reilly, Federico J.

223227. Asymptotic normality of the posterior distribution for exponential models
Crain, Bradford R.,
Morgan, Ronnie L.

228233. On a lower bound for moments of point estimators
Hasminskii, R. Z.,
Ibragimov, I. A.

234240. The rate of convergence of consistent point estimators
Fu, James C.

241245. Locally most powerful rank tests for independence with censored data
Shirahata, Shingo

246250. The Bayes factor against equiprobability of a multinomial population assuming a symmetric Dirichlet prior
Good, I. J.

251256. Special case of the distribution of the median
Paranjape, S. R.,
Rubin, Herman

257265. Testing hypotheses in unbalanced variance components models for twoway layouts
Thomsen, Ib

267284. Adaptive maximum likelihood estimators of a location parameter
Stone, Charles J.

285298. An asymptotically efficient sequence of estimators of a location parameter
Sacks, Jerome

299313. Weak convergence of empirical distribution functions of random variables subject to perturbations and scale factors
Rao, J. S.,
Sethuraman, J.

3048. Interpolating spline methods for density estimation. I: Equispaced knots
Wahba, Grace

3048. Interpolating Spline Methods for Density Estimation I. EquiSpaced Knots
Wahba, Grace

314333. Direct products and linear models for complete factorial tables
Haberman, Shelby J.

334349. A restricted subset selection approach to ranking and selection problems
Santner, Thomas J.

350362. Consistency in generalized isotonic regression
Robertson, Tim,
Wright, F. T.

363372. Maximum likelihood estimation in the birthanddeath process (Corr: V6 p472)
Keiding, Niels

363372. Maximum Likelihood Estimation in the BirthandDeath Process
Keiding, Niels

373381. Locally most powerful sequential test
Berk, Robert H.

373381. Locally Most Powerful Sequential Tests
Berk, Robert H.

382400. A sequential signedrank test for symmetry
Reynolds, Marion R., Jr

401412. Local asymptotic power of quadratic rank tests for trend
Beran, Rudolf

413428. Inequalities of $s$ordered distributions
Lawrence, M. J.

429444. Normaltheory approximations to tests for linear hypotheses
Jensen, D. R.,
Mayer, L. S.

445447. On the nonexistence of Knut Vik designs for all even orders
Hedayat, A.,
Federer, W. T.

448450. Admissibility of the best invariant estimator of one coordinate of a location vector
Portnoy, Stephen L.

451456. Minimax interval estimators of location parameters
Zehnwirth, Benjamin

457460. Relationships between the UMVU estimators of the mean and median of a function of a normal distribution
Mehran, Farhad

461466. Tests for the general linear hypothesis under the multiple design multivariate linear model
McDonald, Lyman

467472. Central and noncentral distributions of Wilks' statistic in MANOVA as mixtures of incomplete beta functions
Tretter, Marietta J.,
Walster, G. William

473477. Upper Confidence and Fiducial Limits to the Range of Several Means
Causey, B.

473477. Upper confidence and fiducial limits to the range of several means (Corr: V3 p1188)
Causey, B.

478482. Note on the Paper "Transformation Groups and Sufficient Statistics" by J. Pfanzagl
Hipp, C.

478482. Note on the paper ``Transformation groups and sufficient statistics'' by J. Pfanzagl (72AnMS43 p553568)
Hipp, C.

483488. Strong admissibility of a set of confidence intervals for the mean of a finite population
Joshi, V. M.

489491. On admissibility and uniform admissibility in finite population sampling
Scott, A. J.

4983. On asymptotic distribution theory in segmented regression problems  Identified case
Feder, Paul I.

4983. On Asymptotic Distribution Theory in Segmented Regression Problems Identified Case
Feder, Paul I.

492499. On a class of uniformly admissible estimators for finite populations
Sekkappan, Rm.,
Thompson, M. E.

500503. A note on sampling with replacement
Cobb, E. Benton

504511. Upper and lower posterior probabilities for discrete distributions
Kleyle, Robert

512517. Approximate Bayes solutions to some nonparametric problems
Goldstein, M.

518520. Arguments for Fisher's permutation test
Oden, Anders,
Odén, Anders,
Wedel, Hans

521527. On the use of ranks for testing the coincidence of several regression lines
Adichie, J. N.

528531. Convergence of the reduced empirical process for noni.i.d. random vectors
Neuhaus, Georg

532538. An approximate inverse for the covariance matrix of moving average and autoregressive processes
Shaman, Paul

539546. A note on the consistency of maximum likelihood estimates for finite families of stochastic processes
Caines, P. E.

547553. Markov decision processes with a new optimality criterion: Continuous time
Jaquette, Stratton C.

554558. Lower semicontinuous stochastic games with imperfect information
Sengupta, Sailes K.

559572. Parameter factorization and inference based on significance, likelihood, and objective posterior
Fraser, D. A. S.,
MacKay, Jock

573580. Necessary and sufficient conditions for asymptotic joint normality of a statistic and its subsample values
Hartigan, J. A.

581598. Termination, moments and exponential boundedness of the stopping rule for certain invariant sequential probability ratio tests
Lai, Tze Leung

599616. Unified largesample theory of general chisquared statistics for tests of fit
Moore, David S.,
Spruill, M. C.

617636. Exact robustness studies of tests of two multivariate hypotheses based on four criteria and their distribution problems under violations
Pillai, K. C. S.,
Sudjana

637660. Uniformly minimum variance estimation in location parameter families
Bondesson, Lennart

661668. 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.

669679. Choice of an Optimum Sampling Strategy1
Ramakrishnan, M. K.

669679. Choice of an optimum sampling strategy, I
Ramakrishnan, M. K.

680687. On the minimax estimation of a random probability with known first $N$ moments
Joshi, V. M.

688697. Continuous time regressions with discrete data
Robinson, P. M.

698706. Consistency in nonparametric estimation of the mode
Sager, Thomas W.

707711. Some contributions to the theory of multistage Youden design
Afsarinejad, K.,
Hedayat, A.

712716. Further contributions to the theory of $F$squares design
Hedayat, A.,
Raghavarao, D.,
Seiden, E.

717727. On most effective tournament plans with fewer games than competitors
Maurer, Willi

728729. Isomorphic $L_2(7)$ designs
John, Peter W. M.

730735. On connectedness in twoway elimination of heterogeneity designs
Raghavarao, D.,
Federer, W. T.

736740. A note on some Bayesian nonparametric estimates
Goldstein, M.

741746. On Edgeworth expansions with unknown cumulants
Gray, H. L.,
Coberly, W. A.,
Lewis, T. O.

747753. Characterizing exponential family distributions by moment generating functions
Sampson, Allan R.

754758. Characterization of distributions by sets of moments of order statistics
Arnold, Barry C.,
Meeden, Glen

759766. Rate of strong consistency of two nonparametric density estimators
Winter, B. B.

767772. On the optimality criterion in compound decision problems
Horn, Susan D.

773779. The distribution of the characteristic roots of $S_1S_2^{1}$ under violations
Pillai, K. C. S.

780786. The characteristic polynomial of the information matrix for secondorder models
Hoke, Albert T.

787792. Weak convergence of the empiric process for independent random variables
Rechtschaffen, R.

793795. A note on optimal stopping for success runs
Ross, Sheldon M.

796796. Notes: Correction to "Comparing Rank Tests for Ordered Alternatives in Randomized Blocks"
Pirie, Walter R.

796796. Notes: Correction to "A Monotonicity Property of the Sequential Probability Ratio Test"
Wijsman, Robert A.

797808. Power of analysis of variance test procedures for incompletely specified fixed models
Mead, Ronald,
Bancroft, T. A.,
Han, ChienPai

809824. The asymptotic distribution theory of the empiric c.d.f. for mixing stochastic processes
Gastwirth, Joseph L.,
Rubin, Herman

809824. The Asymptotic Distribution Theory of the Empiric CDF for Mixing Stochastic Processes
Rubin, Herman,
Gastwirth, Joseph L.

825845. On ChernoffSavage statistics and sequential rank tests
Lai, Tze Leung

8497. The log likelihood ratio in segmented regression
Feder, Paul I.

846861. A generalized approach to maximum likelihood paired comparison ranking
Flueck, John A.,
Korsh, James F.

862873. Estimation of shift and center of symmetry based on KolmogorovSmirnov statistics
Rao, P. V.,
Schuster, Eugene F.,
Littell, Ramon C.

874883. On functions of order statistics for mixing processes
Mehra, K. L.,
Rao, M. Sudhakara

884896. Unbounded expected utility
Fishburn, Peter C.

897905. Multivariate probabilities of large deviations
Sievers, Gerald L.

906915. Discrete sequential search for one of many objects
Smith, Furman H.,
Kimeldorf, George

916925. On the Asymptotic Distributions of Some Statistics Used for Testing $\Sigma_1=\Sigma_2$
Subrahmaniam, Kocherlakota

916925. On the asymptotic distributions of some statistics used for testing $\Sigma_1=\Sigma_2$
Subrahmaniam, Kocherlakota

926938. Duals of balanced incomplete block designs derived from an affine geometry
Hamada, Noboru,
Tamari, Fumikazu

939946. A finite memory test of the irrationality of the parameter of a coin
Hirschler, Patrick,
Cover, Thomas M.

947954. Bahadur efficiency of linear rank statistics for scale alternatives
Hwang, T. Y.,
Klotz, J. H.

955958. Bounds on the Variance of the UStatistic for Symmetric Distributions with Shift Alternatives
Johnson, Bruce McK.

955958. Bounds on the variance of the $U$statistic for symmetric distributions with shift alternatives
Johnson, Bruce McK.

959964. Unbiasedness of the chisquare, likelihood ratio, and other goodness of fit tests for the equal cell case
Cohen, Arthur,
Sackrowitz, H. B.

965968. A note on chisquare statistics with random cell boundaries
Ruymgaart, F. H.

969974. Tail probabilities of noncentral quadratic forms
Beran, Rudolf

975981. The estimation of ARMA models (Corr: V9 p233)
Hannan, E. J.

975981. The Estimation of Arma Models
Hannan, E. J.

98108. On tests for detecting change in mean
Sen, Ashish,
Srivastava, Muni S.

982990. How much do GaussMarkov and least square estimates differ? A coordinatefree approach
Haberman, Shelby J.

991998. Comparing sequential and nonsequential tests
Berk, Robert H.

9991005. A note on first exit times with applications to sequential analysis
Lai, Tze Leung