Volume 4.
(as bibtex)
143 references.
Articles

110. A class of utility functions
Lindley, D. V.

10031011. A condition under which the Pitman and Bahadur approaches to efficiency coincide
Wieand, Harry S.

10121017. Unbiased estimation in fixed cost sequential sampling schemes
Pathak, P. K.

10181021. An application of a theorem of Robbins and Siegmund
Anbar, Dan

10231037. Estimation of parameters in a linear model (Corr: V7 p696)
Rao, C. Radhakrishna

10381050. Consistency in concave regression
Hanson, D. L.,
Pledger, Gordon

10511064. Coherent preferences
Buehler, Robert J.

10651076. Inadmissibility results for the best invariant estimator of two coordinates of a location vector
Berger, James O.

10771087. Sequential estimation of the largest normal mean when the variance is known
Blumenthal, Saul

108156. Asymptotic expansions for the power of distributionfree tests in the onesample problem (Corr: V6 p1170)
Albers, W.,
Bickel, P. J.,
van Zwet, Willem

108156. Asymptotic Expansions for the Power of Distribution Free Tests in the OneSample Problem
van Zwet, Willem,
Albers, W.,
Bickel, P. J.

10881100. Asymptotically efficient estimation of location for a symmetric stable law
Fenech, Alan Paul

1121. Families of minimax estimators of the mean of a multivariate normal distribution
Efron, Bradley,
Morris, Carl

11011112. Asymptotic solutions to the two state component compound decision problem, Bayes versus diffuse priors on proportions
Gilliland, Dennis C.,
Hannan, James,
Huang, J. S.

11131123. Optimal designs for large degree polynomial regression
Kiefer, J.,
Studden, W. J.

11241138. Convergent design sequences, for sufficiently regular optimality criteria
Atwood, Corwin L.

11391158. Descriptive statistics for nonparametric models. III: Dispersion
Bickel, P. J.,
Lehmann, E. L.

11591189. On the application of symmetric Dirichlet distributions and their mixtures to contingency tables
Good, I. J.

11901199. The multivariate inclusionexclusion formula and order statistics from dependent variates
Maurer, Willi,
Margolin, Barry H.

12001209. Maximum likelihood estimation of a compound Poisson process
Simar, Leopold

12101218. Distributionfree tolerance intervals for stochastically ordered distributions
Saxena, K. M. Lal

12191235. Continuous time control of markov processes on an arbitrary state space: Discounted rewards
Doshi, Bharat T.

12361239. Agreeing to disagree
Aumann, Robert J.

12401243. An improved statement of optimality for sequential probability ratio tests
Simons, Gordon

12441246. A characterization of the asymptotic normality of linear combinations of order statistics from the uniform distribution
Hecker, H.

12471257. Weak convergence of progressively censored likelihood ratio statistics and its role in asymptotic theory of life testing
Sen, Pranab Kumar

12581270. The convergence of some recursions
Hannan, E. J.

12711279. Remez's procedure for finding optimal designs
Studden, William J.,
Tsay, JiaYeong

12801289. Bivariate distributions with given marginals
Whitt, Ward

12901293. Some empirical Bayes results in the case of component problems with varying sample sizes for discrete exponential families
O'Bryan, Thomas E.

12941295. Notes: Correction to "Block Designs for Mixture Experiments"
Nigam, A. K.

12941294. Notes: Correction to "On Estimating the Common Mean of Two Normal Distributions"
Sackrowitz, Harold B.,
Cohen, Arthur

157174. Asymptotic comparison of rank tests for the regression problem when ties are present
Behmen, Konrad

175186. Asymptotic linearity of Wilcoxon signedrank statistics
Antille, Andre,
Antille, André

187213. Sharp upper bounds for probability on an interval when the first three moments are known
Skibinsky, Morris

214215. On the asymptotic normality of Kendall's rank correlation statistic
Jirina, Miloslav,
Jiřina, Miloslav

216222. Two necessary conditions on the representation of bivariate distribution by polynomials
Tyan, ShuGwei,
Derin, Haluk,
Thomas, John B.

216222. Two Necessary Conditions on the Representation of Bivariate Distributions by Polynomials
Tyan, ShuGwei,
Derin, Haluk,
Thomas, John B.

2232. Multivariate empirical Bayes and estimation of covariance matrices
Efron, Bradley,
Morris, Carl

223226. Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
Berger, James O.

227233. Applications of products to the generalized compound symmetry problem
Arnold, Steven F.

234236. Consistency in integral regression estimation with a triangular array of observation points
Pledger, Gordon

237251. Properties of generalized sequential probability ratio tests
Eisenberg, Bennett,
Ghosh, B. K.,
Simons, Gordon

252264. Stopping a sum during a success run
Ferguson, Thomas S.

265280. On confidence sequences
Lai, Tze Leung

281291. 2SPRT'S and The Modified KieferWeiss Problem of Minimizing an Expected Sample Size
Lorden, Gary

281291. TwoSPRT's and the modified KieferWeiss problem of minimizing an expected sample size
Lorden, Gary

292301. Approximations for stationary covariance matrices and their inverses with application to ARMA models
Shaman, Paul

302333. Inadmissibility results for generalized Bayes estimators of coordinates of a location vector
Berger, James O.

3350. Tail minimaxity in location vector problems and its applications
Berger, James O.

334356. Admissibility results for generalized Bayes estimators of coordinates of a location vector
Berger, James O.

357369. Asymptotic results for goodnessoffit statistics with unknown parameters
Stephens, M. A.

370374. The stochastic processes of Borel gambling and dynamic programming
Blackwell, David

375383. Cell selection in the ChernoffLehmann chisquare statistic
Spruill, M. C.

384395. Extension of the GaussMarkov theorem to include the estimation of random effects
Harville, David

396399. The asymptotic distribution of serial covariances
Hannan, E. J.

400405. On the asymptotic normality of rank statistics for the twosample problem
Shirahata, Shingo

406408. Some properties of the empirical distribution function in the noni.i.d. case
van Zuylen, M. C. A.

409412. A comparison of chisquare goodnessoffit tests based on approximate Bahadur slope
Spruill, M. C.

413418. Confidence intervals for linear functions of the normal parameters
Joshi, V. M.

419422. Optimality of two and three factor designs
Shah, K. R.,
Raghavarao, D.,
Khatri, C. G.

423430. On invariance and randomization in fractional replication
Srivastava, J. N.,
Raktoe, B. L.,
Pesotan, H.

431439. Empirical Bayes estimation with convergence rates in noncontinuous Lebesgue exponential families
Singh, R. S.

440440. Correction Note: Correction to "Contents of Volume 2"

441483. On rereading R. A. Fisher (Com: p483500)
Savage, Leonard J.

4659. Estimation of parameters in a linear model
Rao, C. Radhakrishna

483484. Comments on ``On rereading R. A. Fisher''
Efron, B.

484484. Comments on ``On rereading R. A. Fisher''
Eisenhart, Churchill

485488. Comments on ``On rereading R. A. Fisher''
de Finetti, Bruno

488489. Comments on ``On rereading R. A. Fisher''
Fraser, D. A. S.

490492. Comments on ``On rereading R. A. Fisher''
Godambe, V. P.

492495. Comments on ``On rereading R. A. Fisher''
Good, I. J.

495497. Comments on ``On rereading R. A. Fisher''
Kempthorne, O.

498500. Comments on ``On rereading R. A. Fisher''
Stigler, Stephen M.

499518. Descriptive statistics for nonparametric models. III. Dispersion
Bickel, P. J.,
Lehmann, E. L.

501514. F. Y. Edgeworth and R. A. Fisher on the efficiency of maximum likelihood estimation
Pratt, John W.

5167. Robust $M$estimators of multivariate location and scatter
Maronna, Ricardo Antonio

515531. Optimal Balanced Fractional $2^m$ Factorial Designs of Resolution VII, $6 \leqq m \leqq 8$
Shirakura, Teruhiro

515531. Optimal balanced fractional $2^2$ factorial designs of resolution VII, $6\le m\le8$
Shirakura, Teruhiro

532541. Monotone percentile regression
Casady, Robert J.,
Cryer, Jonathan D.

542553. Tests for independence in infinite contingency tables
Shirahata, Shingo

554575. Weak convergence of sequential linear rank statistics
Braun, Henry I.

576580. Asymptotic optimality of the empirical Bayes procedure
Deely, J. J.,
Zimmer, W. J.

581588. Empirical Bayes estimation of a distribution function
Korwar, Ramesh M.,
Hollander, Myles

589596. Asymptotic sufficiency and asymptotically most powerful tests for the two sample censored situation
Mehrotra, K. G.,
Johnson, Richard A.

597606. Asymptotic expansion and a local limit theorem for a function of the Kendall rank correlation coefficient
PraskovaVizkova, Zuzana,
PráškováVizková, Zuzana

607613. Multivariate unimodality
Dharmadhikari, S. W.,
Jogdeo, Kumar

614620. Selection of Largest Multiple Correlation Coefficients: Exact Sample Size Case
Alam, Khursheed,
Rizvi, M. Haseeb,
Solomon, Herbert

614620. Selection of largest multiple correlation coefficient: Exact sample size case
Alam, Khursheed,
Rizvi, M. Haseeb,
Solomon, Herbert

621624. An invariance principle in regression analysis
Bhattacharya, P. K.

625628. On a Criterion for Simultaneous Extrapolation in Nonfull Rank Normal Regression
O'Reilly, Federico J.

625628. On a criterion for simultaneous extrapolation in nonfull rank normal regression (Corr: V8 p11771178)
O'Reilly, Federico J.

629638. An improved estimator of the generalized variance
Shorrock, R. W.,
Zidek, J. V.

639641. Extensions of Milliken's estimability criterion
Baksalary, J. K.,
Kala, R.

642648. Combining independent normal mean estimation problems with unknown variances
Berger, James O.,
Bock, M. E.

649650. A special property of linear estimates of the normal mean
Meeden, Glen

651654. A note on paired comparison rankings
Singh, Jagbir

655661. Resolvability of block designs
Kageyama, Sanpei

662667. An upper bound of resolution in symmetrical fractional factorial designs
Fujii, Yoshio

668672. When are the mean and the studentized differences independent?
Bondesson, Lennart

673684. Importance sampling in the Monte Carlo study of sequential tests
Siegmund, D.

678720. On rereading R. A. Fisher
Savage, Leonard J.

6885. Robust estimation of a location parameter in the presence of asymmetry
Collins, John R.

685711. On asymptotically optimal sequential Bayes interval estimation procedures
Gleser, Leon Jay,
Kunte, Sudhakar

712722. A complete class theorem for strict monotone likelihood ratio with applications
Brown, L. D.,
Cohen, Arthur,
Strawderman, W. E.

723735. Balanced fractional $2^m$ factorial designs of even resolution obtained from balanced arrays of strength $2\ell$ with index $\mu_\ell=0$
Shirakura, Teruhiro

723735. Balanced Fractional $2^m$ Factorial Designs of Even Resolution Obtained from Balanced Arrays of Strength $2l$ with Index $\mu_l = 0$
Shirakura, Teruhiro

736745. On unequally spaced time points in time series
Clinger, William,
Van Ness, John W.,
Ness, John W. Van

746754. Asymptotic behavior of MINQUEtype estimators of variance components
Brown, K. G.

755765. Comparison of Some Bounds in Estimation Theory
Sen, P. K.,
Ghosh, B. K.

755765. Comparison of some bounds in estimation theory (Corr: V5 p593)
Sen, P. K.,
Ghosh, B. K.

766770. Probabilities of large deviations for empirical measures
Sievers, Gerald L.

771774. $L_1$ rates of convergence for linear rank statistics
Erickson, R. V.,
Koul, H. L.

775778. When is a sum of squares an analysis of variance?
Albert, Arthur

779787. GaussMarkov estimation for multivariate linear models with missing observations
Drygas, Hilmar

788790. Strong consistency of least squares estimates in normal linear regression
Anderson, T. W.,
Taylor, John B.

791795. Hypotheses Generating Groups for Testing Multivariate Symmetry
Ruschendorf, Ludger

791795. Hypothesis generating groups for testing multivariate symmetry
Ruschendorf, Ludger,
Rüschendorf, Ludger

796806. Maximization of an integral of a matrix function and asymptotic expansions of distributions of latent roots of two matrices
Chattopadhyay, A. K.,
Pillai, K. C. S.,
Li, Hung C.

807816. Sequential search with random overlook probabilities
Hall, Gaineford J., Jr,
Hall, Gaineford J.

817820. Review: Y. M. M. Bishop, S. E. Fienberg, P. W. Holland, Discrete Multivariate Analysis: Theory and Practice
Haberman, Shelby J.

821821. Notes: Correction to "Sequential Rank Tests for Location"
Ghosh, Malay,
Sen, Pranab Kumar

821821. Notes: Correction to "Simultaneous Confidence Intervals for Contrasts Among Multinomial Populations"
Goodman, Leo A.

823835. Characterization of prior distributions and solution to a compound decision problem
Rao, C. Radhakrishna

836865. Admissibility of conditional confidence procedures
Kiefer, J.

86107. Spanning sets for estimable contrasts in classification models
Birkes, David,
Dodge, Yadolah,
Seely, Justus

866877. Borel crosssections and maximal invariants
Bondar, James V.

878890. Invariant quadratic unbiased estimation for two variance components
Olsen, Anthony,
Seely, Justus,
Birkes, David

891911. Asymptotic efficiencies of sequential tests
Berk, Robert H.

912923. Asymptotic Distributions of Multivariate Rank Order Statistics
Ruschendorf, Ludger

912923. Asymptotic distributions of multivariate rank order statistics (Corr: V10 p1311)
Ruschendorf, Ludger,
Rüschendorf, Ludger

924935. Power bounds for a Smirnov statistic in testing the hypothesis of symmetry
Koul, Hira Lal,
Staudte, R. G., Jr

936953. Conditions for the equivalence of optimality criteria in dynamic programming
Flynn, James

954955. A note on method of construction of affine resolvable balanced incomplete block designs
Agrawal, H. L.,
Boob, B. S.

956959. Inequalities for semiregular group divisible designs
John, Peter W. M.

960962. Robustness of balanced incomplete block designs
John, Peter W. M.

963971. Properties of Student's $t$ and of the BehrensFisher solution to the two means problem (Corr: V10 p321)
Robinson, G. K.

963971. Properties of Students $t$ and of the BehrensFisher Solution to the Two Means Problem
Robinson, G. K.

972980. On the Bernsteinv. Mises approximation of posterior distributions
Hipp, C.,
Michel, R.

981989. Monotone empirical Bayes tests for the continuous oneparameter exponential family
van Houwelingen, J. C.

990992. A note on the estimation of parameters in a Bernoulli model with dependence
Devore, Jay L.

993997. On uniformly minimum variance estimation in finite populations
Sarndal, CarlErik,
Saaerndal, CarlErik,
Särndal, CarlErik

9981002. On the attainment of the CramérRao lower bound
Joshi, V. M.