Volume 29.
(as bibtex)
34 references.
Articles
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1-18. Why not try a robust regression?
Hettmansperger, Thomas P.
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101-106. Finiteness of the variances in characterizations of the normal distribution
Lancaster, H. O.
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113-127. Selection of the transformation variable in the Laplace transform method of estimation
Laurence, Alexa F.,
Morgan, Byron J. T.
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128-142. Some strategies of two-stage sampling for estimating population ratios over two occasions
Okafor, Fabian C.,
Arnab, Raghunath
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143-150. Nonparametric inference for a partially observed compartmental process
Becker, Niels,
Yip, Paul
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151-165. Optimal Allocation of Observations for Inference on k Ordered Normal Population Means
Herzberg, Agnes M.,
Hirotsu, C.
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166-178. On the optimality of estimating the tail index and a naive estimator
Csörgő, Miklós,
Horváth, Lajos,
Csorgo, Miklos,
Horvath, Lajos,
Revesz, Pal
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179-187. On tests of uniformity for randomly distributed arcs on a circle
Kokic, P. N.
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188-192. A generalisation of Midzuno's sampling procedure
Deshpande, M. N.,
Prabhu-Ajgaonkar, S. G.
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19-37. On smoothing sparse multinomial data
Hall, Peter,
Titterington, D. M.
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193-207. Some results for uniformizable semi-Markov processes
Kijima, Masaaki
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208-213. A classification rule whose probability of misclassification is independent of the variance
Adegboye, O. S.
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214-219. A one-sided rank test for multivariate censored data
Wei, L. J.,
Knuiman, M. W.
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220-221. Instructions to Referees-Do we need some?
Robinson, G. K.
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233-243. Diagnostic displays for assessing leverage and influence in generalized linear models
Lee, Andy H.
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244-254. Regression type estimators using multiple auxiliary information
Mukerjee, Rahul,
Rao, T. J.,
Vijayan, K.
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255-263. Response inducing techniques for mail surveys
Jackway, Paul T.,
Boyce, Rosalie A.
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264-277. Regression shrinkage methods and autoregressive time series prediction
Copas, J. B.,
Jones, M. C.
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278-292. Confidence intervals for scale
Morgenthaler, Stephan
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293-302. The Construction of Optimal Imcomplete Block Designs When Observations Within a Block are Correlated
Russell, K. G.,
Eccleston, J. A.
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303-308. A permutation test for planar regression
Collins, Mark F.
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309-316. A note on change-over designs
Williams, E. R.
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317-333. Incorporating Previous Results Into the Analysis of General Balanced Designed Experiments
Speed, T. P.,
Knuiman, M. W.
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334-347. Bayes ARMA model determination: Some empirical evidence
Poskitt, D. S.
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348-364. Step down procedures for comparison with a control
Bofinger, Eve
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365-366. Recommendation of binary designs
Kageyama, Sanpei
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367-370. Books Reviews
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38-41. On a characterization of Poisson distribution through inequalities of Chernoff-type
Rao, B. L. S. Prakasa,
Sreehari, M.
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42-48. A note on the predictors of differenced sequences
Peiris, M. Shelton
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49-59. On tests for equicorrelation coefficient of a standard symmetric multivariate normal distribution
SenGupta, Ashis
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60-65. On the derivation of efficiency results in linear estimation
Rogers, Alan J.
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66-83. A new method of estimating the asymptotic standard error of the Hodges-Lehmann estimator based on generalized least squares
Sheather, Simon J.
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84-90. The construction of optimal balanced incomplete block designs when adjacent observations are correlated
Russell, K. G.,
Eccleston, J. A.
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91-100. On permutation tests in multiple regression and analysis of covariance problems
Oja, Hannu