Volume 72.
(as bibtex)
91 references.
Articles

19. Influence functions for proportional hazards regression
Reid, N.,
Crepeau, H.

103107. Testing for variance homogeneity of correlated variables
Harris, P.

109116. Interval estimation in discrimination: The multivariate normal equal covariance case
Critchley, Frank,
Ford, Ian

1121. Least squares regression with data arising from stratified samples of the dependent variable
Jewell, Nicholas P.

117124. A note on G. R. Dolby's unreplicated ultrastructural model
Gleser, Leon Jay

125131. On testing functional constraints in structural equation models
Lee, SikYum

133144. Asymptotic distribution of test statistics in the analysis of moment structures under inequality constraints
Shapiro, Alexander

145152. Power transformations to symmetry
Taylor, Jeremy M. G.

153163. Additivity and interaction in threecomponent experiments with mixtures
Darroch, J. N.,
Waller, J.

165172. On resolvable and affine resolvable variancebalanced designs
Mukerjee, Rahul,
Kageyama, Sanpei

173178. Minimax second and thirdorder designs to estimate the slope of a response surface
Mukerjee, Rahul,
Huda, S.

179190. The effect of bias, variance estimation, skewness and kurtosis of the empirical logit on weighted least squares analyses
Gart, John J.,
Pettigrew, Hugh M.,
Thomas, Donald G.

191198. Application of the annealing algorithm to combinatorial problems in statistics
Lundy, M.

199202. Modification of the empirical logit to reduce bias in simple linear logistic regression
Davis, Linda June

203205. Weighted averages of the observed odds ratios when the number of tables is large
Davis, Linda June

206207. The equivalence of two models for ordinal data
Laeaerae, E.,
Matthews, J. N. S.

208210. Asymptotic points for a test of symmetry about a specified median
Lockhart, Richard A.,
McLaren, Christopher G.

211215. Tests for the equality of failure rates
Cheng, K. F.

216218. The effect of an outlier on $L$estimators of location in symmetric distributions
David, H. A.,
Ghosh, J. K.

219222. Pearson diagrams for truncated normal and truncated Weibull distributions
Sugiura, Nariaki,
Gomi, Akihide

223226. Role of the Papadakis estimator in one and twodimensional field trials
Draper, N. R.,
Faraggi, D.

227229. Interpretation and estimation in ranking theory
Mak, T. K.

2329. Residuals in nonlinear regression
Cook, R. D.,
Tsai, ChihLing

230232. Optimal significance procedures for simple hypotheses
Thompson, W. A., Jr

233239. Transformations for components of variance and covariance
Solomon, P. J.

241252. Canonical and principal components of shape
Darroch, John N.,
Mosimann, James E.

253265. Chiplots for assessing dependence
Fisher, N. I.,
Switzer, P.

267280. A diffusion process and its applications to detecting a change in the drift of Brownian motion
Pollak, Moshe,
Siegmund, David

281291. A general class of models for stationary twodimensional random processes
Vecchia, A. V.

293297. Testing normality in autoregressive models
Pierce, Donald A.

299315. Use of canonical analysis in time series model identification
Tsay, Ruey S.,
Tiao, George C.

3138. The analysis of binary longitudinal data with timeindependent covariates
Zeger, Scott L.,
Liang, KungYee,
Self, Steven G.

317323. On the frequency domain estimation of the innovation variance of a stationary univariate time series
Pukkila, Tarmo,
Nyquist, Hans

325330. On the rate of convergence of the innovation representation of a moving average process
Ansley, Craig F.,
Kohn, Robert

331338. Asymptotic distributions of likelihood ratio criteria for testing latent roots and latent vectors of a covariance matrix under an elliptical population
Hayakawa, Takesi,
Puri, Madan L.

339351. A fast procedure for model search in multidimensional contingency tables
Edwards, David,
Havranek, Tomas

353358. Tests for homogeneity of odds ratio when the data are sparse
Liang, KungYee,
Self, Steven G.

359364. Combining dependent tests with incomplete repeated measurements
Wei, L. J.,
Johnson, Wayne E.

365373. Group sequential tests with censored survival data adjusting for covariates
Tsiatis, Anastasios A.,
Rosner, Gary L.,
Tritchler, David L.

375389. Optimal repeated measurements designs for correlated observations and analysis by weighted least squares
Kunert, Joachim

3944. A Tukey nonadditivitytype test for time series nonlinearity
Keenan, Daniel MacRae

391402. Balanced factorial designs with twoway elimination of heterogeneity
Suen, ChungYi,
Chakravarti, I. M.

403409. Nested generalized cyclic rowcolumn designs
Ipinyomi, R. A.,
John, J. A.

411418. Analysis of incomplete data in a twoperiod crossover design with reference to clinical trials
Patel, H. I.

419428. The foundations of finite sample estimation in stochastic processes
Godambe, V. P.

429439. Approximating the level probabilities in order restricted inference: The simple tree ordering
Wright, F. T.,
Tran, Tuan

441450. An angular approach for linear data
Welsh, A. H.

4558. Bootstrap confidence intervals for a class of parametric problems
Efron, Bradley

451458. Empirical Bayes estimation in sampling inspection
Cressie, Noel,
Seheult, Allan

459463. Correcting segment counts for edge effects when estimating intensity
Hall, Peter

464467. The Mahalanobis distance and elliptic distributions (Corr: V76 p407)
Mitchell, Ann F. S.,
Krzanowski, Wojtek J.

468470. Testing for interaction in multiplymatched casecontrol studies
Gart, John J.

471472. Propriety of the MantelHaenszel variance for the log rank test
Mantel, Nathan

473475. A note on improved likelihood ratio statistics for generalized log linear models
Porteous, B. T.

476480. Some approximations for the null distribution of the $\bar E^2$ statistic used in order restricted inference
Sasabuchi, Syoichi,
Kulatunga, D. D. Sarath

481484. Asymptotic nonequivalence of some bandwidth selectors in nonparametric regression
Haerdle, W.,
Marron, J. S.

485486. Remarks on sequential comparison of two Markov chains
Schmitz, N.,
Swamy, R. J. R.

487496. Transformation diagnostics for linear models
Hinkley, David

497512. Maximum likelihood estimation for mixed continuous and categorical data with missing values
Little, Roderick J. A.,
Schluchter, Mark D.

513526. Model robust response surface designs: Scaling twolevel factorials
Steinberg, David M.

527537. Linear models for field trials, smoothing and crossvalidation
Green, Peter J.

539544. Efficiency of nearest neighbour balanced block designs for correlated observations
Gill, P. S.,
Shukla, G. K.

545551. Inference and sequential design
Ford, I.,
Titterington, D. M.,
Wu, C. F. J.

553558. Asymptotic inference from sequential design in a nonlinear situation
Wu, C. F. J.

559571. Robust tests for time series with an application to firstorder autoregressive processes
Basawa, I. V.,
Huggins, R. M.,
Staudte, R. G.

573581. A LevinsonDurbin recursion for autoregressivemoving average processes (Corr: V75 p395)
Franke, J.

583592. The effects of measurement error on parameter estimation
Stefanski, Leonard A.

5965. Influence measures for logistic regression: Another point of view
Johnson, Wesley

593599. The analysis of binomial data by a generalized linear mixed model
Gilmour, A. R.,
Anderson, R. D.,
Rae, A. L.

601608. Interval estimation of slope with rightcensored data
Ireson, M. J.,
Rao, P. V.

609618. An aligned rank test for censored data from randomized block designs (Corr: V74 p668)
Schluchter, Mark D.

619625. Repeated confidence intervals for the median survival time
Jennison, Christopher,
Turnbull, Bruce W.

627636. Influence in principal components analysis
Critchley, Frank

637645. Bootstrap confidence cones for directional data
Ducharme, Gilles R.,
Jhun, Myoungshic,
Romano, Joseph P.,
Truong, Kinh N.

647652. Tests of fit for the von Mises distribution
Lockhart, R. A.,
Stephens, M. A.

653659. An asymptotic expansion for the null distribution of the efficient score statistic (Corr: V74 p667)
Harris, P.

661663. Tests for the exponential, Weibull and Gumbel distributions based on the stabilized probability plot
Kimber, A. C.

664668. Information from the maximized likelihood function
Patefield, W. M.

669672. Structural model estimation with correlated measurement errors
Reilman, Miriam A.,
Gunst, Richard F.,
Lakshminarayanan, Mani Y.

6790. Maximum likelihood estimation in a class of nonregular cases
Smith, Richard L.

673677. Approximate tests and interval estimation of the common relative risk in the combination of $2 × 2$ tables
Gart, John J.

678682. Odds ratio inference with dependent data
Liang, KungYee

683685. Stochastic approximation with delayed observations
Dupac, Vaclav,
Herkenrath, Ulrich

686688. Distribution of residual autocorrelations in multivariate autoregressive index models
Li, W. K.

689693. Moments of the sampled spacetime autocovariance and autocorrelation function (Corr: V74 p667)
DeGooijer, J. G.,
Anderson, O. D.

694697. Efficient estimation and prediction in time series regression models
Kohn, Robert,
Ansley, Craig F.

698702. A new Sobolev test for uniformity on the circle
Hermans, M.,
Rasson, J. P.

703704. On a singularity in the likelihood for a changepoint hazard rate model
Matthews, D. E.,
Farewell, V. T.

705709. Pairwise versus joint ranking: Another look at the KruskalWallis statistic
Fligner, Michael A.

9195. On heterogeneity tests based on efficient scores
Tarone, Robert E.

97101. Improved likelihood ratio statistics for covariance selection models
Porteous, B. T.