Volume 15.
(as bibtex)
231 references.
Articles

16. A note on the applications of the RC model to twoway contingency tables
Chuang, Christy

10171034. A unified approach to estimating parameters in some generalized Poisson distributions
Tripathi, Ram C.,
Gurland, John,
Bhalerao, Narayan R.

10351046. Conditional inference and maximum likelihood in a capturerecapture model
Viveros, R.,
Sprott, D. A.

10471064. The multivariate generalized Waring distribution
Xekalaki, Evdokia

10651079. On a generalized noncentral negative binomial distribution
Ong, S. H.,
Lee, P. A.

10811112. The bivariate inverse Gaussian distribution: An introduction
Kocherlakota, Subrahmaniam

109121. A twostage test for the mean of a multivariate normal distribution with unknown covariance matrix
Bass, Thomas A.,
Fung, Karen Yuen

11131123. The correlation coefficient between the smallest and largest observations when $(n1)$ of the $n$ observations are IID exponentially distributed
Gross, Alan J.,
Hunt, Hurshell H.,
Odeh, Robert E.

11251152. The effects of correlation among observations on the consistency property of sample variance
Sharma, Subhash C.

11531162. An inequality for the variance of the first order statistic
Anderson, W. J.

11631177. An alternative to the KolmogorovSmirnov twosample test
Katzenbeisser, Walter,
Hackl, Peter

11791200. Efficiency of tests based on weighted rankings for equality of treatment effects in a complete randomized blocks layout
Ferretti, Nelida E.,
Yohai, Victor J.

12011207. Minimum chisquare estimator and test for incomplete multidimensional contingency tables
Bonett, Douglas G.,
Woodward, J. Arthur

12091220. Augmenting Lehmann alternatives for improving asymptotic efficiency of rank tests
Govindarajulu, Z.

12211234. Testing the steady state availability based on data from a fixed length test
Angus, John E.

123128. Overlapping coefficient: The generalized $t$ approach
Mishra, Satya N.,
Shah, Arvind K.,
Lefante, John J., Jr

12351249. Approximate distribution and test of fit for the clustering effect in the Dirichlet multinomial model
Wilson, Jeffrey R.

12511283. A Monte Carlo study of the power of alternative tests under the generalized MANOVA model
Berger, Martijn P. F.

12851298. On the distribution of some test statistics connected with the multivariate linear functional relationship model
Provost, Serge. B.

129136. Choosing the optimal order of a response polynomial: Structural approach with minimax criterion
Ellerton, Roger R. W.,
Kitsos, Christos P.,
Rinco, Stefan

12991314. On generalizations of the classical method of confounding to asymmetric factorial experiments
Voss, D. T.

13151318. Efficiencyconsistency in designs
Gupta, Sudhir C.

13191336. Superiority comparisons of heterogeneous linear estimators
Teraesvirta, Timo

13371345. A note on the posterior expectation
Gunel, Erdogan

13471365. Robust regression through robust covariances
Maronna, Ricardo,
Morgenthaler, Stephan

13671375. On the estimation of the variance of the median used in $L_1$ linear inference procedures
Sposito, V. A.,
Tveite, Michael D.

137157. Featuresubset selection for statistical classification problems involving unequal covariance matrices
Young, Dean M.,
Odell, Patrick L.

13771388. On tailordering and comparison of failure rates
Bagai, Isha,
Kochar, Subhash C.

13891398. Using the Chinese remainder theorem in constructing confounded designs for mixed factorial experiments
Lin, Paul K. H.

13991415. On the construction of nonparametric density function estimators using the bootstrap
Swanepoel, Jan W. H.

14171433. Comparing mean ranks for repeated measures data
Agresti, Alan,
Pendergast, Jane

14351450. Bias of the dual system estimator and some alternatives
Isaki, Cary T.

14511466. On shrinkage least squares estimation in a parallelism problem
Saleh, A. K. Md. Ehsanes,
Sen, Pranab Kumar

14671505. A fourmoment approach and other practical solutions to the BehrensFisher problem
Scariano, Stephen M.,
Davenport, James M.

15071513. A note on the asymptotic distribution of Mardia's measure of multivariate kurtosis
Koziol, James A.

15151528. One way ANOVA for dependent observations
Adke, S. R.

15291533. On a class of variance balanced incomplete block designs
Agarwal, G. G.,
Kumar, Sanjay

15351548. Construction of orthogonal factorial designs controlling interaction efficiencies
Mukerjee, Rahul

15491559. Estimation of parameters of a polynomial model under intra class correlation structure for incomplete longitudinal data (Corr: V16 p1541)
Seth, Anand K.,
Mazumdar, Sati

15611570. A note on the critical values used in stepwise tests for multiplicative components of interaction
Schott, James R.

15711578. On small sample properties of the almost unbiased generalized ridge estimator
Ohtani, Kazuhiro

15791585. A note on some conditions for optimality of certain ridge estimators
Silvapulle, Mervyn J.

15871596. On a nonparametric test for the mixedmodel
Meydrech, Edward F.,
Sen, P. K.

159178. Randomized playthewinner clinical trials
Cornell, Richard G.,
Landenberger, Bryce D.,
Bartlett, Robert H.

15971613. Testing for heteroscedasticity occurring at unknown points
McCabe, B. P. M.

16151626. Optimal statistical designs with circular string property
Mukerjee, Rahul,
Huda, S.

16271645. On multistage group screening designs
Odhiambo, J. W.,
Patel, M. S.

16471651. A necessary and sufficient condition for an estimator to be optimal
Rojo, Javier

16531664. Prediction under uncertainty of degree of polynomial in growth curve models
Oza, Markand,
Shukla, G. K.

16651680. Asymptotic efficiency of sequential and nonsequential procedures based on Fisher's method of combining tests
Prasad, M. S.,
Subramanyam, Alladi

16811697. Efficient sequential estimation in a Markov branching process with immigration
Jang, J. S.,
Bai, D. S.

16991707. Asymptotic normality for limiting discrete distributions
Chen, ChanFu

17091722. Approximating probabilities of first passage in a particular Gaussian process
Glaz, Joseph,
Naus, Joseph

17231749. An examination of distributed lag model coefficients estimated with smoothness priors
Thurman, S. S.,
Swamy, P. A. V. B.,
Mehta, J. S.

17511771. Likelihood ratio test for testing order of continuous time finite Markov chains (Corr: V15 p37734)
Bhat, B. R.,
Deshpande, Sunita K.

17731802. Economically optimal Markovian sampling policies for process monitoring
Crigler, John R.,
Arnold, Jesse C.

179203. Order statistics from the linearexponential distribution, Part I: Increasing hazard rate case
Balakrishnan, N.,
Malik, H. J.

18031817. An adaptive Bayesian solution to the control problem for linear control systems
Broemeling, Lyle,
Diaz, Joaquin

18191836. Comparison of two Weibull distributions under random censoring
Sirvanci, Mete

18371854. Effect of censoring on adjusting for covariates in comparison of survival times
Morgan, Timothy M.,
Elasoff, Robert M.

18551863. Stochastic equivalence of ranking methods
Fligner, Michael A.,
Fairley, David

18651874. Improved deviance goodness of fit statistics for a gamma regression model
AlAbood, A. M.,
Young, D. H.

18751888. Improved likelihood ratio tests and Pearson chisquare test for independence in two dimensional contingency tables
Hosmane, B. S.

18891904. Exact distributions associated with an $I × J × K$ contingency table
Stumpf, R. H.,
Steyn, H. S.

19051926. Multivariate distributions involving ratios of normal variables
Yatchew, Adonis

19271955. ML estimation for the multivariate normal distribution with general linear model mean and linearstructure covariance matrix: Onepopulation, completedata case
Andrade, Dalton F.,
Helms, Ronald W.

19571973. Testable hypotheses in singular fixed linear models
Peixoto, Julio L.

19751993. Mean squared error estimation in finite populations under nonlinear models
Valliant, Richard

19952001. On a paper by Kageyama and Mohan
John, Peter W. M.

20052023. The Stein effect and Bayesian analysis: A reexamination
Angers, JeanFrancois,
Berger, James O.

20252042. Some limitation on Stein's phenomenon
Brown, L. D.,
Hwang, J. T.

20432063. Confidence sets and the Stein effect
Casella, George,
Hwang, Jiunn Tzon

205214. An evaluation of the Huber estimator
Nyquist, H.

20652086. Estimation of multiple gamma scaleparameters: Bayes estimation subject to uniform domination
Dasgupta, Anirban,
Berger, James

20872097. On estimation of Poisson logits
Dey, Dipak K.,
Srinivasan, C.

20992114. A formal Bayes multiple shrinkage estimator
George, Edward I.

21152130. Sequential shrinkage estimation of independent normal means with unknown variances
Ghosh, Malay,
Nickerson, David M.

21312144. On linear logodds and estimation of discriminant coefficients
Haff, L. R.

21452157. Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution
Kempthorne, Peter J.

215229. A parametric approach to theory of competing risks when the time of death from each cause follows a changepoint hazard rate model
Ebrahimi, Nader

21592173. Universal domination of Steintype estimators
Ki, Fanny,
Tsui, KamWah

21752189. Minimax estimation of independent normal means under a quadratic loss function with unknown weights
Lin, PiErh,
Mousa, Amany M.

21912200. Minimax estimation for certain independent component distributions under weighted squared error loss
Miceli, Robert J.,
Strawderman, William E.

22012228. Empirical Bayes estimation of the mean in a multivariate normal distribution
Press, S. James,
Rolph, John E.

22292244. On shrinkage $R$estimation in a multiple regression model
Saleh, A. K. Md. Ehsanes,
Sen, Pranab Kumar

22452266. Whither jackknifing in Steinrule estimation?
Sen, Pranab Kumar

22672293. Inference for nonnegative autoregressive schemes
Bell, C. B.,
Smith, E. P.

22952304. A test for exponentiality against HNBUE alternatives
Singh, Harshinder,
Kochar, Subhash C.

23052322. Two stage fixed width confidence intervals for the common location parameter of several exponential distributions
Costanza, M. C.,
Hamdy, H. I.,
Son, M. S.

231239. Some competitors of the Mood test for the twosample scale problem
Kochar, Subhash C.,
Gupta, R. P.

23232345. Robust estimation of the mean of the exponential distribution in outlier situations
Gather, Ursula

23472353. Characterization of probability models by an odds ratio in prospective and retrospective studies
Yanagawa, Takashi,
Nomakuchi, Kentaro

23552361. A note on the robustness of the Lilliefors test for univariate normality with respect to equicorrelated data
Turner, Danny W.,
Young, Dean M.,
Marco, Virgil R.

23632374. Classification of an observation into linear manifolds, their closed subsets and closed convex subsets
Bhargava, R. P.

23752382. Testing for Markov process vs semiMarkov process
Bhat, B. R.,
Deshpande, Sunita K.

23832390. Bayes estimates of estimable parameters with a Dirichlet invariant process
Yamato, Hajime

23912403. On the bounded regret of empirical Bayes estimators
Yu, Kai F.

24052433. An adjusted likelihoodratio approach to the BehrensFisher problem
Bozdogan, Hamparsum,
Ramirez, Donald E.

241250. Approximate prediction limit for Weibull failure based on preliminary test estimator
Pandey, M.,
Upadhyay, S. K.

24352448. Onesided normal prediction intervals and sample sizes for a thirdstage sample
Chou, YounMin,
Owen, D. B.

24492453. UMVU estimator of the probability in the geometric distribution with unknown truncation parameter
Iwase, Kosei

24552466. Maximum likelihood estimation in hazard rate models with a changepoint
Yao, YiChing

24672481. The performance of multistage group screening designs
Odhiambo, J. W.

24832492. On the correlation between $F$ratios
Johnson, Robert E.

24932505. Isotonic regression for interval censored survival data using an EM algorithm
Finkelstein, Dianne M.,
Wolfe, Robert A.

25072525. Large sample inference in random coefficient regression models
Carter, Randy L.,
Yang, Mark C. K.

251259. Moments for a ratio of correlated gamma variates
Tubbs, J. D.

25272539. Moment properties of estimators for a type 1 extremevalue regression model
Haddow, A. A.,
Young, D. H.

25412554. Whittemore's notion of collapsibility in multidimensional contingency tables
Davis, Linda June

25552568. Standard errors in the multinomial logit model
Fomby, Thomas B.,
Pearce, James E.

25712607. A review of the packing problem
Solomon, Herbert,
Weiner, Howard

26092649. Some applications of order statistics to multivariate analysis II
Harter, H. Leon

261277. Bivariate distributions of some ratios of independent noncentral chisquare random variables
Hawkins, D. L.,
Han, ChienPai

26512678. Latent root regression: A biased regression methodology for use with collinear predictor variables
Mason, Robert L.

26792718. A survey of literature on quantal response curves with a view toward application to the problem of selecting the curve with the smallest $q$quantile (ED100$q$)
Tamhane, A. C.

27192762. Tolerance limits: A review
Patel, J. K.

27632783. Assessing multivariate normality: A compendium
Koziol, James A.

27852808. Interpretation of the four types of analysis of variance tables in SAS
Pendleton, O. J.,
Von Tress, M.,
Bremer, R.

279289. Incomplete sufficient unbiased estimators in the problem of the Nile
Iwase, Kosei,
Seto, Noriaki

28092833. Hypothesis tests for normal means constrained by linear inequalities
Raubertas, Richard F.,
Lee, ChuIn Charles,
Nordheim, Erik V.

28352865. Nonconjugate prior distributions and their estimation for use in failure models
Shultis, J. Kenneth,
Johnson, D. E.,
Milliken, G. A.

28672876. On the accuracy of the bootstrap approximation of the joint distribution of sample quantiles
Falk, Michael

28772897. A decision theoretic approach to a distributionfree compound classification problem
Haack, D.,
Govindarajulu, Z.

28992920. A continuously adaptive nonparametric twosample test
Ruberg, Stephen J.

291311. On the functional relationship between entropy and variance with related applications
Mukherjee, Debabrata,
Ratnaparkhi, Makarand V.

29212933. Robust estimation of location in samples of size three
Stefanski, Leonard A.,
Meredith, Michael

29352951. Adaptive $M$ estimation of symmetric distribution location
Kappenman, Russell F.

29532972. Generalized portmanteau statistics and tests of randomness (Corr: V18 p43078)
Dufour, JeanMarie,
Roy, Roch

29732975. A simplified proof of a theorem on the difference of the MoorePenrose inverses of two positive semidefinite matrices
Andrews, Donald W. K.,
Phillips, Peter C. B.

29772990. Chisquare tests for comparing vectors of proportions for several cluster samples
Koehler, Kenneth J.,
Wilson, Jeffrey R.

29913004. Efficiencies of some twosample location tests for a broad class of distributions
Ruberg, Stephen J.

30053017. On Pitman nearness and variance of estimators
Peddada, Shyamal Das,
Khattree, Ravindra

30193033. Stein's two sample test of a general linear hypothesis and a noncentral $F$type distribution
Lam, YukMiu

30353065. Joint distribution of simultaneous exposures to several carcinogens in a casecontrol study: Sample size determination
Rao, B. Raja

30673078. A scenario for sequential experimentation
Kleijnen, Jack P. C.

30793101. Bayes and empirical Bayes estimation of the probability that $Z>X+Y$
Zalkikar, Jyoti N.,
Tiwari, Ram C.,
Jammalamadaka, S. Rao

31033127. An empirical Bayes estimate of multinomial probabilities
Alam, Khursheed,
Mitra, Amitava

31293143. Population moments and moments of the sample mean
Hinde, Ray

31453161. Subset selection of the $T$ best populations
Bofinger, Eve,
Mengersen, Kerrie

31633171. On a strengthening of the indifference zone approach to a generalized selection goal
Giani, Guido

317328. Correcting tests for trend in proportions for skewness
Tarone, Robert E.

31733191. The Pitman nearness criterion and its determination
Rao, C. R.,
Keating, J. P.,
Mason, Robert L.

31933203. A note on proving that the (modified) bootstrap works
Swanepoel, Jan W. H.

32053225. Experience with a Bayesian bootstrap method incorporating proper prior information
Stewart, Theodor J.

32273243. Fitting linear regression models to censored data by least squares and maximum likelihood methods
Chatterjee, S.,
McLeish, D. L.

32453252. A note on the multivariate multisample rank sum and median tests
Schwertman, Neil C.,
Ware, Buck

32533263. Invariant $U$statistics
Yamato, Hajime,
Maesono, Yoshihiko

32653276. On the distribution of the maximum of bivariate normal random variables with general means and variances
Kella, Offer

32773285. Properties of a oneparameter family of bivariate distributions with specified marginals
Nelsen, Roger B.

32873298. Distributional properties of a model for the spread of drug abuse
Kemp, A. W.,
Kemp, C. D.

329343. Measurement of skewness and kurtosis for the generalized Tukey lambda distributions
Groeneveld, Richard A.

32993306. A representation in beta series for the exact density of some random volume contents
Pederzoli, Giorgio

3347. Detection of multivariate outliers in linear mixed models
Naes, Tormod

33073320. Tests concerning two nonisotropic principal components
Schott, James R.

33213331. Priorlikelihood factorization and missing data
Fraser, D. A. S.,
Sackey, S. E.

33333351. Inefficiency of inferences with the partial likelihood
Slud, Eric V.

33533378. Confidence intervals on the intraclass correlation in the unbalanced oneway classification
Burdick, Richard K.,
Maqsood, Farooq,
Graybill, Franklin A.

33793399. Analysis of the crosseffects in a crosslagged panel study
Carroll, Steven S.,
Mayer, Lawrence S.

34013418. A power comparison of three tests for design effects in a random effects covariance model
Hawkins, D. L.,
Han, ChienPai

34193427. On a GMANOVA model likelihood ratio test criterion
Kabe, D. G.

34293433. A note on the connectivity of generalized cyclic designs
Dean, A. M.,
Lewis, S. M.

34353444. A fourth order rotatable design in three dimensions
Koske, J. K. Arap,
Patel, M. S.

34453457. On the problem of model selection in bilinear time series analyses
Nirmalan, T.,
Singh, N.

345366. Detecting serial correlation in the error structure of a crosslagged panel model
Mayer, Lawrence S.,
Carroll, Steven S.

34593473. Estimation after subset selection from exponential populations
Jeyaratnam, S.,
Panchapakesan, S.

34753487. A structural model for the Markov chain of change in vote intention
Chuang, Christy,
Francom, Steven F.

34893513. Nonparametric recursive estimation of a multivariate, marginal and conditional DGP with an application to specification of econometric models
Singh, Radhey S.,
Ullah, Aman

35153529. Exact confidence regions for scale and location parameters based on sample quartiles
Johnson, Bruce McK.,
Killeen, Timothy J.

35313543. CUSUM quality control: Multivariate approach
Alwan, Layth C.

35453558. Two tests for monotone failure rate with incomplete data
Diana, Giancarlo,
Salvan, Alessandra

35593566. UMVU estimation for the cumulative hazard function in a Pareto distribution of the first kind
Iwase, Kosei

35673582. The natural index and the Divisia index on the straight line as well as the Divisia index on the exponential line
Vogt, Arthur

35833588. Computation of standard errors in seemingly unrelated regression equation models
Srivastava, Anil K.,
Tracy, Derrick S.

35893597. Outlier detection in linear models: A comparative study in simple linear regression
Balasooriya, Uditha,
Tse, Y. K.

35993605. Regressor space outliers in ridge regression
Steece, Bert M.

36073616. An extension of Bayesian measure of information to regression
Soofi, Ehsan S.,
Gokhale, D. V.

36173623. On tests of independence between stochastic regressors and disturbances
Kabe, D. G.,
Rao, U. L. Gouranga

36253635. Convex sets in minimumdistance estimation
Schmoyer, Richard L.

36373646. Asymptotic properties of the maximum likelihood estimator of a randomly censored exponential parameter
Kim, Jee Soo

36473657. Some unbiased estimators versus mean per unit and ratio estimators in finite population sample surveys
Prasad, B.

36593668. On prediction with time dependent ARMA models
Peiris, M. Shelton

36693691. Bootstrapping a time series model: Some empirical results
Holbert, Don,
Son, MunShig

367385. On the least favorable configuration in multinomial selection problems
Chen, Pinyuen

36933718. Complex elliptically symmetric distributions
Krishnaiah, P. R.,
Lin, Jugan

37193735. A solution to the multivariate BehrensFisher problem
Nel, D. G.,
van der Merwe, C. A.

37373746. A note on the estimation of variance of sample mean using the knowledge of coefficient of variation in normal population
Singh, Housila P.

37473762. An approximation for analyzing a broad class of implicitly and explicitly defined estimators
Spall, James C.

37633771. Characterization of the quantitativequalitative measure of inaccuracy for discrete generalized probability distributions
Parkash, Om,
Taneja, H. C.

387403. A hybrid algorithm for Fisher's exact test in unordered $R × C$ contingency tables
Mehta, Cyrus R.,
Patel, Nitin R.

405427. A priorvalued estimator applied to multinomial classification
Wang, M. C.

429450. Estimation of the parameters of a regression model with a multivariate $t$ error variable
Sutradhar, Brajendra C.,
Ali, Mir M.

451471. Application of multiple comparison type procedures to the Eigenvalues of $\Sigma^{1}_1\Sigma_2$
Dunn, C. L.

473491. Test procedures in covariance analysis assuming a general correlation pattern
Pavur, R. J.,
Lewis, T. O.

4958. Adjustments to the treatment total when interrow and intercolumn information is recovered
Wheeler, Noel C.,
Kshirsagar, Anant M.

493504. A Bayesian approach to prediction in analysis of variance settings
Gambino, G. Jack,
Guttman, I.

505513. On the asymptotic properties of fuzzy $c$means cluster prototypes as estimators of mixture subpopulation centers
Hathaway, Richard J.,
Bezdek, James C.

515536. Sidaktype simultaneous confidence intervals for the risk measures RSMR$_i$ based on proportional mortality measures in epidemiologic studies involving several competing risks of death
Rao, B. Raja,
Marsh, Gary M.,
Winwood, Joan

537549. Smooth tests of fit for censored gamma samples
Bargal, Adel I.

551570. Empirical power comparisons of two MRPP rank tests
Tracy, D. S.,
Tajuddin, I. H.

571588. Asymptotic distributions of two test statistics for testing independence with missing data
Srivastava, M. S.,
Chakravorti, S. R.

589612. Errors of misclassification associated with the inverse Gaussian distribution
Amoh, R. K.,
Kocherlakota, K.

5972. Homogeneous designs based on pretreatment information
Geng, Shu,
Perng, S. K.

613617. On sharper bounds for the risk of JamesStein estimators
Sathe, Y. S.,
Shenoy, R. G.

621622. Statistical inference and related problems in discrete distributions: A preface
Kocherlakota, Kathleen,
Kocherlakota, Subrahmaniam

623641. Power series distributions and their conjugates in stochastic modeling and Bayesian inference
AbdulRazak, Rafid S.,
Patil, Ganapati P.

643656. Characterization of discrete probability distributions by partial independence
Alzaid, Abdulhamid A.,
Rao, C. Radhakrishna,
Shanbhag, D. N.

657675. Order statistics from discrete distributions
Balakrishnan, N.

677696. Derivation of probabilities and moments of certain generalized discrete distributions via urn models
Charalambides, Charalambos A.

697708. Discrete distributions and purchasing models
Chatfield, C.

731. Testing linear inequality constraints in the standard linear model
Farebrother, R. W.

709725. Integerparameter estimation in discrete distributions
Dahiya, Ram C.

727745. User friendly computerized maximum likelihood estimation
Douglas, J. B.

7388. Approximating the distribution of the DurbinWatson statistic
Sheehan, Dennis P.

747754. Maximum likelihood estimation of the parameters of the bivariate binomial distribution
Hamdan, M. A.,
Nasro, M. O.

755782. Further results on the effect of bias, variance estimation, and nonnormality of the empirical logit on weighted least squares analyses
Gart, J. J.,
Pettigrew, H. M.,
Thomas, D. G.

783803. Weighted discrepancies and maximum likelihood estimation for discrete distributions
Kemp, A. W.

805813. A modal method for generating binomial variables
Kemp, C. D.

815829. Goodness of fit tests for discrete distributions
Kocherlakota, S.,
Kocherlakota, K.

831838. Effects of inspection errors on curtailed Dorfmantype procedures (Corr: V15 p3775)
Kotz, Samuel,
Shisong, Mao,
Johnson, Norman L.

839851. Characterizations of some discrete distributions based on a variant of the RaoRubin condition
Kourouklis, Stavros

853871. The Poissoninverse Gaussian distribution as a model for species abundance
Ord, J. Keith,
Whitmore, G. Alex.

873891. On some distributions arising from certain generalized sampling schemes
Panaretos, John,
Xekalaki, Evdokia

89107. ML estimation and LR tests for the multivariate normal distribution with general linear model mean and linearstructure covariance matrix: $K$population, completedata case
Andrade, D. F.,
Helms, R. W.

893905. Bivariate `short' distributions
Papageorgiou, H.

907918. On discrete weighted distributions and their use in model choice for observed data
Patil, G. P.,
Rao, C. R.,
Ratnaparkhi, M. V.

919933. A branching process approach to a problem connected with a T. V. game show
Puri, Prem S.

935949. Parameter estimation for a word frequency distribution based on occupancy theory
Sichel, H. S.

951959. The Fibonacci distribution revisited
Taillie, C.,
Patil, G. P.

961979. Functional equations in characterizations of discrete distributions by RaoRubin condition and its variants
Talwalker, Sheela

981997. Tests for comparing a sequence of Bernoulli random variables to a sequence of known probabilities
Tarone, Robert E.

9991015. Incomplete moments of modified power series distributions with applications
Tripathi, Ram C.,
Gupta, Pushpa L.,
Gupta, Ramesh C.