Volume 12.
(as bibtex)
41 references.
Articles

138. Some limit theorems for the eigenvalues of a sample covariance matrix
Jonsson, Dag

123135. The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance
Akritas, Michael G.,
Johnson, Richard A.

136154. Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
Dauxois, J.,
Pousse, A.,
Romain, Y.

155158. Note on Creasy's confidence limits for the gradient in the linear functional relationship
Schneeweiss, H.

161177. Reverse processes and some limit theorems of multitype GaltonWatson processes
Nakagawa, Tetsuo

178185. Two strong limit theorems for processes with independent increments
Wright, A. Larry

186198. Weak consistency of leastsquares estimators in linear models
Kaffes, D.,
Rao, M. Bhaskara

199218. A general theory of some positive dependence notions
Shaked, Moshe

219229. Multivariate linear rank statistics for profile analysis
Chinchilli, Vernon M.,
Sen, Pranab Kumar

230247. Local asymptotic normality for progressively censored likelihood ratio statistics and applications
Gardiner, Joseph

248255. Cramervon Mises type estimation of the regression parameter: The rank analogue
Williamson, Mark A.

256269. Maximizing the probability of correctly ordering random variables using linear predictors
Portnoy, Stephen

270290. Contracting towards subspaces when estimating the mean of a multivariate normal distribution
Oman, Samuel D.

291305. Weak and strong convergence of amarts in Frechet spaces
Egghe, Leo

306315. An inequality for the multivariate normal distribution
Chen, Louis H. Y.

317334. Local times for stochastic processes which are subordinate to Gaussian processes
Berman, Simeon M.

335345. On convergence of LAD estimates in autoregression with infinite variance
An, HongZhi,
Chen, Zhaoguo

346370. Asymptotic properties of projections with applications to stochastic regression problems
Lai, T. L.,
Wei, C. Z.

371384. On the accuracy of normal approximation
Sazonov, V. V.,
Ulyanov, V. V.

385401. On the spectral representation of symmetric stable processes
Hardin, Clyde D., Jr

3963. Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
Fang, C.,
Krishnaiah, P. R.

402414. Probabilities of maximal deviations for nonparametric regression function estimates
Johnston, Gordon J.

415431. On Fourier transform of generalized Brownian functionals
Kuo, HuiHsiung

432449. Comparison of two orthogonal series methods of estimating a density and its derivatives on an interval
Hall, Peter

450455. The Frechet distance between multivariate normal distributions
Dowson, D. C.,
Landau, B. V.

457468. A new proof of admissibility of tests in the multivariate analysis of variance
Anderson, T. W.,
Takemura, Akimichi

469479. Admissibility and complete class results for the multinomial estimation problem with entropy and squared error loss
Ighodaro, Ayodele,
Santner, Thomas,
Brown, Lawrence

480492. Robust $M$estimators of location vectors
Collins, John R.

493507. Diffusion approximation of the twotype GaltonWatson process with mean matrix close to the identity
Buckholtz, P. G.,
Wasan, M. T.

508525. On $r$quick limit sets for empirical and related processes based on mixing variables
Jogesh, Gutti,
Singh, Kesar

526548. The multitype branching random walk, II
Ivanoff, Gail

549561. Properties of fourthorder strong mixing rates and its application to random set theory
Mase, Shigeru

562567. Arbitrariness of the pilot estimator in adaptive kernel methods
Abramson, Ian S.

568574. Admissibility of the natural estimator of the mean of a Gaussian process
Spruill, Carl

575596. Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
Burbea, Jacob,
Rao, C. Radhakrishna

597611. Asymptotic distributions of the likelihood ratio test statistics for covariance structures of the complex multivariate normal distributions
Fang, C.,
Krishnaiah, P. R.,
Nagarsenker, B. N.

6471. Asymptotic normality of finite Fourier transforms of stationary generalized processes
Brillinger, David R.

7279. Bounds for the uniform deviation of empirical measures
Devroye, Luc

8088. On admissible shifts of generalized white noises
Kuo, HuiHsiung,
Smolenski, W.

8994. Absolute continuity of multivariate distributions of class $L$
Sato, Keniti

95122. Recurrence and ergodicity of diffusions
Bhattacharya, R. N.,
Ramasubramanian, S.