Volume 10.
(as bibtex)
34 references.
Articles

114. Efficient computation of Bhapkar's $V$ statistic and significance points for its use in small samples
Bhapkar, V. P.,
Schwartz, Jeffrey H.

103112. Weighted estimators in regression with multicollinearity
Iglarsh, Harvey J.,
Cheng, David C.

113132. Robust estimation of standard deviation
Fenstad, Grete U.,
Kjaernes, Morten,
Walloee, Lars

133146. Estimation of seemingly unrelated regression with lagged dependent variables and autocorrelated errors
Wang, George H. K.,
Hidiroglou, Michael,
Fuller, Wayne A.

147153. How to estimate the standard error of an estimate of a simulated probability
Krutchkoff, Richard G.

1524. A Monte Carlo study of the studentized Wilcoxon statistic for the BehrensFisher problem
Fung, Karen Yuen

154158. Estimating the variance of a sample proportion in simulation studies
Reynolds, Marion R., Jr

159159. The number of orderings of $n$ candidates when ties and omissions are both allowed
Good, I. J.

160160. A convenient formula for inverting a frequently occurring matrix
Daniel, Cuthbert

160161. Extension of SS$(y_1,y_2)=(1/2)(y_1y_2)^2$ to $n=3$ and 4
Daniel, Cuthbert

161162. The covariance between the ``chisquareds'' for the margins of a contingency table
Gaskins, R. A.,
Good, I. J.

163165. On some inverse moments of negativebinomial distributions and their application in estimation
Zacks, S.

165167. The probability distribution of the gaps between the Mersenne primes
Good, I. J.

177185. Forward and backward stepping in variable selection
Berk, Kenneth N.

187193. A method for constructing exact tests from test statistics that have unknown null distributions
Foutz, Robert V.

195204. On grouping sets of exponential populations
Church, Curtis K.

205223. Monte Carlo estimates of the distributions of the random polygons of the Voronoi tessellation with respect to a Poisson process
Hinde, A. L.,
Miles, R. E.

225242. Fast procedures for generating stationary normal vectors
Deak, I.

243249. Monte Carlo estimation of percentiles for the multiSmirnov test
Gardner, R. H.,
Pinder, J. E., III,
Wood, R. S.

2530. Aiding the choice of inverse Chi prior distributions
Fearn, T.

251262. The evaluation of exact maximum likelihood estimates for VARMA models
Hall, A. D.,
Nicholls, D. F.

263270. On certain moment ratios of a class of discrete distributions
Jain, G. C.,
Gupta, R. P.

271288. On the asymptotic normality and other large sample properties of Grenander's mode estimator
Andriano, K. N.

289295. A conditional property of adaptive estimators
Parr, William C.

297307. A Monte Carlo study on the robustness of the twosample sequential $t$ test
Lee, Hyunshik,
Fung, Karen Yuen

309312. On resolving statistical hypotheses
Jensen, D. R.,
Foutz, R. V.

312315. Sharpened Chebychev inequalities
Jensen, D. R.

315316. Another relationship between weight of evidence and errors of the first and second kinds
Good, I. J.

316318. The grading of competitors
Good, I. J.

5364. Sequential vs. random retrieval of a large indexed file
Lau, William W.

6578. Computational procedure for maximum penalized likelihood estimate
Ghorai, Jugal,
Rubin, Herman

7984. Nonlinear least squares fit of the $\chi^2$ and $t$ distributions
Weintraub, Sol

8793. Random sequential packing in $R^n$
Jodrey, W. S.,
Tory, E. M.

95101. Estimating switching regressions: A computational note
Riddell, W. Craig