Volume 63.
(as bibtex)
29 references.
Articles
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1-7. On optimal prediction for stochastic processes
Adke, S. R.,
Ramanathan, T. V.
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117-131. Characterizations involving conditional specification
Arnold, Barry C.
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133-146. Yokes and symplectic structures
Barndorff-Nielsen, O. E.,
Jupp, P. E.
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147-155. A generalization of Poincaré's characterization of exponential families
Bondesson, Lennart
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157-171. Characterizations of distributions by generalizations of variance bounds and simple proofs of the CLT
Cacoullos, T.,
Papathanasiou, V.
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173-186. An extended Laha-Lukacs characterization result based on a regression property
Fosam, E. B.,
Shanbhag, D. N.
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187-201. Characterization of multivariate distributions through a functional equation of their characteristic functions
Gupta, Arjun K.,
Nguyen, Truc T.,
Zeng, Wei-Bin
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19-38. When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions
Seoh, Munsup,
Hallin, Marc
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203-213. Invariance properties of some classical tests for exponentiality
Gupta, Rameshwar D.,
Richards, Donald St. P.
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215-222. A class of random polynomials with an invariance property
Kagan, Abram,
Rohatgi, Vijay
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223-229. Characterizations of a discrete normal distribution
Kemp, Adrienne W.
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231-246. On the discount sum of Bernoulli random variables
Lau, Ka-Sing,
Ho, Alan
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247-253. The retrieval of a rotation invariant distribution of $(X,Y)$ from $E(X^2\vert Y)$
Letac, Gerard,
Letac, Gérard
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255-264. On spaces of estimating functions
Lin, Y.-X.,
Heyde, C. C.
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265-270. Simulation of a stationary autoregression: A characterization of the normal distribution
McKenzie, Eddie
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271-284. On characterizations based on record values and order statistics
Nagaraja, H. N.,
Nevzorov, V. B.
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285-310. Characterization by invariance under length-biasing and random scaling
Pakes, Anthony G.
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311-324. Ranked set sampling, coherent rankings and size-biased permutations
Patil, G. P.,
Sinha, A. K.,
Taillie, C.
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325-335. Chernoff-type inequality and variance bounds
Prakasa Rao, B. L. S.,
Sreehari, M.
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337-349. Complex-valued characteristic functions with (some) real powers -- II
Ramachandran, B.
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351-361. A property of natural exponential families in $R^n$ with simple quadratic variance functions
Seshadri, V.
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363-375. Modelling some stationary Markov processes and related characterizations
Sreehari, M.,
Kalamkar, V. A.
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377-385. Identification of probability measures via distribution of quotients
Szablowski, Pawel J.,
Wesolowski, Jacek,
Ahsanullah, Mohammad
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39-54. An alternative approach to the analysis of longitudinal data via generalized estimating equations
Chaganty, N. Rao
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55-70. Sequential estimation of the mean of NEF-PVF distributions
Bose, Arup,
Boukai, Benzion
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71-78. A note on second-order admissibility of the Graybill-Deal estimator of a common mean of several normal populations
Pal, Nabendu,
Lim, Wooi K.
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79-96. Approximate confidence intervals after a sequential clinical trial comparing two exponential survival curves with censoring
Coad, D. S.,
Woodroofe, M. B.
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9-17. Optimal robust credible sets for density-bounded priors
Sivaganesan, Siva
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97-111. Minimum bias designs with constraints
Montepiedra, Grace,
Fedorov, Valery V.