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Content
November 1998, Volume 67, Issue 2
- 297-305 A Generalization of Rao's Covariance Structure with Applications to Several Linear Models
by Kurata, Hiroshi
- 306-317 A Note on the Comedian for Elliptical Distributions
by Falk, Michael
- 318-348 Kaplan-Meier Estimator under Association
by Cai, Zongwu & Roussas, George G.
- 349-366 More Higher-Order Efficiency: Concentration Probability
by Kano, Yutaka
- 367-384 Convergence Rates for Logspline Tomography
by Koo, Ja-Yong
- 385-397 Multidimensional Limit Theorems Allowing Large Deviations for Densities of Regular Variation
by Nagaev, Alexander V. & Zaigraev, Alexander Yu.
- 398-413 Weak Limits for Multivariate Random Sums
by Kozubowski, Tomasz J. & Panorska, Anna K.
- 414-430 Geometric Ergodicity of Gibbs and Block Gibbs Samplers for a Hierarchical Random Effects Model
by Hobert, James P. & Geyer, Charles J.
October 1998, Volume 67, Issue 1
- 1-22 Spherical Deconvolution
by Healy, Dennis M. & Hendriks, Harrie & Kim, Peter T.
- 23-34 Kernel Density and Hazard Rate Estimation for Censored Dependent Data
by Cai, Zongwu
- 35-48 Improved Estimation in Measurement Error Models Through Stein Rule Procedure
by Shalabh
- 49-71 Functional ANOVA Models for Generalized Regression
by Huang, Jianhua Z.
- 72-79 Multivariate Extensions of Univariate Life Distributions
by Roy, Dilip & Mukherjee, S. P.
- 80-89 Multivariate Stable Densities as Functions of One Dimensional Projections
by Abdul-Hamid, Husein & Nolan, John P.
- 90-98 On the Poisson-Dirichlet Limit
by Gnedin, Alexander V.
- 99-127 The Asymptotic Loss of Information for Grouped Data
by Felsenstein, Klaus & Pötzelberger, Klaus
August 1998, Volume 66, Issue 2
- 133-187 Normal Linear Regression Models With Recursive Graphical Markov Structure
by Andersson, Steen A. & Perlman, Michael D.
- 188-206 Density Estimation on the Stiefel Manifold
by Chikuse, Yasuko
- 207-236 Error Process Indexed by Bandwidth Matrices in Multivariate Local Linear Smoothing
by Cristóbal, J. A. & Alcalá, J. T.
- 237-254 The Probability Content of Cones in Isotropic Random Fields
by Provost, Serge B. & Cheong, Young-Ho
- 255-269 Minimax Risk Inequalities for the Location-Parameter Classification Problem
by Allaart, Pieter C.
- 270-296 The Catline for Deep Regression
by Hubert, Mia & Rousseeuw, Peter J.
July 1998, Volume 66, Issue 1
- 1-21 Model-Building Problem of Periodically Correlatedm-Variate Moving Average Processes
by Bentarzi, Mohamed
- 22-37 On the Geometrical Convergence of Gibbs Sampler inRd
by Hwang, Chii-Ruey & Sheu, Shuenn-Jyi
- 38-45 On Covariance Estimators of Factor Loadings in Factor Analysis
by Hayashi, Kentaro & Kumar Sen, Pranab
- 46-63 Fixed-Width Simultaneous Confidence Intervals for Multinormal Means in Several Intraclass Correlation Models
by Aoshima, Makoto & Mukhopadhyay, Nitis
- 64-70 A Conditional Test for a Non-negative Mean Vector Based on a Hotelling'sT2-Type Statistic
by Wang, Yining & McDermott, Michael P.
- 71-98 On Polynomial Estimators of Frontiers and Boundaries
by Hall, Peter & Park, Byeong U. & Stern, Steven E.
- 99-117 On the Rate of Strong Consistency of the Total Time on Test Statistic
by Csörgo, Miklós & Zitikis, Ricardas
- 118-132 On the Efficiency of Affine Invariant Multivariate Rank Tests
by Möttönen, J. & Hettmansperger, T. P. & Oja, H. & Tienari, J.
May 1998, Volume 65, Issue 2
- 109-128 Pointwise Improvement of Multivariate Kernel Density Estimates
by Abdous, Belkacem & Berlinet, Alain
- 129-138 Infinite Divisibility of Random Objects in Locally Compact Positive Convex Cones
by Jonasson, Johan
- 139-165 Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators
by Li, Tong & Vuong, Quang
- 166-180 Approximation of the Power of Kurtosis Test for Multinormality
by Naito, Kanta
- 181-194 Dimensionality in Manova Tested by a Closed Testing Procedure
by Calinski, Tadeusz & Lejeune, Michel
- 195-208 Outliers in Multivariate Regression Models
by Srivastava, Muni S. & von Rosen, Dietrich
- 209-227 The Hilbert Kernel Regression Estimate
by Devroye, Luc & Györfi, Laszlo & Krzyzak, Adam
- 228-244 Testing for Spherical Symmetry of a Multivariate Distribution
by Koltchinskii, V. I. & Li, Lang
- 245-260 Asymptotics of Estimating Equations under Natural Conditions
by Yuan, Ke-Hai & Jennrich, Robert I.
- 261-276 Conditional Iterative Proportional Fitting for Gaussian Distributions
by Cramer, Erhard
April 1998, Volume 65, Issue 1
- 1-18 Semiparametric Estimation in the Multivariate Liouville Model
by Bhattacharya, P. K. & Burman, Prabir
- 19-35 Perturbation Inequalities and Confidence Sets for Functions of a Scatter Matrix
by Dümbgen, Lutz
- 36-57 Elliptical Functional Models
by Vilca-Labra, F. & Arellano-Valle, R. B. & Bolfarine, H.
- 58-70 Cyclic Subspace Regression
by Lang, Patrick M. & Brenchley, Jason M. & Nieves, Reinaldo G. & Kalivas, John H.
- 71-108 Combining Estimates of Tectonic Plate Rotations:, : An Extension of Welch's Method to Spherical Regression
by Kirkwood, Bessie H. & Chang, Ted
February 1998, Volume 64, Issue 2
- 103-117 Uniform Distributions on Spheres in Finite DimensionalL[alpha]and Their Generalizations
by Szablowski, Pawel J.
- 118-130 Asymptotic Improvement of the Usual Confidence Set in a Multivariate Normal Distribution with Unknown Variance
by Takada, Yoshikazu
- 131-147 On[alpha]-Symmetric Multivariate Characteristic Functions
by Gneiting, Tilmann
- 148-155 Constant Local Dependence
by Jones, M. C.
- 156-182 Projection Method for Moment Bounds on Order Statistics from Restricted Families, : II. Independent Case
by Gajek, Leslaw & Rychlik, Tomasz
- 183-195 Maximum Likelihood Estimation of Isotonic Normal Means with Unknown Variances
by Shi, Ning-Zhong & Jiang, Hua
- 196-205 A Unified and Broadened Class of Admissible Minimax Estimators of a Multivariate Normal Mean
by Maruyama, Yuzo
January 1998, Volume 64, Issue 1
November 1997, Volume 63, Issue 2
- 199-221 Unbiased Estimation for a Multivariate Exponential whose Components have a Common Shift
by Bordes, Laurent & Nikulin, Mikhail & Voinov, Vassily
- 222-241 Median Balls: An Extension of the Interquantile Intervals to Multivariate Distributions
by Averous, Jean & Meste, Michel
- 242-258 A New Class of Consistent Estimators for Stochastic Linear Regressive Models
by An, Hong-Zhi & Hickernell, Fred J. & Zhu, Li-Xing
- 259-276 Compact Matrix Expressions for Generalized Wald Tests of Equality of Moment Vectors,
by Satorra, Albert & Neudecker, Heinz
- 277-295 On Domains of Attraction of Multivariate Extreme Value Distributions under Absolute Continuity
by Yun, Seokhoon
- 296-312 ML Estimation of the MultivariatetDistribution and the EM Algorithm
by Liu, Chuanhai
- 313-319 On a Conjecture Concerning a Theorem of Cramér and Wold
by Walther, Guenther
October 1997, Volume 63, Issue 1
- 1-14 On Estimated Projection Pursuit-Type Crámer-von Mises Statistics,
by Zhu, Li-Xing & Fang, Kai-Tai & Bhatti, M Ishaq
- 15-34 On Inconsistency of the Jackknife-after-Bootstrap Bias Estimator for Dependent Data
by Lahiri, Soumendra Nath
- 35-46 Geodesic Estimation in Elliptical Distributions
by Berkane, Maia & Oden, Kevin & Bentler, Peter M.
- 47-72 Classification of Binary Vectors by Stochastic Complexity
by Gyllenberg, Mats & Koski, Timo & Verlaan, Martin
- 73-87 Wishart and Pseudo-Wishart Distributions and Some Applications to Shape Theory
by Díaz-García, José A. & Jáimez, Ramón Gutierrez & Mardia, Kanti V.
- 88-104 On the Effect of Inliers on the Spatial Median
by Brown, Bruce M. & Hall, Peter & Young, G. Alastair
- 105-118 Multidimensional Bhattacharyya Matrices and Exponential Families
by Pommeret, Denys
- 119-135 GeneralM-Estimation
by Bai, Z. D. & Wu, Y
- 136-179 Random Deletion Does Not Affect Asymptotic Normality or Quadratic Negligibility
by Kesten, Harry & Maller, R. A.
- 180-198 Set-Valued Stationary Processes
by Wang, Rongming & Wang, Zhenpeng
August 1997, Volume 62, Issue 2
- 169-180 Linear Discrimination with Adaptive Ridge Classification Rules
by Loh, Wei-Liem
- 181-189 Some Classes of Multivariate Life Distributions in Discrete Time
by Unnikrishnan Nair, N. & Asha, G.
- 190-203 A Study on Bandwidth Selection in Density Estimation under Dependence
by Kim, Tae Yoon & Cox, Denis D.
- 204-232 On the Estimation of a Support Curve of Indeterminate Sharpness
by Hall, Peter & Nussbaum, Michael & Stern, Steven E.
- 233-272 Functional Central Limit Theorems for Triangular Arrays of Function-Indexed Processes under Uniformly Integrable Entropy Conditions
by Ziegler, Klaus
- 273-309 Multivariate Hazard Rates under Random Censorship
by Fermanian, Jean-David
July 1997, Volume 62, Issue 1
- 1-23 A New Approach to the BHEP Tests for Multivariate Normality
by Henze, Norbert & Wagner, Thorsten
- 24-35 Convergence of Dirichlet Measures Arising in Context of Bayesian Analysis of Competing Risks Models
by Salinas-Torres, Victor H. & de Bragança Pereira, Carlos A. & Tiwari, Ram C.
- 36-63 Goodness-of-Fit Tests for a Multivariate Distribution by the Empirical Characteristic Function
by Fan, Yanqin
- 64-73 On the Multivariate Normal Hazard
by Gupta, Pushpa L. & Gupta, Ramesh C.
- 74-99 Characterization of Multivariate Stationary Gaussian Reciprocal Diffusions,
by Lévy, Bernard C.
- 100-109 A Theorem on Uniform Convergence of Stochastic Functions with Applications
by Yuan, Ke-Hai
- 110-120 On a Conjecture of Krishnamoorthy and Gupta,
by Perron, François
- 121-136 On Estimating the Dimensionality in Canonical Correlation Analysis
by Gunderson, Brenda K. & Muirhead, Robb J.
- 137-168 Some New Statistics for Testing Hypotheses in Parametric Models,
by Morales, D. & Pardo, L. & Vajda, I.
May 1997, Volume 61, Issue 2
April 1997, Volume 61, Issue 1
- 1-28 On Rankings Generated by Pairwise Linear Discriminant Analysis of m Populations
by Kamiya, Hidehiko & Takemura, Akimichi
- 29-37 Tests for Equality of Parameter Matrices in Two Multivariate Linear Models
by Nel, Daan G.
- 38-60 A Cross-Validation Bandwidth Choice for Kernel Density Estimates with Selection Biased Data
by Wu, Colin O.
- 61-66 Simultaneous Estimation in a Restricted Linear Model
by Rueda, C. & Salvador, B. & Fernández, M. A.
- 67-85 On the Asymptotics of Quantizers in Two Dimensions
by Su, Yingcai
- 86-101 Supermodular Stochastic Orders and Positive Dependence of Random Vectors
by Shaked, Moshe & Shanthikumar, J. George
- 102-128 Efficiency Comparisons in Multivariate Multiple Regression with Missing Outcomes
by Rotnitzky, Andrea & Holcroft, Christina A. & Robins, James M.
- 129-143 Wishart and Chi-Square Distributions Associated with Matrix Quadratic Forms
by Mathew, Thomas & Nordström, Kenneth
- 144-158 LAD Regression for Detecting Outliers in Response and Explanatory Variables
by Dodge, Yadolah
February 1997, Volume 60, Issue 2
- 177-187 Discriminant Analysis for Regression Models with Stationary Long-Memory Disturbances
by Zhang, Guoqiang
- 188-202 Symmetry and Unimodality in Linear Inference
by Jensen, D. R.
- 203-232 The Probability that a Random Real Gaussian Matrix haskReal Eigenvalues, Related Distributions, and the Circular Law
by Edelman, Alan
- 233-251 On Sequential Fixed-Size Confidence Regions for the Mean Vector
by Datta, S. & Mukhopadhyay, N.
- 252-276 Multivariate Gini Indices
by Koshevoy, G. A. & Mosler, K.
- 277-292 Variable Selection for the Growth Curve Model
by Satoh, Kenichi & Kobayashi, Mika & Fujikoshi, Yasunori
January 1997, Volume 60, Issue 1
- 1-19 Local Linear Estimation in Partly Linear Models
by Hamilton, Scott A. & Truong, Young K.
- 20-47 Bivariate Distribution and Hazard Functions When a Component is Randomly Truncated
by Gürler, Ülkü
- 48-60 Some Applications of Watson's Perturbation Approach to Random Matrices
by Ruymgaart, Frits H. & Yang, Song
- 61-71 Characterization ofp-Generalized Normality
by Gupta, A. K. & Song, D.
- 72-83 Optimal Transportation Plans and Convergence in Distribution
by Cuesta-Albertos, J. A. & Matrán, C. & Tuero-Diaz, A.
- 84-89 Improvement on Chi-Squared Approximation by Monotone Transformation
by Fujisawa, Hironori
- 90-98 Likelihood Ratio Criterion for Mean Structure in the Growth Curve Model with Random Effects
by Fujisawa, Hironori
- 99-110 Comparison of LR, Score, and Wald Tests in a Non-IID Setting
by Rao, C. Radhakrishna & Mukerjee, Rahul
- 111-122 Dependence and Order in Families of Archimedean Copulas
by Nelsen, Roger B.
- 123-147 On Consistency in Nonparametric Estimation under Mixing Conditions
by Irle, A.
- 148-153 A Note on Matrix Variate Normal Distribution
by Nguyen, Truc T.
- 154-175 Smooth Tests of Goodness-of-Fit for Directional and Axial Data
by Boulerice, Bernard & Ducharme, Gilles R.
November 1996, Volume 59, Issue 2
- 109-140 A Paradox Concerning Shrinkage Estimators: Should a Known Scale Parameter Be Replaced by an Estimated Value in the Shrinkage Factor?
by Fourdrinier, Dominique & Strawderman, William E.
- 141-152 Asymptotic Behavior of Sample Mean Direction for Spheres
by Hendriks, Harrie & Landsman, Zinoviy & Ruymgaart, Frits
- 153-165 Parameter Estimation with Exact Distribution for Multidimensional Ornstein-Uhlenbeck Processes
by Pap, Gyula & van Zuijlen, Martien C. A.
- 166-186 On a Constrained Optimal Rule for Classification with Unknown Prior Individual Group Membership
by Kim, Hea-Jung
- 187-205 Multivariate Locally Weighted Polynomial Fitting and Partial Derivative Estimation
by Lu, Zhan-Qian
- 206-216 A Kernel Estimator of a Conditional Quantile
by Xiang, Xiaojing
- 217-229 Effects of Smoothing on Multivariate Statistical Properties of the Normal to a Rough Curve or Surface
by Fisher, Nicholas I. & Hall, Peter & Kirk, David J.
- 230-248 Asymptotic Behavior of Heat Kernels on Spheres of Large Dimensions
by Voit, Michael
- 249-271 An Extension of a Convolution Inequality forG-Monotone Functions and an Approach to Bartholomew's Conjectures
by Iwasa, Manabu
- 272-281 Some New Results on Stochastic Comparisons of Spacings from Heterogeneous Exponential Distributions
by Kochar, Subhash & Rojo, Javier
- 282-307 Mixtures of Global and Local Edgeworth Expansions and Their Applications
by Babu, Gutti Jogesh & Bai, Z. D.
- 308-316 Some New Results on Covariances Involving Order Statistics from Dependent Random Variables
by Wang, Wenjin & Sarkar, Sanat K. & Bai, Zhidong
October 1996, Volume 59, Issue 1
- 1-12 Strassen's LIL for the Lorenz Curve
by Csörgo, Miklós & Zitikis, Ricardas
- 13-21 On the Multivariate Compound Distributions
by Wang, Y. H.
- 22-33 Bivariate Extension of Lomax and Finite Range Distributions through Characterization Approach
by Roy, Dilip & Gupta, R. P.
- 34-59 Expansion of Perturbed Random Variables Based on Generalized Wiener Functionals
by Sakamoto, Yuji & Yoshida, Nakahiro
- 60-80 Limiting Behavior of RecursiveM-Estimators in Multivariate Linear Regression Models
by Miao, B. Q. & Wu, Y.
- 81-108 Likelihood Inference in the Errors-in-Variables Model
by Murphy, S. A. & Van Der Vaart, A. W.
August 1996, Volume 58, Issue 2
- 133-150 Incorporating Extra Information in Nonparametric Smoothing
by Chen, Rong
- 151-161 Estimation of Multinomial Probabilities under a Model Constraint
by Gupta, A. K. & Ehsanes Saleh, A. K. Md.
- 162-181 Bivariate Tensor-Product B-Splines in a Partly Linear Model
by He, Xuming & Shi, Peide
- 182-188 A Note on the Asymptotic Normality of Sample Autocorrelations for a Linear Stationary Sequence
by He, Shuyuan
- 189-196 Multivariate Variational Inequalities and the Central Limit Theorem
by Papathanasiou, V.
- 197-229 On Kendall's Process
by Barbe, Philippe & Genest, Christian & Ghoudi, Kilani & Rémillard, Bruno
July 1996, Volume 58, Issue 1
- 1-20 A Geometric Approach to an Asymptotic Expansion for Large Deviation Probabilities of Gaussian Random Vectors
by Breitung, K. & Richter, W. -D.
- 21-26 A Characterization of Halfspace Depth
by Carrizosa, Emilio
- 27-54 Covariate Screening in Mixed Linear Models
by Richardson, A. M. & Welsh, A. H.
- 55-81 Bayesian Local Influence for the Growth Curve Model with Rao's Simple Covariance Structure
by Pan, Jian-Xin & Fang, Kai-Tai & Liski, Erkki P.
- 82-95 Characterization of Discrete Random Vectors by Conditional Expectations
by Marin, J. & Ruiz, J. M. & Zoroa, P.
- 96-106 The Distribution of the Covariance Matrix for a Subset of Elliptical Distributions with Extension to Two Kurtosis Parameters
by Steyn, H. S.
- 107-131 Nonparametric Estimation of the Bivariate Survival Function with Truncated Data
by van der Laan, Mark J.
May 1996, Volume 57, Issue 2
- 175-190 Order Determination for Multivariate Autoregressive Processes Using Resampling Methods
by Chen, Changhua & Davis, Richard A. & Brockwell, Peter J.
- 191-214 Estimation of the Location of the Maximum of a Regression Function Using Extreme Order Statistics
by Chen, Hung & Huang, Mong-Na Lo & Huang, Wen-Jang
- 215-227 Strong Consistency of Bayes Estimates in Stochastic Regression Models
by Hu, Inchi
- 228-239 The Limit Distribution of the Largest Interpoint Distance from a Symmetric Kotz Sample
by Henze, Norbert & Klein, Timo
- 240-265 Multivariate Distributions from Mixtures of Max-Infinitely Divisible Distributions
by Joe, Harry & Hu, Taizhong
- 266-276 A Preliminary Test in Discriminant Analysis
by Bar-Hen, Avner
- 277-296 Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes
by Paparoditis, Efstathios
April 1996, Volume 57, Issue 1
- 1-36 Asymptotic Expansions for Perturbed Systems on Wiener Space: Maximum Likelihood Estimators
by Yoshida, Nakahiro
- 37-51 The Number of Points of an Empirical or Poisson Process Covered by Unions of Sets
by Auer, P. & Hornik, K.
- 52-68 Second-Order Pitman Admissibility and Pitman Closeness: The Multiparameter Case and Stein-Rule Estimators
by Ghosh, Jayanta K. & Mukerjee, Rahul & Sen, Pranab K.
- 69-83 Stochastic Orders for Spacings of Heterogeneous Exponential Random Variables
by Kochar, Subhash C & Korwar, Ramesh
- 84-100 ConditionalU-Statistics for Dependent Random Variables
by Harel, Michel & Puri, Madan L.
- 101-118 Asymptotic Normality for a Vector Stochastic Difference Equation with Applications in Stochastic Approximation
by Zhu, Yunmin
- 119-141 Resampling Permutations in Regression without Second Moments
by Lepage, Raoul & Podgórski, Krzysztof
- 142-155 On the Studentisation of Random Vectors
by Vu, H. T. V. & Maller, R. A. & Klass, M. J.
- 156-174 Projection Method for Moment Bounds on Order Statistics from Restricted Families: I. Dependent Case
by Gajek, Leslaw & Rychlik, Tomasz
February 1996, Volume 56, Issue 2
- 165-184 On the Accuracy of Binned Kernel Density Estimators
by Hall, Peter & Wand, M. P.
- 185-206 Penalized Likelihood-type Estimators for Generalized Nonparametric Regression
by Cox, Dennis D. & O'Sullivan, Finbarr
- 207-231 Identification of Refined ARMA Echelon Form Models for Multivariate Time Series
by Nsiri, Saïd & Roy, Roch
- 232-244 A Bayesian Decision Theory Approach to Classification Problems
by Johnson, Richard A. & Mouhab, Abderrahmane
- 245-258 Double Shrinkage Estimators in the GMANOVA Model
by Kariya, Takeaki & Konno, Yoshihiko & Strawderman, William E.
- 259-283 Nonparametric Approach for Non-Gaussian Vector Stationary Processes
by Taniguchi, Masanobu & Puri, Madan L. & Kondo, Masao
- 284-302 Extreme Value Asymptotics for Multivariate Renewal Processes
by Steinebach, Josef & Eastwood, Vera R.
- 303-332 Some Asymptotic Formulae for Gaussian Distributions
by Yurinsky, V. V.
- 333-350 A Multivariate CLT for Local Dependence withn-1/2 log nRate and Applications to Multivariate Graph Related Statistics
by Rinott, Yosef & Rotar, Vladimir
January 1996, Volume 56, Issue 1
- 1-19 Asymptotic Distribution of Restricted Canonical Correlations and Relevant Resampling Methods
by Das, Shubhabrata & Sen, Pranab Kumar
- 20-41 Linkages: A Tool for the Construction of Multivariate Distributions with Given Nonoverlapping Multivariate Marginals
by Li, Haijun & Scarsini, Marco & Shaked, Moshe
- 42-59 On Edgeworth Expansion and Moving Block Bootstrap for StudentizedM-Estimators in Multiple Linear Regression Models
by Lahiri, Soumendra Nath
- 60-74 A Measure of Association for Bivariate Frailty Distributions
by Manatunga, Amita K. & Oakes, David
- 75-89 Bivariate Dependence Properties of Order Statistics
by Boland, Philip J. & Hollander, Myles & Joag-Dev, Kumar & Kochar, Subhash
- 90-119 On Joint Estimation of Regression and Overdispersion Parameters in Generalized Linear Models for Longitudinal Data
by Sutradhar, Brajendra C. & Rao, R. Prabhakar
- 120-152 On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models
by Gombay, Edit & Horváth, Lajos
- 153-163 WBF Property and Stochastical Monotonicity of the Markov Process Associated to Schur-Constant Survivial Functions
by Caramellino, Lucia & Spizzichino, Fabio
November 1995, Volume 55, Issue 2
- 133-148 Functional Limit Theorems for Row and Column Exchangeable Arrays
by Ivanoff, B. G. & Weber, N. C.
- 149-164 Minimal Moments and Cumulants of Symmetric Matrices: An Application to the Wishart Distribution
by Kollo, T. & Vonrosen, D.
- 165-186 Asymptotic Distributions of Some Test Criteria for the Covariance Matrix in Elliptical Distributions under Local Alternatives
by Purkayastha, S. & Srivastava, M. S.
- 187-204 Consistency of Posterior Mixtures in the Gaussian Family on a Hilbert Space and Its Applications
by Majumdar, S.
- 205-218 Estimation of Non-sharp Support Boundaries
by Hardle, W. & Park, B. U. & Tsybakov, A. B.
- 219-229 Bivariate Discrete Measures via a Power Series Conditional Distribution and a Regression
by Wesolowski, J.
- 230-245 Interval Estimation in Structural Errors-in-Variables Model with Partial Replication
by Huwang, L.
- 246-260 Deconvolving a Density from Partially Contaminated Observations
by Hesse, C. H.
- 261-282 Constructing Multivariate Distributions with Specific Marginal Distributions
by Koehler, K. J. & Symanowski, J. T.
- 283-311 Bayesian Analysis for Random Coefficient Regression Models Using Noninformative Priors
by Yang, R. Y.
- 312-319 A Hotelling's T2-Type Statistic for Testing against One-Sided Hypotheses
by Silvapulle, M. J.
- 320-330 Cone Order Association
by Cohen, A. & Sackrowitz, H. B. & Samuelcahn, E.
- 331-339 Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices
by Silverstein, J. W.
- 340-348 Asymptotics of Multivariate Randomness Statistics
by Ghoudi, K.
October 1995, Volume 55, Issue 1
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