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Content
April 1993, Volume 45, Issue 1
February 1993, Volume 44, Issue 2
- 179-190 Integration by Parts for Poisson Processes
by Elliott, R. J. & Tsoi, A. H.
- 191-219 Quadratic Negligibility and the Asymptotic Normality of Operator Normed Sums
by Maller, R. A.
- 220-226 All Admissible Linear Estimates of the Mean Matrix
by Xie, M. Y.
- 227-255 Non-central Limit Theorems for Non-linear Functionals of k Gaussian Fields
by Denaranjo, M. V. S.
- 256-265 Some Characteristic Properties of the Fisher Information Matrix via Cacoullos-Type Inequalities
by Papathanasiou, V.
- 266-278 On the Convergence of U-Statistics with Stable Limit Distribution
by Heinrich, L. & Wolf, W.
- 279-285 Admissibility under the Frequentist's Validity Constraint in Estimating the Loss of the Least-Squares Estimator
by Hsieh, F. S. & Hwang, J. T. G.
- 286-313 Kernel Approximations for Universal Kriging Predictors
by Zhang, B. & Stein, M.
- 314-320 A Functional Central Limit Theorem for Positively Dependent Random Variables
by Birkel, T.
- 321-344 On the Performance of Kernel Estimators for High-Dimensional, Sparse Binary Data
by Grund, B. & Hall, P.
- 345-359 On the First-Order Edgeworth Expansion for a Markov Chain
by Datta, S. & Mccormick, W. P.
January 1993, Volume 44, Issue 1
- 1-22 On the Problem of More Than One Kurtosis Parameter in Multivariate Analysis
by Steyn, H. S.
- 23-46 Nearest Neighbor Estimators for Random Fields
by Tran, L. T. & Yakowitz, S.
- 47-68 Asymptotic Normality for Deconvolution Estimators of Multivariate Densities of Stationary Processes
by Masry, E.
- 69-81 On the Greatest Class of Conjugate Priors and Sensitivity of Multivariate Normal Posterior Distributions
by Bischoff, W.
- 82-101 High Dimensional Asymptotic Expansions for the Matrix Langevin Distributions on the Stiefel Manifold
by Chikuse, Y.
- 102-114 On a Characterization of Uniform Distributions
by Dasgupta, S. & Goswami, A. & Rao, B. V.
- 115-145 Rate of Convergence of the Empirical Radon Transform
by Gilliam, D. S. & Hall, P. & Ruymgaart, F. H.
- 146-159 Multivariate Versions of Cochran's Theorems II
by Wong, C. S. & Wang, T. H.
- 160-178 Comparison of Two Factor Subspaces
by Dauxois, J. & Romain, Y. & Viguier, S.
November 1992, Volume 43, Issue 2
- 173-184 Lower variance bounds and a new proof of the central limit theorem
by Cacoullos, T. & Papathanasiou, V.
- 185-199 Regularity and convergence of stochastic convolutions in duals of nuclear Fréchet spaces
by Pérez-Abreu, Victor & Tudor, Constantin
- 200-217 Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions
by Deheuvels, Paul & Einmahl, John H. J.
- 218-236 Optimizing in the class of Fuller modified limited information maximum likelihood estimators
by Kadiyala, K. R. & Oberhelman, Dennis
- 237-271 Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
by Fan, Jianqing & Masry, Elias
- 272-299 An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes
by Lii, Keh-Shin & Rosenblatt, Murray
- 300-330 A class of U-statistics and asymptotic normality of the number of k-clusters
by Bhattacharya, Rabi N. & Ghosh, Jayanta K.
- 331-350 On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations
by Nagao, Hisao & Srivastava, M. S.
- 351-374 Interpolation with uncertain spatial covariances: A Bayesian alternative to Kriging
by Le, Nhu D. & Zidek, James V.
October 1992, Volume 43, Issue 1
- 1-15 Estimation of mean square error of empirical best linear unbiased predictors under a random error variance linear model
by Kleffe, J. & Rao, J. N. K.
- 16-28 Minimax estimators of a covariance matrix
by Perron, F.
- 29-57 Multivariate Liouville distributions, III
by Gupta, Rameshwar D. & Richards, Donald St. P.
- 58-109 Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter
by Kouritzin, M. A. & Heunis, A. J.
- 110-124 Mixing coefficient, generalized maximal correlation coefficients, and weakly positive measures
by Dominguez, Marisela
- 125-132 Edgeworth expansions for M-estimators of a regression parameter
by Lahiri, S. N.
- 133-146 Existence and consistency of maximum likelihood in upgraded mixture models
by van der Vaart, A. W. & Wellner, Jon A.
- 147-170 Prediction and fundamental moving averages for discrete multidimensional harmonizable processes
by Mehlman, Marc H.
August 1992, Volume 42, Issue 2
- 171-201 Quantum stochastic calculus and quantum nonlinear filtering
by Belavkin, Viacheslav P.
- 202-209 Most powerful invariant permutation tests
by Runger, George C. & Eaton, M. L.
- 210-225 Tests for the mean direction of the Langevin distribution with large concentration parameter
by Fujikoshi, Yasunori & Watamori, Yoko
- 226-244 Edgeworth expansions for errors-in-variables models
by Babu, Gutti Jogesh & Bai, Z. D.
- 245-266 Asymptotic bounds for the expected L1 error of a multivariate kernel density estimator
by Holmström, Lasse & Klemelä, Jussi
- 267-283 Rational spectral densities and strong mixing
by Cheng, R.
- 284-298 Constrained Kantorovich inequalities and relative efficiency of least squares
by Wang, Song-Gui & Shao, Jun
- 299-301 Large deviations for U-statistics
by Arcones, Miguel A.
- 302-317 A sequence of improvements over the James-Stein estimator
by Guo, Ying (Ingrid) Yueh & Pal, Nabendu
July 1992, Volume 42, Issue 1
- 1-22 Robustification of estimators by Winsorizing on ellipsoids
by Olbricht, W.
- 23-34 Characterisations of classes of multivalued processes using Riesz approximations
by Bagchi, Sitadri N.
- 35-50 Stein estimation for non-normal spherically symmetric location families in three dimensions
by Ralescu, Stefan & Brandwein, Ann Cohen & Strawderman, William E.
- 51-66 Probability distributions with given multivariate marginals and given dependence structure
by Cuadras, C. M.
- 67-76 On conditional distributions of nearest neighbors
by Kaufmann, E. & Reiss, R. -D.
- 77-101 Nonnegative estimation of variance components in unbalanced mixed models with two variance components
by Mathew, Thomas & Sinha, Bimal Kumar & Sutradhar, Brajendra C.
- 102-109 On the power superiority of likelihood ratio tests for restricted alternatives
by Tsai, Mingtan
- 110-129 Hölder classes of vector-valued functions and convergence of the best predictor
by Cheng, R.
- 130-140 D-Optimal designs for a multivariate regression model
by Krafft, Olaf & Schaefer, Martin
- 141-161 Bias-robust estimators of multivariate scatter based on projections
by Maronna, Ricardo A. & Stahel, Werner A. & Yohai, Victor J.
- 162-170 On the calculation of derived variables in the analysis of multivariate responses
by Cox, D. R. & Wermuth, Nanny
May 1992, Volume 41, Issue 2
- 163-177 Robust nonparametric regression in time series
by Truong, Young K.
- 178-193 On linear functions of certain noncentral versions of independent gamma variables
by Mathai, A. M.
- 194-211 Fourier transforms of measures from the classes [beta]' -2
by Jurek, Zbigniew J. & Schreiber, Bertram M.
- 212-219 Spherical uniformity and some characterizations of the Cauchy distribution
by Salama, Ibrahim A. & Sen, Pranab Kumar
- 220-242 Estimation for diffusion processes from discrete observation
by Yoshida, Nakahiro
- 243-272 Multiple regression on stable vectors
by Cambanis, Stamatis & Wu, Wei
- 273-296 Weak limit theorems for univariate k-mean clustering under a nonregular condition
by Serinko, Regis J. & Babu, Gutti Jogesh
- 297-313 Theorems of large deviations in the multivariate invariance principle
by Bentkus, Vidmantas
- 314-337 Approximating the matrix Fisher and Bingham distributions: Applications to spherical regression and procrustes analysis
by Bingham, Christopher & Chang, Ted & Richards, Donald
- 338-358 Rényi-type empirical processes
by Csörgo, Miklós & Horváth, Lajos
April 1992, Volume 41, Issue 1
- 1-13 Estimation of the eigenvalues of [Sigma]1[Sigma]2-1
by Bilodeau, M. & Srivastava, M. S.
- 14-26 Covariances of symmetric statistics
by Vitale, Richard A.
- 27-42 Conjugate Bayes discrimination with infinitely many variables
by Dawid, A. P. & Fang, B. Q.
- 43-55 Priors for ordered conditional variance and vector partial correlation
by Eaves, David & Chang, Ted
- 56-79 Model fitting for continuous-time stationary processes from discrete-time data
by Lii, Keh-Shin & Masry, Elias
- 80-88 Characterization of matrix variate normal distributions
by Gupta, A. K. & Varga, T.
- 89-101 Quadratic deviation of penalized mean squares regression estimates
by Doukhan, Paul & Gassiat, Elisabeth
- 102-116 The demographic variation process of multitype branching random fields
by Gorostiza, Luis G. & Lopez-Mimbela, J. Alfredo
- 117-131 Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss
by Sheena, Yo & Takemura, Akimichi
- 132-153 On the bootstrap and the trimmed mean
by Hall, Peter & Padmanabhan, A. R.
- 154-162 Generalized Bayes estimators of a normal discriminant function
by Rukhin, Andrew L.
February 1992, Volume 40, Issue 2
- 173-204 A log log law for unstable ARMA models with applications to time series analysis
by Zhang, Hu-Ming
- 205-212 Two LDF characterizations of the normal as a spherical distribution
by Cacoullos, Theophilos
- 213-220 L1-optimal estimates for a regression type function in Rd
by Yatracos, Yannis G.
- 221-243 Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances
by Anderson, T. W. & Kunitomo, Naoto
- 244-261 Quadratic discriminant functions with constraints on the covariance matrices: Some asymptotic results
by Flury, Bernhard W. & Schmid, Martin J.
- 262-291 Fixed design regression for time series: Asymptotic normality
by Roussas, George G. & Tran, Lanh T. & Ioannides, D. A.
- 292-310 Radiance variation relative to the solar-inclination over a gaussian model of relief
by Weber, Michel
- 311-327 An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator
by Davies, Laurie
- 328-334 On Hoeffding-Fréchet bounds and cyclic monotone relations
by Smith, Cyril & Knott, Martin
- 335-347 Comportement asymptotique de la seconde valeur propre des processus de Kolmogorov
by Jacquot, S.
January 1992, Volume 40, Issue 1
- 1-12 UMP invariant tests for a generalized linear model
by Ukita, Yoshimasa & Noda, Kazuo & Miyaoka, Etsuo
- 13-45 Linear rank statistics in regression analysis with censored or truncated data
by Lai, Tze Leung & Ying, Zhiliang
- 46-55 Best equivariant estimation in curved covariance models
by Perron, F. & Giri, N.
- 56-83 Fluctuation limits of multitype branching random fields
by López-Mimbela, J. Alfredo
- 84-93 A partial ordering of rank densities
by Proschan, Michael & Leysieffer, Frederick
- 94-108 The noncentral Bartlett decompositions and shape densities
by Goodall, Colin & Mardia, Kanti V.
- 109-114 On a shrinkage estimator of a normal common mean vector
by Krishnamoorthy, K.
- 115-131 Trace measures of a positive definite bimeasure
by Dehay, Dominique & Moché, Raymond
- 132-157 Location-adaptive density estimation and nearest-neighbor distance
by Burman, P. & Nolan, D.
- 158-171 Robust linear regression via bounded influence M-estimators
by Cheng, Chi-Lun
November 1991, Volume 39, Issue 2
- 217-235 Estimating a survival function with incomplete cause-of-death data
by Lo, Shaw-Hwa
- 236-245 Recursive approximate maximum likelihood estimation for a class of counting process models
by Spreij, Peter
- 246-269 Global nonparametric estimation of conditional quantile functions and their derivatives
by Chaudhuri, Probal
- 270-283 Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold
by Chikuse, Yasuko
- 284-304 Parameter estimation in linear filtering
by Kallianpur, G. & Selukar, R. S.
- 305-314 Improved estimates of location in the presence of an unknown scale
by Brandwein, Ann Cohen & Strawderman, William E.
- 315-323 Ergodicity of asymptotically mean stationary channels
by Kakihara, Yûichirô
- 324-347 Quadratic errors for nonparametric estimates under dependence
by Vieu, Philippe
- 348-371 The excess-mass ellipsoid
by Nolan, D.
October 1991, Volume 39, Issue 1
- 1-29 Time series analysis via rank order theory: Signed-rank tests for ARMA models
by Hallin, Marc & Puri, Madan L.
- 30-43 On hadamard differentiability of extended statistical functional
by Ren, Jian-Jian & Sen, Pranab Kumar
- 44-59 A class of limit theorems for singular diffusions
by Basak, Gopal K.
- 60-78 Bernstein operators and finite exchangeability
by Pötzelberger, Klaus
- 79-86 Gaussian conditional structure of the second order and the Kagan classification of multivariate distributions
by Weso?owski, Jacek
- 87-105 Normal approximation in regression
by Hall, Peter & Welsh, A. H.
- 106-116 Some parametric models on the simplex
by Barndorff-Nielsen, O. E. & Jørgensen, B.
- 117-134 LBI tests for multivariate normality in exponential power distributions
by Kuwana, Yoichi & Kariya, Takeaki
- 135-153 On a multivariate gamma
by Mathai, A. M. & Moschopoulos, P. G.
- 154-174 Multivariate versions of Cochran's theorems
by Wong, Chi Song & Masaro, Joe & Wang, Tonghui
- 175-201 On multivalued martingales whose values may be unbounded: martingale selectors and mosco convergence
by Hess, Christian
- 202-208 Entropy inequalities for some multivariate distributions
by Peddada, Shyamal Das & Richards, Donald St. P.
- 209-215 Functional equations for multivariate exponential distributions
by Marshall, Albert W. & Olkin, Ingram
August 1991, Volume 38, Issue 2
- 167-186 Testing for and against a stochastic ordering between multivariate multinomial populations
by Lucas, Larry A. & Wright, F. T.
- 187-203 An empirical process central limit theorem for dependent non-identically distributed random variables
by Andrews, Donald W. K.
- 204-212 Covariance bounds for multivariate unimodal distributions and a characterization of uniformity
by Mattner, L.
- 213-232 Expansions for the multivariate chi-square distribution
by Royen, T.
- 233-240 Decision theoretic analysis of spherical regression
by Kim, Peter T.
- 241-244 On the conditional probability density functions of multivariate uniform random vectors and multivariate normal random vectors
by Choi, ByoungSeon
- 245-261 A Cramér-Rao type lower bound for estimators with values in a manifold
by Hendriks, Harrie
- 262-274 Improved estimators for the GMANOVA problem with application to Monte Carlo simulation
by Tan, Ming
- 275-293 Pseudoisotropic random walks on free groups and semigroups
by Voit, Michael
- 294-305 A local breakdown property of robust tests in linear regression
by He, Xuming
- 306-318 Empirical Bayes minimax estimators of matrix normal means
by Ghosh, Malay & Shieh, Gwowen
- 319-332 Convergence of weighted sums of random functions in D[0, 1]
by Daffer, Peter Z.
- 333-365 Rate of convergence in CLT on stratified groups
by Pap, Gyula
- 366-384 Asymptotic variance estimation in multivariate distributions
by Rukhin, Andrew L.
- 385-393 Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case
by Ghosh, J. K. & Mukerjee, Rahul
July 1991, Volume 38, Issue 1
- 1-14 The conditional expectation as estimator of normally distributed random variables with values in infinitely dimensional Banach spaces
by Krug, P.
- 15-35 Quantum stochastic processes with independent additive increments
by Schürmann, Michael
- 36-50 Rates of convergence in multivariate extreme value theory
by Omey, E. & Rachev, S. T.
- 51-69 Limit distributions for measures of multivariate skewness and kurtosis based on projections
by Baringhaus, L. & Henze, N.
- 70-81 On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles
by Hall, Peter & Martin, Michael A.
- 82-99 On rates of convergence of stochastic relaxation for Gaussian and non-Gaussian distributions
by Amit, Yali
- 100-113 Asymptotic behavior of regression quantiles in non-stationary, dependent cases
by Portnoy, Stephen
- 114-140 Marcinkiewicz-type strong laws for partially exchangeable arrays
by Rieders, Eric
- 141-148 An elementary proof for an extended version of the Choquet-Deny theorem
by Rao, C. Radhakrishna & Shanbhag, D. N.
- 149-166 Curve estimation for mn-decomposable time series including bilinear processes
by Chanda, K. C. & Ruymgaart, F. H.
May 1991, Volume 37, Issue 2
- 135-150 On the calculation of cumulants of estimators arising from a linear time series regression model
by Zhang, Hong-Ching & Shaman, Paul
- 151-179 A smooth conditional quantile estimator and related applications of conditional empirical processes
by Mehra, K. L. & Sudhakara Rao, M. & Upadrasta, S. P.
- 180-196 Nonparametric regression estimation in models with weak error's structure
by Fraiman, Ricardo & Iribarren, Gonzalo Pérez
- 197-222 Comparing sweep strategies for stochastic relaxation
by Amit, Y. & Grenander, U.
- 223-238 Third-order asymptomic properties of a class of test statistics under a local alternative
by Taniguchi, Masanobu
- 239-258 Capacity of dimension-limited channels
by Baker, C. R.
- 259-268 A weak law for normed weighted sums of random elements in rademacher type p banach spaces
by Adler, André & Rosalsky, Andrew & Taylor, Robert L.
- 269-278 A generalization of the Chung-Mogul'skii law of the iterated logarithm
by Shi, Z.
April 1991, Volume 37, Issue 1
- 1-23 White noise approach to multiparameter stochastic integration
by Redfern, Mylan
- 24-45 Correlation theory of almost periodically correlated processes
by Hurd, Harry L.
- 46-65 The prediction theory of stationary random fields. III. Fourfold Wold decompositions
by Chiang, Tse-Pei
- 66-75 A nonparametric test of fit of a parametric model
by Kozek, Andrzej S.
- 76-84 Prophet region for independent random variables with a discount factor
by Boshuizen, Frans
- 85-103 Optimal parameter choice for error minimization in bivariate histograms
by Huesemann, J. A. & Terrell, G. R.
- 104-114 Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions
by Rinott, Yosef & Samuel-Cahn, Ester
- 115-134 Sample path properties of stochastic processes represented as multiple stable integrals
by Rosinski, Jan & Samorodnitsky, Gennady & Taqqu, Murad S.
February 1991, Volume 36, Issue 2
- 145-162 High dimensional limit theorems and matrix decompositions on the Stiefel manifold
by Chikuse, Yasuko
- 163-174 Estimating covariance matrices II
by Loh, Wei-Liem
- 175-198 Maximum likelihood estimation for noncausal autoregressive processes
by Breid, F. Jay & Davis, Richard A. & Lh, Keh-Shin & Rosenblatt, Murray
- 199-203 Association and infinite divisibility for the Wishart distribution and its diagonal marginals
by Evans, Steven N.
- 204-221 Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes
by Harel, Michel & Puri, Madan L.
- 222-242 Regularization of trajectories for multiparameter additive processes in groups
by Zapala, August M.
- 243-262 Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-gaussian random fields
by Dembo, Amir & Zeitouni, Ofer
- 263-279 Regression function estimation from dependent observations
by Burman, Prabir
- 280-296 Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
by Ying, Zhiliang
- 297-313 Nonuniform bounds on the rate of convergence in the central limit theorem for martingales
by Joos, Konrad
- 314-319 On determination of multivariate distribution by its marginals for the Kagan class
by Wesolowski, Jacek
January 1991, Volume 36, Issue 1
- 1-17 Normal distribution assumption and least squares estimation function in the model of polynomial regression
by Bischoff, Wolfgang & Cremers, Heinz & Fieger, Werner
- 18-34 Improved estimation for a model arising in reliability and competing risks
by Peña, Edsel A.
- 35-43 On the dependence function of Sibuya in multivariate extreme value theory
by Obretenov, A.
- 44-55 On estimation of a matrix of normal means with unknown covariance matrix
by Konno, Yoshihiko
- 56-67 Tests for independence in contingency tables with ordered categories
by Cohen, Arthur & Sackrowitz, Harold B.
- 68-94 Towards an optimum test for non-additivity in Tukey's model
by Mathew, Thomas & Sinha, Bimal Kumar
- 95-102 A bivariate local limit theorem
by Doney, R. A.
- 103-112 Bartlett-type modification for Rao's efficient score statistic
by Chandra, Tapas K. & Mukerjee, Rahul
- 113-120 Minimax estimators in the manova model for arbitrary quadratic loss and unknown covariance matrix
by Honda, Toshio
- 121-126 An approach to improving the James-Stein estimator
by Kubokawa, Tatsuya
- 127-143 On the asymptotic distributions of weighted uniform multivariate empirical processes
by Horváth, Lajos
November 1990, Volume 35, Issue 2
- 141-150 Minimax estimation of means of multivariate normal mixtures
by Chou, Jine-Phone & Strawderman, William E.
- 151-167 Maximum a posteriori estimation of elliptic Gaussian fields observed via a noisy nonlinear channel
by Dembo, Amir & Zeitouni, Ofer
- 168-185 Limiting values of large deviation probabilities of quadratic statistics
by Jeurnink, G. A. M. & Kallenberg, W. C. M.
- 186-202 Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes
by Hesse, C. H.
- 203-222 On the cumulants of affine equivariant estimators in elliptical families
by Grübel, Rudolf & Rocke, David M.
- 223-242 A distance between multivariate normal distributions based in an embedding into the siegel group
by Calvo, Miquel & Oller, Josep M.
- 243-259 Moments for a multivariate linear model with an application to the growth curve model
by von Rosen, Dietrich
- 260-275 Asymptotic normality of L-statistics based on m(n)-decomposable time series
by Chanda, K. C. & Puri, M. L. & Ruymgaart, F. H.
- 276-294 Bahadur-Kiefer theorems for the product-limit process
by Beirlant, Jan & Einmahl, John H. J.
- 295-307 Second-order properties for multiple-bilinear models
by Terdik, György
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