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July 1988, Volume 26, Issue 1
May 1988, Volume 25, Issue 2
- 153-163 Uniform and nonuniform estimates in the CLT for Banach valued dependent random variables
by Basu, A. K.
- 164-173 On the identifiability of multivariate survival distribution functions
by Ebrahimi, Nader
- 174-200 The demographic variation process of branching random fields
by Gorostiza, Luis G.
- 201-222 On the second order local comparison between perturbed maximum likelihood estimators and Rao's statistic as test statistics
by Chandra, Tapas K. & Samanta, Tapas
- 223-240 A test of independence for the coordinates of bivariate censored data
by Gombay, Edit
- 241-271 On the representation of finite multiple Markov chains by weighted circuits
by Kalpazidou, Sofia
- 272-285 Joint stable attraction of two sums of products
by Cline, Daren B. H.
- 286-298 Multivariate arrangement increasing functions with applications in probability and statistics
by Boland, Philip J. & Proschan, Frank
- 299-310 Kernel density and hazard function estimation in the presence of censoring
by Diehl, Sabine & Stute, Winfried
- 311-322 Strong convergence of weighted sums of random elements through the equivalence of sequences of distributions
by Cuesta, Juan A. & Matrán, Carlos
April 1988, Volume 25, Issue 1
- 1-9 On multivariate mean remaining life functions
by Arnold, Barry C. & Zahedi, Hassan
- 10-24 Series representations and Karhunen processes
by Kakihara, Yûichirô
- 25-30 A characterization of Dirichlet distributions
by Rao, B. V. & Sinha, Bikas K.
- 31-44 Multivariate calibration: A generalization of the classical estimator
by Lieftinck-Koeijers, C. A. J.
- 45-64 Multivariate functional least squares
by Heathcote, C. R. & Welsh, A. H.
- 65-89 Poisson approximations of multinomial distributions and point processes
by Deheuvels, Paul & Pfeifer, Dietmar
- 90-99 Consistency of a nonparametric estimate of a density function for dependent variables
by Boente, Graciela & Fraiman, Ricardo
- 100-110 Consistent nonparametric multiple regression: The fixed design case
by Georgiev, Alexander A.
- 111-118 Random walks on Z2n
by Erdös, Paul & Chen, Robert W.
- 119-138 Concentration inequalities for Gauss-Markov estimators
by Eaton, Morris L.
- 139-145 Limit theorems for randomly weighted sums of random elements in normed linear spaces
by Cabrera, M. Ordóñez
- 146-151 On the study of some functions of multivariate ARMA processes
by Peiris, M. Shelton
February 1988, Volume 24, Issue 2
- 177-188 Comparison theorems for Brownian motions on Riemannian manifolds and their applications
by Ichihara, Kanji
- 189-206 A general principle for limit theorems in finitely additive probability: The dependent case
by Karandikar, Rajeeva L.
- 207-217 Restricted risk Bayes estimation for the mean of the multivariate normal distribution
by Chen, Shun-Yu
- 218-236 White noise approach to stochastic integration
by Kuo, Hui-Hsiung & Russek, Andrzej
- 237-251 A characterization of translation-invariant experiments admitting adaptive estimates
by Pflug, Georg Ch. & Grossmann, Wilfried
- 252-264 Weak convergence to the matrix stochastic integral [integral operator]01 B dB'
by Phillips, P. C. B.
- 265-284 Multi-dimensional multivariate Gaussian Markov random fields with application to image processing
by Mardia, K. V.
- 285-308 Approximating the integral of a multifunction
by Artstein, Zvi & Wets, Roger J-B
- 309-329 Solution of Deny convolution equation restricted to a half line via a random walk approach
by Alzaid, Abdulhamid A. & Lau, Ka-Sing & Rao, C. Radhakrishna & Shanbhag, D. N.
- 330-340 Inequalities for probability contents of convex sets via geometric average
by Shaked, Moshe & Tong, Y. L.
January 1988, Volume 24, Issue 1
- 1-10 Moments of distributions attracted to operator-stable laws
by Hudson, William N. & Veeh, Jerry Alan & Weiner, Daniel Charles
- 11-30 On the structure of admissible linear estimators
by Klonecki, W. & Zontek, S.
- 31-45 Likelihood process in parametric model of censored data with staggered entry--Asymptotic properties and applications
by Chang, I-Shou & Hsiung, Chao A.
- 46-52 Proof of a necessary and sufficient condition for admissibility in discrete multivariate problems
by Brown, L. D. & Farrell, R. H.
- 53-55 A type 2 inequality for functions of bounded variation
by Zaman, Asad
- 56-65 A note on Edgeworth expansions for the von Mises functionals
by Takahashi, Hajime
- 66-87 Robustness study for a linear growth model
by Khatri, C. G.
- 88-108 Optimal clustering on the real line
by Butler, Ronald W.
- 109-122 Some families of mutivariate symmetric distributions related to exponential distribution
by Fang, Kai-Tai & Fang, Bi-Qi
- 123-128 An application of a multivariate central limit theorem to sampling without replacement
by White, Donald B.
- 129-142 An identity for multidimensional continuous exponential families and its applications
by Chou, Jine-Phone
- 143-154 All-pass matrices, the positive real lemma, and unit canonical correlations between future and past
by Green, Michael
- 155-176 The almost sure behavior of maximal and minimal multivariate kn-spacings
by Deheuvels, Paul & Einmahl, John H. J. & Mason, David M. & Ruymgaart, Frits H.
December 1987, Volume 23, Issue 2
- 169-183 Adaptive nonparametric estimation of a multivariate regression function
by Mack, Y.P. & Mu¨ller, Hans-Georg
- 183-208 Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case
by Bhattacharya, P.K.
- 209-219 Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions
by SenGupta, Ashis
- 220-232 Maximum likelihood estimation for birth and multidimensional Brownian process
by Dharmadhikari, Shailaja
- 233-256 Multivariate Liouville distributions
by Gupta, Rameshwar D. & Richards, Donald St.P.
- 257-275 Stochastic rearrangement inequalities
by Chan, Wai & D'Abadie, Catherine & Proschan, Frank
- 276-286 Bivariate CDF iterations and asymptotic independence
by Dorea, C.C.Y. & Sastrosoewignjo, S.
- 290-302 Asymptotic results in robust quasi-bayesian estimation
by Ritov, Ya'acov
- 303-311 Asymptotic optimality of multivariate linear hypothesis tests
by Baringhaus, Ludwig
- 312-329 On dominations between measures of dependence
by Bradley, Richard C. & Bryc, Wlodzimierz & Janson, Svante
October 1987, Volume 23, Issue 1
- 1-12 On characterization of linear admissible estimators: An extension of a result due to C. R. Rao
by Zontek, Stefan
- 13-36 Asymptotics of special functions and the central limit theorem on the space [Weierstrass p]n of positive n - n matrices
by Terras, Audrey
- 37-46 The intersection local time of fractional Brownian motion in the plane
by Rosen, Jay
- 47-66 Multivariate reciprocal stationary Gaussian processes
by Carmichael, J.P. & Masse´, J.C. & Theodorescu, R.
- 67-76 Necessary and sufficient consistency conditions for a recursive kernel regression estimate
by Greblicki, Wlodzimierz & Pawlak, Miroslaw
- 77-92 Strong consistency of least squares estimates in linear regression models driven by semimartingales
by Le Breton, A. & Musiela, M.
- 93-118 A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables
by Rao, M. Bhaskara & Krishnaiah, P.R. & Subramanyam, K.
- 119-130 Detecting change in a random sequence
by Cso¨rgo, Miklo´s & Horva´th, Lajos
- 131-158 On the use of compactly supported density estimates in problems of discrimination
by Hall, Peter
- 159-168 Convergence of stochastic empirical measures
by Beran, R.J. & Le Cam, L. & Millar, P.W.
August 1987, Volume 22, Issue 2
- 177-188 Test for a specified signal when the noise covariance matrix is unknown
by Khatri, C. G. & Rao, C. Radhakrishna
- 189-211 Some new approaches to multivariate probability distributions
by Shanbhag, D. N. & Kotz, S.
- 212-229 Approximations for multivariate U-statistics
by Götze, F.
- 230-244 Asymptotically optimal selection of a piecewise polynomial estimator of a regression function
by Chen, Keh-Wei
- 245-250 Dimensions of spaces of homogeneous zero regression polynomials
by Kushner, H. B.
- 251-257 On a class of asymptotically stationary harmonizable processes
by Dehay, Dominique
- 258-277 Central limit theorem for quadratic forms for sparse tables
by Burman, Prabir
- 278-295 Strictly operator-stable distributions
by Sato, Ken-iti
- 296-312 Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
by Stahel, Werner A.
- 313-339 The central limit theorem for weighted empirical processes indexed by sets
by Alexander, Kenneth S.
June 1987, Volume 22, Issue 1
- 1-12 On the performance of the linear discriminant function for spherical distributions
by Koutras, Markos
- 13-23 A class of infinitely divisible multivariate negative binomial distributions
by Griffiths, R. C. & Milne, R. K.
- 24-50 A central limit theorem applicable to robust regression estimators
by Portnoy, Stephen
- 51-64 The asymptotic distributions of some estimators for a factor analysis model
by Amemiya, Yasuo & Fuller, Wayne A. & Pantula, Sastry G.
- 65-73 Nuclear subspace of L0 and the Kernel of a linear measure
by Okazaki, Yoshiaki & Takahashi, Yasuji
- 74-78 An elementary proof of the Knight-Meyer characterization of the Cauchy distribution
by Dunau, Jean-Louis & Senateur, Henri
- 79-93 Strong consistency and rates for recursive probability density estimators of stationary processes
by Masry, Elias & Györfi, László
- 94-105 Comparison between the locally most powerful unbiased and Rao's tests
by Mukerjee, Rahul & Chandra, Tapas K.
- 106-125 Stationary fields with positive angle
by Makagon, A. & Salehi, H.
- 126-136 Minimaxity of Pitman estimators
by Milbrodt, Hartmut
- 137-143 Estimation under -invariant quasi-convex loss
by Mosler, K. C.
- 144-155 A central limit theorem for non-instantaneous filters of a stationary Gaussian process
by Ho, Hwai-Chung & Sun, Tze-Chien
- 156-176 Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series
by Taniguchi, M. & Krishnaiah, P. R.
April 1987, Volume 21, Issue 2
- 189-206 Cross-validation and the smoothing of orthogonal series density estimators
by Hall, Peter
- 207-237 On tests for selection of variables and independence under multivariate regression models
by Kariya, T. & Fujikoshi, Y. & Krishnaiah, P. R.
- 238-249 An everywhere convergent series representation of the distribution of Hotelling's generalized T02
by Phillips, P. C. B.
- 250-262 Approximation of intermediate quantile processes
by Csörgo, Miklós & Horváth, Lajos
- 263-273 The order of magnitude of the moments of the modulus of continuity of multiparameter poisson and empirical processes
by Einmahl, J. H. J. & Ruymgaart, F. H.
- 274-295 Second-order linearity of the general signed-rank statistic
by Kersting, G.
- 296-311 A simple alternative derivation of a useful theorem in linear "errors-in-variables" regression models together with some clarifications
by Willassen, Yngve
- 312-323 Sufficiency and completeness in the linear model
by Mueller, Jochen
- 324-336 On sample path properties of semistable processes
by Rajput, Balram S. & Rama-Murthy, Kavi
February 1987, Volume 21, Issue 1
- 1-28 Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes
by Taniguchi, Masanobu
- 29-52 Convergence results for maximum likelihood type estimators in multivariable ARMA models
by Pötscher, B. M.
- 53-66 A differential equations approach to the modal location for a family of bivariate gamma distributions
by Brewer, D. W. & Tubbs, J. D. & Smith, O. E.
- 67-78 Asymptotic theory for robust principal components
by Boente, Graciela
- 79-104 Employing vague prior information in the construction of confidence sets
by Casella, George & Hwang, Jiunn Tzon
- 105-127 Multiple stochastic integrals with dependent integrators
by Fox, Robert & Taqqu, Murad S.
- 128-138 Compact group actions, spherical bessel functions, and invariant random variables
by Gross, Kenneth I. & Richards, Donald St. P.
- 139-157 Spectral representation of semistable processes, and semistable laws on Banach spaces
by Rajput, Balram S. & Rama-Murthy, Kavi
- 158-167 Extremality and the global Markov property. I. The Euclidean fields on a lattice
by Zegarlinski, Boguslaw
- 168-178 Exponential bounds of mean error for the nearest neighbor estimates of regression functions
by Zhao, L. C.
- 179-188 Almost sure L1-norm convergence for data-based histogram density estimates
by Chen, X. R. & Zhao, L. C.
December 1986, Volume 20, Issue 2
- 175-189 Rates of convergence for classes of functions: The non-i.i.d. case
by Yukich, J. E.
- 190-204 Multidimensional large deviation local limit theorems
by Chaganty, Narasinga R. & Sethuraman, J.
- 205-219 On the angle between past and future for multivariate stationary stochastic processes
by Miamee, A. G.
- 220-243 Robust estimation in the linear model with asymmetric error distributions
by Collins, J. R. & Sheahan, J. N. & Zheng, Z.
- 244-250 The distribution of a generalized least squares estimator with covariance adjustment
by Kenward, M. G.
- 251-264 Transformations preserving normality and Wishart-ness
by Nabeya, Seiji & Kariya, Takeaki
- 265-271 On the limiting Pitman efficiency of some rank tests of independence
by Ledwina, Teresa
- 272-276 A characterization of spherical distributions
by Eaton, Morris L.
- 277-302 On stochastic integral representation of stable processes with sample paths in Banach spaces
by Rosinski, Jan
- 303-320 Uniform bound in the central limit theorem for Banach space valued dependent random variables
by Rhee, WanSoo & Talagrand, Michel
- 321-326 A random CLT for dependent random variables
by Sugiman, Ikuo
- 327-329 Non-linear prediction of the degree n of a Gaussian N-ple Markov process
by Ivkovic, Z. A.
October 1986, Volume 20, Issue 1
- 1-25 On detection of the number of signals in presence of white noise
by Zhao, L. C. & Krishnaiah, P. R. & Bai, Z. D.
- 26-49 On detection of the number of signals when the noise covariance matrix is arbitrary
by Zhao, L. C. & Krishnaiah, P. R. & Bai, Z. D.
- 50-68 Limiting spectral distribution for a class of random matrices
by Yin, Y. Q.
- 69-90 Multivariate splines: A probabilistic perspective
by Karlin, S. & Micchelli, C. A. & Rinott, Y.
- 91-113 Random approximations to some measures of accuracy in nonparametric curve estimation
by Marron, James Stephen & Härdle, Wolfgang
- 114-128 Strong approximations of the Q-Q process
by Aly, Emad-Eldin A. A.
- 129-142 Limits of translation invariant experiments
by Janssen, Arnold
- 143-154 Hitting a boundary point by diffusions in the closed half space
by Ramasubramanian, S.
- 155-160 Characterization of Hilbert spaces by the strong law of large numbers
by Kawabe, Jun
- 161-174 Estimation of parameters for Hilbert space-valued partially observable stochastic processes
by Loges, Wilfried
August 1986, Volume 19, Issue 2
- 201-224 On powerful distributional tests based on sample spacings
by Hall, Peter
- 225-239 Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem
by Hall, Peter & Wightwick, J. C. H.
- 240-250 On the errors-in-variables problem for time series
by Robinson, P. M.
- 251-264 Bandwidth choice for differentiation
by Rice, John A.
- 265-272 On certain random simplices in n
by Anderson, W. J.
- 273-279 Central limit theorem for perturbed empirical distribution functions evaluated at a random point
by Puri, Madan L. & Ralescu, Stefan S.
- 280-298 Positive definite symmetric functions on finite dimensional spaces. I. Applications of the Radon transform
by Richards, Donald St. P.
- 299-310 Invariance principles under weak dependence
by Peligrad, Magda
- 311-328 Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions
by Hitsuda, Masuyuki & Mitoma, Itaru
- 329-341 Supplements to operator-stable and operator-semistable laws on Euclidean spaces
by Siebert, Eberhard
- 342-347 Domains of attraction of nonnormal operator-stable laws
by Meerschaert, Mark M.
- 348-365 Local times of continuous N-parameter strong martingales
by Imkeller, Peter
June 1986, Volume 19, Issue 1
- 1-13 Convergence properties of an empirical error criterion for multivariate density estimation
by Marron, James Stephen
- 14-23 Selecting a minimax estimator doing well at a point
by Zheng, Z.
- 24-47 Spectral factorization of wide sense stationary processes on 2
by Korezlioglu, Hayri & Loubaton, Philippe
- 48-66 Approximating hierarchical normal priors using a vague component
by Haitovsky, Yoel & Zidek, James V.
- 67-87 Bimeasures and measures induced by planar Stochastic integrators
by Merzbach, Ely & Zakai, Moshe
- 88-112 Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality
by Kertz, Robert P.
- 113-118 Two Lil-type results for the Brownian bridge
by Sen, Pradip Kumar
- 119-131 Recent contributions to the embedding problem for probability measures on a locally compact group
by Heyer, H.
- 132-141 Generalized least squares estimation of the functional multivariate linear errors-in-variables model
by Dahm, P. Fred & Fuller, Wayne A.
- 142-155 Optimal stratification and clustering on the line using the 1-norm
by Butler, Ronald W.
- 156-161 The greatest invariance-group of multivariate models
by Banken, Ludger
- 162-182 Gaussian measures on Orlicz spaces and abstract Wiener spaces
by Lawniczak, Anna T.
- 183-188 A remark on semiparametric models
by Pfanzagl, J.
- 189-200 On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic
by Bai, Z. D. & Yin, Y. Q. & Krishnaiah, P. R.
April 1986, Volume 18, Issue 2
- 169-177 Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented
by Wijsman, Robert A.
- 178-186 The problem of identification of parameters by the distribution of the maximum random variable
by Mukherjea, A. & Nakassis, A. & Miyashita, J.
- 187-215 Second order asymptotics in nonlinear regression
by Schmidt, Wolfgang H. & Zwanzig, S.
- 216-224 Computation of the maximum likelihood estimate of a noncentrality parameter
by Spruill, M. C.
- 225-241 Parametric estimation for simple branching diffusion processes, II
by Kulperger, Reg
- 242-273 Prophet regions and sharp inequalities for pth absolute moments of martingales
by Cox, David C. & Kertz, Robert P.
- 274-286 Random creation and dispersion of mass
by Wulfsohn, Aubrey
- 287-299 Applications of integration by parts formula for infinite-dimensional semimartingales
by Ustunel, A. S.
February 1986, Volume 18, Issue 1
- 1-31 Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes
by Taniguchi, Masanobu
- 32-45 Limit theorems for the multivariate binomial distribution
by Hudson, William N. & Tucker, Howard G. & Veeh, Jerry A.
- 46-51 The multivariate Laplace-De Moivre Theorem
by Veeh, Jerry Alan
- 52-69 Some sojourn time problems for 2-dimensional Gaussian processes
by Maejima, Makoto
- 70-82 On estimation of matrix of normal mean
by Zheng, Z.
- 83-92 Learn-merge invariance of priors: A characterization of the Dirichlet distributions and processes
by Böge, W. & Möcks, J.
- 93-106 Cramér-von Mises statistics based on the sample quantile function and estimated parameters
by LaRiccia, Vincent & Mason, David M.
- 107-116 Computation of variance components by the MINQUE method
by Kleffe, J. & Seifert, B.
- 117-126 Invariant prediction regions with smallest expected measure
by Hooper, Peter M.
- 127-137 Strongly and weakly harmonizable stochastic processes of H-valued random variables
by Kakihara, Yûichirô
- 138-149 Third order efficient tests in exponential lattice models
by Hipp, C.
- 150-168 Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators
by Härdle, Wolfgang
December 1985, Volume 17, Issue 3
October 1985, Volume 17, Issue 2
- 107-126 Second-order risk comparison of SLSE with GLSE and MLE in a regression with serial correlation
by Toyooka, Yasuyuki
- 127-147 Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions
by Bock, M. E.
- 148-167 A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics
by Denker, Manfred & Puri, Madan L. & Rösler, Uwe
- 168-184 M-Methods in multivariate linear models
by Singer, Julio Motta & Sen, Pranab Kumar
- 185-206 On the theory of Banach space valued multifunctions. 1. Integration and conditional expectation
by Papageorgiou, Nikolaos S.
- 207-227 On the theory of Banach space valued multifunctions. 2. Set valued martingales and set valued measures
by Papageorgiou, Nikolaos S.
- 228-241 Multi-stage nonparametric estimation of density function using orthonormal systems
by Liang, Wen-Qi & Krishnaiah, P. R.
August 1985, Volume 17, Issue 1
- 1-26 On probabilities of large deviations in some classes of k-dimensional Borel sets
by Rozovsky, L. V.
- 27-37 Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria
by Fujikoshi, Yasunori
- 38-55 Regularity and decomposition of two-parameter supermartingales
by Mazziotto, G. & Merzbach, E.
- 56-75 Applications of autoreproducing kernel grammian moduli to (U, H)-valued stationary random functions
by Truong-Van, B.
- 76-83 The asymptotic distribution of a goodness of fit statistic for factorial invariance
by Chen, K. H. & Robinson, J.
- 84-98 On the expansion of C[varrho]*(V + I) as a sum of zonal polynomials
by Kushner, H. B.
- 99-106 On the Radon-Nikodym theorem for measures with values in vector lattices
by Mussmann, Dieter
June 1985, Volume 16, Issue 3
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