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June 1985, Volume 16, Issue 3
- 277-289 On the increments of the local time of a Wiener sheet
by Révész, P.
- 290-299 Testing for independence by the empirical characteristic function
by Csörgo, Sándor
- 300-317 The empirical distribution function and strong laws for functions of order statistics of uniform spacings
by Beirlant, Jan & van Zuijlen, M. C. A.
- 318-334 On a decision rule using dichotomies for identifying the nonnegligible parameter in certain linear models
by Srivastava, J. N. & Mallenby, D. W.
- 335-367 Multilinear forms and measures of dependence between random variables
by Bradley, Richard C. & Bryc, Wlodzimierz
- 368-392 Inference for thinned point processes, with application to Cox processes
by Karr, Alan F.
- 393-411 Prediction of multivariate time series by autoregressive model fitting
by Lewis, Richard & Reinsel, Gregory C.
- 412-431 Asymptotic normality of spectral estimates
by Dahlhaus, Rainer
- 432-439 Interval estimates for posterior probabilities in a multivariate normal classification model
by Ambergen, A. W. & Schaafsma, W.
- 440-450 On Neyman's conjecture: A characterization of the multinomials
by Sinha, Bikas Kumar & Gerig, Thomas M.
April 1985, Volume 16, Issue 2
- 173-184 Tests for dimensionality and interactions of mean vectors under general and reducible covariance structures
by Rao, C. Radhakrishna
- 185-210 Strong approximations of the quantile process of the product-limit estimator
by Aly, Emad-Eldin A. A. & Csörgo, Miklós & Horváth, Lajos
- 211-236 Three limit theorems for vacancy in multivariate coverage problems
by Hall, Peter
- 237-240 Multivariate extreme value distributions for stationary Gaussian sequences
by Amram, Fred
- 241-252 On a characterization of the normal distribution by means of identically distributed linear forms
by Riedel, M.
- 253-259 The nonnegative MINQUE estimate
by Massam, Helene & Muller, Jochen
- 260-264 Elimination of randomization in statistical decision theory reconsidered
by Balder, E. J.
- 265-275 A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction
by Pourahmadi, Mohsen
February 1985, Volume 16, Issue 1
- 1-20 Asymptotic expansions in functional limit theorems
by Götze, F.
- 21-53 A comparison of kriging with nonparametric regression methods
by Yakowitz, S. J. & Szidarovszky, F.
- 54-70 The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
by Swensen, Anders Rygh
- 71-84 Linear sufficiency and some applications in multilinear estimation
by Drygas, Hilmar
- 85-117 Convergence of nonhomogeneous stochastic chains with countable states
by Mukherjea, A. & Nakassis, A.
- 118-139 Filtrations for the two parameter jump process
by Al-Hussaini, Ata & Elliott, Robert J.
- 140-156 A note on harmonizable and V-bounded processes
by Kakihara, Yûichirô
- 157-161 The distribution of matrix quotients
by Phillips, P. C. B.
- 162-172 Nonparametric iterative estimation of multivariate binary density
by Liang, Wen-Qi & Krishnaiah, P. R.
December 1984, Volume 15, Issue 3
- 279-294 On the convergence rate of maximal deviation distribution for kernel regression estimates
by Konakov, V. D. & Piterbarg, V. I.
- 295-324 Some limit theorems on the eigenvectors of large dimensional sample covariance matrices
by Silverstein, Jack W.
- 325-335 The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model
by Arnold, Steven
- 336-360 Properties of Hida processes on 2. 1. N-Hida processes
by Prum, Bernard
- 361-382 Properties of Hida processes on 2. 2. Prediction and interpolation problems for processes on 2
by Prum, Bernard
- 383-407 Tests for independence of two multivariate regression equations with different design matrices
by Kariya, Takeaki & Fujikoshi, Yasunori & Krishnaiah, P. R.
- 408-409 Comments on a result of Yin, Bai, and Krishnaiah for large dimensional multivariate F matrices
by Silverstein, Jack W.
- 410-413 A remark on a recent paper on the convergence of "amrts"
by Chatterji, S. D.
October 1984, Volume 15, Issue 2
- 147-163 Almost surely consistent nonparametric regression from recursive partitioning schemes
by Gordon, Louis & Olshen, Richard A.
- 164-173 The exact likelihood for a multivariate ARMA model
by Solo, Victor
- 174-182 Hermite series estimates of a probability density and its derivatives
by Greblicki, W?odzimierz & Pawlak, Miros?aw
- 183-200 Trimmed estimates in simultaneous estimation of parameters in exponential families
by Ghosh, Malay & Dey, Dipak K.
- 201-221 Estimation of first crossing time distribution for N-parameter Brownian motion processes relative to upper class boundaries
by Sen, Pradip Kumar & Wichura, Michael J.
- 222-227 On the fair coin tossing process
by Chen, Robert & Lin, Hsien E.
- 228-236 A test for the independence of two Gaussian processes
by Withers, C. S.
- 237-251 Scaling limits for point random fields
by Burton, Robert M. & Waymire, Ed
- 252-260 An invariance principle for a finite dimensional stochastic approximation method in a Hilbert space
by Nixdorf, Rainer
- 261-276 Noneuclidean harmonic analysis, the central limit theorem, and long transmission lines with random inhomogeneities
by Terras, Audrey
August 1984, Volume 15, Issue 1
- 1-12 A multivariate one-way classification model with random effects
by Schott, James R. & Saw, John G.
- 13-20 Characterization of infinitely divisible multivariate gamma distributions
by Griffiths, R. C.
- 21-51 Two testing problems relating the real and complex multivariate normal distributions
by Andersson, Steen A. & Perlman, Michael D.
- 52-62 Optimal designs for minimax extrapolation
by Spruill, M. C.
- 63-72 Strong consistency of nearest neighbor regression function estimators
by Cheng, Philip E.
- 73-90 On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes
by Haeusler, Erich
- 91-98 The strong consistency of M-estimators in linear models
by Cheng, Ching-Shui & Li, Ker-Chau
- 99-123 Subordination, rank, and determinism of multivariate stationary sequences
by Niemi, Hannu
- 124-134 Convergence in the pth-mean and some Weak Laws of Large Numbers for weighted sums of random elements in separable normed linear spaces
by Wang, Xiang Chen & Bhaskara Rao, M.
- 135-140 Canonical row-column-exchangeable arrays
by Lynch, James
- 141-146 A functional central limit theorem for [varrho]-mixing sequences
by Herrndorf, Norbert
June 1984, Volume 14, Issue 3
- 269-284 Stationary distributions of the simplest dynamical systems in Rn perturbed by generalized Poisson process
by Zakusilo, O. K.
- 285-299 Distributions of class L[alpha]
by Bai, Z. D. & Yin, Y. Q.
- 300-314 An asymptotic minimax risk bound for estimation of a linear functional relationship
by Nussbaum, M.
- 315-322 The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
by Prakasa Rao, B. L. S.
- 323-335 Principal components in the nonnormal case: The test of equality of Q roots
by Waternaux, Christine M.
- 336-347 Formulas for zonal polynomials
by Kushner, H. B. & Meisner, Morris
- 348-359 Weighted L2 quantile distance estimators for randomly censored data
by Eubank, R. L. & LaRiccia, V. N.
- 360-375 A limit theorem for branching one-dimensional periodic diffusion processes
by Kawazu, Kiyoshi & Ogura, Yukio
- 376-389 Stochastic bounds for attained levels
by Berk, Robert H.
April 1984, Volume 14, Issue 2
- 135-154 Universal estimators of a vector parameter
by Rukhin, A. L.
- 155-168 A condition for null robustness
by Eaton, Morris L. & Kariya, Takeaki
- 169-180 Robust regression function estimation
by Härdle, Wolfgang
- 181-200 A Bahadur efficiency comparison between one and two sample rank statistics and their sequential rank statistic analogues
by Mason, David M.
- 201-211 Bivariate step processes and random evolutions
by Siegrist, Kyle
- 212-220 Construction of improved estimators in multiparameter estimation for continuous exponential families
by Ghosh, Malay & Hwang, Jiunn Tzon & Tsui, Kam-Wah
- 221-230 Limiting distributions of two random sequences
by Chen, Robert & Goodman, Richard & Zame, Alan
- 231-247 On Berry-Esséen rates, a law of the iterated logarithm and an invariance principle for the proportion of the sample below the sample mean
by Ralescu, Stefan & Puri, Madan L.
- 248-267 Hyperamarts: Conditions for regularity of continuous parameter processes
by Choi, Bong Dae
February 1984, Volume 14, Issue 1
- 1-16 Central limit theorem for integrated square error of multivariate nonparametric density estimators
by Hall, Peter
- 17-33 Domains of attraction and regular variation in IRd
by de Haan, L. & Omey, E. & Resnick, S.
- 34-73 Quasimartingales on partially ordered sets
by Hürzeler, Harry E.
- 74-82 The theory of concentrated Langevin distributions
by Watson, Geoffrey S.
- 83-93 On a class of stopping times for M-estimators
by Stute, Winfried
- 94-100 On the reverse process of a critical multitype Galton-Watson process without variances
by Nakagawa, Tetsuo
- 101-104 Use of the hyperbolic differential operator to find a scalar statistic which has constant regression on the mean of a sample of Wishart matrices
by Heller, Barbara
- 105-113 Ultraspherical polynomials and statistics on the m-sphere
by Saw, John G.
- 114-133 On the hellinger square integral with respect to an operator valued measure and stationary processes
by Makagon, Andrzej
December 1983, Volume 13, Issue 4
- 489-507 A limit theorem for the eigenvalues of product of two random matrices
by Yin, Y. Q. & Krishnaiah, P. R.
- 508-516 Limiting behavior of the eigenvalues of a multivariate F matrix
by Yin, Y. Q. & Bai, Z. D. & Krishnaiah, P. R.
- 517-533 Kernel-transformed empirical processes
by Csörgo, Sándor
- 534-538 Continuity properties of decomposable probability measures on euclidean spaces
by Wolfe, Stephen James
- 539-549 Asymptotic properties of Cramér-Smirnov statistics--A new approach
by Sukhatme, Shashikala
- 550-560 Absolute continuity of operator-self-decomposable distributions on Rd
by Yamazato, Makoto
- 561-577 The past of a stopping point and stopping for two-parameter processes
by Fouque, Jean-Pierre
- 578-604 Limit distributions and one-parameter groups of linear operators on Banach spaces
by Jurek, Zbigniew J.
- 605-611 On Wong-Zakai approximation of stochastic differential equations
by Konecny, Franz
September 1983, Volume 13, Issue 3
- 383-400 The maximum of the periodogram
by An, Hong-Zhi & Chen, Zhao-Guo & Hannan, E. J.
- 401-424 Estimating the mean function of a Gaussian process and the Stein effect
by Berger, James & Wolpert, Robert
- 425-441 Central limit theorems for non-linear functionals of Gaussian fields
by Breuer, Péter & Major, Péter
- 442-463 Entrance laws for Feller diffusions on (0, [infinity]) and Doob's h-path transformation
by Bose, A.
- 464-472 On a number of poisson matrices in Bang-Bang representations for 3 - 3 embeddable matrices
by Frydman, Halina
- 473-487 Special functions and characterizations of probability distributions by zero regression properties
by Heller, Barbara
June 1983, Volume 13, Issue 2
- 213-233 On [alpha]-symmetric multivariate distributions
by Cambanis, Stamatis & Keener, Robert & Simons, Gordon
- 234-256 Measuring the efficiency of trigonometric series estimates of a density
by Hall, Peter
- 257-272 Point processes and multivariate extreme values
by Deheuvels, Paul
- 273-286 Limit laws for upper and lower extremes from stationary mixing sequences
by Davis, Richard A.
- 287-301 Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces
by Butzer, P. L. & Hahn, L. & Roeckerath, M. Th.
- 302-309 Asymptotic normal distribution of multidimensional statistics of dependent random variables
by De Dominicis, Rodolfo
- 310-327 The inverse partial correlation function of a time series and its applications
by Bhansali, R. J.
- 328-352 On a class of martingale inequalities
by Cox, David C. & Kemperman, J. H. B.
- 353-360 Mesures majorantes et loi du logarithme itéré pour les variables aléatoires sous-gaussiennes
by Heinkel, Bernard
- 361-365 Stability of sums of weighted nonnegative random variables
by Etemadi, N.
- 366-374 Weak convergence of linear forms in D[0, 1]
by Daffer, Peter Z. & Taylor, Robert L.
- 375-381 Positive dependence properties of elliptically symmetric distributions
by Sampson, Allan R.
March 1983, Volume 13, Issue 1
- 1-23 Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
by Lai, T. L. & Wei, C. Z.
- 24-39 On near neighbour estimates of a multivariate density
by Hall, Peter
- 40-51 Bayes estimation in linear models: A coordinate-free approach
by Gnot, Stanislaw
- 52-66 Characterization of limits of Bayes procedures
by Caridi, Frank
- 67-108 Third-order efficiency of conditional tests in exponential models: The lattice case
by Hipp, C.
- 109-117 Stationary probability distributions for multiresponse linear learning models
by Pruscha, H. & Theodorescu, R.
- 118-137 The weak and strong Gaussian probabilistic realization problem
by van Putten, C. & van Schuppen, J. H.
- 138-147 Equivalence of measures induced by infinitely divisible processes
by Veeh, Jerry Alan
- 148-166 On the decomposition of the convolution of a Gaussian and poisson distribution on locally compact Abelian groups
by Feldman, G. M. & Fryntov, A. E.
- 167-176 Equivalent measures of dependence
by Bradley, Richard C.
- 177-186 A sampling theorem for multivariate stationary processes
by Pourahmadi, Mohsen
- 187-193 On the laws of large numbers for nonnegative random variables
by Etemadi, Nasrollah
- 194-201 Existence of a double random integral with respect to stable measures
by Szulga, J. & Woyczynski, W. A.
- 202-209 The rate of strong uniform consistency for the multivariate product-limit estimator
by Horváth, Lajos
December 1982, Volume 12, Issue 4
- 457-468 A new proof of admissibility of tests in the multivariate analysis of variance
by Anderson, T. W. & Takemura, Akimichi
- 469-479 Admissibility and complete class results for the multinomial estimation problem with entropy and squared error loss
by Ighodaro, Ayodele & Santner, Thomas & Brown, Lawrence
- 480-492 Robust M-estimators of location vectors
by Collins, John R.
- 493-507 Diffusion approximation of the two-type Galton-Watson process with mean matrix close to the identity
by Buckholtz, P. G. & Wasan, M. T.
- 508-525 On r-quick limit sets for empirical and related processes based on mixing random variables
by Babu, Gutti Jogesh & Singh, Kesar
- 526-548 The multitype branching random walk, II
by Gail Ivanoff, B.
- 549-561 Properties of fourth-order strong mixing rates and its application to random set theory
by Mase, Shigeru
- 562-567 Arbitrariness of the pilot estimator in adaptive kernel methods
by Abramson, Ian S.
- 568-574 Admissibility of the natural estimator of the mean of a Gaussian process
by Spruill, Carl
- 575-596 Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
by Burbea, Jacob & Rao, C. Radhakrishna
- 597-611 Asymptotic distributions of the likelihood ratio test statistics for covariance structures of the complex multivariate normal distributions
by Fang, C. & Krishnaiah, P. R. & Nagarsenker, B. N.
September 1982, Volume 12, Issue 3
- 317-334 Local times for stochastic processes which are subordinate to Gaussian processes
by Berman, Simeon M.
- 335-345 On convergence of LAD estimates in autoregression with infinite variance
by An, Hong-Zhi & Chen, Zhao-guo
- 346-370 Asymptotic properties of projections with applications to stochastic regression problems
by Lai, T. L. & Wei, C. Z.
- 371-384 On the accuracy of normal approximation
by Sazonov, V. V. & Ulyanov, V. V.
- 385-401 On the spectral representation of symmetric stable processes
by Hardin, Clyde D.
- 402-414 Probabilities of maximal deviations for nonparametric regression function estimates
by Johnston, Gordon J.
- 415-431 On Fourier transform of generalized Brownian functionals
by Kuo, Hui-Hsiung
- 432-449 Comparison of two orthogonal series methods of estimating a density and its derivatives on an interval
by Hall, Peter
- 450-455 The Fréchet distance between multivariate normal distributions
by Dowson, D. C. & Landau, B. V.
June 1982, Volume 12, Issue 2
- 161-177 Reverse processes and some limit theorems of multitype Galton-Watson processes
by Nakagawa, Tetsuo
- 178-185 Two strong limit theorems for processes with independent increments
by Wright, A. Larry
- 186-198 Weak consistency of least-squares estimators in linear models
by Kaffes, D. & Bhaskara Rao, M.
- 199-218 A general theory of some positive dependence notions
by Shaked, Moshe
- 219-229 Multivariate linear rank statistics for profile analysis
by Chinchilli, Vernon M. & Sen, Pranab Kumar
- 230-247 Local asymptotic normality for progressively censored likelihood ratio statistics and applications
by Gardiner, Joseph
- 248-255 Cramér-von Mises type estimation of the regression parameter: The rank analogue
by Williamson, Mark A.
- 256-269 Maximizing the probability of correctly ordering random variables using linear predictors
by Portnoy, Stephen
- 270-290 Contracting towards subspaces when estimating the mean of a multivariate normal distribution
by Oman, Samuel D.
- 291-305 Weak and strong convergence of amarts in Fréchet spaces
by Egghe, Leo
- 306-315 An inequality for the multivariate normal distribution
by Chen, Louis H. Y.
March 1982, Volume 12, Issue 1
- 1-38 Some limit theorems for the eigenvalues of a sample covariance matrix
by Jonsson, Dag
- 39-63 Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
by Fang, C. & Krishnaiah, P. R.
- 64-71 Asymptotic normality of finite Fourier transforms of stationary generalized processes
by Brillinger, David R.
- 72-79 Bounds for the uniform deviation of empirical measures
by Devroye, Luc
- 80-88 On admissible shifts of generalized white noises
by Kuo, Hui-Hsiung & Smolenski, W.
- 89-94 Absolute continuity of multivariate distributions of class L
by Sato, Ken-iti
- 95-122 Recurrence and ergodicity of diffusions
by Bhattacharya, R. N. & Ramasubramanian, S.
- 123-135 The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance
by Akritas, Michael G. & Johnson, Richard A.
- 136-154 Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
by Dauxois, J. & Pousse, A. & Romain, Y.
- 155-158 Note on Creasy's confidence limits for the gradient in the linear functional relationship
by Schneeweiss, H.
December 1981, Volume 11, Issue 4
- 459-473 Estimating the dimension of a linear system
by Hannan, E. J.
- 474-484 Some properties of the parameterization of ARMA systems with unknown order
by Deistler, M. & Hannan, E. J.
- 485-497 A robust principal component analysis
by Ruymgaart, F. H.
- 498-505 Some extensions of the Kantorovich inequality and statistical applications
by Khatri, C. G. & Rao, C. Radhakrishna
- 506-531 Bahadur deficiency of likelihood ratio tests in exponential families
by Kallenberg, Wilbert C. M.
- 532-543 Local Bahadur efficiency of rank tests for the independence problem
by Kremer, Erhard
- 544-555 The estimation of multivariate random coefficient autoregressive models
by Nicholls, D. F. & Quinn, B. G.
- 556-567 Some multivariate linear regression testing problems with additional observations
by Sarkar, Sanat Kumar
- 568-571 Remark on strong martingales and the linear embedding of tactics
by Grillenberger, Christian & Krengel, Ulrich
- 572-580 [alpha]-Stable characterization of Banach spaces (1
by Mandrekar, V. & Weron, A.
- 581-598 Representations for partially exchangeable arrays of random variables
by Aldous, David J.
- 599-607 The global Markov property for lattice systems
by Albeverio, S. & Høegh-Krohn, R. & Olsen, G.
September 1981, Volume 11, Issue 3
- 289-318 The multitype branching diffusion
by Ivanoff, B. Gail
- 319-333 Convergence systems and strong consistency of least squares estimates in regression models
by Gui-Jing, Chen & Lai, T. L. & Wei, C. Z.
- 334-345 Stopping times and an extension of stochastic integrals in the plane
by Yeh, J.
- 346-353 On the law of the iterated logarithm
by Wong, H. S. F.
- 354-367 Large deviation probabilities for certain dependent processes
by Singh, Kesar
- 368-385 On the theory of elliptically contoured distributions
by Cambanis, Stamatis & Huang, Steel & Simons, Gordon
- 386-399 Asymptotic independence of distributions of normalized order statistics of the underlying probability measure
by Reiss, R. -D.
- 400-417 Simultaneous estimation of Poisson means
by Albert, James H.
- 418-433 Eigenfunctions of expected value operators in the Wishart distribution, II
by Kushner, H. B. & Lebow, Arnold & Meisner, Morris
- 434-447 Operator-stable laws
by Hudson, William N. & Mason, J. David
- 448-451 Weak association of random variables
by Rüschendorf, Ludger
- 452-458 A note on Sheppard's corrections for grouping and maximum likelihood estimation
by Don, F. J. H.
June 1981, Volume 11, Issue 2
- 115-126 On large deviations for sums of random vectors in Rk
by Osipov, L. V.
- 127-151 Convergence of estimates. Part I
by Strasser, Helmut
- 152-172 Convergence of estimates. Part II
by Strasser, Helmut
- 173-184 Polynomial expansions of density and distribution functions of scale mixtures
by Hall, Peter
- 185-198 Multiple autoregressive models with random coefficients
by Nicholls, D. F. & Quinn, B. G.
- 199-229 Stopping rules and tactics for processes indexed by a directed set
by Krengel, Ulrich & Sucheston, Louis
- 230-243 Random correspondences and nonlinear equations
by Kannan, R.
- 244-249 Factorizing multivariate time series operators
by Stensholt, Eivind & Tjøstheim, Dag
- 250-259 Markov inequalities on partially ordered spaces
by Jensen, D. R. & Foutz, R. V.
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