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June 1981, Volume 11, Issue 2
March 1981, Volume 11, Issue 1
- 1-16 Central limit theorems under weak dependence
by Bradley, Richard C.
- 17-39 Some inverse problems involving conditional expectations
by Karr, A. F.
- 40-49 Conditioned rates of convergence in the CLT for sums and maximum sums
by Ahmad, Ibrahim A.
- 50-57 Decreasing in transposition property of overlapping sums, and applications
by Hollander, M. & Proschan, F. & Sethuraman, J.
- 58-68 On the convergence of a bounded amart and a conjecture of Chatterji
by Schmidt, Klaus D.
- 69-80 Existence of the linear prediction for Banach space valued Gaussian processes
by Chobanjan, S. A. & Weron, A.
- 81-84 Strong consistent density estimate from ergodic sample
by Györfi, László
- 85-101 A general approach to optimal control of a regression experiment
by Chang, Der-Shin & Wong, Chi Song
- 102-113 An asymptotic decomposition for multivariate distribution-free tests of independence
by Deheuvels, Paul
December 1980, Volume 10, Issue 4
- 467-498 Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
by Karlin, Samuel & Rinott, Yosef
- 499-516 Classes of orderings of measures and related correlation inequalities II. Multivariate reverse rule distributions
by Karlin, Samuel & Rinott, Yosef
- 517-538 Riemann-Stieltjes quasi-martingale integration
by Brennan, Michael D.
- 539-550 Consistency of a recursive nearest neighbor regression function estimate
by Devroye, Luc & Wise, Gary L.
- 551-564 Admissible and minimax multiparameter estimation in exponential families
by Ghosh, Malay & Parsian, Ahmad
- 565-578 On the rate of approximation in the central limit theorem for dependent random variables and random vectors
by Basu, A. K.
- 579-598 Multifunctions of faces for conditional expectations of selectors and Jensen's inequality
by Kozek, A. & Suchanecki, Z.
- 599-602 A characterization of Gaussian spaces
by Rao, J. S. & Robertson, James B.
- 603-610 Incomplete Dirichlet integrals with applications to ordered uniform spacings
by Rao, J. S. & Sobel, Milton
- 611-627 Consistent nonparametric regression from recursive partitioning schemes
by Gordon, Louis & Olshen, Richard A.
September 1980, Volume 10, Issue 3
- 275-295 Estimation of vector ARMAX models
by Hannan, E. J. & Dunsmuir, W. T. M. & Deistler, M.
- 296-318 Brunn-Minkowski inequality and its aftermath
by Gupta, Somesh Das
- 319-331 On the capacity of the continuous time Gaussian channel with feedback
by Ihara, Shunsuke
- 332-342 On the robustness of least squares procedures in regression models
by Ghosh, Malay & Sinha, Bimal Kumar
- 343-350 Invariant scale matrix hypothesis tests under elliptical symmetry
by Chmielewski, M. A.
- 351-362 Extreme sample censoring problems with multivariate data: Indirect censoring and the Farlie-Gumbel-Morgenstern distribution
by Johnson, N. L.
- 363-370 Some asymptotic properties of a progressively censored nonparametric test for multiple regression
by Delong, David M.
- 371-378 On functional central limit theorems for certain continuous time parameter stochastic processes
by Sen, P. K. & Tsong, Y.
- 379-384 A characterization of Lévy probability distribution functions on Euclidean spaces
by Wolfe, Stephen James
- 385-397 An extension of the usual model in statistical decision theory with applications to stochastic optimization problems
by Balder, E. J.
- 398-404 A note on the conditional moments of a multivariate normal distribution confined to a convex set
by Haberman, Shelby J.
- 405-425 Empirical distribution functions and functions of order statistics for mixing random variables
by Puri, Madan L. & Tran, Lanh T.
- 426-441 Admissible solutions of k-extended finite state set and sequence compound decision problems
by Vardeman, Stephen B.
- 442-459 Laws of large numbers and Beck Convexity in metric linear spaces
by Sundaresan, K. & Woyczynski, W. A.
- 460-466 Asplund operators and A. E. convergence
by Edgar, G. A.
June 1980, Volume 10, Issue 2
- 141-180 Spatially homogeneous random evolutions
by Dawson, Donald A. & Salehi, Habib
- 181-206 Point processes of exits by bivariate Gaussian processes and extremal theory for the [chi]2-process and its concomitants
by Lindgren, Georg
- 207-232 Class L of multivariate distributions and its subclasses
by Sato, Ken-iti
- 233-242 The necessary and sufficient conditions for dependent quadratic forms to be distributed as multivariate gamma
by Khatri, C. G.
- 243-251 Maximum likelihood estimation of a multivariate linear functional relationship
by Healy, John D.
- 252-267 The use of the tetrachoric series for evaluating multivariate normal probabilities
by Harris, Bernard & Soms, Andrew P.
- 268-272 An optimum tolerance region for multivariate regression
by Evans, M. & Fraser, D. A. S.
March 1980, Volume 10, Issue 1
- 1-18 A canonical decomposition of the probability measure of sets of isotropic random points in n
by Ruben, Harold & Miles, R. E.
- 19-25 A note on computing the distribution of the norm of Hilbert space valued Gaussian random variables
by Neuhaus, Georg
- 26-37 Operator-stable distributions and stable marginals
by Hudson, William N.
- 38-50 Cramér-von Mises tests for independence
by De Wet, T.
- 51-59 The inverted complex Wishart distribution and its application to spectral estimation
by Shaman, Paul
- 60-77 Robustness to nonnormality of some transformations of the sample correlation coefficient
by Subrahmaniam, Kocherlakota & Gajjar, A. V.
- 78-87 The empirical characteristic function and large sample hypothesis testing
by Kellermeier, John
- 88-94 Semistable measures on a Hilbert space
by Laha, R. G. & Rohatgi, V. K.
- 95-106 Convergence of weighted sums of random elements in D[0, 1]
by Taylor, Robert Lee & Daffer, Peter Z.
- 107-122 Representation of Banach space valued quasimartingales by real quasimartingales
by Kussmaul, A. U.
- 123-134 On the value of a stopped set function process
by Schmidt, Klaus D.
- 135-139 A comment on "minimization of functions of a positive simidefinite matrix A subject to AX = 0"
by Neudecker, H.
December 1979, Volume 9, Issue 4
- 465-486 Planar semi-martingales
by Brennan, Michael D.
- 487-510 General theorems on "Little-" rates of closeness of two weighted sums of independent Hilbert space valued random variables with applications
by Butzer, P. L. & Hahn, L. & Roeckerath, M. Th.
- 511-530 Limit theorems for polylinear forms
by Rotar', V. I.
- 531-544 An identity for the Wishart distribution with applications
by Haff, L. R.
- 545-559 On the construction of Wold decomposition for multivariate stationary processes
by Niemi, Hannu
- 560-578 Convergence rates in the central limit theorem for stationary mixing sequences of random vectors
by Hipp, Christian
- 579-588 Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
by Brandwein, Ann Cohen
- 589-598 Characterizations of multivariate normality II. Through linear regressions
by Khatri, C. G.
- 599-613 A linear filtering problem in complete correlated actions
by Suciu, Ion & Valusescu, Ilie
September 1979, Volume 9, Issue 3
- 343-361 Strong consistency of least squares estimates in multiple regression II
by Lai, T. L. & Robbins, Herbert & Wei, C. Z.
- 362-377 Separation theorems for singular values of matrices and their applications in multivariate analysis
by Rao, C. Radhakrishna
- 378-392 On the estimation of the parameters of a power spectrum
by Rice, John
- 393-400 Asymptotic expansions for conditional distributions
by Michel, R.
- 401-409 Third order efficiency of conditional tests for exponential families
by Michel, R.
- 410-419 On some distribution problems in Manova and discriminant analysis
by Chou, Rouh-Jane & Muirhead, Robb J.
- 420-427 Conditional expectations and weak and strong compactness in spaces of Bochner integrable functions
by Brooks, James K. & Dinculeanu, Nicolae
- 428-433 Limit theorems for weighted sums of random elements in separable Banach spaces
by Bozorgnia, A. & Rao, M. Bhaskara
- 434-441 On delayed averages of Brownian motion in Banach spaces
by Chang, Mou-Hsiung
- 442-451 On Hsu's theorem in multivariate regression
by Kleffe, J.
- 452-459 On the quadratic estimation of covariance matrices in multivariate linear models
by Tan, W. Y.
- 460-464 Definition and characterization of multivariate negative binomial distribution
by Doss, D. C.
June 1979, Volume 9, Issue 2
- 183-205 On the asymptotic power of some k-sample statistics based on the multivariate empirical process
by Burke, Murray D.
- 206-221 A bivariate stable characterization and domains of attraction
by Resnick, Sidney & Greenwood, Priscilla
- 222-233 The influence of the nonrecent past in prediction for stochastic processes
by Sackrowitz, Harold
- 234-247 Classical limit theorems for measure-valued Markov processes
by Karr, Alan F.
- 248-258 On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices
by Krishnaiah, P. R. & Lee, Jack C.
- 259-266 Asymptotic expansions for the distributions of functions of a correlation matrix
by Konishi, Sadanori
- 267-277 Multivariate distributions having Weibull properties
by Lee, Larry
- 278-287 Some multivariate statistical characterization theorems
by Lukacs, Eugene
- 288-303 Representation of certain infinitely divisible probability measures on Banach spaces
by Kumar, Arunod & Schreiber, Bertram M.
- 304-313 On the Maximum Likelihood estimation of a linear structural relationship when the intercept is known
by Chan, Lai K. & Mak, Tak K.
- 314-321 A note on rates of convergence in the multidimensional CLT for maximum partial sums
by Ahmad, Ibrahim A.
- 322-331 Nonparametric estimation of location parameter after a preliminary test on regression in the multivariate case
by Sen, Pranab Kumar & Saleh, A. K. Md. Ehsanes
- 332-336 Counterexample--An inadmissible estimator which is generalized bayes for a prior with "light" tails
by Brown, Lawrence D.
- 337-340 A note on confidence sequences in multiparameter exponential families
by Csenki, Attila
March 1979, Volume 9, Issue 1
- 1-15 Multivariate k-nearest neighbor density estimates
by Mack, Y. P. & Rosenblatt, M.
- 16-58 Representations of general stochastic processes
by Johnson, Dudley Paul
- 59-83 Spherically invariant processes: Their nonlinear structure, discrimination, and estimation
by Huang, Steel T. & Cambanis, Stamatis
- 84-100 Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process
by Csörgo, Miklós
- 101-115 Parametric estimation for a simple branching diffusion process
by Kulperger, Reg
- 116-129 The likelihood ratio and its applications in sequential analysis
by Eisenberg, Bennett & Ghosh, B. K.
- 130-137 The weak convergence of uniform measures
by Caby, Errol
- 138-149 Two clarifications on the likelihood surface in functional models
by Willassen, Yngve
- 150-156 On fair coin-tossing games
by Chen, Robert & Zame, Alan
- 157-164 On necessary and sufficient conditions for uniform strong consistency of estimators of a density and its derivatives
by Singh, R. S.
- 165-172 Orderamarts: A class of asymptotic martingales
by Ghoussoub, N.
- 173-178 Summability and vector amarts
by Ghoussoub, N.
December 1978, Volume 8, Issue 4
- 487-517 On the invariance principle for sums of independent identically distributed random variables
by Major, Péter
- 518-531 On the approximate behavior of the posterior distribution for an extreme multivariate observation
by Umbach, Dale
- 532-549 On deviations between empirical and quantile processes for mixing random variables
by Babu, Gutti Jogesh & Singh, Kesar
- 550-558 On confidence sequences for the mean vector of a multivariate normal distribution
by Khan, Rasul A.
- 559-566 Extendibility of spherical matrix distributions
by Dawid, A. P.
- 567-572 Mixed autoregressive-moving average multivariate processes with time-dependent coefficients
by Hallin, Marc
- 573-578 Correlations of functions of normal variables
by Gutmann, Sam
- 579-583 Some remarks on the strong law of large numbers for Banach-space valued weakly integrable random variables
by Bozorgnia, A. & Rao, M. Bhaskara
- 584-588 Note on multidimensional empirical processes for [phi]-mixing random vectors
by Yoshihara, Ken-ichi
- 589-597 On almost sure convergence of Cesaro averages of subsequences of vector-valued functions
by Suchanek, Ana Maria
- 598-613 On the central limit theorem in Banach spaces
by de Araujo, Aloisio Pessoa
September 1978, Volume 8, Issue 3
- 335-345 A class of multivariate symmetric stable distributions
by de Silva, Basil M.
- 346-360 Properties of certain symmetric stable distributions
by Miller, Grady
- 361-371 On the asymptotic distribution of multivariate M-estimates
by Carroll, Raymond J.
- 372-379 Minimax Bayes estimators of a multivariate normal mean
by Faith, Ray E.
- 380-395 A class of bivariate Poisson processes
by Griffiths, R. C. & Milne, R. K.
- 396-404 Nonnull distributions of some statistics associated with testing for the equality of two covariance matrices
by Nagarsenker, B. N.
- 405-412 A class of bivariate distributions including the bivariate logistic
by Ali, Mir M. & Mikhail, N. N. & Haq, M. Safiul
- 413-429 Identifiability of the multinormal and other distributions under competing risks model
by Basu, A. P. & Ghosh, J. K.
- 430-452 Martingales and the Robbins-Monro procedure in D[0, 1]
by Walk, H.
- 453-467 Some optimization problems with applications to canonical correlations and sphericity tests
by Khatri, C. G.
- 468-478 Inference in canonical correlation analysis
by Glynn, William J. & Muirhead, Robb J.
- 479-485 Testing independence of variates in an infinitely divisible random vector
by Sclove, Stanley L.
June 1978, Volume 8, Issue 2
- 153-172 Optimum designs when the observations are second-order processes
by Spruill, Carl & Studden, W. J.
- 173-180 Minimax estimation of a multivariate normal mean under polynomial loss
by Berger, James O.
- 181-201 General theorems on rates of convergence in distribution of random variables I. General limit theorems
by Butzer, P. L. & Hahn, L.
- 202-221 General theorems on rates of convergence in distribution of random variables II. Applications to the stable limit laws and weak law of large numbers
by Butzer, P. L. & Hahn, L.
- 222-232 A convergence theorem for spectral factorization
by Wilson, G. Tunnicliffe
- 233-243 The distribution of the likelihood ratio for additive processes
by Brockett, Patrick L. & Hudson, William N. & Tucker, Howard G.
- 244-254 Some properties of bivariate Gumbel Type A distributions with proportional hazard rates
by Elandt-Johnson, Regina C.
- 255-261 A characterization of the multivariate normal distribution
by Li, Hung C.
- 262-267 On monotonicity of the modified likelihood ratio test for the equality of two covariances
by Srivastava, M. S. & Khatri, C. G. & Carter, E. M.
- 268-273 Maximum eccentricity as a union-intersection test statistic in multivariate analysis
by Schuenemeyer, John H. & Bargmann, Rolf E.
- 274-281 Minimisation of functions of a positive semidefinite matrix A subject to AX = 0
by Calvert, Bruce & Seber, George A. F.
- 282-294 Convergence of weighted sums of tight random elements
by Wei, Duan & Taylor, R. L.
- 295-316 Infinite-variate wide-sense Markov processes and functional analysis for bounded operator-forming vectors
by Rosenberg, Milton
- 317-323 The information matrices of the parameters of multiple mixed time series
by Newton, H. Joseph
- 324-327 An approximation theorem for likelihood ratios
by Pitcher, Tom S.
- 328-333 A remark on the tail probability of a distribution
by Chen, Robert
March 1978, Volume 8, Issue 1
- 1-29 A third-order optimum property of the maximum likelihood estimator
by Pfanzagl, J. & Wefelmeyer, W.
- 30-44 Gaussian processes with biconvex covariances
by Berman, Simeon M.
- 45-54 Scaling limits of Gaussian vector fields
by Pitt, Loren D.
- 55-62 Necessary conditions for normed convergence of critical multitype Bienaymé-Galton-Watson processes without variance
by Goldstein, Martin I. & Hoppe, Fred M.
- 63-72 Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations
by Fujikoshi, Y.
- 73-95 Nonparametric tests for multiple regression under progressive censoring
by Majumdar, Hiranmay & Sen, Pranab Kumar
- 96-118 Radon-Nikodym theorems for set-valued measures
by Hiai, Fumio
- 119-125 An inequality for approximate likelihood ratios
by Pitcher, Tom S.
- 126-133 Asymptotic nonnull distributions for tests for reality of a covariance matrix
by Carter, E. M. & Srivastava, M. S.
- 134-140 A locally most powerful invariant test for the equality of means associated with covariate discriminant analysis
by Kariya, Takeaki & Kanazawa, Mitsuyo
- 141-145 On the unimodality of multivariate symmetric distribution functions of class L
by Wolfe, Stephen James
- 146-150 A refinement of the Riesz decomposition for amarts and semiamarts
by Ghoussoub, Nassif & Sucheston, Louis
December 1977, Volume 7, Issue 4
- 475-490 The arithmetic of probability distributions
by Ostrovskii, I. V.
- 491-511 On the multivariate two-sample problem using strong approximations of the EDF
by Burke, Murray D.
- 512-524 Improved estimates for multivariate complex-normal regression with application to analysis of linear time-invariant relationships
by Lillestøl, J.
- 525-534 A property of random processes with unit multiplicity
by Ephremides, Anthony
- 535-550 On the square root of a positive B(*)-valued function
by Miamee, A. G. & Salehi, H.
- 551-559 Some properties and generalizations of multivariate Eyraud-Gumbel-Morgenstern distributions
by Cambanis, Stamatis
- 560-571 Statistical inference for a certain class of bivariate distributions
by Anderson, Dorothy A.
- 572-583 Multivariate nonparametric tests for independence
by Sinha, Bimal Kumar & Wieand, H. S.
- 584-588 The generalized variance of a stationary autoregressive process
by Anderson, T. W. & Mentz, Raúl P.
- 589-593 On multiple Markov chains
by Henze, Ernst & Massé, Jean-Claude & Theodorescu, Radu
- 594-597 A uniform bound for the deviation of empirical distribution functions
by Devroye, Luc P.
- 598-601 Certain characterizations with linearity of regression in additive damage models
by Patil, G. P. & Ratnaparkhi, M. V.
- 602-607 Measurable linear transformations on abstract Wiener spaces
by Fernholz, Robert
- 608-613 A note on the asymptotic behavior of an entire characteristic function of a multivariate probability law
by Dewess, Monika
September 1977, Volume 7, Issue 3
- 363-373 Central limit problem on Lp (p >= 2) II. Compactness of infinitely divisible laws
by Hamedani, G. G. & Mandrekar, V.
- 374-385 Minimax estimators for a multinormal precision matrix
by Haff, L. R.
- 386-396 Asymptotic expansions of the distributions of the latent roots in MANOVA and the canonical correlations
by Fujikoshi, Y.
- 397-408 Multivariate power series distributions and Neyman's properties for multinomials
by Ghosh, J. K. & Sinha, Bikas Kumar & Sinha, Bimal Kumar
- 409-423 The estimation of a multivariate linear relation
by Robinson, P. M.
- 424-439 Functional limit theorems for U-statistics in the degenerate case
by Neuhaus, Georg
- 440-453 Probability measures on tensor products of Banach spaces-I
by Chi, C. -P. G. & Bharucha-Reid, A. T.
- 454-460 A result on hypothesis testing for a multivariate normal distribution when some observations are missing
by Cohen, Arthur
- 461-467 Zonal polynomials: An alternative approach
by Saw, John G.
- 468-473 Uniform distribution on a Stiefel manifold
by Mardia, K. V. & Khatri, C. G.
June 1977, Volume 7, Issue 2
March 1977, Volume 7, Issue 1
- 1-12 Characterization of the multivariate poisson distribution
by Lukacs, Eugene & Beer, S.
- 13-27 A conditional dichotomy theorem for stochastic processes with independent increments
by Brockett, Patrick L. & Tucker, Howard G.
- 28-49 Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem
by Etemadi, N. & Kallianpur, G.
- 50-62 A large deviation limit theorem for multivariate distributions
by Phillips, P. C. B.
- 63-73 Rates of convergence of quadratic rank statistics
by Husková, Marie
- 74-81 Reduction of variance for Gaussian densities via restriction to convex sets
by Kanter, Marek & Proppe, Harold
- 82-88 Tests on multiple correlation coefficient and multiple partial correlation coefficient
by Gupta, Somesh Das
- 89-106 Efficiency and Cramér-Rao type lnequalities for convex loss functions
by Kozek, Andrzej
- 107-124 Quantum mechanical Wiener processes
by Cockroft, A. M. & Hudson, R. L.
- 125-148 A quantum-mechanical functional central limit theorem
by Cockroft, A. M. & Gudder, S. P. & Hudson, R. L.
- 149-182 Integrals, conditional expectations, and martingales of multivalued functions
by Hiai, Fumio & Umegaki, Hisaharu
- 183-203 Gaussian characterizations of certain Banach spaces
by Chobanjan, S. A. & Tarieladze, V. I.
- 204-214 Right-continuous solutions of systems of stochastic integral equations
by Protter, Philip
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