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Content
March 1977, Volume 7, Issue 1
December 1976, Volume 6, Issue 4
- 473-499 Exponential inequalities for sums of random vectors
by Yurinskii, V. V.
- 500-525 Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices
by Sugiura, Nariaki
- 526-537 The canonical decomposition of bivariate distributions
by Chesson, P. L.
- 538-571 Spectral integrals of operator-valued functions. II. From the study of stationary processes
by Rosenberg, Milton
- 572-591 Amarts: A class of asymptotic martingales B. Continuous parameter
by Edgar, Gerald A. & Sucheston, Louis
- 592-600 A representation of the characteristic function of a stable probability measure on certain TV spaces
by Rajput, Balram S.
- 601-607 Fitting sampling distribution agreeing in support and moments and tables of critical values of sphericity criterion
by John, S.
- 608-616 Stochastic comparisons of order statistics from heterogeneous populations, with applications in reliability
by Proschan, F. & Sethuraman, J.
- 617-625 On improved estimators of the generalized variance
by Sinha, Bimal Kumar
- 626-629 Estimating variance components in linear models
by Pukelsheim, Friedrich
- 630-643 Quadratic variation of functionals of two-parameter Wiener process
by Etemadi, Nasrollah & Wang, Albert T.
- 644-652 On large deviations of Kolmogorov-Smirnov-Renyi type statistics
by Krumbholz, W.
- 653-658 The general form of the law of the iterated logarithm for generalized Kolmogorov-Smirnov-Renyi statistics
by Krumbholz, W.
September 1976, Volume 6, Issue 3
- 347-355 On the structure of the Wishart distribution
by Shanbhag, D. N.
- 356-368 Some remarks on multivariate stable distributions
by Paulauskas, V. J.
- 369-391 Asymptotic expansions for distributions of latent roots in multivariate analysis
by Constantine, A. G. & Muirhead, R. J.
- 392-396 The spectrum of a random 3 - 3 matrix
by Alberto Grünbaum, F.
- 397-413 Stochastic integrals in Riemann manifolds
by Duncan, T. E.
- 414-421 [beta]-Expectation tolerance regions for a generalized multivariate model with normal error variables
by Haq, M. Safiul & Rinco, Stefan
- 422-425 A maximization problem and its application to canonical correlation
by Eaton, Morris L.
- 426-446 Stochastic processes with independent increments, taking values in a Hilbert space
by Spielman, Jeffrey L.
- 447-454 Full subordination and a Radon Nikodym theorem for C.A.O.S. measures
by Ressel, Paul
- 455-471 On [alpha]-factors of multivariate infinitely divisible probabilities
by Cuppens, Roger
June 1976, Volume 6, Issue 2
- 193-221 Amarts: A class of asymptotic martingales a. Discrete parameter
by Edgar, Gerald A. & Sucheston, Louis
- 222-236 Probability inequalities for convex sets and multidimensional concentration functions
by Kanter, Marek
- 237-249 Asymptotic distributions of the latent roots of the covariance matrix with multiple population roots
by Chikuse, Yasuko
- 250-255 Lower bounds for the distributions of certain multivariate test statistics
by Fujikoshi, Yasunori & Isogai, Takafumi
- 256-264 Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
by Berger, James
- 265-280 Minimax estimators of the multinormal mean: Autoregressive priors
by Haff, L. R.
- 281-294 Multivariate sequential point estimation
by Ghosh, Malay & Sinha, Bimal K. & Mukhopadhyay, Nitis
- 295-308 Equivalence of measures for some class of Gaussian random fields
by Inoue, K.
- 309-318 Semi-stable probability measures on Hilbert spaces
by Kumar, A.
- 319-329 Martingale convergence, series expansion of Gaussian elements, and strong law of large numbers in Fréchet spaces
by Mangano, Gian-Carlo
- 330-337 On the performance of some statistics in discriminant analysis based on covariates
by Subrahmaniam, Kocherlakota & Subrahmaniam, Kathleen
- 338-342 On the rate for uniform strong consistency of empirical distributions of independent nonidentically distributed multivariate random variables
by Singh, R. S.
- 343-346 A new representation of Student's t as a function of independent t's, with a generalization to the matrix t
by Dickey, James M.
March 1976, Volume 6, Issue 1
- 1-30 Some recent developments on complex multivariate distributions
by Krishnaiah, P. R.
- 31-45 Linear relations in time series models. I
by Villegas, C.
- 46-64 Linear relations in time series models. II
by Villegas, C. & Rennie, Robert R.
- 65-80 Inference for an anisotropic diffusion model
by Eaves, David
- 81-94 Characterizations of multivariate normality. I. Through independence of some statistics
by Khatri, C. G. & Rao, C. Radhakrishna
- 95-110 Asymptotic power properties of the Cramér-von Mises test under contiguous alternatives
by Neuhaus, Georg
- 111-122 Nonparametric estimation of mixed partial derivatives of a multivariate density
by Singh, R. S.
- 123-137 Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups
by Makagon, A. & Weron, A.
- 138-158 Cohomologie des groupes localement compacts et produits tensoriels continus de représentations
by Guichardet, A.
- 159-166 On the risk-equivalence of two methods of randomization in statistics
by Kirschner, H. P.
- 167-175 Stepwise BAN estimators for exponential families with multivariate normal applications
by Sampson, Allan R.
- 176-184 Nonnull distribution of likelihood ratio criterion for reality of covariance matrix
by Carter, E. M. & Khatri, C. G. & Srivastava, M. S.
- 185-190 Some implications of the union-intersection principle for tests of sphericity
by Venables, W.
December 1975, Volume 5, Issue 4
- 415-424 Decomposition of multivariate infinitely divisible characteristic functions with absolutely continuous Poisson spectral measures
by Mase, Shigeru
- 425-433 A note on some laws of the iterated logarithm
by Duncan, T. E.
- 434-450 Stochastic convergence of weighted sums in normed linear spaces
by Taylor, R. L. & Padgett, W. J.
- 451-461 The square of a Gaussian Markov process and nonlinear prediction
by Hida, T. & Kallianpur, G.
- 462-465 On a vector-valued integral in the "noncommutative" statistical decision theory
by Holevo, A. S.
- 466-479 Functional relationships having many independent variables and errors with multivariate normal distribution
by Dolby, G. R. & Freeman, T. G.
- 480-486 Some probability inequalities connected with Schur functions
by Khatri, C. G. & Srivastava, M. S.
- 487-496 Multivariate rank statistics for testing randomness concerning some marginal distributions
by Husková, Marie
September 1975, Volume 5, Issue 3
June 1975, Volume 5, Issue 2
- 121-177 Stochastic differential equations
by McShane, E. J.
- 178-205 Densities for infinitely divisible random processes
by Briggs, Vera Darlene
- 206-226 The asymptotic equivalence of Bayes and maximum likelihood estimation
by Strasser, Helmut
- 227-235 Characterization of a class of bivariate distribution functions
by Tyan, S. & Thomas, J. B.
- 236-242 On the unimodality of spherically symmetric stable distribution functions
by Wolfe, Stephen James
- 243-247 On a completeness property of series expansions of bivariate densities
by Wise, G. L. & Thomas, J. B.
- 248-264 Reduced-rank regression for the multivariate linear model
by Izenman, Alan Julian
- 265-270 On random power series with nonidentically distributed coefficients
by Rohatgi, V. K.
- 271-277 Orthogonal polynomials on the negative multinomial distribution
by Griffiths, R. C.
- 278-281 Types of laws of random vectors and best estimators
by Ponnapalli, Ramachandramurty
March 1975, Volume 5, Issue 1
December 1974, Volume 4, Issue 4
- 351-381 Asymptotic properties of dynamic stochastic parameter estimates (III)
by Stigum, Bernt P.
- 382-400 Absolute continuity of information channels
by Umegaki, Hisaharu
- 401-408 Looking at a Gaussian process through a window
by Grunbaum, F. Alberto
- 409-418 Asymptotic nonnull distributions of certain test criteria for a covariance matrix
by Nagao, Hisao
- 419-452 Bayesian inference in error-in-variables models
by Florens, J. -P. & Mouchart, M. & Richard, J. -F.
- 453-468 On bounded maximum width sequential confidence ellipsoids based on generalized U-statistics
by Williams, George W. & Sen, Pranab Kumar
- 469-478 On the empirical process of multivariate, dependent random variables
by Rüschendorf, Ludger
- 479-485 On Strassen's version of the law of the iterated logarithm for the two-parameter Gaussian process
by Park, W. J.
- 486-493 A note on the Union-Intersection character of some MANOVA procedures
by Mudholkar, Govind S. & Davidson, Michael L. & Subbaiah, Perla
- 494-496 An identity on the maximum of a set of random variables
by Strait, Peggy Tang
September 1974, Volume 4, Issue 3
June 1974, Volume 4, Issue 2
March 1974, Volume 4, Issue 1
- 1-21 Arithmétique des lois de probabilité définies sur un espace de Hilbert séparable
by Rousseau, Bernard
- 22-30 On the monotonicity of the power functions of tests based on traces of multivariate beta matrices
by Perlman, Michael D.
- 31-51 On some tests of growth curve model under Behrens-Fisher stituation
by Chakravorti, S. R.
- 52-65 Jensen's inequality for a convex vector-valued function on an infinite-dimensional space
by Perlman, Michael D.
- 66-73 Mutual information in Gaussian channels
by Hitsuda, Masuyuki
- 74-87 Coding theory in white Gaussian channel with feedback
by Ihara, S.
- 88-105 Joint asymptotic multinormality for a class of rank order statistics in multivariate paired comparisons
by Russell, Carl T. & Puri, Madan L.
- 106-113 On a property of bivariate distributions
by Rao, B. L. S. Prakasa
- 114-122 Distribution of the likelihood ratio criterion for testing [Sigma] = [Sigma]0, [mu] = [mu]0
by Nagarsenker, B. N. & Pillai, K. C. S.
December 1973, Volume 3, Issue 4
- 337-394 Statistical decision theory for quantum systems
by Holevo, A. S.
- 395-407 Multivariate time series analysis
by Hannan, E. J.
- 408-419 On the parametrization of autoregressive models by partial autocorrelations
by Barndorff-Nielsen, O. & Schou, G.
- 420-434 On some continuity and differentiability properties of paths of Gaussian processes
by Cambanis, Stamatis
- 435-444 Nonnull distributions of two test criteria for independence under local alternatives
by Nagao, Hisao
- 445-453 On the distributions of the ratios of the extreme roots to the trace of the Wishart matrix
by Schuurmann, F. J. & Krishnaiah, P. R. & Chattopadhyay, A. K.
- 454-468 Asymptotic properties of some functions of nonparametric estimates of a density function
by Konakov, V. D.
- 469-482 Asymptotically optimal sequential estimation of regular functionals of several distributions based on generalized U-statistics
by Williams, George W. & Sen, Pranab Kumar
- 483-489 A distribution-free test for symmetry in hierarchical data
by Bhapkar, V. P. & Gore, A. P.
- 490-493 Characterization of regular Markov chains for asymptotically independent variables
by Takano, Seiji
September 1973, Volume 3, Issue 3
June 1973, Volume 3, Issue 2
- 141-160 Generalized canonical analysis for time series
by Robinson, P. M.
- 161-172 The invariance principle for Banach space valued random variables
by Kuelbs, J.
- 173-183 A sequential approach to classification: Cost of not knowing the covariance matrix
by Srivastava, M. S.
- 184-203 A unifying Radon-Nikodym theorem for vector measures
by Dinculeanu, N. & Uhl, J. J.
- 204-219 Multivariate [theta]-generalized normal distributions
by Goodman, Irwin R. & Kotz, Samuel
- 220-225 On the power of Wilks' U-test for MANOVA
by Gupta, Somesh Das & Perlman, Michael D.
- 226-235 The distribution of the sphericity test criterion
by Nagarsenker, B. N. & Pillai, K. C. S.
- 236-242 An axiomatic foundation for a multivariate measure of affinity among a number of distributions
by Kaufman, H. & Mathai, A. M.
- 243-247 Differential representation of a bivariate inverse Gaussian process
by Wasan, M. T. & Buckholtz, P.
March 1973, Volume 3, Issue 1
- 1-16 A calculus of direct limits of probability spaces
by Vasilach, Serge
- 17-25 Integration of direct limits of real random variables
by Vasilach, Serge
- 26-56 Rank procedures for some two-population multivariate extended classification problems
by Chatterjee, Shoutir Kishore
- 57-70 Hájek-Sidák approach to the asymptotic distribution of multivariate rank order statistics
by Patel, Kantilal M.
- 71-92 Conditional expectations and submartingale sequences of random Schwartz distributions
by Chi, G. Y. H.
- 93-101 Interaction information and Markov chain
by Takano, Seiji
- 102-116 Testing some covariance structures under a growth curve model
by Khatri, C. G.
- 117-124 A generalization of the growth curve model which allows missing data
by Kleinbaum, David G.
- 125-131 Computation of the null distribution of the largest or smallest latent roots of a beta matrix
by Venables, W.
- 132-136 Laws of iterated logarithm of multiparameter wiener processes
by Paranjape, S. R. & Park, C.
- 137-140 A direct proof of Yu. A. Rozanov's factorization theorem from the method of D. Lowdenslager
by Mandrekar, V.
December 1972, Volume 2, Issue 4
- 345-361 Weak convergence and relative compactness of martingale processes with applications to some nonparametric statistics
by Sen, Pranab Kumar
- 362-381 Contractive projections and conditional expectations
by Dinculeanu, N. & Rao, M. M.
- 382-403 Gaussian measures on Lp spaces, 1
by Rajput, Balram S.
- 404-417 Projective limits of measure preserving transformations on probability spaces
by Chi, G. Y. H. & Dinculeanu, N.
- 418-439 Regression aspects of canonical correlation
by Lyttkens, Ejnar
- 440-443 On the ratios of the individual latent roots to the trace of a Wishart matrix
by Davis, A. W.
- 444-462 Multivariate stable distributions
by Press, S. J.
September 1972, Volume 2, Issue 3
June 1972, Volume 2, Issue 2
- 135-144 Some approximation problems in the theory of stationary processes
by Rozanov, Yu. A.
- 145-161 On problems of trigonometrical approximation from the theory of stationary Gaussian processes
by Pitt, Loren D.
- 162-173 Functional equations and characterization of probability laws through linear functions of random variables
by Khatri, C. G. & Rao, C. Radhakrishna
- 174-188 Characterizing measurability, distribution and weak convergence of random variables in a Banach space by total subsets of linear functionals
by Perlman, Michael D.
- 189-200 On the distributions of the latent roots and traces of certain random matrices
by Davis, A. W.
- 201-207 On the exact finite series distribution of the smallest or the largest root of matrices in three situations
by Khatri, C. G.
- 208-218 Asymptotic formulas for the distributions of the determinant and the trace of a noncentral beta matrix
by Fujikoshi, Yasunori
- 219-229 Nonparametric tests for ordered alternatives in the bivariate case
by Johnson, Richard A. & Mehrotra, Kishan G.
- 230-235 Characteristic functions and Bernoulli numbers
by Dugué, Daniel
- 236-238 An application of the Rao-Blackwell theorem in preliminary test estimators
by Arnold, J. C. & Katti, S. K.
March 1972, Volume 2, Issue 1
- 1-13 Contractive projections with contractive complement in Lp space
by Byrne, Charles & Sullivan, Francis E.
- 14-76 On quasi-Markov random fields
by Chay, S. C.
- 77-95 On the Bahadur representation of sample quantiles for sequences of [phi]-mixing random variables
by Sen, Pranab Kumar
- 96-114 On the distributions of a class of statistics in multivariate analysis
by Pillai, K. C. S. & Nagarsenker, B. N.
- 115-126 On the maximum likelihood classification rule for incomplete multivariate samples and its admissibility
by Srivastava, J. N. & Zaatar, M. K.
- 127-134 On the choice of flattening constants for estimating multinomial probabilities
by Fienberg, Stephen E. & Holland, Paul W.
December 1971, Volume 1, Issue 4
September 1971, Volume 1, Issue 3
June 1971, Volume 1, Issue 2
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