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Content
October 1991, Volume 12, Issue 4
- 329-333 Stability of the Bayesian estimator of the Poisson mean under the inexactly specified gamma prior
by Meczarski, Marek & Zielinski, Ryszard
- 335-336 An optimality property of polynomial regression
by Schwarz, Gideon
- 337-340 A simple motivation for James-Stein estimators
by Gupta, Arjun K. & Peña, Edsel A.
- 341-344 A note on the exponential approximations of IFR distributions
by Cheng, Kan & He, Zongfu
- 345-349 Windings of spherically symmetric random walks via Brownian embedding
by Bélisle, Claude
- 351-355 Constructing unbiased tests for homogeneity and goodness of fit
by Cohen, Arthur & Sackrowitz, H. B.
- 357-362 On a basis for 'Peaks over Threshold' modeling
by Leadbetter, M. R.
September 1991, Volume 12, Issue 3
- 185-187 A characterization of the Dirichlet process
by Lo, Albert Y.
- 189-194 Law of iterated logarithm for random subsequences
by Vasudeva, R. & Divanji, G.
- 195-200 The time until two renewal processes come together
by Stadje, W.
- 201-207 Strong approximation of vector-valued stochastic integrals
by Gerencsér, László
- 209-212 On the species and related problems
by Yatracos, Yannis G.
- 213-216 Prophet inequalities for bounded negatively dependent random variables
by Samuel-Cahn, Ester
- 217-221 Designs for approximately linear regression: two optimality properties of uniform designs
by Wiens, Douglas P.
- 223-227 Confidence intervals for the mean in the bounded case
by Fishman, George S.
- 229-231 A note on renewal (partial sums) distributions for discrete variables
by Kotz, Samuel & Johnson, Norman L.
- 233-237 Testing the dispersive equivalence of two populations
by Marzec, Leszek & Marzec, Pawel
- 239-247 Testing the equality of two regression curves using linear smoothers
by King, Eileen & Hart, Jeffrey D. & Wehrly, Thomas E.
- 249-255 An invariance property of marginal density and tail probability approximations for smooth functions
by DiCiccio, Thomas J. & Martin, Michael A. & Alastair Young, G.
- 257-261 Probability inequalities with exponential bounds for U-statistics
by Christofides, Tasos C.
- 263-265 Distribution of random functional of a Dirichlet process on the unit disk
by Jiang, Tom J.
- 267-271 On measuring asymmetry and the reliability of the skewness measure
by Xiaojun, Li & Morris, Joel M.
August 1991, Volume 12, Issue 2
- 91-96 Some limit theorems for the homogeneous Poisson process
by Auer, P. & Hornik, K. & Révész, P.
- 97-107 Odd central moments of unimodal distributions
by Bélisle, Claude
- 109-117 On the empirical measure of the Fourier coefficients with infinite variance data
by Knight, Keith
- 119-124 A locally most powerful unbiased test for the proportion of mixture
by Salomé, M. & Cabral, E.
- 125-129 The Inverse Proportional Hazards Model
by O'Neill, Terence J.
- 131-134 Rank of a quadratic form in an elliptically contoured matrix random variable
by Gupta, A. K. & Varga, T.
- 135-139 A study of the behaviour of certain known estimators on the non-extinction path of a branching process
by Gadag, V. G. & Gupta, R. P.
- 141-143 Identities for order statistics and a theorem of Rényi
by Balasubramanian, K. & Bapat, R. B.
- 145-150 Weak convergence of infinite order U-processes
by Kohatsu-Hia, Arturo
- 151-155 On the uniform strong consistency of an estimator of the offspring mean in a branching process with immigration
by Sriram, T. N.
- 157-159 Mean squared error and selection in multivariate calibration
by Brown, P. J. & Spiegelman, C. H.
- 161-166 Generalized transformations of random variables
by Weber, James
- 167-174 Improving estimates in B.I.B. designs
by Kanjo, A. I.
- 175-181 Improving estimates in P.B.I.B. designs
by Kanjo, A. I.
- 183-183 On the asymptotic behavior of sums of pairwise independent random variables
by Cuesta, Juan Antonio & Matrán, Carlos
July 1991, Volume 12, Issue 1
- 1-7 Edgeworth expansions for statistics which are functions of lattice and non-lattice variables
by Babu, Gutti Jogesh
- 9-17 Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression
by Simonoff, Jeffrey S. & Tsai, Chih-Ling
- 19-27 Some relations between harmonic renewal measures and certain first passage times
by Alsmeyer, Gerold
- 29-35 Existence and uniqueness of the solution of the likelihood equations for binary Markov chains
by Bisgaard, Søren & Travis, Laurel E.
- 37-50 Inference procedures for bivariate exponential model of Gumbel
by Lu, Jye-Chyi & Bhattacharyya, Gouri K.
- 51-56 The roles of ISE and MISE in density estimation
by Jones, M. C.
- 57-63 Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities
by Glaz, Joseph & Ravishanker, Nalini
- 65-72 Estimation of integrated squared spectral density derivatives
by Park, Byeong U. & Cho, Sinsup
- 73-81 Testing independence in high dimensions
by Heer, Georg R.
- 83-90 Characterization of nonhomogeneous Poisson processes via moment conditions
by Fang, Zhaoben
June 1991, Volume 11, Issue 6
- 463-468 Large sample distribution of the sample total in a generalized rejective sampling scheme
by Rao Jammalamadaka, S. & Michaletzky, G. & Todorovic, P.
- 469-472 A note on efficient regression estimators with positive breakdown point
by Morgenthaler, S.
- 473-478 Testing for the mean vector of a multivariate normal distribution with a possibly singular dispersion matrix and related results
by Bhimasankaram, P. & Sengupta, D.
- 479-483 Limits of Bayes estimators in convex, truncated parameter spaces
by Charras, Alec & van Eeden, Constance
- 485-490 Lorenz ordering of exponential order statistics
by Arnold, Barry C. & Nagaraja, H. N.
- 491-493 Neyman's C([alpha]) test and Rao's efficient score test for composite hypotheses
by Kocherlakota, S. & Kocherlakota, K.
- 495-501 Testing for the redundancy of variables in principal components analysis
by Schott, James R.
- 503-509 On Ling's binomial and negative binomial distributions of order k
by Hirano, K. & Aki, S. & Kashiwagi, N. & Kuboki, H.
- 511-514 Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
by Jones, M. C. & Sheather, S. J.
- 515-521 Parameter estimation for some time series models without contiguity
by Davis, Richard A. & Rosenblatt, Murray
- 523-528 Confidence intervals on ratios of positive linear combinations of variance components
by Ting, Naitee & Burdick, Richard K. & Graybill, Franklin A.
- 529-536 Functional limit theorems for inverse bootstrap processes of sample quantiles
by Falk, Michael
- 537-545 Bayesian predictive intervals for a mixture of exponential failure-time distributions with censored samples
by Sloan, J. A. & Sinha, S. K.
- 547-550 Shannon entropy type measure of departure from uniform association in cross-classifications having ordered categories
by Tomizawa, Sadao
- 551-552 Correcting remarks on "characterization of normality within the class of elliptical contoured distributions"
by Cacoullos, T. & Khatri, C. G.
May 1991, Volume 11, Issue 5
- 373-377 Bayes minimax estimators of a multivariate normal mean
by Li, Tze Fen & Bhoj, Dinesh S.
- 379-386 Distribution theory of runs via exchangeable random variables
by Schuster, Eugene F.
- 387-394 On the breakdown point of multivariate location estimators based on trimming procedures
by Gordaliza, A.
- 395-397 A note on non-negative minimum bias MINQE in variance components model
by Chaubey, Yogendra P.
- 399-402 Optimal block designs with minimal number of observations
by Bapat, R. B. & Dey, A.
- 403-410 Strong limiting bounds for a sequence of moving maxima
by Rothmann, Mark. D. & Russo, Ralph P.
- 411-417 Theory and counterexamples for confidence limits on system reliability
by Harris, Bernard & Soms, Andrew P.
- 419-427 Convergence to a Gaussian limit as the normalization exponent tends to
by Terrin, Norma & Taqqu, Murad S.
- 429-434 Smoothing parameter selection in hazard estimation
by Sarda, P. & Vieu, P.
- 435-447 Recursive estimation of the transition distribution function of a Markov process: A symptotic normality
by Roussas, George G.
- 449-452 On a likelihood ratio test for independence
by Allaire, Jérôme & Lepage, Yves
- 453-457 Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model
by Chi, Eric M. & Reinsel, Gregory C.
- 459-461 Linear characterizations of the Poisson distribution
by McKenzie, Ed.
April 1991, Volume 11, Issue 4
- 281-286 On the oscillation of the expected number of extreme points of a random set
by Devroye, Luc
- 287-289 Regular variation in k and vector-normed domains of attraction
by Meerschaert, Mark M.
- 291-298 Estimating the variance of the sample median, discrete case
by Huang, J. S.
- 299-308 Changepoint problems and contiguous alternatives
by Szyszkowicz, Barbara
- 309-317 Approximation of certain multivariate integrals
by Olson, Jane M. & Weissfeld, Lisa A.
- 319-320 An improved upper bound in a proper non-binary variance-balanced design
by Kageyama, Sanpei
- 321-325 The detection of observations possibly influential for model selection
by Franses, Philip Hans
- 327-330 On the reduction of associate classes for the PBB designs
by Brzeskwiniewicz, Henryk
- 331-334 A note on the comparison of stationary laws of Markov processes
by Pflug, Georg Ch.
- 335-341 Second order optimality of stationary bootstrap
by Lahiri, Soumendra Nath
- 343-347 Rating systems based on paired comparison models
by Joe, Harry
- 349-351 Stopped hyperfinite filtrations
by Mendieta, G. R.
- 353-358 A note on high-breakdown estimators
by Stefanski, Leonard A.
- 359-363 A table for solving the Behrens--Fisher problem
by Linssen, H. N.
- 365-372 New properties and characterizations of the dispersive ordering
by Rojo, Javier & He, Guo Zhong
March 1991, Volume 11, Issue 3
- 189-193 On estimation of discriminant coefficients
by Dey, Dipak K. & Srinivasan, C.
- 195-199 A generalization of asymptotically linear estimators
by Wefelmeyer, W.
- 201-210 On the asymptotic behavior of sums of pairwise independent random variables
by Cuesta, Juan Antonio & Matrán, Carlos
- 211-218 A generalized quality control procedure
by Champ, Charles W. & Woodall, William H. & Mohsen, Hassan A.
- 219-224 On Bayesian inference for the Inverse Gaussian distribution
by Betrò, B. & Rotondi, R.
- 225-231 On the 'problème des ménages' from a probabilistic viewpoint
by Holst, Lars
- 233-237 To pool or not to pool: The discrete data
by Ahmed, S. E.
- 239-242 On characterizations of beta and gamma distributions
by Yeo, G. F. & Milne, R. K.
- 243-249 A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator
by Lio, Y. L. & Padgett, W. J.
- 251-254 Asymptotically minimax tests of some nonstandard composite hypotheses
by Weiss, Lionel
- 255-257 A simplified proof of a Bonferroni-type inequality by Tan and Xu and its extension
by Sibuya, Masaaki
- 259-265 A note on mixed exponential distribution with negative weights
by Jevremovic, Vesna
- 267-271 On nonparametric maximum likelihood estimation of a distribution uniformly stochastically smaller than a standard
by Rojo, Javier & Samaniego, Francisco J.
- 273-276 Some properties of the row and column designs with adjusted orthogonality
by Kozlowska, Maria
- 277-280 A joint test for serial correlation and random individual effects
by Baltagi, Badi H. & Li, Qi
February 1991, Volume 11, Issue 2
- 99-102 Finite partial exchangeability
by von Plato, Jan
- 103-106 The maximum difference between the binomial and Poisson distributions
by Poor, H. Vincent
- 107-110 A largest characterization of spherical and related distributions
by Fang, Kai-Tai & Bentler, P. M.
- 111-117 An information criterion for normal regression estimation
by Soofi, Ehsan S. & Gokhale, D. V.
- 119-124 Convergence rates for trigonometric and polynomial-trigonometric regression estimators
by Eubank, R. L. & Speckman, Paul
- 125-131 On a modified binomial distribution of order k
by Huang, Wen-Tao & Tsai, Chiou-Shiang
- 133-137 Asymptotic expansions of the Fisher information in a sample mean
by Lloyd, Chris J.
- 139-145 Min-max asymptotic variance of M-estimates of location when scale is unknown
by Li, Bing & Zamar, Ruben H.
- 147-148 A note on the distribution of the determinant of a random matrix
by Wise, Gary L. & Hall, Eric B.
- 149-153 Locally most powerful test for testing the equality of variances of two linear models with common regression parameters
by Ahmad, Manzoor & Chaubey, Yogendra P.
- 155-160 Multinomial estimation procedures for isotonic cones
by Dykstra, R. L. & Lee, Chu-In Charles
- 161-165 Poisson approximation for random sums of Bernoulli random variables
by Yannaros, Nikos
- 167-168 A robust affine-equivariant median
by Jeyaratnam, S.
- 169-172 A note on balanced cluster sampling
by Tallis, G. M.
- 173-175 A note on the Hardy-Weinberg model in generalized ABO systems
by Singer, Julio M. & Peres, Clovis A. & Harle, Carlos E.
- 177-180 Universal optimality of block designs with unequal block sizes
by Gupta, V. K. & Das, A. & Dey, A.
- 181-183 Asymptotic and approximative distribution of a statistic by resampling with or without replacement
by Donegani, M.
- 185-188 U-estimability under sequential binomial sampling
by Neeman, Teresa
January 1991, Volume 11, Issue 1
- 1-6 On the Poisson approximation for some multinomial distributions
by Blanc, Antoni Sintes
- 7-16 Binomial approximation to the Poisson binomial distribution
by Ehm, Werner
- 17-25 Bayesian analysis for two-components systems and a conjugate family of bivariate densities
by Spizzichino, F.
- 27-32 Jackknife variance estimators for generalized L-statistics
by Shao, Jun
- 33-36 Singular value decomposition of design matrices in ANOVA with balanced data
by Wansbeek, Tom
- 37-41 Generalized inverse normal distributions
by Robert, Christian
- 43-47 On Mason's extension of the Erdös--Rényi law of large numbers
by Bacro, Jean-Noël & Brito, Margarida
- 49-51 The efficiency of jack-knifed and usual ridge type estimators: A comparison
by Gruber, Marvin H. J.
- 53-56 Rank correlation inequalities with ties and missing data
by Loukas, Sotiris & Papaioannou, Takis
- 57-61 Linear structural relations: Gradient and Hessian of the fitting function
by Neudecker, Heinz & Satorra, Albert
- 63-64 Log-concavity of probability of occurrence of at least r independent events
by Sathe, Y. S. & Bendre, S. M.
- 65-67 A comment on Buehler optimal confidence bounds for series systems reliability
by Reiser, Benjamin & Jaegar, Mordechai
- 69-70 A normal scale mixture representation of the logistic distribution
by Stefanski, Leonard A.
- 71-76 nr-Consistency of certain optimal estimators, 0
by Sanz, Gerardo
October 1990, Volume 10, Issue 5
- 363-368 Asymptotic minimax properties of M-estimators of scale
by Wiens, Douglas P. & Wu, K. H. Eden
- 369-376 Estimating a mixing distribution in a multiple observation setting
by Mack, Y. P. & Matloff, Norman S.
- 377-379 A class of infinitely divisible variance functions with an application to the polynomial case
by Bar-Lev, Shaul K. & Bshouty, Daoud
- 381-390 Some peculiar boundary phenomena for extremes of rth nearest neighbor links
by Dette, H. & Henze, N.
- 391-396 A note on convergence in Banach spaces of cotype p
by Wang, Xiang Chen & Rao, M. Bhaskara
- 397-405 Non-parametric estimation of the density of a point process
by Dia, Galaye
- 407-410 Dispersive ordering by the spread function
by Muñoz-Perez, J.
- 411-417 Influence diagnostics for the proportional hazards model
by Weissfeld, L. A.
- 419-426 Efficient robust estimation of parameter in the random censorship model
by Yang, Song
- 427-430 The 'birth-and-assassination' process
by Aldous, David & Krebs, William B.
- 431-437 On the efficiency of a testimator for the mean of an inverse Gaussian distribution
by Chandra, Nimai Kumar
- 439-447 On the Glivenko-Cantelli theorem for generalized empirical processes based on strong mixing sequences
by Rama Krishnaiah, Y. S.
September 1990, Volume 10, Issue 4
- 273-278 Weak convergence and the exponential rate of concentration for posterior density functions
by Maryak, John L. & Spall, James C.
- 279-281 Rectangular lattice designs
by Afsarinejad, Kasra
- 283-289 Mean squared error properties of kernel estimates or regression quantiles
by Jones, M. C. & Hall, Peter
- 291-295 Robustness of the one-sided Mann--Whitney--Wilcoxon test to dependency between samples
by Zielinski, Ryszard
- 297-299 A note on Das's approximation to Mills's ratio
by Wichura, Michael J.
- 301-305 Weak convergence of the maximum error of the bootstrap quantile estimate
by Falk, Michael
- 307-315 Remarks on univariate elliptical distributions
by Prakasa Rao, B. L. S.
- 317-319 Diffusions on some submanifolds of euclidean spaces
by Gzyl, Henryk
- 321-324 On an interval splitting problem
by Bruss, F. Thomas & Jammalamadaka, S. Rao & Zhou, Xian
- 325-328 The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version
by Niinimaa, A. & Oja, H. & Tableman, Mara
- 329-333 Unbiased nonparametric estimation of the derivative of the mean
by Rychlik, Tomasz
- 335-339 Variate generation for accelerated life and proportional hazards models with time dependent covariates
by Leemis, Lawrence M. & Shih, Li-Hsing & Reynertson, Kurt
- 341-349 Asymptotic expansions of the probabilities of misclassification for k-NN discriminant rules
by Chanda, Kamal C.
- 351-353 Minimal sufficient statistics for the unbalanced two-fold nested model
by Khuri, AndréI. & Ghosh, Malay
- 355-362 On a test for dispersive ordering
by Bartoszewicz, Jaroslaw & Bednarski, Tadeusz
August 1990, Volume 10, Issue 3
- 181-184 On the concavity of the infinitesimal renewal function
by Szekli, R.
- 185-187 Convergence of the sum of reciprocal renewal times
by Newman, Charles M.
- 189-192 Probabilistic proofs of relations with Stirling numbers of the first kind by Dirichlet process
by Yamato, Hajime
- 193-201 Kernel density estimation under dependence
by Tran, Lanh Tat
- 203-211 Nonparametric multiple function fitting
by Georgiev, Alexander A.
- 213-215 A martingale characterization of the Wiener process
by Wesolowski, Jacek
- 217-219 On a connection between the non-central [chi]2 distribution and Bessel diffusions
by Chari, Ravi
- 221-224 Two examples of nonlinear processes with a mixed exponential marginal distribution
by Jevremovic, Vesna
- 225-229 Stochastic differential equations with singular drift
by Rutkowski, Marek
- 231-234 Testing and estimation of equal variances for correlated variables
by Shapiro, Alexander & Cohen, Ayala
- 235-239 A characterization of the distribution function: the dispersion function
by Muñoz-Perez, J. & Sanchez-Gomez, A.
- 241-245 Uniformly minimum variance unbiased estimator of efficiency ratio in estimation of normal population mean
by Srivastava, V. K. & Singh, R. S.
- 247-255 Degenerate and poisson convergence criteria for success runs
by Godbole, Anant P.
- 257-261 A comparison of estimators of functionals of the distribution of a maximum
by Cohen, Jonathan P.
- 263-270 On a martingale characterization of two-parameter Wiener process
by Cabaña, Enrique M.
July 1990, Volume 10, Issue 2
- 91-94 Sharp mean-variance bounds for Jensen-type inequalities
by Pittenger, A. O.
- 95-100 On the construction of classes of variance stabilizing transformations
by Bar-Lev, Shaul K. & Enis, Peter
- 101-106 On some accurate bounds for the quantiles of a non-central chi squared distribution
by Robert, Christian
- 107-109 Estimators with nondecreasing risk: application of a chi-squared identity
by Casella, George
- 111-117 Fourth-order rotatable designs: A-optimal measures
by Mukerjee, Rahul & Huda, S.
- 119-124 Specific formulae for some success run distributions
by Godbole, Anant P.
- 125-133 On the asymptotic permutational normality of certain weighted measures of correlation
by Salama, Ibrahim A. & Quade, Dana
- 135-140 On the ratio of hazard functions in the presence of a nuisance covariate
by Liu, P. Y. & Voelkel, J. & Crowley, J.
- 141-143 Implementing semiparametric density estimation
by Faraway, Julian
- 145-149 Uniform consistency of a class of regression function estimators for Banach-space valued random variable
by Lecoutre, Jean-Pierre
- 151-157 Inadmissibility of an estimator for the ratio of variance components
by Das, K. & Meneghini, Q. & Giri, N. C.
- 159-166 A uniform law of large numbers and empirical central limit theorem for limits of finite populations
by Horowitz, Joseph
- 167-172 Existence of joint moments of stable random variables
by Samorodnitsky, Gennady & Taqqu, Murad S.
- 173-180 The negative correlations between data-determined bandwidths and the optimal bandwidth
by Chiu, Shean-Tsong & Marron, J. S.
June 1990, Volume 10, Issue 1
- 1-7 Robust estimation of a normal mixture
by De Veaux, Richard D. & Krieger, Abba M.
- 9-15 A generalized law of the iterated logarithm
by Tomkins, R. J.
- 17-21 A note on adaptive generalized ridge regression estimator
by Wang, Song-Gui & Chow, Shein-Chung
- 23-27 On Kolmogorov-Smirnov type aligned test in k-sample linear regression
by Vasudaven, M.
- 29-35 Multivariate distributions of order k, part II
by Philippou, Andreas N. & Antzoulakos, Demetris L. & Tripsiannis, Gregory A.
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