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Content
September 1985, Volume 3, Issue 5
- 231-234 On the relationship between the proportional hazards and accelerated failure time models in survival analysis
by Gupta, Ramesh C. & Michalek, Joel E.
- 235-238 On a characterization of rectangular distributions
by Abdelhamid, Sami N.
- 239-243 Regression estimation with transformed auxiliary variates
by Hung, Hsien-Ming
- 245-249 The growth rate of partial maxima on subsequences
by Hüsler, Jürg
- 251-253 On the product of symmetric random variables
by Hamedani, G. G. & Walter, G. G.
- 255-260 Maximum variance unimodal distributions
by Seaman, John W. & Odell, Patrick S. & Young, Dean M.
- 261-268 Sampling distribution for a class of estimators for nonregular linear processes
by Chanda, Kamal C.
- 269-274 Testing for symmetry and independence in a bivariate exponential distribution
by O'Neill, Terence J.
- 275-279 Sufficiency and invariance
by Arnold, Steven F.
- 281-286 Rank tests for a class of semi-Markov models with censored matched pairs
by Tsai, Wei-Yann
July 1985, Volume 3, Issue 4
- 175-184 On upper bounds for the variance of functions of random variables
by Cacoullos, T. & Papathanasiou, V.
- 185-189 Asymptotic statistical inference for a stochastic heat flow problem
by Koski, Timo & Loges, Wilfried
- 191-194 A note on levene's tests for equality of variances
by Carroll, Raymond J. & Schneider, Helmut
- 195-199 A pairwise independent stationary stochastic process
by Robertson, James B. & Womack, James M.
- 201-203 On the joint characterization of the distributions of the true income and the proportion of the reported income to the true income through a model of under-reported incomes
by Korwar, R. M.
- 205-207 On the approximation of measurable linear functionals
by Smolenski, W.
- 209-212 A functional law of the iterated logarithm for associated sequences
by Dabrowski, AndréRobert
- 213-219 On sampling by index cases
by Berger, Agnes & Percus, Ora E.
- 221-225 Approximation for Abel sums of independent, identically distributed random variables
by Horváth, Lajos
- 227-230 A note on testing symmetry with estimated parameters
by Koziol, James A.
June 1985, Volume 3, Issue 3
- 111-115 On a Kolmogorov-Smirnov type aligned test in linear regression
by Koul, H. L. & Sen, P. K.
- 117-120 Maximum entropy histograms
by Rodriguez, Carlos C. & Van Ryzin, John
- 121-125 Iterating bonferroni bounds
by Hoppe, Fred M.
- 127-129 A linear negative multinomial model
by Bonett, Douglas G.
- 131-133 An application of rosenthal's moment inequality to the strong law of large numbers
by Wittmann, Rainer
- 135-141 A bayesian approach to inference for monotone failure rates
by Mazzuchi, Thomas A. & Singpurwalla, Nozer D.
- 143-145 On the range of recurrent Markov chains
by Athreya, K. B.
- 147-150 A regression model to combine results from 2 x 2 tables
by Wallenstein, Sylvan
- 151-159 Plane sampling
by Iachan, Ronaldo
- 161-166 Saddlepoint approximations for curved exponential families
by Hougaard, Philip
- 167-173 A bivariate histogram density estimator: Consistency and asymptotic normality
by Kim, B. K. & Van Ryzin, J.
April 1985, Volume 3, Issue 2
- 57-62 Lower bounds for the distribution function of a k-dimensionaln-extensible exchangeable process
by Scarsini, Marco
- 63-64 Sequential estimation of the minimum of a random variable
by Meczarski, Marek
- 65-69 Pointwise consistency of the hermite series density estimate
by Greblicki, Wlodzimierz & Pawlak, Miroslaw
- 71-73 On exponential scores statistics for testing against positive aging
by Kochar, Subhash C. & Deshpande, Jayant V.
- 75-79 When is the inverse regression estimator MSE-superior to the standard regression estimator in multivariate controlled calibration situations?
by Sundberg, Rolf
- 81-86 A concept of negative dependence using stochastic ordering
by Block, Henry W. & Savits, Thomas H. & Shaked, Moshe
- 87-88 A counterexample concerning monotone unimodality
by Wefelmeyer, Wolfgang
- 89-93 A model for line transect sampling clustered populations
by Rao, P. V. & Portier, K. M.
- 95-96 Eigenvalue-Eigenvector analysis for a class of patterned correlation matrices with an application: A comment
by Wansbeek, Tom
- 97-100 The bootstrap: Some large sample theory and connections with robustness
by Parr, William C.
- 101-105 On exponential rates of likelihood ratio estimators for location parameters
by Fu, James C.
- 107-109 An extremal property of rectangular distributions
by Székely, G. J. & Móri, T. F.
February 1985, Volume 3, Issue 1
- 1-8 Minimum distance estimation in linear regression with unknown error distributions
by Koul, Hira L.
- 9-13 On restricted linear estimation for regression in stochastic processes
by del Pino, Guido E.
- 15-18 Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
by Rao, B. L. S. Prakasa
- 19-20 Constructing balanced designs from triangular designs
by John, Peter W. M.
- 21-23 Robust model selection in regression
by Ronchetti, Elvezio
- 25-27 A structural classification of SR group divisible designs
by Kageyama, Sanpei
- 29-34 Closed form asymptotically efficient estimators based upon order statistics
by Kindermann, Ross P. & LaRiccia, Vincent N.
- 35-37 On a characterization question for symmetric random variables
by Feuerverger, Andrey & Steele, J. Michael
- 39-44 On the use of the directional derivative in obtaining multivariate extreme values
by Wiggins, Alvin D.
- 45-49 Testing for linearity
by Csörgo, Sándor
- 51-53 Estimators of covariances in time series models
by Chaubey, Yogendra P.
- 55-56 On the Poisson approximation of multinomial probabilities
by Ahmad, Ibrahim A.
December 1984, Volume 2, Issue 6
- 315-317 Connectedness of Kronecker sum and partial Kronecker row sum of designs
by Dandawate, P. N. & Patwardhan, G. A. & Vartak, M. N.
- 319-321 A class of estimators with estimated optimum values in sample surveys
by Singh, R. Karan & Singh, Gurdeep
- 323-325 A note on L-estimates for linear models
by Koenker, Roger
- 327-332 Incomplete split plot designs
by Mejza, Iwona & Mejza, Stanislaw
- 333-335 Characterizations and closure under convolution of two classes of multivariate life distributions
by El-Neweihi, Emad
- 337-343 Likelihood ratio testing on partial multinormal data
by Smith, W. B. & Riggs, M. W.
- 345-348 A note on scale estimates based on the empirical characteristic function and their application to test for normality
by Welsh, A. H.
- 349-351 Some remarks on the existence of optimal quantizers
by Abaya, Efren F. & Wise, Gary L.
- 353-355 On the limiting distribution of the number of 'near-matches'
by Rao Jammalamadaka, S. & Janson, Svante
- 357-361 On a test of equality of two-parameter exponential distributions
by Nagarsenker, B. N. & Nagarsenker, P. B.
- 363-369 On the modal resolution of kernel density estimators
by Hart, Jeffrey D.
October 1984, Volume 2, Issue 5
- 257-261 Methods for generating random variates with Polya characteristic functions
by Devroye, Luc
- 263-267 A measure of skewness and kurtosis and a graphical method for assessing multivariate normality
by Srivastava, M. S.
- 269-273 A note on the interpretation of the Bahadur bound and the rate of convergence of the maximum likelihood estimator
by Fu, James C. & Kass, Robert E.
- 275-278 On resampling techniques for regression models
by Weber, N. C.
- 279-283 Minimum information estimation of allocation models of different sizes
by Finke, Renate & Flood, Lennart R. & Theil, Henri
- 285-290 Optimal designs for nonparametric kernel regression
by Müller, Hans-Georg
- 291-293 Weak convergence of partial sums of absolutely regular sequences
by Eberlein, Ernst
- 295-297 Tests of significance using selected sample quantiles
by Saleh, A. K. MD. Ehsanes & Ali, M. Masoom & Umbach, Dale
- 299-304 Median based covariogram estimators reduce bias
by Cressie, Noel & Glonek, Gary
- 305-310 On a matching statistic
by Pesotchinsky, Leon
- 311-314 Determination of sample sizes for setting [beta]-content tolerance limits controlling both tails of the normal distribution
by Chou, Youn-Min & Mee, Robert W.
August 1984, Volume 2, Issue 4
- 187-191 Aggregation and the estimation of equation systems
by Flood, Lennart R. & Rosalsky, Mercedes C. & Theil, Henri
- 193-196 On a Kolmogorov-Smirnov type aligned test
by Sen, Pranab Kumar
- 197-201 An efficiency property of linear nonparametric tests on trend
by Rothe, Günter
- 203-205 Fluctuation behavior of Poisson triangular arrays
by Edler, Lutz
- 207-210 Hypothesis testing of the location and scale parameters using order statistics
by Cheng, Smiley W.
- 211-213 Calculating the variance of errors in population forecasting
by Jöckel, Karl-Heinz & Pflaumer, Peter
- 215-217 A family of dominating minimax estimators of a multivariate normal mean
by Li, Tze Fen
- 219-221 Attainable rates of convergence of maxima
by Rootzén, Holger
- 223-227 Optimal monitoring network designs
by Caselton, W. F. & Zidek, J. V.
- 229-239 On the waiting time in a generalized roulette game
by Gut, Allan & Holst, Lars
- 241-244 Construction of additional variables conforming to a common factor model
by Kano, Yutaka
- 245-248 Linear restrictions and two step least squares with applications
by del Pino, Guido E.
- 249-253 A computational procedure for the asymptotic analysis of homogeneous semi-Markov processes
by De Dominicis, R. & Manca, R.
May 1984, Volume 2, Issue 3
- 119-125 Eigenvalue-eigenvector analysis for a class of patterned correlation matrices with an application
by Kotz, Samuel & Pearn, W. L. & Wichern, Dean W.
- 127-132 Some improvements on the Birnbaum-McCarty bound for P(Y
by Yang, Mark C. K. & Mo, Tse Chin
- 133-138 Robustness of the ordering procedures based on binary-type questions and on pairwise comparisons
by Pesotchinsky, Leon
- 139-142 On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors
by Prakasa Rao, B. L. S.
- 143-146 A note on estimation of percentiles and reliability in the extreme-value distribution
by Keating, Jerome P.
- 147-157 Dynamics of Bayes estimates for the rate of poisson processes with gamma priors and convex loss
by Anderson, Robert F.
- 159-163 On the limiting set of nonnegative matrix products
by Seneta, E.
- 165-168 On the distribution of the product of independent beta random variables
by Tang, Jen & Gupta, A. K.
- 169-173 Optimal weights for general L2 distance estimators
by Lariccia, Vincent N.
- 175-180 A comparison of normal and discrete bootstraps for standard errors in equation systems
by Theil, Henri & Rosalsky, Mercedes C. & Finke, Renate
- 181-185 Strong approximation of certain stopped sums
by Horváth, Lajos
March 1984, Volume 2, Issue 2
- 59-62 On the rate of convergence in the central limit theorem and the type of the Banach space
by Rhee, WanSoo
- 63-65 A proof of the ineffectiveness of likelihood inference on singular measures
by Piccioni, Mauro
- 67-76 An approximate lower tolerance bound for the three-parameter Weibull applied to lumber property characterization
by Johnson, Richard A. & Haskell, James H.
- 77-81 A multivariate correlation ratio
by Sampson, Allan R.
- 83-89 Locally optimal rank tests for independence
by Rudnicki, Jerzy
- 91-94 On a sequential selection procedure of Bechhofer, Kiefer, and Sobel
by Levin, Bruce
- 95-103 Two-stage stochastic model for carcinogenesis with time-dependent parameters
by Serio, Gabriella
- 105-109 On the marginal distribution of a first order autoregressive process
by Hart, Jeffrey D.
- 111-115 The distribution of length of N random unit vectors for a von Mises population
by Papakonstantinou, Vasilios
- 117-117 Acknowledgement of priority to "A remark on the fluctuation behavior of i.i.d. poisson random variables"
by Rosalsky, Andrew
January 1984, Volume 2, Issue 1
- 1-4 Efficient estimation under privacy restrictions in the disclosure problem
by Albers, Willem
- 5-8 Asymptotic independence of 'pure head' stopping times
by Móri, Tamás F. & Székely, Gábor J.
- 9-14 The hat matrix for smoothing splines
by Eubank, R. L.
- 15-18 Remarks on the role of conditional probability in data exploration
by Barigelli, Bruno & Scozzafava, Romana
- 19-21 A note on optimum grouping and the relative discriminating power of qualitative to continuous normal variates
by Hung, Yung-tai & Kshirsagar, Anant M.
- 23-30 Some characterizations of discrete unimodality
by Bertin, Emile M. J. & Theodorescu, Radu
- 31-34 Use of covariates in randomized response settings
by Matloff, Norman S.
- 35-38 Inheriting independence and chi-squaredness under certain matrix orderings
by Baksalary, Jerzy K. & Hauke, Jan
- 39-44 A simple proof for the Chernoff-Savage theorem
by Akritas, Michael G.
- 45-50 Kernel estimates of functions and their derivatives with applications
by Georgiev, Alexander A.
- 51-57 Density estimation based on line transect samples
by Rao, P. V.
October 1983, Volume 1, Issue 6
- 279-284 On tests of independence in a trivariate exponential distribution
by Samanta, M.
- 285-289 The Spearman footrule and a Markov chain property
by Sen, Pranab Kumar & Salama, Ibrahim A.
- 291-293 On the invariance principle for differentiable statistical functionals
by Parr, William C.
- 295-300 Asymptotic normality of some kernel-type estimators of probability density
by Bradley, Richard C.
- 301-305 A simple Marquardt algorithm for the nonlinear least-squares problem
by Okamoto, Masashi & Ihara, Masamori
- 307-311 Estimation of the radius of a circle when the coordinates of a number of points on its circumference are observed: An example of bootstrapping
by Linssen, H. N. & Banens, P. J. A.
- 313-316 A simple diagonals-parameter symmetry and quasi-symmetry model
by Agresti, Alan
- 317-321 Admissible estimators of the population total using trimming and Winsorization
by Vardeman, Stephen & Meeden, Glen
- 323-326 On Kersting's proof of the central limit theorem
by Pflug, G. Ch.
- 327-332 Descriptive statistics for multivariate distributions
by Oja, Hannu
August 1983, Volume 1, Issue 5
- 217-221 A class of minimax estimators of a normal quantile
by Rukhin, Andrew L.
- 223-227 An algorithm to obtain the critical values of the t, [chi]2 and F distributions
by Cheng, Smiley W. & Fu, James C.
- 229-232 Simultaneous equation estimation from undersized samples
by Fiebig, Denzil G. & Kidwai, Sartaj A. & Theil, Henri
- 233-238 Random sequences of binary digits in which missing values can almost certainly be restored
by Howard, J. V.
- 239-242 A lower bound for the pitman efficiency of Friedman type tests
by Rothe, Günter
- 243-250 Asymptotic distribution of the discriminant function
by Krzysko, Miroslaw
- 251-257 On comparing survival probabilities from discrete observations under unequal censoring
by Berger, Agnes
- 259-263 On the correlation of a group of rankings with an external ordering relative to the internal concordance
by Palachek, Albert D. & Schucany, William R.
- 265-267 On the reliability of stochastic systems
by Basu, A. P. & Ebrahimi, Nader
- 269-272 Characterizations of mixtures of discrete distributions by a regression point
by Cacoullos, T.
- 273-277 Estimators of scale parameters in linear regression
by Koul, H. L. & Susarla, V.
June 1983, Volume 1, Issue 4
- 161-166 Nearest neighbours to nearest neighbours
by Cox, Trevor F.
- 167-170 Asymptotic exponentiality of exit times
by Marchetti, Federico
- 171-175 A generalized geometric distribution and some of its properties
by Philippou, Andreas N. & Georghiou, Costas & Philippou, George N.
- 177-179 A note on Hájek projections and the influence curve
by Parr, William C.
- 181-182 A remark on the fluctuation behavior of I.I.D. Poisson random variables
by Rosalsky, Andrew
- 183-188 A statistical test of unidimensionality of a parameter underlying Bernoulli trails with applications
by Stout, William
- 189-195 Nonstationary Yule-Walker equations
by Hallin, Marc & Ingenbleek, Jean-François
- 197-202 Convergence rates of large deviations probabilities for point estimators
by Rubin, Herman & Rukhin, Andrew L.
- 203-206 A discrete analogue and elementary derivation of 'Lévy's equivalence' for Brownian motion
by Simons, Gordon
- 207-211 Multicollinear effects of weighted least squares regression
by Dorsett, Dovalee & Gunst, Richard F. & Gartland, Eugene C.
- 213-215 A note on spectral decomposition and maximum likelihood estimation in models with balanced data
by Wansbeek, Tom & Kapteyn, Arie
March 1983, Volume 1, Issue 3
- 107-113 On an upper bound of Sanov's inequality for the probability of a large deviation
by Fu, James C.
- 115-119 Independent scale-free spacings for the exponential and uniform distributions
by Sweeting, Trevor J.
- 121-124 Unbiased estimation of finite population variance using auxiliary information
by Gupta, R. P.
- 125-128 A family of minimax estimators of a multivariate normal mean
by Li, Tze Fen
- 129-135 One- and two-sample match statistics
by Rao, J. S. & Tiwari, Ram C.
- 137-139 A note on the 'underadjustment phenomenon'
by Robbins, Herbert & Levin, Bruce
- 141-145 Representations for eigenfunctions of expected value operators in the Wishart distribution
by Richards, Donald
- 147-150 Strong law for the bootstrap
by Athreya, K. B.
- 151-154 Simple estimators for the mean life in destructive attribute life tests
by Azor, Meir & Kubat, Peter
- 155-160 On the convergence of sequences of stationary jump Markov processes
by Costantini, C. & Gerardi, A. & Nappo, G.
November 1982, Volume 1, Issue 2
- 53-55 A note on a theorem of Berkes and Philipp for dependent sequences
by Dabrowski, AndréRobert
- 57-59 Determining classes and independence
by O'Brien, G. L.
- 61-67 Hierarchical classification of mathematical structures
by Perruchet, Christophe
- 69-73 A quantile domain perspective on the relationships between optimal grouping, spacing and stratification problems
by Eubank, R. L.
- 75-78 On the fallacy of the likelihood principle
by Akaike, Hirotugu
- 79-83 Simplicity and credibility: A counterstrategy
by Bross, Irwin D. J.
- 85-88 Extremes in autoregressive processes with uniform marginal distributions
by Chernick, Michael R. & Davis, Richard A.
- 89-96 Estimation of a mean in the presence of an extreme observation
by Feuerverger, A. & Guttman, I. & Sinha, S. K.
- 97-101 The use of prediction analysis to develop groupings of survey questions
by Lusk, E. & Cassileth, B.
- 103-106 The conditioning of the maximum entropy covariance matrix and its inverse
by Conway, Delores & Theil, Henri
July 1982, Volume 1, Issue 1
- 1-1 Preface
by Johnson, Richard A.
- 2-6 Non-Gaussian series and series with non-zero means: Practical implications for time series analysis
by Lusk, Eward J. & Wright, Haviland
- 7-11 Maximum entropy interpretation of autoregressive spectral densities
by Parzen, Emanuel
- 12-16 Backward and forward recurrence times, and their interrelationships in Bellman-Harris branching processes
by Taylor, James R.
- 17-22 Some recent and new results on the maximum entropy distribution
by Theil, Henri
- 23-25 A note on contiguity and L1-norm
by Akritas, Michael G.
- 26-30 A multiple divergence criterion for testing between separate hypotheses
by Sawyer, K. R.
- 31-32 A characteristic property of the exponential distribution
by Kaminsky, Kenneth S.
- 33-35 Poisson on the poisson distribution
by Stigler, Stephen M.
- 36-40 Holdings of financial assets: A Markov chain analysis
by Anderson, John S. & Clements, Kenneth W.
- 41-45 Expected cost bounds for the selection and ordering procedures based on binary-type questions
by Pesotchinsky, Leon
- 46-50 Tests for simultaneously determining numbers of clusters and their shape with multivariate data
by Sen Gupta, Ashis
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