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June 2000, Volume 52, Issue 2
- 380-396 Simultaneous Estimation of Several Stratum Means under Error-in-Variables Superpopulation Models
by Guohua Zou & Alan Wan - 397-405 Some Optimal Strategies for Bandit Problems with Beta Prior Distributions
by Chien-Tai Lin & C. Shiau
March 2000, Volume 52, Issue 1
- 1-14 Some Geometry of the Cone of Nonnegative Definite Matrices and Weights of Associated X 2 Distribution
by Satoshi Kuriki & Akimichi Takemura - 15-27 Uniformly More Powerful, Two-Sided Tests for Hypotheses about Linear Inequalities
by Liu Huimei - 28-42 Coverage Properties of One-Sided Intervals in the Discrete Case and Application to Matching Priors
by Judith Rousseau - 43-56 Comparing the Likelihood Functions of Phylogenetic Trees
by A. Bar-Hen & H. Kishino - 57-70 Model Selection Using the Estimative and the Approximate p* Predictive Densities
by Paolo Vidoni - 71-83 Testing for Unit Roots in a Nearly Nonstationary Spatial Autoregressive Process
by B. Bhattacharyya & X. Li & M. Pensky & G. Richardson - 84-107 A Stochastic Advection-Diffusion Model for the Rocky Flats Soil Plutonium Data
by Jaroslav Mohapl - 108-122 Time-Varying Parameters Prediction
by Carlo Grillenzoni - 123-138 Positron Emission Tomography and Random Coefficients Regression
by Andrey Feuerverger & Yehuda Vardi - 139-159 The Local Bootstrap for Kernel Estimators under General Dependence Conditions
by Efstathios Paparoditis & Dimitris Politis - 160-172 Consistency and Asymptotic Normality of Estimators in a Proportional Hazards Model with Interval Censoring and Left Truncation
by Somnath Datta & Glen Satten & John Williamson - 173-183 On the Optimality of Estimators Based on P-Sufficient Statistics
by Vasant Bhapkar - 184-196 Start-Up Demonstration Tests with Rejection of Units upon Observing d Failures
by N. Balakrishnan & P. Chan
December 1999, Volume 51, Issue 4
- 603-619 Nonconservative Estimating Functions and Approximate Quasi-Likelihoods
by Jinpang Wang - 621-636 On a Two-Stage Procedure Having Second-Order Properties with Applications
by Nitis Mukhopadhyay & William Duggan - 637-656 Existence of Bayesian Estimates for the Polychotomous Quantal Response Models
by Ming-Hui Chen & Qi-Man Shao - 657-678 Robustness for Inhomogeneous Poisson Point Processes
by Renato Assunção & Peter Guttorp - 679-689 On Adaptive Combination of Regression Estimators
by Helge Blaker - 691-706 Multivariate Local Polynomial Fitting for Martingale Nonlinear Regression Models
by Zhan-Qian Lu - 707-721 Growth Curve Model with Hierarchical Within-Individuals Design Matrices
by Yasunori Fujikoshi & Takashi Kanda & Megu Ohtaki - 723-730 Efficiency Bounds for Product Designs in Linear Models
by Rainer Schwabe & Weng Wong - 731-747 Error Bounds for Asymptotic Expansion of the Conditional Variance of the Scale Mixtures of the Multivariate Normal Distribution
by Stergios Fotopoulos & Lijian He - 749-753 On a Characterization of the Gamma Distribution: The Independence of the Sample Mean and the Sample Coefficient of Variation
by Tea-Yuan Hwang & Chin-Yuan Hu - 755-778 On Rates and Limit Distributions
by J. Pfanzagl - 779-802 Conserved Quantities and Symmetries Related to Stochastic Dynamical Systems
by Tetsuya Misawa
September 1999, Volume 51, Issue 3
- 399-417 Oil Price Shocks and Long Run Price and Import Demand Behavior
by Frank Kleibergen & Herman van Dijk & Jean-Pierre Urbain - 419-447 Joint Distributions of Runs in a Sequence of Multi-State Trials
by Qing Han & Sigeo Aki - 449-462 Certain Probabilistic Aspects of Semistable Laws
by Makoto Maejima & Gennady Samorodnitsky - 463-478 Some Properties and Improvements of the Saddlepoint Approximation in Nonlinear Regression
by Andrej Pázman - 479-497 Approximation of the Posterior Distribution in a Change-Point Problem
by Subhashis Ghosal & Jayanta Ghosh & Tapas Samanta - 499-513 Posterior Sensitivity to the Sampling Distribution and the Prior: More than One Observation
by Sanjib Basu - 515-530 Bootstrapping Pseudolikelihood Models for Clustered Binary Data
by Marc Aerts & Gerda Claeskens - 531-540 When is an Equally-Weighted Design D-optimal?
by Ramón Ardanuy & J. López-Fidalgo & Patrick Laycock & Weng Wong - 541-569 Counting Bumps
by Ricardo Fraiman & Jean Meloche - 571-584 Point and Interval Estimation of P(X > Y): The Normal Case with Common Coefficient of Variation
by Ramesh Gupta & S. Ramakrishnan & Xingwang Zhou - 585-602 A Method for Testing Nested Point Null Hypotheses Using Multiple Bayes Factor
by Hea-Jung Kim
June 1999, Volume 51, Issue 2
- 201-215 Linear Bayes and Optimal Estimation
by V. Godambe - 217-230 Conservatism of the z Confidence Interval Under Symmetric and Asymmetric Departures from Normality
by Sanjib Basu - 231-251 On the Estimation of Jump Points in Smooth Curves
by Irene Gijbels & Peter Hall & Aloïs Kneip - 253-264 Moment Estimation for Multivariate Extreme Value Distribution in a Nested Logistic Model
by Daoji Shi & Shengsheng Zhou - 265-280 On Estimation of Poisson Intensity Functions
by Roelof Helmers & Ričardas Zitikis - 281-299 Empirical Bayes Procedures for Selecting the Best Population with Multiple Criteria
by Wen-Tao Huang & Yao-Tsung Lai - 301-322 On the Distribution of the Extremes of Unequally Correlated Normal Variables with Applications to Antedependent Cluster Data
by Krishna Saha & B. Sutradhar - 323-330 On Waiting Time Problems Associated with Runs in Markov Dependent Trials
by Demetrios Antzoulakos - 331-344 Bivariate Distributions with Pearson Type VII Conditionals
by Athanasios Kottas & Konstantinos Adamidis & Sotirios Loukas - 345-349 Equality in Distribution in a Convex Ordering Family
by J. Huang & G. Lin - 351-358 On Moments of Bivariate Order Statistics
by H. Barakat - 359-367 On the First Entry Time of a ℤ + -valued AR(1) Process
by Emad-Eldin Aly & Nadjib Bouzar - 369-382 Limit Theorems for Stopped Functionals of Markov Renewal Processes
by Gerold Alsmeyer & Allan Gut - 383-398 Covariate Transformation Diagnostics for Generalized Linear Models
by Andy Lee & John Yick
March 1999, Volume 51, Issue 1
- 1-15 Distributions of Runs and Consecutive Systems on Directed Trees
by Sigeo Aki - 17-29 Sooner and Later Waiting Time Problems for Runs in Markov Dependent Bivariate Trials
by Sigeo Aki & Katuomi Hirano - 31-49 Strong Consistency of the Maximum Product of Spacings Estimates with Applications in Nonparametrics and in Estimation of Unimodal Densities
by Yongzhao Shao & Marjorie Hahn - 51-70 Bandwidth Selection in Density Estimation with Truncated and Censored Data
by C. Sánchez-Sellero & W. González-Manteiga & R. Cao - 71-97 Non-parametric Estimation for the M/G/∞ Queue
by N. Bingham & Susan Pitts - 99-110 Parametrization Invariance with Respect to Second Order Admissibility Under Mean Squared Error
by Yoshiji Takagi - 111-124 Linear Versus Nonlinear Rules for Mixture Normal Priors
by Brani Vidakovic - 125-148 Goodness of Fit Tests in Random Coefficient Regression Models
by Pedro Delicado & Juan Romo - 149-162 On Testing for the Number of Components in a Mixed Poisson Model
by Dimitris Karlis & Evdokia Xekalaki - 163-185 Asymptotics of the Expected Posterior
by Bertrand Clarke & Dongchu Sun - 187-200 Second Order Expansions for the Moments of Minimum Point of an Unbalanced Two-sided Normal Random Walk
by Yanhong Wu
December 1998, Volume 50, Issue 4
- 603-626 Parametric Statistical Uncertainty Relations and Parametric Statistical Fundamental Equations
by T. Matsunawa - 627-653 Asymptotic Properties of a Class of Mixture Models for Failure Data: The Interior and Boundary Cases
by H. Vu & R. Maller & X. Zhou - 655-671 On Generating Functions of Waiting Time Problems for Sequence Patterns of Discrete Random Variables
by Masayuki Uchida - 673-695 Large Deviation and Other Results for Minimum Contrast Estimators
by Jens Jensen & Andrew Wood - 697-714 Combined and Least Squares Empirical Likelihood
by Bruce Brown & Song Chen - 715-727 On Best Equivariance and Admissibility of Simultaneous MLE for Mean Direction Vectors of Several Langevin Distributions
by Ashis Sengupta & Ranjan Maitra - 729-754 Recursive Estimation of Regression Functions by Local Polynomial Fitting
by J. Vilar-Fernández & J. Vilar-Fernández - 755-772 Assessing Local Influence in Canonical Correlation Analysis
by Hong Gu & Wing Fung - 773-788 Estimation of the Coefficient of Multiple Determination
by Nabendu Pal & Wooi Lim - 789-799 A State Space Model for Software Reliability
by Yen-Chang Chang & Lii-Yuh Leu
September 1998, Volume 50, Issue 3
- 403-416 Use of Markov Chain Monte Carlo Methods in a Bayesian Analysis of the Block and Basu Bivariate Exponential Distribution
by Jorge Achcar & Roseli Leandro - 417-431 The Covariance Adjusted Location Linear Discriminant Function for Classifying Data with Unequal Dispersion Matrices in Different Locations
by Chi-Ying Leung - 433-450 A Characterization of Monotone and Regular Divergences
by J. Corcuera & F. Giummolè - 451-470 Asymptotic Comparisons of Several Variance Estimators and their Effects for Studentizations
by Yoshihiko Maesono - 471-491 On Tyler's M-Functional of Scatter in High Dimension
by Lutz Dümbgen - 493-502 On Minimum Distance Estimation in Recurrent Markov Step Processes II
by R. Höpfner & Yu. Kutoyants - 503-521 Minimum Disparity Estimation in Linear Regression Models: Distribution and Efficiency
by Ro Pak & Ayanendranath Basu - 523-530 Estimation of the Scale Matrix and its Eigenvalues in the Wishart and the Multivariate F Distributions
by Pui Leung & Wai Chan - 531-542 Some Simple Test Procedures for Normal Mean Vector with Incomplete Data
by K. Krishnamoorthy & Maruthy Pannala - 543-565 Distributional Properties of Exceedance Statistics
by Jacek Wesołowski & Mohammad Ahsanullah - 567-585 Weighted Poisson Distributions for Overdispersion and Underdispersion Situations
by Joan Del Castillo & Marta Pérez-Casany - 587-601 On Number of Occurrences of Success Runs of Specified Length in a Higher-Order Two-State Markov Chain
by Masayuki Uchida
June 1998, Volume 50, Issue 2
- 203-222 Joint Distributions of Numbers of Success-runs Until the First Consecutive k Successes in a Higher-Order Two-State Markov Chain
by Masayuki Uchida - 223-240 Data Sphering: Some Properties and Applications
by Jian Zhang - 241-252 The Decomposition of the Behrens-Fisher Statistic in q-Dimensional Common Principal Component Submodels
by D.G. Nel & I. Pienaar - 253-275 A Simple Goodness-of-fit Test for Linear Models Under a Random Design Assumption
by Holger Dette & Axel Munk - 277-294 Testing for Varying Dispersion in Exponential Family Nonlinear Models
by Bo-Cheng Wei & Jian-Qing Shi & Wing-Kam Fung & Yue-Qing Hu - 295-310 f-Dissimilarity of Several Distributions in Testing Statistical Hypotheses
by K. Zografos - 311-324 Simple-Tree Weighted Logrank Tests for Right-Censored Data
by Yuh-Ing Chen - 325-335 The Nonexistence of Procedures with Bounded Performance Characteristics in Certain Parametric Inference Problems
by Yoshikazu Takada - 337-359 Inference for the Tail Parameters of a Linear Process with Heavy Tail Innovations
by Somnath Datta & William McCormick - 361-377 Prediction of the Maximum Size in Wicksell's Corpuscle Problem
by Rinya Takahashi & Masaaki Sibuya - 379-402 Space-Time Point-Process Models for Earthquake Occurrences
by Yosihiko Ogata
March 1998, Volume 50, Issue 1
- 1-13 An Application of Multiple Comparison Techniques to Model Selection
by Hidetoshi Shimodaira - 15-27 Estimating the Finite Population Versions of Mean Residual Life-Time Function and Hazard Function Using Bayes Method
by Nader Ebrahimi - 29-48 The Order of the Error Term for Moments of the Log Likelihood Ratio Unit Root Test in an Autoregressive Process
by Rolf Larsson - 49-70 Dependence Between Order Statistics in Samples from Finite Population and its Application to Ranked Set Sampling
by Koiti Takahasi & Masao Futatsuya - 71-86 The Bahadur-Kiefer Representation of the Two Dimensional Spatial Medians
by Miguel Arcones - 87-117 Second Order Representations of the Least Absolute Deviation Regression Estimator
by Miguel Arcones - 119-145 Sequential Fixed-Width Confidence Interval for the Product of Two Means
by Shen Zheng & T. Sriram & Andrew Seila - 147-164 Analysis of Multi-Unit Variance Components Models with State Space Profiles
by John Tsimikas & Johannes Ledolter - 165-186 On Maximum Likelihood Estimation for Gaussian Spatial Autoregression Models
by Jaroslav Mohapl - 187-202 A Remark on a Fourier Bounding Method of Proof for Convergence of Sums of Periodograms
by A. Benn & R. Kulperger
December 1997, Volume 49, Issue 4
- 601-614 Fitting a Normal Distribution When the Model is Wrong
by J.B. Copas & C.B. Stride - 615-644 On Mad and Comedians
by Michael Falk - 645-666 Local Asymptotic Normality in Extreme Value Index Estimation
by Frank Marohn - 667-679 Estimating Diffusion Coefficients From Count Data: Einstein-Smoluchowski Theory Revisited
by N.H. Bingham & Bruce Dunham - 681-692 Controlling Type II Error While Constructing Triple Sampling Fixed Precision Confidence Intervals for the Normal Mean
by M. Son & L. Haugh & H. Hamdy & M. Costanza - 693-710 Testing Hypotheses About the Power Law Process Under Failure Truncation Using Intrinsic Bayes Factors
by Rama Lingham & S. Sivaganesan - 711-726 Relationships Between Post-Data Accuracy Measures
by Constantinos Goutis & George Casella - 727-736 Exact Bounds for the Expectations of Order Statistics from Non-Negative Populations
by Nickos Papadatos - 737-747 Moments of Limits of Lightly Trimmed Sums of Random Vectors in the Generalized Domain of Normal Attraction of Non-Gaussian Operator-Stable Laws
by Makoto Maejima - 749-760 Replenishment-Depletion Urn in Equilibrium
by L.R. Shenton & K.O. Bowman - 761-775 Choosing a Linear Model with a Random Number of Change-Points and Outliers
by Henri Caussinus & Faouzi Lyazrhi - 777-799 A Berry-Esséen Theorem for Serial Rank Statistics
by Marc Hallin & Khalid Rifi
September 1997, Volume 49, Issue 3
- 395-410 Assessing the Error Probability of the Model Selection Test
by Hidetoshi Shimodaira - 411-434 Bootstrapping Log Likelihood and EIC, an Extension of AIC
by Makio Ishiguro & Yosiyuki Sakamoto & Genshiro Kitagawa - 435-446 A Fenchel Duality Aspect of Iterative I-Projection Procedures
by Bhaskar Bhattacharya & Richard Dykstra - 447-466 Empirical Likelihood Type Confidence Intervals Under Random Censorship
by Gianfranco Adimari - 467-491 Estimation and Bootstrap with Censored Data in Fixed Design Nonparametric Regression
by Ingrid Van Keilegom & Noël Veraverbeke - 493-517 Statistical Inference in Single-Index and Partially Nonlinear Models
by Jiti Gao & Hua Liang - 519-529 Joint Distributions of Numbers of Success-Runs and Failures Until the First Consecutive k Successes in a Binary Sequence
by N. Balakrishnan - 531-539 Probability Distribution Functions of Succession Quotas in the Case of Markov Dependent Trials
by Demetrios Antzoulakos & Andreas Philippou - 541-554 Distributions Minimizing Fisher Information for Location in Kolmogorov Neighbourhoods
by Eden Wu & P. Chan - 555-567 On a Class of Characterization Problems for Random Convex Combinations
by Ludwig Baringhaus & Rudolf Grübel - 569-584 Comparison of Normal Linear Experiments by Quadratic Forms
by Czesław Stępniak - 585-599 On the Asymptotic Expectations of Some Unit Root Tests in a First Order Autoregressive Process in the Presence of Trend
by Rolf Larsson
June 1997, Volume 49, Issue 2
- 199-209 The Convergence Rate of Fixed-Width Sequential Confidence Intervals for a Parameter of an Exponential Distribution
by Keiichi Hirose & Eiichi Isogai & Chikara Uno - 211-229 Estimation in a Discrete Reliability Growth Model Under an Inverse Sampling Scheme
by Ananda Sen & Arthur Fries - 231-235 A Note on the Best Invariant Estimator of a Distribution Function Under the Kolmogorov-Smirnov Loss
by Zhiqiang Chen & Eswar Phadia - 237-254 On Tests of Symmetry Against One-Sided Alternatives
by Bhaskar Bhattacharya - 255-269 Testing Departures from Gamma, Rayleigh and Truncated Normal Distributions
by Joan Del Castillo & Pedro Puig - 271-283 Detection of Changes in Linear Sequences
by Lajos Horváth - 285-297 Sharp Error Bounds for Asymptotic Expansions of the Distribution Functions for Scale Mixtures
by Ryoichi Shimizu & Yasunori Fujikoshi - 299-313 On Geometric-Stable Laws, a Related Property of Stable Processes, and Stable Densities of Exponent One
by B. Ramachandran - 315-319 Regressional Characterization of the Generalized Inverse Gaussian Population
by J. Pusz - 321-340 Linear Model Selection Based on Risk Estimation
by J. Venter & J. Snyman - 341-354 Aliasing Effects and Sampling Theorems of Spherical Random Fields when Sampled on a Finite Grid
by Ta-Hsin Li & Gerald North - 355-370 Differentiable Functionals and Smoothed Bootstrap
by Antonio Cuevas & Juan Romo - 371-393 Convex Models of High Dimensional Discrete Data
by Max Woodbury & Kenneth Manton & H. Tolley
March 1997, Volume 49, Issue 1
- 1-24 Diagnosing Bootstrap Success
by Rudolf Beran - 25-34 Von Mises ω2-Statistic and the generalized Bayesian Bootstraps
by Albert Lo & V. Sazonov - 35-55 Quantile Processes in the Presence of Auxiliary Information
by Biao Zhang - 57-78 Bounding the L1 Distance in Nonparametric Density Estimation
by Subrata Kundu & Adam Martinsek - 79-99 Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency
by Jianqing Fan & Theo Gasser & Irène Gijbels & Michael Brockmann & Joachim Engel - 101-115 Some Methods for Estimation in a Negative-Binomial Model
by Eiji Nakashima - 117-121 A Note on Maximum Variance of Order Statistics from Symmetric Populations
by Nickos Papadatos - 123-139 Waiting Time Distributions Associated with Runs of Fixed Length in Two-State Markov Chains
by M. Koutras - 141-153 Formulae and Recursions for the Joint Distribution of Success Runs of Several Lengths
by Anant Godbole & Stavros Papastavridis & Robert Weishaar - 155-169 Start-Up Demonstration Tests Under Markov Dependence Model with Corrective Actions
by N. Balakrishnan & S. Mohanty & S. Aki - 171-180 Uniform Mixtures Via Posterior Means
by Arjun Gupta & Jacek Wesolowski - 181-197 Asymptotic Expansions of Posterior Distributions in Nonregular Cases
by Subhashis Ghosal & Tapas Samanta
December 1996, Volume 48, Issue 4
- 603-620 A proof of independent Bartlett correctability of nested likelihood ratio tests
by Akimichi Takemura & Satoshi Kuriki - 621-630 Quenouille-type theorem on autocorrelations
by Simon Ku & Eugene Seneta - 631-644 Local Linearization method for the numerical solution of stochastic differential equations
by R. Biscay & J. Jimenez & J. Riera & P. Valdes - 645-662 Stochastic comparisons and bounds for aging renewal process shock models and their applications
by M. Bhattachariee - 663-673 Bayesian nonparametric predictive inference and bootstrap techniques
by P. Muliere & P. Secchi - 675-686 Mass shifting roles of negative kernel mass in density estimation
by Michael Sturgeon - 687-709 Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function
by Adolfo Quiroz & Miguel Nakamura & Francisco Pérez - 711-730 Empirical Bayes sequential estimation for exponential families: The untruncated component
by Rohana Karunamuni - 731-755 Limit theorems for the maximum likelihood estimate under general multiply Type II censoring
by Fanhui Kong & Heliang Fei - 757-771 Recurrence relations for single and product moments of progressive Type-II right censored order statistics from exponential and truncated exponential distributions
by Rita Aggarwala & N. Balakrishnan - 773-787 Sooner and later waiting time problems for success and failure runs in higher order Markov dependent trials
by S. Aki & N. Balakrishnan & S. Mohanty - 789-806 On a waiting time distribution in a sequence of Bernoulli trials
by M. Koutras
September 1996, Volume 48, Issue 3
- 403-421 On bootstrap estimation of the distribution of the studentized mean
by Peter Hall & Raoul LePage - 423-428 The maximum likelihood estimators in a multivariate normal distribution with AR(1) covariance structure for monotone data
by Hironori Fujisawa - 429-449 Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
by Marc Hallin & Lanh Tran - 451-467 Minimax kernels for density estimation with biased data
by Colin Wu & Andrew Mao - 469-495 Sensitivity analysis of M-estimates
by Jan Víšek - 497-507 On sequential fixed-width confidence intervals for the mean and second-order expansions of the associated coverage probabilities
by Nitis Mukhopadhyay & Sujay Datta - 509-518 Improved estimation under Pitman's measure of closeness
by Stavros Kourouklis - 519-534 Relationships for moments of order statistics from the right-truncated generalized half logistic distribution
by N. Balakrishnan & Rita Aggarwala - 535-549 Sequential order statistics and k-out-of-n systems with sequentially adjusted failure rates
by Erhard Cramer & Udo Kamps - 551-561 Derivation of the probability distribution functions for succession quota random variables
by Demetrios Antzoulakos & Andreas Philippou - 563-572 Characterizations based on conditional expectations of the doubled truncated distribution
by J. Ruiz & J. Navarro - 573-576 A characterization of certain discrete exponential families
by T. Nguyen & A. Gupta & Y. Wang - 577-602 Asymptotically efficient autoregressive model selection for multistep prediction
by R. Bhansali
June 1996, Volume 48, Issue 2
- 201-213 The threshold method for estimating total rainfall
by Shigeru Mase - 215-228 A state-space approach to polygonal line regression
by Nobuhisa Kashiwagi - 229-246 Empirical Bayes detection of a change in distribution
by Rohana Karunamuni & Shunpu Zhang - 247-255 Relationships between pure tail orderings of lifetime distributions and some concepts of residual life
by Javier Rojo - 257-265 A measure of discrimination between two residual life-time distributions and its applications
by Nader Ebrahimi & S. Kirmani - 267-281 Minimum distance regression-type estimates with rates under weak dependence
by George Roussas & Yannis Yatracos - 283-294 The quasi-likelihood estimation in regression
by Jong-Wuu Wu - 295-314 Bahadur efficiency and robustness of studentized score tests
by Xuming He & Qi-man Shao - 315-336 Nonparametric tests for bounds on the derivative of a regression function
by Nancy Heckman & Bing Li - 337-347 The limiting normality of the test statistic for the two-sample problem induced by a convex sum distance
by Kaoru Fueda - 349-364 Loss of information of a statistic for a family of non-regular distributions
by Masafumi Akahira - 365-380 Third order efficiency implies fourth order efficiency: A resolution of the conjecture of J. K. Ghosh
by Masafumi Akahira - 381-394 The exact distribution of indefinite quadratic forms in noncentral normal vectors
by Serge Provost & Edmund Rudiuk - 395-402 On optimal third order rotatable designs
by Norman Draper & Berthold Heiligers & Friedrich Pukelsheim
March 1996, Volume 48, Issue 1
- 1-15 Confidence sets centered at C p -estimators
by Rudolf Beran - 17-28 Bayesian calibration in the estimation of the age of rhinoceros
by J. Plessis & A. Merwe - 29-48 Estimation of second-order properties from jittered time series
by Peter Thomson & Peter Robinson - 49-59 Bartlett's formulae—Closed forms and recurrent equations
by Georgi Boshnakov