Last update:
Thu Aug 1 11:55:01 MDT 2019
Huaixiang Li and
D. B. Owen and
A. Salvador and
A. Borrego Lower Confidence Limits on Process
Capability Indices Based on the Range 1--24
Robert J. Adler and
Lawrence D. Brown and
Kun-Liang Lu Tests and confidence bands for bivariate
cumulative distribution functions . . . 25--36
Jordi Ocaña and
Carmen Ruiz-Rivas Computer Generation and Estimation in a
One-Parameter System Of Bivariate
Distributions with Specified Marginals 37--55
R. Viveros An Approximate Normalizing Power
Transformation for the $F$ Distribution 57--69
Sergio Koreisha and
Tarmo Pukkila Linear Methods for Estimating ARMA and
Regression Models with Serial
Correlation . . . . . . . . . . . . . . 71--102
F. F. Gan Monitoring Poisson Observations Using
Modified Exponentially Weighted Moving
Average Control Charts . . . . . . . . . 103--124
Ken Hung Simulation Study on Variance of Forecast
Error for Vector ARIMA Models . . . . . 125--144
Lih-Yuan Deng and
E. Olusegun George Generation of Uniform Variates from
Several Nearly Uniformly Distributed
Variables . . . . . . . . . . . . . . . 145--154
Rand R. Wilcox Comparing variances and means when
distributions have non-identical shapes 155--173
P. S. Gill A Monte Carlo Simulation Study of
Analyses of Block Designs Under
Correlated Errors Model . . . . . . . . 175--188
K. R. Kadiyala and
Dennis Oberhelman Estimation of Standard Errors of
Empirical Bayes Estimators in CAPM-Type
Models . . . . . . . . . . . . . . . . . 189--206
Rhonda C. Magel Robust Estimates of Ordered Parameters
with Right Censored Observations . . . . 207--223
Dennis W. King and
Michael T. Longnecker Computing the distribution of the
Wilcoxon statistic with applications to
process control . . . . . . . . . . . . 381--399
Lee C. Adkins Small sample performance of jackknife
confidence intervals for the
James--Stein estimator . . . . . . . . . 401--418
Joseph C. Gardiner and
James Ii. Stapleton A simulation study on the performance of
bounded length confidence intervals for
quantiles with censored data . . . . . . 419--432
M. F. Hutchinson A stochastic estimator of the trace of
the influence matrix for Laplacian
smoothing splines . . . . . . . . . . . 433--450
Per-Olov Edlund Ridge estimation of transfer function
weights . . . . . . . . . . . . . . . . 451--468
Jeremy M. G. Taylor Properties of maximum likelihood
estimates of the ratio of parameters in
ordinal response regression models . . . 469--480
Håkan Ekblom Generation of test problems for L$_p$
--- and Huber regression . . . . . . . . 481--489
Walter Sudmant and
Peter Kennedy On inference in the presence of
heteroskedasticity without replicated
observations . . . . . . . . . . . . . . 491--504
Gérard Antille and
Gilbert Ritschard Robust and classical outlyingness
indicators a simulation study . . . . . 505--512
D. C. Vaughan Comparison of test statistics for the
correlation coefficient in bivariate
normal samples with Type II censoring 513--526
Zvi Drezner Approximations to the multivariate
normal integral . . . . . . . . . . . . 527--534
Alvin C. Rencher and
Del T. Scott Assessing the contribution of individual
variables following rejection of a
multivariate hypothesis . . . . . . . . 535--553
James R. Kenyon Bounds and approximations for pairwise
comparisons of independent multinormal
means . . . . . . . . . . . . . . . . . 555--590
Ibrahim A. Salama and
Dana Quade A note on Spearman's footrule . . . . . 591--601
Douglas A. Wolfe and
Yun-Shiow Chen The changepoint problem in a multinomial
sequence . . . . . . . . . . . . . . . . 603--618
Stephen M. Scariano and
Terry A. Watkins Comparisons of changepoint estimators 619--636
Nimai Kumar Chandra and
Arijit Chaudhuri On testimating the Weibull shape
parameter . . . . . . . . . . . . . . . 637--648
Roger L. Burford Random number generators for
microcomputers . . . . . . . . . . . . . 649--662
Robert E. Odeh and
Robert W. Mee One-sided simultaneous tolerance limits
for regression . . . . . . . . . . . . . 663--680
Phyllis A. Gimotty and
Morton B. Brown Imputation procedures for categorical
data: their effects on the
goodness-of-fit chi-square statistic . . 681--703
Robert F. Phillips On constructing sequences estimating the
mixing distribution with applications 705--720
G. Guirguis and
R. D. Tobias Generalization and efficient computation
of the Box--Meyer analysis for
orthogonal designs . . . . . . . . . . . 721--732
N. H. Gordon Maximum likelihood estimation for
mixtures of two Gompertz distributions
when censoring occurs . . . . . . . . . 733--747
Edwin L. Crow Ranking paired contestants . . . . . . . 749--769
K. Anraku and
T. Yanagimoto Estimation for the negative binomial
distribution based on the conditional
likelihood . . . . . . . . . . . . . . . 771--786
Jeffrey W. Smith The use of auxiliary data in robust
univariate mean estimation . . . . . . . 787--807
C. M. Black and
S. D. Durham and
V. J. Padgett Parameter estimation for a new
distribution for the strength of brittle
fibers: a simulation study . . . . . . . 809--825
Senyo B. S. K. Adjibolosoo The degree of severity of
heteroskedasticity and the traditional
Goldfeld and Quandt pretest estimator 827--836
Jesse Meneses and
C. E. Antle and
Mary J. Bartholomew and
R. L. Lengerich A simple algorithm for delta method
variances for multinomial posterior
Bayes probability estimates . . . . . . 837--845
J. P. De Los Reyes Upper bound for singular normal
probability integrals by integration
over a hypersphere . . . . . . . . . . . 847--861
Brajendra C. Sutradhar A note on the power of the $F$-test for
testing linear hypothesis with elliptic
$t$ errors . . . . . . . . . . . . . . . 863--867
Neerchal K. Nagaraj Locally optimal invariant tests for
change in level . . . . . . . . . . . . 869--878
S. Chakraborti A one-sided test of homogeneity against
simple tree alternative for
right-censored data . . . . . . . . . . 879--889
K. Thiagarajh and
S. R. Paul Testtesting for the equality of scale
parameters of $ k ( > 2) $ exponential
populations based on complete and Type
II censored samples . . . . . . . . . . 891--902
P. H. George Howard and
Gary G. Koch The GLM log-rank test: general linear
modeling of log-rank scores as a method
of analysis for survival data . . . . . 903--917
Esteban Walker Influence diagnostics for fractional
principal components estimators in
regression . . . . . . . . . . . . . . . 919--933
George S. Donatos and
George C. Michailidis Small sample properties of ridge
estimators with normal and non-normal
disturbances . . . . . . . . . . . . . . 935--950
Robert E. Bechhofer and
David M. Goldsman and
Charles W. Dunnett and
Mark Hartmann A comparison of the performances of
procedures for selecting the normal
population having the largest mean when
the populations have a common unknown
variance . . . . . . . . . . . . . . . . 971--1006
Linda L. Crawford Moss and
Malcolm S. Taylor and
Henry B. Tingey Quant1les of the Anderson--Darling
statistic . . . . . . . . . . . . . . . 1007--1014
V. Soundararajan and
S. Devaraj Arumainayagam A generalized procedure for selection of
attribute double sampling plan . . . . . 1015--1034
G. Trenkler and
G. Ihorst Matrix mean square error comparisons
based on a certain covariance structure 1035--1043
Richard L. Ressler and
Peter A. W. Lewis Variance reduction for quantile
estimates in simulations via nonlinear
controls . . . . . . . . . . . . . . . . 1045--1077
Steven E. Rigdon and
Asit P. Basu Estimating the intensity function of a
power law process at the current time:
time truncated case . . . . . . . . . . 1079--1104
Anonymous Serial correlation or random subject
effects . . . . . . . . . . . . . . . . 1105--1123
Chyi Hung Hsu and
Martin S. Levy An algorithm for the distribution of the
ratio of generalized variances . . . . . 1127--1142
Ming C. Wang On Ranges of Confidence Coefficients for
Confidence Intervals on Variance
Components . . . . . . . . . . . . . . . 1165--1178
Ming C. Wang On Ranges of Confidence Coefficients for
Confidence Intervals on Variance
Components . . . . . . . . . . . . . . . 1165--1178
Terry E. Dielman and
Roger C. Pfaffenberger Tests of Linear Hypotheses and LAV
Estimation: A Monte Carlo Comparison . . 1179--1199
Pandu R. Tadikamalla and
Norman L. Johnson Tables to Facilitate Fitting Tadikamalla
and Johnson's $ L_B $ Distributions . . 1201--1229
Rand R. Wilcox Comparing Biweight Measures of Location
in the Two-Sample Problem . . . . . . . 1231--1245
Birgitta Törnkvist On Locating and Characterizing Parameter
Variation by the MOSUMSQ Test Statistic 1247--1264
Kenneth J. Koehler and
F. F. Gan Chi-Squared Goodness-of-Fit Tests: Cell
Selection and Power . . . . . . . . . . 1265--1278
Dr. Ashour Samir Kamel and
Ali I. Abdel-Samad On the Computation of Non-Central
Chi-Square Distribution Function . . . . 1279--1291
K. Govindaraju and
K. Subramani Selection of Single Sampling Attributes
Plan for Given Acceptable Quality Level
and Limiting Quality Level Involving
Minimum Risks . . . . . . . . . . . . . 1293--1302
Gary S. Wasserman, Ph. D., P. E. Matching Performance of Continuous
Sampling Plans with Single Sampling
Plans . . . . . . . . . . . . . . . . . 1303--1317
Adnan M. Awad and
Talib H. Sarie and
Mufid M. Azzam Simulated Distribution of the
Kullback--Leibler Information Measure 1319--1338
Engin A. Sungur Dependence Information in Parameterized
Copulas . . . . . . . . . . . . . . . . 1339--1360
Hideo Kozumi On Small Sample Properties of the Wald,
LR and LM Tests in a Linear Model with
AR(1) Errors . . . . . . . . . . . . . . 1361--1375
Jason C. Hsu and
W. C. Soong Using the Fast Fourier Transform to
Compute Multiple Comparisons With the
Best and Subset Selection Critical
Values . . . . . . . . . . . . . . . . . 1377--1391
M. Donegani A Nonparametric Procedure for Choosing a
Location Test . . . . . . . . . . . . . 1393--1401
David R. Bristol Comparison of Two Distribution-Free
Procedures for Multiple Comparisons With
a Control . . . . . . . . . . . . . . . 1403--1413
Lin Chun-tu Extremes of Determinants and Optimality
of Canonical Variables . . . . . . . . . 1415--1430
Lawrence Joseph and
David B. Wolfson Estimating the Change in a Renewal
Process When the Data are Counts . . . . 1431--1441
Alphonse K. A. Amey Robustness of the Multiple Correlation
Coefficient When Sampling From a Mixture
of Two Multivariate Normal Populations 1443--1457
B. Wade Brorsen and
Seung Ryong Yang Maximum Likelihood Estimates of
Symmetric Stable Distribution Parameters 1459--1464
Helena Iglésias Pereira Tests for the Chacteristic Exponent and
the Scale Parameter of Symmetric Stable
Distributions . . . . . . . . . . . . . 1465--1475
Jeffrey L. Pliskin The Mean Squared Error of the
Generalized Ridge Regression Estimator
and the Orientation of $ \beta $ . . . . 1477--1484
Arthur E. Hoerl and
Robert W. Kennard Ridge Regression: Degrees of Freedom in
the Analysis of Variance . . . . . . . . 1485--1495
Georges H. Guirguis A Note on Computing the Noncentrality
Parameter of the Noncentral
$F$-Distribution . . . . . . . . . . . . 1497--1511
Byung Gook Lee and
Byung Chun Kim An Efficient Algorithm for the
Least-Squares Cross-Validation with
Symmetric and Polynomial Kernels . . . . 1513--1522
Carolyn Rutter and
Virgina Flack and
Peter Lachenbruch Bias in error rate estimates in
discriminant analysis when stepwise
variable selection is employed . . . . . 1--22
Kathleen Kocherlakota and
Subrahmaniam Kocherlakota On the doubly noncentral $t$
distribution . . . . . . . . . . . . . . 23--31
Y. S. Sathe and
S. Joshi and
S. Nabar and
T. M. Murdeshwar Computation of circular error
probabilities . . . . . . . . . . . . . 33--40
Wang H. S. and
Karson M. J. LIME: the least integrated
mean-squared-error estimator for the
maximum point of the single-factor
quadratic response function . . . . . . 41--71
Mehrotra Kishan and
Jackson Paul and
Schick Anton On choosing an optimally trimmed mean 73--80
C. Ming Wang Approximate confidence intervals on
positive linear combinations of expected
mean squares . . . . . . . . . . . . . . 81--96
D. E. Ramirez and
D. R. Jensen Misspecified $ T^2 $ tests. II. Series
expansions . . . . . . . . . . . . . . . 97--108
Laura E. Gibbons and
David W. Hosmer, Jr. Conditional logistic regression with
missing data . . . . . . . . . . . . . . 109--120
Stephen L. Hillis Extending $M$-estimation to include
censored data via James's method . . . . 121--128
Mark S. McNulty and
William Eisele Testing for autocorrelation in nested
analysis of variance . . . . . . . . . . 399--410
J. C. W. Rayner and
D. J. Best and
G. F. Liddell Optimal testing in a three way ANOVA
model . . . . . . . . . . . . . . . . . 411--425
B. L. Misra and
Bhagwandas Nutan Families of neighbour designs and their
analysis . . . . . . . . . . . . . . . . 427--436
Senyo B. S. K. Adjibolosoo On choosing the level of significance
for the Goldfeld and Quandt
heteroskedasticity pretesting . . . . . 437--447
E. A. Hollas Performance of Bartlett adjustment for
certain likelihood ratio tests . . . . . 449--462
Kathryn Hirst and
Gary O. Zerbe and
David W. Boyle and
Randall B. Wilkening On nonlinear random effects models for
repeated measurements . . . . . . . . . 463--478
Subhash C. Sharma A new jackknife test for homogeneity of
variances . . . . . . . . . . . . . . . 479--495
Gary S. Wasserman and
Hassan A. Mohsen and
LeRoy A. Franklin A program to calculate bootstrap
confidence intervals for the process
capability index C$_{pk}$ . . . . . . . 497--510
Shawky E. Shamma and
Raid W. Amin and
Amal K. Shamma A double exponentially weighted moving
average control procedure with variable
sampling intervals . . . . . . . . . . . 511--528
K. Govindaraju and
V. Kuralmani Determination of single sampling
attributes plans for given (AQL, AOQL) 529--538
D. R. Bellhouse and
R. J. Kulperger Computer generated simple random samples 539--550
A. Martin Andrés A review of classic non-asymptotic
methods for comparing two proportions by
means of independent samples . . . . . . 551--583
Ram R. Jain On the adequacy of sample size
determination formulae for two
independent proportions . . . . . . . . 585--617
R. K. Amoh and
K. Kocherlakota Updating discriminant functions
estimated from inverse Gaussian
populations . . . . . . . . . . . . . . 619--637
M. M. Mohie El-Din and
M. A. W. Mahmoud and
S. E. Abo Youssef Moments of order statistics from
parabolic and skewed distributions and a
characterization of Weibull distribution 639--645
A. Narayanan Small sample properties of parameter
estimation in the Dirichlet distribution 647--666
Martin A. Stapanian and
Forest C. Garner and
Kirk E. Fitzgerald and
George T. Flatman and
Evan J. Englund Properties of two tests for outliers in
multivariate data . . . . . . . . . . . 667--687
Luis Firinguetti The exact properties of the Lawless and
Wang operational ridge regression
estimator in a misspecified regression
equation . . . . . . . . . . . . . . . . 689--714
J. A. Hoekstra Approximate variances for
tolerance-distribution free
LD50-estimators supplemented with
Abbott's correction . . . . . . . . . . 715--723
Barrie D. Spurr and
Majdi A. Koutbeiy A comparison of various methods for
estimating the parameters in mixtures of
von Mises distributions . . . . . . . . 725--741
G. Edward Miller Use of the squared ranks test to test
for the equality of the coefficients of
variation . . . . . . . . . . . . . . . 743--750
J. A. Menéndez and
C. Rueda and
B. Salvador Properties of two tests for outliers in
multivariate data . . . . . . . . . . . 751--763
Carmen D. S. André and
Clóvis A. Peres and
Subhash C. Narula An iterative procedure for the
estimation of parameters in a
dose-response model . . . . . . . . . . 763--775
Sanghoon Lee and
James R. Wilson and
Melba M. Crawford Modeling and simulation of a
nonhomogeneous Poisson process having
cyclic behavior . . . . . . . . . . . . 777--809
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Ronald F. Boisvert and
Sally E. Howe and
David K. Kahaner The guide to available mathematical
software problem classification
system$^1$ . . . . . . . . . . . . . . . 811--842
J. Ross Macdonald and
William J. Thompson The collected works of John W. Tukey . . 843--886
D. N. Geary Repeated measurements, log likelihood
ratio tests and small samples . . . . . 887--900
Lonnie Magee Edgeworth-adjusting test statistics for
$ {\rm AR}(1) $ errors . . . . . . . . . 901--917
Lin Chun-tu The efficiency of least squares
estimators of a seemingly unrelated
regression model . . . . . . . . . . . . 919--925
B. Senyo and
S. K. Adjibolosoo The power and robustness properties of
tests for heteroskedasticity when the
regressors are trended . . . . . . . . . 927--953
M. K. Kazempour and
Franklin A. Graybill Approximate confidence bounds for ratios
of variance components in two-way
unbalanced crossed models with
interactions . . . . . . . . . . . . . . 955--967
H. Mansouri and
X. Zheng Small sample distributions of some
nonparametric tests for testing
treatments vs control . . . . . . . . . 969--979
R. Clifford Blair New critical values for the generalized
$t$ and generalized rank-sum procedures 981--994
Hubert J. Chen and
Kin Lam Percentage points of a Studentized range
statistic arising from non-identical
normal random variables . . . . . . . . 995--1047
Raid W. Amin and
Alice J. Searcy A nonparametric exponentially weighted
moving average control scheme . . . . . 1049--1072
Steven G. From Mean square error efficient estimation
of an exponential mean under an
exchangeable single outlier model . . . 1073--1084
Necip Doganaksoy and
Josef Schmee Comparisons of approximate confidence
intervals for the smallest extreme value
distribution simple linear regression
model under time censoring . . . . . . . 1085--1113
M. M. Shoukri and
I. U. H. Mian Some aspects of statistical inference on
the Lagrange (generalized) Poisson
distribution . . . . . . . . . . . . . . 1115--1137
A. Vasudeva Rao and
A. V. Dattatreya Rao and
V. L. Narasimham Optimum linear unbiased estimation of
the scale parameter by absolute values
of order statistics in the double
exponential and the double Weibull
distributions . . . . . . . . . . . . . 1139--1158
K. Rosaiah and
R. R. L. Kantam and
V. L. Narasimham Optimum linear unbiased estimation of
scale parameter by absolute values of
order statistics in symmetric
distributions . . . . . . . . . . . . . 1159--1172
K. Rosaiah and
R. R. L. Kantam and
V. L. Narasimham Optimum class limits for ML estimation
in two-parameter gamma distribution from
a grouped data . . . . . . . . . . . . . 1173--1189
Anonymous Author index to volume 20 . . . . . . . 1191--1193
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Luc Devroye A branching process method in Lagrange
random variate generation . . . . . . . 1--14
Aydin Öztürk and
Jorge L. Romeu A new method for assessing multivariate
normality with graphical applications 15--34
Kerrie Mengersen Robustness to normality of a selection
rule . . . . . . . . . . . . . . . . . . 35--56
Rudolph S. Parrish Computing expected values of normal
order statistics . . . . . . . . . . . . 57--70
Rudolph S. Parrish Computing variances and covariances of
normal order statistics . . . . . . . . 71--101
Terry E. Dielman Small sample properties of random
coefficient regression estimators: a
Monte Carlo simulation . . . . . . . . . 103--132
M. A. F. Aboukalam Some robust two-sample test statistics
based on $m$-estimators of location . . 133--148
Gauss M. Cordeiro and
Gilberto A. Paula Estimation, large-sample parametric
tests and diagnostics for
non-exponential family nonlinear models 149--172
Famoye Felix and
Carl M.-S. Lee Estimation of generalized Poisson
distribution . . . . . . . . . . . . . . 173--188
Richard F. Raubertas The envelope probability plot as a
goodness-of-fit test . . . . . . . . . . 189--202
Sunil K. Dhar Computation of certain minimum $ L_2
$-distance type estimators under the
linear model . . . . . . . . . . . . . . 203--220
K. Govindaraju and
K. Subramani Selection of double sampling attributes
plan for given acceptable quality level
and limiting quality level . . . . . . . 221--242
Mark F. Schilling Spatial designs when the observations
are correlated . . . . . . . . . . . . . 243--267
Michael Lavine Local predictive influence in Bayesian
linear models with conjugate priors . . 269--283
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
S. H. Ong The computer generation of bivariate
binomial variables with given marginals
and correlation . . . . . . . . . . . . 285--299
K. O. Bowman and
Marvin A. Kastenbaum and
L. R. Shenton The negative hypergeometric distribution
and estimation by moments . . . . . . . 301--332
Igor Rychlik Confidence bands for linear regressions 333--352
R. Clifford Blair and
G. L. Thompson A distribution-free rank-like test for
scale with unequal population locations 353--371
Alvin C. Rencher BIAS in apparent classification rates in
stepwise discriminant analysis . . . . . 373--389
D. C. Vaughan Expected values, variances and
covariances of order statistics for
Student's $t$-distribution with two
degrees of freedom . . . . . . . . . . . 391--404
Santosh Kumar and
Ravinder K. Tyagi and
Ram C. Tiwari and
Samir K. Bhattacharya Pretest estimation for some discrete
distributions . . . . . . . . . . . . . 405--421
Peter Hackl and
Johannes Ledolter A new nonparametric quality control
technique . . . . . . . . . . . . . . . 423--443
Joong Kweon Sohn and
Sang Gil Kang On the estimation of the true
probability of a correct selection . . . 445--462
Albert K. Tsui and
Mukhtar M. Ali Approximations to the distribution of
the least squares estimator in a first
order stationary autoregressive model 463--484
Don B. Panton Cumulative distribution function values
for symmetric standardized stable
distributions . . . . . . . . . . . . . 485--492
Veronica Czitrom Note on a mixture experiment with
process variables . . . . . . . . . . . 493--498
K. B. Kulasekera and
David W. Tonkyn A new discrete distrlbution, with
applications to survival, dispersal and
dispersion . . . . . . . . . . . . . . . 499--518
William T. M. Dunsmuir A simulation study of $ l_1 $:
estimation of a seasonal moving average
time series model . . . . . . . . . . . 519--531
Gutti Jogesh Babu and
Eric D. Feigelson Analytical and Monte Carlo comparisons
of six different linear least squares
fits . . . . . . . . . . . . . . . . . . 533--549
A. Martín Andrés and
A. Silva Mato and
Tejedor I. Herranz A critical review of asymptotic methods
for comparing two proportions by means
of independent samples . . . . . . . . . 551--586
S. K. Katti and
Ferrin Hamson An algorithm to test divisibility of
continuous distributions, applied to the
uniform distribution . . . . . . . . . . 587--596
Sudha Jain Relative efficiency of a parameter for a
M/G/1 queueing system based on reduced
and full likelihood functions . . . . . 597--606
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Derek O. Chalton and
Cas. G. Troskie Identification of outlying and
influential data with biased estimation:
A simulation study . . . . . . . . . . . 607--626
Michael S. Saccucci and
Raid W. Amin and
James M. Lucas Exponentially weighted moving average
control schemes with variable sampling
intervals . . . . . . . . . . . . . . . 627--657
R. Radhakrishnan and
Don R. Robinson Multivariate analysis of variance with
additional data from an unknown subset
of the populations . . . . . . . . . . . 659--669
C. Ming Wang Prediction intervals for a balanced
one-way random-effects model . . . . . . 671--687
Austin F. S. Lee Optimal sample sizes determined by
two-sample Welch's $t$ test . . . . . . 689--696
Mai Zhou Difference of means test with censored
data . . . . . . . . . . . . . . . . . . 697--706
R. W. Farebrother Relative local influence and the
condition number . . . . . . . . . . . . 707--710
T. Swartz Goodness-of-fit tests using
Kullback--Leibler information . . . . . 711--729
Eliana H. de F. Marques and
Gary G. Koch Analysis of bivariate dichotomous data
from a stratified two-stage cluster
sample . . . . . . . . . . . . . . . . . 731--752
Annick Clerc Bérod Simulated deficiencies of robust
estimators of a proportionality constant 753--767
Ld Atwood and
Af Wilson and
Rc Elston and
Je Bailey-Wilson Computational aspects of fitting a
mixture of two normal distributions
using maximum likelihood . . . . . . . . 769--781
H. Y. Su Wong Maximum asymptotic variances of
$M$-estimators of location with
auxiliary scale estimator under
symmetric contamination . . . . . . . . 783--805
Mahmoud Seyedsadr and
Paul L. Cornelius Shifted multiplicative models for
nonadditive two-way tables . . . . . . . 807--832
K. P. Hapuarachchi and
B. D. Macpherson Autoregressive processes applied to
acceptance sampling by variables . . . . 833--848
Kevin R. Gehringer and
Richard A. Redner Nonparametric probability density
estimation using normalized B-splines 849--878
James B. McDonald and
Yexiao Xu An empirical investigation of the
likelihood ratio test when the boundary
condition is violated . . . . . . . . . 879--892
Bovas Abraham and
K. Vijayan Time series analysis for repeated
surveys . . . . . . . . . . . . . . . . 893--908
S. A. Elewa and
B. N. Nagarsenker and
P. B. Nagarsenker On a test of equality of exponential
populations based on censored samples 909--917
Michael Conlon The controlled random search procedure
for function optimization . . . . . . . 919--923
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Taesung Park and
Robert F. Woolson Generalized multivariate models for
longitudinal data . . . . . . . . . . . 925--946
T. Sugiyama and
K. Ushizawa Power of largest root on canonical
correlation . . . . . . . . . . . . . . 947--960
C. Raju On equivalence of OC functions of
certain conditional sampling plans . . . 961--969
L. Landry and
Y. Lepage Empirical behavior of some tests for
normality . . . . . . . . . . . . . . . 971--999
Douglas M. Hawkins Evaluation of average run lengths of
cumulative sum charts for an arbitrary
data distribution . . . . . . . . . . . 1001--1020
M. Shanmugam and
A. V. Gajjar On the distribution of sample
correlation coefficient and its
transformations in samples from
Morgenstern bivariate exponential
distribution . . . . . . . . . . . . . . 1021--1041
Thomas R. Willemain and
Ali Allahverdi and
Philip Desautels and
Janine Eldredge and
Ozden Gur and
Gregory Panos and
Aparna Srinivasan and
Johan Surtihadi and
Erkan Topal and
Mark Miller Robust estimation methods for
exponential data: a Monte-Carlo
comparison . . . . . . . . . . . . . . . 1043--1075
A. Martín Andrés and
I. Herranz Tejedor and
J. D. Luna del Castillo Optimal correction for continuity in the
chi-squared test in $ 2 \times 2 $
tables . . . . . . . . . . . . . . . . . 1077--1101
K. Govindaraju and
V. Kuralmani Modified tables for the selection of
QSS-1 quick switching system for a given
(AQL, LQL) . . . . . . . . . . . . . . . 1103--1123
C. S. Padgett and
L. A. Thombs and
W. J. Padgett On the $ \alpha $-risks for Shewhart
control charts . . . . . . . . . . . . . 1125--1147
Patricia B. Cerrito Using stratification to estimate
multimodal density functions with
applications to regression . . . . . . . 1149--1164
LeRoy A. Franklin and
Gary S. Wasserman A note on the conservative nature of the
tables of lower confidence limits for
c$_{pk}$ with a suggested correction . . 1165--1169
Zbyn\vek \vSidák and
Ondrej \vSidák Strategies for a sequential selection of
the better of two trinomial populations 1171--1180
S. K. Upadhyay and
U. Singh Bayes estimators in the presence of a
guess value . . . . . . . . . . . . . . 1181--1198
N. Balakrishnan and
P. S. Chan Order statistics from extreme value
distribution, i: tables of means,
variances and covariances . . . . . . . 1199--1217
N. Balakrishnan and
P. S. Chan Order statistics from extreme value
distribution, ii: best linear unbiased
estimates and some other uses . . . . . 1219--1246
Peter C. Wollan A portable random number generator for
parallel computers . . . . . . . . . . . 1247--1254
Jorge G. Morel A simple algorithm for generating
multinomial random vectors with
extravariation . . . . . . . . . . . . . 1255--1268
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Alan Agresti and
Joseph B. Lang and
Cyrus Mehta Some empirical comparisons of exact,
modified exact, and higher-order
asymptotic tests of independence for
ordered categorical variables . . . . . 1--18
Ralf Bender and
Ulrich Grouven On the choice of the number of residual
autocovariances for the portmanteau test
of multivariate autoregressive models 19--32
Thomas J. Santner and
Shin Yamagami Invariant small sample confidence
intervals for the difference of two
success probabilities . . . . . . . . . 33--59
Murray R. Selwyn and
Peter P. Gaccione Assessing normality and equivariance in
small multigroup samples . . . . . . . . 61--79
Ali A. Houshmand Misclassification probabilities for
quadratic discriminant function . . . . 81--98
S. Huda and
I. H. Khan On some $A$-optimal second-order designs
over cubic regions . . . . . . . . . . . 99--115
J. Brian Gray Approximating the internal norm
influence measure in linear regression 117--135
K. C. Salter and
R. F. Fawcett The art test of interaction: a robust
and powerful rank test of interaction in
factorial models . . . . . . . . . . . . 137--153
Elizabeth L. Rose Some effects of rounding errors on $
{\rm ARMA}(1, 1) $ models . . . . . . . 155--174
Wei Kei Shiue and
Max Engelhardt Inferences on the difference of failure
intensities from two exponential
distributions . . . . . . . . . . . . . 175--189
Tetsurou Seki and
Tadahiro Takashina and
Shinichiro Yokoyama Bootstrap for the normal parameters . . 191--203
Yun Bae Kim and
Jorge Haddock and
Thomas R. Willemain The binary bootstrap: inference with
autocorrelated binary data . . . . . . . 205--216
Jeffrey B. Birch and
David B. Agard Robust inference in regression: a
comparative study . . . . . . . . . . . 217--244
W. Gregory Dozier and
Keith E. Muller Small-sample power of uncorrected and
Satterthwaite corrected $t$ tests for
comparing binomial proportions . . . . . 245--264
C. Kandasamy and
K. Govindaraju Selection of CSP-T plans . . . . . . . . 265--283
C. Kandasamy Procedures and tables for construction
and selection of CSP-2 plans . . . . . . 285--303
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Adele Cutler A branch and bound algorithm for
constrained least squares . . . . . . . 305--321
David M. Nickerson Another look at counting by weighing . . 323--343
Heleno Bolfarine and
Monica C. Sandoval Empirical Bayesian prediction in the
location error in variables
superpopulation model . . . . . . . . . 345--370
Lam Yeh and
Lau Lap Cheung Optimal single variable sampling plans 371--386
B. R. Handa and
Rajeev Kumar and
R. K. Tuteja A multiparameter extension of two stage
modified shrinkage estimator . . . . . . 387--397
B. P. S. Murthi and
Kannan Srinivasan and
Pandu R. Tadikamalla Robustness of the negative binomial
distribution: a simulation study . . . . 399--420
David Bristol $P$-values for two-sided comparisons
with a control . . . . . . . . . . . . . 421--435
Ronald L. Horswell and
Stephen W. Looney Diagnostic limitations of skewness
coefficients in assessing departures
from univariate and multivariate
normality . . . . . . . . . . . . . . . 437--459
Atsu S. S. Dorvlo Comparison of two asymptotic techniques
for estimating error rates in
discriminant analysis . . . . . . . . . 461--470
Zairial Abedin and
Marvin Karson Classical and Bayesian estimation of
exponential reliability under time
censoring with replacement . . . . . . . 471--496
Bruno Betr\`o On the distribution of Gini's rank
association coefficient . . . . . . . . 497--505
Paul A. Murtaugh and
Lloyd D. Fisher Random-effects model of dependence
between efficacy and toxicity in
dose-ranging trials . . . . . . . . . . 507--522
Youn-Min Chou and
Alan Polansky Power of tests for some process
capability indices . . . . . . . . . . . 523--544
Ronald C. Serlin and
Michael R. Harwell An empirical study of eight tests of
partial correlation coefficients . . . . 545--567
C. Thiart and
T. T. Dunne and
C. G. Troskie and
D. O. Chalton A simulation study of biased estimators
against the ordinary least squares
estimator . . . . . . . . . . . . . . . 569--589
Shinichiro Yokoyama and
Norihiko Miyawaki and
Heihachi Sakamoto On the estimation problem in the
analysis of the time-dependent Poisson
process . . . . . . . . . . . . . . . . 591--614
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Aarti Shah and
D. V. Gokhale On maximum product of spagings (MPS)
estimation for Burr XII distributions 615--641
Nariaki Sugiura Assessing multinormality and ordered
covariance matrices in a classical data 643--654
Brani Vidakovic On the efficiency of affine minimax
rules in estimating a bounded
multivariate normal mean . . . . . . . . 655--669
Michael D. Ernst and
James L. Kepner A Monte Carlo study of rank tests for
repeated measures designs . . . . . . . 671--678
Atsu S. S. Dorvlo A unified method for computing
probabilities of misclassification when
the covariance matrices are known . . . 679--687
C. A. Field and
M. A. Tingley Small sample intervals for generalized
linear regression . . . . . . . . . . . 689--707
Peter Ochshorn Splined alternatives for testing lack of
fit in regression . . . . . . . . . . . 709--721
S. J. Steel Group adaptive Stein estimation of
normal means . . . . . . . . . . . . . . 723--737
M. I. Hamdy and
M. Y. El-Bassiouni A revision of the Tukey multiple
comparisons procedure to control the
probability of committing at most one
Type I error . . . . . . . . . . . . . . 739--748
Yuh-Ing Chen Nonparametric comparisons of umbrella
pattern treatment effects with a control
in a one-way layout . . . . . . . . . . 749--764
Ping Sa and
Don Edwards Tables of the Casella and Strawderman
(1980) critical points for use in
multiple comparisons with a control in
response surface methodology . . . . . . 765--777
Donald W. Zimmerman and
Richard H. Williams and
Bruno D. Zurabo Effect of nonindependence of sample
observations on some parametric and
nonparametric statistical tests . . . . 779--789
Neil C. Schwertman and
Nancy J. Carter The effect of first order auto
correlation on data analysis as measured
by the Geisser--Greenhouse adjustment 791--796
Kenneth T. Bogen An intermediate-precision approximation
of the inverse cumulative normal
distribution . . . . . . . . . . . . . . 797--801
Heather Mitchell Estimating convex and strictly convex
functions . . . . . . . . . . . . . . . 803--811
Jenny N. Lye A flexible parametric density estimator
for multimodal distributions of test
statistics . . . . . . . . . . . . . . . 813--830
Muhammad El-Taha MVU estimation in a shifted gamma
distribution with shape parameter a
known integer . . . . . . . . . . . . . 831--843
John D. Spurrier and
Sandra J. Kohta Estimation of proportions of white and
non-white voters voting for a candidate
with applications to possible violations
of Section 2 of the Voting Rights Act 845--862
John M. Clapp and
Dipak K. Dey Estimating bivariate errors-in-variables
models with instrumental variables . . . 863--876
Chi-Hyuck Jun and
Moon Soo Choi Simulating the average run length for
cusum schemes using variance reduction
techniques . . . . . . . . . . . . . . . 877--887
Gary S. Wasserman An efficient search algorithm for design
of a cusum based procedure for process
monitoring . . . . . . . . . . . . . . . 889--909
Nam-Ky Nguyen An algorithm for constructing optimal
resolvable incomplete block designs . . 911--923
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Paul R. Coe and
Ajit C. Tamhane Small sample confidence intervals for
the difference,ratio and odds ratio of
two success probabilities . . . . . . . 925--938
Nicholas Schork Combining Monte Carlo and Cox tests of
non-nested hypotheses . . . . . . . . . 939--954
Stephen L. Hillis A Comparison of Three Buckley-James
Variance Estimators . . . . . . . . . . 955--973
Alberto J. Ferrer and
Rafael Romero Small samples estimation of dispersion
effects from unreplicated data . . . . . 975--995
Kim-Hung Li and
Carl Ka-Fai Wong Random sampling from the Watson
distribution . . . . . . . . . . . . . . 997--1009
Gary S. Wasserman and
Agus Sudjianto Short run SPC based upon the second
order dynamic linear model for trend
detection . . . . . . . . . . . . . . . 1011--1036
Anne C.. Shoemaker and
Kwok-Leung Tsui Response model analysis for robust
design experiments . . . . . . . . . . . 1037--1064
Mahmoud S. Seyedsadr and
Paul L. Cornelius Hypothesis testing for components of the
shifted multiplicative model for a
nonadditive two-way table . . . . . . . 1065--1078
Russ Wolfinger Covariance structure selection in
general mixed models . . . . . . . . . . 1079--1106
Jeff Racine An efficient cross-validation algorithm
for window width selection for
nonparametric kernel regression . . . . 1107--1114
Girish Aras and
Lyn R. Whitaker and
Yang-huang Wu Sequential nonparametric estimation of
an optimal age replacement policy: a
simulation study . . . . . . . . . . . . 1115--1134
C. Andy and
C. Kwan A note on the finite-sample distribution
of Lagrange multiplier tests for
univariate time series models . . . . . 1135--1160
Clifford B. Cordy and
Daniel A. Griffith Efficiency of least squares estimators
in the presence of spatial
autocorrelation . . . . . . . . . . . . 1161--1179
Ilkka Karanta Optimization methods in time series
interpolation . . . . . . . . . . . . . 1181--1203
Sanjeev Banerjia and
Rex A. Dwyer Generating random points in a ball . . . 1205--1209
Ming Tan and
Leon J. Gleser Improved point and confidence interval
estimators of mean response in
simulation when control variates are
used . . . . . . . . . . . . . . . . . . 1211--1220
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Yuh-Ing Chen A generalized steel procedure for
comparing several treatments with a
control under random right-censorship 1--16
Robert E. Davis and
William H. Woodall A study of parabolic control limits for
the EWMA control chart . . . . . . . . . 17--26
Hui K. Hsieh Accelerated life test sampling plans for
exponential distributions . . . . . . . 27--41
Dong Joon Park and
Richard K. Burdick Confidence intervals on the regression
coefficient in a simple linear
regression model with a balanced
one-fold nested error structure . . . . 43--58
S. B. Bull and
W. W. Hauck and
C. M. T. Greenwood Two-step jackknife bias reduction for
logistic regression MLES . . . . . . . . 59--88
Sudha G. Purohit Testing for the minimal repair model
versus additional damage at failures . . 89--107
Robert L. Schaefer Using default tests in repeated
measures: how bad can it get? . . . . . 109--127
Rupert Lasser and
Michael Niebner and
Hilmar Zock Comparison of the efficiency for mean
estimators in time series . . . . . . . 129--141
Ramal Moonesinghe and
F. T. Wright Likelihood ratio tests involving a
bivariate trend in two-factor designs:
the level probabilities . . . . . . . . 143--155
Andrew T. A. Wood Simulation of the von Mises Fisher
distribution . . . . . . . . . . . . . . 157--164
Ji Zhang and
Dennis D. Boos Adjusted power estimates in Monte Carlo
experiments . . . . . . . . . . . . . . 165--173
R. Radhakrishnan and
Don R. Robinson Testing the equality of regression
matrices when some additional data sets
are available . . . . . . . . . . . . . 175--192
Ji\vrí And\=el A model for variables with suddenly
changing parameters . . . . . . . . . . 193--206
M. J. Goddard Tables to calculate untrimmed range and
standard deviation estimates from
trimmed estimates . . . . . . . . . . . 207--221
Dolun Öksoy and
Leo A. Aroian The quotient of two correlated normal
variables with applications . . . . . . 223--241
Qu Yinsheng and
Marion R. Piedmonte and
George V. Williams Small sample validity of latent variable
models for correlated binary data . . . 243--269
William Q. Meeker and
Luis A. Escobar An algorithm to compute the cdf of the
product of two normal random variables 271--280
Nariaki Sugiura Errata correction and supplement to
assessing multinormality and ordered
covariance matrices in a classical data 281--284
Anonymous Errata . . . . . . . . . . . . . . . . . 285--286
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
N. Sugiura and
R. T. Ogden Testing change-points with linear trend 287--322
Irwin Guttman and
David P. M. Scollnik An index sampling algorithm for the
Bayesian analysis of a class of model
selection problems . . . . . . . . . . . 323--339
Youn-Min Chou and
S. Turner and
S. Henson and
D. Meyer and
K. S. Chen On using percentiles to fit data by a
Johnson distribution . . . . . . . . . . 341--354
Terry Dielman and
Cynthia Lowry and
Roger Pfaffenberger A comparison of quantile estimators . . 355--371
Layth C. Alwan and
Charles W. Champ and
Hazem D. Maragah Study of average run lengths for
supplementary runs rules in the presence
of autocorrelation . . . . . . . . . . . 373--391
Brani Vidakovic and
David Rios Insua Some efficient simple rules in $ \Gamma
$-minimax estimation . . . . . . . . . . 393--413
Nalini Ravishanker Relative curvature measures of
nonlinearity for time series models . . 415--430
L. L. Campbell and
J. Huang Tail probability of a noncentral
indefinite Gaussian quadratic form . . . 431--439
John T. Kent and
David E. Tyler and
Yahuda Vard A curious likelihood identity for the
multivariate $t$-distribution . . . . . 441--453
Emanuel Pimentel Barbosa and
Francisco Louzada-Neto Analysis of accelerated life tests with
Weibull failure distribution via
generalized linear models . . . . . . . 455--465
Changsoon Park and
Marion R. Reynolds Economic design of a variable sample
size $ \bar {X} $-chart . . . . . . . . 467--483
F. F. Gan An optimal design of cumulative sum
control chart based on median run length 485--503
Alberto Luceño Speed of covergence to the extreme value
distributions on their probability
plotting papers . . . . . . . . . . . . 529--545
Anonymous Analysis of means using ranks for the
randomized complete block design . . . . 547--568
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Pandu R. Tadikamalla and
Norman L. Johnson Tables to facilitate fitting Tadikamalla
and Johnson's $ L^B $ distributions II.
Both terminals fixed . . . . . . . . . . 569--581
K. O. Bowman and
L. R. Shenton Additional Bowman--Shenton approximate
percentage points for Pearson
distributions based on Pearson Type VI 583--590
C. R. O. Lawoko and
G. J. McLachlan Estimation of mixing proportions in the
presence of autoregressively correlated
training data: the case of two
univariate normal populations . . . . . 591--613
Russell A. Boyles Brocess capability with asymmetric
tolerances . . . . . . . . . . . . . . . 615--635
Claude R. Superville and
Benjamin M. Adams An evaluation of forecast-based quality
control schemes . . . . . . . . . . . . 645--661
Abdalla T. El-Helbawy and
Essam A. Ahmed and
Abdullah H. Alharbey Optimal designs for asymmetrical
factorial paired comparison experiments 663--681
L. Baringhaus On a modification of the
Hoeffding--Blum--Kiefer--Rosenblatt
independence criterion . . . . . . . . . 683--689
Tung-Hsing Hsiung and
Stephen Olejnik Power of pairwise multiple comparisons
in the unequal variance case . . . . . . 691--710
Xingye Lei and
F. T. Wright Testing for and against a concavity
restriction with normal errors . . . . . 711--726
Steven N. MacEachern Estimating normal means with a conjugate
style Dirichlet process prior . . . . . 727--741
Patricia A. Pepple and
Sung C. Choi Analysis of incomplete data under
non-random mechanisms: Bayesian
inference . . . . . . . . . . . . . . . 743--767
C. Ming Wang On estimating approximate degrees of
freedom of chi-squared approximations 769--788
P. Bhimasankaram and
S. Rao Jammalamadaka Updates of statistics in a general
linear model: a statistical
interpretation and applications . . . . 789--801
Zhiyi Zhang On improving omnibus tests in
metaanalysis using vote counts . . . . . 803--812
Stephen L. Hillis A heuristic generalization of Smith's
Buckley James variance estimator . . . . 813--831
Zhenmin Chen and
John W. Van Ness Metric admissibility and agglomerative
clustering . . . . . . . . . . . . . . . 833--845
Wolfgang Hörmann and
Gerhard Derflinger The transformed rejection method for
generating random variables, an
alternative to the ratio of uniforms
method . . . . . . . . . . . . . . . . . 847--860
Cherng Ding An efficient algorithm for computing the
noncentrality parameters of chi-squared
tests . . . . . . . . . . . . . . . . . 861--870
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Paul H. Garthwaite Assessment of prior distributions for
regression models: an experimental study 871--895
Hongjian Yu and
Shayle R. Searle and
Charles E. McCulloch Properties of maximum likelihood
estimators of variance components in the
one-way classification, balanced data 897--914
Hyune-Ju Kim Approximations in a group sequential
test with unequal group sizes . . . . . 915--924
Mototsugu Fukushige A Monte Carlo study on the interaction
between model selection and testing
nonnormality in autoregressive models 925--937
Margaret Sullivan Pepe and
Garnet L. Anderson A cautionary note on inference for
marginal regression models with
longitudinal data and general correlated
response data . . . . . . . . . . . . . 939--951
Russell R. Barton and
Lee W. Schruben Graphical methods for comparing
confounding in two or more designs . . . 953--971
Rueypyng Lu and
Cheng-Hong Yang Resampling schemes for estimating the
similarity measures on location model 973--996
Lai K. Chan and
Guo-Ying Li A multivariate control chart for
detecting linear trends . . . . . . . . 997--1012
Charles L. Dunn Simulating percentile points: stopping
rules, precision, and scale . . . . . . 1013--1026
Chi-Ying Leung The location linear discriminant with
covariates . . . . . . . . . . . . . . . 1027--1046
D. M. Delong and
G. H. Guirguis Gauss--Laguerre dynamics: an efficient
method of computing integrals in
multiple comparisons . . . . . . . . . . 1047--1059
Eve Leconte and
Thierry Moreau and
Joseph Lellouch The two-sample problem with multivariate
censored data: a new rank test family 1061--1076
A. Vasudeva Rao and
A. V. Dattatreya Rao and
V. L. Narasimham Asymptotically optimal grouping for
maximum likelihood estimation of Weibull
parameters . . . . . . . . . . . . . . . 1077--1096
Ian R. Harris and
Ayanendranath Basu Hellinger distance as a penalized log
likelihood . . . . . . . . . . . . . . . 1097--1113
C. J. Swanepoel and
C. C. Frangos Bootstrap confidence intervals for the
slope parameter of a logistic model . . 1115--1126
A. Louise Swift Experience with a criterion for the
classification of Johnson distributions 1127--1136
Mark G. Vangel One-sided nonparametric tolerance limits 1137--1154
Tsai-Hung Fan Computational algorithms in Bayesian
inferences for a normal mean with $t$
prior distributions . . . . . . . . . . 1155--1174
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Anonymous Editorial . . . . . . . . . . . . . . . v
Jan G. De Gooijer Cross-validation criteria for covariance
structures . . . . . . . . . . . . . . . 1--16
Pradeep Kumar Bedi An alternative estimator in Midzuno
scheme for multiple characteristics . . 17--30
Francisco Cribari-Neto and
Silvia L. P. Ferrari An improved Lagrange multiplier test for
heteroskedasticity . . . . . . . . . . . 31--44
Hikaru Hasegawa On small sample properties of Zellner's
estimator for the case of two SUR
equations with compound normal
disturbances . . . . . . . . . . . . . . 45--59
C. K. Chu The effect of the smoothness of the
regression function on a bandwidth
selector in nonparametric regression . . 61--77
Neng Hui Shih and
Wheyming Tina Song Estimating simulation metamodels using
correlated control variates . . . . . . 79--90
Bahadur Singh and
Michael J. Schell and
F. T. Wright Approximations to the powers of the
likelihood ratio tests: the loop
ordering and slippage alternatives . . . 91--109
M. O. Salau On the numerical implementation of the
generalized least squares procedure for
ARMA estimation . . . . . . . . . . . . 111--130
Jesse C. Arnold and
G. H. Lemon and
J. M. Norton Sample size requirements for rare or
abundant attribute sampling . . . . . . 131--148
Nancy L. Kao and
S. Chakraborti Small Sample Null Distribution of Two
Nonparametric Tests for Comparing
Treatments with a Control in a Two-Way
Layout . . . . . . . . . . . . . . . . . 149--164
Bert Bettonvil Factor screening by sequential
bifurcation . . . . . . . . . . . . . . 165--185
Hyean-Seok Jeong and
Bong-Jin Yum Type-I censored life test plans in the
exponential case . . . . . . . . . . . . 187--205
Joseph A. Scazzero and
J. K. Ord Interval estimates for the optimum point
of a quadratic logistic curve --- a
comparison of different estimation
methods via simulation . . . . . . . . . 207--226
Ila C. Sarkar and
Govind S. Mudholkar and
Richard F. Raubertas An approximation to the distribution of
the resultant from a Fisher distribution 227--241
Hans-Peter Piepho Detecting and handling
heteroscedasticity in yield trial data 243--274
V. K. G. Unnithan and
N. Unnikrishnan Nair Minimum variance stratification . . . . 275--284
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Nancy A. Obuchowski, Jr. and
Howard E. Rockette, Jr. Hypothesis testing of diagnostic
accuracy for multiple readers and
multiple tests an ANOVA approach with
dependent observations . . . . . . . . . 285--308
Subir Ghosh and
Edna Derderian Determination of robust design against
noise factors and in presence of signal
factors . . . . . . . . . . . . . . . . 309--326
David P. T. Chu and
Brajendra C. Sutradhar On Cochran's and Hartley's tests for
homogeneity of variances when
observations are autocorrelated . . . . 327--347
Spiridon Penev Saddlepoint approximation in the linear
structural relationship model . . . . . 349--366
Denis Larocque and
Serge Tardif Development of an optimal test based on
weighted rankings . . . . . . . . . . . 367--383
Erika Füle On ecological regression and ridge
estimation . . . . . . . . . . . . . . . 385--398
Srabashi Basu and
Aparna Raychaudhuri and
Ayanendranath Basu Improving precision through modelling:
an illustration with hierarchical kappa 399--408
Cynthia A. Lowry and
Charles W. Champ and
William H. Woodall The performance of control charts for
monitoring process variation . . . . . . 409--437
G. E. Thomas A note on chi-squared approximations for
tests of rank interaction with ordered
categorical data . . . . . . . . . . . . 439--459
Rosario Romera and
Tomas Cipra On practical implementation of robust
Kalman filtering . . . . . . . . . . . . 461--488
Benedikt Jóhannesson and
Narayan Giri On approximations involving the beta
distribution . . . . . . . . . . . . . . 489--503
K. S. Lim An algorithm for determining the chaos
of TAR(L) . . . . . . . . . . . . . . . 505--522
G. Agr\`o Maximum likelihood estimation for the
exponential power function parameters 523--536
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Abderrahmane Chakak and
Kenneth J. Koehler A strategy for constructing multivariate
distributions . . . . . . . . . . . . . 537--550
John P. Nolan and
Balram Rajput Calculation of multidimensional stable
densities . . . . . . . . . . . . . . . 551--566
Samir M. Shaarawy and
Mohammad A. Almahmeed Bayesian classification with
multivariate autoregressive sources that
might have different orders . . . . . . 567--581
Rachael L. Disantostefano and
Keith E. Muller A comparison of power approximations for
Satterthwaite's test . . . . . . . . . . 583--593
Masafumi Akahira A higher order approximation to a
percentage point of the non-central
$t$-distribution . . . . . . . . . . . . 595--605
Björn Holmquist Simulation of multimodal circular
distributions of wrapped Cauchy type and
of von Mises type . . . . . . . . . . . 607--615
G. W. Fellingham and
T. E. Raghunathan Sensitivity of point and interval
estimates to distributional assumptions
in longitudinal data analysis of small
samples . . . . . . . . . . . . . . . . 617--630
Ana Crivelli and
Luis Firinguetti and
Rosa Montaño and
Margarita Muñóz Confidence intervals in ridge regression
by bootstrapping the dependent variable:
a simulation study . . . . . . . . . . . 631--652
Chanseok Park and
Ayanendranath Basu and
Srabashi Basu Robust minimum distance inference based
on combined distances . . . . . . . . . 653--673
R. Chattamvelli and
R. Shanmugam Efficient computation of the noncentral
x$^2$ distribution . . . . . . . . . . . 675--689
Jeffrey S. Simonoff The anchor position of histograms and
frequency polygons: quantitative and
qualitative smoothing . . . . . . . . . 691--710
Maneesha Altekar and
James M. Lucas and
John H. Schuenemeyer Shift detection in two-way arrays . . . 711--731
Blanca Rosa Pérez-Salvador and
Ignacio Méndez-Ramírez Estimating the population mean using
supplementary dephased information . . . 733--743
Seyhan Z. Arkonac and
Matthew L. Higgins A Monte Carlo study of tests for
non-nested models estimated by
generalized method of moments . . . . . 745--763
S. Devaraj Arumainayagam and
V. Soundararajan Quick switching double sampling system
indexed by the crossover point . . . . . 765--773
Lee J. Bain and
Gaoxiong Gan Expectations of the maximum of sums and
the sum of maxima for correlated normal
variables . . . . . . . . . . . . . . . 775--780
Jane L. Harvill and
H. Joseph Newton Using symbolic math to evaluate
saddlepoint approximations for the
difference of order statistics . . . . . 781--791
H. Bayo Lawal and
G. J. G. Upton An algorithm for fitting models to N$
\times $N contingency tables having
ordered categories . . . . . . . . . . . 793--805
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Pil S. Park and
Anant M. Kshirsagar Effect of some modifications in standard
discriminant analysis . . . . . . . . . 807--816
Paul Chiou and
Chien-Pai Han Interval estimation of error variance
following a preliminary test in one-way
random model . . . . . . . . . . . . . . 817--824
John E. Hewett and
Gregory F. Petroski and
Yiqun Li Tables of critical values for two group
interim analyses . . . . . . . . . . . . 825--852
Thomas W. O'Gorman The effect of unequal variances on the
power of several two-sample tests . . . 853--867
J. C. Gunsolley and
C. Getchell and
V. M. Chinchilli Small sample characteristics of
generalized estimating equations . . . . 869--878
Gerald S. Russell and
Daniel J. Levitin An expanded table of probability values
for Rao's spacing test . . . . . . . . . 879--888
Qi Zheng A note on an approximation to Neyman
Type A distributions . . . . . . . . . . 889--895
Abdul J. Sankoh Small-sample properties of finite
population ratios . . . . . . . . . . . 897--909
M. C. Jones and
F. Daly Density probability plots . . . . . . . 911--927
S. H. Ong and
Subarau Muthaloo A class of discrete distributions suited
to fitting very long-tailed data . . . . 929--945
David R. Appleton The uniform, logistic, and lambda
distributions . . . . . . . . . . . . . 947--951
Wei-Ting Kary Chien and
Way Kuo Extensions of the Kaplan--Meier
estimator . . . . . . . . . . . . . . . 953--964
G. J. McLachlan and
C. E. McLaren and
D. Matthews An algorithm for the likelihood ratio
test of one versus two components in a
normal mixture model fitted to grouped
and truncated data . . . . . . . . . . . 965--985
Michiko Tsubaki New weighted sum of x$^2$ test for
testing a linear hypothesis against a
restricted alternative hypothesis . . . 987--1004
Anonymous Editorial . . . . . . . . . . . . . . . v--vi
Stratford Douglas and
David K. Guilkey Bootstrap standard error estimates in a
switching regression model with unknown
switch point . . . . . . . . . . . . . . 1--23
Eliana H. de F. Marques and
Gary G. Koch A model for distributions and
correlation structure of multivariate
polytomous data from a two-stage cluster
sample . . . . . . . . . . . . . . . . . 25--39
Kyung Yul Lee and
Lisa A. Weissfeld A multicollinearity diagnostic for the
Cox model with time dependent covariates 41--60
Philip J. Ramsey and
Robert V. Foutz Asymptotically optimal spectral
estimation with applications to small
samples . . . . . . . . . . . . . . . . 61--73
Sharad S. Prabhu and
George C. Runger Analysis of a two-dimensional Markov
chain . . . . . . . . . . . . . . . . . 75--79
Ronald Paul Barry A centroid-based nonparametric
regression estimator . . . . . . . . . . 81--97
Peter Reitmeir and
Gernot Wassmer One-sided multiple endpoint testing in
two-sample comparisons . . . . . . . . . 99--117
Linda C. Wolstenholme An alternative to the Weibull
distribution . . . . . . . . . . . . . . 119--137
Serdar Koruko\uglu and
Kadir Ertas A new statistic for testing uniformity
of ranking data . . . . . . . . . . . . 139--156
Isaac Bekele and
Charles E. McCulloch Estimation of the time of attainment of
a threshold with control of the
probability of overestimation . . . . . 157--168
Jian-Jian Ren and
Glenn Ledder On cramér-von Mises tests of goodness of
fit with censored data . . . . . . . . . 169--187
K. B. Kulasekera and
William H.. White Estimation of the survival function from
censored data:a method based on total
time on test . . . . . . . . . . . . . . 189--200
Kanta Naito On weighting the Studentized empirical
characteristic function for testing
normality . . . . . . . . . . . . . . . 201--213
Eugene F. Schuster The conditional distribution of the
longest run in a sample from a
multiletter alphabet . . . . . . . . . . 215--224
K. N. S. Yadava and
H. Singh and
Surendar S. Yadava Estimation of population mean in
successive sampling using information on
auxiliary character . . . . . . . . . . 225--233
Alberto Luceño A process capability index with reliable
confidence intervals . . . . . . . . . . 235--245
Stephen L. Hillis and
Robert F. Woolson An Iterative Weighted Least Squares
Algorithm and Simulation Study for
Censored Data $M$-Estimates . . . . . . 247--262
John I. McCool The analysis of a two way factorial
design with Weibull response . . . . . . 263--286
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Mezbahur Rahman and
D. V. Gokhale On estimation of parameters of the
exponential power family of
distributions . . . . . . . . . . . . . 291--299
Shihyu Chou and
Min-Chiang Wang Taguchi's method and an empirical
procedure for on-line process control 301--320
W. L. Pearn and
K. S. Chen A Bayesian-like estimator of $ c_{pk} $ 321--329
Adel M. Halva Estimating the Box--Cox transformation
via an artificial regression model . . . 331--350
Robert J. Boik Transforming linear functions to
normality: optimal component powers . . 351--367
Emanuel P. Barbosa and
Helio S. Migon Longitudinal data analysis of animal
growth via multivariate dynamic models 369--380
Chao Li Estimation of non-stationary spectra by
simulated annealing . . . . . . . . . . 381--402
Shore Haim A new estimate of skewness with
mean-squared error smaller than that of
the sample skewness . . . . . . . . . . 403--414
Tse Siu-Keung and
Tso Geoffrey Shrinkage estimation of reliability for
exponentially distributed lifetimes . . 415--430
Shen-Ming Lee Estimating population size for
capture-recapture data when capture
probabilities vary by time, behavior and
individual animal . . . . . . . . . . . 431--457
Thomas W. O'Gorman An adaptive two-sample test based on
modified Wilcoxon scores . . . . . . . . 459--479
James E. Mosimann and
Makarand V. Ratnaparkhi Uniform occurrence of digits for folded
and mixture distributions on finite
intervals . . . . . . . . . . . . . . . 481--506
Liu Wan-Ching and
J. Arthur Woodward and
Douglas G. Bonett The generalized likelihood ratio test
for the Pearson correlation . . . . . . 507--520
Malwane M. A. Ananda and
Samaradasa Weerahandi Testing the difference of two
exponential means using generalized
$p$-values . . . . . . . . . . . . . . . 521--532
T. S. Weng Evaluation of a new diagnostic test
against a reference test less than
perfect in accuracy . . . . . . . . . . 533--555
C. Raju and
M. N. Narasimha Murthy Two-stage chain sampling plans
ChSP-(0,2) and ChSP-(1,2) --- Part 1 . . 557--572
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Jim Albert A MCMC algorithm to fit a general
exchangeable model . . . . . . . . . . . 573--592
C. M. Cuadras and
C. Areans and
J. Fortiana Some computational aspects of a
distance-based model for prediction . . 593--609
Zaven A. Karian and
Edward J. Dudewicz and
Patrick McDonald The extended generalized lambda
distribution system for fitting
distributions to data: history,
completion of theory, tables,
applications, the ``final word'' on
moment fits . . . . . . . . . . . . . . 611--642
Nalini Ravishanker and
Dipak K. Dey and
Lilian S.-Y. Wu Shrinkage estimation of contemporaneous
outliers in concurrent time serie . . . 643--656
R. J. Kulperger Bootstrapping empirical distribution
functions of residuals from
autoregressive model fitting . . . . . . 657--670
Ana M. Aguilera and
Ramón Gutiérrez and
Mariano J. Valderrama Approximation of estimators in the PCA
of a stochastic process using B-splines 671--690
Choongrak Kim and
Barry E. Storer Reference values for Cook's distance . . 691--708
Kyoungah See and
Eric P. Smith A graphical tool for three-factor
experiments with one observation per
cell . . . . . . . . . . . . . . . . . . 709--732
Ld Atwood and
Af Wilson and
Je Bailey-Wilson and
Jn Carruth and
Rc Elston On the distribution of the likelihood
ratio test statistic for a mixture of
two normal distributions . . . . . . . . 733--740
R. W. Donaldson Calculating inverse CV, skew and PWM
functions for Pearson-3, log-normal,
extreme-value and log-logistic
distributions . . . . . . . . . . . . . 741--747
Whitten Betty Jones and
A. Clifford Cohen Further considerations of modified
moment estimators for Weibull and
lognormal parameters . . . . . . . . . . 749--784
Sister Adele Marie Rothan and
Rudy A. Gideon A two-sample distribution-free scale
test of the Smirnov type . . . . . . . . 785--800
S. K. Upadhyay and
U. Singh and
V. Shastri Estimation of exponential parameters
under multiply Type II censoring . . . . 801--815
J. Jothikumar and
C. Raju Two stage chain sampling plans
ChSP-(0,2) and ChSP-(1,2) --- Part 2 . . 817--834
K. N. S. Yadava and
Surender S. Yadava Simultaneous projection of population
and households: comparative study of
methodologies used . . . . . . . . . . . 835--848
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
T. W. Anderson and
R. P. Mentz and
N. M. Jarma and
C. I. Martinez Simulations of iterative procedures for
maximum likelihood estimation in $ {\rm
MA}(1) $ models . . . . . . . . . . . . 851--865
Andy C. C. Kwan and
Yangru Wu A comparative study of the finite-sample
distribution of some portmanteau tests
for univariate time series models . . . 867--904
Arthur B. Yeh Bootstrap percentile confidence bands
based on the concept of curve depth . . 905--922
Peter E. Kennedy and
Brain S. Cade Randomization tests for multiple
regression . . . . . . . . . . . . . . . 923--936
Joseph I. Naus and
Ke-Ning Sheng Screening for unusual matched segments
in multiple protein sequences . . . . . 937--952
Alan J. Klockars and
Gregory R. Hancock Power of a stagewise intersection
protected multiple comparison procedure 953--960
G. Bruce Schaalje and
Darrin J. Despain Robustness of homogeneity of variance
tests for randomized complete block data 961--977
Poduri S. R. S. Rao and
Myron J. Katzoff Bootstrap for finite populations . . . . 979--994
Hyuk Joo Kim and
Yonghwan Um and
Andre I. Khuri Quantile plots of the average slope
variance for response surface designs 995--1014
William T. M. Dunsmuir and
David J. Scott and
Qiu Wang The distribution of the weighted moving
median of a sequence of iid observations 1015--1029
Steadman S. Sankey, M. Sc. and
Lisa A. Weissfeld, Ph. D. and
Michael J. Fine, M. D., M. Sc. and
Wishwa Kapoor M. D.. M. P. H. An assessment of the use of the
continuity correction for sparse data in
meta-analysis . . . . . . . . . . . . . 1031--1056
O. T. Ogunyemi and
Paul I. Nelson Exact and adaptive prediction intervals
for order statistics . . . . . . . . . . 1057--1074
Govinda J. Weerakkody Testing hypotheses about the common mean
of two normal populations . . . . . . . 1075--1091
Wolf Krumbholz and
Martin Schader and
Friedrich Schmid Modifications of the Kolmogorov,
Cramér--von Mises, and Watson tests for
testing uniformity with unknown limits 1093--1104
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
William B. Smith Editorial . . . . . . . . . . . . . . . ix--x
William B. Smith Publication is as easy as C--C--C . . . xi--xvi
Shu-chuan Lo and
Chien-Pai Han Robust linear regression using smooth
adaptive estimators . . . . . . . . . . 1--19
Chanseok Park and
Ian R. Harris and
Ayanendranath Basu Robust predictive distributions based on
the penalized blended weight Hellinger
distance . . . . . . . . . . . . . . . . 21--33
Mary Ann Gregurich, Ph. D. and
Lyle D. Broemeling, Ph. D. A Bayesian analysis for estimating the
common mean of independent normal
populations using the Gibbs sampler . . 35--51
Mohamed T. Madi Bayes and Stein estimation under
asymmetric loss functions: a numerical
risk comparison . . . . . . . . . . . . 53--66
Vladimir Dragalin The design and analysis of $2$-CUSUM
procedure . . . . . . . . . . . . . . . 67--81
Victor R. Prybutok and
Howard R. Clayton and
Martha M. Harvey Comparison of fixed versus variable
sampling interval Shewhart control
charts in the presence of positively
autocorrelated data . . . . . . . . . . 83--106
Stig Johan Wiklund Parabolic cusum control charts . . . . . 107--123
R. Carter Hill and
Phillip A. Cartwright and
A. C. Nielsen and
Julia F. Arbaugh Jackknifing the bootstrap: some Monte
Carlo evidence . . . . . . . . . . . . . 125--139
Warren B. Bilker and
Mei-Cheng Wang Bootstrapping left truncated and right
censored data . . . . . . . . . . . . . 141--171
M. O. Salau Numerical computation of asymptotic
covariance matrix of the Gaussian
estimators for vector ARRLA models . . . 173--192
Mayer Alvo and
Martin Charbonneau The use of Spearman's footrule in
testing for trend when the data are
incomplete . . . . . . . . . . . . . . . 193--213
Alberto Luceño Parameter estimation with closed-loop
operating data under time varying
discrete proportional-integral control 215--232
Subir Ghosh and
Chinglin Lai Measuring influence of observations in
predict1on and estimation for central
composite designs . . . . . . . . . . . 233--257
Cherng G. Ding On using Newton's method for computing
the noncentrality parameter of the
noncentral $F$ distribution . . . . . . 259--268
Felix Famoye Parameter estimation for generalized
negative binomial distribution . . . . . 269--279
M. M. Mohie El-Din and
M. A. W. Mahmoud and
S. E. Abu-Youssef and
K. S. Sultan Order statistics from the doubly
truncated linear-exponential
distribution and its characterizations 281--290
Dejian Lai and
Ronald B. Harrist A nonparametric statistical approach in
noisy chaos identification . . . . . . . 291--300
Mary M. Dowling and
Miguel Nakamura Estimating parameters for discrete
distributions via the empirical
probability generating function . . . . 301--313
Askar H. Choudhury and
Simon Power and
Robert D. St. Louis Linear estimation of the regression
model with ARMA disturbances: a
simulation study . . . . . . . . . . . . 315--332
Srabashi Basu and
Sahadeb Sarkar and
Ayanendranath Basu Robust tests for equality of two
population means under the normal model 333--353
K. O. Bowman and
L. R. Shenton The Cornish--Fisher expansion for
estimating percentage points: a
numerical perspective . . . . . . . . . 355--373
Vicki Stover Hertzberg Simulation evaluation of three models
for correlated binary data with
covariates specific to each binary
observation . . . . . . . . . . . . . . 375--396
M. Akahira Letter to the editor . . . . . . . . . . 397--397
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Paul F. Pinsky, Ph. D. and
Laurence S. Magder, Ph. D. Evaluating the tradeoff between bias and
variance through use of prior
probabilities . . . . . . . . . . . . . 399--421
Eugene F. Schuster and
Gu Xiangjun On the conditional and unconditional
distributions of the number of runs in a
sample from a multisymbol alphabet . . . 423--442
J. J. Bau and
Hubert J. Chen and
Shun-Yi Chen Lower percentage points of Hartley's
extremal quotient statistic and their
applications . . . . . . . . . . . . . . 443--465
R. Todd Ogden On preconditioning the data for the
wavelet transform when the sample size
is not a power of two . . . . . . . . . 467--486
Barry Kurt Moser and
Mark E. Payton Hypothesis testing for quantiles of
two-parameter binary models . . . . . . 487--494
Warren L. May and
William D. Johnson Properties of simultaneous confidence
intervals for multinomial proportions 495--518
Mezbahur Rahman and
D. V. Gokhale and
Aman Ullah A note on combining parametric and
non-parametric regression . . . . . . . 519--529
Chong Sun Hong and
Hyun Jip Choi On $ l_1 $ regression coefficients . . . 531--537
Ming Tan and
Yingsheng Qu and
Michael H. Kutner Model diagnostics for marginal
regression analysis of correlated binary
data . . . . . . . . . . . . . . . . . . 539--558
Kang In Lee and
John J. Koval Determination of the best significance
level in forward stepwise logistic
regression . . . . . . . . . . . . . . . 559--575
Paul W. Vos and
Thomas C. Chenier Better nonparametric confidence
intervals for the mean of a symmetric
distribution . . . . . . . . . . . . . . 577--590
Winson Taam A quasi-likelihood approach to model
Bernoulli data with spatial dependence 591--603
Michael R. Harwell and
Ronald C. Serlin An empirical study of five multivariate
tests for the single-factor repeated
measures model . . . . . . . . . . . . . 605--618
Ronald P. Barry and
R. Kelley Pace Kriging with large data sets using
sparse matrix techniques . . . . . . . . 619--629
Rwei-ju Chuang and
Nancy R. Mendell The approximate null distribution of the
likelihood ratio test for a mixture of
two bivariate normal distributions with
equal covariance . . . . . . . . . . . . 631--648
Paramsothy Silvapulle and
John Lee Robustness of the arch tests in the
presence of serial correlation . . . . . 649--669
Robert D. Brooks Using a sequence of point optimal tests
to select a varying coefficient model 671--685
Michael A. Seaman Tables for pairwise multiple comparisons
using Shaffer's modified
sequentially-rejective procedure . . . . 687--705
M. C. Pardo and
M. L. Vicente and
M. D. Esteban and
J. A. Pardo Testing hypotheses in truncated samples
by means of divergence statistics . . . 707--732
Debasis Kundu and
Nandini Kannan Constrained maximum likelihood
estimators for superimposed exponential
signals . . . . . . . . . . . . . . . . 733--764
Yuedong Wang GRKPACK fitting smoothing spline ANOVA
models for exponential families . . . . 765--782
John E. Angus and
Kevin Ames and
Kevin Ames A simulated annealing algorithm for
system cost minimization subject to
reliability constraints . . . . . . . . 783--790
Choon Hwan Lee and
Bilal M. Ezzeddine and
Choongrak Kim and
Robert T. Ross An algorithm for weighted bilinear
regression . . . . . . . . . . . . . . . 791--804
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
A. K. Gupta and
D. G. Kabe Elliptically contoured model and
factorization of Wilks' $A$ . . . . . . 805--811
Elisete da Conceição Q. Aubin and
Gauss M. Cordeiro BIAS in linear regression models with
unknown covariance matrix . . . . . . . 813--828
Hiroyuki Nakao and
Hiroto Hyakutake Approximated confidence regions in
multivariate linear calibration . . . . 829--839
Sana S. BuHamra Testing for a change in repeated
measures data . . . . . . . . . . . . . 841--872
Noriah M. Al-Kandari and
Ian T. Jolliffe Variable selection and interpretation in
canonical correlation analysis . . . . . 873--900
Michael Sherman and
Saskia le Cessie A comparison between bootstrap methods
and generalized estimating equations for
correlated outcomes in generalized
linear models . . . . . . . . . . . . . 901--925
J. M. Prada-Sánchez and
T. Cotos-Yáñez A simulation study of iterated and
non-iterated bootstrap methods for bias
reduction and confidence interval
estimation . . . . . . . . . . . . . . . 927--946
Arnold J. Stromberg Some software for computing robust
linear or nonlinear regression
estimators . . . . . . . . . . . . . . . 947--959
R. Cao and
M. Febrero-Bande and
W. González-Manteiga and
J. M. Prada-Sánchez and
I. García-Jurado Saving computer time in constructing
consistent bootstrap prediction
intervals for autoregressive processes 961--978
Lewis N. Vanbrackle III and
Marion R. Reynolds, Jr. EVVMA and cusum control charts in the
presence of correlation . . . . . . . . 979--1008
M. Xie and
T. N. Goh and
W. Xie A study of economic design of control
charts for cumulative count of
conforming items . . . . . . . . . . . . 1009--1027
Li Baibing and
Bart De Moor A simple approximation relation between
the symmetric generalized logistic and
the Student's $t$ distributions . . . . 1029--1039
Haim Shore Enhancement for two commonly-used
approximations for the inverse
cumulative function of the normal
distribution . . . . . . . . . . . . . . 1041--1047
Dae Heung Jang and
Min Yoon Graphical methods for evaluating ridge
regression estimator in mixture
experiments . . . . . . . . . . . . . . 1049--1061
Yang Zhenlin More on the estimation of Box--Cox
transformation . . . . . . . . . . . . . 1063--1074
Louis G. Doray and
Andrew Luong Efficient estimators for the good family 1075--1088
J. M. C. Santos Silva Generalized Poisson regression for
positive count data . . . . . . . . . . 1089--1102
Masafumi Akahira and
Kunihiko Takahashi and
Kei Takeuchi Randomized confidence intervals of a
parameter for a family of discrete
exponential type distributions . . . . . 1103--1128
Keh-Wei Chen and
Alex S. Papadopoulos and
Shein Chung Chow On the test of Liu and Chow's procedure
for assessing equivalence in variability
of bioavailability . . . . . . . . . . . 1129--1138
Devan V. Mehrotra Improving the Brown--Forsythe solution
to the generalized Behrens--Fisher
problem . . . . . . . . . . . . . . . . 1139--1145
Anne Randi Syversveen and
Håvard Rue A method for approximate fully Bayesian
analysis of parameters . . . . . . . . . 1147--1162
K. Govindaraju and
S. Ganesalingam Sampling inspection for resubmitted lots 1163--1176
Offer Lieberman and
Laszlo Matyas Approximate estimation in nonlinear
panel data models . . . . . . . . . . . 1177--1195
Karim F. Hirji A comparison of algorithms for exact
goodness-of-fit tests for multinomial
data . . . . . . . . . . . . . . . . . . 1197--1227
A. Lawrence Gould Issues in blinded sample size
re-estimation . . . . . . . . . . . . . 1229--1239
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
A. K. Gupta and
D. G. Kabe Some results for a superiority problem
in misspecified restricted linear models 1241--1249
William F. Christensen and
Alvin C. Rencher A comparison of Type I error rates and
power levels for seven solutions to the
multivariate Behrens--Fisher problem . . 1251--1273
Robert L. Randall and
J. Arthur Woodward and
Douglas G. Bonett A Wald test for the multivariate
analysis of variance: small sample
critical values . . . . . . . . . . . . 1275--1299
Imad H. Khamis Optimum $M$-step, step-stress design
with $K$ stress variables . . . . . . . 1301--1313
James D. Lewsey and
William P. Gardiner and
George Gettinby A study of simple unbalanced factorial
designs that use Type II and Type III
sums of squares . . . . . . . . . . . . 1315--1328
Ken Nishina An alternative approach for analysis of
performance of one-sided cusum charts
with variable sampling intervals . . . . 1329--1345
W. L. Pearn and
C. S. Chang The performance of process capability
index $ c_s $ on skewed distributions 1361--1377
R. P. Suresh and
T. V. Ramanathan Acceptance sampling plans by variables
for a class of symmetric distributions 1379--1391
Thomas W. O'Gorman A comparison of an adaptive two-sample
test to the $t$-test and the rank-sum
test . . . . . . . . . . . . . . . . . . 1393--1411
A. R. Tricker and
E. Okell The effect of rounding on sequential and
fixed size sample hypothesis tests . . . 1413--1429
Crato Nuno and
Pedro J. F. de Lima On the power of underdifferencing and
overdifferencing tests against nearly
nonstationary alternatives . . . . . . . 1431--1446
Clifford B. Cordy Design-based confidence limits for a
distribution function . . . . . . . . . 1447--1464
Fan Tsai-Hung and
Hung Wen-Liang Balanced resampling for bootstrapping
finite state Markov chains . . . . . . . 1465--1475
Dominique M. A. Haughton and
Johan H. L. Oud and
Robert A. R. G. Jansen Information and other criteria in
structural equation model selection . . 1477--1516
Donal P. Krouse Projection pursuit by involution . . . . 1517--1546
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
William B. Smith Editorial . . . . . . . . . . . . . . . v--vi
K. O. Bowman and
L. R. Shenton and
Paul C. Gailey Distribution of the ratio of gamma
variates . . . . . . . . . . . . . . . . 1--19
Govind S. Mudholkar and
Madhu C. Trivedi and
Edward C. van der Meulen A gamma analogue of the Wilson--Hilferty
transformation . . . . . . . . . . . . . 21--37
Neil B. Marks Modification of the Kolmogorov--Smirnov
test for the Erlang-2 distribution . . . 39--49
Christopher J. Williams and
Lifen Zhou A comparison of tests for detecting
genetic variance from human twin data
based on absolute intratwin differences 51--65
S. H. Ong A note on the mixed Poisson formulation
of the Poisson-inverse Gaussian
distribution . . . . . . . . . . . . . . 67--78
C. Caroni Wilks' outlier test in more than one
multivariate sample . . . . . . . . . . 79--94
Wing K. Fung and
M. C. Ngai Critical values for testing for a single
outlier in a nonlinear regression model 95--105
Robert F. Phillips Partially adaptive estimation via a
normal mixture: some further Monte Carlo
evidence . . . . . . . . . . . . . . . . 107--114
Eugene F. Schuster and
Jie He On mode(s) and shape of the pdfs of the
number of runs and of the maximum of
runs by type . . . . . . . . . . . . . . 115--126
Enrico A. Colosimo and
Gauss M. Cordeiro Improved statistical inference for
exponential reliability data under Type
II censoring . . . . . . . . . . . . . . 127--136
Qi Zheng On a trinity role of the survival and
hazard functions of the two-stage
carcinogenesis models . . . . . . . . . 137--145
Alan Agresti and
Brent A. Coull An empirical comparison of inference
using order-restricted and linear logit
models for a binary response . . . . . . 147--166
Jin-Whan Jung and
Gary G. Koch Analysis of correlated ordered
categorical data with rank measures of
association for responses with ties . . 167--183
Moti L. Tiku and
Wing-Keung Wong Testing for a unit root in an $ {\rm
AR}(1) $ model using three and four
moment approximations: symmetric
distributions . . . . . . . . . . . . . 185--198
Kannan Natarajan and
Malay Ghosh and
Tapabrata Maiti Hierarchical Bayes quality measurement
plan . . . . . . . . . . . . . . . . . . 199--214
R. W. Toffolo and
T. J. Harris and
J. H. Davis The numerical inversion of the
characteristic equation with
applications to positive quadratic forms
in normal variables . . . . . . . . . . 215--228
L. A. Ramil Novo and
W. González Manteiga $ \chi^2 $ goodness-of-fit tests for
polynomial regression . . . . . . . . . 229--258
Choi Young Hun A study of the power of the rank
transform test in a 2$^3$ factorial
experiment . . . . . . . . . . . . . . . 259--274
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
D. A. S. Fraser and
J. Wu and
A. C. M. Wong An approximation for the noncentral
chi-squared distribution . . . . . . . . 275--287
Philippe Castagliola Approximation of the normal sample
median distribution using symmetrical
Johnson $ S_U $ distributions:
application to quality control . . . . . 289--301
Minta Wu and
Robert F. Woolson A comparison of several tests for drug
synergy . . . . . . . . . . . . . . . . 303--327
Kai-Tai Fang and
Zukang Zheng and
Wenliang Lu Discrepancy with respect to
Kaplan--Meier estimator . . . . . . . . 329--344
S. Huda and
A. A. Al-Shiha Minimax designs for estimating the slope
of a third-order response surface in a
hypercubic region . . . . . . . . . . . 345--356
Thomas R. Stiger and
Andrzej S. Kosinski and
Huiman X. Barnhart and
David G. Kleinbaum ANOVA for repeated ordinal data with
small sample size? A comparison of
ANOVA, MANOVA, WLS and Gee methods by
simulation . . . . . . . . . . . . . . . 357--375
Grace Montepiedra and
Arthur B. Yeh A two-stage strategy for the
construction of $D$-optimal experimental
designs . . . . . . . . . . . . . . . . 377--401
Jaroslaw Bartkiewicz and
Wojciech Niemiro A comparison of some MANOVA-type tests
based on least distances . . . . . . . . 403--430
Andreas Futschik and
Marcus Hudec Rotation invariant tests for discrete
uniformity against peak shaped
alternatives . . . . . . . . . . . . . . 431--457
M. Pran Kumar and
C. V. Rao ANOM-type graphical method for testing
the equality of several variances . . . 459--468
A. A. Abdel-Ghaly and
A. F. Attia and
H. M. Aly Estimation of the parameters of Pareto
distribution and the reliability
function usin accelerated life testing
with censoring . . . . . . . . . . . . . 469--484
Gauss M. Cordeiro and
Francisco Cribari-Neto On bias reduction in exponential and
non-exponential family regression models 485--500
Haim Shore Approximating an unknown distribution
when distribution information is
extremely limited . . . . . . . . . . . 501--523
Yeu-Shiang Huang and
Vicki M. Bier A natural conjugate prior for the
non-homogeneous Poisson process with a
power law intensity function . . . . . . 525--551
Grace R. Selicato and
Keith E. Muller Approximating power of the unconditional
test . . . . . . . . . . . . . . . . . . 553--564
Arthur B. Yeh and
Sumankumar Bhattcharya A robust process capability index . . . 565--589
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
H. J. Keselman and
James Algina and
Rhonda K. Kowalchuk and
Russell D. Wolfinger A comparison of two approaches for
selecting covariance structures in the
analysis of repeated measurements . . . 591--604
Timothy C. Krehbiel and
J. Marcus Jobe Quality of the log transformation for an
incorrectly assumed error structure . . 605--616
John N. Haddad A simple method for computing the
covariance matrix and its inverse of a
stationary autoregressive process . . . 617--623
Jinadasa Gamage and
Sam Weerahandi Size performance of some tests in
one-way ANOVA . . . . . . . . . . . . . 625--640
Shun-Yi. Chen and
Hubert J. Chen Single-stage analysis of variance under
heteroscedasticity . . . . . . . . . . . 641--666
Steven B. Caudill and
Ram N. Acharya Maximum likelihood estimation of a
mixture of normal regressions: starting
values and singularities . . . . . . . . 667--674
Ramesh C. Gupta and
Sundarraman Subramanian Estimation of reliability in a bivariate
normal distribution with equal
coefficients of variation . . . . . . . 675--698
F. Michael Speed and
Clifford Spiegelman Evaluating black boxes: an ad-hoc method
for assessing nonparametric and
nonlinear curve-fitting estimators . . . 699--710
Paul A. Murtaugh Methods of variable selection in
regression modeling . . . . . . . . . . 711--734
Adão L. Hentges and
Ian R. Dunsmore Predictive distributions in binary
models with missing data . . . . . . . . 735--759
Francisco Cribari-Neto and
Denise A. Botter and
Gauss M. Cordeiro and
Silvia L. P. Ferrari Bias reduction in one-parameter
exponential family models . . . . . . . 761--782
Govind S. Mudholkar and
Alan D. Hutson Hermitian quantile curves as statistical
plots . . . . . . . . . . . . . . . . . 783--805
S. J. Lee and
Ping Sa Testing the variance of skewed
distributions . . . . . . . . . . . . . 807--822
William C. Horrace Tables of percentage points of the
$k$-variate normal distribution for
large values of $k$ . . . . . . . . . . 823--831
Lucio Barabesi The computation of the distribution of
the sign test statistic for ranked-set
sampling . . . . . . . . . . . . . . . . 833--842
Moonseong Heo and
K. Ruben Gabriel A permutation test of association
between configurations by means of the
RV coefficient . . . . . . . . . . . . . 843--856
Robert J. Blodgett The limit of minimizing points as a
median estimator . . . . . . . . . . . . 857--869
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Steadman S. Sankey and
Lisa A. Weissfeld A study of the effect of dichotomizing
ordinal data upon modeling . . . . . . . 871--887
Shiaohong Ran and
David Lansky and
Arthur Roth Maximum likelihood estimation from
replicate limiting dilution assays from
a binomial Markov chain model . . . . . 889--903
Robert W. Platt Estimation using the modified profile
likelihood in log odds ratio regression
analysis . . . . . . . . . . . . . . . . 905--919
Matthias Arnold and
Roland Günther Adaptive parameter estimation in
self-exciting threshold autoregressive
models . . . . . . . . . . . . . . . . . 921--936
Manuel Cabral Morais and
Ant\`onio Pacheco Two stochastic properties of one-sided
exponentially weighted moving average
control charts* . . . . . . . . . . . . 937--952
Joe H. Sullivan and
William H. Woodall Adapting control charts for the
preliminary analysis of multivariate
observations . . . . . . . . . . . . . . 953--979
S. Ku and
E. Seneta Practical estimation from the sum of $
{\rm AR}(1) $ processes . . . . . . . . 981--998
James R. Simpson and
Douglas C. Montgomery The development and evaluation of
alternative generalized $m$-estimation
techniques . . . . . . . . . . . . . . . 999--1018
Young J. Park and
Sastry G. Pantula Variance estimators in the chu-white
test for structural change . . . . . . . 1019--1029
James R. Simpson and
Douglas C. Montgomery A performance-based assessment of robust
regression methods . . . . . . . . . . . 1031--1049
J. J. A. Moors and
L. W. G. Strijbosch New proposals for the validation of
trace-driven simulations . . . . . . . . 1051--1073
Cannes Y. C. Tarn and
Philip L. H. Yu and
Tony W. K. Fung Sensitivity analysis of blue for the
population mean based on a ranked set
sample . . . . . . . . . . . . . . . . . 1075--1091
E. Schechtman and
N. Spiegelman and
C. Moran Interval estimate for the $x$-intercept
of a straight line: a nonlinear approach 1093--1115
Rand R. Wilcox Simulation results on extensions of the
Theil--Sen regression estimator . . . . 1117--1126
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
William B. Smith Editorial Board . . . . . . . . . . . . v--vi
William B. Smith Comments from the editor-in-chief . . . vii
K. Govindaraju and
C. D. Lai Design of multiple run sampling plan . . 1--11
Yuehjen E. Shao and
George C. Runger and
Jorge Haddock and
W. A. Wallace Adaptive controllers to integrate SPC
and EPC . . . . . . . . . . . . . . . . 13--36
Lii-Yuh Leu and
Ji-Cheng Wu A dynamic Bayesian approach to inference
from accelerated life tests . . . . . . 37--49
M. S. Rahman and
Maxwell L. King Improved model selection criterion . . . 51--71
Shu-Fei Wu and
Hubert J. Chen Multiple comparison procedures with the
average for scale families: normal and
exponential populations . . . . . . . . 73--98
Paul W. Vos and
Thomas C. Chenier Trimmed conditional confidence intervals
for a shift between two populations . . 99--114
M. C. Pardo Estimation of parameters for a mixture
of normal distributions on the basis of
the Cressie and Read divergence . . . . 115--130
Hubert J. Chen and
Shun-Yi. Chen A nearly optimal confidence interval for
the largest normal mean . . . . . . . . 131--146
K. S. Lim A simulation study on the chaotic $ {\rm
SETAR}(2; 1, 1) $ and the local Lyapunov
exponent . . . . . . . . . . . . . . . . 147--163
Sati Mazumdar and
Kenneth Liu and
Sang Ahnn and
Patricia R. Houck and
Charles F. Reynolds III Transition (Markov) models for the
analysis of survival times in clinical
research . . . . . . . . . . . . . . . . 165--176
Chien-Chung Chen and
Christopher W. Tyler Accurate approximation to the extreme
order statistics of Gaussian samples . . 177--188
Lewis H. Shoemaker Interquartile tests for dispersion in
skewed distributions . . . . . . . . . . 189--205
Jorge Muruzábal A note on the behavior of the
Stahel--Donoho estimator for outlier
detection . . . . . . . . . . . . . . . 207--222
Mezbahur Rahman Estimating the Box--Cox transformation
via Shapiro--Wilk $W$ Statistic . . . . 223--241
L. Thabane and
M. Safiul Haq An alternative Bayesian approach to the
multivariate Behrens--Fisher problem . . 243--258
R. Rueda and
F. O' Reilly Tests of fit for discrete distributions
based on the probability generating
function . . . . . . . . . . . . . . . . 259--274
Cynthia G. Parshall and
Jeffrey D. Kromrey and
Ronald Dailey Comparative performance of three
statistical tests of homogeneity for
sparse $ i \times j $ contingency tables 275--289
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Emanuel Pimentel Barbosa and
Regina Sadownik A multiplicative seasonal growth model
for multivariate time series analysis
and forecasting . . . . . . . . . . . . 291--308
Daryl J. Hauck and
George C. Runger and
Douglas C. Montgomery Multivariate statistical process
monitoring and diagnosis with grouped
regression-adjusted variables . . . . . 309--328
Jan Christoffersson Resampling a nonlinear regression model
in the frequency domain . . . . . . . . 329--348
Zvi Drezner and
George A. Marcoulides and
Said Salhi Tabu search model selection in multiple
regression analysis . . . . . . . . . . 349--367
Sang-Hyun Park and
Dac-Heung Jang A graphical method for evaluating the
effect of blocking in response surface
designs . . . . . . . . . . . . . . . . 369--380
Fassó Alessandro One-sided Mewama control charts . . . . 381--401
Jorge G. Morel A covariance matrix that accounts for
different degrees of extraneous
variation in multinomial responses . . . 403--413
Donner Allan Sample size requirements for interval
estimation of the intraclass kappa
statistic . . . . . . . . . . . . . . . 415--429
D. T. Shirke A note on pretest estimation for some
discrete distributions . . . . . . . . . 431--439
G. Jona- Lasinio and
M. Piccioni and
A. Ramponi Selection of importance weights for
Monte Carlo estimation of normalizing
constants . . . . . . . . . . . . . . . 441--462
Hisashi Tanizaki Nonlinear and nonnormal filter using
importance sampling: antithetic Monte
Carlo integration . . . . . . . . . . . 463--486
Wendy B. London and
Chris Gennings Simulation of multivariate gamma data
with exponential marginals for
independent clusters . . . . . . . . . . 487--500
Ronaldo Dias Sequential adaptive nonparametric
regression via H-splines . . . . . . . . 501--515
Frans E. S. Tan and
Martijn P. F. Berger Optimal allocation of time points for
the random effects model . . . . . . . . 517--540
Robert Wieczorkowski and
Przemys\law Grzegorzewski Entropy estimators-improvements and
comparisons . . . . . . . . . . . . . . 541--567
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
X. Sodahl and
F. Godtliebsen Semiparametric estimation of extremes 569--595
M. Frisén and
P. Wessman Evaluations of likelihood ratio methods
for surveillance. . . . . . . . . . . . 597--622
Francisco J. Gonzalez and
Jaime Puig-Pey and
Alberto Luceno Analytical expressions for the average
adjustment interval and mean squared
deviation for bounded adjustment schemes 623--635
Kyunghee K. Song and
Weissfeld Lisa A. Performance of nonparametric maximum
likelihood estimator in $a$ . . . . . . 637--655
YongHee Kim and
Barry C. Arnold Estimation of a distribution function
under generalized ranked set sampling 657--666
Ruth H. Lewellen and
Stephen H. Vessey Analysis of fragmented time series data
using Box--Jenkins models . . . . . . . 667--685
H. J. Keselman and
Rand R. Wilcox The `improved' Brown and Forsythe test
for mean equality: some things can't be
fixed . . . . . . . . . . . . . . . . . 687--698
Hani M. Samawi More efficient Monte Carlo methods
obtained by using ranked set simulated
samples . . . . . . . . . . . . . . . . 699--713
Biswas Atanu Delayed response in randomized
play-the-winner rule revisited . . . . . 715--731
Acácio M. de O. Porta Nova A pair of rounded distributions for
discretized observations in discrete
event simulation . . . . . . . . . . . . 733--742
M. O. Salau On the numerical evaluation of the
theoretical variance-covariance matrix
of least squares estimators for
echelon-form Varma models . . . . . . . 743--766
Shu-Kai S. Fan Computational schema on ridge analysis 767--783
Michael Falk A simple approach to the generation of
uniformly distributed random variables
with prescribed correlations . . . . . . 785--791
Zaven A. Karian and
Edward J. Dudewicz Fitting the generalized lambda
distribution to data: a method based on
percentiles . . . . . . . . . . . . . . 793--819
P. Ciarlini and
A. Gigli and
G. Regoliosi The computation of accuracy of quality
parameters by means of a Monte Carlo
simulation . . . . . . . . . . . . . . . 821--848
Samuel Kotz and
Norman L. Johnson Delicate relations among the basic
process capability indices c$_p$,
C$_{pk}$ AND C$_{pm}$, AND THEIR
MODIFICATIONS . . . . . . . . . . . . . 849--866
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
John Geweke and
Hisashi Tanizaki On Markov chain Monte Carlo methods for
nonlinear and non-Gaussian state-space
models . . . . . . . . . . . . . . . . . 867--894
Josemar Rodrigues Diagnostics of convergence of an
estimate of the marginal density via
calibrated divergence measures . . . . . 895--907
Subrahmaniam Kocherlakota and
Kathleen Kocherlakota Approximations for central and
noncentral bivariate chi-square
distributions . . . . . . . . . . . . . 909--930
F. Turkheimer and
K. Pettigrew and
L. Sokoloff and
K. Schmidt A minimum variance adaptive technique
for parameter estimation and hypothesis
testing . . . . . . . . . . . . . . . . 931--956
J. P. Dion and
T. W. Epps Stock prices as branching processes in
random environments: estimation . . . . 957--975
Gabriele Soffritti Hierarchical clustering of variables: a
comparison among strategies of analysis 977--999
Ulric Lund Cluster analysis for directional data 1001--1009
Taesung Park and
Dong-Yun Shin On the use of working correlation
matrices in the Gee approach for
longitudinal data . . . . . . . . . . . 1011--1029
Youn-Min Chou and
Robert L. Mason and
John C. Young Power comparisons for a Hotelling's $
T^2 $ statistic . . . . . . . . . . . . 1031--1050
Govind S. Mudholkar and
Rajeshwari Natarajan Approximations for the inverse Gaussian
probabilities and percentiles . . . . . 1051--1071
R. M. Newrnan and
W. B. Smith and
F. M. Speed Properties of profile parallelism tests
in repeated measures designs . . . . . . 1073--1098
Ji-Hyun Kim Extension of the log-rank test . . . . . 1099--1112
Darning Lin A Bayesian life test acceptance sampling
plan by variables with cost
considerations . . . . . . . . . . . . . 1113--1133
Maria Teresa Giraudo and
Laura Sacerdote An improved technique for the simulation
of first passage times for diffusion
processes . . . . . . . . . . . . . . . 1135--1163
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii