Table of contents for issues of Statistics & Probability Letters

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Volume 1, Number 1, July, 1982
Volume 1, Number 2, November, 1982
Volume 1, Number 3, March, 1983
Volume 1, Number 4, June, 1983
Volume 1, Number 5, August, 1983
Volume 1, Number 6, October, 1983
Volume 2, Number 1, January, 1984
Volume 2, Number 2, March, 1984
Volume 2, Number 3, May, 1984
Volume 2, Number 4, August, 1984
Volume 2, Number 5, October, 1984
Volume 2, Number 6, December, 1984
Volume 3, Number 1, February, 1985
Volume 3, Number 2, April, 1985
Volume 3, Number 3, June, 1985
Volume 3, Number 4, July, 1985
Volume 3, Number 5, September, 1985
Volume 3, Number 6, October, 1985
Volume 4, Number 1, January, 1986
Volume 4, Number 2, March, 1986
Volume 4, Number 3, April, 1986
Volume 4, Number 4, June, 1986
Volume 4, Number 5, August, 1986
Volume 4, Number 6, October, 1986
Volume 5, Number 1, January, 1987
Volume 5, Number 2, March, 1987
Volume 5, Number 3, April, 1987
Volume 5, Number 4, June, 1987
Volume 5, Number 5, August, 1987
Volume 5, Number 6, October, 1987
Volume 6, Number 1, September, 1987
Volume 6, Number 2, November, 1987
Volume 6, Number 3, February, 1988
Volume 6, Number 4, March, 1988
Volume 6, Number 5, April, 1988
Volume 6, Number 6, May, 1988
Volume 7, Number 1, July 1--87, 1988
Volume 7, Number 2, September, 1988
Volume 7, Number 3, December, 1988
Volume 7, Number 4, February, 1989
Volume 7, Number 5, April, 1989
Volume 8, Number 1, May, 1989
Volume 8, Number 2, June, 1989
Volume 8, Number 3, August, 1989
Volume 8, Number 4, September, 1989
Volume 8, Number 5, October, 1989


Statistics & Probability Letters
Volume 1, Number 1, July, 1982

                      Anonymous   Editorial Board  . . . . . . . . . . . . iii
             Richard A. Johnson   Preface  . . . . . . . . . . . . . . . . 1--1
              Eward J. Lusk and   
                Haviland Wright   Non-Gaussian series and series with
                                  non-zero means: Practical implications
                                  for time series analysis . . . . . . . . 2--6
                 Emanuel Parzen   Maximum entropy interpretation of
                                  autoregressive spectral densities  . . . 7--11
                James R. Taylor   Backward and forward recurrence times,
                                  and their interrelationships in
                                  Bellman--Harris branching processes  . . 12--16
                    Henri Theil   Some recent and new results on the
                                  maximum entropy distribution . . . . . . 17--22
             Michael G. Akritas   A note on contiguity and $ L_1 $-norm    23--25
                   K. R. Sawyer   A multiple divergence criterion for
                                  testing between separate hypotheses  . . 26--30
            Kenneth S. Kaminsky   A characteristic property of the
                                  exponential distribution . . . . . . . . 31--32
             Stephen M. Stigler   Poisson on the Poisson distribution  . . 33--35
           John S. Anderson and   
            Kenneth W. Clements   Holdings of financial assets: a Markov
                                  chain analysis . . . . . . . . . . . . . 36--40
              Leon Pesotchinsky   Expected cost bounds for the selection
                                  and ordering procedures based on
                                  binary-type questions  . . . . . . . . . 41--45
                Ashis Sen Gupta   Tests for simultaneously determining
                                  numbers of clusters and their shape with
                                  multivariate data  . . . . . . . . . . . 46--50
                      Anonymous   Toulouse 82 Université Paul Sabatier  . . 51--51

Statistics & Probability Letters
Volume 1, Number 2, November, 1982

   AndréRobert Dabrowski   A note on a theorem of Berkes and
                                  Philipp for dependent sequences  . . . . 53--55
                  G. L. O'Brien   Determining classes and independence . . 57--59
           Christophe Perruchet   Hierarchical classification of
                                  mathematical structures  . . . . . . . . 61--67
                   R. L. Eubank   A quantile domain perspective on the
                                  relationships between optimal grouping,
                                  spacing and stratification problems  . . 69--73
                Hirotugu Akaike   On the fallacy of the likelihood
                                  principle  . . . . . . . . . . . . . . . 75--78
              Irwin D. J. Bross   Simplicity and credibility: a
                                  counterstrategy  . . . . . . . . . . . . 79--83
        Michael R. Chernick and   
               Richard A. Davis   Extremes in autoregressive processes
                                  with uniform marginal distributions  . . 85--88
             A. Feuerverger and   
                 I. Guttman and   
                    S. K. Sinha   Estimation of a mean in the presence of
                                  an extreme observation . . . . . . . . . 89--96
                    E. Lusk and   
                   B. Cassileth   The use of prediction analysis to
                                  develop groupings of survey questions    97--101
             Delores Conway and   
                    Henri Theil   The conditioning of the maximum entropy
                                  covariance matrix and its inverse  . . . 103--106

Statistics & Probability Letters
Volume 1, Number 3, March, 1983

                    James C. Fu   On an upper bound of Sanov's inequality
                                  for the probability of a large deviation 107--113
             Trevor J. Sweeting   Independent scale-free spacings for the
                                  exponential and uniform distributions    115--119
                    R. P. Gupta   Unbiased estimation of finite population
                                  variance using auxiliary information . . 121--124
                     Tze Fen Li   A family of minimax estimators of a
                                  multivariate normal mean . . . . . . . . 125--128
                  J. S. Rao and   
                  Ram C. Tiwari   One- and two-sample match statistics . . 129--135
            Herbert Robbins and   
                    Bruce Levin   A note on the `underadjustment
                                  phenomenon'  . . . . . . . . . . . . . . 137--139
                Donald Richards   Representations for eigenfunctions of
                                  expected value operators in the Wishart
                                  distribution . . . . . . . . . . . . . . 141--145
                  K. B. Athreya   Strong law for the bootstrap . . . . . . 147--150
                  Meir Azor and   
                    Peter Kubat   Simple estimators for the mean life in
                                  destructive attribute life tests . . . . 151--154
              C. Costantini and   
                 A. Gerardi and   
                       G. Nappo   On the convergence of sequences of
                                  stationary jump Markov processes . . . . 155--160

Statistics & Probability Letters
Volume 1, Number 4, June, 1983

                  Trevor F. Cox   Nearest neighbours to nearest neighbours 161--166
             Federico Marchetti   Asymptotic exponentiality of exit times  167--170
       Andreas N. Philippou and   
           Costas Georghiou and   
            George N. Philippou   A generalized geometric distribution and
                                  some of its properties . . . . . . . . . 171--175
                William C. Parr   A note on Hájek projections and the
                                  influence curve  . . . . . . . . . . . . 177--179
                Andrew Rosalsky   A remark on the fluctuation behavior of
                                  I.I.D. Poisson random variables  . . . . 181--182
                  William Stout   A statistical test of unidimensionality
                                  of a parameter underlying Bernoulli
                                  trails with applications . . . . . . . . 183--188
                Marc Hallin and   
Jean-François Ingenbleek   Nonstationary Yule--Walker equations . . 189--195
               Herman Rubin and   
               Andrew L. Rukhin   Convergence rates of large deviations
                                  probabilities for point estimators . . . 197--202
                  Gordon Simons   A discrete analogue and elementary
                                  derivation of `Lévy's equivalence' for
                                  Brownian motion  . . . . . . . . . . . . 203--206
            Dovalee Dorsett and   
           Richard F. Gunst and   
        Eugene C. Gartland, Jr.   Multicollinear effects of weighted least
                                  squares regression . . . . . . . . . . . 207--211
               Tom Wansbeek and   
                   Arie Kapteyn   A note on spectral decomposition and
                                  maximum likelihood estimation in ANOVA
                                  models with balanced data  . . . . . . . 213--215

Statistics & Probability Letters
Volume 1, Number 5, August, 1983

               Andrew L. Rukhin   A class of minimax estimators of a
                                  normal quantile  . . . . . . . . . . . . 217--221
            Smiley W. Cheng and   
                    James C. Fu   An algorithm to obtain the critical
                                  values of the $t$, $ \chi^2$ and $F$
                                  distributions  . . . . . . . . . . . . . 223--227
           Denzil G. Fiebig and   
           Sartaj A. Kidwai and   
                    Henri Theil   Simultaneous equation estimation from
                                  undersized samples . . . . . . . . . . . 229--232
                   J. V. Howard   Random sequences of binary digits in
                                  which missing values can almost
                                  certainly be restored  . . . . . . . . . 233--238
              Günter Rothe   A lower bound for the Pitman efficiency
                                  of Friedman type tests . . . . . . . . . 239--242
             Miroslaw Krzy\'sko   Asymptotic distribution of the
                                  discriminant function  . . . . . . . . . 243--250
                   Agnes Berger   On comparing survival probabilities from
                                  discrete observations under unequal
                                  censoring  . . . . . . . . . . . . . . . 251--257
         Albert D. Palachek and   
            William R. Schucany   On the correlation of a group of
                                  rankings with an external ordering
                                  relative to the internal concordance . . 259--263
                 A. P. Basu and   
                 Nader Ebrahimi   On the reliability of stochastic systems 265--267
                   T. Cacoullos   Characterizations of mixtures of
                                  discrete distributions by a regression
                                  point  . . . . . . . . . . . . . . . . . 269--272
                 H. L. Koul and   
                     V. Susarla   Estimators of scale parameters in linear
                                  regression . . . . . . . . . . . . . . . 273--277

Statistics & Probability Letters
Volume 1, Number 6, October, 1983

                     M. Samanta   On tests of independence in a trivariate
                                  exponential distribution . . . . . . . . 279--284
           Pranab Kumar Sen and   
              Ibrahim A. Salama   The Spearman footrule and a Markov chain
                                  property . . . . . . . . . . . . . . . . 285--289
                William C. Parr   On the invariance principle for
                                  differentiable statistical functionals   291--293
             Richard C. Bradley   Asymptotic normality of some kernel-type
                                  estimators of probability density  . . . 295--300
            Masashi Okamoto and   
                 Masamori Ihara   A simple Marquardt algorithm for the
                                  nonlinear least-squares problem  . . . . 301--305
              H. N. Linssen and   
                P. J. A. Banens   Estimation of the radius of a circle
                                  when the coordinates of a number of
                                  points on its circumference are
                                  observed: An example of bootstrapping    307--311
                   Alan Agresti   A simple diagonals-parameter symmetry
                                  and quasi-symmetry model . . . . . . . . 313--316
           Stephen Vardeman and   
                    Glen Meeden   Admissible estimators of the population
                                  total using trimming and Winsorization   317--321
                   G. Ch. Pflug   On Kersting's proof of the Central Limit
                                  Theorem  . . . . . . . . . . . . . . . . 323--326
                      Hannu Oja   Descriptive statistics for multivariate
                                  distributions  . . . . . . . . . . . . . 327--332
                      Anonymous   Author index volume 1 (1983) . . . . . . 333--335


Statistics & Probability Letters
Volume 2, Number 1, January, 1984

                  Willem Albers   Efficient estimation under privacy
                                  restrictions in the disclosure problem   1--4
Tamás F. Móri and   
 Gábor J. Székely   Asymptotic independence of `pure head'
                                  stopping times . . . . . . . . . . . . . 5--8
                   R. L. Eubank   The hat matrix for smoothing splines . . 9--14
            Bruno Barigelli and   
              Romana Scozzafava   Remarks on the role of conditional
                                  probability in data exploration  . . . . 15--18
              Yung-tai Hung and   
            Anant M. Kshirsagar   A note on optimum grouping and the
                                  relative discriminating power of
                                  qualitative to continuous normal
                                  variates . . . . . . . . . . . . . . . . 19--21
         Emile M. J. Bertin and   
               Radu Theodorescu   Some characterizations of discrete
                                  unimodality  . . . . . . . . . . . . . . 23--30
              Norman S. Matloff   Use of covariates in randomized response
                                  settings . . . . . . . . . . . . . . . . 31--34
         Jerzy K. Baksalary and   
                      Jan Hauke   Inheriting independence and
                                  chi-squaredness under certain matrix
                                  orderings  . . . . . . . . . . . . . . . 35--38
             Michael G. Akritas   A simple proof for the Chernoff--Savage
                                  theorem  . . . . . . . . . . . . . . . . 39--44
          Alexander A. Georgiev   Kernel estimates of functions and their
                                  derivatives with applications  . . . . . 45--50
                      P. V. Rao   Density estimation based on line
                                  transect samples . . . . . . . . . . . . 51--57

Statistics & Probability Letters
Volume 2, Number 2, March, 1984

                    WanSoo Rhee   On the rate of convergence in the
                                  Central Limit Theorem and the type of
                                  the Banach space . . . . . . . . . . . . 59--62
                 Mauro Piccioni   A proof of the ineffectiveness of
                                  likelihood inference on singular
                                  measures . . . . . . . . . . . . . . . . 63--65
         Richard A. Johnson and   
               James H. Haskell   An approximate lower tolerance bound for
                                  the three-parameter Weibull applied to
                                  lumber property characterization . . . . 67--76
               Allan R. Sampson   A multivariate correlation ratio . . . . 77--81
                 Jerzy Rudnicki   Locally optimal rank tests for
                                  independence . . . . . . . . . . . . . . 83--89
                    Bruce Levin   On a sequential selection procedure of
                                  Bechhofer, Kiefer, and Sobel . . . . . . 91--94
                Gabriella Serio   Two-stage stochastic model for
                                  carcinogenesis with time-dependent
                                  parameters . . . . . . . . . . . . . . . 95--103
                Jeffrey D. Hart   On the marginal distribution of a first
                                  order autoregressive process . . . . . . 105--109
      Vasilios Papakonstantinou   The distribution of length of $N$ random
                                  unit vectors for a von Mises population  111--115
                Andrew Rosalsky   Acknowledgement of priority to ``A
                                  remark on the fluctuation behavior of
                                  i.i.d. Poisson random variables''  . . . 117--117

Statistics & Probability Letters
Volume 2, Number 3, May, 1984

                Samuel Kotz and   
                W. L. Pearn and   
                Dean W. Wichern   Eigenvalue-eigenvector analysis for a
                                  class of patterned correlation matrices
                                  with an application  . . . . . . . . . . 119--125
            Mark C. K. Yang and   
                    Tse Chin Mo   Some improvements on the
                                  Birnbaum--McCarty bound for $ P (Y < X) $ 127--132
              Leon Pesotchinsky   Robustness of the ordering procedures
                                  based on binary-type questions and on
                                  pairwise comparisons . . . . . . . . . . 133--138
           B. L. S. Prakasa Rao   On the exponential rate of convergence
                                  of the least squares estimator in the
                                  nonlinear regression model with Gaussian
                                  errors . . . . . . . . . . . . . . . . . 139--142
              Jerome P. Keating   A note on estimation of percentiles and
                                  reliability in the extreme-value
                                  distribution . . . . . . . . . . . . . . 143--146
             Robert F. Anderson   Dynamics of Bayes estimates for the rate
                                  of Poisson processes with gamma priors
                                  and convex loss  . . . . . . . . . . . . 147--157
                      E. Seneta   On the limiting set of nonnegative
                                  matrix products  . . . . . . . . . . . . 159--163
                   Jen Tang and   
                    A. K. Gupta   On the distribution of the product of
                                  independent beta random variables  . . . 165--168
            Vincent N. Lariccia   Optimal weights for general $ L^2 $
                                  distance estimators  . . . . . . . . . . 169--173
                Henri Theil and   
       Mercedes C. Rosalsky and   
                   Renate Finke   A comparison of normal and discrete
                                  bootstraps for standard errors in
                                  equation systems . . . . . . . . . . . . 175--180
           Lajos Horváth   Strong approximation of certain stopped
                                  sums . . . . . . . . . . . . . . . . . . 181--185

Statistics & Probability Letters
Volume 2, Number 4, August, 1984

           Lennart R. Flood and   
       Mercedes C. Rosalsky and   
                    Henri Theil   Aggregation and the estimation of
                                  equation systems . . . . . . . . . . . . 187--191
               Pranab Kumar Sen   On a Kolmogorov--Smirnov type aligned
                                  test . . . . . . . . . . . . . . . . . . 193--196
              Günter Rothe   An efficiency property of linear
                                  nonparametric tests on trend . . . . . . 197--201
                     Lutz Edler   Fluctuation behavior of Poisson
                                  triangular arrays  . . . . . . . . . . . 203--205
                Smiley W. Cheng   Hypothesis testing of the location and
                                  scale parameters using order statistics  207--210
     Karl-Heinz Jöckel and   
                 Peter Pflaumer   Calculating the variance of errors in
                                  population forecasting . . . . . . . . . 211--213
                     Tze Fen Li   A family of dominating minimax
                                  estimators of a multivariate normal mean 215--217
          Holger Rootzén   Attainable rates of convergence of
                                  maxima . . . . . . . . . . . . . . . . . 219--221
             W. F. Caselton and   
                    J. V. Zidek   Optimal monitoring network designs . . . 223--227
                  Allan Gut and   
                     Lars Holst   On the waiting time in a generalized
                                  roulette game  . . . . . . . . . . . . . 229--239
                    Yutaka Kano   Construction of additional variables
                                  conforming to a common factor model  . . 241--244
              Guido E. del Pino   Linear restrictions and two step least
                                  squares with applications  . . . . . . . 245--248
            R. De Dominicis and   
                       R. Manca   A computational procedure for the
                                  asymptotic analysis of homogeneous
                                  semi-Markov processes  . . . . . . . . . 249--253
                      Anonymous   Erratum  . . . . . . . . . . . . . . . . 255--255

Statistics & Probability Letters
Volume 2, Number 5, October, 1984

                    Luc Devroye   Methods for generating random variates
                                  with Pólya characteristic functions . . . 257--261
               M. S. Srivastava   A measure of skewness and kurtosis and a
                                  graphical method for assessing
                                  multivariate normality . . . . . . . . . 263--267
                James C. Fu and   
                 Robert E. Kass   A note on the interpretation of the
                                  Bahadur bound and the rate of
                                  convergence of the maximum likelihood
                                  estimator  . . . . . . . . . . . . . . . 269--273
                    N. C. Weber   On resampling techniques for regression
                                  models . . . . . . . . . . . . . . . . . 275--278
               Renate Finke and   
           Lennart R. Flood and   
                    Henri Theil   Minimum information estimation of
                                  allocation models of different sizes . . 279--283
         Hans-Georg Müller   Optimal designs for nonparametric kernel
                                  regression . . . . . . . . . . . . . . . 285--290
                 Ernst Eberlein   Weak convergence of partial sums of
                                  absolutely regular sequences . . . . . . 291--293
    A. K. MD. Ehsanes Saleh and   
              M. Masoom Ali and   
                    Dale Umbach   Tests of significance using selected
                                  sample quantiles . . . . . . . . . . . . 295--297
               Noel Cressie and   
                    Gary Glonek   Median based covariogram estimators
                                  reduce bias  . . . . . . . . . . . . . . 299--304
              Leon Pesotchinsky   On a matching statistic  . . . . . . . . 305--310
              Youn-Min Chou and   
                  Robert W. Mee   Determination of sample sizes for
                                  setting $ \beta $-content tolerance
                                  limits controlling both tails of the
                                  normal distribution  . . . . . . . . . . 311--314

Statistics & Probability Letters
Volume 2, Number 6, December, 1984

            P. N. Dandawate and   
           G. A. Patwardhan and   
                   M. N. Vartak   Connectedness of Kronecker sum and
                                  partial Kronecker row sum of designs . . 315--317
             R. Karan Singh and   
                  Gurdeep Singh   A class of estimators with estimated
                                  optimum values in sample surveys . . . . 319--321
                  Roger Koenker   A note on $L$-estimates for linear
                                  models . . . . . . . . . . . . . . . . . 323--325
                Iwona Mejza and   
                Stanislaw Mejza   Incomplete split plot designs  . . . . . 327--332
                Emad El-Neweihi   Characterizations and closure under
                                  convolution of two classes of
                                  multivariate life distributions  . . . . 333--335
                W. B. Smith and   
                    M. W. Riggs   Likelihood ratio testing on partial
                                  multinormal data . . . . . . . . . . . . 337--343
                    A. H. Welsh   A note on scale estimates based on the
                                  empirical characteristic function and
                                  their application to test for normality  345--348
             Efren F. Abaya and   
                   Gary L. Wise   Some remarks on the existence of optimal
                                  quantizers . . . . . . . . . . . . . . . 349--351
       S. Rao Jammalamadaka and   
                  Svante Janson   On the limiting distribution of the
                                  number of `near-matches' . . . . . . . . 353--355
          B. N. Nagarsenker and   
              P. B. Nagarsenker   On a test of equality of two-parameter
                                  exponential distributions  . . . . . . . 357--361
                Jeffrey D. Hart   On the modal resolution of kernel
                                  density estimators . . . . . . . . . . . 363--369
                      Anonymous   Author index volume 2 (1984) . . . . . . 373--375


Statistics & Probability Letters
Volume 3, Number 1, February, 1985

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
                   Hira L. Koul   Minimum distance estimation in linear
                                  regression with unknown error
                                  distributions  . . . . . . . . . . . . . 1--8
              Guido E. del Pino   On restricted linear estimation for
                                  regression in stochastic processes . . . 9--13
           B. L. S. Prakasa Rao   Asymptotic theory of least squares
                                  estimator in a nonregular nonlinear
                                  regression model . . . . . . . . . . . . 15--18
               Peter W. M. John   Constructing balanced designs from
                                  triangular designs . . . . . . . . . . . 19--20
              Elvezio Ronchetti   Robust model selection in regression . . 21--23
                Sanpei Kageyama   A structural classification of SR group
                                  divisible designs  . . . . . . . . . . . 25--27
         Ross P. Kindermann and   
            Vincent N. LaRiccia   Closed form asymptotically efficient
                                  estimators based upon order statistics   29--34
         Andrey Feuerverger and   
              J. Michael Steele   On a characterization question for
                                  symmetric random variables . . . . . . . 35--37
               Alvin D. Wiggins   On the use of the directional derivative
                                  in obtaining multivariate extreme values 39--44
    Sándor Csörg\Ho   Testing for linearity  . . . . . . . . . 45--49
            Yogendra P. Chaubey   Estimators of covariances in time series
                                  models . . . . . . . . . . . . . . . . . 51--53
               Ibrahim A. Ahmad   On the Poisson approximation of
                                  multinomial probabilities  . . . . . . . 55--56

Statistics & Probability Letters
Volume 3, Number 2, April, 1985

                 Marco Scarsini   Lower bounds for the distribution
                                  function of a $k$-dimensional
                                  $n$-extensible exchangeable process  . . 57--62
              Marek M\keczarski   Sequential estimation of the minimum of
                                  a random variable  . . . . . . . . . . . 63--64
     W\lodzimierz Greblicki and   
                Miroslaw Pawlak   Pointwise consistency of the Hermite
                                  series density estimate  . . . . . . . . 65--69
          Subhash C. Kochar and   
            Jayant V. Deshpande   On exponential scores statistics for
                                  testing against positive aging . . . . . 71--73
                  Rolf Sundberg   When is the inverse regression estimator
                                  MSE-superior to the standard regression
                                  estimator in multivariate controlled
                                  calibration situations?  . . . . . . . . 75--79
             Henry W. Block and   
           Thomas H. Savits and   
                   Moshe Shaked   A concept of negative dependence using
                                  stochastic ordering  . . . . . . . . . . 81--86
            Wolfgang Wefelmeyer   A counterexample concerning monotone
                                  unimodality  . . . . . . . . . . . . . . 87--88
                  P. V. Rao and   
                  K. M. Portier   A model for line transect sampling
                                  clustered populations  . . . . . . . . . 89--93
                   Tom Wansbeek   Eigenvalue--eigenvector analysis for a
                                  class of patterned correlation matrices
                                  with an application: a comment . . . . . 95--96
                William C. Parr   The bootstrap: Some large sample theory
                                  and connections with robustness  . . . . 97--100
                    James C. Fu   On exponential rates of likelihood ratio
                                  estimators for location parameters . . . 101--105
       G. J. Székely and   
              T. F. Móri   An extremal property of rectangular
                                  distributions  . . . . . . . . . . . . . 107--109

Statistics & Probability Letters
Volume 3, Number 3, June, 1985

                 H. L. Koul and   
                      P. K. Sen   On a Kolmogorov--Smirnov type aligned
                                  test in linear regression  . . . . . . . 111--115
        Carlos C. Rodriguez and   
                 John Van Ryzin   Maximum entropy histograms . . . . . . . 117--120
                  Fred M. Hoppe   Iterating Bonferroni bounds  . . . . . . 121--125
              Douglas G. Bonett   A linear negative multinomial model  . . 127--129
                Rainer Wittmann   An application of Rosenthal's moment
                                  inequality to the Strong Law of Large
                                  Numbers  . . . . . . . . . . . . . . . . 131--133
         Thomas A. Mazzuchi and   
          Nozer D. Singpurwalla   A Bayesian approach to inference for
                                  monotone failure rates . . . . . . . . . 135--141
                  K. B. Athreya   On the range of recurrent Markov chains  143--145
             Sylvan Wallenstein   A regression model to combine results
                                  from $ 2 \times 2 $ tables . . . . . . . 147--150
                 Ronaldo Iachan   Plane sampling . . . . . . . . . . . . . 151--159
                Philip Hougaard   Saddlepoint approximations for curved
                                  exponential families . . . . . . . . . . 161--166
                  B. K. Kim and   
                   J. Van Ryzin   A bivariate histogram density estimator:
                                  Consistency and asymptotic normality . . 167--173

Statistics & Probability Letters
Volume 3, Number 4, July, 1985

               T. Cacoullos and   
               V. Papathanasiou   On upper bounds for the variance of
                                  functions of random variables  . . . . . 175--184
                 Timo Koski and   
                 Wilfried Loges   Asymptotic statistical inference for a
                                  stochastic heat flow problem . . . . . . 185--189
         Raymond J. Carroll and   
               Helmut Schneider   A note on Levene's tests for equality of
                                  variances  . . . . . . . . . . . . . . . 191--194
         James B. Robertson and   
                James M. Womack   A pairwise independent stationary
                                  stochastic process . . . . . . . . . . . 195--199
                   R. M. Korwar   On the joint characterization of the
                                  distributions of the true income and the
                                  proportion of the reported income to the
                                  true income through a model of
                                  under-reported incomes . . . . . . . . . 201--203
                   W. Smolenski   On the approximation of measurable
                                  linear functionals . . . . . . . . . . . 205--207
   AndréRobert Dabrowski   A functional law of the iterated
                                  logarithm for associated sequences . . . 209--212
               Agnes Berger and   
                  Ora E. Percus   On sampling by index cases . . . . . . . 213--219
           Lajos Horváth   Approximation for Abel sums of
                                  independent, identically distributed
                                  random variables . . . . . . . . . . . . 221--225
                James A. Koziol   A note on testing symmetry with
                                  estimated parameters . . . . . . . . . . 227--230

Statistics & Probability Letters
Volume 3, Number 5, September, 1985

            Ramesh C. Gupta and   
               Joel E. Michalek   On the relationship between the
                                  proportional hazards and accelerated
                                  failure time models in survival analysis 231--234
             Sami N. Abdelhamid   On a characterization of rectangular
                                  distributions  . . . . . . . . . . . . . 235--238
                Hsien-Ming Hung   Regression estimation with transformed
                                  auxiliary variates . . . . . . . . . . . 239--243
          Jürg Hüsler   The growth rate of partial maxima on
                                  subsequences . . . . . . . . . . . . . . 245--249
             G. G. Hamedani and   
                   G. G. Walter   On the product of symmetric random
                                  variables  . . . . . . . . . . . . . . . 251--253
        John W. Seaman, Jr. and   
           Patrick S. Odell and   
                  Dean M. Young   Maximum variance unimodal distributions  255--260
                Kamal C. Chanda   Sampling distribution for a class of
                                  estimators for nonregular linear
                                  processes  . . . . . . . . . . . . . . . 261--268
             Terence J. O'Neill   Testing for symmetry and independence in
                                  a bivariate exponential distribution . . 269--274
               Steven F. Arnold   Sufficiency and invariance . . . . . . . 275--279
                  Wei-Yann Tsai   Rank tests for a class of semi-Markov
                                  models with censored matched pairs . . . 281--286

Statistics & Probability Letters
Volume 3, Number 6, October, 1985

             Masamori Ihara and   
                Masashi Okamoto   Experimental comparison of least-squares
                                  and maximum likelihood methods in factor
                                  analysis . . . . . . . . . . . . . . . . 287--293
                 Nader Ebrahimi   Two suggestions of how to define a
                                  stochastic stress-strength system  . . . 295--297
            Robert L. Mason and   
               Richard F. Gunst   Selecting principal components in
                                  regression . . . . . . . . . . . . . . . 299--301
           Jean-Pierre Lecoutre   The $ L_2 $-optimal cell width for the
                                  histogram  . . . . . . . . . . . . . . . 303--306
                  S. Jeyaratnam   Minimum volume confidence regions  . . . 307--308
                     Tze Fen Li   Bayes empirical Bayes estimation of a
                                  Poisson mean . . . . . . . . . . . . . . 309--313
               Robert M. Burton   Pointwise properties of convergence in
                                  probability  . . . . . . . . . . . . . . 315--316
          Victor Aguirre-Torres   Testing several nonnested regressions
                                  simultaneously. A nonparametric approach 317--324
         Donald St. P. Richards   Positive definite symmetric functions on
                                  finite-dimensional spaces II . . . . . . 325--329
             Åke Svensson   On $ \chi^2$-test of goodness-of-fit for
                                  a class of discrete multivariate models  331--336
                     Chihwa Kao   Influence diagnostic for censored
                                  regression models  . . . . . . . . . . . 337--342
                      Anonymous   Author index volume 3 (1985) . . . . . . 343--345


Statistics & Probability Letters
Volume 4, Number 1, January, 1986

              Louis-Paul Rivest   Modified Kent's statistics for testing
                                  goodness of fit for the Fisher
                                  distribution in small concentrated
                                  samples  . . . . . . . . . . . . . . . . 1--4
             WanSoo T. Rhee and   
               Michel Talagrand   Martingale inequalities and the
                                  Jackknife estimate of variance . . . . . 5--6
                  Gordon Simons   A trivariate version of `Lévy's
                                  equivalence' . . . . . . . . . . . . . . 7--8
                   J. Booth and   
                    J. Gani and   
               M.-P. Malice and   
                H. Mansouri and   
                  G. Maravankin   A general solution for the epidemic with
                                  carriers . . . . . . . . . . . . . . . . 9--15
             Czeslaw St\kepniak   On admissibility in various classes of
                                  quadratic estimators . . . . . . . . . . 17--19
               T. Cacoullos and   
               V. Papathanasiou   Bounds for the variance of functions of
                                  random variables by orthogonal
                                  polynomials and Bhattacharya bounds  . . 21--23
                      W. Y. Tan   A stochastic Gompertz birth-death
                                  process  . . . . . . . . . . . . . . . . 25--28
              Bernhard K. Flury   Proportionality of $k$ covariance
                                  matrices . . . . . . . . . . . . . . . . 29--33
                   S. Zacks and   
              Josemar Rodriguez   A note on the missing value principle
                                  and the EM-Algorithm for estimation and
                                  prediction in sampling from finite
                                  populations with a multinormal
                                  superpopulation model  . . . . . . . . . 35--37
             Richard W. Andrews   A statistic for measuring the balance of
                                  a sample . . . . . . . . . . . . . . . . 39--41
            Mark M. Meerschaert   Regular variation and domains of
                                  attraction in $ \mathbb {R}^k $  . . . . 43--45
            Barry C. Arnold and   
      Jose A. Villaseñor   Lorenz ordering of means and medians . . 47--49
             G. G. Hamedani and   
                   G. G. Walter   To: On the product of symmetric random
                                  variables  . . . . . . . . . . . . . . . 51--51
                      Anonymous   Erratum  . . . . . . . . . . . . . . . . 52--52

Statistics & Probability Letters
Volume 4, Number 2, March, 1986

            Richard J. Hathaway   Another interpretation of the EM
                                  algorithm for mixture distributions  . . 53--56
                Wolfgang Stadje   An estimator for the mean of an
                                  exponential distribution with random
                                  right-censoring  . . . . . . . . . . . . 57--59
                  K. B. Athreya   Another conjugate family for the normal
                                  distribution . . . . . . . . . . . . . . 61--64
                    A. H. Welsh   Implementing empirical characteristic
                                  function procedures  . . . . . . . . . . 65--67
                   Michael Falk   On the estimation of the quantile
                                  density function . . . . . . . . . . . . 69--73
   Thomas P. Hettmansperger and   
              Simon J. Sheather   Confidence intervals based on
                                  interpolated order statistics  . . . . . 75--79
            Murray D. Burke and   
           Lajos Horváth   Estimation of influence functions  . . . 81--85
           Robert T. Smythe and   
             Daniel Krewski and   
                 Duncan Murdoch   The use of historical control
                                  information in modelling dose response
                                  relationships in carcinogenesis  . . . . 87--93
                   D. Zelterman   The log-likelihood ratio for sparse
                                  multinomial mixtures . . . . . . . . . . 95--99
       Andreas N. Philippou and   
                Frosso S. Makri   Successes, runs and longest runs . . . . 101--105
                      Anonymous   Errata . . . . . . . . . . . . . . . . . 107--107

Statistics & Probability Letters
Volume 4, Number 3, April, 1986

                   Lionel Weiss   A note on small-sample maximum
                                  probability estimation . . . . . . . . . 109--111
                Hsien-Ming Hung   On the prediction of means in a finite
                                  population . . . . . . . . . . . . . . . 113--118
               Linda June Davis   Relationship between strictly
                                  collapsible and perfect contingency
                                  tables . . . . . . . . . . . . . . . . . 119--122
              Bernhard N. Flury   An asymptotic test for redundancy of
                                  variables in the comparison of two
                                  covariance matrices  . . . . . . . . . . 123--126
                    Min-Te Chao   On $M$ and $P$ estimators that have
                                  breakdown point equal to 12  . . . . . . 127--131
              Gutti Jogesh Babu   Efficient estimation of the reciprocal
                                  of the density quantile function at a
                                  point  . . . . . . . . . . . . . . . . . 133--139
                   G. M. Tallis   On the optimality of balanced sampling   141--144
                       Lynn Kuo   A note on Bayes empirical Bayes
                                  estimation by means of Dirichlet
                                  processes  . . . . . . . . . . . . . . . 145--150
                      Z. Khalil   On a class of asymptotic distributions
                                  in redundancy with renewals  . . . . . . 151--155

Statistics & Probability Letters
Volume 4, Number 4, June, 1986

              Douglas G. Bonett   Mixed estimation in covariance structure
                                  models . . . . . . . . . . . . . . . . . 157--159
Miklós Csörg\Ho and   
       Lajos Horváth and   
Pál Révész   How large must be the difference between
                                  local time and mesure du voisinage of
                                  Brownian motion? . . . . . . . . . . . . 161--166
               Fima C. Klebaner   On the renewal measure for Gaussian
                                  sequences  . . . . . . . . . . . . . . . 167--171
                 Ping Cheng and   
                    James C. Fu   On a fundamental optimality of the
                                  maximum likelihood estimator . . . . . . 173--178
Dieudonné Razanadrakoto and   
               Norman C. Severo   The distribution of the `finitely many
                                  times' in the Strong Law of Large
                                  Numbers  . . . . . . . . . . . . . . . . 179--182
                Luc Devroye and   
               Gerard Letac and   
           Vanamamalai Seshadri   The limit behavior of an interval
                                  splitting scheme . . . . . . . . . . . . 183--186
         Krishna B. Athreya and   
              Sastry G. Pantula   A note on strong mixing of ARMA
                                  processes  . . . . . . . . . . . . . . . 187--190
                 WanSoo T. Rhee   Central Limit Theorem and increment
                                  conditions . . . . . . . . . . . . . . . 191--195
           Devendra Chhetry and   
           George Kimeldorf and   
                  Hassan Zahedi   Dependence structures in which
                                  uncorrelatedness implies independence    197--201
                      John Rice   Convergence rates for partially splined
                                  models . . . . . . . . . . . . . . . . . 203--208
       B. L. S. Prakasa Rao and   
                    M. Sreehari   Another characterization of multivariate
                                  normal distribution  . . . . . . . . . . 209--210
       Andreas N. Philippou and   
                Frosso S. Makri   Successes, runs and longest runs . . . . 211--215
                      Anonymous   Errata . . . . . . . . . . . . . . . . . 217--217

Statistics & Probability Letters
Volume 4, Number 5, August, 1986

             Terence J. O'neill   Inconsistency of the misspecified
                                  proportional hazards model . . . . . . . 219--222
               A. Abouammoh and   
                  E. El-Neweihi   Clusure of the NBUE and DMRL classes
                                  under formation of parallel systems  . . 223--225
               John J. Peterson   A note on some model selection criteria  227--230
         Ernst Lykke Jensen and   
          Holger Rootzén   A note on De Moivre's limit theorems:
                                  Easy proofs  . . . . . . . . . . . . . . 231--232
              Rolf-Dieter Reiss   A new proof of the approximate
                                  sufficiency of sparse order statistics   233--235
               A. Mukherjea and   
                      D. Steele   Conditional expected durations of play
                                  given the ultimate outcome for a
                                  correlated random walk . . . . . . . . . 237--243
                  Regina Y. Liu   Estimates for the score function under
                                  random censoring . . . . . . . . . . . . 245--251
            D. Böhning and   
                     H. Holling   On minimizing chi-square distances under
                                  the hypothesis of homogeneity or
                                  independence for a two-way contingency
                                  table  . . . . . . . . . . . . . . . . . 253--258
            Ryszard Zieli\'nski   A quasi-random number generator with
                                  infinite period  . . . . . . . . . . . . 259--259
       Friedrich Pukelsheim and   
        D. Michael Titterington   Improving multi-way block designs at the
                                  cost of nuisance parameters  . . . . . . 261--264
               R. L. Eubank and   
                    R. F. Gunst   Diagnostics for penalized least-squares
                                  estimators . . . . . . . . . . . . . . . 265--272

Statistics & Probability Letters
Volume 4, Number 6, October, 1986

        John W. Seaman, Jr. and   
              Dean M. Young and   
                Virgil R. Marco   A note on improved variance bounds for
                                  certain bounded unimodal distributions   273--274
Miklós Csörg\Ho and   
           Lajos Horváth   Approximations of weighted empirical and
                                  quantile processes . . . . . . . . . . . 275--280
                Jeesen Chen and   
                   Herman Rubin   Bounds for the difference between median
                                  and mean of gamma and Poisson
                                  distributions  . . . . . . . . . . . . . 281--283
          Jaroslaw Bartoszewicz   Dispersive ordering and the total time
                                  on test transformation . . . . . . . . . 285--288
                 K. Afsarinejad   Self orthogonal Knut Vik designs . . . . 289--289
               Arthur Fries and   
         Gouri K. Bhattacharyya   Optimal design for an inverse Gaussian
                                  regression model . . . . . . . . . . . . 291--294
                 A. P. Basu and   
                 Nader Ebrahimi   Multivariate new better than used in
                                  expectation distributions  . . . . . . . 295--301
         Stephanie J. Green and   
                John J. Crowley   On robust estimation of location for
                                  arbitrarily right-censored data  . . . . 303--308
           Y. Ranakrishna Sarma   Asymptotic properties of maximum
                                  likelihood estimators from dependent
                                  observations . . . . . . . . . . . . . . 309--311
             John Panaretos and   
               Evdokia Xekalaki   The stuttering generalized Waring
                                  distribution . . . . . . . . . . . . . . 313--318
                    S. K. Sinha   Bayesian estimation of the reliability
                                  function of the inverse Gaussian
                                  distribution . . . . . . . . . . . . . . 319--323
       Jorge Alberto Achcar and   
               Heleno Bolfarine   The log-linear model with a generalized
                                  gamma distribution for the error: a
                                  Bayesian approach  . . . . . . . . . . . 325--332
               Maia Berkane and   
                  P. M. Bentler   Moments of elliptically distributed
                                  random variates  . . . . . . . . . . . . 333--335
              Simon J. Sheather   A finite sample estimate of the variance
                                  of the sample median . . . . . . . . . . 337--342
         Marta Sanz-Solé   Some remarks on stochastic differential
                                  equations in the plane with local
                                  Lipschitz coefficients . . . . . . . . . 343--348
                      Anonymous   A simple proof for the Chernoff--Savage
                                  theorem by Michael G. Akritas  . . . . . 349--349


Statistics & Probability Letters
Volume 5, Number 1, January, 1987

               Arthur Cohen and   
           Harold B. Sackrowitz   Admissibility of goodness of fit tests
                                  for discrete exponential families  . . . 1--3
                  Y. L. Lio and   
                  W. J. Padgett   Some convergence results for kernel-type
                                  quantile estimators under censoring  . . 5--14
           M. S. Srivastava and   
                      T. K. Hui   On assessing multivariate normality
                                  based on Shapiro--Wilk $W$ statistic . . 15--18
               Anil K. Bera and   
                Michael McAleer   On exact and asymptotic tests of
                                  non-nested models  . . . . . . . . . . . 19--22
             Stavros Kourouklis   On the strong consistency of a solution
                                  to the likelihood equation . . . . . . . 23--27
               Seong-in Kim and   
                      D. S. Bai   On unbiased multinomial estimation . . . 29--34
                 Masamori Ihara   The structure of improper solutions in
                                  maximum likelihood factor analysis . . . 35--37
                   T. Cacoullos   Characterizations of generalized
                                  multivariate discrete distributions by a
                                  regression point . . . . . . . . . . . . 39--42
                  Gordon Simons   Easily determining which urns are
                                  `favorable'  . . . . . . . . . . . . . . 43--48
           Joseph W. McKean and   
              Gerald L. Sievers   Coefficients of determination for least
                                  absolute deviation analysis  . . . . . . 49--54
            Jeffrey S. Simonoff   Probability estimation via smoothing in
                                  sparse contingency tables with ordered
                                  categories . . . . . . . . . . . . . . . 55--63
               Osvaldo Ferreiro   Methodologies for the estimation of
                                  missing observations in time series  . . 65--69
               A. Le Breton and   
                     M. Musiela   A Strong Law of Large Numbers for vector
                                  Gaussian martingales and a statistical
                                  application in linear regression . . . . 71--73
            Philip E. Cheng and   
                   Gwo Dong Lin   Maximum likelihood estimation of a
                                  survival function under the koziol-green
                                  proportional hazards model . . . . . . . 75--80
                      Anonymous   Erratum  . . . . . . . . . . . . . . . . 81--81

Statistics & Probability Letters
Volume 5, Number 2, March, 1987

                Rocco Ballerini   Another characterization of the type I
                                  extreme value distribution . . . . . . . 83--85
           Ioannis Karatzas and   
               Steven E. Shreve   A decomposition of the Brownian path . . 87--93
               Pranab Kumar Sen   What do the arithmetic, geometric and
                                  harmonic means tell us in length-biased
                                  sampling?  . . . . . . . . . . . . . . . 95--98
           Björn Holmquist   An unbiased likelihood ratio test for
                                  equality of the covariance matrices in
                                  several multivariate normal populations
                                  with partially known means . . . . . . . 99--103
          Arunava Mukherjea and   
                David A. Steele   Occupation probability of a correlated
                                  random walk and a correlated ruin
                                  problem  . . . . . . . . . . . . . . . . 105--111
            Siddhartha Chib and   
       S. Rao Jammalamadaka and   
                  Ram C. Tiwari   A new definition of the predictive
                                  likelihood . . . . . . . . . . . . . . . 113--118
               Ramesh M. Korwar   Nonparametric estimation of a bivariate
                                  survivorship function with doubly
                                  censored data  . . . . . . . . . . . . . 119--124
                 Jan Mielniczuk   Asymptotic confidence bands for
                                  densities based on nearest neighbor
                                  estimators under censoring . . . . . . . 125--128
               Linda June Davis   Partial collapsibility in
                                  multidimensional contingency tables  . . 129--134
         William G. Fortney and   
               Robert B. Miller   Bayesian analysis in random coefficient
                                  $m$-group regression . . . . . . . . . . 135--142
         Ken-ichi Yoshihara and   
               Hiroshi Takahata   The Central Limit Theorem for
                                  summability methods of some weakly
                                  dependent sequences  . . . . . . . . . . 143--147
                   Paul Whitney   A note on estimation and information
                                  topologies . . . . . . . . . . . . . . . 149--151
                Radhey S. Singh   Mise of kernel estimates of a density
                                  and its derivatives  . . . . . . . . . . 153--159
                      Anonymous   Errata . . . . . . . . . . . . . . . . . 161--161

Statistics & Probability Letters
Volume 5, Number 3, April, 1987

           Teresa Kowalczyk and   
                 Jan Mielniczuk   A screening method for a nonparametric
                                  model  . . . . . . . . . . . . . . . . . 163--167
         E. Olusegun George and   
                 Karan P. Singh   An approximation of $F$ distribution by
                                  binomial probabilities . . . . . . . . . 169--173
          Noël Veraverbeke   A kernel-type estimator for generalized
                                  quantiles  . . . . . . . . . . . . . . . 175--180
             John H. J. Einmahl   A general form of the law of the
                                  iterated logarithm for the weighted
                                  multivariate empirical process . . . . . 181--185
               C. G. Khatri and   
                 Rahul Mukerjee   Characterization of normality within the
                                  class of elliptical contoured
                                  distributions  . . . . . . . . . . . . . 187--190
                     A. Hedayat   On a statistical optimality of magic
                                  squares  . . . . . . . . . . . . . . . . 191--192
    Victor Hernández and   
                   Juan J. Romo   On the type hypothesis for the Strong
                                  Law of Large Numbers . . . . . . . . . . 193--195
                Rinya Takahashi   Normalizing constants of a distribution
                                  which belongs to the domain of
                                  attraction of the Gumbel distribution    197--200
              Maria Berkane and   
                  P. M. Bentler   Distribution of kurtoses, with
                                  estimators and tests of homogeneity of
                                  kurtosis . . . . . . . . . . . . . . . . 201--207
               J. W. Meijer and   
                 N. H. G. Baken   The exponential integral distribution    209--211
                  Les\law Gajek   On improving distribution function
                                  estimators which are not monotonic
                                  functions  . . . . . . . . . . . . . . . 213--215
              Dean M. Young and   
        John W. Seaman, Jr. and   
                Virgil R. Marco   A note on a Kolmogorov inequality  . . . 217--218
           Ewaryst Rafaj\lowicz   Nonparametric orthogonal series
                                  estimators of regression: a class
                                  attaining the optimal convergence rate
                                  in $ L_2 $ . . . . . . . . . . . . . . . 219--224
               Seong-in Kim and   
                      D. S. Bai   On unbiased multinomial estimation . . . 225--230
                  David Nualart   Some remarks on a linear stochastic
                                  differential equation  . . . . . . . . . 231--234
               Anant P. Godbole   On Klass' series criterion for the
                                  minimal growth rate of partial maxima    235--237

Statistics & Probability Letters
Volume 5, Number 4, June, 1987

                  V. P. Godambe   Resolution of Godambe's Paradox  . . . . 239--239
                    V. M. Joshi   A note on resolution of Godambe's
                                  paradox  . . . . . . . . . . . . . . . . 241--241
                    S. V. Bhave   Godambe's paradox and the ancillarity
                                  principle  . . . . . . . . . . . . . . . 243--246
                 Teresa Ledwina   An expansion of the index of large
                                  deviations for linear rank statistics    247--248
                    Elias Masry   Almost sure convergence of recursive
                                  density estimators for stationary mixing
                                  processes  . . . . . . . . . . . . . . . 249--254
                 Piotr Bajorski   Local Bahadur optimality of some rank
                                  tests of independence  . . . . . . . . . 255--262
                Barry C. Arnold   Bivariate distributions with Pareto
                                  conditionals . . . . . . . . . . . . . . 263--266
              Bong Dae Choi and   
                   Soo Hak Sung   On the integrability of $ \sup | S_n | /
                                  n^1 / r $ for $ 1 < r < 2 $  . . . . . . . 267--272
           Shaul K. Bar-Lev and   
                     Peter Enis   Existence of moments and an asymptotic
                                  result based on a mixture of exponential
                                  distributions  . . . . . . . . . . . . . 273--277
               D. Ioannides and   
                  G. G. Roussas   Note on the uniform convergence of
                                  density estimates for mixing random
                                  variables  . . . . . . . . . . . . . . . 279--285
        Ludger Rüschendorf   Unbiased estimation of von Mises
                                  functionals  . . . . . . . . . . . . . . 287--292
       Srivastava Deo Kumar and   
                    M. Sreehari   Characterization of a family of discrete
                                  distributions via a Chernoff type
                                  inequality . . . . . . . . . . . . . . . 293--294
                  Peter J. Lenk   Spectral representations for random
                                  densities  . . . . . . . . . . . . . . . 295--298
          Josemar Rodrigues and   
               Heleno Bolfarine   A Kalman filter model for single and
                                  two-stage repeated surveys . . . . . . . 299--303
                    A. I. Khuri   An exact test for the nesting effects
                                  variance component in an unbalanced
                                  random two-fold nested model . . . . . . 305--311
                      Anonymous   Erratum  . . . . . . . . . . . . . . . . 313--313

Statistics & Probability Letters
Volume 5, Number 5, August, 1987

                   Felix Famoye   A short note on the generalized
                                  logarithmic series distribution  . . . . 315--316
           Philip J. Boland and   
                 Frank Proschan   Schur convexity of the maximum
                                  likelihood function for the multivariate
                                  hypergeometric and multinomial
                                  distributions  . . . . . . . . . . . . . 317--322
              Kasra Afsarinejad   On mutually orthogonal Knut Vik designs  323--324
             Krishna B. Athreya   Modified Bessel function asymptotics via
                                  probability  . . . . . . . . . . . . . . 325--327
       Jörgen Dalén   Algebraic bounds on standardized sample
                                  moments  . . . . . . . . . . . . . . . . 329--331
                 Jan Mielniczuk   A remark concerning strong uniform
                                  consistency of the conditional
                                  Kaplan--Meier estimator  . . . . . . . . 333--337
                 B. Ceranka and   
                    K. Katulska   A relation between BIB designs and
                                  chemical balance weighing designs  . . . 339--341
                Hsien-Ming Hung   A note on extended least squares methods
                                  for cluster sampling . . . . . . . . . . 343--346
              Josemar Rodrigues   Some shrunken predictors in finite
                                  populations with a multinormal
                                  superpopulation model  . . . . . . . . . 347--351
                Mark P. Finster   An analysis of five simulation methods
                                  for determining the number of
                                  replications in a complex Monte Carlo
                                  study  . . . . . . . . . . . . . . . . . 353--360
                James R. Schott   An improved chi-squared test for a
                                  principal component  . . . . . . . . . . 361--365
    Göran Högnäs   A note on products of random matrices    367--370
                    P. N. Kokic   Rates of convergence in the Strong Law
                                  of Large Numbers for degenerate
                                  $U$-statistics . . . . . . . . . . . . . 371--374
     U. Lüxmann-Ellinghaus   On the identifiability of mixtures of
                                  infinitely divisible power series
                                  distributions  . . . . . . . . . . . . . 375--378
                      Anonymous   Erratum  . . . . . . . . . . . . . . . . 379--379

Statistics & Probability Letters
Volume 5, Number 6, October, 1987

           Christopher J. Lloyd   Optimal martingale estimating equations
                                  in a stochastic process  . . . . . . . . 381--387
                 Wolfgan Stadje   On the SPRT for the mean of an
                                  exponential distribution . . . . . . . . 389--395
                 Y. Okazaki and   
                   Y. Takahashi   Separating kernel of cylindrical measure 397--399
             John L. Maryak and   
                 James C. Spall   Conditions for the insensitivity of the
                                  Bayesian posterior distribution to the
                                  choice of prior distribution . . . . . . 401--407
            Walter W. Piegorsch   On confidence bands and set estimators
                                  for the simple linear model  . . . . . . 409--413
                Jacek Koronacki   A stochastic approximation counterpart
                                  of the feasible direction method . . . . 415--419
                Gulab Singh and   
               Sudhir Gupta and   
                   Murari Singh   Robustness of row-column designs . . . . 421--424
                   Igor Rychlik   A note on Durbin's formula for the
                                  first-passage density  . . . . . . . . . 425--428
                      Anonymous   Author index volumes 4 and 5 (1986 and
                                  1987)  . . . . . . . . . . . . . . . . . 429--433


Statistics & Probability Letters
Volume 6, Number 1, September, 1987

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
              Guido E. del Pino   Second order processes with restrictions
                                  in the index set and applications  . . . 1--5
                   Lionel Weiss   Estimating normal means with symmetric
                                  gain functions . . . . . . . . . . . . . 7--9
              Jacek Weso\lowski   A regressional characterization of the
                                  normal law . . . . . . . . . . . . . . . 11--12
                J. Bartoszewicz   A note on dispersive ordering defined by
                                  hazard functions . . . . . . . . . . . . 13--16
                    Henryk Gzyl   Characterization of vector valued,
                                  Gaussian, stationary, Markov processes   17--19
       Constantine Gatsonis and   
           Brenda MacGibbon and   
            William Strawderman   On the estimation of a restricted normal
                                  mean . . . . . . . . . . . . . . . . . . 21--30
          Simon J. Sheather and   
               Joseph W. McKean   A comparison of testing and confidence
                                  interval methods for the median  . . . . 31--36
                    M. C. Jones   Inverse factorial moments  . . . . . . . 37--42
                    S. Huda and   
                 Rahul Mukerjee   Minimax second-order designs for
                                  difference between estimated responses
                                  in extrapolation region  . . . . . . . . 43--45
                     Galaye Dia   Estimation of a regression function on a
                                  Poisson process  . . . . . . . . . . . . 47--54
           John M. Morrison and   
                   Gary L. Wise   Continuity of filtrations of sigma
                                  algebras . . . . . . . . . . . . . . . . 55--60

Statistics & Probability Letters
Volume 6, Number 2, November, 1987

                Wolfgang Stadje   Note on the renewal process for
                                  truncated exponential variables  . . . . 61--66
                  K. Hirano and   
                         S. Aki   Properties of the extended distributions
                                  of order $ \kappa $  . . . . . . . . . . 67--69
               E. D. McCune and   
                   S. K. McCune   On improving convergence rates for
                                  nonnegative kernel failure-rate function
                                  estimators . . . . . . . . . . . . . . . 71--76
                     Tze Fen Li   The cycle time distribution of
                                  exponential cyclic queues with multiple
                                  servers  . . . . . . . . . . . . . . . . 77--81
 Sòren Tolver Jensen and   
          Sòren Johansen   Estimation of proportional covariances   83--85
           J. H. J. Einmahl and   
                F. H. Ruymgaart   The almost sure behavior of the
                                  oscillation modulus of the multivariate
                                  empirical process  . . . . . . . . . . . 87--96
              Mara Tableman and   
       Thomas P. Hettmansperger   Two-sample inference based on one-sample
                                  Wilcoxon signed rank statistics  . . . . 97--102
                  E. H. Oksanen   A note on seemingly unrelated regression
                                  equations with residual vectors as
                                  explanatory variables  . . . . . . . . . 103--105
                    Henri Theil   How many bits of information does an
                                  independent variable yield in a multiple
                                  regression?  . . . . . . . . . . . . . . 107--108
                 Peter Hall and   
                   J. S. Marron   Estimation of integrated squared density
                                  derivatives  . . . . . . . . . . . . . . 109--115
             Ralph P. Russo and   
               Chern-Ching Chao   Boundary crossing random variables
                                  related to quantile convergence  . . . . 117--123
                   Dipak K. Dey   Improved estimation of a multinormal
                                  precision matrix . . . . . . . . . . . . 125--128
                    M. C. Jones   On moments of ratios of quadratic forms
                                  in normal variables  . . . . . . . . . . 129--136

Statistics & Probability Letters
Volume 6, Number 3, February, 1988

                Henri Theil and   
                Ching-Fan Chung   Relations between two sets of variates:
                                  the bits of information provided by each
                                  variate in each set  . . . . . . . . . . 137--139
                  Kishore Sinha   Rectangular Hadamard matrices  . . . . . 141--142
             M. Martin Diaz and   
    B. Salvador González   The validity of the
                                  ``Pool-Adjacent-Violator'' algorithm . . 143--145
             Paul I. Nelson and   
                Shie-Shien Yang   Some properties of Kendall's partial
                                  rank correlation coefficient . . . . . . 147--150
          Kevin K. Anderson and   
             Krishna B. Athreya   A note on conjugate $ \Pi $-variation
                                  and a weak limit theorem for the number
                                  of renewals  . . . . . . . . . . . . . . 151--154
         Robert I. Jennrich and   
                 Sidney C. Port   Radial and directional parts of a random
                                  vector . . . . . . . . . . . . . . . . . 155--158
                    Bruce Cooil   When are intermediate processes of the
                                  same stochastic order? . . . . . . . . . 159--162
                     D. Plachky   A continuity property of the convolution 163--164
        Gérard Letac and   
                    V. Seshadri   Haight's distributions as a natural
                                  exponential family . . . . . . . . . . . 165--169
            B. Ramachandran and   
                    V. Seshadri   On a property of strongly reproductive
                                  exponential families on $R$  . . . . . . 171--174
              Masaaki Tsujitani   Optimal scaling for association models
                                  when category scores have a natural
                                  ordering . . . . . . . . . . . . . . . . 175--180
                   Yi-Ching Yao   Estimating the number of change-points
                                  via Schwarz' criterion . . . . . . . . . 181--189
        J. Jurecková and   
        W. C. M. Kallenberg and   
                 N. Veraverbeke   Moderate and Cramér-type large deviation
                                  theorems for $M$-estimators  . . . . . . 191--199
                    S. Kotz and   
                  F. W. Steutel   Note on a characterization of
                                  exponential distributions  . . . . . . . 201--203

Statistics & Probability Letters
Volume 6, Number 4, March, 1988

                A. M. Abouammoh   On the criteria of the mean remaining
                                  life . . . . . . . . . . . . . . . . . . 205--211
         Victor M. Guerrero and   
             Richard A. Johnson   Transforming grouped bivariate data to
                                  near normality . . . . . . . . . . . . . 213--224
            Dudley Paul Johnson   A short proof of the Central Limit
                                  Theorem for Markov chains  . . . . . . . 225--227
                   K. Sinha and   
                       B. Jones   Further equireplicate balanced block
                                  designs with unequal block sizes . . . . 229--230
                      R. Szekli   A note on preservation of
                                  self-decomposability under geometric
                                  compounding  . . . . . . . . . . . . . . 231--236
             Andrey Feuerverger   A bound for estimation in nonlinear time
                                  series models by independence testing
                                  methods  . . . . . . . . . . . . . . . . 237--241
              Kasra Afsarinejad   Semi Knut Vik designs  . . . . . . . . . 243--245
                     K. D. Ling   On binomial distributions of order $k$   247--250
             S. Chakraborti and   
                     M. M. Desu   A class of distribution-free tests for
                                  testing homogeneity against ordered
                                  alternatives . . . . . . . . . . . . . . 251--256
                J. C. W. Rayner   Constructing a usable overlapping cells
                                  $ \chi^2 $ goodness of fit test  . . . . 257--261
               Josef Steinebach   On the optimality of strong
                                  approximation rates for compound renewal
                                  processes  . . . . . . . . . . . . . . . 263--267
                 Walter Kremers   An extension and implications of the
                                  inspection paradox . . . . . . . . . . . 269--273
                   D. Zelterman   Likelihood ratio tests for central
                                  mixtures . . . . . . . . . . . . . . . . 275--279
          Manuel del Río   Cook statistic and diagnostic for
                                  transformations  . . . . . . . . . . . . 281--286

Statistics & Probability Letters
Volume 6, Number 5, April, 1988

            Murray D. Burke and   
                    Edit Gombay   On goodness-of-fit and the bootstrap . . 287--293
                    Wim Vervaat   Narrow and vague convergence of set
                                  functions  . . . . . . . . . . . . . . . 295--298
                Larry Goldstein   On the choice of step size in the
                                  Robbins--Monro procedure . . . . . . . . 299--303
                  B. S. Everitt   A finite mixture model for the
                                  clustering of mixed-mode data  . . . . . 305--309
                 Peter Hall and   
                Matthew P. Wand   On the minimization of absolute distance
                                  in kernel density estimation . . . . . . 311--314
                  Willem Albers   Rank tests for regression and $k$-sample
                                  rank tests under random censorship . . . 315--319
            Barry C. Arnold and   
            Patrick L. Brockett   Variance bounds using a theorem of Pólya  321--326
          Robert J. Elliott and   
               Michael Kohlmann   A short proof of a martingale
                                  representation result  . . . . . . . . . 327--329
               Brian S. Yandell   Block diagonal smoothing splines . . . . 331--334
              Masaaki Tsujitani   Graphical analysis of residuals in
                                  stratified four-fold tables  . . . . . . 335--339
                     Xiquan Shi   A note on the delete-$d$ jackknife
                                  variance estimators  . . . . . . . . . . 341--347
           Shein-Chung Chow and   
                       Jun Shao   A new procedure for the estimation of
                                  variance components  . . . . . . . . . . 349--355
                     Karl Grill   On the average of a random walk  . . . . 357--361
             Michael G. Akritas   An asymptotic derivation of Neyman's $
                                  C(\alpha) $ test . . . . . . . . . . . . 363--367
                      Anonymous   Errata . . . . . . . . . . . . . . . . . 369--369

Statistics & Probability Letters
Volume 6, Number 6, May, 1988

                 Ralph P. Russo   On the last exit time and the number of
                                  exits of partial sums over a moving
                                  boundary . . . . . . . . . . . . . . . . 371--377
               Edward J. Danial   Generalization to the sufficient
                                  conditions for a discrete random
                                  variable to be infinitely divisible  . . 379--382
           Václav Fabian   The local asymptotic minimax adaptive
                                  property of a recursive estimate . . . . 383--388
             A. Yu Yakovlev and   
                   S. T. Rachev   Bounds for crude survival probabilities
                                  within competing risks framework and
                                  their statistical application  . . . . . 389--394
                Fred Böker   Some remarks on measures of association
                                  of $ 2 \times 2 $ tables . . . . . . . . 395--397
              LeRoy A. Franklin   Exact tables of Spearman's Footrule for
                                  $ N = 11 (1)18 $ with estimate of
                                  convergence and errors for the normal
                                  approximation  . . . . . . . . . . . . . 399--406
                 D. J. Best and   
                J. C. W. Rayner   A test for bivariate normality . . . . . 407--412
      Victor Pérez-Abreu   The exponential space of an $ L^2
                                  $-stochastic process with independent
                                  increments . . . . . . . . . . . . . . . 413--417
Sándor Csörgö and   
                 Jan Mielniczuk   Density estimation in the simple
                                  proportional hazards model . . . . . . . 419--426
                    A. H. Welsh   Asymptotically efficient estimation of
                                  the sparsity function at a point . . . . 427--432
                 W. J. Hall and   
                  Wei-Min Huang   Large deviations and estimation in
                                  infinite-dimensional models  . . . . . . 433--439
       William P. McCormick and   
            Ashim K. Mallik and   
                 Jack H. Reeves   Strong consistency of the MLE for
                                  sequential design problems . . . . . . . 441--446
                      Anonymous   Author index volume 6 (1988) . . . . . . 447--449


Statistics & Probability Letters
Volume 7, Number 1, July 1--87, 1988

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
          Piotr W. Mikulski and   
                Michael Monsour   On attainable Cramér--Rao type lower
                                  bounds for weighted loss functions . . . 1--2
                      Carl Herz   Splitting intervals  . . . . . . . . . . 3--7
                 M. G. Hahn and   
                      J. Kuelbs   Universal asymptotic normality for
                                  conditionally trimmed sums . . . . . . . 9--15
                  Thomas Birkel   A note on the Strong Law of Large
                                  Numbers for positively dependent random
                                  variables  . . . . . . . . . . . . . . . 17--20
                     A. I. Dale   An early occurrence of the Poisson
                                  distribution . . . . . . . . . . . . . . 21--22
   AndréRobert Dabrowski   Strassen-type invariance principles for
                                  exchangeable sequences . . . . . . . . . 23--26
                Sanpei Kageyama   Existence of variance-balanced binary
                                  designs with fewer experimental units    27--28
               V. Papathanasiou   Variance bounds by a generalization of
                                  the Cauchy--Schwarz inequality . . . . . 29--33
          Alexander A. Georgiev   Asymptotic properties of the
                                  multivariate Nadaraya--Watson regression
                                  function estimate: The fixed design case 35--40
              Mei-Ling Ting Lee   Some cross-product difference statistics
                                  and a test for trends in ordered
                                  contingency tables . . . . . . . . . . . 41--46
                    V. Seshadri   A $U$-statistic and estimation for the
                                  inverse Gaussian distribution  . . . . . 47--49
          Vanderlei Costa Bueno   On the importance of components for
                                  multistate monotone systems  . . . . . . 51--59
                 Dennis Sandell   A game with three players  . . . . . . . 61--63
             Juan A. Cuesta and   
           Carlos Matrán   Uniform consistency of $r$-means . . . . 65--71
                   Vera R. Huse   Asymptotic properties for the sequential
                                  cusum procedure  . . . . . . . . . . . . 73--80
             Herold Dehling and   
                 Murad S. Taqqu   The functional law of the iterated
                                  logarithm for the empirical process of
                                  some long-range dependent sequences  . . 81--85
                      Anonymous   Errata . . . . . . . . . . . . . . . . . 87--87

Statistics & Probability Letters
Volume 7, Number 2, September, 1988

             Rahul Mukerjee and   
                   Sudhir Gupta   Universal optimality of main effect
                                  deletion designs . . . . . . . . . . . . 89--91
                  Ursula Gather   On a characterization of the exponential
                                  distribution by properties of order
                                  statistics . . . . . . . . . . . . . . . 93--96
             David M. Nickerson   Dominance of the positive-part version
                                  of the James--Stein estimator  . . . . . 97--103
              Richard A. Vitale   A differential version of the
                                  Efron--Stein inequality: bounding the
                                  variance of a function of an infinitely
                                  divisible variable . . . . . . . . . . . 105--112
               W. J. Padget and   
                   L. A. Thombs   A smooth nonparametric quantile
                                  estimator from right-censored data . . . 113--121
           Russell F. Kappenman   A simple method for choosing between the
                                  lognormal and Weibull models . . . . . . 123--126
                 M. E. Bock and   
               Z. Govindarajulu   A note on the noncentral chi-square
                                  distribution . . . . . . . . . . . . . . 127--129
              Robert Miceli and   
         William E. Strawderman   ``Almost arbitrary'' minimax estimators
                                  of location for independent component
                                  variance mixtures of normal variates . . 131--133
                   J. S. Chawla   The existence theorem in general ridge
                                  regression . . . . . . . . . . . . . . . 135--137
               Adrienne W. Kemp   A note on Stirling's expansion for
                                  factorial $n$  . . . . . . . . . . . . . 139--143
             C. A. Clarotti and   
                    G. Koch and   
                 F. Spizzichino   A filtering model for Bayesian analysis
                                  of failure data contaminated by
                                  maintenance  . . . . . . . . . . . . . . 145--150
                 G. J. Babu and   
                        A. Bose   Bootstrap confidence intervals . . . . . 151--160
                     Tomek Brus   A recurrence formula for the
                                  distribution of the Wilcoxon rank sum
                                  statistic  . . . . . . . . . . . . . . . 161--165
           R. C. Williamson and   
                       T. Downs   The inverse and determinant of a $ 2
                                  \times 2 $ uniformly distributed random
                                  matrix . . . . . . . . . . . . . . . . . 167--170
                   A. Le Breton   A note on maximum likelihood estimation
                                  for the complex-valued first-order
                                  autoregressive process . . . . . . . . . 171--173

Statistics & Probability Letters
Volume 7, Number 3, December, 1988

                   Dong Ho Park   The reliability of $k$ out of $n$
                                  systems when $k$ components are equally
                                  reliable . . . . . . . . . . . . . . . . 175--178
           Ibrahim A. Ahmad and   
              Subhash C. Kochar   Testing for dispersive ordering  . . . . 179--185
              Kasra Afsarinejad   Circular balanced uniform repeated
                                  measurements designs . . . . . . . . . . 187--189
                 Tapan K. Nayak   A note on estimating the number of
                                  errors in a system by recapture sampling 191--194
               J. S. Marron and   
                       D. Nolan   Canonical kernels for density estimation 195--199
          Michael Woodroofe and   
                Myoungshic Jhun   Singh's theorem in the lattice case  . . 201--205
       Andreas N. Philippou and   
    Demetris L. Antzoulakos and   
         Gregory A. Tripsiannis   Multivariate distributions of order $
                                  \kappa $ . . . . . . . . . . . . . . . . 207--216
              Gordon E. Willmot   A remark on the Poisson--Pascal and some
                                  other contagious distributions . . . . . 217--220
                 A. Shapiro and   
                   M. W. Browne   On the asymptotic bias of estimators
                                  under parameter drift  . . . . . . . . . 221--224
        Joseph L. Gastwirth and   
              Wesley O. Johnson   Testing the homogeneity of small error
                                  rates: application to the sensitivity of
                                  different Elisa tests for aids
                                  antibodies . . . . . . . . . . . . . . . 225--228
                 Y. P. Mack and   
         Hans-Georg Müller   Convolution type estimators for
                                  nonparametric regression . . . . . . . . 229--239
                    Subir Ghosh   On two methods of identifying
                                  influential sets of observations . . . . 241--245
           Ljuben R. Mutafchiev   The limit distribution of the number of
                                  nodes in low strata of a random mapping  247--251
                Barry C. Arnold   A logistic process constructed using
                                  geometric minimization . . . . . . . . . 253--257
                        P. Main   Asymptotic behaviour of reliability
                                  functions  . . . . . . . . . . . . . . . 259--263
                      Anonymous   Erratum  . . . . . . . . . . . . . . . . 265--265

Statistics & Probability Letters
Volume 7, Number 4, February, 1989

          Douglas G. Bonett and   
              P. M. Bentler and   
             J. Arthur Woodward   Asymptotic results for a conditional
                                  Poisson log-linear model . . . . . . . . 267--270
                   Alan Agresti   An agreement model with kappa as
                                  parameter  . . . . . . . . . . . . . . . 271--273
              Brenton R. Clarke   An unbiased minimum distance estimator
                                  of the proportion parameter in a mixture
                                  of two normal distributions  . . . . . . 275--281
      Jürg Hüsler and   
              Rolf-Dieter Reiss   Maxima of normal random vectors: Between
                                  independence and complete dependence . . 283--286
             J. Hüsler and   
                     H. Riedwyl   Comparison of the efficiency of
                                  nonparametric location tests based on
                                  grouped and individual data  . . . . . . 287--291
          Josemar Rodrigues and   
             Silvia Nagib Elian   The coordinate-free estimation in finite
                                  population sampling  . . . . . . . . . . 293--295
                 Bi-Qi Fang and   
                   Kai-Tai Fang   A characterization of multivariate $
                                  l_1$-norm symmetric distributions  . . . 297--299
              F. W. Steutel and   
                   B. G. Hansen   Haight's distribution and busy periods   301--302
                  G. F. Yeo and   
                    R. K. Milne   On characterizations of exponential
                                  distributions  . . . . . . . . . . . . . 303--305
             Philippe Chassaing   An optimal random number generator on $
                                  Z_p $  . . . . . . . . . . . . . . . . . 307--309
                  Zhiliang Ying   A note on the asymptotic properties of
                                  the product-limit estimator on the whole
                                  line . . . . . . . . . . . . . . . . . . 311--314
              R. J. Carroll and   
                 W. Härdle   Symmetrized nearest neighbor regression
                                  estimates  . . . . . . . . . . . . . . . 315--318
                 Herold Dehling   Complete convergence of triangular
                                  arrays and the law of the iterated
                                  logarithm for $U$-statistics . . . . . . 319--321
         Colm A. O'Cinneide and   
              Adrian E. Raftery   A continuous multivariate exponential
                                  distribution that is multivariate phase
                                  type . . . . . . . . . . . . . . . . . . 323--325
    Ulrich Müller-Funk and   
           Friedrich Pukelsheim   How regular are conjugate exponential
                                  families?  . . . . . . . . . . . . . . . 327--333
             Nancy J. Birch and   
             Richard K. Burdick   Confidence intervals on the ratio of
                                  expected mean squares $ (\theta_1 +
                                  \theta_2 + \theta_3) / \theta_4 $  . . . 335--342
           Wolfram Strittmatter   Finitely determined processes in metric
                                  spaces . . . . . . . . . . . . . . . . . 343--347
                      Anonymous   Erratum  . . . . . . . . . . . . . . . . 349--349

Statistics & Probability Letters
Volume 7, Number 5, April, 1989

               T. Cacoullos and   
               V. Papathanasiou   Characterizations of distributions by
                                  variance bounds  . . . . . . . . . . . . 351--356
                Yeu-Hua Too and   
                   Gwo Dong Lin   Characterizations of uniform and
                                  exponential distributions  . . . . . . . 357--359
        Ludger Rüschendorf   On random translation models . . . . . . 361--367
             Janos Galambos and   
              Imre Kátai   A simple proof for the continuity of
                                  infinite convolutions of binary random
                                  variables  . . . . . . . . . . . . . . . 369--370
                     K. D. Ling   A new class of negative binomial
                                  distributions of order $k$ . . . . . . . 371--376
           Arijit Chaudhuri and   
            Nimai Kumar Chandra   A test for Weibull populations . . . . . 377--380
                Ker-Chau Li and   
               Donald Ylvisaker   Another look at adaptation on the
                                  average  . . . . . . . . . . . . . . . . 381--383
                       Zizhi Wu   On Bayes' test for the population mean
                                  of bounded observations  . . . . . . . . 385--389
                Jacek Dabrowski   Parameter identification in linear
                                  stochastic differential equations  . . . 391--394
                 Jacek Le\'skow   A note of kernel smoothing of an
                                  estimator of a periodic function in the
                                  multiplicative intensity model . . . . . 395--400
            William R. Schucany   Locally optimal window widths for kernel
                                  density estimation with large samples    401--405
                     M. Samanta   Non-parametric estimation of conditional
                                  quantiles  . . . . . . . . . . . . . . . 407--412
                    Mark Berman   The asymptotic statistical behaviour of
                                  some estimators for a circular
                                  structural model . . . . . . . . . . . . 413--416
                  Michael Evans   An example concerning the likelihood
                                  function . . . . . . . . . . . . . . . . 417--418
               Agnes Berger and   
             Sylvan Wallenstein   On the theory of $ C_\alpha $-tests  . . 419--424
                James R. Schott   An adjustment for a test concerning a
                                  principal component subspace . . . . . . 425--430
                 Nikos Yannaros   On Cox and renewal processes . . . . . . 431--433
                    S. V. Bhave   Inconsistencies in the argument leading
                                  to the rule of succession  . . . . . . . 435--440
                      Anonymous   Author index volume 7 (1988/1989)  . . . 441--443


Statistics & Probability Letters
Volume 8, Number 1, May, 1989

               Edward J. Danial   Characterization of the special discrete
                                  distributions through infinite,
                                  noninfinite and finite divisibility  . . 1--7
                  Tai-shing Lau   Moment inequalities  . . . . . . . . . . 9--16
               Xiaodong Tan and   
                        Yuan Xu   Some inequalities of
                                  Bonferroni--Galambos type  . . . . . . . 17--20
                S. Kocherlakota   A note on the bivariate binomial
                                  distribution . . . . . . . . . . . . . . 21--24
                 T. W. Anderson   Evaluation of the expected value of a
                                  determinant  . . . . . . . . . . . . . . 25--26
                    Stena Kettl   A note on the ace algorithm  . . . . . . 27--28
               John J. Peterson   First and second order derivatives
                                  having applications to estimation of
                                  response surface optima  . . . . . . . . 29--34
               Heleno Bolfarine   Population variance prediction under
                                  normal dynamic superpopulation models    35--39
              George G. Roussas   Consistent regression estimation with
                                  fixed design points under dependence
                                  conditions . . . . . . . . . . . . . . . 41--50
              P. C. B. Phillips   Spherical matrix distributions and
                                  Cauchy quotients . . . . . . . . . . . . 51--53
                  Kan Cheng and   
                      Zongfu He   On proximity between exponential and
                                  DMRL distributions . . . . . . . . . . . 55--57
                   J. S. Maritz   Linear empirical Bayes estimation of
                                  quantiles  . . . . . . . . . . . . . . . 59--65
           Saeed Ghahramani and   
                Ronald W. Wolff   Finiteness of moments of randomly
                                  stopped sums of i.i.d. random variables  67--68
               Tatsuya Kubokawa   Improved estimation of a covariance
                                  matrix under quadratic loss  . . . . . . 69--71
                      B. Abdous   Strong uniform consistency of kernel
                                  probability density estimators based on
                                  sample moments . . . . . . . . . . . . . 73--79
            Kamal C. Chanda and   
                F. H. Ruymgaart   Asymptotic estimate of probability of
                                  misclassification for discriminant rules
                                  based on density estimates . . . . . . . 81--88
                  Kishore Sinha   Some new equireplicate balanced block
                                  designs  . . . . . . . . . . . . . . . . 89--89
                A. N. Ahmed and   
                   A. A. Alzaid   Weak association with a stress-strength
                                  model application  . . . . . . . . . . . 91--95

Statistics & Probability Letters
Volume 8, Number 2, June, 1989

          James C. Aubuchon and   
       Thomas P. Hettmansperger   Rank-based inference for linear models:
                                  asymmetric errors  . . . . . . . . . . . 97--107
                 Peter Hall and   
            William R. Schucany   A local cross-validation algorithm . . . 109--117
                      Y. C. Yao   A simple characterization of
                                  non-randomized admissible procedures in
                                  group testing  . . . . . . . . . . . . . 119--122
                 Bernard Harris   Poisson limits for generalized random
                                  allocation problems  . . . . . . . . . . 123--127
                Naitee Ting and   
         Richard K. Burdick and   
       Franklin A. Graybill and   
                     Rongde Gui   One-sided confidence intervals on
                                  nonnegative sums of variance components  129--135
                Wolfgang Stadje   Some distributions connected with sums
                                  of rectangular random variables  . . . . 137--142
                  G. D. Lin and   
                    J. S. Huang   Variances of sample medians  . . . . . . 143--146
                       Jun Shao   Half-sample estimation of sampling
                                  distributions  . . . . . . . . . . . . . 147--155
   María Angeles Gil and   
                      Pedro Gil   On some information measures of degree $
                                  \beta = 2 $: estimation in simple-stage
                                  cluster sampling . . . . . . . . . . . . 157--162
            Anant M. Kshirsagar   Effect of a missing observation on
                                  Hotelling's generalized $ T_0^2 $  . . . 163--166
                 Chih-Ling Tsai   Bias in nonlinear regression model with
                                  heteroscedastic or Ar(1) error structure 167--170
           Weichung Joseph Shih   Influence of incomplete observations in
                                  multiple linear regression . . . . . . . 171--174
              Douglas G. Bonett   Pearson chi-square estimator and test
                                  for log-linear models with expected
                                  frequencies subject to linear
                                  constraints  . . . . . . . . . . . . . . 175--177
             Wesley Johnson and   
             Ronald Christensen   Nonparametric Bayesian analysis of the
                                  accelerated failure time model . . . . . 179--184
               A. A. Alzaid and   
                      M. Al-Osh   Ordering probability distributions by
                                  tail behavior  . . . . . . . . . . . . . 185--188
              V. Anantharam and   
                     P. Tsoucas   A proof of the Markov chain tree theorem 189--192
                      Anonymous   Erratum: ``Convolution type estimators
                                  for nonparametric regression'', by Y. P.
                                  Mack and Hans-Georg Müller [Statistics &
                                  Probability Letters \bf 7 (3) 229--239]  195--195

Statistics & Probability Letters
Volume 8, Number 3, August, 1989

                 Peter Hall and   
              Michael A. Martin   A note on the accuracy of bootstrap
                                  percentile method confidence intervals
                                  for a quantile . . . . . . . . . . . . . 197--200
               Robert K. Rayner   Bootstrap inversion of Edgeworth
                                  expansions for nonparametric confidence
                                  intervals  . . . . . . . . . . . . . . . 201--206
           Christian Genest and   
              Louis-Paul Rivest   A characterization of Gumbel's family of
                                  extreme value distributions  . . . . . . 207--211
           J. Tiago de Oliveira   Intrinsic estimation of the dependence
                                  structure for bivariate extremes . . . . 213--218
              Raúl Gouet   Embedding in extremal processes and the
                                  asymptotic behavior of sums of minima    219--223
              Raúl Gouet   A martingale approach to strong
                                  convergence in a generalized
                                  Pólya--Eggenberger urn model  . . . . . . 225--228
           Andrzej Korzeniowski   On diffusions that cannot escape from a
                                  convex set . . . . . . . . . . . . . . . 229--234
              George G. Roussas   Some asymptotic properties of an
                                  estimate of the survival function under
                                  dependence conditions  . . . . . . . . . 235--243
                  Prabir Burman   Rate of convergence of the spline
                                  estimates for Markov chains  . . . . . . 245--253
           Jolanta K. Misiewicz   Positive definite norm dependent
                                  functions on $ l^\infty $  . . . . . . . 255--260
               Donald R. Hoover   Bounds on expectations of order
                                  statistics for dependent samples . . . . 261--265
              Krystyna Katulska   Optimum biased spring balance weighing
                                  designs  . . . . . . . . . . . . . . . . 267--271
               Arthur Cohen and   
           Harold B. Sackrowitz   Two stage conditionally unbiased
                                  estimators of the selected mean  . . . . 273--278
            ShinIchi Aihara and   
                Arunabha Bagchi   Infinite dimensional parameter
                                  identification for stochastic parabolic
                                  systems  . . . . . . . . . . . . . . . . 279--287
                    James C. Fu   Method of Kim--Zam: an algorithm for
                                  computing the maximum likelihood
                                  estimator  . . . . . . . . . . . . . . . 289--296

Statistics & Probability Letters
Volume 8, Number 4, September, 1989

           Vijay K. Rohatgi and   
 Gábor J. Székely   Sharp inequalities between skewness and
                                  kurtosis . . . . . . . . . . . . . . . . 297--299
Miklós Csörg\Ho and   
           Lajos Horváth   On best possible approximations of local
                                  time . . . . . . . . . . . . . . . . . . 301--306
                David J. Aldous   Stein's method in a two-dimensional
                                  coverage problem . . . . . . . . . . . . 307--314
             Paul Deheuvels and   
  José Tiago de Oliveira   On the non-parametric estimation of the
                                  bivariate extreme-value distributions    315--323
                      C. Arenas   On point processes in the plane  . . . . 325--328
         Joseph C. Gardiner and   
                Shlomo Levental   On pricing of market-indexed
                                  certificates of deposit  . . . . . . . . 329--334
       N. Unnikrishnan Nair and   
                       N. Hitha   Characterization of discrete models by
                                  distribution based on their partial sums 335--337
               Alain Latour and   
                       Roch Roy   On the behaviour of the sample
                                  autocovariances and autocorrelations of
                                  a seasonal Arima model . . . . . . . . . 339--345
               Shean-Tsong Chiu   Bandwidth selection for kernel estimate
                                  with correlated noise  . . . . . . . . . 347--354
                  J. Antoch and   
                     P. Janssen   Nonparametric regression $M$-quantiles   355--362
              Douglas Kelly and   
                  Gordon Simons   Markov processes with infinitely
                                  divisible limit distributions: some
                                  examples . . . . . . . . . . . . . . . . 363--369
                  Bernard Ycart   Markov processes and exponential
                                  families on a finite set . . . . . . . . 371--376
            Barry C. Arnold and   
               J. Terry Hallett   A characterization of the Pareto process
                                  among stationary stochastic processes of
                                  the form $ X_n = c \min (X_{n - 1}, Y_n)
                                  $  . . . . . . . . . . . . . . . . . . . 377--380
                 J. Averous and   
                       M. Meste   Tailweight and life distributions  . . . 381--387
             John Panaretos and   
               Evdokia Xekalaki   A probability distribution associated
                                  with events with multiple occurrences    389--395

Statistics & Probability Letters
Volume 8, Number 5, October, 1989

                       Jun Shao   Functional calculus and asymptotic
                                  theory for statistical analysis  . . . . 397--405
                   Keith Knight   A note on the asymptotic covariance
                                  matrix of the Yule--Walker estimator . . 407--410
         D. M. Titterington and   
                    J. Sedransk   Imputation of missing values using
                                  density estimation . . . . . . . . . . . 411--418
                    Luc Devroye   A universal lower bound for the kernel
                                  estimate . . . . . . . . . . . . . . . . 419--423
                    Luc Devroye   On the non-consistency of the $ L_2
                                  $-cross-validated kernel density
                                  estimate . . . . . . . . . . . . . . . . 425--433
                 Mark P. Becker   On the bivariate normal distribution and
                                  association models for ordinal
                                  categorical data . . . . . . . . . . . . 435--440
                     Lars Holst   A note on Banach's match box problem . . 441--443
           Steven E. Rigdon and   
                   Asit P. Basu   Mean squared errors of estimators of the
                                  intensity function of a nonhomogeneous
                                  Poisson process  . . . . . . . . . . . . 445--449
                Girish Aras and   
       S. Rao Jammalamadaka and   
                        X. Zhou   Limit distribution of spacings
                                  statistics when the sample size is
                                  random . . . . . . . . . . . . . . . . . 451--456
                Badi H. Baltagi   Applications of a necessary and
                                  sufficient condition for OLS to be BLUE  457--461
                 Harald Luschgy   Characterizations of infinite
                                  dimensional Gaussian shift experiments   463--468
            Patrick A. Thompson   A transformation useful for bounding a
                                  forecast . . . . . . . . . . . . . . . . 469--475
             Manfred Denker and   
                Adam Jakubowski   Stable limit distributions for strongly
                                  mixing sequences . . . . . . . . . . . . 477--483
             Wen-Jang Huang and   
                    Li-Sue Chen   Note on a characterization of gamma
                                  distributions  . . . . . . . . . . . . . 485--487
             Richard C. Bradley   A caution on mixing conditions for
                                  random fields  . . . . . . . . . . . . . 489--491
                   Tailen Hsing   On a loss of memory property of the
                                  maximum  . . . . . . . . . . . . . . . . 493--496
                      Anonymous   Author index volume 8 (1989) . . . . . . 497--499