Last update:
Fri Mar 15 11:54:02 MDT 2024
K. Kunisawa On an analytical method in the theory of
independent random variables . . . . . . 1--77
Kameo Matusita Note on the independence of certain
statistics . . . . . . . . . . . . . . . 79--82
Junjiro Ogawa On the independence of bilinear and
quadratic forms of a random sample from
a normal population . . . . . . . . . . 83--108
Heihachi Sakamoto On the criteria of the independence and
the degrees of freedom of statistics and
their applications to the analysis of
variance . . . . . . . . . . . . . . . . 109--122
Hiroshi Midzuno A survey method using two kinds of
surveys . . . . . . . . . . . . . . . . 123--124
Chikio Hayashi Fragments of a new test formula of
normality . . . . . . . . . . . . . . . 125--130
Tatsuo Kawata Representation of a function by the
Fourier--Stieltjes integral . . . . . . 131--139
Kameo Matusita A remark to the Wald's theory of
statistical inference . . . . . . . . . 141--148
Hiroshi Midzuno An outline of the theory of sampling
systems . . . . . . . . . . . . . . . . 149--156
Tadashi Ugaheri On a limit distribution . . . . . . . . 157--160
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Chikio Hayashi Fragments of a new test formula of
normality . . . . . . . . . . . . . . . 125--130
Tatsuo Kawata Representation of a function by the
Fourier--Stieltjes integral . . . . . . 131--139
Kameo Matusita A remark to the Wald's theory of
statistical inference . . . . . . . . . 141--148
Hiroshi Midzuno An outline of the theory of sampling
systems . . . . . . . . . . . . . . . . 149--156
Tadashi Ugaheri On a limit distribution . . . . . . . . 157--160
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Tadashi Ugaheri On the abscissa of convergence of
Laplace--Stieltjes integral . . . . . . 1--3
Kameo Matusita On the fundamental operations of
collectives . . . . . . . . . . . . . . 5--11
Seiji Nabeya On a relation between exponential law
and Poisson's law . . . . . . . . . . . 13--16
Hirojiro Aoyama A note on the classification of
observation data . . . . . . . . . . . . 17--19
Hiroshi Midzuno On certain groups of inequalities . . . 21--33
Chikio Hayashi On the quantification of qualitative
data from the mathematico-statistical
point of view . . . . . . . . . . . . . 35--47
Chikio Hayashi and
Fumiyuki Maruyama and
Masatsugu D. Ishida and
Setsuko Takakura and
Masako Taguma and
Michiyo Suzuki Sampling design in literacy survey . . . 49--59
G. A. Baker and
F. N. Briggs Yield trials with backcross derived
lines of wheat . . . . . . . . . . . . . 61--67
Chikio Hayashi Sampling design in the social survey of
language at the city of Shirakawa . . . 69--75
Chikio Hayashi and
Fumiyuki Maruyama and
Masatsugu D. Ishida On some criteria for Stratification . . 77--86
B. M. Bennett Note on a solution of the generalized
Behrens--Fisher problem . . . . . . . . 87--90
Ryoichiro Sato ``$r$'' Distributions and ``$r$'' tests 91--124
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Seiji Nabeya Absolute moments in $2$-dimensional
normal distribution . . . . . . . . . . 1--1
Seiji Nabeya Note on the moments of the transformed
correlation . . . . . . . . . . . . . . 2--6
Kinsaku Takano On the convergence of classes of
distributions . . . . . . . . . . . . . 7--15
Kameo Matusita On the theory of statistical decision
functions . . . . . . . . . . . . . . . 17--35
A. C. Cohen On estimating the mean and variance of
singly truncated normal frequency
distributions from the first three
sample moments . . . . . . . . . . . . . 37--44
Ryoichiro Sato The $r$ tests relating to the regression 45--56
Hirojiro Aoyama On practical systematic sampling . . . . 57--63
Hirojiro Aoyama On Midzuno's inequality . . . . . . . . 65--67
Chikio Hayashi On the prediction of phenomena from
qualitative data and the quantification
of qualitative data from the
mathematico-statistical point of view 69--98
Hiroshi Midzuno On the sampling system with probability
proportionate to sum of sizes . . . . . 99--107
Hiroshi Midzuno Report of the survey design for
agricultural production estimates in the
Ryukyu Islands . . . . . . . . . . . . . 109--121
Leo A. Goodman On the Poisson--Gamma distribution
problem . . . . . . . . . . . . . . . . 123--125
R. Sato Errata . . . . . . . . . . . . . . . . . 127--128
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Akiko Kazami Asymptotic properties of the estimates
of an unknown parameter in stationary
Markoff process . . . . . . . . . . . . 1--6
Masatugu D. Isida A remark on the linear regression
estimate . . . . . . . . . . . . . . . . 7--9
Kameo Matusita and
Hirotugu Akaike Note on the decision problem . . . . . . 11--14
Seiji Nabeya Absolute moments in $3$-dimensional
normal distribution . . . . . . . . . . 15--30
B. M. Bennett Estimation of means on the basis of
preliminary tests of significance . . . 31--43
Douglas G. Chapman On tests and estimates for the ratio of
Poisson means . . . . . . . . . . . . . 45--49
Kameo Matusita Correction to the paper ``On the theory
of statistical decision functions'' . . 51--53
Chikio Hayashi and
Hirotugu Akaike On a matching problem . . . . . . . . . 55--64
Ken-iti Inada On a certain decision problem under some
constraints . . . . . . . . . . . . . . 65--82
Hirojiro Aoyama On a test in paired comparisons . . . . 83--87
Sigeki Nisihira Some analysis on the intensity . . . . . 89--94
Yasushi Taga On optimum balancing between sample size
and number of strata in sub-sampling . . 95--102
H. S. Konijn A remark on the characterization of
minimax procedures . . . . . . . . . . . 103--105
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Kinsaku Takano A metrization of class-convergences of
distributions . . . . . . . . . . . . . 1--7
J. Wolfowitz Estimation by the minimum distance
method . . . . . . . . . . . . . . . . . 9--23
Hirojiro Aoyama On the chi-square test for weighted
samples . . . . . . . . . . . . . . . . 25--28
Sigelri Nisihira A quantification of social status . . . 29--40
Kinsakn Takano On the many-dimensional distribution
functions . . . . . . . . . . . . . . . 41--58
Kameo Matusita On the estimation by the minimum
distance method . . . . . . . . . . . . 59--65
Kinsaku Takano Note on Wiener's prediction theory . . . 67--72
Hirojiro Aoyama On the interviewing bias . . . . . . . . 73--76
Isao Higuchi On the solutions of certain simultaneous
equations in the theory of systematic
statistics . . . . . . . . . . . . . . . 77--90
G. A. Baker The effect of selection on linear
functions of normally distributed
correlated variables on the
distributions of other linear functions 91--95
Yoshihiko Hiraga and
Hidenori Morimura and
Hisao Watanabe Tables for three-sample test . . . . . . 97--102
B. M. Bennett Some further extensions of Fieller's
theorem . . . . . . . . . . . . . . . . 103--106
Toshio Yokota On the polaron state . . . . . . . . . . 107--119
Chikio Hayashi Multidimensional quantification . . . . 121--143
Chikio Hayashi and
H. S. Konijn Errata . . . . . . . . . . . . . . . . . 144--144
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Hirojiro Aoyama A study of the stratified random
sampling . . . . . . . . . . . . . . . . 1--36
Kinsaku Takano On some limit theorems of probability
distributions . . . . . . . . . . . . . 37--113
Ken-ichi Inada Elementary proofs of some theorems about
the social welfare function . . . . . . 115--122
H. S. Konijn A further remark on the characterization
of minimax procedures . . . . . . . . . 123--123
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Hirotugu Akaike An approximation to the density function 127--132
Kameo Matusita and
Yukio Suzuki and
Hirosi Hudimoto On testing statistical hypotheses . . . 133--141
Kameo Matusita Decision rule by probability ratio . . . 143--151
Minoru Siotani An estimate of standard deviation of
normal population based on the
difference between means of two groups
divided by sample mean . . . . . . . . . 153--160
Isao Higuti A statistical research on colloidal
graphite. I . . . . . . . . . . . . . . 161--172
Sigeki Sakino and
Goro Kono On the forecasting of prognosis in
pediatrics by a quantifying method . . . 173--178
Hirojiro Aoyama Errata . . . . . . . . . . . . . . . . . 179--179
Hirojiro Aoyama Errata . . . . . . . . . . . . . . . . . 179--179
Hirojiro Aoyama Errata . . . . . . . . . . . . . . . . . 179--180
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Akiko Mine Estimation of linear regression
coefficients in time series . . . . . . 181--189
Minoru Motoo Note on a relation between the
distribution functions and
characteristic functions . . . . . . . . 191--195
Yukio Suzuki Note on the Neyman--Pearson's
fundamental lemma . . . . . . . . . . . 197--211
John E. Walsh Bounded significance level tests for
comparing quantiles of two possibly
different continuous populations . . . . 213--222
Hukukane Nikaidô New aspects of von Neumann's model with
special regard to computational problems 223--230
Sigeki Sakino and
Umeji Hirata On the statistical investigation of
diagnosis in the internal medicine . . . 231--235
B. M. Bennett Errata . . . . . . . . . . . . . . . . . 237--237
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Kameo Matusita and
Chikio Hayashi and
Masatugu Isida and
Hirobumi Uzawa and
Hirosi Hudimoto and
Hirotugu Akaike and
Tosio Uematu Some problems of sampling in the forest
survey . . . . . . . . . . . . . . . . . 1--23
Sumiyasu Yamamoto On the theory of sampling with
probabilities proportionate to given
values . . . . . . . . . . . . . . . . . 25--38
Minoru Siotani The significance of the discordant
variance estimates . . . . . . . . . . . 39--55
B. M. Bennett Note on the moments of the logarithmic
non-central $ \chi^2 $ and $z$
distributions . . . . . . . . . . . . . 57--61
B. M. Bennett On the joint distribution of the mean
and standard deviation . . . . . . . . . 63--66
Kameo Matusita and
Hirotugu Akaike Decision rules, based on the distance,
for the problems of independence,
invariance and two samples . . . . . . . 67--80
Kinsaku Takano Multidimensional central limit criterion
in the case of bounded variances . . . . 81--93
Kinsaku Takano Central convergence criterion in the
multidimensional case . . . . . . . . . 95--102
G. A. Baker The effects of wide groupings on the
distributions of array means and
variances for correlated normal
variables . . . . . . . . . . . . . . . 103--106
Hirotugu Akaike Monte Carlo method applied to the
solution of simultaneous linear
equations . . . . . . . . . . . . . . . 107--113
Hitosi Kimura An approximation method in numerical
computation of the Leontief's open
input-output model . . . . . . . . . . . 115--122
Hirofumi Uzawa A generalization of Laplace criterion
for decision problems . . . . . . . . . 123--129
Akinori Muta and
Isao Higuti Shape and size distribution of carbon
black when it is crushed . . . . . . . . 131--135
Kameo Matusita and
Minoru Motoo On the fundamental theorem for the
decision rule based on distance $ ||
\hbox{~} || $ . . . . . . . . . . . . . 137--142
H. S. Konijn Some estimates which minimize the least
upper bound of a probability together
with the cost of observation . . . . . . 143--158
Hirosi Hudimoto Note on fitting a straight line when
both variables are subject to error and
some applications . . . . . . . . . . . 159--167
Minoru Motoo Some theorems on the sum of positive
random variables . . . . . . . . . . . . 169--181
Hirotugu Akaike On optimum character of von Neumann's
Monte Carlo model . . . . . . . . . . . 183--193
Hirofumi Uzawa On intertemporal efficiency conditions
of capital accumulation (I) . . . . . . 195--204
Hitosi Kimura On the errors of outputs due to errors
of technical coefficients in Leontief's
open input-output models . . . . . . . . 205--213
Sigeki Sakino Determination of the target size by the
indirect action of irradiation . . . . . 215--220
Sigeki Sakino and
Umeji Hirata and
Kameo Matusita and
Hirotugu Akaike Errata . . . . . . . . . . . . . . . . . 221--221
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Minoru Siotani On the distributions of the Hotelling's
$ T^2 $-statistics . . . . . . . . . . . 1--14
Benjamin Epstein Simple estimators of the parameters of
exponential distributions when samples
are censored . . . . . . . . . . . . . . 15--26
Hirojiro Aoyama On the evaluation of the sampling error
of a certain determinant . . . . . . . . 27--33
Hirofumi Uzawa Note on preference and axioms of choice 35--40
B. M. Bennett On confidence limits for the ratio of
regression coefficients . . . . . . . . 41--43
B. M. Bennett On the use of preliminary tests in
certain statistical procedures . . . . . 45--52
Hirotugu Akaike On the distribution of the product of
two $ \Gamma $-distributed variables . . 53--54
Isao Higuti Note on the sums of the independent
variates of K. Pearson's type $V$ . . . 55--59
Yukio Suzuki Note on optimal machine setting . . . . 61--64
Hitosi Kimura Errata . . . . . . . . . . . . . . . . . 65--65
Kameo Matusita Decision rule, based on the distance,
for the classification problem . . . . . 67--77
John E. Walsh Validity of approximate normality values
for $ \mu \pm k \sigma $ areas of
practical type continuous populations 79--86
Hirotugu Akaike On a zero-one process and some of its
applications . . . . . . . . . . . . . . 87--94
Minoru Siotani Order statistics for discrete case with
a numerical application to the binomial
distribution . . . . . . . . . . . . . . 95--104
Hirosi Hudimnoto On the distribution-free classification
of an individual into one of two groups 105--112
Isao Higuti Note on the decision of optimal
tolerance in the design of a simple
random assembling . . . . . . . . . . . 113--118
Masatugu Isida and
Hiroji Ikeda Random number generator . . . . . . . . 119--126
Kameo Matusita and
Hitosi Kimura and
H. S. Konijn and
Isao Higuti Errata . . . . . . . . . . . . . . . . . 127--127
Hirojiro Aoyama Sampling fluctuations of the test
reliability . . . . . . . . . . . . . . 129--143
Minoru Motoo On the Hoeffding's combinatrial central
limit theorem . . . . . . . . . . . . . 145--154
Masaaki Sibuya and
Hideo Toda Tables of the probability density
function of range in normal samples . . 155--165
John E. Walsh Nonparametric mean estimation of
percentage points and density function
values . . . . . . . . . . . . . . . . . 167--180
Sigeki Nisihira Cross-national comparative study on
social stratification and social
mobility . . . . . . . . . . . . . . . . 181--191
B. M. Bennett Tests for linearity of regression
involving correlated observations . . . 193--195
Isao Higuti Errata . . . . . . . . . . . . . . . . . 195--195
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Keiiti Isii Some investigations of the Relation
between distribution functions and their
moments . . . . . . . . . . . . . . . . 1--11
Hirotugu Akaike On Ergodic property of a Tandem type
Queueing process . . . . . . . . . . . . 13--21
Hirojiro Aoyama On a certain Statistic in a Social group 23--30
Hirosi Hudimoto A Note on the probability of the correct
classification when the distributions
are not specified . . . . . . . . . . . 31--36
Yukio Suzuki On scheduling of overtime Work . . . . . 37--42
Louis Gold Generalized Poisson distributions . . . 43--47
Chikio Hayashi Note on sampling from a Sociometric
pattern . . . . . . . . . . . . . . . . 49--52
Kinsaku Takano On the basic theorems of information
theory . . . . . . . . . . . . . . . . . 53--77
Henry Teicher ''On the Convergence of projected
distributions'' . . . . . . . . . . . . 79--86
Tosio Uematu On the Traffic Control at an
intersection controlled by the repeated
fixed-cycle traffic Lights . . . . . . . 87--107
Vladimír Malý The comparing of two methods in
Microbiology . . . . . . . . . . . . . . 109--115
Goro Ishii Test of fit in life test . . . . . . . . 117--125
John E. Walsh Further consideration of normality
values for $ \mu \pm k \delta $ areas of
continuous populations . . . . . . . . . 127--129
Hirotugu Akaike Errata . . . . . . . . . . . . . . . . . 130--130
Yukio Suzuki Discrete decision problems . . . . . . . 131--148
Yasushi Taga and
Tatsuzo Suzuki On the estimation of average length of
chains in the communication-pattern . . 149--156
Minoru Siotani Note on the utilization of the
generalized Student ratio in the
analysis of variance or dispersion . . . 157--171
Keiiti Isii Note on a characterization of unimodal
distributions . . . . . . . . . . . . . 173--184
John E. Walsh Efficient small sample nonparametric
median tests with bounded significance
levels . . . . . . . . . . . . . . . . . 185--199
Hitisi Kimura A remark on price analysis in Leontief's
open input-output model . . . . . . . . 201--213
Paul R. Rider Generalized Cauchy distributions . . . . 215--223
Masaaki Sibuya Modal intervals for chi-square
distributions . . . . . . . . . . . . . 225--236
Goro Ishii Errata . . . . . . . . . . . . . . . . . 236--236
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Kameo Matusita Kinsaku Takano 1915--1958 . . . . . . . i--ii
Hirotugu Akaike On a computation method for eigenvalue
problems and its application to
statistical analysis . . . . . . . . . . 1--20
Minoru Motoo Proof of the law of iterated logarithm
through diffusion equation . . . . . . . 21--28
Masashi Okamoto Some inequalities relating to the
partial sum of binomial probabilities 29--35
Goro Ishii Kolmogorov--Smirnov test in life test 37--46
Minoru Siotani and
Masaru Ozawa Tables for testing the homogeneity of
$k$ independent binomial experiments on
a certain event based on the range . . . 47--63
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Keiiti Isii On a method for generalizations of
Tchebycheff's inequality . . . . . . . . 65--88
Yukio Suzuki Note on linear programming . . . . . . . 89--105
Herbert T. David and
Edward A. Fay and
John E. Walsh Acceptance inspection by variables when
the measurements are subject to error 107--129
Tosio Uematu Note on the numerical computation in the
discrimination problem . . . . . . . . . 131--135
Toshio Yokota Stochastic methods of solving partial
integro-differential equations and their
application to non-stationary Markoff
process: I . . . . . . . . . . . . . . . 137--161
Hirojiro Aoyama On the evaluation of the risk index of
the railroad crossing . . . . . . . . . 163--180
Hitisi Kimura Errata . . . . . . . . . . . . . . . . . 181--181
Masashi Okamoto Errata . . . . . . . . . . . . . . . . . 181--181
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Minoru Siotani The extreme value of the generalized
distances of the individual points in
the multivariate normal sample . . . . . 183--208
Masaaki Sibuya and
Toshiro Haga Orthogonal polynomials without constant
term . . . . . . . . . . . . . . . . . . 209--222
John E. Walsh Large sample nonparametric rejection of
outlying observations . . . . . . . . . 223--232
Hirotugu Akaike On the statistical control of the gap
process . . . . . . . . . . . . . . . . 233--259
Sigeki Sakino and
Chikio Hayashi On the analysis of epidemic model I
(theoretical approach) . . . . . . . . . 261--275
Meyer Dwass Multiple confidence procedures . . . . . 277--282
Kunio Odaka and
Sigeki Nisihira Some factors related to social mobility
in Japan . . . . . . . . . . . . . . . . 283--288
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Hirotugu Akaike On a successive transformation of
probability distribution and its
application to the analysis of the
optimum gradient method . . . . . . . . 1--16
Goro Ishii On the exact probabilities of Renyi's
tests . . . . . . . . . . . . . . . . . 17--24
Yasushi Taga and
Keiiti Isii On a stochastic model concerning the
pattern of communication . . . . . . . . 25--43
Milos Jílek and
Otakar Líkar Coefficients for the determination of
one-sided tolerance limits of normal
distribution . . . . . . . . . . . . . . 45--48
Minoru Motoo Some evaluations for continuous Monte
Carlo method by using Brownian hitting
process . . . . . . . . . . . . . . . . 49--54
Om P. Aggarwal and
Irwin Guttman Tables of the cumulative distribution
functions of samples from symmetrically
truncated normal distributions . . . . . 55--68
I. Richard Savage Notice . . . . . . . . . . . . . . . . . 69--69
John E. Walsh and
Hirotugu Akaike and
Sigeki Sakino and
Chikio Hayashi Errata . . . . . . . . . . . . . . . . . 70--70
Yukio Suzuki On sampling inspection plans . . . . . . 71--79
John E. Walsh Nonparametric properties of some maximum
likelihood estimates for median of
symmetrical population . . . . . . . . . 81--88
Keiiti Isii Bounds on probability for non-negative
random variables . . . . . . . . . . . . 89--99
Frank A. Haight The generalized Poisson distribution . . 101--105
Masashi Okamoto A convergence theorem for discrete
probability distributions . . . . . . . 107--112
Hirosi Hudimoto On a two-sample non-parametric test in
the case that ties are present . . . . . 113--120
Sadao Ikeda A note on the normal approximation to
the sum of independent random variables 121--130
Sadao Ikeda Continuity and characterization of
Shannon--Wiener information measure for
continuous probability distributions . . 131--144
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Hirotugu Akaike Effect of timing-error on the power
spectrum of sampled-data . . . . . . . . 145--165
Minoru Siotani Notes on multivariate confidence bounds 167--182
John E. Walsh Nonparametric tests for median by
interpolation from sign tests . . . . . 183--188
A. Clifford Cohen, Jr. Estimation in the Poisson distribution
when sample values of $ c + 1 $ are
sometimes erroneously reported as $c$ 189--193
Masaaki Sibuya Bivariate extreme statistics, I . . . . 195--210
Toshiro Haga A two-sample rank test on location . . . 211--219
Minoru Siotani and
Masaru Ozawa and
Masashi Okamoto Errata . . . . . . . . . . . . . . . . . 220--220
Anonymous Help & Contacts . . . . . . . . . . . . . ??
C. Hayashi and
H. Aoyama and
M. Isida and
S. Nisihira and
Y. Taga and
M. Tutumi and
H. Akaike and
T. Uematu and
T. Taguti and
T. Suzuki and
K. Ôisi A study of Japanese national character 1--30
Sigeki Nisihira Quelques comparaisons internationales
des attitudes sociales. (French) [Some
international comparisons of social
attitudes] . . . . . . . . . . . . . . . 31--38
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Hirotugu Akaike and
Yaeko Saigusa On a min-max theorem and some of its
applications . . . . . . . . . . . . . . 1--5
Hirotugu Akaike On a limiting process which
asymptotically produces $ f^{-2} $
spectral density . . . . . . . . . . . . 7--11
J. R. Crawford and
John E. Walsh Empirical examination of Edgeworth
series . . . . . . . . . . . . . . . . . 13--26
Hirosi Hudimoto On a coefficient of unidimensional
ordering for the individuals' attitudes 27--35
Minoru Motoo Diffusion process corresponding to $
\frac {1}{2} \sum {\frac {{\partial^2
}}{{\partial x^{i2} }}} + \sum {b^i (x)
\frac {\partial }{{\partial x^i }}} $ 37--61
Zyunsirô Higuti Remarque sur la répartition faible dans
un espace localement convexe (I).
(French) [Remark on the weak repartition
in a locally-convex space (I)] . . . . . 63--67
Goro Ishii and
Reiko Hayakawa On the compound binomial distribution 69--80
Sadao Ikeda A remark on the convergence of
Kullback--Leibler's mean information . . 81--88
Anonymous Errata . . . . . . . . . . . . . . . . . 89--89
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Edward W. Barankin Sufficient parameters: Solution of the
minimal dimensionality problem . . . . . 91--118
Keiiti Isii The extrema of probability determined by
generalized moments (I) bounded random
variables . . . . . . . . . . . . . . . 119--134
Junjiro Ogawa Determination of optimum spacings for
the estimation of the scale parameter of
an exponential distribution based on
sample quantiles . . . . . . . . . . . . 135--141
John E. Walsh Probabilities for Cramér-von
Mises--Smirnov test using grouped data 143--145
Minoru Siotani A note on the interval estimation
related to the regression matrix . . . . 147--149
Masaaki Sibuya Cutting out procedures for material with
Poisson defects . . . . . . . . . . . . 151--159
Goro Ishii Intraclass contingency tables . . . . . 161--207
Goro Ishii and
Reiko Hayakawa Errata . . . . . . . . . . . . . . . . . 208--208
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Charles E. Clark and
G. Trevor Williams Estimates from censored samples . . . . 209--226
Allan Birnbaum A multi-decision procedure related to
the analysis of single degrees of
freedom . . . . . . . . . . . . . . . . 227--236
Koiti Takahasi Model for the estimation of the size of
a population by using capture-recapture
method . . . . . . . . . . . . . . . . . 237--248
E. J. Gumbel The return period of order statistics 249--256
Isao Higuti A statistical study of random packing of
unequal spheres . . . . . . . . . . . . 257--271
Goro Ishii and
Mitsuru Yamasaki A note on the testing of homogeneity of
$k$ binomial experiments based on the
range . . . . . . . . . . . . . . . . . 273--278
Goro Ishii Corrections to ``Intraclass contingency
tables.'' The same Annals Vol., XII, No.
2 . . . . . . . . . . . . . . . . . . . 279--279
Keiiti Isii Errata . . . . . . . . . . . . . . . . . 280--280
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Paul G. Hoel Some properties of optimal spacing in
polynomial estimation . . . . . . . . . 1--8
Irwin Guttman Best populations and tolerance regions 9--26
Sadao Ikeda An application of the discrimination
information measure to the theory of
testing hypotheses. Part I . . . . . . . 27--46
C. G. Khatri On the distributions obtained by varying
the number of trials in a binomial
distribution . . . . . . . . . . . . . . 47--51
Ryoichi Shimizu A characterization of the normal
distribution . . . . . . . . . . . . . . 53--56
J. N. K. Rao On the estimate of the variance in
unequal probability sampling . . . . . . 57--60
Sadao Ikeda An application of the discrimination
information measure to the theory of
testing hypotheses. Part II . . . . . . 61--89
John R. B. Whittlesey and
Frank A. Haight Counting distributions for an Erlang
process . . . . . . . . . . . . . . . . 91--103
Junjiro Ogawa The effect of randomization on the
analysis of randomized block design . . 105--117
J. S. Rustagi Bounds for the variance of Mann--Whitney
statistic . . . . . . . . . . . . . . . 119--126
Hieotugu Akaike Undamped oscillation of the sample
autocovariance function and the effect
of prewhitening operation . . . . . . . 127--143
C. G. Khatri A note on the interval estimation
related to the Regression Matrix . . . . 145--146
Sigeki Sakino On the analysis of epidemic model II
(Theory and application) . . . . . . . . 147--163
Tosio Uematu Some models concerning statistical
treatment of a certain congestion
phenomenon . . . . . . . . . . . . . . . 165--185
Yasushi Taga On some sequential life tests . . . . . 187--199
Masao Tanaka On a confidence interval of given length
for the parameter of the binomial and
the Poisson distributions . . . . . . . 201--215
Simeon M. Berman Convergence to bivariate limiting
extreme value distributions . . . . . . 217--223
Jirí LikeS On the distribution of certain linear
functions of ordered sample from
exponential population . . . . . . . . . 225--230
Masaaki Sibuya On exponential and other random variable
generators . . . . . . . . . . . . . . . 231--237
C. G. Khatri Simultaneous confidence bounds on the
departures from a particular kind of
multicollinearity . . . . . . . . . . . 239--242
Hirojiro Aoyama Note on ordered random intervals and its
application . . . . . . . . . . . . . . 243--250
Masaaki Sibuya On a model in probit analysis . . . . . 251--257
Sadao Ikeda A note on the characterization of
Shannon--Wiener's measure of information 259--266
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Hirotugu Akaike On the design of lag window for the
estimation of spectra . . . . . . . . . 1--21
Hirotugu Akaike and
Yasufumi Yamanouchi On the statistical estimation of
frequency response function . . . . . . 23--56
C. G. Khatri A method for estimating approximately
the parameters of a certain class of
distributions from grouped observations 57--62
C. H. Kapadia Minimal sufficient statistics for the
partially balanced incomplete block
(PBIB) design with two associate classes
under an Eisenhart model II . . . . . . 63--71
Sadao Ikeda On characterization of the
Kullback--Leibler mean information for
continuous probability distributions . . 73--79
Masaaki Sibuya A method for generating uniformly
distributed points on $N$-dimensional
spheres . . . . . . . . . . . . . . . . 81--85
Masaaki Sibuya A note on the use of median ranges . . . 87--89
R. P. Pakshirajan and
S. S. Chitgopekar A note on a test procedure with a sample
from a normal population when an upper
bound to the standard deviation is known 91--93
C. G. Khatri and
S. M. Shah An inequality for balanced incomplete
block design . . . . . . . . . . . . . . 95--96
Yasushi Taga On the optimal life test procedures
based on a cost model . . . . . . . . . 97--106
Sadao Ikeda Necessary conditions for the convergence
of Kullback--Leibler's mean information 107--118
P. K. Sen On Studentized non-parametric
multi-sample location tests . . . . . . 119--131
C. G. Khatri A fitting procedure for a generalised
binomial distribution . . . . . . . . . 133--141
J. N. K. Rao On the estimation of the relative
efficiency of sampling procedures . . . 143--150
B. M. Bennett On a heuristic treatment of the `Indices
of dispersion' . . . . . . . . . . . . . 151--157
Masaaki Sibuya Further consideration on normal random
variable generator . . . . . . . . . . . 159--165
C. G. Khatri Distributions of order statistics for
discrete case . . . . . . . . . . . . . 167--171
Ryoichi Shimizu Characterization of the normal
distribution II . . . . . . . . . . . . 173--178
G. P. Patil Certain properties of the generalized
power series distribution II . . . . . . 179--182
M. V. Menon An implication of stochastic convergence 183--184
Keiiti Isii On sharpness of Tchebycheff-type
inequalities . . . . . . . . . . . . . . 185--197
Shanti S. Gupta On a selection and ranking procedure for
gamma populations . . . . . . . . . . . 199--212
A. M. Kshirsagar Effect of non-centrality on the Bartlett
decomposition of a Wishart matrix . . . 217--228
J. H. Abbott and
J. I. Rosenblatt Two stage estimation with one
observation on the first stage . . . . . 229--235
S. John On classification by the statistics $R$
and $Z$ . . . . . . . . . . . . . . . . 237--246
M. C. Jaiswal Asymptotic variances and covariances of
the moment estimates of parameters of a
truncated Pearson type III distribution 247--250
Hirojiro Aoyama Stratified random sampling with optimum
allocation for multivariate population 251--258
Mituaki Huzii On a simplified method of the estimation
of the correlogram for a stationary
Gaussian process . . . . . . . . . . . . 259--268
Sigeki Nisihira La mobilité sociale au Japon. (French)
[Social mobility in Japan] . . . . . . . 269--278
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Yasushi Taga On the limiting distributions in Markov
renewal processes with finitely many
states . . . . . . . . . . . . . . . . . 1--10
M. M. Rao Discriminant analysis . . . . . . . . . 11--24
P. V. Rao The $F$-test in the Intrablock analysis
of a class of PBIB designs . . . . . . . 25--36
Samir Kumar Bhattacharya and
Mahabaleshwara Holla Bivariate life-testing models for two
component systems . . . . . . . . . . . 37--43
J. R. Blum and
Judah Rosenblatt On estimating quantiles . . . . . . . . 45--50
D. G. Kabe Estimation of a set of fixed variates
for observed values of dependent
variates with normal multivariate
regression models subjected to linear
restrictions . . . . . . . . . . . . . . 51--59
Masaaki Sibuya Randomized unbiased estimation of
restricted parameters . . . . . . . . . 61--66
J. N. K. Rao On two systems of unequal probability
sampling without replacement . . . . . . 67--72
Shunro Takamatsu On the come-and-stay interarrival time
in a modified queueing system M/G/1 . . 73--78
H. S. Konijn Minimax interval estimates with a
shortness criterion: A new formulation 79--81
Zakkula Govindarajulu and
Yukio Suzuki A note on an identity involving binomial
coefficients . . . . . . . . . . . . . . 83--85
Sadao Ikeda Asymptotic equivalence of probability
distributions with applications to some
problems of asymptotic independence . . 87--116
P. K. Sen On weighted rank-sum tests for
dispersion . . . . . . . . . . . . . . . 117--135
David G. Kendall Information theory and the limit-theorem
for Markov chains and processes with a
countable infinity of states . . . . . . 137--143
L. R. Shenton A note on bounds for the asymptotic
sampling variance of the maximum
likelihood estimator of a parameter in
the negative binomial distribution . . . 145--151
John E. Walsh Bounded probability properties of
Kolmogorov--Smirnov and similar
statistics for discrete data . . . . . . 153--158
Giitiro Suzuki On a functional transform . . . . . . . 159--165
Keiiti Isii On a limit theorem for a stochastic
process related to quantum biophysics of
vision . . . . . . . . . . . . . . . . . 167--175
Lionel Weiss Sequential Bayes procedures which never
observe more than a bounded number of
observations . . . . . . . . . . . . . . 177--185
Yasushi Taga On high order moments of the number of
renewals . . . . . . . . . . . . . . . . 187--196
Charles E. Clark Sampling efficiency in Monte Carlo
analyses . . . . . . . . . . . . . . . . 197--206
Shunro Takamatsu On the come-and-stay interarrival time
in a modified queueing system GI/M/1 . . 207--213
V. Seshadri and
G. P. Patil A characterization of a bivariate
distribution by the marginal and the
conditional distributions of the same
component . . . . . . . . . . . . . . . 215--221
Anonymous Help & Contacts . . . . . . . . . . . . . ??
F. J. Anscombe Normal likelihood functions . . . . . . 1--19
Kenneth J. Arrow Optimal capital policy, the cost of
capital, and myopic decision rules . . . 21--30
Herman Chernoff Estimation of the mode . . . . . . . . . 31--41
William G. Cochran Comparison of two methods of handling
covariates in discriminatory analysis 43--53
W. S. Connor and
Gertrude M. Cox Methodology for estimating reliability 55--67
Louis Guttman Deviation theory for dichotomies . . . . 69--78
J. Klefer and
J. Wolfowitz Optimum extrapolation and interpolation
designs, I . . . . . . . . . . . . . . . 79--108
P. A. P. Moran On the range of cumulative sums . . . . 109--112
Sigeki Nisihira L'opinion publique des japonais au
milieu du vingtiéme siécle. (French)
[Japanese public opinion in the
Twentieth Century] . . . . . . . . . . . 113--128
Alfréd Rényi On an extremal property of the Poisson
process . . . . . . . . . . . . . . . . 129--133
Mlnoru Slotani Tolerance regions for a multivariate
normal population . . . . . . . . . . . 135--153
Charles Stein Inadmissibility of the usual estimator
for the variance of a normal
distribution with unknown mean . . . . . 155--160
Yukio Suzuki On the use of some extraneous
information in the estimation of the
coefficients of regression . . . . . . . 161--173
Hirojiro Aoyama On an analysis of natural disaster on
the railway . . . . . . . . . . . . . . 175--184
Edward W. Barankin Probability and the east . . . . . . . . 185--230
Chikio Hayashi Multidimensional quantification of the
data obtained by the method of paired
comparison . . . . . . . . . . . . . . . 231--245
Hirosi Hudimoto On a distribution-free two-way
classification . . . . . . . . . . . . . 247--253
Masatugu Isida 10,000 Spots forest survey . . . . . . . 255--276
Keiiti Isii Inequalities of the types of Chebyshev
and Cramér--Rao and mathematical
programming . . . . . . . . . . . . . . 277--293
J. Klefer and
J. Wolfowitz Optimum extrapolation and interpolation
designs II . . . . . . . . . . . . . . . 295--303
Kameo Matusita Distance and decision rules . . . . . . 305--315
Mlnoru Motoo The sweeping-out of additive functionals
and processes on the boundary . . . . . 317--345
Sigeki Nisihira L'opinion publique des japonais, II au
milieu du vingti\`eme si\`ecle. (French)
[Japanese public opinion in the
Twentieth Century, II] . . . . . . . . . 347--367
Junjiro Ogawa and
Sadao Ikeda On the asymptotic distribution of the
likelihood ratio under the regularity
conditions due to Doob . . . . . . . . . 369--385
Ryoichi Skimizu On the decomposition of infinitely
divisible characteristic functions with
a continuous Poisson spectrum . . . . . 387--407
Masaaki Sibuya and
Isao Yoshimura and
Ryoichi Shimizu Negative multinomial distribution . . . 409--426
Yasushi Taga A note on the degree of normal
approximation to the distribution
function of the mean of samples from
finite populations . . . . . . . . . . . 427--430
Tosio Uematu On a multidimensional linear
discriminant function . . . . . . . . . 431--437
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Chooichiro Asano On estimating multinomial probabilities
by pooling incomplete samples . . . . . 1--13
B. V. Sukhatme and
M. S. Avadhani Controlled selection a technique in
random sampling . . . . . . . . . . . . 15--28
R. C. Patel Estimates of parameters of truncated
inverse Gaussian distribution . . . . . 29--33
P. R. Krishnaiah On the simultaneous ANOVA and MANOVA
tests . . . . . . . . . . . . . . . . . 35--53
B. M. Bennett On multivariate signed rank tests . . . 55--61
J. N. Srivastava A multivariate extension of the
Gauss--Markov theorem . . . . . . . . . 63--66
Takesi Hayakawa and
D. G. Kabe On testing the hypothesis that
submatrices of the multivariate
regression matrices of $k$ populations
are equal . . . . . . . . . . . . . . . 67--73
D. G. Kabe On the noncentral distribution of Rao's
$U$ statistic . . . . . . . . . . . . . 75--80
A. K. P. C. Swain A lower bound to the probability of
variance ratio . . . . . . . . . . . . . 81--84
K. V. Mardia Tippett's formulas and other results on
sample range and extremes . . . . . . . 85--91
A. P. Basu On characterizing the exponential
distribution by order statistics . . . . 93--96
S. K. Bhattacharya and
M. S. Holla On a life test distribution with
stochastic deviations in the mean . . . 97--104
Yasushi Taga The optimal sampling procedure for
estimating the mean of stationary Markov
processes . . . . . . . . . . . . . . . 105--112
Ryoichi Shimizu Certain class of infinitely divisible
characteristic functions . . . . . . . . 115--132
M. M. Rao Existence and determination of optimal
estimators relative to convex loss . . . 133--147
Kumaichi Kusumoto A Necessary condition for the existence
of regular and symmetrical PBIB designs
of $ T_3 $ type . . . . . . . . . . . . 149--165
P. R. Krishnaiah On a multivariate generalization of the
simultaneous analysis of variance test 167--173
C. G. Khatri A note on the confidence bounds for the
characteristic roots of dispersion
matrices of normal variates . . . . . . 175--183
Hirotugu Akaike On the statistical estimation of the
frequency response function of a system
having multiple input . . . . . . . . . 185--210
T. Krishnan Truncation in quantal assay . . . . . . 211--231
P. K. Sen On some asymptotic properties of a class
of non-parametric tests based on the
number of rare exceedances . . . . . . . 233--255
Koiti Takahasi Note on the multivariate Burr's
distribution . . . . . . . . . . . . . . 257--260
Nariaki Sugiura An example of the two-sided Wilcoxon
test which is not unbiased . . . . . . . 261--263
H. W. Gould An identity involving Stirling numbers 265--269
Giitiro Suzuki A consistent estimator for the mean
deviation of the Pearson type
distribution . . . . . . . . . . . . . . 271--285
A. R. Kamat A Property of the mean deviation (Of
some discrete distributions) . . . . . . 287--293
Sadao Ikeda On Bouman--Velden--Yamamoto's asymptotic
evaluation formula for the probability
of visual response in a certain
experimental research in
quantum-biophysics of vision . . . . . . 295--310
M. A. Hanson Inequality constrained maximum
likelihood estimation . . . . . . . . . 311--321
Madan L. Puri On some tests of homogeneity of
variances . . . . . . . . . . . . . . . 323--330
Chooichiro Asano Runs test for a circular distribution
and a table of probabilities . . . . . . 331--346
A. M. Kshirsagar and
R. P. Gupta The goodness of fit of two (or more)
hypothetical principal components . . . 347--356
R. R. Hocking The distribution of a projected least
squares estimator . . . . . . . . . . . 357--362
M. Samanta A Note on the problem of optimum
truncation of a bivariate population in
stratified random sampling . . . . . . . 363--375
M. S. Holla and
S. K. Bhattacharya On a discrete compound distribution . . 377--384
Satoki Ninomija Über eine numerische Methode zur Auflösung
der komplexen Gleichungen. (German) [On
a numerical method for solution of
complex equations] . . . . . . . . . . . 385--398
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Tokitake Kusama On classes of Bayes solutions . . . . . 1--11
M. H. DeGroot Optimal allocation of observations . . . 13--28
Giitiro Suzuki On the Glivenko--Cantelli theorem . . . 29--37
G. P. Patil and
J. K. Wani Minimum variance unbiased estimation of
the distribution function admitting a
sufficient statistic . . . . . . . . . . 39--47
Ryoichi Shimizu Remarks on sufficient statistics . . . . 49--55
J. N. Srivastava and
R. C. Bose Some economic partially balanced $ 2^m $
factorial fractions . . . . . . . . . . 57--73
C. G. Khatri A note on a MANOVA model applied to
problems in growth curve . . . . . . . . 75--86
P. K. Sen and
Z. Govindarajulu On a class of $c$-sample weighted
rank-sum tests for location and scale 87--105
S. M. Shah and
M. C. Jaiswal Estimation of parameters of doubly
truncated normal distribution from first
four sample moments . . . . . . . . . . 107--111
R. P. Bland and
D. B. Owen A note on singular normal distributions 113--116
T. J. Rao On certain unbiased ratio estimators . . 117--121
Hirotugu Akaike Note on higher order spectra . . . . . . 123--126
Giitiro Suzuki Discrete compound decision problem . . . 127--139
Tokitake Kusama Remarks on admissibility of decision
functions . . . . . . . . . . . . . . . 141--148
Lionel Weiss On the asymptotic power of Cramér--von
Mises tests of fit . . . . . . . . . . . 149--153
S. Kaufman Asymptotic efficiency of the maximum
likelihood estimator . . . . . . . . . . 155--178
Theophilos Cacoullos Estimation of a multivariate density . . 179--189
Takesi Hayakawa On the distribution of a quadratic form
in a multivariate normal sample . . . . 191--201
Harold Ruben On the simultaneous stabilization of
variances and covariances . . . . . . . 203--210
U. N. Bhat The queue gi/m/2 with service rate
depending on the number of busy servers 211--221
D. N. Shanbhag On congestion systems with negative
exponential desired service time
distributions . . . . . . . . . . . . . 223--228
Yukio Suzuki On sequential decision problems with
delayed observations . . . . . . . . . . 229--267
Hlrotugu Akaike On the use of non--Gaussian process in
the identification of a linear dynamic
system . . . . . . . . . . . . . . . . . 269--276
N. Singh Kambo and
Samuel Kotz On exponential bounds for binomial
probabilities . . . . . . . . . . . . . 277--287
E. B. Cobb and
Bernard Harris An asymptotic lower bound for the
entropy of discrete populations with
application to the estimation of entropy
for approximately uniform populations 289--297
M. S. Srivastava On a multivariate slippage problem. I 299--305
Khursheed Alam and
M. Haseeb Rizvi Selection from multivariate normal
populations . . . . . . . . . . . . . . 307--318
Pranab Kumar Sen On nonparametric simultaneous confidence
regions and tests for the one criterion
analysis of variance problem . . . . . . 319--336
J. T. Chu and
K. Ya'Coub Quadratic order estimates and moments of
normal order statistics . . . . . . . . 337--341
H. S. Konijn Non-existence of consistent estimator
sequences and unbiased estimators: a
practical example . . . . . . . . . . . 343--350
J. R. Blum and
Judah Rosenblatt On some statistical problems requiring
purely sequential sampling schemes . . . 351--355
Satya D. Dubey Compound Pascal distributions . . . . . 357--365
D. G. Kabe Dirichlet's transformation and
distributions of linear functions of
ordered gamma variates . . . . . . . . . 367--374
C. G. Khatri A note on a large sample distribution of
a transformed multiple correlation
coefficient . . . . . . . . . . . . . . 375--380
Giitiro Suzuki Corrections to ``On the
Glivenko--Cantelli theorem'' . . . . . . 381--381
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Takesi Hayakawa On the distribution of the maximum
latent root of a positive definite
symmetric random matrix . . . . . . . . 1--17
Umesh D. Naik Bayes rules for comparisons of scale
parameters of certain distributions . . 19--37
Tosiaki Kori On the resolvent of a Brownian motion
with drift . . . . . . . . . . . . . . . 39--53
S. Subba Rao Queueing models with balking and
reneging . . . . . . . . . . . . . . . . 55--71
Kumaichi Kusumoto Association schemes of new types and
necessary conditions for existence for
regular and symmetrical PBIB designs
with those association schemes . . . . . 73--100
Yasushi Taga On optimum stratification for the
objective variable based on concomitant
variables using prior information . . . 101--129
M. S. Chikkagoudar Two-phase sampling for PPS estimation 131--142
C. G. Khatri and
K. C. S. Pillai On the moments of traces of two matrices
in multivariate analysis . . . . . . . . 143--156
R. P. Gupta Latent roots and vectors of a Wishart
matrix . . . . . . . . . . . . . . . . . 157--165
K. C. Sreedharan Pillai and
Arjun K. Gupta On the distribution of the second
elementary symmetric function of the
roots of a matrix . . . . . . . . . . . 167--179
Kameo Matusita On the notion of affinity of several
distributions and some of its
applications . . . . . . . . . . . . . . 181--192
L. Weiss and
J. Wolfowitz Maximum probability estimators . . . . . 193--206
Bernt P. Stigum A decision theoretic approach to time
series analysis . . . . . . . . . . . . 207--243
Minoru Siotani Some applications of Loewner's ordering
on symmetric matrices . . . . . . . . . 245--259
Khursheed Alam A two-sample estimate of a common mean 261--270
Khursheed Alam A two-sample estimate of the largest
mean . . . . . . . . . . . . . . . . . . 271--283
Madan L. Puri Combining independent one-sample tests
of significance . . . . . . . . . . . . 285--300
Umesh D. Naik On bilateral and unilateral statistics
for tests concerning means of normal
populations . . . . . . . . . . . . . . 301--312
Junjiro Ogawa and
Sadao Ikeda and
Motoyasu Ogasawara On the null-distribution of the
$F$-statistics for testing a `partial'
null-hypothesis in a randomized
partially balanced incomplete block
design with $m$ associate classes under
the Neyman model . . . . . . . . . . . . 313--330
M. N. Das and
A. Dey Group-divisible rotatable designs . . . 331--347
P. V. Rao The effect of truncation on the $F$-test
for a class of PBIB designs . . . . . . 349--354
S. James Press On the sample covariance from a
bivariate normal distribution . . . . . 355--361
Chikio Hayashi Note on multidimensional quantification
of data obtained by paired comparison 363--365
James M. Dickey A Bayesian hypothesis-decision procedure 367--369
Yukio Suzuki Corrections to ``On sequential decision
problems with delayed observations'' . . 371--371
Yasushi Taga Corrections to ``On optimum
stratification for the objective
variable based on concomitant variables
using prior information'' . . . . . . . 372--372
Giitiro Suzuki On exact probabilities of some
generalized Kolmogorov's $D$-statistics 373--388
Lionel Weiss Some properties of a class of tests of
fit . . . . . . . . . . . . . . . . . . 389--399
M. M. Ali and
L. K. Chan Ban linear estimates of the parameters
of the normal distribution from censored
samples . . . . . . . . . . . . . . . . 401--411
Milan K. Gupta Unbiased estimate for $ 1 / p $ . . . . 413--416
J. N. Srivastava On the extension of Gauss--Markov
theorem to complex multivariate linear
models . . . . . . . . . . . . . . . . . 417--437
Nobuyuki Nakajima and
Keiiti Isii Multidimensional tolerance regions based
on a large sample . . . . . . . . . . . 439--449
Pranab Kumar Sen On some nonparametric generalizations of
Wilks' tests for $ H_M $, H$_{VC}$ and $
H_{MVC}$, I . . . . . . . . . . . . . . 451--471
M. S. Srivastava Classification into multivariate normal
populations when the population means
are linearly restricted . . . . . . . . 473--478
Kimio Kazi Kolmogorov's $ \epsilon $-entropy of
some Gaussian processes . . . . . . . . 479--503
Armand V. Smith Comparison of two Bernoulli processes by
multiple stage sampling using Bayesian
decision theory . . . . . . . . . . . . 505--518
Jean D. Gibbons Correlation coefficients between
nonparametric tests for location and
scale . . . . . . . . . . . . . . . . . 519--526
M. F. Neuts and
S. Zacks On mixtures of $ \chi^2$- and
$F$-distributions which yield
distributions of the same family . . . . 527--536
Paul L. Meyer A note on the sum of Poisson
probabilities and an application . . . . 537--542
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Koiti Takahasi and
Kazumasa Wakimoto On unbiased estimates of the population
mean based on the sample stratified by
means of ordering . . . . . . . . . . . 1--31
Goro Ishii Minimax invariant prediction regions . . 33--53
Hirotugu Akaike On the use of an index of bias in the
estimation of power spectra . . . . . . 55--69
Yukio Suzuki On testing certain hypotheses . . . . . 71--78
Noel S. Bartlett and
Zakkula Govindarajulu Some distribution-free statistics and
their application to the selection
problem . . . . . . . . . . . . . . . . 79--97
Madan L. Puri Multi-sample scale problem: Unknown
location parameters . . . . . . . . . . 99--106
Tokio Taguchi Concentration-curve methods and
structures of skew populations . . . . . 107--141
C. G. Khatri A note on exact moments of ARC sine
correlation coefficient with the help of
characteristic function . . . . . . . . 143--149
M. S. Holla Discrete distributions with prior
information . . . . . . . . . . . . . . 151--157
T. J. Rao On the allocation of sample size in
stratified sampling . . . . . . . . . . 159--166
Chikio Hayashi Corrections to ``Multidimensional
quantification of the data obtained by
the method of paired comparison'' . . . 167--167
Minoru Siotani Cancellation of section 5 of ``Some
applications of Loewner's ordering on
symmetric matrices'' . . . . . . . . . . 168--168
Hirosi Hudimoto On the empirical Bayes procedure . . . . 169--185
Ryoichi Shimizu Characteristic functions satisfying a
functional equation (I) . . . . . . . . 187--209
Chikio Hayashi Response errors and biased information 211--228
Zakkula Govindarajulu Distribution-free confidence bounds for
$ P(X < Y) $ . . . . . . . . . . . . . . 229--238
G. P. Bhattacharjee Non-normality and heterogeneity in two
sample $t$-test . . . . . . . . . . . . 239--254
D. V. Gokhale On asymptotic relative efficiencies of a
class of rank tests for independence of
two variables . . . . . . . . . . . . . 255--261
L. D. Broemeling and
H. O. Hartley Investigations of the optimality of a
confidence region for the parameters of
a non-linear regression model . . . . . 263--269
Hirotugu Akaike Low pass filter design . . . . . . . . . 271--297
G. K. Bhattacharyya Robust estimates of linear trend in
multivariate time series . . . . . . . . 299--310
B. L. S. Prakasa Rao and
Herman Rubin A property of the log-likelihood-ratio
process for Gaussian processes . . . . . 311--314
C. C. Heyde On the growth of a random walk . . . . . 315--321
R. J. Griego A note on projections of continuous
additive functionals . . . . . . . . . . 323--326
S. W. Dharmadhikari A uniqueness result for compound normal
and compound exponential distributions 327--329
M. S. Holla and
S. K. Bhattacharya On a compound Gaussian distribution . . 331--336
M. N. Das and
A. Dey Corrections to ``Group divisible
rotatable designs'' . . . . . . . . . . 337--337
Sadao Ikeda Asymptotic equivalence of real
probability distributions . . . . . . . 339--362
V. P. Godambe Bayesian sufficiency in survey-sampling 363--373
S. K. Bhattacharya Bayes approach to compound distributions
arising from truncated mixing densities 375--381
R. G. Laha and
E. Lukacs On a property of the Wiener process . . 383--389
Haruo Imai Notes on a local limit theorem for
discrete time Galton--Watson branching
processes . . . . . . . . . . . . . . . 391--410
Erin H. Moore and
Ronald Pyke Estimation of the transition
distributions of a Markov renewal
process . . . . . . . . . . . . . . . . 411--424
Hirotugu Akaike On the use of a linear model for the
identification of feedback systems . . . 425--439
Anwar Hossain Talukder Multivariate regression estimates for
finite populations . . . . . . . . . . . 441--455
A. R. Roy and
V. K. Srivastava On the estimation of generalized linear
probability model involving discrete
random variables . . . . . . . . . . . . 457--467
A. M. Kshirsagar and
P. S. Simha Analysis of a balanced incomplete
two-way design . . . . . . . . . . . . . 469--476
A. Dey and
A. K. Nigam Group divisible rotatable designs-Some
further considerations . . . . . . . . . 477--481
P. V. Rao A note on a $k$-sample model of Conover 483--487
J. T. Chu Some statistical methods for large scale
and preliminary data analyses . . . . . 489--499
V. K. Rohatgi On the rate of convergence of the range
of cumulative sums . . . . . . . . . . . 501--503
Nariaki Sugiura and
Masanori Ôtake Numerical comparison of improved methods
of testing in contingency tables with
small frequencies . . . . . . . . . . . 505--517
R. L. Thomasson and
C. H. Kapadia On estimating the parameter of a
truncated geometric distribution . . . . 519--523
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Takesi Hayakawa On the distribution of the latent roots
of a positive definite random symmetric
matrix. I . . . . . . . . . . . . . . . 1--21
C. G. Khatri Non-central distributions of $i$-th
largest characteristic roots of three
matrices concerning complex multivariate
normal populations . . . . . . . . . . . 23--32
Leon Jay Gleser and
Ingram Olkin Testing for equality of means, equality
of variances, and equality of
covariances under restrictions upon the
parameter space . . . . . . . . . . . . 33--48
K. C. Sreeharan Pillai and
Charles O. Dotson Power comparisons of tests of two
multivariate hypotheses based on
individual characteristic roots . . . . 49--66
Y. H. Asoh and
Masashi Okamoto A note on the non-null distribution of
the Wilks statistic in MANOVA . . . . . 67--71
George G. Roussas Nonparametric estimation in Markov
processes . . . . . . . . . . . . . . . 73--87
Tosio Uematu On some model of queueing system with
state-dependent service time
distributions . . . . . . . . . . . . . 89--106
Keewhan Choi Estimators for the parameters of a
finite mixture of distributions . . . . 107--116
Keewhan Choi Empirical Bayes procedure for (pattern)
classification with stochastic learning 117--125
M. C. Jaiswal and
C. G. Khatri Power function of the likelihood ratio
test when range depends upon the
parameter . . . . . . . . . . . . . . . 127--136
C. G. Khatri and
M. C. Jaiswal On testing the equality of parameters in
$k$ triangular populations with unequal
observations . . . . . . . . . . . . . . 137--148
Irwin Guttman and
Roy C. Milton Procedures for a best population problem
when the criterion of bestness involves
a fixed tolerance region . . . . . . . . 149--161
Madan Lal Puri and
Pranab Kumar Sen On the asymptotic theory of rank order
tests for experiments involving paired
comparisons . . . . . . . . . . . . . . 163--173
Nozomu Matubara On ergodic probability measures . . . . 175--183
Yoshihiro Kubokawa Finite and infinite invariant measures
for a measurable transformation . . . . 185--193
Yoshihiro Kubokawa Remarks on finite invariant measures for
one-parameter group of measurable
transformations . . . . . . . . . . . . 195--200
Samuel Kotz and
R. Srinivasan Distribution of product and quotient of
Bessel function variates . . . . . . . . 201--210
J. R. Blum and
Judah Rosenblatt Fixed precision estimation in the class
of IFR distribution . . . . . . . . . . 211--213
David R. Brillinger The calculation of cumulants via
conditioning . . . . . . . . . . . . . . 215--218
Olaf Krafft A note on exponential bounds for
binomial probabilities . . . . . . . . . 219--220
Takesi Hayakawa On the distribution of the maximum
latent root of a positive definite
symmetric random matrix . . . . . . . . 221--221
Hirosi Hudimoto Corrections to ``On the empirical Bayes
procedure (1)'' . . . . . . . . . . . . 223--223
Hirotugu Akaike A method of statistical identification
of discrete time parameter linear
systems . . . . . . . . . . . . . . . . 225--242
Hirotugu Akaike Fitting autoregressive models for
prediction . . . . . . . . . . . . . . . 243--247
Koiti Takahasi On the estimation of the population mean
based on ordered samples from an
equicorrelated multivariate distribution 249--255
Lionel Weiss The asymptotic joint distribution of an
increasing number of sample quantiles 257--263
K. M. Lal Saxena and
I. R. Savage Monotonicity of rank order likelihood
ratio . . . . . . . . . . . . . . . . . 265--275
Govind S. Mudholkar A generalized monotone character of
d.f.'s and moments of statistics from
some well-known populations . . . . . . 277--285
John E. Walsh Asymptotic independence between largest
and smallest of a set of independent
observations . . . . . . . . . . . . . . 287--289
James V. Zidek A representation of Bayes invariant
procedures in terms of Haar measure . . 291--308
K. C. Sreedharan Pillai and
Gary M. Jouris On the moments of elementary symmetric
functions of the roots of two matrices 309--320
K. C. S. Pillai and
T. Sugiyama Non-central distributions of the largest
latent roots of three matrices in
multivariate analysis . . . . . . . . . 321--327
Pranab Kumar Sen On nonparametric $T$-method of multiple,
comparisons for randomized blocks . . . 329--333
B. L. Raktoe and
W. T. Federer Some non-orthogonal unsaturated main
effect and resolution $V$ plans derived
from a one-restrictional lattice . . . . 335--342
A. Dey A note on weighing designs . . . . . . . 343--346
Kimio Kazi On the $ \epsilon $-entropy of diffusion
processes . . . . . . . . . . . . . . . 347--356
Toji Makino Investigation of the mean waiting time
for queueing system with many servers 357--366
D. N. Shanbhag A queueing system with several types of
customers . . . . . . . . . . . . . . . 367--371
A. M. Gun On the significance level of preliminary
tests in some ``TE'' procedures . . . . 373--376
Ken-ichi Inada On the stability of multisectoral growth
equilibrium . . . . . . . . . . . . . . 377--390
Ryoichi Shimizu Characteristic functions satisfying a
functional equation (II) . . . . . . . . 391--405
Hirotugu Akaike Power spectrum estimation through
autoregressive model fitting . . . . . . 407--419
Edward W. Barankin Toward the mathematics of a general
theory of behavior, 1. The lattice ${}_0
\tsade $ . . . . . . . . . . . . . . . . 421--456
Khursheed Alam and
James R. Thompson Locally averaged risk . . . . . . . . . 457--469
Goro Ishii Optimality of unbiased predictors . . . 471--488
Takemi Yanagimoto and
Masashi Okamoto Partial orderings of permutations and
monotonicity of a rank correlation
statistic . . . . . . . . . . . . . . . 489--506
J. N. Srivastava and
L. L. McDonald On the costwise optimality of
hierarchical multiresponse randomized
block designs under the trace criterion 507--514
Ravindra Singh and
B. V. Sukhatme Optimum stratification . . . . . . . . . 515--528
R. P. Pakshirajan and
N. R. Mohan A characterization of the normal law . . 529--532
Sadao Ikeda A remark on the incomparability of two
criteria for a uniform convergence of
probability measures . . . . . . . . . . 533--536
Yoshihiro Kubokawa Boundedness of a measurable
transformation and a weakly wandering
set . . . . . . . . . . . . . . . . . . 537--540
Morris Skibinsky Some known results concerning zero-one
sets . . . . . . . . . . . . . . . . . . 541--545
B. P. Lientz A note on limiting distributions of some
Rényi-type statistics . . . . . . . . . . 547--550
D. G. Kabe Some distribution problems of order
statistics from discrete populations . . 551--556
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Kameo Matusita Zyoiti Suetuna, 1898--1970 . . . . . . . v--vi
Nobuo Inagaki On the limiting distribution of a
sequence of estimators with uniformity
property . . . . . . . . . . . . . . . . 1--13
Kazumasa Wakimoto On unbiased estimation of the population
variance based on the stratified random
sample . . . . . . . . . . . . . . . . . 15--26
S. Zacks Bayes equivariant estimators of variance
components . . . . . . . . . . . . . . . 27--40
D. S. Moore Asymptotically nearly efficient
procedures for bivariate location
parameters . . . . . . . . . . . . . . . 41--49
J. K. Ghosh and
Rajinder Singh Estimation of the reciprocal of scale
parameter of a gamma density . . . . . . 51--55
Takemi Yanagimoto On measures of association and a related
problem . . . . . . . . . . . . . . . . 57--63
David G. Hoel Some modifications and applications of
Wald's OC formula . . . . . . . . . . . 65--75
A. W. Davis Further applications of a differential
equation for Hotelling's generalized $
T_0^2 $ . . . . . . . . . . . . . . . . 77--87
A. M. Mathai and
P. N. Rathie The exact distribution of Votaw's
criteria . . . . . . . . . . . . . . . . 89--116
Chien-Pai Han Distribution of discriminant function in
circular models . . . . . . . . . . . . 117--125
Khursheed Alam A two-sample procedure for selecting the
population with the largest mean from
$k$ normal populations . . . . . . . . . 127--136
Armand V. Smith, Jr. Comparison of the means of two normal
processes by multiple stage sampling
using Bayesian decision theory . . . . . 137--143
S. R. Kulkarni Locally asymptotically most powerful
tests about the effects of $K$
treatments . . . . . . . . . . . . . . . 145--158
G. M. Saha and
S. Mohanty On non-orthogonal main effect plans for
asymmetrical factorials . . . . . . . . 159--169
Stanley L. Sclove Admissibility of the maximum likelihood
estimator in the regression of two
predictands on one predictor . . . . . . 171--174
Yasuhiro Asoo Note on the estimation of the
standardized covariance matrix . . . . . 175--179
R. Shantaram and
William L. Harkness A limit theorem for a certain transform
of sums of independent random variables 181--184
Ryoichi Shimizu Corrections to ``Characteristic
functions satisfying a functional
equation (II)'' . . . . . . . . . . . . 185--186
Edward W. Barankin Toward the mathematics of a general
theory of behavior, II . . . . . . . . . 187--202
Hirotugu Akaike Statistical predictor identification . . 203--217
Hirotugu Akaike A fundamental relation between predictor
identification and power spectrum
estimation . . . . . . . . . . . . . . . 219--223
L. Weiss and
J. Wolfowitz Maximum probability estimators and
asymptotic sufficiency . . . . . . . . . 225--244
Ryoichi Shimizu On the domain of partial attraction of
semi-stable distributions . . . . . . . 245--255
Miklós Csörgö and
Mayer Alvo Distribution results and power functions
for Kac statistics . . . . . . . . . . . 257--260
Saul Blumenthal Tests of fit based on partial sums of
the ordered spacings . . . . . . . . . . 261--276
Pranab Kumar Sen On the robust-efficiency of the
combination of independent nonparametric
tests . . . . . . . . . . . . . . . . . 277--280
Pranab Kumar Sen Nonparametric inference in $n$
replicated $ 2^m$ factorial experiments 281--294
A. M. Kshirsagar Goodness of fit of an assigned set of
scores for the analysis of association
in a contingency table . . . . . . . . . 295--306
K. C. S. Pillai and
Hung C. Li Monotonicity of the power functions of
some tests of hypotheses concerning
multivariate complex normal
distributions . . . . . . . . . . . . . 307--318
Stanley L. Sclove Some remarks on normal multivariate
regression . . . . . . . . . . . . . . . 319--326
R. J. Serfling The variance function of the Erlang
process . . . . . . . . . . . . . . . . 327--337
Lajos Takács A fundamental identity in the theory of
queues . . . . . . . . . . . . . . . . . 339--348
Shunro Takamatsu Queueing processes with accumulated
service . . . . . . . . . . . . . . . . 349--379
A. Dey and
G. M. Saha Main effect plans for $ k^n $ factorials
with blocks . . . . . . . . . . . . . . 381--388
A. Dey On construction of balanced $n$-ary
block designs . . . . . . . . . . . . . 389--393
Keewhan Choi Corrections for ``Estimators for the
parameters of a finite mixture of
distributions'' . . . . . . . . . . . . 395--396
Keewhan Choi Corrections for ``Empirical Bayes
procedure for (pattern) classification
with stochastic learning'' . . . . . . . 397--398
S. R. Kulkarni A comment on the paper ``Locally
asymptotically most powerful tests about
the effects of $K$ treatments'' . . . . 399--399
Kazumasa Wakimoto Correction to ``On unbiased estimation
of the population variance based on the
stratified random sample'' . . . . . . . 400--400
M. A. H. Talukder Corrections to ``On the order of
approximation of the variance of
multivariate regression estimates (MRE)
for finite populations'' . . . . . . . . 401--401
Koiti Takahasi Estimation of several characteristics of
distributions of order statistics . . . 403--412
Koiti Takahasi Some nonparametric consistent estimates
from censored samples . . . . . . . . . 413--419
Koiti Takahasi Practical note on estimation of
population means based on samples
stratified by means of ordering . . . . 421--428
Kazumasa Wakimoto On unbiased estimation of the population
variance based on the stratified random
sample (II) . . . . . . . . . . . . . . 429--433
Sadao Ikeda and
Tadashi Matsunawa On asymptotic independence of order
statistics . . . . . . . . . . . . . . . 435--449
C. G. Khatri Further contributions to some
inequalities for normal distributions
and their applications to simultaneous
confidence bounds . . . . . . . . . . . 451--458
M. Raghavachari Multi-sample tests for scale . . . . . . 459--464
Paul R. Milch The Jacobi polynomial and some
hypergeometric type distributions . . . 465--474
D. G. Kabe Some distributions of ordered random
intervals with applications . . . . . . 475--481
V. K. Srivastava The efficiency of estimating seemingly
unrelated regression equations . . . . . 483--493
S. S. Sharma On an estimator in $ T_3 $-class of
linear estimators in sampling with
varying probabilities from a finite
population . . . . . . . . . . . . . . . 495--500
Damaraju Raghavarao Some results on tactical configurations
and non-existence of difference set
solutions for certain symmetrical PBIB
designs . . . . . . . . . . . . . . . . 501--506
J. N. Srivastava and
L. L. McDonald On the hierarchical two-response (cyclic
PBIB) designs, costwise optimal under
the trace criterion . . . . . . . . . . 507--518
B. L. Raktoe and
W. T. Federer A lower bound for the number of singular
staturated main effect plans of an $ S^m
$ factorial . . . . . . . . . . . . . . 519--525
Mituaki Huzii On the variance of a simplified estimate
of correlogram . . . . . . . . . . . . . 527--534
H. I. Patel The choice of optimum scores in a Markov
chain of order one . . . . . . . . . . . 535--538
V. K. Rohatgi On the strong law . . . . . . . . . . . 539--541
Masaaki Sibuya Subclasses of generalized inverses of
matrices . . . . . . . . . . . . . . . . 543--556
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Kazuo Noda and
Yasushi Taga Minimax estimation method for the
optimum decomposition of a sample space
based on prior information . . . . . . . 1--29
Chikio Hayashi Response reliability and attitude
change-Supplement to response errors and
biased information . . . . . . . . . . . 31--34
Edward W. Barankin Toward the mathematics of a general
theory of behavior, III the flanking
heredity theorem . . . . . . . . . . . . 35--65
Irwin Guttman A Bayesian analogue of Paulson's lemma
and its use in tolerance region
construction when sampling from the
multi-variate normal . . . . . . . . . . 67--76
A. K. Gupta Distribution of Wilks' likelihood-ratio
criterion in the complex case . . . . . 77--87
K. C. S. Pillai and
D. L. Young An approximation to the distribution of
the largest root of a complex Wishart
matrix . . . . . . . . . . . . . . . . . 89--96
R. P. Gupta and
D. G. Kabe Distribution of certain factors useful
in discriminant analysis . . . . . . . . 97--103
J. D. Church and
E. Benton Cobb Nonparametric estimation of the mean
using quantal response data . . . . . . 105--117
D. O. Dixon and
R. P. Bland A Bayes solution for the problem of
ranking Poisson parameters . . . . . . . 119--124
B. Harris and
C. J. Park The limiting distribution of the sample
occupancy numbers from the multinomial
distribution with equal cell
probabilities . . . . . . . . . . . . . 125--133
H. I. Patel Acknowledgement to ``The choice of
optimum scores in a Markov chain of
order one'' . . . . . . . . . . . . . . 135--135
Kameo Matusita Some properties of affinity and
applications . . . . . . . . . . . . . . 137--155
S. N. U. A. Kirmani Some limiting properties of Matusita's
measure of distance . . . . . . . . . . 157--162
Hirotugu Akaike Autoregressive model fitting for control 163--180
A. M. Mathai On the distribution of the likelihood
ratio criterion for testing linear
hypotheses on regression coefficients 181--197
M. C. Jaiswal and
C. G. Khatri On certain tests and monotonicity of
their power for the parameters involved
in the non-regular density functions . . 199--210
J. S. Mehta and
R. Srinivasan On pooling data I: Estimation of the
mean . . . . . . . . . . . . . . . . . . 211--224
Lai K. Chan Some asymptotic properties of the
linearized maximum likelihood estimate
and best linear unbiased estimate . . . 225--232
Kazumasa Wakimoto Stratified random sampling (1)
estimation of the population variance 233--252
Khursheed Alam and
James R. Thompson A selection procedure based on ranks . . 253--262
A. M. Kshirsager Recovery of inter-row and inter-column
information in two-way designs . . . . . 263--278
Bodh Raj Gulati On maximal $ (k, t)$-sets . . . . . . . 279--292
P. R. Krishnaiah and
T. C. Chang On the exact distribution of the
smallest root of the Wishart matrix
using zonal polynomials . . . . . . . . 293--295
Shun-ichi Abe Statistical analysis of reliability data
in renewal processes . . . . . . . . . . 297--320
P. Holgate On a class of psychological experiments 321--325
Kazumasa Wakimoto Stratified random sampling (II)
estimation of the population covariance 327--337
Kazumasa Wakimoto Stratified random sampling (III)
estimation of the correlation
coefficient . . . . . . . . . . . . . . 339--353
Yasushi Taga On the convergence of optimum
stratifications for empiric distribution
function in univariate case . . . . . . 355--363
Khursheed Alam and
Kenzo Seo and
James R. Thompson A sequential sampling rule for selecting
the most probable multinomial event . . 365--374
V. P. Bhapkar and
A. P. Gore Some selection procedures based on
$U$-statistics for the location and
scale problems . . . . . . . . . . . . . 375--386
Richard H. Jones Spectrum estimation with missing
observations . . . . . . . . . . . . . . 387--398
Mituaki Huzii Note on the estimation of correlogram by
using transformed variables . . . . . . 399--410
Khursheed Alam Selection from Poisson processes . . . . 411--418
N. Sedransk and
Masashi Okamoto Estimation of the probabilities of
misclassification for a linear
discriminant function in the univariate
normal case . . . . . . . . . . . . . . 419--435
V. K. Srivastava Disturbance variance estimation in
simultaneous equations by $k$-class
method . . . . . . . . . . . . . . . . . 437--449
P. R. Krishnaiah and
V. B. Waikar Simultaneous tests for equality of
latent roots against certain
alternatives-I . . . . . . . . . . . . . 451--468
Nariaki Sugiura and
Hisao Nagao Asymptotic expansion of the distribution
of the generalized variance for
noncentral Wishart matrix, when $ \Omega
= O(n) $ . . . . . . . . . . . . . . . . 469--475
Yasunori Fujikoshi Asymptotic expansions of the non-null
distributions of two criteria for the
linear hypothesis concerning complex
multivariate normal populations . . . . 477--490
A. C. Kulshreshtha and
G. M. Saha and
A. Dey On circular designs . . . . . . . . . . 491--497
G. M. Saha and
A. K. Mishra A class of three-replicate
three-associate p.b.i.b. designs . . . . 499--505
B. Harris and
C. J. Park A note on the asymptotic normality of
the distribution of the number of empty
cells in occupancy problems . . . . . . 507--513
Kenji Nagasaka On Hausdorff dimension of non-normal
sets . . . . . . . . . . . . . . . . . . 515--521
Khursheed Alam A characterization of normality . . . . 523--525
Bodh Raj Gulati Correction note to ``On maximal $ (k,
t)$-sets'' . . . . . . . . . . . . . . . 527--529
H. Akaike Correction to ``Autoregressive model
fitting for control'' . . . . . . . . . 531--531
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Takesi Hayakawa On the distribution of the latent roots
of a complex Wishart matrix (non-central
case) . . . . . . . . . . . . . . . . . 1--17
Takesi Hayakawa On the derivation of the asymptotic
distribution of the generalized
Hotelling's $ T_0^2 $ . . . . . . . . . 19--32
Sadao Ikeda and
Tadashi Matsunawa On the uniform asymptotic joint
normality of sample quantiles . . . . . 33--52
A. M. Mathai The exact non-central distribution of
the generalized variance . . . . . . . . 53--65
Hisao Nagao Non-null distributions of the likelihood
ratio criteria for independence and
equality of mean vectors and covariance
matrices . . . . . . . . . . . . . . . . 67--79
P. R. Krishnaiah and
V. B. Waikar Simultaneous tests for equality of
latent roots against certain
alternatives-II . . . . . . . . . . . . 81--85
T. Sugiyama Distributions of the largest latent root
of the multivariate complex Gaussian
distribution . . . . . . . . . . . . . . 87--94
D. G. Kabe On a generalization of Rao's $u$
statistic . . . . . . . . . . . . . . . 95--100
Miklós Csörg\Ho Distribution results for distance
functions based on the modified
empirical distribution function of M.
Kac . . . . . . . . . . . . . . . . . . 101--110
M. G. Davies The expectation of Mahalanobis'
generalized distance . . . . . . . . . . 111--125
Govind S. Mudholkar G-peakedness comparisons for random
vectors . . . . . . . . . . . . . . . . 127--135
Takashi Yanagawa and
Kazumasa Wakimoto Estimation of some functional of the
population distribution based on a
stratified random sample . . . . . . . . 137--151
M. S. Avadhani and
A. K. Srivastava A comparison of Midzuno--Sen scheme with
P.P.S. sampling without replacement and
its application to successive sampling 153--164
Z. Govindarajulu and
Jayant V. Deshpandé Random effects model: Nonparametric case 165--170
S. Kumar Trinomial group-testing with an unknown
proportion of units in the three
categories . . . . . . . . . . . . . . . 171--181
W. A. Coberly and
T. O. Lewis A note on a one-sided
Kolmogorov--Smirnov test of fit for
discrete distribution functions . . . . 183--187
James M. Davenport A note on an application of the identity
given by Govindarajulu and Suzuki . . . 189--192
Nobuo Shinozaki and
Masaaki Sibuya and
Kunio Tanabe Numerical algorithms for the
Moore--Penrose inverse of a matrix:
Direct methods . . . . . . . . . . . . . 193--203
Takesi Hayakawa On the distribution of the multivariate
quadratic form in multivariate normal
samples . . . . . . . . . . . . . . . . 205--230
Takesi Hayakawa The asymptotic distributions of the
statistics based on the complex Gaussian
distribution . . . . . . . . . . . . . . 231--244
N. Giri On testing problems concerning mean of
multivariate complex Gaussian
distribution . . . . . . . . . . . . . . 245--250
Chikio Hayashi Two dimensional quantification based on
the measure of dissimilarity among three
elements . . . . . . . . . . . . . . . . 251--257
Takemi Yanagimoto and
Masaaki Sibuya Stochastically larger component of a
random vector . . . . . . . . . . . . . 259--269
Yung Liang Tong On the consistency of single-stage
ranking procedures . . . . . . . . . . . 271--284
M. S. Srivastava Asymptotically most powerful rank tests
for regression parameters in MANOVA . . 285--297
D. S. Moore Asymptotically efficient estimation by
local location-parameter approximations 299--308
Siro Yamazoe A random observation process for
stochastic approximation . . . . . . . . 309--317
Pi-Erh Lin Rates of convergence in empirical Bayes
estimation problems: Discrete case . . . 319--325
M. V. Muddapur Bayesian estimates of parameters in some
queueing models . . . . . . . . . . . . 327--331
B. L. S. Prakasa Rao Maximum likelihood estimation for Markov
processes . . . . . . . . . . . . . . . 333--345
Ryoichi Shimizu On the decomposition of stable
characteristic functions . . . . . . . . 347--353
Tokio Taguchi On the two-dimensional concentration
surface and extensions of concentration
coefficient and Pareto distribution to
the two dimensional case --- I . . . . . 355--381
E. G. Kounias and
Bodh Raj Gulati On two level symmetrical factorial
designs . . . . . . . . . . . . . . . . 383--403
Khursheed Alam A note on a monotonicity property of a
rank order probability ratio . . . . . . 405--408
J. K. Wani and
D. G. Kabe Note on a multidimensional linear
discriminant function . . . . . . . . . 409--412
B. L. Raktoe and
W. T. Federer Addendum to ``A lower bound for the
number of singular saturated main effect
plans of an $ S^M $ factorial'' . . . . 413--413
Giitiro Suzuki Distributions of Kac-statistics . . . . 415--421
Takemi Yanagimoto and
Masaaki Sibuya Test of symmetry of a one-dimensional
distribution against positive biasedness 423--434
C. B. Bell and
Paul J. Smith Completeness theorems for characterizing
distribution-free statistics . . . . . . 435--453
M. S. Srivastava and
V. S. Taneja Some sequential procedures for ranking
multivariate normal populations . . . . 455--464
Milton Sobel and
S. P. Yen An asymptotic comparison of subset
selection procedures . . . . . . . . . . 465--468
B. M. Bennett Note on the rank sum test of Wilcoxon
under trend alternatives . . . . . . . . 469--472
A. M. Mathai and
P. N. Rathie Characterization of Matusita's measure
of affinity . . . . . . . . . . . . . . 473--483
Ravindra Singh and
B. V. Sukhatme Optimum stratification in sampling with
varying probabilities . . . . . . . . . 485--494
A. R. Roy and
V. K. Srivastava The bias of generalized double $k$-class
estimators . . . . . . . . . . . . . . . 495--508
Takesi Hayakawa Note on the asymptotic distributions of
the functions of a multivariate
quadratic form in normal sample . . . . 509--515
Nariaki Sugiura Asymptotic solutions of the
hypergeometric function$_1$ $ F_1$ of
matrix argument, useful in multivariate
analysis . . . . . . . . . . . . . . . . 517--524
A. Dey and
A. C. Kulshreshtha and
G. M. Saha Three symbol partially balanced arrays 525--528
Edward W. Barankin and
Joaquin Curiel Properties of flanking, beflanking and
enflanking . . . . . . . . . . . . . . . 529--558
Takemi Yanagimoto Families of positively dependent random
variables . . . . . . . . . . . . . . . 559--573
Haruo Imai Convergence of functional iterates for
branching processes . . . . . . . . . . 575--587
A. G. Pakes A GI\slash M\slash 1 queue with a
modified service mechanism . . . . . . . 589--597
Tokio Taguchi On the two-dimensional concentration
surface and extentions of concentration
coefficient and Pareto distribution to
the two dimensional case --- II . . . . 599--619
Nobuo Shinozaki and
Masaaki Sibuya and
Kunio Tanabe Numerical algorithms for the
Moore--Penrose inverse of a matrix:
Iterative methods . . . . . . . . . . . 621--629
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Nobuo Inagaki Asymptotic relations between the
likelihood estimating function and the
maximum likelihood estimator . . . . . . 1--26
G. G. Roussas and
A. Soms On the exponential approximation of a
family of probability measures and a
representation theorem of Hájek--Inagaki 27--39
A. H. Khan and
S. M. Ali A new coefficient of association . . . . 41--50
J. Singh and
B. N. Pandey and
K. Hirano On the utilization of a known
coefficient of kurtosis in the
estimation procedure of variance . . . . 51--55
Khursheed Alam and
James R. Thompson Some biased estimates of the mean of the
normal distribution . . . . . . . . . . 57--64
Valerie Miké Robust Pitman-type estimators of
location . . . . . . . . . . . . . . . . 65--86
John E. Walsh and
Grace J. Kelleher Nonparametric estimation of mean and
variance when a few ``sample'' values
possibly outliers . . . . . . . . . . . 87--90
Malay Ghosh On a class of asymptotically optimal
nonparametric tests for grouped data. I 91--108
Malay Ghosh On a class of asymptotically optimal
nonparametric tests for grouped data II 109--122
Malay Ghosh and
Pranab Kumar Sen On some sequential simultaneous
confidence intervals procedures . . . . 123--133
W. Y. Tan On the complex analogue of Bayesian
estimation of a multivariate regression
model . . . . . . . . . . . . . . . . . 135--152
Nariaki Sugiura Further asymptotic formulas for the
non-null distributions of three
statistics for multivariate linear
hypothesis . . . . . . . . . . . . . . . 153--163
Fumiko Hirakawa Note on the distribution of the minimum
latent root . . . . . . . . . . . . . . 165--172
Umesh D. Naik Some posterior distributions concerning
normal samples with applications to
analysis of variance model I problems 173--186
S. R. Kulkarni On tests of hypotheses about treatment
effects and treatment $X$ places
interactions, in two heteroscedastic
experiments . . . . . . . . . . . . . . 187--203
P. N. Rathie and
Pl. Kannappan An inaccuracy function of type $ \beta $ 205--214
Tokio Taguchi On the two-dimensional concentration
surface and extentions of concentration
coefficient and Pareto distribution to
the two dimensional case-III . . . . . . 215--237
Junjiro Ogawa and
Sadao Ikeda The asymptotic non-null distribution of
the $F$-static for testing a partial
null-hypothesis in a randomized PBIB
design with $m$ associate classes under
the Neyman model . . . . . . . . . . . . 239--259
Tadashi Matsunawa Uniform asymptotic joint normality of
sample quantities in censored cases . . 261--278
Thomas P. Hettmansperger On the Jodges--Lehmann approximate
efficiency . . . . . . . . . . . . . . . 279--286
Shoutir Kishore Chatterjee and
Pranab Kumar Sen On Kolmogorov--Smirnov-type tests for
symmetry . . . . . . . . . . . . . . . . 287--299
M. Samanta Efficient estimation of the location
parameters in the bivariate two sample
problem . . . . . . . . . . . . . . . . 301--319
V. K. Rohatgi and
R. T. O'Neill On sequential estimation of the mean
vector of a multinormal population . . . 321--325
Siro Yamazoe On random observation processes for
stochastic approximation . . . . . . . . 327--334
Chien-Pai Han Regression estimation for bivariate
normal distributions . . . . . . . . . . 335--344
C. G. Khatri and
M. S. Srivastava On the exact non-null distribution of
likelihood ratio criteria for covariance
matrices . . . . . . . . . . . . . . . . 345--354
H. I. Patel and
Rashid Ahmad On tests of independence for $ r \times
c $ Markovian contingency tables . . . . 355--361
S. John On inferring the probability of
misclassification by the linear
discriminant function . . . . . . . . . 363--372
Ned Glick Separation and probability of correct
classification among two or more
distributions . . . . . . . . . . . . . 373--382
J. N. Srivastava and
Lyman L. McDonald On the extensions of Gauss--Markov
theorem to subsets of the parameter
space under complex multivariate linear
models . . . . . . . . . . . . . . . . . 383--393
Takesi Hayakawa An asymptotic expansion for the
distribution of the determinant of a
multivariate quadratic form in a normal
sample . . . . . . . . . . . . . . . . . 395--406
Hisao Nagao Asymptotic expansions of the
distributions of Bartlett's test and
sphericity test under the local
alternatives . . . . . . . . . . . . . . 407--422
Yasunori Fujikoshi Asymptotic formulas for the
distributions of three statistics for
multivariate linear hypothesis . . . . . 423--437
G. M. Saha and
A. Dey On construction and uses of balanced
$n$-ary designs . . . . . . . . . . . . 439--445
Tseng C. Chang On an asymptotic distribution of the
characteristic roots of $ S_1 $ $
S_2^{-1} $ when roots are not all
distinct . . . . . . . . . . . . . . . . 447--451
Haruo Imai Remarks to a local limit theorem for
Galton--Watson processes . . . . . . . . 453--455
Nobuo Inagaki The asymptotic representation of the
Hodges--Lehmann estimator based on
Wilcoxon two-sample statistic . . . . . 457--466
Edward J. Dudewicz Maximum probability estimators for
ranked means . . . . . . . . . . . . . . 467--477
Katuomi Hirano Some properties of an estimator for the
variance of a normal distribution . . . 479--492
S. N. U. A. Kirmani On a goodness of fit test based on
Matusita's measure of distance . . . . . 493--500
Bikas Kumar Sinha Comparison of some experiments from
sufficiency consideration . . . . . . . 501--520
Keewhan Choi A consistent estimator of the parameters
of continuous compound distribution
functions . . . . . . . . . . . . . . . 521--532
David A. Harville The distribution of a truncated linear
difference between independent
chi-square variates . . . . . . . . . . 533--548
Irwin Guttman and
W. Y. Tan The use of the disguised Wishart
distribution in a Bayesian approach to
tolerance region construction . . . . . 549--556
A. M. Mathai A few remarks about some recent articles
on the exact distributions of
multivariate test criteria: I . . . . . 557--566
U. B. Paik and
W. T. Federer On construction of fractional replicates
and on aliasing schemes . . . . . . . . 567--585
D. V. Chopra and
J. N. Srivastava Optimal balanced $ 2^7 $ fractional
factorial designs of resolution $V$,
with $ N \leq 42$ . . . . . . . . . . . 587--604
G. M. Saha On construction of $ T_m $-type PBIB
designs . . . . . . . . . . . . . . . . 605--616
B. C. Gupta and
D. S. Tracy Some properties and generating function
of ordered partitions . . . . . . . . . 617--626
Ravindra Singh and
B. V. Sukhatme Optimum stratification with ratio and
regression methods of estimation . . . . 627--633
Yoshiaki Itoh On a ruin problem with interaction . . . 635--641
Dwight B. Brock and
A. M. Kshirsagar A $ \chi^2 $ goodness-of-fit test for
Markov renewal processes goodness-of-fit
test for Markov renewal processes . . . 643--654
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Giitiro Suzuki Robustness of Bayes classification
region . . . . . . . . . . . . . . . . . 1--13
Robert R. Britney and
Robert L. Winkler Bayesian point estimation and prediction 15--34
Z. Govindarajulu and
Charles Harvey Bayesian procedures for ranking and
selection problems . . . . . . . . . . . 35--53
Pranab Kumar Sen On $ L^p $-convergence of $U$-statistics 55--60
K. N. Venkataraman Convergence theorems on the least square
estimators of the structural parameters
of a linear explosive model . . . . . . 61--85
V. Susarla Rates of convergence in the
sequence-compound squared-distance loss
estimation and linear-loss two-action
problems for a family of scale parameter
exponential distributions . . . . . . . 87--102
George P. McCabe, Jr. Sequential estimation of a restricted
mean parameter of an exponential family 103--115
Nariaki Sugiura Asymptotic formulas for the
hypergeometric function $_2 F_1$ of
matrix argument, useful in multivariate
analysis . . . . . . . . . . . . . . . . 117--125
Chien-Pai Han Asymptotic distribution of discriminant
function when covariance matrices are
proportional and unknown . . . . . . . . 127--133
P. K. Sen and
P. R. Krishnaiah On a class of simultaneous rank order
tests in MANOCOVA . . . . . . . . . . . 135--145
John E. Walsh Exact investigation of all effects for
extensions of one-way ANOVA model with
random effects . . . . . . . . . . . . . 147--152
D. Raghavarao and
K. R. Aggarwal Some new series of PBIB designs and
their applications . . . . . . . . . . . 153--161
Sanpei Kageyama Note on the reduction of associate
classes for PBIB designs . . . . . . . . 163--170
A. Dey and
G. M. Saha An inequality for tactical
configurations . . . . . . . . . . . . . 171--173
Tokio Taguchi On Fechner's thesis and statistics with
norm $p$ . . . . . . . . . . . . . . . . 175--193
Ryoichi Shimizu On the remained term for the central
limit theorem . . . . . . . . . . . . . 195--201
Donald A. Anderson and
Lyman L. McDonald and
Kim D. Weaver Tests on categorical data from the
unionintersection principle . . . . . . 203--213
Rasul A. Khan On sequential distinguishability for the
exponential family . . . . . . . . . . . 215--221
J. N. Adichie On some robust properties of estimates
of regression based on rank tests . . . 223--231
Rashid Ahmad On the structure of symmetric sample
testing: A distribution-free approach 233--245
Ray A. Waller and
David B. Duncan A Bayes rule for the symmetric multiple
comparisons problem II . . . . . . . . . 247--264
J. C. Ahuja and
E. A. Enneking Convolution of independent
left-truncated negative binomial
variables and limiting distributions . . 265--270
K. G. Janardan and
G. P. Patil On multivariate modified Polya and
inverse Polya distributions and their
properties . . . . . . . . . . . . . . . 271--276
Charissa Chou and
Minoru Siotani Asymtotic expansion of the non-null
distribution of the ratio of two
conditionally independent Hotelling's $
T_0^2 $-statistics . . . . . . . . . . . 277--288
Yasunori Fujikoshi Asymptotic expansions of the non-null
distributions of three statistics in
GMANOVA . . . . . . . . . . . . . . . . 289--297
J. N. Srivastava and
M. K. Zaatar Incomplete multivariate designs, optimal
with respect to Fisher's information
matrix . . . . . . . . . . . . . . . . . 299--313
K. R. Aggarwal Some higher class PBIB designs and their
application as confounded factorial
experiments . . . . . . . . . . . . . . 315--323
A. K. Nigam Variance functions for comparing mixture
designs . . . . . . . . . . . . . . . . 325--329
A. Hedayat and
W. T. Federer Pairwise and variance balanced
incomplete block designs . . . . . . . . 331--338
K. T. DeGraft-Johnson and
J. Sedransk Comparison of ratio estimators in
two-phase sampling . . . . . . . . . . . 339--350
David C. Flaspohler Quasi-stationary distributions for
absorbing continuous-time denumerable
Markov chains . . . . . . . . . . . . . 351--356
Y. H. Wang A note on homogeneous processes with
independent increments . . . . . . . . . 357--360
N. C. Kakwani A note on the efficiency of the
Zelliner's seemingly unrelated
regressions estimator . . . . . . . . . 361--362
Hirotugu Akaike Markovian representation of stochastic
processes and its application to the
analysis of autoregressive moving
average processes . . . . . . . . . . . 363--387
Godfried T. Toussaint Some properties of Matusita's measure of
affinity of several distributions . . . 389--394
Hisao Nagao Asymptotic non-null distributions of two
test criteria for equality of covariance
matrices under local alternatives . . . 395--402
S. A. Patil and
J. L. Kovner and
D. C. Patel The distribution of the MLE of the
uniform correlation coefficient in the
multivariate normal population . . . . . 403--411
M. Safiul Haq A multivariate model with intra-class
covariance structure . . . . . . . . . . 413--420
Madan L. Puri and
Norman L. Wykoff Asymptotic distribution of rank
statistics for experiments involving
incomplete block designs . . . . . . . . 421--446
K. S. Banerjee Some observations on repeated spring
balance weighing designs . . . . . . . . 447--454
Chikio Hayashi and
Tatsuzo Suzuki Quantitative approach to a
cross-societal research; A comparative
study of Japanese character . . . . . . 455--516
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Chikio Hayashi and
Tatsuzo Suzuki Quantitative approach to a
cross-societal research; A comparative
study of Japanese character. Part II . . 1--32
Takashi Yanagawa Stratified random sampling; gain in
precision due to stratification in the
case of proportional allocation . . . . 33--44
A. N. Philippou and
G. G. Roussas Asymptotic normality of the maximum
likelihood estimate in the independent
not identically distributed case . . . . 45--55
Malay Ghosh On some properties of a class of
Spearman rank statistics with
applications . . . . . . . . . . . . . . 57--68
M. S. Srivastava On a class of rank scores tests for
censored data . . . . . . . . . . . . . 69--78
Thaung Lwin On von Mises directions . . . . . . . . 79--86
J. S. Huang Characterization of distributions by the
expected values of the order statistics 87--93
S. W. Joshi Integral expressions for tail
probabilities of the negative
multinomial distribution . . . . . . . . 95--97
Yasunori Fujikoshi Asymptotic formulas for the non-null
distributions of three statistics for
multivariate linear hypothesis . . . . . 99--108
R. P. Bhargava Some results on beta distributions with
application to multivariate problems . . 109--116
H. Pesotan and
B. L. Raktoe and
W. T. Federer On complexes of abelian groups with
applications to fractional factorial
designs . . . . . . . . . . . . . . . . 117--142
Sumiyasu Yamamoto and
Teruhiro Shirakura and
Masahide Kuwada Balanced arrays of strength $ 2^l $ and
balanced fractional $ 2^m $ factorial
designs . . . . . . . . . . . . . . . . 143--157
A. K. Banerjee and
A. Dey and
G. M. Saha Some main effect plans for $ 3^n $
factorials . . . . . . . . . . . . . . . 159--165
T. K. Gupta and
A. Dey On some new second order rotatable
designs . . . . . . . . . . . . . . . . 167--175
Sanpei Kageyama Note on the construction of partially
balanced arrays . . . . . . . . . . . . 177--180
Zbynek Sidák A note on C. G. Khatri's and A. Scott's
papers on multivariate normal
distributions . . . . . . . . . . . . . 181--184
Hisao Nagao Corrections to ``Non-null distributions
of the likelihood ratio criteria for
independence and equality of mean
vectors and covariance matrices'' . . . 185--185
Umesh D. Naik Corrections to ``Some posterior
distributions concerning normal samples
with applications to analysis of
variance model I problems'' . . . . . . 187--187
T. Matsunawa On the error evaluation of the joint
normal approximation for sample
quantiles . . . . . . . . . . . . . . . 189--199
Genji Yamazaki and
Hirotaka Sakasegawa Properties of duality in tandem queueing
systems . . . . . . . . . . . . . . . . 201--212
James C. Fu and
Leon Jay Gleser Classical asymptotic properties of a
certain estimator related to the maximum
likelihood estimator . . . . . . . . . . 213--233
T. Cacoullos and
Ch. Charalambides On minimum variance unbiased estimation
for truncated binomial and negative
binomial distributions . . . . . . . . . 235--244
Bikas Kumar Sinha and
Bimal Kumar Sinha Some problems of unbiased sequential
binomial estimation . . . . . . . . . . 245--258
Ran S. Sharma Bayes approach to interval estimation of
a binomial parameter . . . . . . . . . . 259--267
C. H. Kapadia and
R. L. Thomasson On estimating the parameter of a
truncated geometric distribution by the
method of moments . . . . . . . . . . . 269--272
Ravindra Singh and
Dev Parkash Optimum stratification for equal
allocation . . . . . . . . . . . . . . . 273--280
Mir M. Ali and
Winston A. Richards On a conjecture concerning the common
content of an $N$-cube and a diagonal
cylinder . . . . . . . . . . . . . . . . 281--287
Shigeru Mase Decomposition of infinitely divisible
characteristic functions with absolutely
continuous Poisson spectral measure . . 289--298
J. N. Adichie Non-parametric $c$-sample tests with
regression . . . . . . . . . . . . . . . 299--307
Prakash C. Joshi Some distribution theory results for a
regression model . . . . . . . . . . . . 309--317
Leon Jay Gleser and
Ingram Olkin A note on Box's general method of
approximation for the null distributions
of likelihood criteria . . . . . . . . . 319--326
R. P. Bhargava Some one-sample hypothesis testing
problems when there is a monotone sample
from a multivariate normal population 327--339
A. K. Gupta On a stochastic inequality for the Wilks
statistic . . . . . . . . . . . . . . . 341--348
Chien-Pai Han Testing the equality of covariance
matrices under intraclass correlation
models . . . . . . . . . . . . . . . . . 349--356
Fumiko Hirakawa Some distributions of the latent roots
of a complex Wishart matrix variate . . 357--363
R. P. Bhargava and
K. R. Shah Analysis of some mixed-models for block
and split-plot designs . . . . . . . . . 365--375
Teruhiro Shirakura and
Masahide Kuwada Note on balanced fractional $ 2^m $
factorial designs of resolution $ 2 l +
1 $ . . . . . . . . . . . . . . . . . . 377--386
G. M. Saha A note on relations between incomplete
block and weighing designs . . . . . . . 387--390
Nobuo Inagaki and
Yosihiko Ogata The weak convergence of likelihood ratio
random fields and its applications . . . 391--419
Sadao Ikeda Some criteria for uniform asymptotic
equivalence of real probability
distributions . . . . . . . . . . . . . 421--428
Hira Lal Koul Asymptotic normality of $H$--$L$
estimators based on dependent data . . . 429--441
Irwin Guttman and
Charles D. Palit Effect of auto-correlations on the
optimum allocations in two phase
stratified sampling --- A Bayesian
approach . . . . . . . . . . . . . . . . 443--462
George F. Brown, Jr. The small-disturbance asymptotic moment
matrix of $k$-class estimates of
parameters of different equations in a
complete system of simultaneous linear
equations . . . . . . . . . . . . . . . 463--472
Robb J. Muirhead and
Yasuko Chikuse Approximations for the distributions of
the extreme latent roots of three
matrices . . . . . . . . . . . . . . . . 473--478
Ashish Sen and
S. Srivastava On tests for detecting change in mean
when variance is unknown . . . . . . . . 479--486
A. P. Gore Some nonparametric tests and selection
procedures for main effects in two-way
layouts . . . . . . . . . . . . . . . . 487--500
Hardeo Sahai Bayes equivariant estimators in a
crossed classification random effects
model . . . . . . . . . . . . . . . . . 501--505
Makoto Maejima On local limit theorems and Blackwell's
renewal theorem for independent random
variables . . . . . . . . . . . . . . . 507--520
Walter R. Pirie and
Myles Hollander Note on a Tukey test for ordered
alternatives . . . . . . . . . . . . . . 521--523
Grace J. Kelleher and
John E. Walsh Intervals and tests for weighted sum of
percentiles $ \theta (p) $ and $ \theta
(1 - p) $ for symmetrical populations 525--527
Sanpei Kageyama Note on an inequality for tactical
configurations . . . . . . . . . . . . . 529--530
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Hirotaka Sakasegawa Orthogonal mesh sampling method . . . . 1--7
S. W. Dharmadhikari and
Kumar Jogdeo On characterizations of unimodality of
discrete distributions . . . . . . . . . 9--18
J. Tiago de Oliveira Asymptotic behaviour of maxima with
periodic disturbances . . . . . . . . . 19--23
R. Srinivasan and
R. M. Wharton Further results on simultaneous
confidence intervals for the normal
distribution . . . . . . . . . . . . . . 25--33
Masafumi Akahira On the asymptotic efficiency of
estimators in an autoregressive process 35--48
Bernt P. Stigum Asymptotic properties of dynamic
stochastic parameter estimates . . . . . 49--75
Rudolf Beran Adaptive estimates for autoregressive
processes . . . . . . . . . . . . . . . 77--89
Roch Roy Spectral analysis for a random process
on the sphere . . . . . . . . . . . . . 91--97
A. N. V. Rao and
Chris P. Tsokos On the existence of a random solution to
a nonlinear perturbed stochastic
integral equation . . . . . . . . . . . 99--109
James N. Arvesen A note on the Tukey--Hooke variance
component results . . . . . . . . . . . 111--121
A. K. Gupta Correction to ``On a stochastic
inequality for the Wilks statistic'' . . 123--123
Nozomu Matsubara Bayes theorem, information number and
behavior of posterior distributions . . 125--144
Masakatsu Murakami On the reduction to a complete class in
multiple decision problems . . . . . . . 145--165
G. C. Tiao and
B. Afonja Some Bayesian considerations of the
choice of design for ranking, selection
and estimation . . . . . . . . . . . . . 167--185
Yasuko Chikuse Partial differential equations for
hypergeometric functions of complex
argument matrices and their applications 187--199
F. S. Gordon and
S. P. Gordon Characterizations of the Wishart
distribution using regression properties 201--220
Kazuo Noda Estimation of a regression function by
the Parzen kernel-type density
estimators . . . . . . . . . . . . . . . 221--234
A. K. Md. Ehsanes Saleh Hodges--Lehmann estimate of the location
parameter in censored samples . . . . . 235--247
Bimal Kumar Sinha Approximately minimax tests for testing
hypotheses about a random parameter with
unknown distribution . . . . . . . . . . 249--258
R. Ahmad On the multivariate $k$-sample problem
and the generalization of the
Kolmogorov--Smirnov-test . . . . . . . . 259--265
P. J. Kim The Smirnov distribution . . . . . . . . 267--275
M. T. Subrahmanya Equitable quality level and error-areas
under the operating characteristic
curves of normal single sampling
inspection plans (with $ \sigma $ known) 277--290
T. Matsunawa Some inequalities based on inverse
factorial series . . . . . . . . . . . . 291--305
Z. Govindarajulu A note on distribution-free confidence
bounds for $ P(X < Y) $ when $X$ and $Y$
are dependent . . . . . . . . . . . . . 307--308
Takesi Hayakawa The new test criterion for the
homogeneity of parameters of several
populations . . . . . . . . . . . . . . 309--328
Takemi Yanagimoto and
Masaaki Sibuya Isotonic tests for spread and tail . . . 329--342
Horst Wegner On the existence of maximum probability
estimators . . . . . . . . . . . . . . . 343--347
S. R. Chakravorti On asymptotic properties of the maximum
likelihood estimates of the general
growth curve model . . . . . . . . . . . 349--357
J. Wolfowitz Asymptotically efficient estimators when
the densities of the observations have
discontinuities . . . . . . . . . . . . 359--370
G. Trenkler On a new method of testing statistical
hypotheses . . . . . . . . . . . . . . . 371--384
S. N. U. A. Kirmani A lower bound on Bayes risk in
classification problems . . . . . . . . 385--387
Thomas E. O'Bryan and
V. Susarla Rates in the empirical Bayes estimation
problem with non-identical components 389--397
J. Arthur Greenwood Moments of the time to generate random
variables by rejection . . . . . . . . . 399--401
Hisao Nagao Properties of some test criteria for
covariance matrix . . . . . . . . . . . 403--409
V. K. Srivastava and
Ramji Tiwari Two-stage and three-stage least squares
estimation of dispersion matrix of
disturbances in simultaneous equations 411--428
K. G. Janardan Certain estimation problems for
multivariate hypergeometric models . . . 429--444
V. Nagi Reddy Stratified simple random sampling and
prior distributions . . . . . . . . . . 445--459
J. C. Koop Bias reduction and efficiency of
reconstructed ratio estimators for a
finite universe . . . . . . . . . . . . 461--467
Laurie Davies and
Ryoichi Shimizu On identically distributed linear
statistics . . . . . . . . . . . . . . . 469--489
A. C. Dallas Characterizing the Pareto and power
distributions . . . . . . . . . . . . . 491--497
Ch. A. Charalambides The asymptotic normality of certain
combinatorial distributions . . . . . . 499--506
Nozomu Matsubara Corrections to ``Bayes theorem,
information number and behavior of
posterior distributions'' . . . . . . . 507--507
Masakatsu Murakami Correction to ``On the reduction to a
complete class in multiple decision
problems'' . . . . . . . . . . . . . . . 508--508
Masami Hasegawa and
Masaharu Tanemura On the pattern of space division by
territories . . . . . . . . . . . . . . 509--519
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Koiti Takahasi and
Hirotaka Sakasegawa A randomized response technique without
making use of any randomizing device . . 1--8
Hirotugu Akaike An objective use of Bayesian models . . 9--20
Katuomi Hirano Estimation procedures based on
preliminary test, shrinkage technique
and information criterion . . . . . . . 21--34
Somesh Das Gupta Two problems in multivariate analysis:
BLUS residuals and testability of linear
hypothesis . . . . . . . . . . . . . . . 35--41
M. Stone A unified approach to coordinate-free
multivariate analysis . . . . . . . . . 43--57
W. K. Chiu On correct selection for a ranking
problem . . . . . . . . . . . . . . . . 59--66
Hirotaka Sakasegawa An approximation formula $ L_q \simeq
\alpha \cdot \rho^\beta / (1 - \rho) $ 67--75
Prem S. Puri On the asymptotic distribution of the
maximum of sums of a random number of
I.I.D. random variables . . . . . . . . 77--87
Govind S. Mudholkar and
Siddhartha R. Dalal Some bounds on the distribution
functions of linear combinations and
applications . . . . . . . . . . . . . . 89--100
K. N. Venkataraman A spectral limit theorem on a non-linear
stochastic process with non-additive,
independent, linear components . . . . . 101--118
Y. C. Patel Higher moments of moment estimators and
even point estimators for the parameters
of the Hermite distribution . . . . . . 119--130
Nobuo Inagaki Two errors in statistical model fitting 131--152
Hirotugu Akaike An extension of the method of maximum
likelihood and the Stein's problem . . . 153--164
Yosihiko Ogata and
Nobuo Inagaki The weak convergence of the likelihood
ratio random fields for Markov
observations . . . . . . . . . . . . . . 165--187
Bruce Lind and
George Roussas Cramér-type conditions and quadratic mean
differentiability . . . . . . . . . . . 189--201
George G. Roussas Asymptotic properties of the maximum
probability estimates in Markov
processes . . . . . . . . . . . . . . . 203--219
Yasuko Chikuse Asymptotic expansions for the joint and
marginal distributions of the latent
roots of $ S_1 S_2^{-1} $ . . . . . . . 221--233
Takafumi Isogai Asymptotic expansions for the
distributions of latent roots of $ S_h
S_e^{-1} $ and of certain test
statistics in MANOVA . . . . . . . . . . 235--246
Peter A. Lachenbruch Covariance adjusted discriminant
functions . . . . . . . . . . . . . . . 247--257
G. Baikunth Nath Inference concerning the population
correlation coefficient from bivariate
normal samples based on minimal
observations . . . . . . . . . . . . . . 259--273
Shigeru Mase Decomposition of infinitely divisible
characteristic functions without
Gaussian component . . . . . . . . . . . 275--286
M. A. Stephens Whitworth runs on a circle . . . . . . . 287--293
Yoshihiro Tashiro On methods for generating uniform random
points on the surface of a sphere . . . 295--300
J. N. Srivastava and
S. Ghosh On the existence of search designs with
continuous factors . . . . . . . . . . . 301--306
Toji Makino On the independence of interdeparture
intervals from single server queueing
systems . . . . . . . . . . . . . . . . 307--315
Katuomi Hirano Corrections to ``Estimation procedures
based on preliminary test, shrinkage
technique and information criterion'' 317--317
Genshiro Kitagawa On a search procedure for the optimal
AR--MA order . . . . . . . . . . . . . . 319--332
T. Matsunawa Approximations to the probabilities of
binomial and multinomial random
variables and chi-square type statistics 333--358
Takesi Hayakawa The likelihood ratio criterion and the
asymptotic expansion of its distribution 359--378
Y. Fujikoshi An asymptotic expansion for the
distributions of the latent roots of the
Wishart matrix with multiple population
roots . . . . . . . . . . . . . . . . . 379--387
Sadanori Konishi Asymptotic expansion for the
distribution of a function of latent
roots of the covariance matrix . . . . . 389--396
Kei Takeuchi and
Masafumi Akahira Extension of Edgeworth type expansion of
the distribution of the sums of I.I.D.
random variables in non-regular cases 397--406
Toshinao Nakatsuka Regions of autocorrelation coefficients
and of their estimators in a stationary
time series . . . . . . . . . . . . . . 407--414
Mituaki Huzii On a spectral estimate obtained by an
autoregressive model fitting . . . . . . 415--431
Mituaki Huzii Corrections to ``On a spectral estimate
obtained by an autoregressive model
fitting'' . . . . . . . . . . . . . . . 432--432
Akihiro Nishi On linear classification procedures
between two categories with known mean
vectors and covariance matrices . . . . 433--444
Hirotaka Sakasegawa and
Genji Yamazaki Inequalities and an approximation
formula for the mean delay time in
tandem queueing systems . . . . . . . . 445--466
D. J. Finney Estimation of the response curve in
radioligand assays . . . . . . . . . . . 467--477
Edward W. Barankin Build-up of the notion of flanking . . . 479--507
Genji Yamazaki and
Hirotaka Sakasegawa Correction to ``Properties of duality in
tandem queueing systems'' . . . . . . . 509--509
Tatsuzo Suzuki and
Ted T. Jitodai Migration and prefectural identification
in four Japanese prefectures . . . . . . 511--525
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Katuomi Hirano On level of significance of the
preliminary test in pooling means . . . 1--8
Hirotugu Akaike A Bayesian analysis of the minimum AIC
procedure . . . . . . . . . . . . . . . 9--14
Giitiro Suzuki Detecting optimum time of control action
for a manufacturing system . . . . . . . 15--26
Masakatsu Murakami On the reduction to a complete class in
multiple decision problems (2) . . . . . 27--34
Yoshiko Nogami The set-compound one-stage estimation in
the nonregular family of distributions
over the interval $ (0, \theta) $ . . . 35--43
Keewhan Choi Asymptotic properties of least squares
estimators for discrete compound
distributions . . . . . . . . . . . . . 45--50
Takesi Hayakawa The asymptotic expansion of the
distribution of Anderson's statistic for
testing a latent vector of a covariance
matrix . . . . . . . . . . . . . . . . . 51--55
Yasuko Chikuse Asymptotic distributions of the latent
roots with multiple population roots in
multiple discriminant analysis . . . . . 57--62
T. W. Anderson and
S. G. Ghurye Unique factorization of products of
bivariate normal cumulative distribution
functions . . . . . . . . . . . . . . . 63--69
A. W. Davis On the asymptotic distribution of
Gower's $ m^2 $ goodness-of-fit
criterion in a particular case . . . . . 71--79
Ted H. Szatrowski Explicit solutions, one iteration
convergence and averaging in the
multivariate normal estimation problem
for patterned means and covariances . . 81--88
V. K. Srivastava and
Sushama Upadhyaya Large-sample approximations in seemingly
unrelated regression equations . . . . . 89--96
Kazumasa Wakimoto and
Masaaki Taguri Constellation graphical method for
representing multi-dimensional data . . 97--104
L. Györfi and
T. Nemetz $f$-Dissimilarity: A generalization of
the affinity of several distributions 105--113
S. Kageyama and
G. M. Saha and
A. D. Das Reduction of the number of associate
classes of hypercubic association
schemes . . . . . . . . . . . . . . . . 115--123
Edward W. Barankin and
Koiti Takashasi Betweenness for real vectors and lines,
I. Basic generalities . . . . . . . . . 125--162
M. Ahsanullah On a characterization of the exponential
distribution by spacings . . . . . . . . 163--166
J. S. Hwang A note on Bernstein and Müntz--Szasz
theorems with applications to the order
statistics . . . . . . . . . . . . . . . 167--176
Rinya Takahashi Note on $k$-point separation measurement 177--179
Morris L. Eaton A note on the Gauss--Markov theorem . . 181--184
Yosiyuki Sakamoto and
Hirotugu Akaike Analysis of cross classified data by AIC 185--197
Chikio Hayashi and
Fumi Hayashi Comparison of two types of
multidimensional scaling methods . . . . 199--209
Tokio Taguchi On a generalization of Gaussian
distribution . . . . . . . . . . . . . . 211--242
Yoshiko Ogata The asymptotic behaviour of maximum
likelihood estimators for stationary
point processes . . . . . . . . . . . . 243--261
Ryoichi Shimizu Entropy maximization principle and
selection of the order of an
autoregressive Gaussian process . . . . 263--270
Hirotaka Sakasegawa On a generation of normal pseudo-random
numbers . . . . . . . . . . . . . . . . 271--279
H. Dennis Tolley A non-parametric test for composite
hypotheses in survival analysis . . . . 281--295
Laurie Davies and
Ludwig Baringhaus Linear statistics and exponential
families . . . . . . . . . . . . . . . . 297--314
Toshinao Nakatsuka Regions of autocorrelation coefficients
in $ {\rm AR}(p) $ and $ {\rm EX}(p) $
processes . . . . . . . . . . . . . . . 315--319
B. L. S. Prakasa Rao Density estimation for Markov processes
using delta-sequences . . . . . . . . . 321--328
Yutaka Tanaka Some generalized methods of optimal
scaling and their asymptotic theories:
The case of multiple responses-multiple
factors . . . . . . . . . . . . . . . . 329--348
Anonymous Corrections to ``On a spectral estimate
obtained by an autoregressive model
fitting'' . . . . . . . . . . . . . . . 349--349
Genshiro Kitagawa and
Hirotugu Akaike A procedure for the modeling of
non-stationary time series . . . . . . . 351--363
Minoru Siotani and
Dhanwant S. Gill and
Christian Löschcke Stepwise test procedures and approximate
chi-square analysis . . . . . . . . . . 365--375
Hisao Nagao An asymptotic expansion for the
distribution of a function of latent
roots of the noncentral Wishart matrix,
when $ \omega = O(n) $ . . . . . . . . . 377--383
A. J. van der Merwe and
D. J. de Waal The asymptotic expansion of the Stein
estimators for the vector case . . . . . 385--395
R. L. Taylor and
K. F. Cheng On the uniform complete convergence of
density function estimates . . . . . . . 397--406
C. G. Bhattacharya Yates type estimators of a common mean 407--414
Antonio Dorival Campos An extension of the Cramér-Rao inequality
for a sequential procedure without
assuming regularity conditions . . . . . 415--419
Noel Cressie Testing for the equality of two binomial
proportions . . . . . . . . . . . . . . 421--427
M. Ahsanullah Record values and the exponential
distribution . . . . . . . . . . . . . . 429--433
Noel Cressie A finely tuned continuity correction . . 435--442
Edward W. Barankin and
Koiti Takahasi Betweenness for real vectors and lines,
II. Relatedness of betweennesses . . . . 443--464
P. A. Morettin On homogeneous stochastic processes on
compact Abelian groups . . . . . . . . . 465--472
Tokio Taguchi Some corrections and supplements ``On a
generalization of Gaussian
distribution'' . . . . . . . . . . . . . 473--475
W. K. Chiu Acknowledgement of priority . . . . . . 477--477
Makio Ishiguro A scheme of adaptive control . . . . . . 479--498
Hirotugu Akaike Covariance matrix computation of the
state variable of a stationary Gaussian
process . . . . . . . . . . . . . . . . 499--504
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Hirosi Hudimoto On the empirical Bayes approach to
classification in the case of discrete
multivariate distribution having only
finite mass points . . . . . . . . . . . 1--7
V. P. Bhapkar Nonparametric tests for scalar profile
analysis of several multivariate samples 9--20
M. G. Akritas and
G. G. Roussas Asymptotic expansion of the
log-likelihood function based on
stopping times defined on a Markov
process . . . . . . . . . . . . . . . . 21--38
Masafumi Akahira and
Kei Takeuchi Discretized likelihood methods ---
asymptotic properties of discretized
likelihood estimators (DLE's) . . . . . 39--56
Teruhiro Shirakura Alias balanced and alias partially
balanced fractional $ 2^m $ factorial
designs of resolution $ 2 l + 1 $ . . . 57--65
Moshe Shaked Some concepts of positive dependence for
bivariate interchangeable distributions 67--84
K. C. S. Pillai and
Yu-Sheng Hsu Exact robustness studies of the test of
independence based on four multivariate
criteria and their distribution problems
under violations . . . . . . . . . . . . 85--101
M. Aickin Existence of MLEs for discrete linear
exponential models . . . . . . . . . . . 103--113
Yutaka Tanaka Optimal scaling for arbitrarily ordered
categories . . . . . . . . . . . . . . . 115--124
Naoto Niki Multi-folding the normal distribution
and mutual transformation between
uniform and normal random variables . . 125--140
S. K. Ray and
Ashok Sahai and
Ajit Sahai A note on ratio and product type
estimators . . . . . . . . . . . . . . . 141--144
T. Ozaki Maximum likelihood estimation of Hawkes'
self-exciting point processes . . . . . 145--155
Yoshiaki Itoh and
Sumie Ueda A random packing model for elections . . 157--167
Yoshiko Nogami The $k$-extended set-compound estimation
problem in a nonregular family of
distributions over $ [\theta, \theta +
1)$ . . . . . . . . . . . . . . . . . . 169--176
Yoshikazu Takada Stein's positive part estimator and
Bayes estimator . . . . . . . . . . . . 177--183
S. Sylvia Chu and
K. C. S. Pillai Power comparisons of two-sided tests of
equality of two covariance matrices
based on six criteria . . . . . . . . . 185--205
Rameshwar D. Gupta and
Donald Richards Calculation of zonal polynomials of $ 3
\times 3 $ positive definite symmetric
matrices . . . . . . . . . . . . . . . . 207--213
A. M. Mathai and
R. S. Katiyar The distribution and the exact
percentage points for Wilks' $ L_{mvc} $
criterion . . . . . . . . . . . . . . . 215--224
B. N. Pandey Double stage estimation of population
variance . . . . . . . . . . . . . . . . 225--233
Shanti S. Gupta and
Ming-Wei Lu Subset selection procedures for
restricted families of probability
distributions . . . . . . . . . . . . . 235--252
J. C. Koop On statistical inference in sample
surveys and the underlying role of
randomization . . . . . . . . . . . . . 253--269
David R. Brillinger A continuous form of post-stratification 271--277
Ibrahim A. Ahmad Strong consistency of density estimation
by orthogonal series methods for
dependent variables with applications 279--288
S. N. U. A. Kirmani On the relation between Matusita's and
Kolmogorov's measures of distance . . . 289--291
Sanpei Kageyama Mathematical expression of an inequality
for a block design . . . . . . . . . . . 293--298
Laurens de Haan and
Elselien Taconis-Haantjes On Bahadur's representation of sample
quantiles . . . . . . . . . . . . . . . 299--308
R. Shimizu On a lack of memory property of the
exponential distribution . . . . . . . . 309--313
Timothy J. Killeen On large deviations and density
functions . . . . . . . . . . . . . . . 315--317
Toshinao Nakatsuka Nonexistence of estimates which minimize
$ x' V^{-1} x $ in an exponential type
of stationary time series . . . . . . . 319--320
P. C. Joshi A note on the moments of order
statistics from doubly truncated
exponential distribution . . . . . . . . 321--324
Chikio Hayashi and
Tsutomu Komazawa and
Fumi Hayashi A new statistical method to estimate the
size of animal population . . . . . . . 325--348
Naoto Niki Corrections to ``Multi-folding the
normal distribution and mutual
transformation between uniform and
normal random variables'' . . . . . . . 349--349
Masaharu Tanemura On random complete packing by discs . . 351--365
R. Shimizu A characterization of the exponential
distribution . . . . . . . . . . . . . . 367--372
Masaaki Sibuya Generalized hypergeometric, digamma and
trigamma distributions . . . . . . . . . 373--390
G. S. Lingappaiah Bayesian approach to prediction and the
spacings in the exponential distribution 391--401
Kei Takeuchi and
Masafumi Akahira Asymptotic optimality of the generalized
Bayes estimator in multiparameter cases 403--415
Antonio Dorival Campos Extension of the inequality for the
variance of an estimator by Bayesian
process . . . . . . . . . . . . . . . . 417--421
Y. L. Tong Some new properties of the
Bechhofer--Kiefer--Sobel stopping rule 423--433
Philip McDunnough Estimating an interaction parameter of
an infinite particle system . . . . . . 435--443
K. C. S. Pillai and
Yu-Sheng Hsu The distribution of the characteristic
roots of $ S_1 S_2^{-1} $ under
violations in the complex case and power
comparisons of four tests . . . . . . . 445--463
A. W. Davis Invariant polynomials with two matrix
arguments extending the zonal
polynomials: Applications to
multivariate distribution theory . . . . 465--485
Philip McDunnough and
David B. Wolfson On some sampling schemes for estimating
the parameters of a continuous time
series . . . . . . . . . . . . . . . . . 487--497
B. L. S. Prakasa Rao The equivalence between (modified) Bayes
estimator and maximum likelihood
estimator for Markov processes . . . . . 499--513
M. S. Srivastava Correction to ``Asymptotically most
powerful rank tests for regression
parameters in MANOVA'' . . . . . . . . . 515--516
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Ryoichi Shimizu Functional equation with an error term
and the stability of some
characterizations of the exponential
distribution . . . . . . . . . . . . . . 1--16
Thomas Brandhofe and
Laurie Davies On a functional equation in the theory
of linear statistics . . . . . . . . . . 17--23
Masaaki Sibuya Multivariate digamma distribution . . . 25--36
D. R. Jensen Bounds on the joint distribution of $
T_0^2 $ statistics . . . . . . . . . . . 37--42
Govind S. Mudholkar and
Perla Subbaiah Testing significance of a mean vector
--- a possible alternative to
Hotelling's $ T^2 $ . . . . . . . . . . 43--52
Giitiro Suzuki On a stochastic game with one-chance
recovery . . . . . . . . . . . . . . . . 53--64
Gilbert G. Walter A class of spectral density estimators 65--80
Yoshihiro Yajima On prediction of integrated moving
average processes . . . . . . . . . . . 81--94
A. L. Wright Nonexistence of complete sufficient
statistics for stationary $k$-state
Markov chains, $ k \geq 3$ . . . . . . . 95--97
Audrey I. Duthie The split hypercubic association scheme 99--106
Sanpei Kageyama Characterization of certain balanced
$n$-ary block designs . . . . . . . . . 107--110
T. Srivenkataramana and
D. S. Tracy An alternative to ratio method in sample
surveys . . . . . . . . . . . . . . . . 111--120
Constantine A. Drossos and
Andreas N. Philippou A note on minimum distance estimates . . 121--123
Masanori Otake Comparison of time risks based on a
multinomial logistic response model in
longitudinal studies . . . . . . . . . . 125--142
Giitiro Suzuki Further modified forms of binomial and
Poisson distributions . . . . . . . . . 143--159
E. Olusegun George and
M. O. Ojo On a generalization of the logistic
distribution . . . . . . . . . . . . . . 161--169
Hirotugu Akaike Ignorance prior distribution of a
hyperparameter and Stein's estimator . . 171--178
Wulf Rehder When is the pseudo-best estimator blue? 179--185
K. F. Cheng and
R. L. Taylor On the uniform complete convergence of
estimates for multivariate density
functions and regression curves . . . . 187--199
Hisao Nagao and
Michio Takada On sequential point estimation of the
mean of a normal distribution . . . . . 201--210
Ibrahim A. Ahmad and
Pi-Erh Lin On the Chernoff--Savage theorem for
dependent sequences . . . . . . . . . . 211--222
Ibrahim A. Ahmad Nonparametric estimation of an affinity
measure between two absolutely
continuous distributions with hypotheses
testing applications . . . . . . . . . . 223--240
Ibrahim A. Ahmad Nonparametric estimation of Matusita's
measure of affinity between absolutely
continuous distributions . . . . . . . . 241--245
A. H. Khan and
Mohd Yaqub Distribution of a distance function . . 247--253
Sanpei Kageyama Robustness of connected balanced block
designs . . . . . . . . . . . . . . . . 255--261
Sanpei Kageyama and
Takumi Tsuji Characterization of equireplicated
variance-balanced block designs . . . . 263--273
Der-Shin Chang and
Yuang-Chin Chiang Designs of $ \varphi $-optimal control
for second-order processes . . . . . . . 275--281
R. L. Tweedie Perturbations of countable Markov chains
and processes . . . . . . . . . . . . . 283--290
Shiro Yamazoe and
Kazuo Fukutomi and
Takemi Yanagimoto Dose-response problems in drug-induced
diseases after consecutive intake of
long duration . . . . . . . . . . . . . 291--301
Kazumasa Wakimoto Sun chart method for looking
multivariate data . . . . . . . . . . . 303--310
Hirotugu Akaike On the use of the predictive likelihood
of a Gaussian model . . . . . . . . . . 311--324
Takemi Yanagimoto and
Masaaki Sibuya Comparison of tails of distributions in
models for estimating safe doses . . . . 325--340
Jugal Ghorai Asymptotic normality of a quadratic
measure of orthogonal series type
density estimate . . . . . . . . . . . . 341--350
Peter Hall Estimating a density on the positive
half line by the method of orthogonal
series . . . . . . . . . . . . . . . . . 351--362
M. Ahsanullah Linear prediction of record values for
the two parameter exponential
distribution . . . . . . . . . . . . . . 363--368
Hisao Nagao On stopping times of sequential
estimations of the mean of a log-normal
distribution . . . . . . . . . . . . . . 369--375
Morris Skibinsky The minimum probability on an interval
when the mean and variance are known . . 377--385
V. K. Srivastava and
B. S. Agnihotri and
T. D. Dwivedi Dominance of double $k$-class estimators
in simultaneous equations . . . . . . . 387--392
Hideaki Sakai Fitting autoregression with regularly
missed observations . . . . . . . . . . 393--400
Masanobu Taniguchi On selection of the order of the
spectral density model for a stationary
process . . . . . . . . . . . . . . . . 401--419
Chandra M. Gulati Selection of certain dichotomous
experiments . . . . . . . . . . . . . . 421--431
Shambhu Dayal On allocation of sample using estimates
of both proportions of stratum sizes and
standard deviations . . . . . . . . . . 433--444
V. S. Soundara Pandian Construction of partially balanced
$n$-ary designs using difference sets 445--464
Takemi Yanagimoto and
David G. Hoel Comparisons of models for estimation of
safe doses using measures of the
heaviness of tail of a distribution . . 465--480
Hirotugu Akaike and
Makio Ishiguro Trend estimation with missing
observations . . . . . . . . . . . . . . 481--488
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Sigeo Aki Asymptotic distribution of a Cramér--von
Mises type statistic for testing
symmetry when the center is estimated 1--14
Takesi Hayakawa Asymptotic distribution of a generalized
Hotelling's $ T_0^2 $ in the doubly
noncentral case . . . . . . . . . . . . 15--25
Sadanori Konishi and
Takakazu Sugiyama Improved approximations to distributions
of the largest and the smallest latent
roots of a Wishart matrix . . . . . . . 27--33
A. M. Mathai Distribution of the canonical
correlation matrix . . . . . . . . . . . 35--43
K. C. S. Pillai and
Antia Singh On the exact non-null distribution of
Wilks' $ L_{VC} $ criterion and power
studies . . . . . . . . . . . . . . . . 45--55
Essam K. Al-Hussaini and
Nagi S. Abd-El-Hakim Bivariate inverse Gaussian distribution 57--66
Yoshiko Nogami The set-compound one-stage estimation in
the nonregular family of distributions
over the interval $ [\theta, \theta + 1)
$ . . . . . . . . . . . . . . . . . . . 67--80
Dale Umbach Bayes estimation with spherically
symmetric, convex loss . . . . . . . . . 81--90
Yoshikazu Takada Invariant prediction rules and an
adequate statistic . . . . . . . . . . . 91--100
Akio Arimoto Asymptotic behavior of difference
between a finite predictor and an
infinite predictor for a weakly
stationary stochastic process . . . . . 101--113
Genji Yamazaki An ordering relation of the blocking
two-stage tandem queueing system to the
reduced single server queueing system 115--123
E. Olusegun George and
Govind S. Mudholkar A characterization of the logistic
distribution by a sample median . . . . 125--129
J. S. Huang On a ``lack of memory'' property . . . . 131--134
Dale Umbach A note on the median of a distribution 135--140
Sanpei Kageyama Some bounds for partially balanced block
designs . . . . . . . . . . . . . . . . 141--153
Ching-Shui Cheng On the comparison of PBIB designs with
two associate classes . . . . . . . . . 155--164
Shambhu Dayal Sampling for estimating weighted totals
and averages . . . . . . . . . . . . . . 165--176
Masaaki Sibuya and
Ryoichi Shimizu The generalized hypergeometric family of
distributions . . . . . . . . . . . . . 177--190
John Panaretos On the joint distribution of two
discrete random variables . . . . . . . 191--198
Donald St. P. Richards Stability theorems for some
characterizations of the exponential
distribution . . . . . . . . . . . . . . 199--204
E. Grosswald and
Samuel Kotz An integrated lack of memory
characterization of the exponential
distribution . . . . . . . . . . . . . . 205--214
Kam-Wah Tsui Simultaneous estimation of several
Poisson parameters under squared error
loss . . . . . . . . . . . . . . . . . . 215--223
T. J. Rao On a class of almost unbiased ratio
estimators . . . . . . . . . . . . . . . 225--231
Albert E. Rust and
Chris P. Tsokos On the convergence of kernel estimators
of probability density functions . . . . 233--246
Ibrahim A. Ahmad A note on nonparametric density
estimation for dependent variables using
a delta sequence . . . . . . . . . . . . 247--254
R. J. Aiyar Asymptotic efficiency of rank tests of
randomness against autocorrelation . . . 255--262
K. N. Venkataraman Some limit theorems on an explosive
model for time series, and their
statistical applications . . . . . . . . 263--278
Yasunori Fujikoshi The power of the likelihood ratio test
for additional information in a
multivariate linear model . . . . . . . 279--285
R. P. Bhargava and
C. G. Khatri The distribution of product of
independent beta random variables with
application to multivariate analysis . . 287--296
A. W. Davis On the construction of a class of
invariant polynomials in several
matrices, extending the zonal
polynomials . . . . . . . . . . . . . . 297--313
Yosihiko Ogata and
Masaharu Tanemura Estimation of interaction potentials of
spatial point patterns through the
maximum likelihood procedure . . . . . . 315--338
Ryoichi Shimizu On the stability of characterizations of
the exponential distribution . . . . . . 339--346
Ludger Rüschendorf Characterization of dependence concepts
in normal distributions . . . . . . . . 347--359
T. Lwin A modified power series distribution . . 361--374
Ibrahim A. Ahmad Mixing normal approximations of vectors
of sums and maximum sums . . . . . . . . 375--383
Ulrich Menzefricke On positive definite quadratic forms in
correlated $t$ variables . . . . . . . . 385--390
Sigeo Aki Asymptotic behavior of functionals of
empirical distribution functions for the
two-sample problem . . . . . . . . . . . 391--403
Wen Chen Chen Some local limit theorems in the
symmetric Dirichlet--Multinomial urn
models . . . . . . . . . . . . . . . . . 405--415
Sándor Csörg\Ho Strong approximation of empirical Kac
processes . . . . . . . . . . . . . . . 417--423
J. Blum and
V. Susarla Maximal deviation theory of some
estimators of prior distribution
functions . . . . . . . . . . . . . . . 425--436
H. N. Nagaraja Some finite sample results for the
selection differential . . . . . . . . . 437--448
Peter Hall Large sample properties of Jaeckel's
adaptive trimmed mean . . . . . . . . . 449--462
Shie-Shien Yang Linear combination of concomitants of
order statistics with application to
testing and estimation . . . . . . . . . 463--470
Paul D. Feigin and
Ishay Weissman On the indifference zone approach to
selection --- a consistency result . . . 471--474
Masanori Otake Comparison of relative risk,
attributable risk and logistic response
procedures for $ 2 \times 2 \times 2 $
and $c$ $ 2 \times 2 \times 2$
contingency tables . . . . . . . . . . . 475--486
Anonymous Help & Contacts . . . . . . . . . . . . . ??
T. Matsunawa Uniform $ \theta $-equivalence of
probability distributions based on
information and related measures of
discrepancy . . . . . . . . . . . . . . 1--17
Hisataka Kuboki Unbiased estimators in the sense of
Lehmann and their discrimination rates 19--37
Ibrahim A. Ahmad Nonparametric estimation of the location
and scale parameters based on density
estimation . . . . . . . . . . . . . . . 39--53
C. S. Withers The distribution and quantiles of a
function of parameter estimates . . . . 55--68
Masafumi Akahira Asymptotic optimality of estimators in
non-regular cases . . . . . . . . . . . 69--82
Junji Nakano Parameter estimation of an
autoregressive moving average model . . 83--90
Aridaman K. Jain Estimation in stratified random
sampling: Adjustment for changes in
strata composition . . . . . . . . . . . 91--103
Raul Hudlet and
Richard A. Johnson An extension of some optimal properties
of principal components . . . . . . . . 105--110
Donald St. P. Richards Differential operators associated with
zonal polynomials. I . . . . . . . . . . 111--117
Donald St. P. Richards Differential operators associated with
zonal polynomials. II . . . . . . . . . 119--121
Charles J. Stone Local asymptotic admissibility of a
generalization of Akaike's model
selection rule . . . . . . . . . . . . . 123--133
P. J. Cooke and
M. K. Vagholkar Sequential procedures for a class of
distributions related to the uniform . . 135--142
Ashok K. Bansal Sensitivity of Bayes decisions for the
success probability for samples from a
nonbinomial population . . . . . . . . . 143--149
G. Trenkler Partitions, sufficiency and undominated
families of probability measures . . . . 151--160
Binay K. Bhattacharya and
Godfried T. Toussaint An upper bound on the probability of
misclassification in terms of Matusita's
measure of affinity . . . . . . . . . . 161--165
Harold Ruben and
Jack Gambino The exact distribution of Kolmogorov's
statistic $ D_n $ for $ n \leq 10 $ . . 167--173
C. Stepniak Optimal allocation of observations in
one-way random normal model . . . . . . 175--179
F. Roy and
Gurajada S. Murty Application of FPE based AR model for
signal detection and digital data
compression . . . . . . . . . . . . . . 181--188
D. Vere-Jones and
T. Ozaki Some examples of statistical estimation
applied to earthquake data . . . . . . . 189--207
T. Matsunawa Some strong $ \epsilon $-equivalence of
random variables . . . . . . . . . . . . 209--224
Louis-Paul Rivest Some asymptotic distributions in the
location-scale model . . . . . . . . . . 225--239
Yoshiko Nogami A rate of convergence for the set
compound estimation in a family of
certain retracted distributions . . . . 241--257
Michael G. Akritas Asymptotic theory for estimating the
parameters of a Lévy process . . . . . . 259--280
Takeaki Kariya and
Koichi Maekawa A method for approximations to the pdf's
and cdf's of GLSE's and its application
to the seemingly unrelated regression
model . . . . . . . . . . . . . . . . . 281--297
Ted H. Szatrowski Relative efficiencies of estimates using
patterned covariances or correlations in
the multivariate normal estimation
problem . . . . . . . . . . . . . . . . 299--307
Grace Esimal and
Chien-Pai Han Multi-auxiliary regression estimation
based on conditional specification . . . 309--317
Irwin Guttman and
Ulrich Menzefricke On the use of loss functions in the
changepoint problem . . . . . . . . . . 319--326
K. S. Madhava Rao Nonparametric tests for homogeneity of
scale against ordered alternatives . . . 327--334
Vasile C. Preda The Student distribution and the
principle of maximum entropy . . . . . . 335--338
Ibrahim A. Ahmad Integrated mean square properties of
density estimation by orthogonal series
methods for dependent variables . . . . 339--350
Ibrahim A. Ahmad On the deviation between the
distributions of sums and maximum sums
of IID random vectors . . . . . . . . . 351--358
C. D. Lai A characterization of gamma, Meixner
hypergeometric and negative binomial
distributions based on canonical
measures . . . . . . . . . . . . . . . . 359--363
S. Huda Some third-order rotatable designs in
three dimensions . . . . . . . . . . . . 365--371
Y. Ogata and
H. Akaike and
K. Katsura The application of linear intensity
models to the investigation of causal
relations between a point process and
another stochastic process . . . . . . . 373--387
Genshiro Kitagawa and
Hirotugu Akaike A quasi Bayesian approach to outlier
detection . . . . . . . . . . . . . . . 389--398
Hisataka Kuboki Unbiased estimators in the sense of
Lehmann and their discrimination rates
(II): Multi-parameter cases . . . . . . 399--409
J. Tiago de Oliveira A definition of estimator efficiency in
$k$-parameter case . . . . . . . . . . . 411--421
Pedro E. Ferreira Multiparametric estimating equations . . 423--431
Jiunn Tzon Hwang Examples of estimation problems . . . . 433--439
Pi-Erh Lin and
Amany Mousa Proper Bayes minimax estimators for a
multivariate normal mean with unknown
common variance under a convex loss
function . . . . . . . . . . . . . . . . 441--456
Ibrahim A. Ahmad $ L_p $-consistency of multivariate
density estimates . . . . . . . . . . . 457--466
J. K. Ghorai A note on a quadratic measure of
deviation of density estimates . . . . . 467--477
K. F. Cheng On estimation of a density and its
derivatives . . . . . . . . . . . . . . 479--489
Yoshikazu Takada Application of an adequate statistic to
the invariant prediction region . . . . 491--503
Sadanori Konishi Asymptotic properties of estimators of
interclass correlation from familial
data . . . . . . . . . . . . . . . . . . 505--515
A. W. Davis On a result of Roy and Gnanadesikan
concerning multivariete variance
components . . . . . . . . . . . . . . . 517--521
Yasunori Fujikoshi A test for additional information in
canonical correlation analysis . . . . . 523--530
Takafumi Isogai On a measure of multivariate skewness
and a test for multivariate normality 531--541
Khalaf E. Ahmad and
Essam K. Al-Hussaini Remarks on the non-identifiability of
mixtures of distributions . . . . . . . 543--544
Thomas E. Obremski Locating the minimum of a function when
the errors of observation have unknown
density . . . . . . . . . . . . . . . . 545--558
Steven W. Klein Hypothesis testing for the common mean
of two normal distributions in the
presence of an indifference zone . . . . 559--577
Michael G. Akritas and
Richard A. Johnson Efficiencies of tests and estimators for
$p$-order autoregressive processes when
the error distribution is nonnormal . . 579--589
A. M. Mathai Storage capacity of a dam with gamma
type inputs . . . . . . . . . . . . . . 591--597
Genji Yamazaki The GI/G/1 queue with
last-come-first-served . . . . . . . . . 599--604
R. M. Sekkappan Bayesian stratified random sampling
using auxiliary information . . . . . . 605--609
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Shun-ichi Amari and
Masayuki Kumon Differential geometry of Edgeworth
expansions in curved exponential family 1--24
K. W. Tsui A class of admissible estimators of a
finite population total . . . . . . . . 25--30
A. J. van der Merwe The asymptotic expansion as well as the
exact moments of the Stein estimator
when the population means are nearly
equal . . . . . . . . . . . . . . . . . 31--39
Junjiro Ogawa On the `confidence bounds'' of the ratio
of the means of a bivariate normal
distribution . . . . . . . . . . . . . . 41--48
C. S. Withers Accurate confidence intervals for
distributions with one parameter . . . . 49--61
S. K. Sarkar and
B. K. Sinha and
P. R. Krishnaiah Some tests with unbalanced data from a
bivariate normal population . . . . . . 63--75
C. Hirotsu An approach to defining the pattern of
interaction effects in a two-way layout 77--90
R. Shimizu and
J. S. Huang On a characteristic property of the
uniform distribution . . . . . . . . . . 91--94
T. Cacoullos and
H. Papageorgiou Characterizations of discrete
distributions by a conditional
distribution and a regression function 95--103
L. B. Klebanov and
J. A. Melamed A method associated with
characterizations of the exponential
distribution . . . . . . . . . . . . . . 105--114
Makio Ishiguro and
Yosiyuki Sakamoto A Bayesian approach to binary response
curve estimation . . . . . . . . . . . . 115--137
Hirotugu Akaike On minimum information prior
distributions . . . . . . . . . . . . . 139--149
Nobuo Inagaki The decomposition of the Fisher
information . . . . . . . . . . . . . . 151--165
Shintaro Sono On a noniformative prior distribution
for Bayesian inference of multinomial
distribution's parameters . . . . . . . 167--174
Masakatsu Murakami Some properties of the risk set in
multiple decision problems . . . . . . . 175--183
Shintaro Sono On an approximation for a multi-stage
decision problem . . . . . . . . . . . . 185--191
Yasushi Nagata An admissible estimator in the
one-parameter exponential family with
ambiguous information . . . . . . . . . 193--199
Y. Isokawa Estimation of frequency by random
sampling . . . . . . . . . . . . . . . . 201--213
Wlodzimierz Greblicki and
Danuta Rutkowska and
Leszek Rutkowski An orthogonal series estimate of
time-varying regression . . . . . . . . 215--228
Jogi Henna A note on a consistent estimator of a
mixing distribution function . . . . . . 229--233
Sam Gutmann A minimax result related to Stein's
effect . . . . . . . . . . . . . . . . . 235--241
Julian Keilson and
Ushio Sumita A decomposition of the beta
distribution, related order and
asymptotic behavior . . . . . . . . . . 243--253
Norman L. Smith and
Y. L. Tong Inequalities for functions of order
statistics under an additive model . . . 255--265
Ian R. Dunsmore The future occurrence of records . . . . 267--277
Evdokia Xekalaki Infinite divisibility, completeness and
regression properties of the univariate
generalized Waring distribution . . . . 279--289
H. Sakasegawa Stratified rejection and squeeze method
for generating beta random numbers . . . 291--302
Geoffrey S. Watson Large sample theory for distributions on
the hypersphere with rotational
symmetries . . . . . . . . . . . . . . . 303--319
Eiji Yamamoto and
Kazumasa Wakimoto and
Seiji Nabeya Joint moments of the number of + runs
and the number of + signs in a random
sequence . . . . . . . . . . . . . . . . 321--328
Sadao Ikeda and
Yoshiyuki Nonaka Uniform asymptotic joint normality of a
set of increasing number of sample
quantiles . . . . . . . . . . . . . . . 329--341
W. Kohne and
R.-D. Reiss A note on uniform approximation to
distributions of extreme order
statistics . . . . . . . . . . . . . . . 343--345
Anonymous Corrections to ``Quadratic forms of a
matric-$t$ variate'' . . . . . . . . . . 346--346
D. G. Marx Quadratic forms of a matric-$t$ variate 347--353
M. H. Alamatsaz Completeness and self-decomposability of
mixtures . . . . . . . . . . . . . . . . 355--363
Yasushi Nagata Admissibility of some preliminary test
estimators for the mean of normal
distribution . . . . . . . . . . . . . . 365--373
Czeslaw Steniak Lower bound of risk in linear unbiased
estimation and its application . . . . . 375--378
Malay Ghosh and
Richard Auer Simultaneous estimation of parameters in
exponential families . . . . . . . . . . 379--387
E. G. Phadia and
V. Susarla Nonparametric Bayesian estimation of a
survival curve with dependent censoring
mechanism . . . . . . . . . . . . . . . 389--400
Ibrahim A. Ahmad On $ L_p $-convergence rates for
statistical functions with application
to $L$-estimates . . . . . . . . . . . . 401--406
Smiley W. Cheng On the most powerful quantile test of
the scale parameter . . . . . . . . . . 407--414
Ritei Shibata Asymptotic mean efficiency of a
selection of regression variables . . . 415--423
Hirohisa Kishino The least squares estimation of the
transition probabilities of binary
processes on the basis of sample paths 425--438
Kamal C. Chanda Density estimation for linear processes 439--446
S. Kageyama and
G. M. Saha Note on the construction of optimum
chemical balance weighing designs . . . 447--452
C. D. O'Shaughnessy and
Abdul Hoque and
D. C. Frank and
Hee Tang Ooi The polytopal association scheme . . . . 453--459
Czeslaw Stepniak Optimal allocation of units in
experimental designs with hierarchical
and cross classification . . . . . . . . 461--473
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Katuomi Hirano A preliminary test procedure for the
scale parameter of exponential
distribution when the selection
parameter is unknown . . . . . . . . . . 1--9
Tom Leonard Some data-analytic modifications to
Bayes--Stein estimation . . . . . . . . 11--21
Nozomu Matsubara General derivation of exact OC and ASN
of SPRT when log of likelihood ratio
takes only two integral multiples of a
constant . . . . . . . . . . . . . . . . 23--33
Ching-Yuan Chiang and
Madan L. Puri Rank procedures for testing
subhypotheses in linear regression . . . 35--50
Khursheed Alam A Bayes procedure for selecting the
population with the largest $p$-th
quantile . . . . . . . . . . . . . . . . 51--58
Timothy R. C. Read Closer asymptotic approximations for the
distributions of the power divergence
goodness-of-fit statistics . . . . . . . 59--69
M. Ivette Gomes Penultimate limiting forms in extreme
value theory . . . . . . . . . . . . . . 71--85
A. P. Basu and
Nader Ebrahimi Corrections to ``On $K$-order harmonic
new better than used in expectation
distributions'' . . . . . . . . . . . . 86--86
A. P. Basu and
Nader Ebrahimi On $k$-order harmonic new better than
used in expectation distributions . . . 87--100
K. N. Venkataraman and
K. Suresh Chandra Limit theorems on a linear explosive
stochastic model for time series with
moving average error . . . . . . . . . . 101--118
Yasunori Fujikoshi and
Yoshimichi Ochi Asymptotic properties of the maximum
likelihood estimate in the first order
autoregressive process . . . . . . . . . 119--128
C. G. Bhattacharya Two inequalities with an application . . 129--134
Chikio Hayashi and
Tatsuzo Suzuki Changes in belief systems, quality of
life issues and social conditions over
25 years in post-war Japan . . . . . . . 135--161
Hamparsum Bozdogan and
Stanley L. Sclove Correction to ``Multi-sample cluster
analysis using Akaike's information
criterion'' . . . . . . . . . . . . . . 162--162
Hamparsum Bozdogan and
Stanley L. Sclove Multi-sample cluster analysis using
Akaike's Information Criterion . . . . . 163--180
Hisataka Kuboki A generalization of the relative
conditional expectation --- Further
properties of Pitman's $ T^* $ and their
applications to statistics . . . . . . . 181--197
Shinto Eguchi A characterization of second order
efficiency in a curved exponential
family . . . . . . . . . . . . . . . . . 199--206
Kôichi Inada A minimax regret estimator of a normal
mean after preliminary test . . . . . . 207--215
Shaul K. Bar-Lev Large sample properties of the MLE and
MCLE for the natural parameter of a
truncated exponential family . . . . . . 217--222
Taka-Aki Shiraishi Rank analogues of the likelihood ratio
test for an ordered alternative in a
two-way layout . . . . . . . . . . . . . 223--237
Martin Crowder On constrained maximum likelihood
estimation with non-i.i.d. observations 239--249
Miyoshi Kimura Robust slippage tests . . . . . . . . . 251--270
A. M. Mathal Extensions of Wilks' integral equations
and distributions of test statistics . . 271--288
H. N. Nagaraja Asymptotic linear prediction of extreme
order statistics . . . . . . . . . . . . 289--299
Simeon M. Berman Limiting distribution of sums of
nonnegative stationary random variables 301--321
M. C. Agrawal A robustness study in sampling on
successive occasions . . . . . . . . . . 323--335
Kenji Nagasaka On Benford's law . . . . . . . . . . . . 337--352
Yoshiaki Itoh Random collision model for random
genetic drift and stochastic difference
equation . . . . . . . . . . . . . . . . 353--362
Takemi Yanagimoto and
Toshinari Kamakura The maximum full and partial likelihood
estimators in the proportional hazard
model . . . . . . . . . . . . . . . . . 363--373
Tadashi Nakamura Existence theorems of a maximum
likelihood estimate from a generalized
censored data sample . . . . . . . . . . 375--393
V. K. Srivastava and
Baldev Raj and
Kuldeep Kumar Estimation of a random coefficient model
under linear stochastic constraints . . 395--401
P. M. Robinson Kernel estimation and interpolation for
time series containing missing
observations . . . . . . . . . . . . . . 403--417
Taku Yamamoto and
Naoto Kunitomo Asymptotic bias of the least squares
estimator for multivariate
autoregressive models . . . . . . . . . 419--430
Sigeo Aki and
Hisataka Kuboki and
Katuomi Hirano On discrete distributions of order $k$ 431--440
Wei-Yin Loh Strong unimodality and scale mixtures 441--449
Gwo Dong Lin A note on equal distributions . . . . . 451--453
Alexander A. Georgiev Speed of convergence in nonparametric
kernel estimation of a regression
function and its derivatives . . . . . . 455--462
Taka-Aki Shiraishi Semi-aligned rank tests . . . . . . . . 463--473
Shinji Azuma and
Kenji Hayashi and
Akio Kudô Moments of a statistic caused by random
combinations or random matings . . . . . 475--479
S. Huda Variance functions for $m$-grouped
cylindrically rotatable designs of type
3 . . . . . . . . . . . . . . . . . . . 481--483
Ulrich Menzefricke A decision-theoretic approach to some
screening problems . . . . . . . . . . . 485--497
Edward W. Barankin and
Koiti Takahasi Betweeness for real vectors and lines,
III alternative characterizations of
betweennesses . . . . . . . . . . . . . 499--520
Makio Ishiguro and
Yosiyuki Sakamoto A Bayesian approach to the probability
density estimation . . . . . . . . . . . 523--538
Anonymous Help & Contacts . . . . . . . . . . . . . ??
T. Matsunawa The exact and approximate distributions
of linear combinations of selected order
statistics from a uniform distribution 1--16
Masafumi Akahira and
Kei Takeuchi Estimation of a common parameter for
pooled samples from the uniform
distributions . . . . . . . . . . . . . 17--26
Peter Hall and
A. H. Welsh Limit theorems for the median deviation 27--36
Takemi Yanagimoto and
Eiji Yamamoto Simple linear approximations to the
likelihood equation for combining
evidence in multiple $ 2 \times 2 $
tables: A critique of conventional
procedures . . . . . . . . . . . . . . . 37--49
Madan L. Puri and
Munsup Seoh On the rate of convergence to normality
for generalized linear rank statistics 51--69
R. S. Singh Empirical Bayes estimation in a multiple
linear regression model . . . . . . . . 71--86
Sadanori Konishi Normalizing and variance stabilizing
transformations for intraclass
correlations . . . . . . . . . . . . . . 87--94
Takesi Hayakawa and
Madan L. Puri Asymptotic expansions of the
distributions of some test statistics 95--108
W. Esty and
R. Gillette and
M. Hamilton and
D. Taylor Asymptotic distribution theory of
statistical functionals: The compact
derivative approach for robust
estimators . . . . . . . . . . . . . . . 109--129
Donald C. Taylor Asymptotic distribution theory for
general statistical functionals . . . . 131--138
Sanpei Kageyama Connectedness of PBIB designs having
asymmetrical association schemes . . . . 139--143
Shakti Banerjee and
Bhagwandas and
S. Kageyama Some constructions of PBIB designs . . . 145--150
G. S. Lingappaiah A study of shifting models in life tests
via Bayesian approach using semi-or-used
priors (SOUPS) . . . . . . . . . . . . . 151--163
Harry Joe Characterizations of life distributions
from percentile residual lifetimes . . . 165--172
Kunio Tanabe The conjugate gradient method for
computing all the extremal stationary
probability vectors of a stochastic
matrix . . . . . . . . . . . . . . . . . 173--187
Kunio Tanabe Global analysis of continuous analogues
of the Levenberg--Marquardt and
Newton--Raphson methods for solving
nonlinear equations . . . . . . . . . . 189--203
Sigeo Aki Discrete distributions of order $k$ on a
binary sequence . . . . . . . . . . . . 205--224
Ludger Rüschendorf Construction of multivariate
distributions with given marginals . . . 225--233
Jõgi Henna On estimating of the number of
constituents of a finite mixture of
continuous distributions . . . . . . . . 235--240
A. Kyriakoussis Asymptotically minimum variance unbiased
estimation for a class of power series
distributions . . . . . . . . . . . . . 241--250
Nobuo Inagaki and
Pranab Kumar Sen On progressively truncated maximum
likelihood estimators . . . . . . . . . 251--269
Dennis D. Cox A penalty method for nonparametric
estimation of the logarithmic derivative
of a density function . . . . . . . . . 271--288
Takafumi Isogai Some extension of Haldane's multivariate
median and its application . . . . . . . 289--301
Pinyuen Chen Subset selection for the least probable
multinomial cell . . . . . . . . . . . . 303--314
Pekka Laippala The empirical Bayes rules with floating
optimal sample size for exponential
conditional distributions . . . . . . . 315--327
B. L. Raktoe and
W. T. Federer Lattice square approach to construction
of mutually orthogonal $F$-squares . . . 329--336
G. M. Saha and
B. K. Samanta A construction of balanced arrays of
strength $t$ and some related incomplete
block designs . . . . . . . . . . . . . 337--345
A. P. Basu and
Nader Ebrahimi Testing whether survival function is
harmonic new better than used in
expectation . . . . . . . . . . . . . . 347--359
Bengt Klefsjö Some comments on a paper on $k$-HNBUE
life distributions . . . . . . . . . . . 361--364
A. P. Basu and
Nader Ebrahimi Corrections to ``On $k$-order harmonic
new better than used in expectation
distributions'' . . . . . . . . . . . . 365--366
Toji Makino Corrections to ``On the independence of
interdeparture intervals from single
server queueing systems'' . . . . . . . 367--367
Yosiyuki Sakamoto and
Makio Ishiguro Bayesian binary regression involving two
explanatory variables . . . . . . . . . 369--387
Yoshihiro Yajima Estimation of the degree of differencing
of an ARIMA process . . . . . . . . . . 389--408
P. Koteeswaran and
K. Nanthi and
K. Suresh Chandra Some convergence theorems on a
supercritical Galton--Watson process . . 409--414
Kazuo Noda Optimal construction of a selection of a
subpopulation . . . . . . . . . . . . . 415--435
Yasushi Nagata and
Taichi Inaba Minimaxity of a preliminary test
estimator for the mean of normal
distribution . . . . . . . . . . . . . . 437--442
Wlodzimierz Greblicki and
Miroslaw Pawlak Fourier and Hermite series estimates of
regression functions . . . . . . . . . . 443--454
Bikas Kumar Sinha and
Arup Bose Unbiased sequential estimation of 1/p:
Settlement of a conjecture . . . . . . . 455--460
Constance van Eeden Mean integrated squared error of kernel
estimators when the density and its
derivative are not necessarily
continuous . . . . . . . . . . . . . . . 461--472
T. S. K. Moothathu Distributions of maximum likelihood
estimators of Lorenz curve and Gini
index of exponential distribution . . . 473--479
D. J. de Waal and
P. C. N. Groenewald and
J. M. van Zyl and
J. V. Zidek A randomized solution for multi-Bayes
estimates of the multinormal mean . . . 481--486
Fanny Ki and
Kam-Wah Tsui Improved confidence set estimators of a
multivariate normal mean and
generalizations . . . . . . . . . . . . 487--498
Wen-Jau Chiou and
Arthur Cohen On estimating a common multivariate
normal mean vector . . . . . . . . . . . 499--506
Kenneth S. Kaminsky and
Lennart S. Rhodin Maximum likelihood prediction . . . . . 507--517
Taka-Aki Shiraishi Local powers of two-sample and
multi-sample rank tests for Lehmann's
contaminated alternative . . . . . . . . 519--527
R.-D. Reiss Approximations to the distributions of
ordered distance random variables . . . 529--533
B. S. Choi A conditional limit construction of the
normal probability density . . . . . . . 535--539
P. G. Moschopoulos The distribution of the sum of
independent gamma random variables . . . 541--544
David K. Blough Measures of location in the plane . . . 545--555
Mike Jacroux Some $E$ and $ M V$-optimal designs for
the two-way elimination of heterogeneity 557--566
D. G. Marx Corrections to ``Quadratic forms of a
matric-$t$ variate'' . . . . . . . . . . 567--567
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Sigeo Aki Some test statistics based on the
martingale term of the empirical
distribution function . . . . . . . . . 1--21
Michael Evans Moments of coverage of a random
ellipsoid . . . . . . . . . . . . . . . 23--33
Masafumi Akahira and
Madan L. Puri and
Kei Takeuchi Bhattacharyya bound of variances of
unbiased estimators in nonregular cases 35--44
Kam-Wah Tsui Multiparameter estimation for some
multivariate discrete distributions with
possibly dependent components . . . . . 45--56
Yutaka Kano Consistency conditions on the least
squares estimator in single common
factor analysis model . . . . . . . . . 57--68
Eiichi Isogai Asymptotic consistency of fixed-width
sequential confidence intervals for a
multiple regression function . . . . . . 69--83
Toyoaki Akai Simultaneous estimation of location
parameters of the distribution with
finite support . . . . . . . . . . . . . 85--99
Dipak K. Dey and
C. Srinivasan Trimmed minimax estimator of a
covariance matrix . . . . . . . . . . . 101--108
Yasuko Chikuse and
A. W. Davis Some properties of invariant polynomials
with matrix arguments and their
applications in econometrics . . . . . . 109--122
David J. Gates and
Mark Westcott Clustering estimates for spatial point
distributions with unstable potentials 123--135
Wei-Min Huang A characterization of limiting
distributions of estimators in an
autoregressive process . . . . . . . . . 137--144
Teruhiro Shirakura Block plan for a fractional $ 2^m $
factorial design derived from a $ 2^r $
factorial design . . . . . . . . . . . . 145--159
Gregory M. Constantine On the optimality of block designs . . . 161--174
Edward W. Barankin Time, space and incidence in general,
with a consequent proof of the law of
homeostasis . . . . . . . . . . . . . . 175--194
Ryoichi Shimizu Inequalities for a distribution with
monotone hazard rate . . . . . . . . . . 195--204
T. Matsunawa Modified information criteria for a
uniform approximate equivalence of
probability distributions . . . . . . . 205--222
John Panaretos and
Evdokia Xekalaki On generalized binomial and multinomial
distributions and their relation to
generalized Poisson distributions . . . 223--231
K. O. Bowman and
L. R. Shenton A reinforcement-depletion urn model: A
contiguity case . . . . . . . . . . . . 233--243
M. Falk Rates of uniform convergence of extreme
order statistics . . . . . . . . . . . . 245--262
G. S. Watson Some estimation theory on the sphere . . 263--275
Shaul K. Bar-lev and
Benzion Boukai Likelihood ratio tests for comparing $k$
populations --- The two-parameter
nonregular models . . . . . . . . . . . 277--283
Serge B. Provost Some test statistics for the structural
coefficients of the multivariate linear
functional relationship model . . . . . 285--296
Gea Hwa Kwoun and
Yoshihiro Yajima On an autoregressive model with
time-dependent coefficients . . . . . . 297--309
K. Suresh Chandra and
P. Koteeswaran Inference on superimposed subcritical
Galton--Watson processes with
immigration . . . . . . . . . . . . . . 311--318
Ryuei Nishii Criteria for selection of response
variables and the asymptotic properties
in a multivariate calibration . . . . . 319--329
Rahul Mukerjee and
Haruo Yanai Factorial orthogonality in the presence
of covariates . . . . . . . . . . . . . 331--341
Masahide Kuwada Optimal partially balanced fractional $
2^{m_1 + m_2} $ factorial designs of
resolution IV . . . . . . . . . . . . . 343--351
Takashi Nakamura Bayesian cohort models for general
cohort table analyses . . . . . . . . . 353--370
Naoto Niki and
Sadanori Konishi Effects of transformations in higher
order asymptotic expansions . . . . . . 371--383
Shinto Eguchi A projection method of estimation for a
subfamily of exponential families . . . 385--398
Khursheed Alam and
Amitava Mitra Component risk in multiparameter
estimation . . . . . . . . . . . . . . . 399--410
Pranab Kumar Sen On stable laws for estimating functions
and derived estimators . . . . . . . . . 411--417
Malay Ghosh and
Dipak K. Dey On the inadmissibility of
preliminary-test estimators when the
loss involves a complexity cost . . . . 419--427
Béla Barabás and
Miklós Csörg\Ho and
Lajos Horváth and
Brian S. Yandell Bootstrapped confidence bands for
percentile lifetime . . . . . . . . . . 429--438
Gutti Jogesh Babu A note on bootstrapping the variance of
sample quantile . . . . . . . . . . . . 439--443
Eve Bofinger $ \psi $-correct decision for selection
and elimination . . . . . . . . . . . . 445--450
Monica E. Bad Dumitrescu The application of the principle of
minimum cross-entropy to the
characterization of the exponential-type
probability distributions . . . . . . . 451--457
Ritei Shibata Selection of the number of regression
variables; A minimax choice of
generalized FPE . . . . . . . . . . . . 459--474
B. L. S. Prakasa Rao The weak convergence of least squares
random fields and its application . . . 475--483
James A. Koziol Relative efficiencies of goodness of fit
procedures for assessing univariate
normality . . . . . . . . . . . . . . . 485--493
Rouh-Jane Chou and
Wen-da Lo On the local minimaxity of a test of
independence in incomplete samples . . . 495--502
Kenneth H. Sutrick Asymptotic power comparison of the
chi-square and likelihood ratio tests 503--511
Taka-Aki Shiraishi The asymptotic power of rank tests under
scale-alternatives including
contaminated distributions . . . . . . . 513--522
Hiroto Hyakutake A construction method of certain
matrices required in the multivariate
heteroscedastic method . . . . . . . . . 523--528
N. Balakrishnan and
S. Kocherlakota and
K. Kocherlakota On the errors of misclassification based
on dichotomous and normal variables . . 529--538
P. M. Robinson On the consistency and finite-sample
properties of nonparametric kernel time
series regression, autoregression and
density estimators . . . . . . . . . . . 539--549
H. A. David Inequalities for ordered sums . . . . . 551--555
Ch. A. Charalambides On discrete distributions of order $k$ 557--568
Mike Jacroux On the usage of refined linear models
for determining $N$-way classification
designs which are optimal for comparing
test treatments with a standard
treatment . . . . . . . . . . . . . . . 569--581
Yoshiaki Itoh Golay code and random packing . . . . . 583--588
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Hisataka Kuboki Analysis of marginal and conditional
density functions for separate inference 1--23
Masafumi Akahira Second order asymptotic comparison of
estimators of a common parameter in the
double exponential case . . . . . . . . 25--36
Chang C. Y. Dorea Estimation of the extreme value and the
extreme points . . . . . . . . . . . . . 37--48
Taichi Inaba and
Yasushi Nagata Minimaxity and nonminimaxity of a
preliminary test estimator for the
multivariate normal mean . . . . . . . . 49--54
Ajit Chaturvedi Sequential point estimation of
regression parameters in a linear model 55--67
Masaaki Sibuya and
Yoshiaki Itoh Random sequential bisection and its
associated binary tree . . . . . . . . . 69--84
Kei Takeuchi and
Akimichi Takemura On sum of $0$--$1$ random variables I.
Univariate case . . . . . . . . . . . . 85--102
Richard Cowan A bivariate exponential distribution
arising in random geometry . . . . . . . 103--111
George Kimeldorf and
Allan R. Sampson Positive dependence orderings . . . . . 113--128
Gwo Dong Lin Relationships between two extensions of
Farlie--Gumbel--Morgenstern distribution 129--140
A. W. Davis and
T. Hayakawa Some distribution theory relating to
confidence regions in multivariate
calibration . . . . . . . . . . . . . . 141--152
Yasunori Fujikoshi Error bounds for asymptotic expansions
of the distribution of the MLE in a
GMANOVA model . . . . . . . . . . . . . 153--161
Shakuntala Sarkar and
P. R. Krishnaiah Tests for sphericity under correlated
multivariate regression equations model 163--175
Edward J. Dudewicz and
Vidya S. Taneja The heteroscedastic method: Multivariate
implementation . . . . . . . . . . . . . 177--190
Hiroyuki Uesaka and
Chooichiro Asano Latent scale linear models for
multivariate ordinal responses and
analysis by the method of weighted least
squares . . . . . . . . . . . . . . . . 191--210
Monica E. Bad Dumitrescu On the normality a posteriori for
exponential distributions, using the
Bayesian estimation . . . . . . . . . . 211--218
Norman Draper and
Irwin Guttman Bayesian analysis of hybrid life tests
with exponential failure times . . . . . 219--225
Yoshiyasu-Hamada Tamura An approach to the nonstationary process
analysis . . . . . . . . . . . . . . . . 227--241
D. Vere-Jones and
T. Ozaki Corrections to ``Some examples of
statistical estimation applied to
earthquake data'' . . . . . . . . . . . 243--243
Yosiyuki Sakamoto and
Makio Ishiguro Corrections to ``Bayesian binary
regression involving two explanatory
variables'' . . . . . . . . . . . . . . 245--245
Takemi Yanagimoto A notion of an obstructive residual
likelihood . . . . . . . . . . . . . . . 247--261
Dieter Mussmann On a characterization of monotone
likelihood ratio experiments . . . . . . 263--274
Hirohisa Kishino Variance of sightings in the survey of
patchily distributed objects . . . . . . 275--287
Y. L. Tong Interval estimation of the critical
value in a general linear model . . . . 289--297
Takesi Hayakawa Normalizing and variance stabilizing
transformations of multivariate
statistics under an elliptical
population . . . . . . . . . . . . . . . 299--306
Kei Takeuchi and
Akimichi Takemura On sum of $0$--$1$ random variables II.
Multivariate case . . . . . . . . . . . 307--324
Pinyuen Chen The $k$-in-a-row procedure in selection
theory . . . . . . . . . . . . . . . . . 325--330
K. F. Cheng Nonparametric inference on the
difference of location parameters of
correlated variables from fragmentary
samples . . . . . . . . . . . . . . . . 331--347
Z. Govindarajulu and
Bo. H. Lindqvist Asymptotic efficiency of the Spearman
estimator and characterizations of
distributions . . . . . . . . . . . . . 349--361
Yoshihiko Maesono Competitors of the Wilcoxon signed rank
test . . . . . . . . . . . . . . . . . . 363--375
Yi-Ching Yao A note on testing for constant hazard
against a change-point alternative . . . 377--383
K. Y. Lee and
Mike Jacroux Some sufficient conditions for the $E$-
and $ M V$-optimality of block designs
having blocks of unequal size . . . . . 385--397
Theophilos Cacoullos Characterizing priors by posterior
expectations in multiparameter
exponential families . . . . . . . . . . 399--405
Ken-iti Sato Modes and moments of unimodal
distributions . . . . . . . . . . . . . 407--415
Elias Masry and
Bernard Picinbono Linear\slash nonlinear forms and the
normal law: Characterization by high
order correlations . . . . . . . . . . . 417--428
Pietro Muliere and
Marco Scarsini Characterization of a Marshall--Olkin
type class of distributions . . . . . . 429--441
Manabu Sato Pragmatic treatment of improper
solutions in factor analysis . . . . . . 443--455
Sigeo Aki On nonparametric tests for symmetry . . 457--472
Seiji Nabeya On Aki's nonparametric test for symmetry 473--482
Bo Bergman and
Bengt Klefsjö A note on some test statistics against
HNBUE . . . . . . . . . . . . . . . . . 483--488
Kentaro Nomakuchi and
Toshio Sakata A note on testing two-dimensional normal
mean . . . . . . . . . . . . . . . . . . 489--495
Y. Rama Krishna Sarma Asymptotic properties of Rao's test for
testing hypotheses in discrete parameter
stochastic processes . . . . . . . . . . 497--512
Hiroyuki Uesaka and
Chooichiro Asano Analysis of ordered categorical data
from repeated measurements assuming a
quantitative latent variable . . . . . . 513--531
Wolfgang Härdle An effective selection of regression
variables when the error distribution is
incorrectly specified . . . . . . . . . 533--548
Radhey S. Singh and
Manzoor Ahmad Modified nonparametric kernel estimates
of a regression function and their
consistencies with rates . . . . . . . . 549--562
C. Stepniak A complete class for linear estimation
in a general linear model . . . . . . . 563--573
Naoto Kunitomo A third order optimum property of the ML
estimator in a linear functional
relationship model and simultaneous
equation system in econometrics . . . . 575--591
Masafumi Akahira and
Kei Takeuchi The lower bound for the variance of
unbiased estimators for one-directional
family of distributions . . . . . . . . 593--610
Ryoichi Shimizu Error bounds for asymptotic expansion of
the scale mixtures of the normal
distribution . . . . . . . . . . . . . . 611--622
Samir K. Bhattacharya Bayesian normal analysis with an inverse
Gaussian prior . . . . . . . . . . . . . 623--626
E. Olusegun George and
Cecil C. Rousseau On the logistic midrange . . . . . . . . 627--635
Rinya Takahashi Some properties of multivariate extreme
value distributions and multivariate
tail equivalence . . . . . . . . . . . . 637--647
Masahide Kuwada On the robustness of balanced fractional
$ 2^m $ factorial designs of resolution
$ 2 l + 1 $ in the presence of outliers 649--659
Sanpei Kageyama Some characterization of locally
resistant BIB designs of degree one . . 661--669
Snigdha Banerjee and
Sanpei Kageyama and
Bhagwandas Some constructions of two-associate
class PBIB designs . . . . . . . . . . . 671--679
Takesi Hayakawa Correction to ``The likelihood ratio
criterion and the asymptotic expansion
of its distribution'' . . . . . . . . . 681--681
Anonymous Help & Contacts . . . . . . . . . . . . . ??
H. Nakamura and
Y. Toyota Statistical identification and optimal
control of thermal power plants . . . . 1--28
Yosihiko Ogata and
Koichi Katsura Likelihood analysis of spatial
inhomogeneity for marked point patterns 29--39
Kunio Yasue and
Mari Jibu and
Tetsuya Misawa and
Jean-Claude Zambrini Stochastic neurodynamics . . . . . . . . 41--59
S. Kocherlakota On the compounded bivariate Poisson
distribution: A unified treatment . . . 61--76
Kazuo Nishimura and
Masaaki Sibuya Occupancy with two types of balls . . . 77--91
Kentaro Nomakuchi and
Toshio Sakata Characterization of conditional
covariance and unified theory in the
problem of ordering random variables . . 93--99
William W. S. Wei and
Daniel O. Stram An eigenvalue approach to the limiting
behavior of time series aggregates . . . 101--110
N. Mukhopadhyay and
G. Vik Convergence rates for two-stage
confidence intervals based on
$U$-statistics . . . . . . . . . . . . . 111--117
Nariaki Sugiura and
Tatsuya Kubokawa Estimating common parameters of growth
curve models . . . . . . . . . . . . . . 119--135
Dipak K. Dey Simultaneous estimation of eigenvalues 137--147
Kazuo Anraku and
Akihiro Nishi and
Takashi Yanagawa Tests for the marginal probabilities in
the two-way contingency table under
restricted alternatives . . . . . . . . 149--163
P. W. Mielke, Jr. and
Y. C. Yao A class of multiple sample tests based
on empirical coverages . . . . . . . . . 165--178
Kao-Tai Tsai and
James A. Koziol Score and Wald tests for the
multivariate growth curve model with
missing data . . . . . . . . . . . . . . 179--186
Dennis C. Gilliland and
Rohana Karunamuni On empirical Bayes with sequential
component . . . . . . . . . . . . . . . 187--193
Rahul Mukerjee and
Mausumi Sen Kronecker factorial designs for multiway
elimination of heterogeneity . . . . . . 195--210
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Takao Wada and
Makoto Jinnouchi and
Yasuo Matsumura Application of autoregressive modelling
for the analysis of clinical and other
biological data . . . . . . . . . . . . 211--227
Naomichi Suzuki and
Minoru Biyajima Multiplicity distributions in a
two-component branching process . . . . 229--246
Lanh Tat Tran Rank order statistics for time series
models . . . . . . . . . . . . . . . . . 247--260
Khalaf E. Ahmad Identifiability of finite mixtures using
a new transform . . . . . . . . . . . . 261--265
K. R. Muraleedharan Nair and
N. Unnikrishnan Nair On characterizing the bivariate
exponential and geometric distributions 267--271
N. Salakbishnan Recurrence relations for order
statistics from $n$ independent and
non-identically distributed random
variables . . . . . . . . . . . . . . . 273--277
Sadanori Konishi and
Naoto Niki and
Arjun K. Gupta Asymptotic expansions for the
distribution of quadratic forms in
normal variables . . . . . . . . . . . . 279--296
Martin Crowder Asymptotic expansions of posterior
expectations, distributions and
densities for stochastic processes . . . 297--309
Masaflimi Akahira Second order asymptotic optimality of
estimators for a density with finite
cusps . . . . . . . . . . . . . . . . . 311--328
Nariaki Sugiura and
Yoshihiko Konno Entropy loss and risk of improved
estimators for the generalized variance
and precision . . . . . . . . . . . . . 329--341
David K. Blough Consistent estimation of location region 343--352
D. A. S. Fraser and
P. McDunnough On generalization of the analysis of
variance . . . . . . . . . . . . . . . . 353--366
Yasuki Kikuchi and
Takashi Yanagawa Incorporating historical information in
testing for a trend in Poisson means . . 367--379
Narayan C. Giri Locally minimax tests in symmetrical
distributions . . . . . . . . . . . . . 381--394
Takahiko Hara Detection of multivariate outliers with
location slippage or scale inflation in
left orthogonally invariant or
elliptically contoured distributions . . 395--406
Mike Jacroux and
Dexter C. Whittinghill III On the $E$- and MV-optimality of block
designs having $ k \geq v$ . . . . . . . 407--418
Anonymous Help & Contacts . . . . . . . . . . . . . ??
S. Hagimura and
T. Saitoh and
Y. Yagihara Application of time series analysis and
modern control theory to the cement
plant . . . . . . . . . . . . . . . . . 419--438
K. G. Janardan Relationship between Morisita's model
for estimating the environmental density
and the generalized Eulerian numbers . . 439--450
C. Hirotsu A class of estimable contrasts in an
age-period-cohort model . . . . . . . . 451--465
Andreas N. Philippou On multiparameter distributions of order
$k$ . . . . . . . . . . . . . . . . . . 467--475
Hisao Nagao On the jackknife statistics for
eigenvalues and eigenvectors of a
correlation matrix . . . . . . . . . . . 477--489
Z. D. Bai and
P. R. Krishnaiah and
Y. G. Yin Limiting properties of the
occurrence/exposure rate and simple risk
rate . . . . . . . . . . . . . . . . . . 491--505
Jens Peter Kreiss On stochastic estimation . . . . . . . . 507--520
Nobuo Inagaki The progressively truncated estimating
functions and estimators . . . . . . . . 521--540
Wei-Min Huang and
Wei-Yann Tsai Asymptotic theorems for estimating the
distribution function under random
truncation . . . . . . . . . . . . . . . 541--553
Tatsuya Kubokawa Inadmissibility of the uncombined
two-stage estimator when additional
samples are available . . . . . . . . . 555--563
Joseph P. Romano Bootstrapping the mode . . . . . . . . . 565--586
Yosiyuki Sakamoto and
Makio Ishiguro A Bayesian approach to nonparametric
test problems . . . . . . . . . . . . . 587--602
R. L. Eubank and
V. N. LaRiccia Regression type tests for parametric
hypotheses based on optimally selected
subsets of the order statistics . . . . 603--613
Pinyuen Chen An integrated formulation for selecting
the most probable multinomial cell . . . 615--625
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Maria Angeles Gil On the loss of information due to
fuzziness in experimental observations 627--639
Dankmar Böhning and
Bruce G. Lindsay Monotonicity of quadratic-approximation
algorithms . . . . . . . . . . . . . . . 641--663
Hiroshi Maehara A threshold for the size of random caps
to cover a sphere . . . . . . . . . . . 665--670
P. Deheuvels and
D. Pfeifer On a relationship between Uspensky's
theorem and Poisson approximations . . . 671--681
James C. Fu and
Robert E. Kass The exponential rates of convergence of
posterior distributions . . . . . . . . 683--691
Masaaki Sibuya Log-concavity of Stirling numbers and
unimodality of Stirling distributions 693--714
Dieter Mussmann Sufficiency and Jensen's inequality for
conditional expectations . . . . . . . . 715--726
C. S. Withers Nonparametric confidence intervals for
functions of several distributions . . . 727--746
A. J. van der Merwe and
P. C. N. Groenewald and
C. A. van der Merwe Approximated Bayes and empirical Bayes
confidence intervals --- The known
variance case . . . . . . . . . . . . . 747--767
Ajit Chaturvedi On sequential procedures for the point
estimation of the mean of a normal
population . . . . . . . . . . . . . . . 769--783
H. I. Hamdy and
N. Mukhopadhyay and
M. C. Costanza and
M. S. Son Triple stage point estimation for the
exponential location parameter . . . . . 785--797
Nakahiro Yoshida Robust $M$-estimators in diffusion
processes . . . . . . . . . . . . . . . 799--820
Ewaryst Rafajlowicz and
Wojciech Myszka Optimum experimental design for a
regression on a hypercube-generalization
of Hoel's result . . . . . . . . . . . . 821--827
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Colin L. Mallows and
Vijayan N. Nair On a zero-crossing probability . . . . . 1--8
Yoshiaki Itoh An application of the convolution
inequality for the Fisher information 9--12
Norman L. Johnson and
Samuel Kotz Characterization based on conditional
distributions . . . . . . . . . . . . . 13--17
Michael Falk A note on uniform asymptotic normality
of intermediate order statistics . . . . 19--29
George Kimeldorf and
Allan R. Sampson A framework for positive dependence . . 31--45
S. Aki and
K. Hirano Estimation of parameters in the discrete
distributions of order $k$ . . . . . . . 47--61
Dorota M. Dabrowska and
Kjell A. Doksum and
Ryozo Miura Rank estimates in a class of
semiparametric two-sample models . . . . 63--79
T. Lwin and
J. S. Maritz Empirical Bayes approach to
multiparameter estimation: with special
reference to multinomial distribution 81--99
G. G. Walter and
G. G. Hamedani Bayes empirical Bayes estimation for
discrete exponential families . . . . . 101--119
Nitis Mukhopadhyay and
Pranab Kumar Sen and
Bikas Kumar Sinha Stopping rules, permutation invariance
and sufficiency principle . . . . . . . 121--138
A. D. Dharmadhikari and
U. V. Naik-Nimbalkar and
S. Bhyri Estimation of the scale parameter of a
power law process using power law counts 139--148
Chu-In Charles Lee and
Tim Robertson and
F. T. Wright On the testing of marginal homogeneity
with a one-sided alternative in the
analysis of variance . . . . . . . . . . 149--167
Takafumi Isogai On using influence functions for testing
multivariate normality . . . . . . . . . 169--186
M. Taniguchi and
P. R. Krishnaiah and
R. Chao Normalizing transformations of some
statistics of Gaussian ARMA processes 187--197
Henryk Brzeskwiniewicz On the connectedness of partially
balanced block designs . . . . . . . . . 199--204
Anonymous Help & Contacts . . . . . . . . . . . . . ??
M. Taniguchi and
L. C. Zhao and
P. R. Krishnaiah and
Z. D. Bai Statistical analysis of dyadic
stationary processes . . . . . . . . . . 205--225
Albert Y. Lo and
Chung-Sing Weng On a class of Bayesian nonparametric
estimates: II. Hazard rate estimates . . 227--245
O. E. Barndorff-Nielsen and
P. E. Jupp Approximating exponential models . . . . 247--267
Takemi Yanagimoto and
Kazuo Anraku Possible superiority of the conditional
MLE over the unconditional MLE . . . . . 269--278
Katuomi Hirano and
Kosei Iwase Conditional information for an inverse
Gaussian distribution with known
coefficient of variation . . . . . . . . 279--287
Ann E. S. Mitchell The information matrix, skewness tensor
and $a$-connections for the general
multivariate elliptic distribution . . . 289--304
R. M. Korwar On a new system of discrete
distributions and characterizations of
several discrete distributions by
equality of distributions . . . . . . . 305--321
N. Balakrishnan Recurrence relations among moments of
order statistics from two related sets
of independent and non-identically
distributed random variables . . . . . . 323--329
Nobuo Shinozaki Improved confidence sets for the mean of
a multivariate normal distribution . . . 331--346
D. L. Hawkins and
Chien-Pai Han A minimum average risk approach to
shrinkage estimators of the normal mean 347--363
Jun Shao Asymptotic distribution of the weighted
least squares estimator . . . . . . . . 365--382
Dennis Cox and
Eunmee Koh A smoothing spline based test of model
adequacy in polynomial regression . . . 383--400
Roy C. Milton and
M. Haseeb Rizvi On computation of integrals for
selection from multivariate normal
populations on the basis of distances 401--408
Kishore Sinha and
Sanpei Kageyama Composite construction of group
divisible designs . . . . . . . . . . . 409--414
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Dinh Tuan Pham and
Joachim Möcks and
Lothar Sroka Asymptotic normality of double-indexed
linear permutation statistics . . . . . 415--427
Paul W. Vos Fundamental equations for statistical
submanifolds with applications to the
Bartlett correction . . . . . . . . . . 429--450
K. Zografos and
K. Ferentinos and
T. Papaioannou Limiting properties of some measures of
information . . . . . . . . . . . . . . 451--460
David K. Blough Multivariate symmetry via projection
pursuit . . . . . . . . . . . . . . . . 461--475
Tatsuya Kubokawa Closer estimators of a common mean in
the sense of Pitman . . . . . . . . . . 477--484
Toyoaki Akai Simultaneous estimation of means of
classified normal observations . . . . . 485--502
Qiquing Yu Methodology for the invariant estimation
of a continuous distribution function 503--520
Adam T. Martinsek Sequential estimation in regression
models using analogues of trimmed means 521--540
Xian Zhou and
S. Rao Jammalamadaka Bahadur efficiencies of spacings tests
for goodness of fit . . . . . . . . . . 541--553
Alain Le Breton and
Dinh Tuan Pham On the bias of the least squares
estimator for the first order
autoregressive process . . . . . . . . . 555--563
Jesper Mòller On the rate of convergence of spatial
birth-and-death processes . . . . . . . 565--581
Yosihiko Ogata and
Masaharu Tanemura Likelihood estimation of soft-core
interaction potentials for Gibbsian
point patterns . . . . . . . . . . . . . 583--600
S. Kalbakam and
G. Abivarignan On exhibiting inventory systems with
Erlangian lifetimes under renewal
demands . . . . . . . . . . . . . . . . 601--616
Essam K. Al-Hussaini and
Nagi S. Abd-El-Hakim Failure rate of the inverse
Gaussian--Weibull mixture model . . . . 617--622
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Shun-ichi Amari Fisher information under restriction of
Shannon information in multi-terminal
situations . . . . . . . . . . . . . . . 623--648
Tiee-Jian Wu Contiguous alternatives which preserve
Cramér-type large deviations for a
general class of statistics . . . . . . 649--660
A. C. Dallas Some properties of record values coming
from the geometric distribution . . . . 661--669
A. Kyriakoussis and
H. Papageorgiou On characterization of power series
distributions by a marginal distribution
and a regression function . . . . . . . 671--676
T. Ramallingam Symbolic computing the exact
distributions of $L$-statistics from a
uniform distribution . . . . . . . . . . 677--681
Harry Joe Estimation of entropy and other
functionals of a multivariate density 683--697
Morris Skibinsky and
Andrew L. Rukhin Admissible estimators of binomial
probability and the inverse Bayes rule
map . . . . . . . . . . . . . . . . . . 699--716
Nityananda Sarkar Comparisons among some estimators in
misspecified linear models with
multicollinearity . . . . . . . . . . . 717--724
Masafumi Akahira and
Kei Takeuchi Higher order asymptotics in estimation
for two-sided Weibull type distributions 725--752
Sigeo Aki and
Nobuhisa Kashiwagi Asymptotic properties of some
goodness-of-fit tests based on the $ L_1
$-norm . . . . . . . . . . . . . . . . . 753--764
Junji Nakano and
Shigemi Tagami A test for the presence of pure feedback
in multivariate dynamic stochastic
systems . . . . . . . . . . . . . . . . 765--779
Anestis Antoniadis A penalty method for nonparametric
estimation of the intensity function of
a counting process . . . . . . . . . . . 781--807
M. T. Chao and
James C. Fu A limit theorem of certain repairable
systems . . . . . . . . . . . . . . . . 809--818
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Moshe Shaked and
Nozer D. Singpurwalla A Bayesian approach for quantile and
response probability estimation with
applications to reliability . . . . . . 1--19
Chang-Jo F. Chung and
Miklós Csörg\Ho and
Lajos Horváth Confidence bands for quantile function
under random censorship . . . . . . . . 21--36
Yuzo Hosoya Information amount and higher-order
efficiency in estimation . . . . . . . . 37--49
J. H. Venter and
S. J. Steel Estimation of two normal means which may
be common . . . . . . . . . . . . . . . 51--64
Tea-Yuan Hwang and
Chin-Yuan Hu More comparisons of MLE with UMVUE for
exponential families . . . . . . . . . . 65--75
Mohamed Madi and
Kam-Wah Tsui Estimation of the ratio of the scale
parameters of two exponential
distributions with unknown location
parameters . . . . . . . . . . . . . . . 77--87
Nobuo Inagaki and
Toshihabu Hayashi Parameter estimation for the simple
self-correcting point process . . . . . 89--98
George R. Jerdack and
Pranab Kumar Sen Nonparametric test of restricted
interchangeability . . . . . . . . . . . 99--114
Soujin Wang Saddlepoint approximations in resampling
analysis . . . . . . . . . . . . . . . . 115--131
Balakrishna S. Hosmane Smoothing of likelihood ratio statistic
for equiprobable multinomial
goodness-of-fit . . . . . . . . . . . . 133--147
Shande Chen and
Govind S. Mudholkar Null distribution of the sum of squared
$z$-transforms in testing complete
independence . . . . . . . . . . . . . . 149--155
R. N. Pillai On Mittag-Leffler functions and related
distributions . . . . . . . . . . . . . 157--161
Jerzy K. Baksalary and
P. D. Puri Pairwise-balanced, variance-balanced and
resistant incomplete block designs
revisited . . . . . . . . . . . . . . . 163--171
Mike Jacroux Some optimal designs for comparing a set
of test treatments with a set of
controls . . . . . . . . . . . . . . . . 173--185
Jozsef Abaffy and
Emilio Spedicato A class of scaled direct methods for
linear systems . . . . . . . . . . . . . 187--201
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Shigeru Mase Mean characteristics of Gibbsian point
processes . . . . . . . . . . . . . . . 203--220
Nakahiro Yoshida Asymptotic behavior of $M$-estimator and
related random field for diffusion
process . . . . . . . . . . . . . . . . 221--251
M. B. Rajarshi Bootstrap in Markov-sequences based on
estimates of transition density . . . . 253--268
Silviu Guiasu A classification of the main probability
distributions by minimizing the weighted
logarithmic measure of deviation . . . . 269--279
Abdulhamid A. Alzaid A moment's approach to some
characterization problems . . . . . . . 281--285
Daren B. H. Cline Optimal kernel estimation of densities 287--303
Lanh Tat Tran Recursive kernel density estimators
under a weak dependence condition . . . 305--329
Tatsuya Kubokawa and
Yoshihiko Konno Estimating the covariance matrix and the
generalized variance under a symmetric
loss . . . . . . . . . . . . . . . . . . 331--343
Jana Jurecková and
Pranab Kumar Sen Effect of the initial estimator on the
asymptotic behavior of one-step
$M$-estimator . . . . . . . . . . . . . 345--357
T. Hayakawa On tests for the mean direction of the
Langevin distribution . . . . . . . . . 359--373
Ming-Tan M. Tsai and
Pranas Kumar Sen Asymptotically efficient rank MANOVA
tests for restricted alternatives in
randomized block designs . . . . . . . . 375--385
X. Chen On the convergence of Broyden-like
methods for nonlinear equations with
nondifferentiable terms . . . . . . . . 387--401
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Yosihiko Ogata A Monte Carlo method for an objective
Bayesian procedure . . . . . . . . . . . 403--433
Heleno Bolfarine Bayesian linear prediction in finite
populations . . . . . . . . . . . . . . 435--444
E. B. Jensen and
K. Kiêu and
H. J. G. Gundersen On the stereological estimation of
reduced moment measures . . . . . . . . 445--461
Peter Frankl and
Hiroshi Maehara Some geometric applications of the beta
distribution . . . . . . . . . . . . . . 463--474
Genji Yamazaki Invariance relations in single server
queues with LCFS service discipline . . 475--488
Nakahiro Yoshida and
Toshiharu Hayashi On the robust estimation in Poisson
processes with periodic intensities . . 489--507
Moshe Shaked and
J. George Shanthikumar Parametric stochastic convexity and
concavity of stochastic processes . . . 509--531
Y. Fujikoshi and
T. Kanda and
N. Tanimura The growth curve model with an
autoregressive covariance structure . . 533--542
Jye-Chyl Lu and
Gouri K. Bhattacharyya Some new constructions of bivariate
Weibull models . . . . . . . . . . . . . 543--559
Sadanori Konishi and
C. G. Khatri Inferences on interclass and intraclass
correlations in multivariate familial
data . . . . . . . . . . . . . . . . . . 561--580
Naveen K. Bansal Testing linear hypotheses in errors in
variables model . . . . . . . . . . . . 581--596
Maria Kozlowska and
Ryszard Walkowiak E-optimality of some row and column
designs . . . . . . . . . . . . . . . . 597--602
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Wolfgang J. Bühler and
Prem S. Puri and
Hans-J. Schuh Hitting straight lines by compound
Poisson process paths . . . . . . . . . 603--621
Arthur Cohen and
Harold B. Sackrowitz Admissibility of estimators of the
probability of unobserved outcomes . . . 623--636
R. J. Karunamuni On the empirical Bayes approach to
multiple decision problems with
sequential components . . . . . . . . . 637--655
Ahmad Parsian On the admissibility of an estimator of
a normal mean vector under a linex loss
function . . . . . . . . . . . . . . . . 657--669
Jana Jurecková and
A. H. Welsh Asymptotic relations between $L$- and
$M$-estimators in the linear model . . . 671--698
Eiichi Isogai Nonparametric estimation of a regression
function by delta sequences . . . . . . 699--708
Christian Léger and
Joseph P. Romano Bootstrap choice of tuning parameters 709--735
Jun Shao Bootstrap estimation of the asymptotic
variances of statistical functionals . . 737--752
Arup Bose Bootstrap in moving average models . . . 753--768
Yasunori Fujikoshi and
Chinubal G. Khatri A study of redundancy of some variables
in covariate discriminant analysis . . . 769--782
Kashinath Chatterjee Search designs for searching for one
among the two-and three-factor
interaction effects in the general
symmetric and asymmetric factorials . . 783--803
Shao Liang Zhang and
Yoshio Oyanagi A necessary and sufficient convergence
condition of $ {\rm orthomin}(k) $
methods for least squares problem with
weight . . . . . . . . . . . . . . . . . 805--811
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Julian Besag and
Jeremy York and
Annie Mollié Bayesian image restoration, with two
applications in spatial statistics . . . 1--20
Anonymous Discussion . . . . . . . . . . . . . . . 21--45
Julian Besag Rejoinder . . . . . . . . . . . . . . . 45--59
Michael L. Stein A kernel approximation to the kriging
predictor of a spatial process . . . . . 61--75
Nobuhisa Kashiwagi Bayesian detection of structural changes 77--93
P. Blæsild Yokes and tensors derived from yokes . . 95--113
B. Rutherford and
S. Yakowitz Error inference for nonparametric
regression . . . . . . . . . . . . . . . 115--129
Stephan Morgenthaler and
Clifford Hurvich An information-theoretic framework for
robustness . . . . . . . . . . . . . . . 131--146
C. S. Withers A class of multiple shrinkage estimators 147--156
Yoshihiko Konno A note on estimating eigenvalues of
scale matrix of the multivariate
$F$-distribution . . . . . . . . . . . . 157--165
Steven G. From Estimating means from a non-I.I.D.
Mixture of Poisson samples . . . . . . . 167--179
Masafumi Akahira The 3/2th and 2nd order asymptotic
efficiency of maximum probability
estimators in non-regular cases . . . . 181--195
Ch. A. Charalambides On a generalized Eulerian distribution 197--206
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Masajiro Imoto An application of Bayesian (ABIC)
smoothing methods to estimating space
and time variations in the magnitude
distributions of earthquakes . . . . . . 207--225
N. K. Bansal and
M. Bhandary Bayes estimation of number of signals 227--243
Shinto Eguchi A geometric look at nuisance parameter
effect of local powers in testing
hypothesis . . . . . . . . . . . . . . . 245--260
Masaaki Sibuya Bonferroni-type inequalities;
Chebyshev-type inequalities for the
distributions on [0, $n$ ] . . . . . . . 261--285
R. M. Korwar On characterizations of distributions by
mean absolute deviation and variance
bounds . . . . . . . . . . . . . . . . . 287--295
Masafumi Akahira and
Kei Takeuchi Bootstrap method and empirical process 297--310
Miroslaw Pawlak On the almost everywhere properties of
the kernel regression estimate . . . . . 311--326
R. J. Karunamuni and
K. L. Mehra Optimal convergence properties of kernel
density estimators without
differentiability conditions . . . . . . 327--346
Amarjot Kaur and
Harshinder Singh On the estimation of ordered means of
two exponential populations . . . . . . 347--356
Manzoor Ahmad and
Y. P. Chaubey and
B. K. Sinha Estimation of a common mean of several
univariate inverse Gaussian populations 357--367
Sanat K. Sarkar Stein-type improvements of confidence
intervals for the generalized variance 369--375
Mike Jacroux and
Rita Saha Ray On the determination and construction of
optimal row-column designs having
unequal row and column sizes . . . . . . 377--390
Mohamed Habibullah and
S. K. Katti A modified steepest descent method with
applications to maximizing likelihood
functions . . . . . . . . . . . . . . . 391--404
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Announcement . . . . . . . . . . . . . . 405--405
Tetsuo Takanami and
Genshiro Kitagawa Estimation of the arrival times of
seismic waves by multivariate time
series model . . . . . . . . . . . . . . 407--433
Hirohisa Kishino and
Hidehiro Kato and
Fujio Kasamatsu and
Yoshihiro Fujise Detection of heterogeneity and
estimation of population characteristics
from the field survey data: 1987/88
Japanese feasibility study of the
southern hemisphere Minke whales . . . . 435--453
Eva B. Vedel Jensen Recent developments in the stereological
analysis of particles . . . . . . . . . 455--468
T. Higuchi Frequency domain characteristics of
linear operator to decompose a time
series into the multi-components . . . . 469--492
Bovas Abraham and
A. Thavaneswaran A nonlinear time series model and
estimation of missing observations . . . 493--504
David F. Findley Counterexamples to parsimony and BIC . . 505--514
Paul W. Vos Geometry of $f$-divergence . . . . . . . 515--537
Takemi Yanagimoto and
Eiji Yamamoto Constructing elementary procedures for
inference of the gamma distribution . . 539--550
Ludwig Baringhaus and
Norbert Henze A class of consistent tests for
exponentiality based on the empirical
Laplace transform . . . . . . . . . . . 551--564
Thomas Höglund Bounds for the sample size to justify
normal approximation of the confidence
level . . . . . . . . . . . . . . . . . 565--578
E. G. Phadia and
Qiqing Yu Minimaxity and admissibility of the
product limit estimator . . . . . . . . 579--596
A. Galantai Analysis of error propagation in the ABS
class for linear systems . . . . . . . . 597--603
Anonymous AISM Data 43-3-01 Seismograms of
foreshocks of 1982 Urakawa-oki
earthquake . . . . . . . . . . . . . . . 605--606
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Takao Shohoji and
Kouji Kanefuji and
Takahiro Sumiya and
Tao Qin A prediction of individual growth of
height according to an empirical
Bayesian approach . . . . . . . . . . . 607--619
Daming Xu Differential geometrical structures
related to forecasting error variance
ratios . . . . . . . . . . . . . . . . . 621--646
P. C. Wang Diagnostics and score statistics in
regression . . . . . . . . . . . . . . . 647--656
Manabu Iwasa Admissibility of unbiased tests for a
composite hypothesis with a restricted
alternative . . . . . . . . . . . . . . 657--665
Sheng G. Shi Local bootstrap . . . . . . . . . . . . 667--676
T. Kubokawa and
C. Robert and
A. K. Md. E. Saleh Robust estimation of common regression
coefficients under spherical symmetry 677--688
Madhusudan Bhandapy Robust $M$-estimation of a dispersion
matrix with a structure . . . . . . . . 689--705
Youngjo Lee Jackknife variance estimators of the
location estimator in the one-way
random-effects model . . . . . . . . . . 707--714
Taka-aki Shiraishi Statistical inference based on aligned
ranks for two-way MANOVA with
interaction . . . . . . . . . . . . . . 715--734
Takemi Yanagimoto Estimating a model through the
conditional MLE . . . . . . . . . . . . 735--746
J. K. Ghorai Estimation of a smooth quantile function
under the proportional hazards model . . 747--760
K. Krishnamoorthy Estimation of a common multivariate
normal mean vector . . . . . . . . . . . 761--771
Jagdish Saran On some joint laws in fluctuations of
sums of random variables . . . . . . . . 773--791
Truc T. Nguyen and
Allan R. Sampson A note on characterizations of
multivariate stable distributions . . . 793--801
Anonymous Help & Contacts . . . . . . . . . . . . . ??
F. Musmeci and
D. Vere-Jones A space-time clustering model for
historical earthquakes . . . . . . . . . 1--11
P. J. Thomson Signal estimation using stochastic
velocity models and irregular arrays . . 13--25
Dale L. Zimmerman and
Noel Cressie Mean squared prediction error in the
spatial linear model with estimated
covariance parameters . . . . . . . . . 27--43
Dominique B. Picard Statistical morphisms and related
invariance properties . . . . . . . . . 45--61
Marianne Mora Geometrical expansions for the
distributions of the score vector and
the maximum likelihood estimator . . . . 63--83
H. Dennis Tolley and
Kenneth G. Manton Large sample properties of estimates of
a discrete grade of membership model . . 85--95
A. M. Mathal and
P. G. Moschopoulos A form of multivariate gamma
distribution . . . . . . . . . . . . . . 97--106
Chu-In Charles Lee On Laplace continued fraction for the
normal integral . . . . . . . . . . . . 107--120
S. Kanagawa and
Y. Mochizuki and
H. Tanaka Limit theorems for the minimum
interpoint distance between any pair of
i.i.d. random points in $ R^d $ . . . . 121--131
TaChen Liang and
S. Panchapakesan On a monotone empirical Bayes test
procedure in geometric model . . . . . . 133--140
Kentaro Nomakuchi A note on the uniformly most powerful
tests in the presence of nuisance
parameters . . . . . . . . . . . . . . . 141--145
Yoko Watamori Tests for a given linear structure of
the mean direction of the Langevin
distribution . . . . . . . . . . . . . . 147--156
Ajit Chaturvedi and
N. D. Shukla and
Pramod S. Shukla Fixed-width confidence intervals for
contrasts in the means . . . . . . . . . 157--167
Brian J. English and
Raphael Gillett and
Michael J. Phillips Inequalities concerning the expected
selection differentials . . . . . . . . 169--175
N. Balakrishnan and
S. M. Bendre and
H. J. Malik General relations and identities for
order statistics from non-independent
non-identical variables . . . . . . . . 177--183
Teruhiro Shirakura and
Shinsei Tazawa A series of search designs for $ 2^m $
factorial designs of resolution $V$
which permit search of one or two
unknown extra three-factor interactions 185--196
Dankmar Böhning Multinomial logistic regression
algorithm . . . . . . . . . . . . . . . 197--200
Anonymous Help & Contacts . . . . . . . . . . . . . ??
A. J. van der Merwe and
C. A. van der Merwe and
P. C. N. Groenewald Bayesian inferences on nonlinear
functions of the parameters in linear
regression . . . . . . . . . . . . . . . 201--211
T. V. Ramanathan and
M. B. Rajarshi Optimal estimation in random coefficient
regression models . . . . . . . . . . . 213--227
Wolfgang Bischoff On exact $D$-optimal designs for
regression models with correlated
observations . . . . . . . . . . . . . . 229--238
Masayuki Kumon Identification of non-minimum phase
transfer function using higher-order
spectrum . . . . . . . . . . . . . . . . 239--260
Paul W. Vos Minimum $f$-divergence estimators and
quasi-likelihood functions . . . . . . . 261--279
J. H. Venter and
S. J. Steel Some contributions to selection and
estimation in the normal linear model 281--297
Andrew L. Rukhin Asymptotic risk behavior of mean vector
and variance estimators and the problem
of positive normal mean . . . . . . . . 299--311
Hideatsu Tsukahara A rank estimator in the two-sample
transformation model with randomly
censored data . . . . . . . . . . . . . 313--333
Willem Albers Asymptotic expansions for two-stage rank
tests . . . . . . . . . . . . . . . . . 335--356
N. Giri On an optimum test of the equality of
two covariance matrices . . . . . . . . 357--362
Sigeo Aki Waiting time problems for a sequence of
discrete random variables . . . . . . . 363--378
Lih-Yuan Deng and
E. Olusegun George Some characterizations of the uniform
distribution with applications to random
number generation . . . . . . . . . . . 379--385
Gutti Jogesh Babu and
C. Radhakrishna Rao Expansions for statistics involving the
mean absolute deviations . . . . . . . . 387--403
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Martin Crowder Bayesian priors based on a parameter
transformation using the distribution
function . . . . . . . . . . . . . . . . 405--416
D. M. Eaves and
T. Chang Posterior mode estimation for the
generalized linear model . . . . . . . . 417--434
R. S. Singh and
Laisheng Wei Empirical Bayes with rates and best
rates of convergence in $ u(x) C(\theta)
\exp ( - x / \theta) $-family:
Estimation case . . . . . . . . . . . . 435--449
María Angeles Gil Sufficiency and fuzziness in random
experiments . . . . . . . . . . . . . . 451--462
Nader Ebrahimi Information theory and the failure time
of a system . . . . . . . . . . . . . . 463--477
Shigeru Mase Approximations to the birthday problem
with unequal occurrence probabilities
and their application to the surname
problem in Japan . . . . . . . . . . . . 479--499
Z. Fang and
H. Joe Further developments on some dependence
orderings for continuous bivariate
distributions . . . . . . . . . . . . . 501--517
T. Kanda MSE's of prediction in growth curve
model with covariance structures . . . . 519--528
Tosiya Sato On inconsistency of the common rate
difference estimators from sparse
follow-up data . . . . . . . . . . . . . 529--535
M. Tan and
L. J. Gleser Minimax estimators for location vectors
in elliptical distributions with unknown
scale parameter and its application to
variance reduction in simulation . . . . 537--550
P. Vellaisamy Average worth and simultaneous
estimation of the selected subset . . . 551--562
B. K. Ghosh and
Wei-Min Huang Optimum bandwidths and kernels for
estimating certain discontinuous
densities . . . . . . . . . . . . . . . 563--577
Shingo Shirahata and
In-Sun Chu Integrated squared error of kernel-type
estimator of distribution function . . . 579--591
Subir Ghosh and
Sanpei Kageyama and
Rahul Mukerjee Efficiency of connected binary block
designs when a single observation is
unavailable . . . . . . . . . . . . . . 593--603
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Stavros G. Papastavridis and
Markos V. Koutras Consecutive $k$-out-of-$n$ systems with
maintenance . . . . . . . . . . . . . . 605--612
Pinyuen Chen Truncated selection procedures for the
most probable event and the least
probable event . . . . . . . . . . . . . 613--622
Shaul K. Bar-Lev and
Idit Lavi and
Benjamin Reiser Bayesian inference for the power law
process . . . . . . . . . . . . . . . . 623--639
J. S. Maritz and
T. Lwin Assessing the performance of empirical
Bayes estimators . . . . . . . . . . . . 641--657
Norman R. Draper and
Irwin Guttman Treating bias as variance for
experimental design purposes . . . . . . 659--671
Jun Shao Jackknifing in generalized linear models 673--686
Jun Shao One-step jackknife for $M$-estimators
computed using Newton's method . . . . . 687--701
Gutti Jogesh Babu Subsample and half-sample methods . . . 703--720
M. C. Jones Estimating densities, quantiles,
quantile densities and density quantiles 721--727
Qiqing Yu Minimax invariant estimator of a
continuous distribution function . . . . 729--735
L. Gajek and
M. Kaluszka Upper bounds for the $ L_1 $-risk of the
minimum $ L_1 $-distance regression
estimator . . . . . . . . . . . . . . . 737--744
Michael G. Akritas and
Richard A. Johnson Symmetrized approximate score rank tests
for the two-sample case . . . . . . . . 745--753
Jérôme Allaire and
Yves Lepage A procedure for assessing vector
correlations . . . . . . . . . . . . . . 755--768
A. M. Mathai On bilinear forms in normal variables 769--779
K. O. Bowman and
L. R. Shenton Some exact expressions for the mean and
higher moments of functions of sample
moments . . . . . . . . . . . . . . . . 781--798
Anonymous Corrections to ``Speed of convergence in
nonparametric kernel estimation of a
regression function and its
derivatives'' . . . . . . . . . . . . . 799--799
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Acknowledgment . . . . . . . . . . . . . i--iii
Karl Sigman and
Genji Yamazaki Heavy and light traffic in fluid models
with burst arrivals . . . . . . . . . . 1--7
Nader Ebrahimi and
T. Ramallingam Estimation of system reliability in
Brownian stress-strength models based on
sample paths . . . . . . . . . . . . . . 9--19
Nobuhisa Kashiwagi On use of the Kalman filter for spatial
smoothing . . . . . . . . . . . . . . . 21--34
T. P. Speed and
Bin Yu Model selection and prediction: Normal
regression . . . . . . . . . . . . . . . 35--54
H. J. Mantel and
V. P. Godambe Estimating functions for conditional
inference: Many nuisance parameter case 55--67
Peter Hall and
Sally C. Morton On the estimation of entropy . . . . . . 69--88
Michael A. Magdalinos Approximate maximum likelihood
estimation in linear regression . . . . 89--104
Ping Zhang On the estimation of prediction errors
in linear regression models . . . . . . 105--111
Z. Ouyang and
J. N. Srivastava and
H. T. Schreuder A general ratio estimator and its
application in model based inference . . 113--127
D. V. Gokhale and
Koichi Inada and
Hea-Jung Kim A minimum discrimination information
estimator of preliminary conjectured
normal variance . . . . . . . . . . . . 129--136
Ashis Sengupta and
Chandranath Pal Optimal tests for no contamination in
symmetric multivariate normal mixtures 137--146
Teruo Fujioka An approximate test for common principal
component subspaces in two groups . . . 147--158
Mervyn J. Silvapulle and
Pranab K. Sen Robust tests in group sequential
analysis: One- and two-sided hypotheses
in the linear model . . . . . . . . . . 159--171
Ryuei Nishii Convergence of the Gram--Charier
expansion after the normalizing Box--Cox
transformation . . . . . . . . . . . . . 173--186
S. Sivaganesan Range of the posterior probability of an
interval for priors with unimodality
preserving contaminations . . . . . . . 187--199
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Ch. A. Charalambides and
M. V. Koutras On a generalization of Morisita's model
for estimating the habitat preference 201--210
D. Stoyan and
U. Bertram and
H. Wendrock Estimation variances for estimators of
product densities and pair correlation
functions of planar point processes . . 211--221
A. A. Alzaid and
M. A. Al-Osh Some autoregressive moving average
processes with generalized Poisson
marginal distributions . . . . . . . . . 223--232
J. W. H. Swanepoel The asymptotic normality of an
intermediate order statistic of the
ranges of sub-samples . . . . . . . . . 233--242
N. Balakrishnan and
Z. Govindarajulu and
K. Balasubramanian Relationships between moments of two
related sets of order statistics and
some extensions . . . . . . . . . . . . 243--247
Ülkü Gürler and
Jane-Ling Wang Nonparametric estimation of hazard
functions and their derivatives under
truncation model . . . . . . . . . . . . 249--264
Taka-aki Shiraishi Statistical procedures based on signed
ranks in $k$ samples with unequal
variances . . . . . . . . . . . . . . . 265--278
Bahadur Singh and
F. T. Wright The level probabilities for a simple
loop ordering . . . . . . . . . . . . . 279--292
J. K. Ghosh and
Rahul Mukerjee Frequentist validity of highest
posterior density regions in the
multiparameter case . . . . . . . . . . 293--302
Guido Consonni and
Piero Veronese Unbiased Bayes estimates and improper
priors . . . . . . . . . . . . . . . . . 303--315
Daniel Janas A smoothed bootstrap estimator for a
Studentized sample quantile . . . . . . 317--329
Tuan D. Pham and
Hung T. Nguyen Bootstrapping the change-point of a
hazard rate . . . . . . . . . . . . . . 331--340
W. C. M. Kallenberg Interpretation and manipulation of
Edgeworth expansions . . . . . . . . . . 341--351
J. L. Jensen A note on asymptotic expansions for sums
over a weakly dependent random field
with application to the Poisson and
Strauss processes . . . . . . . . . . . 353--360
Yasuhiro Fujita A generalization of the results of
Pillai . . . . . . . . . . . . . . . . . 361--365
R. K. Milne and
M. Westcott Generalized multivariate Hermite
distributions and related point
processes . . . . . . . . . . . . . . . 367--381
Khursheed Alam and
Calvin L. Williams Relative difference in diversity between
populations . . . . . . . . . . . . . . 383--399
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Akifumi Yafune and
Toshiki Matsubara and
Makio Ishiguro Bayesian analysis of lymphatic spreading
patterns in cancer of the thoracic
esophagus . . . . . . . . . . . . . . . 401--418
Yoshihiro Saito and
Taketomo Mitsui Simulation of stochastic differential
equations . . . . . . . . . . . . . . . 419--432
E. Kaufmann and
R.-D. Reiss Strong convergence of multivariate point
processes of exceedances . . . . . . . . 433--444
Harald Luschgy On a singularity occurring in a
self-correcting point process model . . 445--452
Hajime Yamato A pólya urn model with a continuum of
colors . . . . . . . . . . . . . . . . . 453--458
Masaaki Sibuya A random clustering process . . . . . . 459--465
Gaoyuan Wei and
B. E. Eichinger Asymptotic expansions of some matrix
argument hypergeometric functions, with
applications to macromolecules . . . . . 467--475
J. C. Fu and
Gang Li and
D. L. C. Zhao On large deviation expansion of
distribution of maximum likelihood
estimator and its application in large
sample estimation . . . . . . . . . . . 477--498
Yoshiji Takagi and
Nobuo Inagaki Estimating function with asymptotic bias
and its estimator . . . . . . . . . . . 499--510
Lawrence Joseph and
David B. Wolfson Maximum likelihood estimation in the
multi-path change-point problem . . . . 511--530
Heleno Bolfarine and
Lisbeth K. Cordani Estimation of a structural linear
regression model with a known
reliability ratio . . . . . . . . . . . 531--540
Arup Bose and
Probal Chaudhuri On the dispersion of multivariate median 541--550
Ann Cohen Brandwein and
Stefan Ralescu and
William E. Strawderman Shrinkage estimators of the location
parameter for certain spherically
symmetric distributions . . . . . . . . 551--565
Hisataka Kuboki Inferential distributions for
non-Bayesian predictive fit . . . . . . 567--578
Wen-Tao Huang and
Bimal K. Sinha On optimum invariant tests of equality
of intraclass correlation coefficients 579--597
Arthur Cohen and
H. B. Sackrowitz Corrections to ``Admissibility of
estimators of the probability of
unobserved outcomes'' . . . . . . . . . 599--601
J. K. Ghosh and
Rahul Mukerjee Corrections to ``Frequentist validity of
highest posterior density regions in the
multiparameter case'' . . . . . . . . . 602--602
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Acknowledgement . . . . . . . . . . . . I--II
Sharon E. Navard and
John W. Seaman, Jr. and
Dean M. Young A characterization of discrete
unimodality with applications to
variance upper bounds . . . . . . . . . 603--614
Y. Wu On rates of convergence of information
theoretic criterion in rank
determination of one-way random effects
models . . . . . . . . . . . . . . . . . 615--620
Song Xi Chen On the accuracy of empirical likelihood
confidence regions for linear regression
model . . . . . . . . . . . . . . . . . 621--637
Rudolf Beran Semiparametric random coefficient
regression models . . . . . . . . . . . 639--654
Sung H. Park and
Jun H. Lim and
Yasumasa Baba A measure of rotatability for second
order response surface designs . . . . . 655--664
Lanh Tat Tran and
Berlin Wu Order statistics for nonstationary time
series . . . . . . . . . . . . . . . . . 665--686
Madan L. Puri and
Frits H. Ruymgaart Asymptotic behavior of $L$-statistics
for a large class of time series . . . . 687--701
J. Pfanzagl On the consistency of conditional
maximum likelihood estimators . . . . . 703--719
A. Thavaneswaran and
Jagbir Singh A note on smoothed estimating functions 721--729
Satoshi Kuriki Orthogonally invariant estimation of the
skew-symmetric normal mean matrix . . . 731--739
Tadashi Nakamura and
Chae-Shin Lee On the existence of minimum contrast
estimates in binary response model . . . 741--758
Rahul Mukerjee An extension of the conditional
likelihood ratio test to the general
multiparameter case . . . . . . . . . . 759--771
Ram C. Tripathi and
Ramesh C. Gupta and
Robert K. Pair Statistical tests involving several
independent gamma distributions . . . . 773--786
Sigeo Aki On nonparametric tests for symmetry in $
R^m $ . . . . . . . . . . . . . . . . . 787--800
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Hans R. Künsch Robust priors for smoothing and image
restoration . . . . . . . . . . . . . . 1--19
Anna Nicolaou Conditional properties of Bayesian
interval estimates . . . . . . . . . . . 21--28
Takemi Yanagimoto The Kullback--Leibler risk of the Stein
estimator and the conditional MLE . . . 29--41
Preben Blæsild Maximum likelihood estimation in
exponential orthogeodesic models . . . . 43--55
Joan del Castillo The singly truncated normal
distribution: A non-steep exponential
family . . . . . . . . . . . . . . . . . 57--66
Rudolf Grübel Estimation of density functionals . . . 67--75
Eiichi Isogal and
Chikara Uno Sequential estimation of a parameter of
an exponential distribution . . . . . . 77--82
B. R. Clarke and
C. R. Heathcote Robust estimation of $k$-component
univariate normal mixtures . . . . . . . 83--93
Tatsuya Kubokawa Double shrinkage estimation of ratio of
scale parameters . . . . . . . . . . . . 95--116
Jing Qin Semi-empirical likelihood ratio
confidence intervals for the difference
of two sample means . . . . . . . . . . 117--126
Martin Bilodeau and
Takeaki Kariya LBI tests of independence in bivariate
exponential distributions . . . . . . . 127--136
Xiaomi Hu and
F. T. Wright Likelihood ratio tests for a class of
non-oblique hypotheses . . . . . . . . . 137--145
Wei-Liem Loh On $m$-dependence and Edgeworth
expansions . . . . . . . . . . . . . . . 147--164
Tea-Yuan Hwang and
Chin-Yuan Hu On the joint distribution of Studentized
order statistics . . . . . . . . . . . . 165--177
James C. Fu and
Markos V. Koutras Poisson approximations for
$2$-dimensional patterns . . . . . . . . 179--192
Sigeo Aki and
Katuomi Hirano Distributions of numbers of failures and
successes until the first consecutive
$k$ successes . . . . . . . . . . . . . 193--202
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Tom Leonard and
John S. J. Hsu and
Kam-Wah Tsui and
James F. Murray Bayesian and likelihood inference from
equally weighted mixtures . . . . . . . 203--220
Dongchu Sun and
James O. Berger Bayesian sequential reliability for
Weibull and related distributions . . . 221--249
Juei-Chao Chen Testing for no effect in nonparametric
regression via spline smoothing
techniques . . . . . . . . . . . . . . . 251--265
Bo-Cheng Wei and
Jian-Qing Shih On statistical models for regression
diagnostics . . . . . . . . . . . . . . 267--278
Young K. Truong Nonparametric time series regression . . 279--293
Thomas S. Ferguson and
Lynn Kuo Minimax estimation of a variance . . . . 295--308
W. Wefelmeyer An efficient estimator for the
expectation of a bounded function under
the residual distribution of an
autoregressive process . . . . . . . . . 309--315
Ram C. Tripathi and
Ramesh C. Gupta and
John Gurland Estimation of parameters in the beta
binomial model . . . . . . . . . . . . . 317--331
Bruno Bassan and
Marco Scarsini Positive dependence orderings and
stopping times . . . . . . . . . . . . . 333--342
H. Finner and
M. Roters On the limit behaviour of the joint
distribution function of order
statistics . . . . . . . . . . . . . . . 343--349
Shun-Hwa Li and
Wen-Jang Huang and
Mong-Na Lo Huang Characterizations of the Poisson process
as a renewal process via two conditional
moments . . . . . . . . . . . . . . . . 351--360
T. Royen On some multivariate gamma-distributions
connected with spanning trees . . . . . 361--371
Dankmar Böhning and
Ekkehart Dietz and
Rainer Schaub and
Peter Schlattmann and
Bruce G. Lindsay The distribution of the likelihood ratio
for mixtures of densities from the
one-parameter exponential family . . . . 373--388
Holger Dette and
William J. Studden Optimal designs with respect to
Elfving's partial minimax criterion in
polynomial regression . . . . . . . . . 389--403
Anonymous Help & Contacts . . . . . . . . . . . . . ??
T. Higuchi and
G. K. Crawford and
R. J. Strangeway and
C. T. Russell Separation of spin synchronized signals 405--428
Shu-Ing Liu Multiperiod Bayesian forecasts for AR
models . . . . . . . . . . . . . . . . . 429--452
Rainer von Sachs Estimating non-linear functions of the
spectral density, using a data-taper . . 453--474
Jens Ledet Jensen and
Hans R. Künsch On asymptotic normality of pseudo
likelihood estimates for pairwise
interaction processes . . . . . . . . . 475--486
Martin T. Wells and
Ram C. Tiwari Bootstrapping a Bayes estimator of a
survival function with censored data . . 487--495
Wang-Shu Lu Approximate Bayesian shrinkage
estimation . . . . . . . . . . . . . . . 497--507
N. Mukhopadhyay Improved sequential estimation of means
of exponential distributions . . . . . . 509--519
M. C. Jones and
I. J. McKay and
T.-C. Hu Variable location and scale kernel
density estimation . . . . . . . . . . . 521--535
S. M. Pitts Nonparametric estimation of compound
distributions with applications in
insurance . . . . . . . . . . . . . . . 537--555
Serge B. Provost and
Edmund M. Rudiuk The exact density function of the ratio
of two dependent linear combinations of
chi-square variables . . . . . . . . . . 557--571
Bernard Boulerice and
Gilles R. Ducharme Decentered directional data . . . . . . 573--586
Gwo Dong Lin On equivalence of weak convergence and
moment convergence of life distributions 587--592
Vasant P. Bhapkar and
Cidambi Srinivasan On Fisher information inequalities in
the presence of nuisance parameters . . 593--604
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Genshiro Kitagawa The two-filter formula for smoothing and
an implementation of the Gaussian-sum
smoother . . . . . . . . . . . . . . . . 605--623
Mohsen Pourahmadi Canonical correlation and reduction of
multiple time series . . . . . . . . . . 625--631
Nobuo Inagaki Asymptotic distribution of maximal
autoregressive process with weight
tending to 1 . . . . . . . . . . . . . . 633--640
Nikos Yannaros Weibull renewal processes . . . . . . . 641--648
Luigi Pace and
Alessandra Salvan The geometric structure of the
expected/observed likelihood expansions 649--666
Daniel Janas Edgeworth expansions for spectral mean
estimates with applications to Whittle
estimates . . . . . . . . . . . . . . . 667--682
Ayanendranath Basu and
Bruce G. Lindsay Minimum disparity estimation for
continuous models: Efficiency,
distributions and robustness . . . . . . 683--705
Yingcai Su and
Stamatis Cambanis Sampling designs for regression
coefficient estimation with correlated
errors . . . . . . . . . . . . . . . . . 707--722
Kin Lam and
Bimal K. Sinha and
Zhong Wu Estimation of parameters in a
two-parameter exponential distribution
using ranked set sample . . . . . . . . 723--736
Jana Jurecková and
Roger Koenker and
A. H. Welsh Adaptive choice of trimming proportions 737--755
H. N. Nagaraja Tukey's linear sensitivity and order
statistics . . . . . . . . . . . . . . . 757--768
Tea-Yuan Hwang and
Chin-Yuan Hu On the joint distribution of Grubbs'
statistics . . . . . . . . . . . . . . . 769--775
S. G. Mohanty Success runs of length $k$ in Markov
dependent trials . . . . . . . . . . . . 777--796
Anthony G. Pakes Necessary conditions for
characterization of laws via mixed sums 797--802
Anonymous Acknowledgement . . . . . . . . . . . . 803--804
Anonymous Help & Contacts . . . . . . . . . . . . . ??
P. J. Brockwell and
O. Stramer On the approximation of continuous time
threshold ARMA processes . . . . . . . . 1--20
A. V. Nagaev Some properties of convex hulls
generated by homogeneous Poisson point
processes in an unbounded convex domain 21--29
Genji Yamazaki and
Hiroshi Ito Optimal order for two servers in tandem 31--48
Paul W. Vos Quasi-likelihood or extended
quasi-likelihood? An
information-geometric approach . . . . . 49--64
Suojin Wang Optimizing the smoothed bootstrap . . . 65--80
Laisheng Wei and
Shunpu Zhang The convergence rates of empirical Bayes
estimation in a multiple linear
regression model . . . . . . . . . . . . 81--97
Arup Bose and
Nitis Mukhopadhyay A note on accelerated sequential
estimation of the mean of NEF--PVF
distributions . . . . . . . . . . . . . 99--104
Xiaojing Xiang Estimation of a quantile in some
nonstandard cases . . . . . . . . . . . 105--117
Yoshikazu Takada Admissibility of prediction intervals 119--128
Dietrich von Rosen Residuals in the growth curve model . . 129--136
Jian-Xin Pan and
Kai-Tai Fang Multiple outlier detection in growth
curve model with unstructured covariance
matrix . . . . . . . . . . . . . . . . . 137--153
Lutz Dümbgen Minimax tests for convex cones . . . . . 155--165
Peter Amrhein An example of a two-sided Wilcoxon
signed rank test which is not unbiased 167--170
V. Papathanasiou A characterization of the Pearson system
of distributions and the associated
orthogonal polynomials . . . . . . . . . 171--176
Jacek Wesolowski Bivariate distributions via a Pareto
conditional distribution and a
regression function . . . . . . . . . . 177--183
Nickos Papadatos Maximum variance of order statistics . . 185--193
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Yoichi Nishiyama Local asymptotic normality of a
sequential model for marked point
processes and its applications . . . . . 195--209
Shu-Ing Liu Bayesian multiperiod forecasts for ARX
models . . . . . . . . . . . . . . . . . 211--224
Sigeo Aki and
Katuomi Hirano Joint distributions of numbers of
success-runs and failures until the
first consecutive $k$ successes . . . . 225--235
Xiaojing Xiang A Berry--Esseen theorem for the kernel
quantile estimator with application to
studying the deficiency of quantile
estimators . . . . . . . . . . . . . . . 237--251
Isha Bagai and
B. L. S. Prakasa Rao Kernel-type density and failure rate
estimation for associated sequences . . 253--266
Arup Bose Estimating the asymptotic dispersion of
the $ L_1 $ median . . . . . . . . . . . 267--271
Nobuo Shinozaki Some modifications of improved
estimators of a normal variance . . . . 273--286
G. Vijayasree and
Neeraj Misra and
Harshinder Singh Componentwise estimation of ordered
parameters of $ k (\geq 2) $ exponential
populations . . . . . . . . . . . . . . 287--307
Takahisa Yokoyama LR test for random-effects covariance
structure in a parallel profile model 309--320
Jacek P. Kowalski Complete classes of tests for regularly
varying distributions . . . . . . . . . 321--350
Der-Shin Chang and
Guan-Chyun Lin Stochastic regression model with
heteroscedastic disturbance . . . . . . 351--369
Belkacem Abdous and
Bruno Remillard Relating quantiles and expectiles under
weighted-symmetry . . . . . . . . . . . 371--384
Wolfgang Bischoff Determinant formulas with applications
to designing when the observations are
correlated . . . . . . . . . . . . . . . 385--399
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Michael Cain and
Christian Janssen Real estate price prediction under
asymmetric loss . . . . . . . . . . . . 401--414
Masayuki Uchida and
Sigeo Aki Sooner and later waiting time problems
in a two-state Markov chain . . . . . . 415--433
James C. Fu Exact and limiting distributions of the
number of successions in a random
permutation . . . . . . . . . . . . . . 435--446
Theofanis Sapatinas Identifiability of mixtures of
power-series distributions and related
characterizations . . . . . . . . . . . 447--459
O. E. Barndorff-Nielsen Quasi profile and directed likelihoods
from estimating functions . . . . . . . 461--464
Lynne Stokes Parametric ranked set sampling . . . . . 465--482
Murari Mitra and
Sujit K. Basu Change point estimation in non-monotonic
aging models . . . . . . . . . . . . . . 483--491
Ramesh C. Gupta and
H. Olcay Akman Bayes estimation in a mixture inverse
Gaussian model . . . . . . . . . . . . . 493--503
Ramal Moonesinghe and
F. T. Wright Testing homogeneity with an ordered
alternative in a two-factor layout by
combining $p$-values . . . . . . . . . . 505--523
Jian-Jian Ren Generalized Cramér-von Mises tests of
goodness of fit for doubly censored data 525--549
Bernard Garel and
Marc Hallin Local asymptotic normality of
multivariate ARMA processes with a
linear trend . . . . . . . . . . . . . . 551--579
Masanobu Taniguchi and
Madan L. Puri Higher order asymptotic theory for
normalizing transformations of maximum
likelihood estimators . . . . . . . . . 581--600
Anonymous Help & Contacts . . . . . . . . . . . . . ??
A. J. Baddeley and
M. N. M. van Lieshout Area-interaction point processes . . . . 601--619
G. P. Patil and
A. K. Sinha and
C. Taillie Finite population corrections for ranked
set sampling . . . . . . . . . . . . . . 621--636
Kun He On estimating domain totals over a
subpopulation . . . . . . . . . . . . . 637--644
Christian H. Hesse Deconvolving a density from contaminated
dependent observations . . . . . . . . . 645--663
T. Shiraishi and
Y. Konno On construction of improved estimators
in multiple-design multivariate linear
models under general restriction . . . . 665--674
Willem Albers A two-stage rank test using density
estimation . . . . . . . . . . . . . . . 675--691
Michael Falk LAN of extreme order statistics . . . . 693--717
Richard Dykstra and
Subhash Kochar and
Tim Robertson Likelihood ratio tests for symmetry
against one-sided alternatives . . . . . 719--730
Malwane M. A. Ananda Generalized $F$-tests for unbalanced
nested designs under heteroscedasticity 731--742
M. V. Koutras and
V. A. Alexandrou Runs, scans and URN model distributions:
A unified Markov chain approach . . . . 743--766
Tönu Kollo and
Dietrich von Rosen Approximating by the Wishart
distribution . . . . . . . . . . . . . . 767--783
G. Letac and
H. Massam Craig--Sakamoto's theorem for the
Wishart distributions on symmetric cones 785--799
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Rudolf Beran Confidence sets centered at $ C_p
$-estimators . . . . . . . . . . . . . . 1--15
J. L. du Plessis and
A. J. van der Merwe Bayesian calibration in the estimation
of the age of rhinoceros . . . . . . . . 17--28
Peter J. Thomson and
Peter M. Robinson Estimation of second-order properties
from jittered time series . . . . . . . 29--48
Georgi N. Boshnakov Bartlett's formulae --- Closed forms and
recurrent equations . . . . . . . . . . 49--59
Uwe Küchler and
Michael Sòrensen Curved exponential families of
stochastic processes and their envelope
families . . . . . . . . . . . . . . . . 61--74
Gutti Jogesh Babu and
Yogendra P. Chaubey Asymptotics and bootstrap for inverse
Gaussian regression . . . . . . . . . . 75--88
Masayuki Jimichi and
Nobuo Inagaki $r$-$k$ Class estimation in regression
model with concomitant variables . . . . 89--95
Jong-Wuu Wu and
Jiahn-Bang Jang and
Tzong-Ru Tsai Fuzzy weighted scaled coefficients in
semi-parametric model . . . . . . . . . 97--110
R. B. Arellano-Valle and
H. Bolfarine A note on the simple structural
regression model . . . . . . . . . . . . 111--125
Rinya Takahashi and
Masaaki Sibuya The maximum size of the planar sections
of random spheres and its application to
metallurgy . . . . . . . . . . . . . . . 127--144
B. Rauhut Iterated probability distributions and
extremes with random sample size . . . . 145--155
Caterina Dimaki and
Evdokia Xekalaki Towards a unification of certain
characterizations by conditional
expectations . . . . . . . . . . . . . . 157--168
L. R. Shenton and
K. O. Bowman Moment solution to an urn model . . . . 169--184
Sigeo Aki and
Katuomi Hirano Lifetime distribution and estimation
problems of
consecutive-$k$-out-of-$n$:$F$ systems 185--199
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Shigeru Mase The threshold method for estimating
total rainfall . . . . . . . . . . . . . 201--213
Nobuhisa Kashiwagi A state-space approach to polygonal line
regression . . . . . . . . . . . . . . . 215--228
Rohana J. Karunamuni and
Shunpu Zhang Empirical Bayes detection of a change in
distribution . . . . . . . . . . . . . . 229--246
Javier Rojo Relationships between pure tail
orderings of lifetime distributions and
some concepts of residual life . . . . . 247--255
Nader Ebrahimi and
S. N. U. A. Kirmani A measure of discrimination between two
residual life-time distributions and its
applications . . . . . . . . . . . . . . 257--265
George G. Roussas and
Yannis G. Yatracos Minimum distance regression-type
estimates with rates under weak
dependence . . . . . . . . . . . . . . . 267--281
Jong-Wuu Wu The quasi-likelihood estimation in
regression . . . . . . . . . . . . . . . 283--294
Xuming He and
Qi-man Shao Bahadur efficiency and robustness of
Studentized score tests . . . . . . . . 295--314
Nancy E. Heckman and
Bing Li Nonparametric tests for bounds on the
derivative of a regression function . . 315--336
Kaoru Fueda The limiting normality of the test
statistic for the two-sample problem
induced by a convex sum distance . . . . 337--347
Masafumi Akahira Loss of information of a statistic for a
family of non-regular distributions . . 349--364
Masafumi Akahira Third order efficiency implies fourth
order efficiency: A resolution of the
conjecture of J. K. Ghosh . . . . . . . 365--380
Serge B. Provost and
Edmund M. Rudiuk The exact distribution of indefinite
quadratic forms in noncentral normal
vectors . . . . . . . . . . . . . . . . 381--394
Norman R. Draper and
Berthold Heiligers and
Friedrich Pukelsheim On optimal third order rotatable designs 395--402
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Peter Hall and
Raoul LePage On bootstrap estimation of the
distribution of the Studentized mean . . 403--421
Hironori Fujisawa The maximum likelihood estimators in a
multivariate normal distribution with
AR(1) covariance structure for monotone
data . . . . . . . . . . . . . . . . . . 423--428
Marc Hallin and
Lanh Tat Tran Kernel density estimation for linear
processes: Asymptotic normality and
optimal bandwidth derivation . . . . . . 429--449
Colin O. Wu and
Andrew Q. Mao Minimax kernels for density estimation
with biased data . . . . . . . . . . . . 451--467
Jan Ámos Vísek Sensitivity analysis of $M$-estimates 469--495
Nitis Mukhopadhyay and
Sujay Datta On sequential fixed-width confidence
intervals for the mean and second-order
expansions of the associated coverage
probabilities . . . . . . . . . . . . . 497--507
Stavros Kourouklis Improved estimation under Pitman's
measure of closeness . . . . . . . . . . 509--518
N. Balakrishnan and
Rita Aggarwala Relationships for moments of order
statistics from the right-truncated
generalized half logistic distribution 519--534
Erhard Cramer and
Udo Kamps Sequential order statistics and
$k$-out-of-$n$ systems with sequentially
adjusted failure rates . . . . . . . . . 535--549
Demetrios L. Antzoulakos and
Andreas N. Philippou Derivation of the probability
distribution functions for succession
quota random variables . . . . . . . . . 551--561
J. M. Ruiz and
J. Navarro Characterizations based on conditional
expectations of the doubled truncated
distribution . . . . . . . . . . . . . . 563--572
T. T. Nguyen and
A. K. Gupta and
Y. Wang A characterization of certain discrete
exponential families . . . . . . . . . . 573--576
R. J. Bhansali Asymptotically efficient autoregressive
model selection for multistep prediction 577--602
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Akimichi Takemura and
Satoshi Kuriki A proof of independent Bartlett
correctability of nested likelihood
ratio tests . . . . . . . . . . . . . . 603--620
Simon Ku and
Eugene Seneta Quenouille-type theorem on
autocorrelations . . . . . . . . . . . . 621--630
R. Biscay and
J. C. Jimenez and
J. J. Riera and
P. A. Valdes Local Linearization method for the
numerical solution of stochastic
differential equations . . . . . . . . . 631--644
M. C. Bhattachariee Stochastic comparisons and bounds for
aging renewal process shock models and
their applications . . . . . . . . . . . 645--662
P. Muliere and
P. Secchi Bayesian nonparametric predictive
inference and bootstrap techniques . . . 663--673
Michael Sturgeon Mass shifting roles of negative kernel
mass in density estimation . . . . . . . 675--686
Adolfo J. Quiroz and
Miguel Nakamura and
Francisco J. Pérez Estimation of a multivariate Box--Cox
transformation to elliptical symmetry
via the empirical characteristic
function . . . . . . . . . . . . . . . . 687--709
Rohana J. Karunamuni Empirical Bayes sequential estimation
for exponential families: The
untruncated component . . . . . . . . . 711--730
Fanhui Kong and
Heliang Fei Limit theorems for the maximum
likelihood estimate under general
multiply Type II censoring . . . . . . . 731--755
Rita Aggarwala and
N. Balakrishnan Recurrence relations for single and
product moments of progressive Type-II
right censored order statistics from
exponential and truncated exponential
distributions . . . . . . . . . . . . . 757--771
S. Aki and
N. Balakrishnan and
S. G. Mohanty Sooner and later waiting time problems
for success and failure runs in higher
order Markov dependent trials . . . . . 773--787
M. V. Koutras On a waiting time distribution in a
sequence of Bernoulli trials . . . . . . 789--806
Anonymous Acknowledgement . . . . . . . . . . . . 807--809
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Rudolf Beran Diagnosing Bootstrap Success . . . . . . 1--24
Albert Y. Lo and
V. V. Sazonov Von Mises $ \omega^2$-Statistic and the
generalized Bayesian Bootstraps . . . . 25--34
Biao Zhang Quantile Processes in the Presence of
Auxiliary Information . . . . . . . . . 35--55
Subrata Kundu and
Adam T. Martinsek Bounding the $ L_1 $ Distance in
Nonparametric Density Estimation . . . . 57--78
Jianqing Fan and
Theo Gasser and
Ir\`ene Gijbels and
Michael Brockmann and
Joachim Engel Local Polynomial Regression: Optimal
Kernels and Asymptotic Minimax
Efficiency . . . . . . . . . . . . . . . 79--99
Eiji Nakashima Some Methods for Estimation in a
Negative-Binomial Model . . . . . . . . 101--115
Nickos Papadatos A Note on Maximum Variance of Order
Statistics from Symmetric Populations 117--121
M. V. Koutras Waiting Time Distributions Associated
with Runs of Fixed Length in Two-State
Markov Chains . . . . . . . . . . . . . 123--139
Anant P. Godbole and
Stavros G. Papastavridis and
Robert S. Weishaar Formulae and Recursions for the Joint
Distribution of Success Runs of Several
Lengths . . . . . . . . . . . . . . . . 141--153
N. Balakrishnan and
S. G. Mohanty and
S. Aki Start-Up Demonstration Tests Under
Markov Dependence Model with Corrective
Actions . . . . . . . . . . . . . . . . 155--169
Arjun K. Gupta and
Jacek Wesolowski Uniform Mixtures Via Posterior Means . . 171--180
Subhashis Ghosal and
Tapas Samanta Asymptotic Expansions of Posterior
Distributions in Nonregular Cases . . . 181--197
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Keiichi Hirose and
Eiichi Isogai and
Chikara Uno The Convergence Rate of Fixed-Width
Sequential Confidence Intervals for a
Parameter of an Exponential Distribution 199--209
Ananda Sen and
Arthur Fries Estimation in a Discrete Reliability
Growth Model Under an Inverse Sampling
Scheme . . . . . . . . . . . . . . . . . 211--229
Zhiqiang Chen and
Eswar Phadia A Note on the Best Invariant Estimator
of a Distribution Function Under the
Kolmogorov--Smirnov Loss . . . . . . . . 231--235
Bhaskar Bhattacharya On Tests of Symmetry Against One-Sided
Alternatives . . . . . . . . . . . . . . 237--254
Joan Del Castillo and
Pedro Puig Testing Departures from Gamma, Rayleigh
and Truncated Normal Distributions . . . 255--269
Lajos Horváth Detection of Changes in Linear Sequences 271--283
Ryoichi Shimizu and
Yasunori Fujikoshi Sharp Error Bounds for Asymptotic
Expansions of the Distribution Functions
for Scale Mixtures . . . . . . . . . . . 285--297
B. Ramachandran On Geometric-Stable Laws, a Related
Property of Stable Processes, and Stable
Densities of Exponent One . . . . . . . 299--313
J. Pusz Regressional Characterization of the
Generalized Inverse Gaussian Population 315--319
J. H. Venter and
J. L. J. Snyman Linear Model Selection Based on Risk
Estimation . . . . . . . . . . . . . . . 321--340
Ta-Hsin Li and
Gerald R. North Aliasing Effects and Sampling Theorems
of Spherical Random Fields when Sampled
on a Finite Grid . . . . . . . . . . . . 341--354
Antonio Cuevas and
Juan Romo Differentiable Functionals and Smoothed
Bootstrap . . . . . . . . . . . . . . . 355--370
Max A. Woodbury and
Kenneth G. Manton and
H. Dennis Tolley Convex Models of High Dimensional
Discrete Data . . . . . . . . . . . . . 371--393
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Hidetoshi Shimodaira Assessing the Error Probability of the
Model Selection Test . . . . . . . . . . 395--410
Makio Ishiguro and
Yosiyuki Sakamoto and
Genshiro Kitagawa Bootstrapping Log Likelihood and EIC, an
Extension of AIC . . . . . . . . . . . . 411--434
Bhaskar Bhattacharya and
Richard L. Dykstra A Fenchel Duality Aspect of Iterative
$I$-Projection Procedures . . . . . . . 435--446
Gianfranco Adimari Empirical Likelihood Type Confidence
Intervals Under Random Censorship . . . 447--466
Ingrid Van Keilegom and
Noël Veraverbeke Estimation and Bootstrap with Censored
Data in Fixed Design Nonparametric
Regression . . . . . . . . . . . . . . . 467--491
Jiti Gao and
Hua Liang Statistical Inference in Single-Index
and Partially Nonlinear Models . . . . . 493--517
N. Balakrishnan Joint Distributions of Numbers of
Success-Runs and Failures Until the
First Consecutive $k$ Successes in a
Binary Sequence . . . . . . . . . . . . 519--529
Demetrios L. Antzoulakos and
Andreas N. Philippou Probability Distribution Functions of
Succession Quotas in the Case of Markov
Dependent Trials . . . . . . . . . . . . 531--539
Eden K. H. Wu and
P. S. Chan Distributions Minimizing Fisher
Information for Location in Kolmogorov
Neighbourhoods . . . . . . . . . . . . . 541--554
Ludwig Baringhaus and
Rudolf Grübel On a Class of Characterization Problems
for Random Convex Combinations . . . . . 555--567
Czeslaw Stepniak Comparison of Normal Linear Experiments
by Quadratic Forms . . . . . . . . . . . 569--584
Rolf Larsson On the Asymptotic Expectations of Some
Unit Root Tests in a First Order
Autoregressive Process in the Presence
of Trend . . . . . . . . . . . . . . . . 585--599
Anonymous Help & Contacts . . . . . . . . . . . . . ??
J. B. Copas and
C. B. Stride Fitting a Normal Distribution When the
Model is Wrong . . . . . . . . . . . . . 601--614
Michael Falk On Mad and Comedians . . . . . . . . . . 615--644
Frank Marohn Local Asymptotic Normality in Extreme
Value Index Estimation . . . . . . . . . 645--666
N. H. Bingham and
Bruce Dunham Estimating Diffusion Coefficients From
Count Data: Einstein--Smoluchowski
Theory Revisited . . . . . . . . . . . . 667--679
M. S. Son and
L. D. Haugh and
H. I. Hamdy and
M. C. Costanza Controlling Type II Error While
Constructing Triple Sampling Fixed
Precision Confidence Intervals for the
Normal Mean . . . . . . . . . . . . . . 681--692
Rama T. Lingham and
S. Sivaganesan Testing Hypotheses About the Power Law
Process Under Failure Truncation Using
Intrinsic Bayes Factors . . . . . . . . 693--710
Constantinos Goutis and
George Casella Relationships Between Post-Data Accuracy
Measures . . . . . . . . . . . . . . . . 711--726
Nickos Papadatos Exact Bounds for the Expectations of
Order Statistics from Non-Negative
Populations . . . . . . . . . . . . . . 727--736
Makoto Maejima Moments of Limits of Lightly Trimmed
Sums of Random Vectors in the
Generalized Domain of Normal Attraction
of Non--Gaussian Operator-Stable Laws 737--747
L. R. Shenton and
K. O. Bowman Replenishment-Depletion Urn in
Equilibrium . . . . . . . . . . . . . . 749--760
Henri Caussinus and
Faouzi Lyazrhi Choosing a Linear Model with a Random
Number of Change-Points and Outliers . . 761--775
Marc Hallin and
Khalid Rifi A Berry-Esséen Theorem for Serial Rank
Statistics . . . . . . . . . . . . . . . 777--799
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Hidetoshi Shimodaira An Application of Multiple Comparison
Techniques to Model Selection . . . . . 1--13
Nader Ebrahimi Estimating the Finite Population
Versions of Mean Residual Life-Time
Function and Hazard Function Using Bayes
Method . . . . . . . . . . . . . . . . . 15--27
Rolf Larsson The Order of the Error Term for Moments
of the Log Likelihood Ratio Unit Root
Test in an Autoregressive Process . . . 29--48
Koiti Takahasi and
Masao Futatsuya Dependence Between Order Statistics in
Samples from Finite Population and its
Application to Ranked Set Sampling . . . 49--70
Miguel A. Arcones The Bahadur--Kiefer Representation of
the Two Dimensional Spatial Medians . . 71--86
Miguel A. Arcones Second Order Representations of the
Least Absolute Deviation Regression
Estimator . . . . . . . . . . . . . . . 87--117
Shen Zheng and
T. N. Sriram and
Andrew F. Seila Sequential Fixed-Width Confidence
Interval for the Product of Two Means 119--145
John V. Tsimikas and
Johannes Ledolter Analysis of Multi-Unit Variance
Components Models with State Space
Profiles . . . . . . . . . . . . . . . . 147--164
Jaroslav Mohapl On Maximum Likelihood Estimation for
Gaussian Spatial Autoregression Models 165--186
A. G. Benn and
R. J. Kulperger A Remark on a Fourier Bounding Method of
Proof for Convergence of Sums of
Periodograms . . . . . . . . . . . . . . 187--202
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Masayuki Uchida Joint Distributions of Numbers of
Success-runs Until the First Consecutive
$k$ Successes in a Higher-Order
Two-State Markov Chain . . . . . . . . . 203--222
Jian Zhang Data Sphering: Some Properties and
Applications . . . . . . . . . . . . . . 223--240
D. G. Nel and
I. Pienaar The Decomposition of the Behrens--Fisher
Statistic in $q$-Dimensional Common
Principal Component Submodels . . . . . 241--252
Holger Dette and
Axel Munk A Simple Goodness-of-fit Test for Linear
Models Under a Random Design Assumption 253--275
Bo-Cheng Wei and
Jian-Qing Shi and
Wing-Kam Fung and
Yue-Qing Hu Testing for Varying Dispersion in
Exponential Family Nonlinear Models . . 277--294
K. Zografos $f$-Dissimilarity of Several
Distributions in Testing Statistical
Hypotheses . . . . . . . . . . . . . . . 295--310
Yuh-Ing Chen Simple-Tree Weighted Logrank Tests for
Right-Censored Data . . . . . . . . . . 311--324
Yoshikazu Takada The Nonexistence of Procedures with
Bounded Performance Characteristics in
Certain Parametric Inference Problems 325--335
Somnath Datta and
William P. McCormick Inference for the Tail Parameters of a
Linear Process with Heavy Tail
Innovations . . . . . . . . . . . . . . 337--359
Rinya Takahashi and
Masaaki Sibuya Prediction of the Maximum Size in
Wicksell's Corpuscle Problem . . . . . . 361--377
Yosihiko Ogata Space-Time Point-Process Models for
Earthquake Occurrences . . . . . . . . . 379--402
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Jorge A. Achcar and
Roseli A. Leandro Use of Markov Chain Monte Carlo Methods
in a Bayesian Analysis of the Block and
Basu Bivariate Exponential Distribution 403--416
Chi-Ying Leung The Covariance Adjusted Location Linear
Discriminant Function for Classifying
Data with Unequal Dispersion Matrices in
Different Locations . . . . . . . . . . 417--431
J. M. Corcuera and
F. Giummol\`e A Characterization of Monotone and
Regular Divergences . . . . . . . . . . 433--450
Yoshihiko Maesono Asymptotic Comparisons of Several
Variance Estimators and their Effects
for Studentizations . . . . . . . . . . 451--470
Lutz Dümbgen On Tyler's $M$-Functional of Scatter in
High Dimension . . . . . . . . . . . . . 471--491
R. Höpfner and
Yu. A. Kutoyants On Minimum Distance Estimation in
Recurrent Markov Step Processes II . . . 493--502
Ro Jin Pak and
Ayanendranath Basu Minimum Disparity Estimation in Linear
Regression Models: Distribution and
Efficiency . . . . . . . . . . . . . . . 503--521
Pui Lam Leung and
Wai Yin Chan Estimation of the Scale Matrix and its
Eigenvalues in the Wishart and the
Multivariate $F$ Distributions . . . . . 523--530
K. Krishnamoorthy and
Maruthy K. Pannala Some Simple Test Procedures for Normal
Mean Vector with Incomplete Data . . . . 531--542
Jacek Wesolowski and
Mohammad Ahsanullah Distributional Properties of Exceedance
Statistics . . . . . . . . . . . . . . . 543--565
Joan Del Castillo and
Marta Pérez-Casany Weighted Poisson Distributions for
Overdispersion and Underdispersion
Situations . . . . . . . . . . . . . . . 567--585
Masayuki Uchida On Number of Occurrences of Success Runs
of Specified Length in a Higher-Order
Two-State Markov Chain . . . . . . . . . 587--601
Anonymous Help & Contacts . . . . . . . . . . . . . ??
T. Matsunawa Parametric Statistical Uncertainty
Relations and Parametric Statistical
Fundamental Equations . . . . . . . . . 603--626
H. T. V. Vu and
R. A. Maller and
X. Zhou Asymptotic Properties of a Class of
Mixture Models for Failure Data: The
Interior and Boundary Cases . . . . . . 627--653
Masayuki Uchida On Generating Functions of Waiting Time
Problems for Sequence Patterns of
Discrete Random Variables . . . . . . . 655--671
Jens Ledet Jensen and
Andrew T. A. Wood Large Deviation and Other Results for
Minimum Contrast Estimators . . . . . . 673--695
Bruce M. Brown and
Song Xi Chen Combined and Least Squares Empirical
Likelihood . . . . . . . . . . . . . . . 697--714
Ashis Sengupta and
Ranjan Maitra On Best Equivariance and Admissibility
of Simultaneous MLE for Mean Direction
Vectors of Several Langevin
Distributions . . . . . . . . . . . . . 715--727
J. A. Vilar-Fernández and
J. M. Vilar-Fernández Recursive Estimation of Regression
Functions by Local Polynomial Fitting 729--754
Hong Gu and
Wing K. Fung Assessing Local Influence in Canonical
Correlation Analysis . . . . . . . . . . 755--772
Nabendu Pal and
Wooi K. Lim Estimation of the Coefficient of
Multiple Determination . . . . . . . . . 773--788
Yen-Chang Chang and
Lii-Yuh Leu A State Space Model for Software
Reliability . . . . . . . . . . . . . . 789--799
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Sigeo Aki Distributions of Runs and Consecutive
Systems on Directed Trees . . . . . . . 1--15
Sigeo Aki and
Katuomi Hirano Sooner and Later Waiting Time Problems
for Runs in Markov Dependent Bivariate
Trials . . . . . . . . . . . . . . . . . 17--29
Yongzhao Shao and
Marjorie G. Hahn Strong Consistency of the Maximum
Product of Spacings Estimates with
Applications in Nonparametrics and in
Estimation of Unimodal Densities . . . . 31--49
C. Sánchez-Sellero and
W. González-Manteiga and
R. Cao Bandwidth Selection in Density
Estimation with Truncated and Censored
Data . . . . . . . . . . . . . . . . . . 51--70
N. H. Bingham and
Susan M. Pitts Non-parametric Estimation for the M/G/$
\infty $ Queue . . . . . . . . . . . . . 71--97
Yoshiji Takagi Parametrization Invariance with Respect
to Second Order Admissibility Under Mean
Squared Error . . . . . . . . . . . . . 99--110
Brani Vidakovic Linear Versus Nonlinear Rules for
Mixture Normal Priors . . . . . . . . . 111--124
Pedro Delicado and
Juan Romo Goodness of Fit Tests in Random
Coefficient Regression Models . . . . . 125--148
Dimitris Karlis and
Evdokia Xekalaki On Testing for the Number of Components
in a Mixed Poisson Model . . . . . . . . 149--162
Bertrand Clarke and
Dongchu Sun Asymptotics of the Expected Posterior 163--185
Yanhong Wu Second Order Expansions for the Moments
of Minimum Point of an Unbalanced
Two-sided Normal Random Walk . . . . . . 187--200
Anonymous Help & Contacts . . . . . . . . . . . . . ??
V. P. Godambe Linear Bayes and Optimal Estimation . . 201--215
Sanjib Basu Conservatism of the $z$ Confidence
Interval Under Symmetric and Asymmetric
Departures from Normality . . . . . . . 217--230
Irene Gijbels and
Peter Hall and
Alo\"\is Kneip On the Estimation of Jump Points in
Smooth Curves . . . . . . . . . . . . . 231--251
Daoji Shi and
Shengsheng Zhou Moment Estimation for Multivariate
Extreme Value Distribution in a Nested
Logistic Model . . . . . . . . . . . . . 253--264
Roelof Helmers and
Ricardas Zitikis On Estimation of Poisson Intensity
Functions . . . . . . . . . . . . . . . 265--280
Wen-Tao Huang and
Yao-Tsung Lai Empirical Bayes Procedures for Selecting
the Best Population with Multiple
Criteria . . . . . . . . . . . . . . . . 281--299
Krishna K. Saha and
B. C. Sutradhar On the Distribution of the Extremes of
Unequally Correlated Normal Variables
with Applications to Antedependent
Cluster Data . . . . . . . . . . . . . . 301--322
Demetrios L. Antzoulakos On Waiting Time Problems Associated with
Runs in Markov Dependent Trials . . . . 323--330
Athanasios Kottas and
Konstantinos Adamidis and
Sotirios Loukas Bivariate Distributions with Pearson
Type VII Conditionals . . . . . . . . . 331--344
J. S. Huang and
G. D. Lin Equality in Distribution in a Convex
Ordering Family . . . . . . . . . . . . 345--349
H. M. Barakat On Moments of Bivariate Order Statistics 351--358
Emad-Eldin A. A. Aly and
Nadjib Bouzar On the First Entry Time of a $ Z_+
$-valued AR(1) Process . . . . . . . . . 359--367
Gerold Alsmeyer and
Allan Gut Limit Theorems for Stopped Functionals
of Markov Renewal Processes . . . . . . 369--382
Andy H. Lee and
John S. Yick Covariate Transformation Diagnostics for
Generalized Linear Models . . . . . . . 383--398
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Frank Kleibergen and
Herman K. van Dijk and
Jean-Pierre Urbain Oil Price Shocks and Long Run Price and
Import Demand Behavior . . . . . . . . . 399--417
Qing Han and
Sigeo Aki Joint Distributions of Runs in a
Sequence of Multi-State Trials . . . . . 419--447
Makoto Maejima and
Gennady Samorodnitsky Certain Probabilistic Aspects of
Semistable Laws . . . . . . . . . . . . 449--462
Andrej Pázman Some Properties and Improvements of the
Saddlepoint Approximation in Nonlinear
Regression . . . . . . . . . . . . . . . 463--478
Subhashis Ghosal and
Jayanta K. Ghosh and
Tapas Samanta Approximation of the Posterior
Distribution in a Change-Point Problem 479--497
Sanjib Basu Posterior Sensitivity to the Sampling
Distribution and the Prior: More than
One Observation . . . . . . . . . . . . 499--513
Marc Aerts and
Gerda Claeskens Bootstrapping Pseudolikelihood Models
for Clustered Binary Data . . . . . . . 515--530
Ramón Ardanuy and
J. López-Fidalgo and
Patrick J. Laycock and
Weng Kee Wong When is an Equally-Weighted Design
$D$-optimal? . . . . . . . . . . . . . . 531--540
Ricardo Fraiman and
Jean Meloche Counting Bumps . . . . . . . . . . . . . 541--569
Ramesh C. Gupta and
S. Ramakrishnan and
Xingwang Zhou Point and Interval Estimation of $ P(X <
Y) $: The Normal Case with Common
Coefficient of Variation . . . . . . . . 571--584
Hea-Jung Kim A Method for Testing Nested Point Null
Hypotheses Using Multiple Bayes Factor 585--602
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Jinpang Wang Nonconservative Estimating Functions and
Approximate Quasi-Likelihoods . . . . . 603--619
Nitis Mukhopadhyay and
William Duggan On a Two-Stage Procedure Having
Second-Order Properties with
Applications . . . . . . . . . . . . . . 621--636
Ming-Hui Chen and
Qi-Man Shao Existence of Bayesian Estimates for the
Polychotomous Quantal Response Models 637--656
Renato Assunção and
Peter Guttorp Robustness for Inhomogeneous Poisson
Point Processes . . . . . . . . . . . . 657--678
Helge Blaker On Adaptive Combination of Regression
Estimators . . . . . . . . . . . . . . . 679--689
Zhan-Qian Lu Multivariate Local Polynomial Fitting
for Martingale Nonlinear Regression
Models . . . . . . . . . . . . . . . . . 691--706
Yasunori Fujikoshi and
Takashi Kanda and
Megu Ohtaki Growth Curve Model with Hierarchical
Within-Individuals Design Matrices . . . 707--721
Rainer Schwabe and
Weng Kee Wong Efficiency Bounds for Product Designs in
Linear Models . . . . . . . . . . . . . 723--730
Stergios B. Fotopoulos and
Lijian He Error Bounds for Asymptotic Expansion of
the Conditional Variance of the Scale
Mixtures of the Multivariate Normal
Distribution . . . . . . . . . . . . . . 731--747
Tea-Yuan Hwang and
Chin-Yuan Hu On a Characterization of the Gamma
Distribution: The Independence of the
Sample Mean and the Sample Coefficient
of Variation . . . . . . . . . . . . . . 749--753
J. Pfanzagl On Rates and Limit Distributions . . . . 755--778
Tetsuya Misawa Conserved Quantities and Symmetries
Related to Stochastic Dynamical Systems 779--802
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Satoshi Kuriki and
Akimichi Takemura Some Geometry of the Cone of Nonnegative
Definite Matrices and Weights of
Associated $ X^2 $ Distribution . . . . 1--14
Liu Huimei Uniformly More Powerful, Two-Sided Tests
for Hypotheses about Linear Inequalities 15--27
Judith Rousseau Coverage Properties of One-Sided
Intervals in the Discrete Case and
Application to Matching Priors . . . . . 28--42
A. Bar-Hen and
H. Kishino Comparing the Likelihood Functions of
Phylogenetic Trees . . . . . . . . . . . 43--56
Paolo Vidoni Model Selection Using the Estimative and
the Approximate $ p* $ Predictive
Densities . . . . . . . . . . . . . . . 57--70
B. B. Bhattacharyya and
X. Li and
M. Pensky and
G. D. Richardson Testing for Unit Roots in a Nearly
Nonstationary Spatial Autoregressive
Process . . . . . . . . . . . . . . . . 71--83
Jaroslav Mohapl A Stochastic Advection--Diffusion Model
for the Rocky Flats Soil Plutonium Data 84--107
Carlo Grillenzoni Time-Varying Parameters Prediction . . . 108--122
Andrey Feuerverger and
Yehuda Vardi Positron Emission Tomography and Random
Coefficients Regression . . . . . . . . 123--138
Efstathios Paparoditis and
Dimitris N. Politis The Local Bootstrap for Kernel
Estimators under General Dependence
Conditions . . . . . . . . . . . . . . . 139--159
Somnath Datta and
Glen A. Satten and
John M. Williamson Consistency and Asymptotic Normality of
Estimators in a Proportional Hazards
Model with Interval Censoring and Left
Truncation . . . . . . . . . . . . . . . 160--172
Vasant P. Bhapkar On the Optimality of Estimators Based on
$P$-Sufficient Statistics . . . . . . . 173--183
N. Balakrishnan and
P. S. Chan Start-Up Demonstration Tests with
Rejection of Units upon Observing $d$
Failures . . . . . . . . . . . . . . . . 184--196
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Tomoya Yamada and
Tadashi Matsunawa Quantitative Approximation to the
Ordered Dirichlet Distribution under
Varying Basic Probability Spaces . . . . 197--214
Bruce G. Lindsay and
Ramani S. Pilla and
Prasanta Basak Moment-Based Approximations of
Distributions Using Mixtures: Theory and
Applications . . . . . . . . . . . . . . 215--230
Tomasz J. Kozubowski Exponential Mixture Representation of
Geometric Stable Distributions . . . . . 231--238
Amarjot Kaur and
G. P. Patil and
C. Taillie Optimal Allocation for Symmetric
Distributions in Ranked Set Sampling . . 239--254
Eugenia Stoimenova Rank Tests Based on Exceeding
Observations . . . . . . . . . . . . . . 255--266
Nora Gürtler and
Norbert Henze Goodness-of-Fit Tests for the Cauchy
Distribution Based on the Empirical
Characteristic Function . . . . . . . . 267--286
Peter Bühlmann Model Selection for Variable Length
Markov Chains and Tuning the Context
Algorithm . . . . . . . . . . . . . . . 287--315
Jian-Feng Yao On Least Squares Estimation for Stable
Nonlinear AR Processes . . . . . . . . . 316--331
Alan T. K. Wan and
Anoop Chaturvedi Operational Variants of the Minimum Mean
Squared Error Estimator in Linear
Regression Models with Non-Spherical
Disturbances . . . . . . . . . . . . . . 332--342
Ke-Hai Yuan and
Robert I. Jennrich Estimating Equations with Nuisance
Parameters: Theory and Applications . . 343--350
John R. Collins Robustness Comparisons of Some Classes
of Location Parameter Estimators . . . . 351--366
Xu-Ping Zhong and
Bo-Cheng Wei and
Wing-Kam Fung Influence Analysis for Linear
Measurement Error Models . . . . . . . . 367--379
Guohua Zou and
Alan T. K. Wan Simultaneous Estimation of Several
Stratum Means under Error-in-Variables
Superpopulation Models . . . . . . . . . 380--396
Chien-Tai Lin and
C. J. Shiau Some Optimal Strategies for Bandit
Problems with Beta Prior Distributions 397--405
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Qing Han and
Sigeo Aki Sooner and Later Waiting Time Problems
Based on a Dependent Sequence . . . . . 407--414
James C. Fu and
W. Y. Wendy Lou Joint Distribution of Rises and Falls 415--425
Steven T. Garren Asymptotic Distribution of Estimated
Affinity between Multiparameter
Exponential Families . . . . . . . . . . 426--437
Lin Yuan and
John D. Kalbfleisch On the Bessel Distribution and Related
Problems . . . . . . . . . . . . . . . . 438--447
Ismihan G. Bairamov On the Characteristic Properties of
Exponential Distribution . . . . . . . . 448--458
Toshio Honda Nonparametric Estimation of a
Conditional Quantile for $ \alpha
$-Mixing Processes . . . . . . . . . . . 459--470
Song Xi Chen Probability Density Function Estimation
Using Gamma Kernels . . . . . . . . . . 471--480
Wilfried Seidel and
Karl Mosler and
Manfred Alker A Cautionary Note on Likelihood Ratio
Tests in Mixture Models . . . . . . . . 481--487
Denis Larocque and
Serge Tardif and
Constance van Eeden Bivariate Sign Tests Based on the Sup, $
L_1 $ and $ L_2 $ Norms . . . . . . . . 488--506
Peter Hall and
Brett Presnell and
Berwin A. Turlach Reducing Bias Without Prejudicing Sign 507--518
Colin O. Wu and
Kai Fun Yu and
Chin-Tsang Chiang A Two-Step Smoothing Method for
Varying-Coefficient Models with Repeated
Measurements . . . . . . . . . . . . . . 519--543
Hie-Choon Chung and
Chien-Pai Han Discriminant Analysis When a Block of
Observations is Missing . . . . . . . . 544--556
Holger Dette and
Mong-Na Lo Huang Convex Optimal Designs for Compound
Polynomial Extrapolation . . . . . . . . 557--573
Holger Dette and
Yuri Grigoriev A Unified Approach to Second Order
Optimality Criteria in Nonlinear Design
of Experiments . . . . . . . . . . . . . 574--597
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Toshio Honda Nonparametric Density Estimation for a
Long-Range Dependent Linear Process . . 599--611
Shunpu Zhang and
Rohana J. Karunamuni Boundary Bias Correction for
Nonparametric Deconvolution . . . . . . 612--629
K. L. Mehra and
Y. S. Ramakrishnaiah and
P. Sashikala Laws of Iterated Logarithm and Related
Asymptotics for Estimators of
Conditional Density and Mode . . . . . . 630--645
Adam T. Martinsek Sequential Estimation of the Maximum in
a Model for Corrosion Data . . . . . . . 646--657
Wolfgang Bischoff and
Frank Miller Asymptotically Optimal Tests and Optimal
Designs for Testing the Mean in
Regression Models with Applications to
Change-Point Problems . . . . . . . . . 658--679
Guohua Pan Nonparametric Methods for Checking the
Validity of Prior Order Information . . 680--697
Patricia Gimenez and
Heleno Bolfarine and
Enrico A. Colosimo Hypotheses Testing for
Error-in-Variables Models . . . . . . . 698--711
Yushan Xiao Linex Unbiasedness in a Prediction
Problem . . . . . . . . . . . . . . . . 712--721
Sik-Yum Lee and
Jian-Qing Shi Joint Bayesian Analysis of Factor Scores
and Structural Parameters in the Factor
Analysis Model . . . . . . . . . . . . . 722--736
Jian-Xin Pan and
Wing-Kam Fung Bayesian Influence Assessment in the
Growth Curve Model with Unstructured
Covariance . . . . . . . . . . . . . . . 737--752
Hong Gu and
Wing K. Fung Influence Diagnostics in the Common
Canonical Variates Model . . . . . . . . 753--766
Sigeo Aki and
Katuomi Hirano Numbers of Success-Runs of Specified
Length Until Certain Stopping Time Rules
and Generalized Binomial Distributions
of Order $k$ . . . . . . . . . . . . . . 767--777
Qing Han and
Sigeo Aki Waiting Time Problems in a Two-State
Markov Chain . . . . . . . . . . . . . . 778--789
Emad-Eldin A. A. Aly and
Nadjib Bouzar On Geometric Infinite Divisibility and
Stability . . . . . . . . . . . . . . . 790--799
Anonymous Help & Contacts . . . . . . . . . . . . . ??
H. Akaike Emeritus Professor Golf Swing Motion Analysis: An
Experiment on the Use of Verbal Analysis
in Statistical Reasoning . . . . . . . . 1--10
Genshiro Kitagawa and
Tomoyuki Higuchi Special Issue on Nonlinear Non-Gaussian
Models and Related Filtering Methods . . 3--3
Ludwig Fahrmeir and
Stefan Lang Bayesian Semiparametric Regression
Analysis of Multicategorical Time--Space
Data . . . . . . . . . . . . . . . . . . 11--30
Sylvia Frühwirth-Schnatter Fully Bayesian Analysis of Switching
Gaussian State Space Models . . . . . . 31--49
Akihiko Takahashi and
Seisho Sato A Monte Carlo Filtering Approach for
Estimating the Term Structure of
Interest Rates . . . . . . . . . . . . . 50--62
Hisashi Tanizaki Nonlinear and Non--Gaussian State Space
Modeling Using Sampling Techniques . . . 63--81
Simon Godsill and
Arnaud Doucet and
Mike West Maximum a Posteriori Sequence Estimation
Using Monte Carlo Particle Filters . . . 82--96
Niclas Bergman and
Arnaud Doucet and
Neil Gordon Optimal Estimation and Cramér--Rao Bounds
for Partial Non--Gaussian State Space
Models . . . . . . . . . . . . . . . . . 97--112
P. J. Brockwell Lévy-Driven Carma Processes . . . . . . . 113--124
S. Ajay Chandra and
Masanobu Taniguchi Estimating Functions for Nonlinear Time
Series Models . . . . . . . . . . . . . 125--141
Takayuki Shiohama and
Masanobu Taniguchi Sequential Estimation for a Functional
of the Spectral Density of a Gaussian
Stationary Process . . . . . . . . . . . 142--158
Young K. Truong and
Prakash N. Patil Asymptotics for Wavelet Based Estimates
of Piecewise Smooth Regression for
Stationary Time Series . . . . . . . . . 159--178
Wolfgang Härdle and
Torsten Kleinow and
Rolf Tschernig Web Quantlets for Time Series Analysis 179--188
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Masaaki Sibuya and
Kazuyuki Suzuki Optimal Threshold for the $k$-Out-Of-$n$
Monitor with Dual Failure Modes . . . . 189--202
S. N. U. A. Kirmani and
Ramesh C. Gupta On the Proportional Odds Model in
Survival Analysis . . . . . . . . . . . 203--216
Jiming Jiang and
P. Lahiri Empirical Best Prediction for Small Area
Inference with Binary Data . . . . . . . 217--243
Jozef Kusnier and
Ivan Mizera Tail Behavior and Breakdown Properties
of Equivariant Estimators of Location 244--261
Akio Suzukawa and
Hideyuki Imai and
Yoshiharu Sato Kullback--Leibler Information Consistent
Estimation for Censored Data . . . . . . 262--276
M. Menéndez and
D. Morales and
L. Pardo and
I. Vajda Minimum Divergence Estimators Based on
Grouped Data . . . . . . . . . . . . . . 277--288
Eduard Belitser and
Boris Levit Asymptotically Local Minimax Estimation
of Infinitely Smooth Density with
Censored Data . . . . . . . . . . . . . 289--306
Erhard Cramer and
Udo Kamps Estimation with Sequential Order
Statistics from Exponential
Distributions . . . . . . . . . . . . . 307--324
Nader Ebrahimi Testing for Uniformity of the Residual
Life Time Based on Dynamic
Kullback--Leibler Information . . . . . 325--337
Bernhard Klar Goodness-of-Fit Tests for the
Exponential and the Normal Distribution
Based on the Integrated Distribution
Function . . . . . . . . . . . . . . . . 338--353
S. E. Ahmed and
A. K. Gupta and
S. M. Khan and
C. J. Nicol Simultaneous Estimation of Several
Intraclass Correlation Coefficients . . 354--369
Stanislaw Gnot and
Ewaryst Rafajlowicz and
Agnieszka Urba\'nska-Motyka Statistical Inference in a Linear Model
for Spatially Located Sensors and Random
Input . . . . . . . . . . . . . . . . . 370--379
Biman Chakraborty On Affine Equivariant Multivariate
Quantiles . . . . . . . . . . . . . . . 380--403
Sarjinder Singh Generalized Calibration Approach for
Estimating Variance in Survey Sampling 404--417
Grace Montepiedra and
Weng Kee Wong A New Design Criterion When
Heteroscedasticity is Ignored . . . . . 418--426
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Masafumi Akahira and
Kei Takeuchi Information Inequalities in a Family of
Uniform Distributions . . . . . . . . . 427--435
George Iliopoulos Decision Theoretic Estimation of the
Ratio of Variances in a Bivariate Normal
Distribution . . . . . . . . . . . . . . 436--446
Zudi Lu Asymptotic Normality of Kernel Density
Estimators under Dependence . . . . . . 447--468
Qiqing Yu and
George Y. C. Wong and
Linxiong Li Asymptotic Properties of Self-Consistent
Estimators with Mixed Interval-Censored
Data . . . . . . . . . . . . . . . . . . 469--486
H. M. Barakat The Asymptotic Distribution Theory of
Bivariate Order Statistics . . . . . . . 487--497
Jian-Jian Ren Weighted Empirical Likelihood Ratio
Confidence Intervals for the Mean with
Censored Data . . . . . . . . . . . . . 498--516
Qi-Hua Wang and
Bing-Yi Jing Empirical Likelihood for a Class of
Functionals of Survival Distribution
with Censored Data . . . . . . . . . . . 517--527
Ch. Tsairidis and
K. Zografos and
K. Ferentinos and
T. Papaioannou Information in Quantal Response Data and
Random Censoring . . . . . . . . . . . . 528--542
Theodore P. Hill and
Victor Perez-Abreu Extreme-Value Moment Goodness-of-Fit
Tests . . . . . . . . . . . . . . . . . 543--551
Irina Grabovsky and
Lajos Horváth Change-Point Detection in Angular Data 552--566
Alfred Müller Stochastic Ordering of Multivariate
Normal Distributions . . . . . . . . . . 567--575
Stathis Chadjiconstantinidis and
Markos V. Koutras Distributions of the Numbers of Failures
and Successes in a Waiting Time Problem 576--598
Demetrios L. Antzoulakos and
Stathis Chadjiconstantinidis Distributions of Numbers of Success Runs
of Fixed Length in Markov Dependent
Trials . . . . . . . . . . . . . . . . . 599--619
Baha-Eldin Khaledi and
Subhash Kochar Dependence Properties of Multivariate
Mixture Distributions and Their
Applications . . . . . . . . . . . . . . 620--630
Subhash C. Kochar and
Ramesh Korwar On Random Sampling Without Replacement
from a Finite Population . . . . . . . . 631--646
Rinya Takahashi and
Masaaki Sibuya Prediction of the Maximum Size in
Wicksell's Corpuscle Problem, II . . . . 647--660
Anonymous Help & Contacts . . . . . . . . . . . . . ??
S. Mase and
J. Mòller and
D. Stoyan and
R. P. Waagepetersen and
G. Döge Packing Densities and Simulated
Tempering for Hard Core Gibbs Point
Processes . . . . . . . . . . . . . . . 661--680
Marianna Pensky and
Brani Vidakovic On Non-Equally Spaced Wavelet Regression 681--690
Harro Walk Strong Universal Pointwise Consistency
of Recursive Regression Estimates . . . 691--707
Gang Li and
Somnath Datta A Bootstrap Approach to Nonparametric
Regression for Right Censored Data . . . 708--729
Ingrid Van Keilegom and
Noël Veraverbeke Hazard Rate Estimation in Nonparametric
Regression with Censored Data . . . . . 730--745
Constantinos Petropoulos and
Stavros Kourouklis Estimation of an Exponential Quantile
under a General Loss and an Alternative
Estimator under Quadratic Loss . . . . . 746--759
Xian Zhou and
Xiaoqian Sun and
Jinglong Wang Estimation of the Multivariate Normal
Precision Matrix under the Entropy Loss 760--768
Pui Lam Leung and
Foon Yip Ng Improved Estimation of Parameter
Matrices in a One-Sample and Two-Sample
Problems . . . . . . . . . . . . . . . . 769--780
Arnoud C. M. van Rooij and
Frits H. Ruymgaart Abstract Inverse Estimation with
Application to Deconvolution on Locally
Compact Abelian Groups . . . . . . . . . 781--798
Andrei Novikov Uniform Asymptotic Expansion of
Likelihood Ratio for Markov Dependent
Observations . . . . . . . . . . . . . . 799--809
Tadeusz Inglot and
Teresa Ledwina Intermediate Approach to Comparison of
Some Goodness-of-Fit Tests . . . . . . . 810--834
Wei-Chun Lee and
Yuh-Ing Chen Weighted Kaplan--Meier Tests for
Umbrella Alternatives . . . . . . . . . 835--852
Asok K. Nanda and
Moshe Shaked The Hazard Rate and the Reversed Hazard
Rate Orders, with Applications to Order
Statistics . . . . . . . . . . . . . . . 853--864
Alan E. Gelfand and
Athanasios Kottas Nonparametric Bayesian Modeling for
Stochastic Order . . . . . . . . . . . . 865--876
Tomasz Rychlik Stability of Order Statistics under
Dependence . . . . . . . . . . . . . . . 877--894
S. Robin and
J.-J. Daudin Exact Distribution of the Distances
between Any Occurrences of a Set of
Words . . . . . . . . . . . . . . . . . 895--905
Anonymous Acknowledgement . . . . . . . . . . . . 907--909
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Fuchun Huang and
Yosihiko Ogata Generalized Pseudo-Likelihood Estimates
for Markov Random Fields on Lattice . . 1--18
Eckhard Liebscher Kernel Density and Hazard Rate
Estimation for Censored Data under $
\alpha $-Mixing Condition . . . . . . . 19--28
M. Bogdan and
K. Bogdan and
A. Futschik A Data Driven Smooth Test for Circular
Uniformity . . . . . . . . . . . . . . . 29--44
H. Wong and
W. K. Li Detecting and Diagnostic Checking
Multivariate Conditional Heteroscedastic
Time Series Models . . . . . . . . . . . 45--59
Stephan Derbort and
Holger Dette and
Axel Munk A Test for Additivity in Nonparametric
Regression . . . . . . . . . . . . . . . 60--82
Marianna Pensky Locally Adaptive Wavelet Empirical Bayes
Estimation of a Location Parameter . . . 83--99
Yu-Pin Lin and
TaChen Liang and
Wen-Tao Huang Bayesian Sampling Plans for Exponential
Distribution Based on Type I Censoring
Data . . . . . . . . . . . . . . . . . . 100--113
Nan Wang and
Wei Liu Expansions for the Distributions of Some
Normalized Summations of Random Numbers
of I.I.D. Random Variables . . . . . . . 114--124
Emad-Eldin A. A. Aly and
Nadjib Bouzar A Notion of $ \alpha $-Monotonicity with
Generalized Multiplications . . . . . . 125--137
Govind S. Mudholkar and
Rajeshwari Natarajan The Inverse Gaussian Models: Analogues
of Symmetry, Skewness and Kurtosis . . . 138--154
David R. Hunter and
Kenneth Lange Computing Estimates in the Proportional
Odds Model . . . . . . . . . . . . . . . 155--168
Tomoyuki Higuchi and
Genshiro Kitagawa Special Section on Nonparametric
Approach to Time Series Analysis . . . . 169--169
Hernando Ombao and
Jonathan Raz and
Rainer von Sachs and
Wensheng Guo The SLEX Model of a Non-Stationary
Random Process . . . . . . . . . . . . . 171--200
David S. Stoffer and
Hernando C. Ombao and
David E. Tyler Local Spectral Envelope: An Approach
Using Dyadic Tree-Based Adaptive
Segmentation . . . . . . . . . . . . . . 201--223
Devin Kilminster and
David Allingham and
Alistair Mees Estimating Invariant Probability
Densities for Dynamical Systems . . . . 224--233
Anonymous Help & Contacts . . . . . . . . . . . . . ??
G. Adimari and
L. Ventura Quasi-Profile Log Likelihoods for
Unbiased Estimating Functions . . . . . 235--244
Anton Schick and
Wolfgang Wefelmeyer Estimating the Innovation Distribution
in Nonlinear Autoregressive Models . . . 245--260
Jan Ámos Vísek Sensitivity Analysis of $M$-Estimates of
Nonlinear Regression Model: Influence of
Data Subsets . . . . . . . . . . . . . . 261--290
Jan Beran and
Yuanhua Feng Local Polynomial Fitting with
Long-Memory, Short-Memory and
Antipersistent Errors . . . . . . . . . 291--311
Song Xi Chen Local Linear Smoothers Using Asymmetric
Kernels . . . . . . . . . . . . . . . . 312--323
Gwowen Shieh and
Jack C. Lee Bayesian Prediction Analysis for Growth
Curve Model Using Noninformative Priors 324--337
Ming-Hui Chen and
Qi-Man Shao Partition-Weighted Monte Carlo
Estimation . . . . . . . . . . . . . . . 338--354
Rahul Mukerjee and
Brajendra C. Sutradhar On the Positive Definiteness of the
Information Matrix Under the Binary and
Poisson Mixed Models . . . . . . . . . . 355--366
Snigdhansu Chatterjee and
Arup Bose Dimension Asymptotics for Generalised
Bootstrap in Linear Regression . . . . . 367--381
Ya. Yu. Nikitin and
E. V. Ponikarov Asymptotic Efficiency of Maesono
Statistics for Testing of Symmetry . . . 382--390
M'hammed Kadri and
Khalid Rifi Asymptotic Bound on the Characteristic
Function of Signed Linear Serial Rank
Statistics . . . . . . . . . . . . . . . 391--403
Dilip Roy On Bivariate Lack of Memory Property and
a New Definition . . . . . . . . . . . . 404--410
Ourania Chryssaphinou and
Eutichia Vaggelatou Compound Poisson Approximation for
Multiple Runs in a Markov Chain . . . . 411--424
Norbert Henze and
Bernhard Klar Goodness-of-Fit Tests for the Inverse
Gaussian Distribution Based on the
Empirical Laplace Transform . . . . . . 425--444
Frederic Paik Schoenberg On Rescaled Poisson Processes and the
Brownian Bridge . . . . . . . . . . . . 445--457
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Takafumi Kanamori Statistical Asymptotic Theory of Active
Learning . . . . . . . . . . . . . . . . 459--475
Michael R. Kosorok and
Jason P. Fine and
Hongyu Jiang and
Rick Chappell Asymptotic Theory for the Gamma Frailty
Model with Dependent Censoring . . . . . 476--499
S. Sivaganesan and
Rama T. Lingham On the Asymptotic Stability of the
Intrinsic and Fractional Bayes Factors
for Testing Some Diffusion Models . . . 500--516
Kaushik Patra and
Dipak K. Dey A General Class of Change Point and
Change Curve Modeling for Life Time Data 517--530
Jan W. H. Swanepoel and
François C. Van Graan Goodness-of-Fit Tests Based on Estimated
Expectations of Probability Integral
Transformed Order Statistics . . . . . . 531--542
Konstantinos Fokianos Power Divergence Family of Tests for
Categorical Time Series Models . . . . . 543--564
Bhaskar Bhattacharya Tests of Parameters of Several Gamma
Distributions with Inequality
Restrictions . . . . . . . . . . . . . . 565--576
Jin Zhang and
Yuehua Wu Beta Approximation to the Distribution
of Kolmogorov--Smirnov Statistic . . . . 577--584
Gabriela Ciuperca Likelihood Ratio Statistic for
Exponential Mixtures . . . . . . . . . . 585--594
Xu-Ping Zhong and
Wing-Kam Fung and
Bo-Cheng Wei Estimation in Linear Models with Random
Effects and Errors-in-Variables . . . . 595--606
Gutti Jogesh Babu and
Eugenijus Manstavicius Limit Processes with Independent
Increments for the Ewens Sampling
Formula . . . . . . . . . . . . . . . . 607--620
Kentaro Nomakuchi A Monotonicity of Moments Concerned with
Order Restricted Statistical Inference 621--625
Xiaoyue Zhao and
Zehua Chen On the Ranked-Set Sampling $M$-Estimates
for Symmetric Location Families . . . . 626--640
Gang Zheng and
Mohammad F. Al-Saleh Modified Maximum Likelihood Estimators
Based on Ranked Set Samples . . . . . . 641--658
Raghunath Arnab and
Sarjinder Singh Estimation of the Size and Mean Value of
a Stigmatized Characteristic of a Hidden
Gang in a Finite Population: A Unified
Approach . . . . . . . . . . . . . . . . 659--666
Z. A. Abo-Eleneen and
H. N. Nagaraja Fisher Information in an Order Statistic
and its Concomitant . . . . . . . . . . 667--680
Kiyoshi Inoue and
Sigeo Aki Generalized Waiting Time Problems
Associated with Pattern in Polya's Urn
Scheme . . . . . . . . . . . . . . . . . 681--688
David M. Bradley and
Ramesh C. Gupta On the Distribution of the Sum of $n$
Non-Identically Distributed Uniform
Random Variables . . . . . . . . . . . . 689--700
Marianna Pensky and
Ahmed I. Zayed Density Deconvolution of Different
Conditional Distributions . . . . . . . 701--712
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Sigeo Aki and
Katuomi Hirano On Waiting Time for Reversed Patterns in
Random Sequences . . . . . . . . . . . . 713--718
James C. Fu and
W. Y. Wendy Lou and
Zhi-Dong Bai and
Gang Li The Exact and Limiting Distributions for
the Number of Successes in Success Runs
Within a Sequence of Markov-Dependent
Two-State Trials . . . . . . . . . . . . 719--730
Claude Lef\`evre and
Vasilis Papathanasiou and
Sergey Utev Generalized Pearson Distributions and
Related Characterization Problems . . . 731--742
Bo Yang and
John E. Kolassa Saddlepoint Approximation for the
Distribution Function Near the Mean . . 743--747
J.-N. Bacro and
J.-J. Daudin and
S. Mercier and
S. Robin Back to the Local Score in the
Logarithmic Case: A Direct and Simple
Proof . . . . . . . . . . . . . . . . . 748--757
Steven P. Ellis Blind Deconvolution When Noise is
Symmetric: Existence and Examples of
Solutions . . . . . . . . . . . . . . . 758--767
Francesca Chiaromonte and
R. Dennis Cook Sufficient Dimension Reduction and
Graphics in Regression . . . . . . . . . 768--795
B. Chandrasekar and
N. Balakrishnan On a Multiparameter Version of Tukey's
Linear Sensitivity Measure and its
Properties . . . . . . . . . . . . . . . 796--805
Masafumi Akahira and
Nao Ohyauchi Information Inequalities for the Bayes
Risk for a Family of Non-Regular
Distributions . . . . . . . . . . . . . 806--815
Samuel Kotz and
Tomasz J. Kozubowski and
Krzysztof Podgórski Maximum Likelihood Estimation of
Asymmetric Laplace Parameters . . . . . 816--826
Dankmar Böhning and
Uwe Malzahn and
Jesus Sarol, Jr. and
Sasivimol Rattanasiri and
Annibale Biggeri Efficient Non-Iterative and
Nonparametric Estimation of
Heterogeneity Variance for the
Standardized Mortality Ratio . . . . . . 827--839
Tea-Yuan Hwang and
Ping-Huang Huang On New Moment Estimation of Parameters
of the Gamma Distribution Using its
Characterization . . . . . . . . . . . . 840--847
Yuan-Tsung Chang and
Nobuo Shinozaki A Comparison of Restricted and
Unrestricted Estimators in Estimating
Linear Functions of Ordered Scale
Parameters of Two Gamma Distributions 848--860
Philip L. H. Yu and
Yijun Sun and
Bimal K. Sinha Estimation of the Common Mean of a
Bivariate Normal Population . . . . . . 861--878
Michael Kohler Universal Consistency of Local
Polynomial Kernel Regression Estimates 879--899
Rudolf Beran Improving Penalized Least Squares
through Adaptive Selection of Penalty
and Shrinkage . . . . . . . . . . . . . 900--917
Takesi Hayakawa Independence of Likelihood Ratio
Criteria for Homogeneity of Several
Populations . . . . . . . . . . . . . . 918--933
Hyo-Il Park Multivariate Percentile Tests for
Incomplete Data . . . . . . . . . . . . 934--944
Holger Dette and
Viatcheslav B. Melas and
Andrey Pepelyshev $D$-Optimal Designs for Trigonometric
Regression Models on a Partial Circle 945--959
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Gauri Sankar Datta and
Rahul Mukerjee Probability matching priors for
predicting a dependent variable with
application to regression models . . . . 1--6
Sanjib Basu and
Rama T. Lingham Bayesian estimation of system
reliability in Brownian stress-strength
models . . . . . . . . . . . . . . . . . 7--19
Qi-Hua Wang Estimation of partial linear
error-in-response models with validation
data . . . . . . . . . . . . . . . . . . 21--39
Abdelouahab Bibi and
Christian Francq Consistent and asymptotically normal
estimators for cyclically time-dependent
linear models . . . . . . . . . . . . . 41--68
Kamal C. Chanda Density estimation for a class of
stationary nonlinear processes . . . . . 69--82
Gutti Jogesh Babu and
Kesar Singh and
Yaning Yang Edgeworth expansions for compound
Poisson processes and the bootstrap . . 83--94
J. Pfanzagl Asymptotic bounds for estimators without
limit distribution . . . . . . . . . . . 95--110
Isha Dewan and
B. L. S. Prakasa Rao Mann--Whitney test for associated
sequences . . . . . . . . . . . . . . . 111--119
Xinsheng Liu and
Jinde Wang Testing for increasing convex order in
several populations . . . . . . . . . . 121--136
Simos Meintanis and
George Iliopoulos Tests of fit for the Rayleigh
distribution based on the empirical
Laplace transform . . . . . . . . . . . 137--151
Kiyoshi Inoue and
Sigeo Aki Generalized binomial and negative
binomial distributions of order $k$ by
the $l$-overlapping enumeration scheme 153--167
Paolo Vidoni Prediction and calibration in
generalized linear models . . . . . . . 169--185
N. Sartori A note on likelihood asymptotics in
normal linear regression . . . . . . . . 187--195
Zudi Lu and
Y. V. Hui $ L_1 $ linear interpolator for missing
values in time series . . . . . . . . . 197--216
David M. Bradley and
Ramesh C. Gupta Limiting behaviour of the mean residual
life . . . . . . . . . . . . . . . . . . 217--226
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Asger Hobolth and
Jan Pedersen and
Eva B. Vedel Jensen A continuous parametric shape model . . 227--242
Wei Pan and
Walter W. Piegorsch and
R. Webster West Exact one-sided simultaneous confidence
bands via Uusipaikka's method . . . . . 243--250
Wei Gao and
Ning-Zhong Shi $I$-projection onto isotonic cones and
its applications to maximum likelihood
estimation for log-linear models . . . . 251--263
Christophe Croux and
Stefan Van Aelst and
Catherine Dehon Bounded influence regression using high
breakdown scatter matrices . . . . . . . 265--285
Michael Kohler and
Adam Krzyzak and
Harro Walk Strong consistency of automatic kernel
regression estimates . . . . . . . . . . 287--308
Hidekazu Tanaka and
Masafumi Akahira On a family of distributions attaining
the Bhattacharyya bound . . . . . . . . 309--317
A. Childs and
B. Chandrasekar and
N. Balakrishnan and
D. Kundu Exact likelihood inference based on
Type--I and Type--II hybrid censored
samples from the exponential
distribution . . . . . . . . . . . . . . 319--330
M. C. Iglesias Pérez and
W. González Manteiga Bootstrap for the conditional
distribution function with truncated and
censored data . . . . . . . . . . . . . 331--357
Choongrak Kim and
Byeong U. Park and
Woochul Kim and
Chiyon Lim Bézier curve smoothing of the
Kaplan--Meier estimator . . . . . . . . 359--367
Kenji Fukumizu and
Yukito Iba and
Takashi Tsuchiya and
Koji Tsuda Preface . . . . . . . . . . . . . . . . 369--370
Olivier Bousquet New approaches to statistical learning
theory . . . . . . . . . . . . . . . . . 371--389
Jason Weston and
Bernhard Schölkopf and
Eleazar Eskin and
Christina Leslie and
William Stafford Noble Dealing with large diagonals in kernel
matrices . . . . . . . . . . . . . . . . 391--408
Arnaud Doucet and
Vladislav B. Tadi\'c Parameter estimation in general
state-space models using particle
methods . . . . . . . . . . . . . . . . 409--422
Dong Guo and
Xiaodong Wang and
Rong Chen Nonparametric adaptive detection in
fading channels based on sequential
Monte Carlo and Bayesian model averaging 423--436
Mieko Tanaka-Yamawaki Stability of Markovian structure
observed in high frequency foreign
exchange data . . . . . . . . . . . . . 437--446
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Hisayuki Tsukuma On estimation in multivariate linear
calibration with elliptical errors . . . 447--466
Sangyeol Lee and
Okyoung Na and
Seongryong Na On the cusum of squares test for
variance change in nonstationary and
nonparametric time series models . . . . 467--485
Chris Carolan and
Richard Dykstra Characterization of the least concave
majorant of Brownian motion, conditional
on a vertex point, with application to
construction . . . . . . . . . . . . . . 487--497
Chin-Yuan Hu and
Gwo Dong Lin Characterizations of the exponential
distribution by stochastic ordering
properties of the geometric compound . . 499--506
Enkelejd Hashorva and
Jürg Hüsler On multivariate Gaussian tails . . . . . 507--522
Emad-Eldin A. A. Aly and
Nadjib Bouzar On discrete $ \alpha $-unimodality . . . 523--535
Yasunori Fujikoshi and
Takafumi Noguchi and
Megu Ohtaki and
Hirokazu Yanagihara Corrected versions of cross-validation
criteria for selecting multivariate
regression and growth curve models . . . 537--553
Alex D. Gottlieb Asymptotic equivalence of the jackknife
and infinitesimal jackknife variance
estimators for some smooth statistics 555--561
Miguel A. Arcones On the asymptotic accuracy of the
bootstrap under arbitrary resampling
size . . . . . . . . . . . . . . . . . . 563--583
Qi-Hua Wang and
Bing-Yi Jing Empirical likelihood for partial linear
models . . . . . . . . . . . . . . . . . 585--595
Gensheng Qin and
Bing-Yi Jing Edgeworth expansion in censored linear
regression model . . . . . . . . . . . . 597--617
J. K. Ghorai A central limit theorem for the $ L_2 $
error of positive wavelet density
estimator . . . . . . . . . . . . . . . 619--637
Ferdinand Österreicher and
Igor Vajda A new class of metric divergences on
probability spaces and its applicability
in statistics . . . . . . . . . . . . . 639--653
Su-Yun Huang and
Chuhsing Kate Hsiao and
Ching-Wei Chang Optimal volume-corrected
Laplace--Metropolis method . . . . . . . 655--670
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Seiya Imoto and
Sadanori Konishi Selection of smoothing parameters in
B-spline nonparametric regression models
using information criteria . . . . . . . 671--687
Wang Zhou and
Bing-Yi Jing Adjusted empirical likelihood method for
quantiles . . . . . . . . . . . . . . . 689--703
J. Hidalgo and
Y. Yajima Semiparametric estimation of the
long-range parameter . . . . . . . . . . 705--736
Piotr Fryzlewicz and
Sébastien Van Bellegem and
Rainer von Sachs Forecasting non-stationary time series
by wavelet process modelling . . . . . . 737--764
Andrés M. Alonso and
Daniel Peña and
Juan Romo Resampling time series using missing
values techniques . . . . . . . . . . . 765--796
Miroslav M. Risti\'c and
Biljana C. Popovi\'c A bivariate uniform autoregressive
process . . . . . . . . . . . . . . . . 797--802
Dominique Fourdrinier and
William E. Strawderman On Bayes and unbiased estimators of loss 803--816
Dimitris Karlis ML estimation for multivariate shock
models via an EM algorithm . . . . . . . 817--830
Nobuhiro Taneichi and
Yuri Sekiya and
Hideyuki Imai Improvements of goodness-of-fit
statistics for sparse multinomials based
on normalizing transformations . . . . . 831--848
Wolfgang Bischoff and
Enkelejd Hashorva and
Jürg Hüsler and
Frank Miller Exact asymptotics for Boundary crossings
of the Brownian bridge with trend with
application to the Kolmogorov test . . . 849--864
D. L. Antzoulakos and
S. Bersimis and
M. V. Koutras On the distribution of the total number
of run lengths . . . . . . . . . . . . . 865--884
Hosam M. Mahmoud One-sided variations on binary search
trees . . . . . . . . . . . . . . . . . 885--900
Anonymous Acknowledgement . . . . . . . . . . . . 901--903
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Akimichi Takemura and
Satoshi Aoki Some characterizations of minimal Markov
basis for sampling from discrete
conditional distributions . . . . . . . 1--17
A. Delaigle and
I. Gijbels Bootstrap bandwidth selection in kernel
density estimation from a contaminated
sample . . . . . . . . . . . . . . . . . 19--47
Toshio Honda Nonparametric regression with current
status data . . . . . . . . . . . . . . 49--72
Liang Peng and
Qiwei Yao Nonparametric regression under dependent
errors with infinite variance . . . . . 73--86
Chin-Tsang Chiang and
Mei-Cheng Wang Smoothing estimation of rate function
for recurrent event data with
informative censoring . . . . . . . . . 87--100
Yo Sheena and
A. K. Gupta and
Y. Fujikoshi Estimation of the eigenvalues of
noncentrality parameter in matrix
variate noncentral beta distribution . . 101--125
Yanhong Wu Bias of estimator of change point
detected by a CUSUM procedure . . . . . 127--142
Kiyoshi Inoue Joint distributions associated with
patterns, successes and failures in a
sequence of multi-state trials . . . . . 143--168
Sigeo Aki and
Katuomi Hirano Waiting time problems for a
two-dimensional pattern . . . . . . . . 169--182
Erhard Cramer and
Udo Kamps and
Tomasz Rychlik Unimodality of uniform generalized order
statistics, with applications to mean
bounds . . . . . . . . . . . . . . . . . 183--192
Yen-Chang Chang A sequential software release policy . . 193--204
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Sam Efromovich Analysis of blockwise shrinkage wavelet
estimates via lower bounds for no-signal
setting . . . . . . . . . . . . . . . . 205--223
S. N. Lahiri and
Kanchan Mukherjee Asymptotic distributions of
$M$-estimators in a spatial regression
model under some fixed and stochastic
spatial sampling designs . . . . . . . . 225--250
Lihong Wang Asymptotics of estimates in constrained
nonlinear regression with long-range
dependent innovations . . . . . . . . . 251--264
Yannis Yatracos Dependence and the dimensionality
reduction principle . . . . . . . . . . 265--277
Jacques Dauxois and
Guy Martial Nkiet and
Yves Romain Linear relative canonical analysis of
Euclidean random variables, asymptotic
study and some applications . . . . . . 279--304
Arjun K. Gupta and
John T. Chen A class of multivariate skew-normal
models . . . . . . . . . . . . . . . . . 305--315
Anish Sarkar and
Kanwar Sen and
Anuradha Waiting time distributions of runs in
higher order Markov chains . . . . . . . 317--349
Arjun K. Gupta and
Truc T. Nguyen and
Jose Almer T. Sanqui Characterization of the skew-normal
distribution . . . . . . . . . . . . . . 351--360
Jorge Navarro and
Jose M. Ruiz A characterization of the multivariate
normal distribution by using the hazard
gradient . . . . . . . . . . . . . . . . 361--367
Paolo Gibilisco and
Tommaso Isola On the characterisation of paired
monotone metrics . . . . . . . . . . . . 369--381
Glenn Hofmann and
N. Balakrishnan Fisher information in $k$-records . . . 383--396
H. Maehara When does the union of random spherical
caps become connected? . . . . . . . . . 397--402
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Qi-Hua Wang Likelihood-based imputation inference
for mean functionals in the presence of
missing responses . . . . . . . . . . . 403--414
Mario Peruggia and
Thomas J. Santner and
Yu-Yun Ho Detecting stage-wise outliers in
hierarchical Bayesian linear models of
repeated measures data . . . . . . . . . 415--433
Nader Ebrahimi Indirect assessment of the bivariate
survival function . . . . . . . . . . . 435--448
F. Comte and
Y. Rozenholc A new algorithm for fixed design
regression and denoising . . . . . . . . 449--473
J. A. Cristóbal and
J. L. Ojeda and
J. T. Alcalá Confidence bands in nonparametric
regression with length biased data . . . 475--496
Nadjib Bouzar Discrete semi-stable distributions . . . 497--510
Luigi Pace and
Alessandra Salvan Tensors and likelihood expansions in the
presence of nuisance parameters . . . . 511--528
Swagata Nandi and
Debasis Kundu Asymptotic properties of the least
squares estimators of the parameters of
the chirp signals . . . . . . . . . . . 529--544
Yuji Sakamoto and
Nakahiro Yoshida Asymptotic expansion formulas for
functionals of $ \epsilon $-Markov
processes with a mixing property . . . . 545--597
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Tsai-Hung Fan and
Eng-Nan Kuo A Bayesian analysis for the seismic data
on Taiwan . . . . . . . . . . . . . . . 599--609
Jiancheng Jiang and
Y. V. Hui Spectral density estimation with
amplitude modulation and outlier
detection . . . . . . . . . . . . . . . 611--630
Wilfried Seidel and
Hana Sevcíková Types of likelihood maxima in mixture
models and their implication on the
performance of tests . . . . . . . . . . 631--654
Maria Adam and
John Maroulas Canonical correlations in multi-way
layout . . . . . . . . . . . . . . . . . 655--666
Jacobo De Uña-Álvarez Nonparametric estimation under
length-biased sampling and Type I
censoring: A moment based approach . . . 667--681
Antonio Eduardo Gomes Asymptotics for a weighted least squares
estimator of the disease onset
distribution function for a
survival-sacrifice model . . . . . . . . 683--700
Omer Ozturk and
Steven N. MacEachern Order restricted randomized designs for
control versus treatment comparison . . 701--720
Ramesh C. Gupta and
Mohammad Ahsanullah Some characterization results based on
the conditional expectation of a
function of non-adjacent order statistic
(record value) . . . . . . . . . . . . . 721--732
M. C. Jones The Möbius distribution on the disc . . . 733--742
Boris Buchmann and
Rudolf Grübel Decompounding Poisson random sums:
Recursively truncated estimates in the
discrete case . . . . . . . . . . . . . 743--756
Yo Sheena and
Arjun K. Gupta New estimators of discriminant
coefficients as the gradient of log-odds 757--770
Zhiqiang Chen and
Evarist Giné Another approach to asymptotics and
bootstrap of randomly trimmed means . . 771--790
Jose M. Vidal-Sanz and
Miguel A. Delgado Universal consistency of delta
estimators . . . . . . . . . . . . . . . 791--818
Michel Harel and
Madan L. Puri Universally consistent conditional
$U$-statistics for absolutely regular
processes and its applications for
hidden Markov models . . . . . . . . . . 819--832
Anonymous Acknowledgement . . . . . . . . . . . . 833--835
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Kentaro Tanaka and
Akimichi Takemura Strong consistency of MLE for finite
uniform mixtures when the scale
parameters are exponentially small . . . 1--19
Vladimir Pozdnyakov and
Joseph Glaz and
Martin Kulldorff and
J. Michael Steele A martingale approach to scan statistics 21--37
S. Kirmani and
J. Wesolowski Regressions for sums of squares of
spacings . . . . . . . . . . . . . . . . 39--47
Kiyoshi Inoue and
Sigeo Aki A generalized Pólya urn model and related
multivariate distributions . . . . . . . 49--59
Szeman Tse Quantile process for left truncated and
right censored data . . . . . . . . . . 61--69
Tomás Mrkvicka and
Ilya Molchanov Optimisation of linear unbiased
intensity estimators for point processes 71--81
Heung Wong and
W. K. Li and
Shiqing Ling Joint modeling of cointegration and
conditional heteroscedasticity with
applications . . . . . . . . . . . . . . 83--103
Eunhee Kim and
Sangyeol Lee A test for independence of two
stationary infinite order autoregressive
processes . . . . . . . . . . . . . . . 105--127
Éric Marchand and
William E. Strawderman Improving on the minimum risk
equivariant estimator of a location
parameter which is constrained to an
interval or a half-interval . . . . . . 129--143
Yuzo Maruyama and
Katsunori Iwasaki Sensitivity of minimaxity and
admissibility in the estimation of a
positive normal mean . . . . . . . . . . 145--156
Yuzo Maruyama and
William E. Strawderman Necessary conditions for dominating the
James--Stein estimator . . . . . . . . . 157--165
Yushan Xiao and
Yoshikazu Takada and
Ningzhong Shi Minimax confidence bound of the normal
mean under an asymmetric loss function 167--182
Muneya Matsui and
Akimichi Takemura Empirical characteristic function
approach to goodness-of-fit tests for
the Cauchy distribution with parameters
estimated by MLE or EISE . . . . . . . . 183--199
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Rodolf Beran ASP fits to multi-way layouts . . . . . 201--220
Chunsheng Ma Semiparametric spatio-temporal
covariance models with the ARMA temporal
margin . . . . . . . . . . . . . . . . . 221--233
Véronique Delouille and
Rainer von Sachs Estimation of nonlinear autoregressive
models using design-adapted wavelets . . 235--253
John R. Dixon and
Michael R. Kosorok and
Bee Leng Lee Functional inference in semiparametric
models using the piggyback bootstrap . . 255--277
K. Y. Cheung and
Stephen M. S. Lee Variance estimation for sample quantiles
using the $m$ out of $n$ bootstrap . . . 279--290
Petr Lachout and
Eckhard Liebscher and
Silvia Vogel Strong convergence of estimators as $
\epsilon_n$-minimisers of optimisation
problems of optimisation problems . . . 291--313
Natalia Bochkina and
Theofanis Sapatinas On the posterior median estimators of
possibly sparse sequences . . . . . . . 315--351
Kiyoshi Inoue and
Sigeo Aki Joint distributions of numbers of
success runs of specified lengths in
linear and circular sequences . . . . . 353--368
Nobuaki Hoshino Engen's extended negative binomial model
revisited . . . . . . . . . . . . . . . 369--387
Marc G. Genton and
Nicola M. R. Loperfido Generalized skew-elliptical
distributions and their quadratic forms 389--401
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Toshio Honda Estimation in additive Cox models by
marginal integration . . . . . . . . . . 403--423
Marcelo Fernandes and
Paulo Klinger Monteiro Central limit theorem for asymmetric
kernel functionals . . . . . . . . . . . 425--442
Viviane S. M. Campos and
Chang C. Y. Dorea Kernel estimation for stationary density
of Markov chains with general state
space . . . . . . . . . . . . . . . . . 443--453
Dongchu Sun and
Xiaoqian Sun Estimation of the multivariate normal
precision and covariance matrices in a
star-shape model . . . . . . . . . . . . 455--484
Lu Lin and
Lixing Zhu and
K. C. Yuen Profile empirical likelihood for
parametric and semiparametric models . . 485--505
Arnold Janssen Resampling Student's $t$-type statistics 507--529
Dong Han and
Fugee Tsung Comparison of the cuscore, GLRT and
cusum control charts for detecting a
dynamic mean change . . . . . . . . . . 531--552
Sangyeol Lee and
Okyoung Na Test for parameter change based on the
estimator minimizing density-based
divergence measures . . . . . . . . . . 553--573
Pierre Duchesne Testing for serial correlation of
unknown form in cointegrated time series
models . . . . . . . . . . . . . . . . . 575--595
Thierry Huillet Unordered and ordered sample from
Dirichlet distribution . . . . . . . . . 597--616
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Yoshisuke Nonaka and
Sadanori Konishi Nonlinear regression modeling using
regularized local likelihood method . . 617--635
Chin-Tsang Chiang Comparisons between simultaneous and
componentwise splines for varying
coefficient models . . . . . . . . . . . 637--653
Jogi Henna Estimation of the number of components
of finite mixtures of multivariate
distributions . . . . . . . . . . . . . 655--664
Harro Walk Strong universal consistency of smooth
kernel regression estimates . . . . . . 665--685
Xiaogang Wang and
James V. Zidek Derivation of mixture distributions and
weighted likelihood function as
minimizers of KL-divergence subject to
constraints . . . . . . . . . . . . . . 687--701
Nibedita Bandyopadhyay and
Ananda Sen Non-standard asymptotics in an
inhomogeneous gamma process . . . . . . 703--732
Beong Soo So A new instrumental variable estimation
for diffusion processes . . . . . . . . 733--745
Janusz Kawczak and
Reg Kulperger and
Hao Yu The empirical distribution function and
partial sum process of residuals from a
stationary arch with drift process . . . 747--765
Bruno Pelletier Informative barycentres in statistics 767--780
Manuel Úbeda-Flores Multivariate versions of Blomqvist's
beta and Spearman's footrule . . . . . . 781--788
Grace S. Shieh and
Richard A. Johnson Inferences based on a bivariate
distribution with von Mises marginals 789--802
F. Belzunce and
J. F. Pinar and
J. M. Ruiz On testing the dilation order and HNBUE
alternatives . . . . . . . . . . . . . . 803--815
Mohamed Ben Alaya and
Thierry Huillet On a functional equation generalizing
the class of semistable distributions 817--831
Fu-Chuen Chang $D$-Optimal designs for weighted
polynomial regression --- a functional
approach . . . . . . . . . . . . . . . . 833--844
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Arijit Chakrabarti and
Jayanta K. Ghosh Optimality of AIC in Inference About
Brownian Motion . . . . . . . . . . . . 1--20
Miguel A. Arcones Large deviations for $M$-estimators . . 21--52
Sucharita Ghosh and
Jan Beran On Estimating the Cumulant Generating
Function of Linear Processes . . . . . . 53--71
Dominique Fourdrinier and
William E. Strawderman and
Martin T. Wells Estimation of a Location Parameter with
Restrictions or ``vague information''
for Spherically Symmetric Distributions 73--92
Nariaki Sugiura and
Hidetoshi Murakami and
Seong Keon Lee and
Yasutomo Maeda Biased and Unbiased Two-sided Wilcoxon
Tests for Equal Sample Sizes . . . . . . 93--100
Arjun K. Gupta and
Jin Xu On Some Tests of the Covariance Matrix
Under General Conditions . . . . . . . . 101--114
Dione M. Valença and
Heleno Bolfarine Testing Homogeneity in Weibull Error in
Variables Models . . . . . . . . . . . . 115--129
Michael Hamers and
Michael Kohler Nonasymptotic Bounds on the $ L_2 $
Error of Neural Network Regression
Estimates . . . . . . . . . . . . . . . 131--151
Surupa Roy and
Tathagata Banerjee A Flexible Model for Generalized Linear
Regression with Measurement Error . . . 153--169
Srinivasan Balaji and
Hosam M. Mahmoud Exact and Limiting Distributions in
Diagonal Pólya Processes . . . . . . . . 171--185
Vydas Cekanavicius and
Bero Roos Compound Binomial Approximations . . . . 187--210
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Sangyeol Lee and
Yoichi Nishiyama and
Nakahiro Yoshida Test for Parameter Change in Diffusion
Processes by Cusum Statistics Based on
One-step Estimators . . . . . . . . . . 211--222
Frederic Paik Schoenberg On Non-simple Marked Point Processes . . 223--233
M. N. M. van Lieshout A $J$-Function for Marked Point Patterns 235--259
Michael Falk and
René Michel Testing for Tail Independence in Extreme
Value models . . . . . . . . . . . . . . 261--290
James C. Fu and
W. Y. Wendy Lou Waiting Time Distributions of Simple and
Compound Patterns in a Sequence of
$r$-th Order Markov Dependent
Multi-state Trials . . . . . . . . . . . 291--310
Kunihiro Baba and
Ritei Shibata Multiplicative Correlations . . . . . . 311--326
Young Kyung Lee and
Byeong U. Park Estimation of Kullback--Leibler
Divergence by Local Likelihood . . . . . 327--340
Srabashi Basu and
Ayanendranath Basu and
M. C. Jones Robust and Efficient Parametric
Estimation for Censored Survival Data 341--355
Elias Ould-Sa\"\id and
Mohamed Lemdani Asymptotic Properties of a Nonparametric
Regression Function Estimator with
Randomly Truncated Data . . . . . . . . 357--378
Yannis G. Yatracos On Consistent Statistical Procedures in
Regression . . . . . . . . . . . . . . . 379--387
Carlos Martins-Filho and
Feng Yao A Note on the Use of $V$ and $U$
Statistics in Nonparametric Models of
Regression . . . . . . . . . . . . . . . 389--406
Holger Dette and
Viatcheslav B. Melas and
Andrey Pepelyshev Local $c$- and $E$-optimal Designs for
Exponential Regression Models . . . . . 407--426
Anonymous Help & Contacts . . . . . . . . . . . . . ??
In Hong Chang and
Rahul Mukerjee Asymptotic Results on a General Class of
Empirical Statistics: Power and
Confidence Interval Properties . . . . . 427--440
C. Andy. Tsao and
Yu-Ling Tseng Confidence estimation for tolerance
intervals . . . . . . . . . . . . . . . 441--456
Malay Ghosh and
Gauri Sankar Datta and
Dalho Kim and
Trevor J. Sweeting Likelihood-based Inference for the
Ratios of Regression Coefficients in
Linear Models . . . . . . . . . . . . . 457--473
Konstantinos Fokianos and
Irene Kaimi On the Effect of Misspecifying the
Density Ratio Model . . . . . . . . . . 475--497
Changchun Wu and
Runchu Zhang An Information-theoretic Approach to the
Effective Usage of Auxiliary Information
from Survey Data . . . . . . . . . . . . 499--509
Shuangge Ma and
Michael R. Kosorok Adaptive penalized $M$-estimation with
current status data . . . . . . . . . . 511--526
R. A. Al-Jarallah and
A. R. Soltani and
N. A. Al-Kandari On Continuity of the Pearson Statistic
and Sample Quantiles . . . . . . . . . . 527--535
K. S. Kotwal and
R. L. Shinde Joint distributions of runs in a
sequence of higher-order two-state
Markov trials . . . . . . . . . . . . . 537--554
Tomasz J. Kozubowski and
Seidu Inusah A Skew Laplace Distribution on Integers 555--571
Teturo Kamae and
Hayato Takahashi Statistical Problems Related to
Irrational Rotations . . . . . . . . . . 573--593
N. Balakrishnan and
Po Yang Classification of Three-word Indicator
Functions of Two-level Factorial Designs 595--608
N. Balakrishnan and
Po Yang Connections Between the Resolutions of
General Two-level Factorial Designs . . 609--618
C. Abraham and
G. Biau and
B. Cadre On the Kernel Rule for Function
Classification . . . . . . . . . . . . . 619--633
Kamal C. Chanda Sampling Properties of $U$-statistics
for a Class of Stationary Nonlinear
Processes . . . . . . . . . . . . . . . 635--646
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Tomoyuki Sugimoto and
Toshimitsu Hamasaki Properties of estimators of baseline
hazard functions in a semiparametric
cure model . . . . . . . . . . . . . . . 647--674
Sze-Man Tse Lorenz Curve for Truncated and Censored
Data . . . . . . . . . . . . . . . . . . 675--686
Zhiwei Zhang and
Howard E. Rockette Semiparametric Maximum Likelihood for
Missing Covariates in Parametric
Regression . . . . . . . . . . . . . . . 687--706
Biao Zhang A Partial Empirical Likelihood Based
Score Test Under a Semiparametric Finite
Mixture Model . . . . . . . . . . . . . 707--719
Bruno Betr\`o and
Antonella Bodini and
Alessandra Guglielmi Generalized Moment Theory and Bayesian
Robustness Analysis for Hierarchical
Mixture Models . . . . . . . . . . . . . 721--738
Youhei Oono and
Nobuo Shinozaki Estimation of error variance in ANOVA
model and order restricted scale
parameters . . . . . . . . . . . . . . . 739--756
N. Balakrishnan and
T. Li Confidence Intervals for Quantiles and
Tolerance Intervals Based on Ordered
Ranked Set Samples . . . . . . . . . . . 757--777
Anestis Antoniadis and
Andrey Feuerverger and
Paulo Gonçalves Wavelet-Based Estimation for Univariate
Stable Laws . . . . . . . . . . . . . . 779--807
Dione M. Valença and
Heleno Bolfarine Testing homogeneity in Weibull error in
variables models . . . . . . . . . . . . 809--809
Arijit Chakrabarti and
Jayanta K. Ghosh Optimality of AIC in inference about
Brownian motion . . . . . . . . . . . . 811--811
Srinivasan Balaji and
Hosam M. Mahmoud Exact and limiting distributions in
diagonal Pólya processes . . . . . . . . 813--813
Vydas Cekanavicius and
Bero Roos Compound binomial approximations . . . . 815--815
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Shun-ichi Amari and
Shiro Ikeda Preface . . . . . . . . . . . . . . . . 1--2
Yu Fujimoto and
Noboru Murata A modified EM algorithm for mixture
models based on Bregman divergence . . . 3--25
Alberto Cena and
Giovanni Pistone Exponential statistical manifold . . . . 27--56
Motoaki Kawanabe and
Masashi Sugiyama and
Gilles Blanchard and
Klaus-Robert Müller A new algorithm of non-Gaussian
component analysis with radial kernel
functions . . . . . . . . . . . . . . . 57--75
A. P. Dawid The geometry of proper scoring rules . . 77--93
Paul Marriott Extending local mixture models . . . . . 95--110
K. A. Anaya-Izquierdo and
P. K. Marriott Local mixtures of the exponential
distribution . . . . . . . . . . . . . . 111--134
Fumiyasu Komaki Bayesian prediction based on a class of
shrinkage priors for location-scale
models . . . . . . . . . . . . . . . . . 135--146
Paolo Gibilisco and
Tommaso Isola Uncertainty principle and quantum Fisher
information . . . . . . . . . . . . . . 147--159
Jun Zhang A note on curvature of $ \alpha
$-connections of a statistical manifold 161--170
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Rudolf Beran Multiple Penalty Regression: Fitting and
Extrapolating a Discrete Incomplete
Multi-way Layout . . . . . . . . . . . . 171--195
Tathagata Banerjee and
Atanu Biswas Testing for the Absence of Random
Effects in a Two-way Nested Design with
Mixed Effects Model: A Nonparametric
Approach . . . . . . . . . . . . . . . . 197--210
Xiaoqian Sun and
Dongchu Sun Estimation of a Multivariate Normal
Covariance Matrix with Staircase Pattern
Data . . . . . . . . . . . . . . . . . . 211--233
Ir\`ene Gijbels and
Alexandre Lambert and
Peihua Qiu Jump-Preserving Regression and Smoothing
using Local Linear Fitting: A Compromise 235--272
Cédric Heuchenne and
Ingrid Van Keilegom Polynomial Regression with Censored Data
based on Preliminary Nonparametric
Estimation . . . . . . . . . . . . . . . 273--297
Linyuan Li and
Yimin Xiao Mean Integrated Squared Error of
Nonlinear Wavelet-based Estimators with
Long Memory Data . . . . . . . . . . . . 299--324
Ramsés H. Mena and
Stephen G. Walker On the Stationary Version of the
Generalized Hyperbolic ARCH Model . . . 325--348
Nicolas Chopin Dynamic Detection of Change Points in
Long Time Series . . . . . . . . . . . . 349--366
Baiqi Miao and
Yuehua Wu and
Donghai Liu and
Qian Tong Asymptotic Normality of the Recursive
$M$-estimators of the Scale Parameters 367--384
Marek Omelka Second-order Linearity of Wilcoxon
Statistics . . . . . . . . . . . . . . . 385--402
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Nunzio Cappuccio and
Diego Lubian Asymptotic Null Distributions of
Stationarity and Nonstationarity Tests
Under Local-to-finite Variance Errors 403--423
Felix Abramovich and
Claudia Angelini and
Daniela De Canditiis Pointwise optimality of Bayesian wavelet
estimators . . . . . . . . . . . . . . . 425--434
D. Fourdrinier and
S. Pergamenshchikov Improved Model Selection Method for a
Regression Function with Dependent Noise 435--464
R. Kluszczy\'nski and
M. N. M. van Lieshout and
T. Schreiber Image segmentation by polygonal Markov
Fields . . . . . . . . . . . . . . . . . 465--486
Fabrizio Durante and
José Juan Quesada-Molina and
Carlo Sempi A Generalization of the Archimedean
Class of Bivariate Copulas . . . . . . . 487--498
T. Royen Integral Representations and
Approximations for Multivariate Gamma
Distributions . . . . . . . . . . . . . 499--513
Arturo A. Z. Zavala and
Heleno Bolfarine and
Mário de Castro Consistent estimation and testing in
heteroscedastic polynomial
errors-in-variables models . . . . . . . 515--530
Solomon W. Harrar and
Arjun K. Gupta Asymptotic Expansion for the Null
Distribution of the $F$-statistic in
One-way ANOVA under Non-normality . . . 531--556
P. Vellaisamy and
V. Vijay Some collapsibility results for
$n$-dimensional contingency tables . . . 557--576
Kiyoshi Inoue and
Sigeo Aki Joint Distributions of Numbers of Runs
of Specified Lengths in a Sequence of
Markov Dependent Multistate Trials . . . 577--595
Sigeo Aki and
Katuomi Hirano On the Waiting Time for the First
Success Run . . . . . . . . . . . . . . 597--602
Cibele Queiroz da-Silva Asymptotics for a Population Size
Estimator of a Partially Uncatchable
Population . . . . . . . . . . . . . . . 603--615
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Sam Efromovich Optimal nonparametric estimation of the
density of regression errors with finite
support . . . . . . . . . . . . . . . . 617--654
Holger Dette and
Viatcheslav B. Melas and
Piter Shpilev Optimal designs for estimating the
coefficients of the lower frequencies in
trigonometric regression models . . . . 655--673
Qiqing Yu and
George Y. C. Wong and
Menggang Yu Buckley--James-type of estimators under
the classical case cohort design . . . . 675--695
D. S. Poskitt Autoregressive approximation in
nonstandard situations: the fractionally
integrated and non-invertible cases . . 697--725
Fabio Rapallo Toric statistical models: parametric and
binomial representations . . . . . . . . 727--740
Claudie Hassenforder and
Sabine Mercier Exact Distribution of the Local Score
for Markovian Sequences . . . . . . . . 741--755
Kaushik Ghosh and
Ram C. Tiwari Empirical process approach to some
two-sample problems based on ranked set
samples . . . . . . . . . . . . . . . . 757--787
M. D. Taylor Multivariate measures of concordance . . 789--806
Yoshio Takane and
Yongge Tian and
Haruo Yanai On constrained generalized inverses of
matrices and their properties . . . . . 807--820
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Kazuki Aoyama and
Kunio Shimizu and
S. H. Ong A first-passage time random walk
distribution with five transition
probabilities: a generalization of the
shifted inverse trinomial . . . . . . . 1--20
Kamila Zychaluk and
Prakash N. Patil A cross-validation method for data with
ties in kernel density estimation . . . 21--44
Alessandro Baldi Antognini and
Paola Bortot and
Alessandra Giovagnoli Randomized group up and down experiments 45--59
Robert J. Boik Accurate confidence intervals in
regression analyses of non-normal data 61--83
D. Fourdrinier and
P. Lepelletier Estimating a general function of a
quadratic function . . . . . . . . . . . 85--119
Zhengjun Zhang The estimation of M4 processes with
geometric moving patterns . . . . . . . 121--150
N. Balakrishnan and
Erhard Cramer Progressive censoring from heterogeneous
distributions with applications to
robustness . . . . . . . . . . . . . . . 151--171
M. V. Koutras and
S. Bersimis and
D. L. Antzoulakos Bivariate Markov chain embeddable
variables of polynomial type . . . . . . 173--191
Vladimir Pozdnyakov On occurrence of subpattern and method
of gambling teams . . . . . . . . . . . 193--203
Chris Field and
John Robinson and
Elvezio Ronchetti Saddlepoint approximations for
multivariate $M$-estimates with
applications to bootstrap accuracy . . . 205--224
Chris Field and
John Robinson and
Elvezio Ronchetti Saddlepoint approximations for
multivariate $M$-estimates with
applications to bootstrap accuracy . . . 225--227
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Satoshi Aoki and
Akimichi Takemura Minimal invariant Markov basis for
sampling contingency tables with fixed
marginals . . . . . . . . . . . . . . . 229--256
Guy Martial Nkiet Consistent estimation of the
dimensionality in sliced inverse
regression . . . . . . . . . . . . . . . 257--271
Elisa María Molanes-López and
Ricardo Cao Plug-in bandwidth selector for the
kernel relative density estimator . . . 273--300
Manoj Chacko and
P. Yageen Thomas Estimation of a parameter of Morgenstern
type bivariate exponential distribution
by ranked set sampling . . . . . . . . . 301--318
Qunqiang Feng and
Hosam M. Mahmoud and
Alois Panholzer Limit laws for the Randi\'c index of
random binary tree models . . . . . . . 319--343
Youri Davydov and
Ricardas Zitikis On weak convergence of random fields . . 345--365
Takaki Hayashi and
Nakahiro Yoshida Asymptotic normality of a covariance
estimator for nonsynchronously observed
diffusion processes . . . . . . . . . . 367--406
Rob J. Hyndman and
Muhammad Akram and
Blyth C. Archibald The admissible parameter space for
exponential smoothing models . . . . . . 407--426
Jiantian Wang Small-sample studies on right censored
data with discrete failure times . . . . 427--440
Yichuan Zhao and
Song Yang Empirical likelihood inference for
censored median regression with weighted
empirical hazard functions . . . . . . . 441--457
Nadjib Bouzar The semi-Sibuya distribution . . . . . . 459--464
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Eiji Nakashima and
Kazuo Neriishi and
Atsushi Minamoto Comparison of methods for ordinal lens
opacity data from atomic-bomb survivors:
univariate worse-eye method and
bivariate GEE method using global odds
ratio . . . . . . . . . . . . . . . . . 465--482
Fabrizio Solari and
Brunero Liseo and
Dongchu Sun Some remarks on Bayesian inference for
one-way ANOVA models . . . . . . . . . . 483--498
Dongchu Sun and
Paul L. Speckman Bayesian hierarchical linear mixed
models for additive smoothing splines 499--517
J. L. Ojeda and
J. A. Cristóbal and
J. T. Alcalá A bootstrap approach to model checking
for linear models under length-biased
data . . . . . . . . . . . . . . . . . . 519--543
Wenbin Lu Maximum likelihood estimation in the
proportional hazards cure model . . . . 545--574
Junshan Shen and
Shuyuan He Empirical likelihood confidence
intervals for hazard and density
functions under right censorship . . . . 575--589
N. Unnikrishnan Nair and
K. K. Sudheesh Some results on lower variance bounds
useful in reliability modeling and
estimation . . . . . . . . . . . . . . . 591--603
Eric Beutner Nonparametric inference for sequential
$k$-out-of-$n$ systems . . . . . . . . . 605--626
A. Baddeley and
J. Mòller and
A. G. Pakes Properties of residuals for spatial
point processes . . . . . . . . . . . . 627--649
J. Beirlant and
A. Berlinet and
G. Biau Higher order estimation at Lebesgue
points . . . . . . . . . . . . . . . . . 651--677
Jiajuan Liang and
Kai-Tai Fang and
Fred J. Hickernell Some necessary uniform tests for
spherical symmetry . . . . . . . . . . . 679--696
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Tomoyuki Higuchi and
Takashi Washio Preface: Featured section on data-mining
and statistical science . . . . . . . . 697--698
Masashi Sugiyama and
Taiji Suzuki and
Shinichi Nakajima and
Hisashi Kashima and
Paul von Bünau and
Motoaki Kawanabe Direct importance estimation for
covariate shift adaptation . . . . . . . 699--746
Paul Sheridan and
Yuichi Yagahara and
Hidetoshi Shimodaira A preferential attachment model with
Poisson growth for scale-free networks 747--761
Tomohiro Ando Measuring the baseline sales and the
promotion effect for incense products: a
Bayesian state-space modeling approach 763--780
Tsukasa Hokimoto and
Kunio Shimizu An angular-linear time series model for
wave-height prediction . . . . . . . . . 781--800
Masayuki Kumon and
Akimichi Takemura On a simple strategy weakly forcing the
strong law of large numbers in the
bounded forecasting game . . . . . . . . 801--812
Estate Khmaladze and
Wolfgang Weil Local empirical processes near
boundaries of convex bodies . . . . . . 813--842
Rudolf Beran Estimating a mean matrix: boosting
efficiency by multiple affine shrinkage 843--864
P. Gregori and
E. Porcu and
J. Mateu and
Z. Sasvári On potentially negative space time
covariances obtained as sum of products
of marginal ones . . . . . . . . . . . . 865--882
Liqun Wang and
Alexandre Leblanc Second-order nonlinear least squares
estimation . . . . . . . . . . . . . . . 883--900
Nadjib Bouzar Semi-self-decomposable distributions on
$ Z_+ $ . . . . . . . . . . . . . . . . 901--917
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Yoshihide Kakizawa Multiple comparisons of several
homoscedastic multivariate populations 1--26
Hua Liang Generalized partially linear
mixed-effects models incorporating
mismeasured covariates . . . . . . . . . 27--46
Qi-Hua Wang Statistical estimation in partial linear
models with covariate data missing at
random . . . . . . . . . . . . . . . . . 47--84
A. Pérez-González and
J. M. Vilar-Fernández and
W. González-Manteiga Asymptotic properties of local
polynomial regression with missing data
and correlated errors . . . . . . . . . 85--109
Holger Dette and
Kay Pilz On the estimation of a monotone
conditional variance in nonparametric
regression . . . . . . . . . . . . . . . 111--141
Stefanie Biedermann and
Holger Dette and
Philipp Hoffmann Constrained optimal discrimination
designs for Fourier regression models 143--157
Sylvia Frühwirth-Schnatter and
Leopold Sögner Bayesian estimation of stochastic
volatility models based on OU processes
with marginal Gamma law . . . . . . . . 159--179
Hiroki Masuda Notes on estimating inverse-Gaussian and
gamma subordinators under high-frequency
sampling . . . . . . . . . . . . . . . . 181--195
Chin-Tsang Chiang and
Mei-Cheng Wang Varying-coefficient model for the
occurrence rate function of recurrent
events . . . . . . . . . . . . . . . . . 197--213
Éric Marchand and
François Perron Estimating a bounded parameter for
symmetric distributions . . . . . . . . 215--234
Omer Ozturk and
N. Balakrishnan Exact two-sample nonparametric test for
quantile difference between two
populations based on ranked set samples 235--249
N. Balakrishnan and
Qihao Xie and
D. Kundu Exact inference for a simple step-stress
model from the exponential distribution
under time constraint . . . . . . . . . 251--274
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Nicholas Chia and
Junji Nakano $ {\mathcal {M}}$-decomposability and
symmetric unimodal densities in one
dimension . . . . . . . . . . . . . . . 275--289
Wen Hsiang Wei On regression model selection for the
data with correlated errors . . . . . . 291--308
P. Vellaisamy and
V. Vijay Log-linear modeling using conditional
log-linear structures . . . . . . . . . 309--329
Tomohiro Ando and
Sadanori Konishi Nonlinear logistic discrimination via
regularized radial basis functions for
classifying high-dimensional data . . . 331--353
Enrique E. Alvarez and
Dipak K. Dey Bayesian isotonic changepoint analysis 355--370
V. Shcherbakov On a model of sequential point patterns 371--390
Ngai Hang Chan and
Rongmao Zhang M-estimation in nonparametric regression
under strong dependence and infinite
variance . . . . . . . . . . . . . . . . 391--411
Toshio Honda Nonparametric density estimation for
linear processes with infinite variance 413--439
B. L. S. Prakasa Rao Conditional independence, conditional
mixing and conditional association . . . 441--460
Pao-sheng Shen A class of rank-based test for
left-truncated and right-censored data 461--476
Arthur Berg and
Dimitris N. Politis Higher-order accurate polyspectral
estimation with flat-top lag-windows . . 477--498
Kiyoshi Inoue and
Sigeo Aki On waiting time distributions associated
with compound patterns in a sequence of
multi-state trials . . . . . . . . . . . 499--516
Yongge Tian and
Yoshio Takane On $V$-orthogonal projectors associated
with a semi-norm . . . . . . . . . . . . 517--530
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Kengo Kato Improved prediction for a multivariate
normal distribution with unknown mean
and variance . . . . . . . . . . . . . . 531--542
Jan Ámos Vísek Consistency of the instrumental weighted
variables . . . . . . . . . . . . . . . 543--578
Jana Jurecková and
Hira L. Koul and
Jan Picek Testing the tail index in autoregressive
models . . . . . . . . . . . . . . . . . 579--598
Roelof Helmers and
I. Wayan Mangku Estimating the intensity of a cyclic
Poisson process in the presence of
linear trend . . . . . . . . . . . . . . 599--628
Yuji Sakamoto and
Nakahiro Yoshida Third-order asymptotic expansion of
$M$-estimators for diffusion processes 629--661
Jing Wang and
Lijian Yang Efficient and fast spline-backfitted
kernel smoothing of additive models . . 663--690
Felix Abramovich and
Italia De Feis and
Theofanis Sapatinas Optimal testing for additivity in
multiple nonparametric regression . . . 691--714
Peihua Qiu Jump-preserving surface reconstruction
from noisy data . . . . . . . . . . . . 715--751
N. Balakrishnan and
G. Iliopoulos Stochastic monotonicity of the MLE of
exponential mean under different
censoring schemes . . . . . . . . . . . 753--772
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Taisuke Otsu Generalized Neyman--Pearson optimality
of empirical likelihood for testing
parameter hypotheses . . . . . . . . . . 773--787
Longcheen Huwang and
Y. H. Steve Huang and
Yi-Hua Tina Wang Uniformly robust tests in
errors-in-variables models . . . . . . . 789--810
Yuko Araki and
Sadanori Konishi and
Shuichi Kawano and
Hidetoshi Matsui Functional regression modeling via
regularized Gaussian basis expansions 811--833
Taeryon Choi Asymptotic properties of posterior
distributions in nonparametric
regression with non-Gaussian errors . . 835--859
Holger Dette and
Benjamin Hetzler A simple test for the parametric form of
the variance function in nonparametric
regression . . . . . . . . . . . . . . . 861--886
Sergio Alvarez-Andrade and
N. Balakrishnan and
Laurent Bordes Proportional hazards regression under
progressive Type-II censoring . . . . . 887--903
Qingming Zou and
Zhongyi Zhu and
Jinglong Wang Local influence analysis for penalized
Gaussian likelihood estimation in
partially linear single-index models . . 905--918
Ilia Negri and
Yoichi Nishiyama Goodness of fit test for ergodic
diffusion processes . . . . . . . . . . 919--928
Giada Adelfio and
Frederic Paik Schoenberg Point process diagnostics based on
weighted second-order statistics and
their asymptotic properties . . . . . . 929--948
Kengo Kamatani Metropolis--Hastings Algorithms with
acceptance ratios of nearly 1 . . . . . 949--967
Vladimir Vovk Merging of opinions in game-theoretic
probability . . . . . . . . . . . . . . 969--993
Haruhiko Ogasawara Asymptotic expansions in the singular
value decomposition for cross covariance
and correlation under nonnormality . . . 995--1017
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Sadanori Konishi and
Genshiro Kitagawa Preface: Special issue in honor of Dr.
Hirotugu Akaike . . . . . . . . . . . . 1--2
Hirotugu Akaike Making statistical thinking more
productive . . . . . . . . . . . . . . . 3--9
Nema Dean and
Adrian E. Raftery Latent class analysis variable selection 11--35
Shinsuke Koyama and
Uri T. Eden and
Emery N. Brown and
Robert E. Kass Bayesian decoding of neural spike trains 37--59
Mark Briers and
Arnaud Doucet and
Simon Maskell Smoothing algorithms for state-space
models . . . . . . . . . . . . . . . . . 61--89
Nobuhiko Terui and
Masataka Ban and
Toshihiko Maki Finding market structure by sales count
dynamics --- Multivariate structural
time series models with hierarchical
structure for count data . . . . . . . . 91--107
Chih-Ling Tsai and
Hansheng Wang and
Ning Zhu Does a Bayesian approach generate robust
forecasts? Evidence from applications in
portfolio investment decisions . . . . . 109--116
Paul M. Lukacs and
Kenneth P. Burnham and
David R. Anderson Model selection bias and Freedman's
paradox . . . . . . . . . . . . . . . . 117--125
Giada Adelfio and
Yosihiko Ogata Hybrid kernel estimates of space-time
earthquake occurrence rates using the
epidemic-type aftershock sequence model 127--143
Leonardo de Oliveira Martins and
Hirohisa Kishino Distribution of distances between
topologies and its effect on detection
of phylogenetic recombination . . . . . 145--159
Masayuki Uchida Contrast-based information criterion for
ergodic diffusion processes from
discrete observations . . . . . . . . . 161--187
Hidetoshi Shimodaira Frequentist and Bayesian measures of
confidence via multiscale bootstrap for
testing three regions . . . . . . . . . 189--208
Genshiro Kitagawa and
Sadanori Konishi Bias and variance reduction techniques
for bootstrap information criteria . . . 209--234
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Masao Ueki and
Kaoru Fueda Boosting local quasi-likelihood
estimators . . . . . . . . . . . . . . . 235--248
Sam Efromovich Oracle inequality for conditional
density estimation and an actuarial
example . . . . . . . . . . . . . . . . 249--275
Yongcheng Qi On the tail index of a heavy tailed
distribution . . . . . . . . . . . . . . 277--298
Satoshi Aoki and
Takayuki Hibi and
Hidefumi Ohsugi and
Akimichi Takemura Markov basis and Gröbner basis of
Segr\`e--Veronese configuration for
testing independence in group-wise
selections . . . . . . . . . . . . . . . 299--321
Jacobo de Uña-Álvarez and
M. Carmen Iglesias-Pérez Nonparametric estimation of a
conditional distribution from
length-biased data . . . . . . . . . . . 323--341
Teo Sharia Recursive parameter estimation:
asymptotic expansion . . . . . . . . . . 343--362
Reinaldo B. Arellano-Valle and
Marc G. Genton An invariance property of quadratic
forms in random vectors with a selection
distribution, with application to sample
variogram and covariogram estimators . . 363--381
Mathilde Mougeot and
Karine Tribouley Procedure of test to compare the tail
indices . . . . . . . . . . . . . . . . 383--412
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Masao Ueki and
Kaoru Fueda Optimal tuning parameter estimation in
maximum penalized likelihood method . . 413--438
Cédric Heuchenne and
Ingrid Van Keilegom Estimation in nonparametric
location-scale regression models with
censored data . . . . . . . . . . . . . 439--463
Bianca Teodorescu and
Ingrid Van Keilegom and
Ricardo Cao Generalized time-dependent conditional
linear models under left truncation and
right censoring . . . . . . . . . . . . 465--485
Jinfeng Xu and
Zhiliang Ying Simultaneous estimation and variable
selection in median regression using
Lasso-type penalty . . . . . . . . . . . 487--514
Alessio Sancetta Bootstrap model selection for possibly
dependent and heterogeneous data . . . . 515--546
Masahito Hayashi Limiting behavior of relative Rényi
entropy in a non-regular location shift
family . . . . . . . . . . . . . . . . . 547--569
Makoto Aoshima and
Kazuyoshi Yata Asymptotic second-order consistency for
two-stage estimation methodologies and
its applications . . . . . . . . . . . . 571--600
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Akimichi Takemura Preface . . . . . . . . . . . . . . . . 601--602
Bernd Sturmfels and
Caroline Uhler Multivariate Gaussians, semidefinite
matrix completion, and convex algebraic
geometry . . . . . . . . . . . . . . . . 603--638
Hidefumi Ohsugi and
Takayuki Hibi Non-very ample configurations arising
from contingency tables . . . . . . . . 639--644
Satoshi Kuriki and
Yasuhide Numata Graph presentations for moments of
noncentral Wishart distributions and
their applications . . . . . . . . . . . 645--672
Yael Berstein and
Hugo Maruri-Aguilar and
Shmuel Onn and
Eva Riccomagno and
Henry Wynn Minimal average degree aberration and
the state polytope for experimental
designs . . . . . . . . . . . . . . . . 673--698
Satoshi Aoki Some optimal criteria of
model-robustness for two-level
non-regular fractional factorial designs 699--716
Seth Sullivant Normal binary graph models . . . . . . . 717--726
Thomas Kahle Decompositions of binomial ideals . . . 727--745
Jinfang Wang A universal algebraic approach for
conditional independence . . . . . . . . 747--773
Mathias Drton and
Han Xiao Finiteness of small factor analysis
models . . . . . . . . . . . . . . . . . 775--783
Fabio Rapallo and
Ruriko Yoshida Markov bases and subbases for bounded
contingency tables . . . . . . . . . . . 785--805
Toshio Sumi and
Mitsuhiro Miyazaki and
Toshio Sakata About the maximal rank of $3$-tensors
over the real and the complex number
field . . . . . . . . . . . . . . . . . 807--822
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Yoichi Nishiyama Nonparametric inference in
multiplicative intensity model by
discrete time observation . . . . . . . 823--833
Pao-sheng Shen Nonparametric analysis of doubly
truncated data . . . . . . . . . . . . . 835--853
Martin Bògsted and
Susan M. Pitts Decompounding random sums: a
nonparametric approach . . . . . . . . . 855--872
M. R. Grasselli Dual connections in nonparametric
classical information geometry . . . . . 873--896
Marek Omelka and
Matías Salibián-Barrera Uniform asymptotics for $S$- and $ M
M$-regression estimators . . . . . . . . 897--927
Yongge Tian Weighted least-squares estimators of
parametric functions of the regression
coefficients under a general linear
model . . . . . . . . . . . . . . . . . 929--941
Debashis Mondal and
Donald B. Percival Wavelet variance analysis for gappy time
series . . . . . . . . . . . . . . . . . 943--966
Ian L. Dryden and
Alfred Kume and
Huiling Le and
Andrew T. A. Wood Statistical inference for functions of
the covariance matrix in the stationary
Gaussian time-orthogonal principal
components model . . . . . . . . . . . . 967--994
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Toshio Honda Nonparametric estimation of conditional
medians for linear and related processes 995--1021
Alan Lee and
Yuichi Hirose Semi-parametric efficiency bounds for
regression models under
response-selective sampling: the profile
likelihood approach . . . . . . . . . . 1023--1052
Francisco Cribari-Neto and
Maria da Glória A. Lima Sequences of bias-adjusted covariance
matrix estimators under
heteroskedasticity of unknown form . . . 1053--1082
Victor Konev and
Serguei Pergamenchtchikov General model selection estimation of a
periodic regression with a Gaussian
noise . . . . . . . . . . . . . . . . . 1083--1111
Christopher S. Withers and
Saralees Nadarajah Tilted Edgeworth expansions for
asymptotically normal vectors . . . . . 1113--1142
Baoxue Zhang and
Tianqing Liu and
Z. D. Bai Analysis of rounded data from dependent
sequences . . . . . . . . . . . . . . . 1143--1173
Anonymous Help & Contacts . . . . . . . . . . . . . ??
F. Carbonell and
K. J. Worsley and
L. Galan The geometry of the Wilks's $ \Lambda $
random field . . . . . . . . . . . . . . 1--27
Martin Ohlson and
Zhanna Andrushchenko and
Dietrich von Rosen Explicit estimators under $m$-dependence
for a multivariate normal distribution 29--42
Malay Ghosh and
Victor Mergel and
Ruitao Liu A general divergence criterion for prior
selection . . . . . . . . . . . . . . . 43--58
Yeonseung Chung and
David B. Dunson The local Dirichlet process . . . . . . 59--80
Julie McIntyre and
Leonard A. Stefanski Density Estimation with Replicate
Heteroscedastic Measurements . . . . . . 81--99
Serkan Eryilmaz A new perspective to stress-strength
models . . . . . . . . . . . . . . . . . 101--115
Shuangge Ma Additive risk model for current status
data with a cured subgroup . . . . . . . 117--134
N. Balakrishnan and
Xingqiu Zhao A class of multi-sample nonparametric
tests for panel count data . . . . . . . 135--156
Arindam Chatterjee Asymptotic properties of sample
quantiles from a finite population . . . 157--179
Tamás Lengyel Gambler's ruin and winning a series by
$m$ games . . . . . . . . . . . . . . . 181--195
Kiyoshi Inoue and
Sigeo Aki Bivariate Fibonacci polynomials of order
$k$ with statistical applications . . . 197--210
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Ilia Negri and
Yoichi Nishiyama Goodness of fit test for small
diffusions by discrete time observations 211--225
Yanyuan Ma and
Marc G. Genton and
Emanuel Parzen Asymptotic properties of sample
quantiles of discrete distributions . . 227--243
Holger Dette and
Regine Scheder Estimation of additive quantile
regression . . . . . . . . . . . . . . . 245--265
Han-Ying Liang and
Jacobo de Uña-Álvarez Asymptotic properties of conditional
quantile estimator for censored
dependent observations . . . . . . . . . 267--289
Jordan Stoyanov and
Gwo Dong Lin Mixtures of power series distributions:
identifiability via uniqueness in
problems of moments . . . . . . . . . . 291--303
Angelica Hernandez-Quintero and
Jean-François Dupuy and
Gabriel Escarela Analysis of a semiparametric mixture
model for competing risks . . . . . . . 305--329
Wen Yu and
Yunting Sun and
Ming Zheng Empirical likelihood method for linear
transformation models . . . . . . . . . 331--346
Ivan Kojadinovic and
Jun Yan Tests of serial independence for
continuous multivariate time series
based on a Möbius decomposition of the
independence empirical copula process 347--373
N. Balakrishnan and
Po Yang Forms of four-word indicator functions
with implications to two-level factorial
designs . . . . . . . . . . . . . . . . 375--386
Yasunori Fujikoshi and
Tamio Kan and
Shin Takahashi and
Tetsuro Sakurai Prediction error criterion for selecting
variables in a linear regression model 387--403
Christophe Chesneau On adaptive wavelet estimation of a
quadratic functional from a
deconvolution problem . . . . . . . . . 405--429
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Nakahiro Yoshida Polynomial type large deviation
inequalities and quasi-likelihood
analysis for stochastic differential
equations . . . . . . . . . . . . . . . 431--479
Lorenzo Trippa and
Paolo Bulla and
Sonia Petrone Extended Bernstein prior via reinforced
urn processes . . . . . . . . . . . . . 481--496
Hua Yun Chen Representations of efficient score for
coarse data problems based on Neumann
series expansion . . . . . . . . . . . . 497--509
Grace Y. Yi and
Wenqing He and
Hua Liang Semiparametric marginal and association
regression methods for clustered binary
data . . . . . . . . . . . . . . . . . . 511--533
Martin Crowder Estimating functions for repeated
measures with incidental parameters . . 535--558
A. P. Godbole and
M. V. Koutras and
F. S. Milienos Binary consecutive covering arrays . . . 559--584
Anestis Antoniadis and
Ir\`ene Gijbels and
Mila Nikolova Penalized likelihood regression for
generalized linear models with
non-quadratic penalties . . . . . . . . 585--615
Yoshihiko Maesono and
Spiridon Penev Edgeworth expansion for the kernel
quantile estimator . . . . . . . . . . . 617--644
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Tomoyuki Sugimoto A Wald-type variance estimation for the
nonparametric distribution estimators
for doubly censored data . . . . . . . . 645--670
Tomoyuki Sugimoto Erratum to: ``A Wald-type variance
estimation for the nonparametric
distribution estimators for doubly
censored data'' . . . . . . . . . . . . 671--674
Tomonari Sei Gradient modeling for multivariate
quantitative data . . . . . . . . . . . 675--688
Masahito Hayashi Large deviation theory for non-regular
location shift family . . . . . . . . . 689--716
Gabriela Ciuperca Estimating nonlinear regression with and
without change-points by the LAD method 717--743
Satoshi Chida and
Naoto Miyoshi Limiting size index distributions for
ball-bin models with Zipf-type
frequencies . . . . . . . . . . . . . . 745--768
Jesse Frey and
Omer Ozturk Constrained estimation using judgment
post-stratification . . . . . . . . . . 769--789
Yanxing Zhao and
H. N. Nagaraja Fisher information in window censored
renewal process data and its
applications . . . . . . . . . . . . . . 791--825
Man-Wai Ho On Bayes inference for a bathtub failure
rate via $S$-paths . . . . . . . . . . . 827--850
Alessandra Luati and
Tommaso Proietti On the equivalence of the weighted least
squares and the generalised least
squares estimators, with applications to
kernel smoothing . . . . . . . . . . . . 851--871
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Akimichi Takemura and
Vladimir Vovk and
Glenn Shafer The generality of the zero-one laws . . 873--885
S. H. Hsieh and
S. M. Lee and
P. S. Shen and
M. F. Liu Conditional likelihood estimation and
efficiency comparisons in proportional
odds model with missing covariates . . . 887--921
Luigi Pace and
Alessandra Salvan and
Laura Ventura Adjustments of profile likelihood
through predictive densities . . . . . . 923--937
Axel Munk and
Jean-Pierre Stockis and
Janis Valeinis and
Götz Giese Neyman smooth goodness-of-fit tests for
the marginal distribution of dependent
data . . . . . . . . . . . . . . . . . . 939--959
Osamu Komori A boosting method for maximization of
the area under the ROC curve . . . . . . 961--979
Holger Dette and
Viatcheslav B. Melas and
Andrey Pepelyshev Optimal design for smoothing splines . . 981--1003
Jian-Jian Ren and
Mai Zhou Full likelihood inferences in the Cox
model: an empirical likelihood approach 1005--1018
Dimitrios Bagkavos Local linear hazard rate estimation and
bandwidth selection . . . . . . . . . . 1019--1046
A. Berlinet and
A. Elamine and
A. Mas Local linear regression for functional
data . . . . . . . . . . . . . . . . . . 1047--1075
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Davit Varron and
Ingrid Van Keilegom Uniform in bandwidth exact rates for a
class of kernel estimators . . . . . . . 1077--1102
Chien-Hsun Chang and
Frederic Paik Schoenberg Testing separability in marked
multidimensional point processes with
covariates . . . . . . . . . . . . . . . 1103--1122
Jiming Jiang and
En-Tzu Tang The best EBLUP in the Fay--Herriot model 1123--1140
Albert Vexler and
Sergey Tarima An optimal approach for hypothesis
testing in the presence of incomplete
data . . . . . . . . . . . . . . . . . . 1141--1163
Aluísio Pinheiro and
Pranab Kumar Sen and
Hildete P. Pinheiro A class of asymptotically normal
degenerate quasi $U$-statistics . . . . 1165--1182
Amélie Detais and
Jean-François Dupuy Maximum likelihood estimation in a
partially observed stratified regression
model with censored data . . . . . . . . 1183--1206
Pao-sheng Shen Nonparametric estimators of the survival
function with twice censored data . . . 1207--1219
José Carlos Simon de Miranda and
Pedro A. Morettin Estimation of the intensity of
non-homogeneous point processes via
wavelets . . . . . . . . . . . . . . . . 1221--1246
Yuichi Hirose Efficiency of profile likelihood in
semi-parametric models . . . . . . . . . 1247--1275
Li-Ping Zhu and
Lin-Yi Qian and
Jin-Guan Lin Variable selection in a class of
single-index models . . . . . . . . . . 1277--1293
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Hsieh Fushing Semiparametric efficient inferences for
lifetime regression model with
time-dependent covariates . . . . . . . 1--25
Debashis Mondal and
Donald B. Percival $M$-estimation of wavelet variance . . . 27--53
Yung-Ming Chang and
James C. Fu and
Han-Ying Lin Distribution and double generating
function of number of patterns in a
sequence of Markov dependent multistate
trials . . . . . . . . . . . . . . . . . 55--68
Qiqing Yu and
G. Y. C. Wong and
Hao Qin and
Jiaping Wang Random partition masking model for
censored and masked competing risks data 69--85
Shaochuan Lu Markov modulated Poisson process
associated with state-dependent marks
and its applications to the deep
earthquakes . . . . . . . . . . . . . . 87--106
Victor De Oliveira Bayesian analysis of conditional
autoregressive models . . . . . . . . . 107--133
Solomon W. Harrar and
Arne C. Bathke A modified two-factor multivariate
analysis of variance: asymptotics and
small sample approximations . . . . . . 135--165
Tine Buch-Kromann and
Jens Perch Nielsen Multivariate density estimation using
dimension reducing information and tail
flattening transformations for truncated
or censored data . . . . . . . . . . . . 167--192
Yasutaka Shimizu Local asymptotic mixed normality for
discretely observed non-recurrent
Ornstein--Uhlenbeck processes . . . . . 193--211
Peixin Zhao and
Liugen Xue Variable selection in semiparametric
regression analysis for longitudinal
data . . . . . . . . . . . . . . . . . . 213--231
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Song Liu and
Yuhong Yang Combining models in longitudinal data
analysis . . . . . . . . . . . . . . . . 233--254
Kengo Kato Asymptotic normality of Powell's kernel
estimator . . . . . . . . . . . . . . . 255--273
Jing Wang Modelling time trend via spline
confidence band . . . . . . . . . . . . 275--301
N. Balakrishnan and
U. Kamps and
M. Kateri A sequential order statistics approach
to step-stress testing . . . . . . . . . 303--318
Chih-Wen Hsu and
Marick S. Sinay and
John S. J. Hsu Bayesian estimation of a covariance
matrix with flexible prior specification 319--342
Panayiotis Bobotas and
George Iliopoulos and
Stavros Kourouklis Estimating the ratio of two scale
parameters: a simple approach . . . . . 343--357
Paul Vos and
Qiang Wu Estimators for the binomial distribution
that dominate the MLE in terms of
Kullback--Leibler risk . . . . . . . . . 359--371
Artur J. Lemonte and
Silvia L. P. Ferrari The local power of the gradient test . . 373--381
Yury A. Kutoyants On identification of the threshold
diffusion processes . . . . . . . . . . 383--413
Qihua Wang and
Gregg E. Dinse and
Chunling Liu Hazard function estimation with
cause-of-death data missing at random 415--438
Jesse Frey Constrained nonparametric estimation of
the mean and the CDF using ranked-set
sampling with a covariate . . . . . . . 439--456
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Nobuaki Hoshino Random partitioning over a sparse
contingency table . . . . . . . . . . . 457--474
Taraneh Abarin and
Liqun Wang Instrumental variable approach to
covariate measurement error in
generalized linear models . . . . . . . 475--493
Jim Q. Smith and
Fabio Rigat Isoseparation and robustness in
parametric Bayesian inference . . . . . 495--519
Ting Wang and
Mark Bebbington and
David Harte Markov-modulated Hawkes process with
stepwise decay . . . . . . . . . . . . . 521--544
Yasutaka Shimizu Estimation of parameters for discretely
observed diffusion processes with a
variety of rates for information . . . . 545--575
Yu Ryan Yue and
Paul L. Speckman and
Dongchu Sun Priors for Bayesian adaptive spline
smoothing . . . . . . . . . . . . . . . 577--613
Shin-ichiro Takazawa Exponential inequalities and the law of
the iterated logarithm in the unbounded
forecasting game . . . . . . . . . . . . 615--632
Sigeo Aki Statistical modeling for discrete
patterns in a sequence of exchangeable
trials . . . . . . . . . . . . . . . . . 633--655
Subhajit Dutta and
Anil K. Ghosh On robust classification using
projection depth . . . . . . . . . . . . 657--676
Roger B. Nelsen and
Manuel Úbeda-Flores Directional dependence in multivariate
distributions . . . . . . . . . . . . . 677--685
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Abhishek Bhattacharya and
David B. Dunson Strong consistency of nonparametric
Bayes density estimation on compact
metric spaces with applications to
specific manifolds . . . . . . . . . . . 687--714
Chunpeng Fan and
Jason P. Fine and
Jong-Hyeon Jeong Optimal inferences for proportional
hazards model with parametric covariate
transformations . . . . . . . . . . . . 715--736
Adelchi Azzalini Selection models under generalized
symmetry settings . . . . . . . . . . . 737--750
Mijeong Kim and
Yanyuan Ma The efficiency of the second-order
nonlinear least squares estimator and
its extension . . . . . . . . . . . . . 751--764
Han-Ying Liang and
Jacobo de Uña-Álvarez Empirical likelihood for conditional
quantile with left-truncated and
dependent data . . . . . . . . . . . . . 765--790
Stéphane Chrétien and
Alfred Hero and
Hervé Perdry Space alternating penalized Kullback
proximal point algorithms for maximizing
likelihood with nondifferentiable
penalty . . . . . . . . . . . . . . . . 791--809
Christian Genest and
Johanna Neslehová and
Jean-François Quessy Tests of symmetry for bivariate copulas 811--834
Yan Sun and
Jialiang Li and
Wenyang Zhang Estimation and model selection in a
class of semiparametric models for
cluster data . . . . . . . . . . . . . . 835--856
Adelchi Azzalini and
Giuliana Regoli Some properties of skew-symmetric
distributions . . . . . . . . . . . . . 857--879
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Naoto Kunitomo An optimal modification of the LIML
estimation for many instruments and
persistent heteroscedasticity . . . . . 881--910
Ilia Negri and
Yoichi Nishiyama Asymptotically distribution free test
for parameter change in a diffusion
process model . . . . . . . . . . . . . 911--918
Alexandre Leblanc On estimating distribution functions
using Bernstein polynomials . . . . . . 919--943
Gang Li Optimal and efficient designs for
Gompertz regression models . . . . . . . 945--957
Guoqing Diao and
Guosheng Yin A general transformation class of
semiparametric cure rate frailty models 959--989
Takayuki Fujii and
Yoichi Nishiyama Some problems in nonparametric inference
for the stress release process related
to the local time . . . . . . . . . . . 991--1007
Masashi Sugiyama and
Taiji Suzuki and
Takafumi Kanamori Density-ratio matching under the Bregman
divergence: a unified framework of
density-ratio estimation . . . . . . . . 1009--1044
Holger Dette and
Mareen Marchlewski and
Jens Wagener Testing for a constant coefficient of
variation in nonparametric regression by
empirical processes . . . . . . . . . . 1045--1070
Michael Falk and
Diana Tichy Asymptotic conditional distribution of
exceedance counts: fragility index with
different margins . . . . . . . . . . . 1071--1085
Solomon W. Harrar and
Arne C. Bathke Erratum to: ``A modified two-factor
multivariate analysis of variance:
asymptotics and small sample
approximations'' . . . . . . . . . . . . 1087--1087
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Peter Brockwell and
Alexander Lindner and
Bernd Vollenbröker Strictly stationary solutions of
multivariate ARMA equations with i.i.d.
noise . . . . . . . . . . . . . . . . . 1089--1119
Masafumi Akahira and
Hyo Gyeong Kim and
Nao Ohyauchi Loss of information of a statistic for a
family of non-regular distributions, II:
more general case . . . . . . . . . . . 1121--1138
Pier Giovanni Bissiri and
Stephen G. Walker Converting information into probability
measures with the Kullback--Leibler
divergence . . . . . . . . . . . . . . . 1139--1160
Philip T. Reiss and
Lei Huang and
Joseph E. Cavanaugh and
Amy Krain Roy Resampling-based information criteria
for best-subset regression . . . . . . . 1161--1186
Aurea Grané Exact goodness-of-fit tests for censored
data . . . . . . . . . . . . . . . . . . 1187--1203
Konstantinos Fokianos and
Dag Tjòstheim Nonlinear Poisson autoregression . . . . 1205--1225
Stephan F. Huckemann On the meaning of mean shape: manifold
stability, locus and the two sample test 1227--1259
Roelof Helmers and
I. Wayan Mangku Predicting a cyclic Poisson process . . 1261--1279
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Gengsheng Qin and
Baoying Yang and
Nelly E. Belinga-Hall Empirical likelihood-based inferences
for the Lorenz curve . . . . . . . . . . 1--21
Toshio Honda Nonparametric quantile regression with
heavy-tailed and strongly dependent
errors . . . . . . . . . . . . . . . . . 23--47
Cyrille Joutard Strong large deviations for arbitrary
sequences of random variables . . . . . 49--67
Yannis G. Yatracos Equal percent bias reduction and
variance proportionate modifying
properties with mean-covariance
preserving matching . . . . . . . . . . 69--87
Shibin Zhang and
Xinsheng Zhang A least squares estimator for discretely
observed Ornstein--Uhlenbeck processes
driven by symmetric $ \alpha $-stable
motions . . . . . . . . . . . . . . . . 89--103
P. Y. Lai and
Stephen M. S. Lee Estimation of central shapes of error
distributions in linear regression
problems . . . . . . . . . . . . . . . . 105--124
Manuel Landajo and
María José Presno Nonparametric pseudo-Lagrange multiplier
stationarity testing . . . . . . . . . . 125--147
Jie Fan and
Somnath Datta On Mann--Whitney tests for comparing
sojourn time distributions when the
transition times are right censored . . 149--166
Yoshihiko Maesono and
Spiridon Penev Improved confidence intervals for
quantiles . . . . . . . . . . . . . . . 167--189
Mitsunori Ogawa and
Hisayuki Hara and
Akimichi Takemura Graver basis for an undirected graph and
its application to testing the beta
model of random graphs . . . . . . . . . 191--212
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Sangyeol Lee and
Junmo Song Minimum density power divergence
estimator for diffusion processes . . . 213--236
Jun Zhang and
Yao Yu and
Li-Xing Zhu and
Hua Liang Partial linear single index models with
distortion measurement errors . . . . . 237--267
Giovanni Pistone and
Maria Piera Rogantin The algebra of reversible Markov chains 269--293
Wei Qian and
Yuhong Yang Model selection via standard error
adjusted adaptive lasso . . . . . . . . 295--318
A. Basu and
A. Mandal and
N. Martin and
L. Pardo Testing statistical hypotheses based on
the density power divergence . . . . . . 319--348
Anne Leucht and
Michael H. Neumann Degenerate $U$- and $V$-statistics under
ergodicity: asymptotics, bootstrap and
applications in statistics . . . . . . . 349--386
Michaela Prokesová and
Eva B. Vedel Jensen Asymptotic Palm likelihood theory for
stationary point processes . . . . . . . 387--412
Anonymous Help & Contacts . . . . . . . . . . . . . ??
James S. Martin and
Ajay Jasra and
Emma McCoy Inference for a class of partially
observed point process models . . . . . 413--437
Tucker S. McElroy Forecasting continuous-time processes
with applications to signal extraction 439--456
Cuirong Ren and
Dongchu Sun Objective Bayesian analysis for CAR
models . . . . . . . . . . . . . . . . . 457--472
Wangli Xu and
Xu Guo Checking the adequacy of partial linear
models with missing covariates at random 473--490
J. A. A. Andrade and
Edward Omey Modelling conflicting information using
subexponential distributions and related
classes . . . . . . . . . . . . . . . . 491--511
Yu-Fei Hsieh and
Tung-Lung Wu Recursive equations in finite Markov
chain imbedding . . . . . . . . . . . . 513--527
Yukun Liu and
Changliang Zou and
Zhaojun Wang Calibration of the empirical likelihood
for high-dimensional data . . . . . . . 529--550
Jesse Frey and
Timothy G. Feeman Variance estimation using judgment
post-stratification . . . . . . . . . . 551--569
Sigeo Aki and
Katuomi Hirano Coupon collector's problems with
statistical applications to rankings . . 571--587
Keming Yu and
Bing Xing Wang and
Valentin Patilea New estimating equation approaches with
application in lifetime data analysis 589--615
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Xueying Zheng and
Wing Kam Fung and
Zhongyi Zhu Robust estimation in joint
mean-covariance regression model for
longitudinal data . . . . . . . . . . . 617--638
Nian-Sheng Tang and
Pu-Ying Zhao Empirical likelihood semiparametric
nonlinear regression analysis for
longitudinal data with responses missing
at random . . . . . . . . . . . . . . . 639--665
Hugo Maruri-Aguilar and
Eduardo Sáenz-de-Cabezón and
Henry P. Wynn Alexander duality in experimental
designs . . . . . . . . . . . . . . . . 667--686
Giorgos Afendras Unified extension of variance bounds for
integrated Pearson family . . . . . . . 687--702
Claudio Macci and
Stefano Trapani Large deviations for posterior
distributions on the parameter of a
multivariate $ {\rm AR}(p) $ process . . 703--719
Francesco Bravo Partially linear varying coefficient
models with missing at random responses 721--762
Jing Xi and
Ruriko Yoshida and
David Haws Estimating the number of zero-one
multi-way tables via sequential
importance sampling . . . . . . . . . . 763--783
Song Xi Chen and
Ingrid Van Keilegom Estimation in semiparametric models with
missing data . . . . . . . . . . . . . . 785--805
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Xiaotong Shen and
Wei Pan and
Yunzhang Zhu and
Hui Zhou On constrained and regularized
high-dimensional regression . . . . . . 807--832
Toshihiro Abe and
Arthur Pewsey and
Kunio Shimizu Extending circular distributions through
transformation of argument . . . . . . . 833--858
Tomoyuki Sugimoto Asymptotic distribution of the
nonparametric distribution estimator
based on a martingale approach in doubly
censored data . . . . . . . . . . . . . 859--888
Kwang Woo Ahn and
Kung-Sik Chan On the convergence rate of the unscented
transformation . . . . . . . . . . . . . 889--912
Toshihiro Hirano and
Yoshihiro Yajima Covariance tapering for prediction of
large spatial data sets in transformed
random fields . . . . . . . . . . . . . 913--939
Chunsheng Ma Mittag-Leffler vector random fields with
Mittag-Leffler direct and cross
covariance functions . . . . . . . . . . 941--958
P. Chigansky and
Yu. A. Kutoyants Estimation in threshold autoregressive
models with correlated innovations . . . 959--992
You Liang and
Xikui Wang and
Yanqing Yi One-armed bandit process with a
covariate . . . . . . . . . . . . . . . 993--1006
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Debdeep Pati and
David B. Dunson Bayesian nonparametric regression with
varying residual density . . . . . . . . 1--31
M. Rauf Ahmad A $U$-statistic approach for a
high-dimensional two-sample mean testing
problem under non-normality and
Behrens--Fisher setting . . . . . . . . 33--61
Kengo Kamatani Local consistency of Markov chain Monte
Carlo methods . . . . . . . . . . . . . 63--74
Peter J. Brockwell and
Jens-Peter Kreiss and
Tobias Niebuhr Bootstrapping continuous-time
autoregressive processes . . . . . . . . 75--92
Masaaki Fujii Momentum-space approach to asymptotic
expansion for stochastic filtering . . . 93--120
Sanying Feng and
Liugen Xue Bias-corrected statistical inference for
partially linear varying coefficient
errors-in-variables models with
restricted condition . . . . . . . . . . 121--140
Vyacheslav A. Vasiliev A truncated estimation method with
guaranteed accuracy . . . . . . . . . . 141--163
Weihua Zhao and
Riquan Zhang and
Jicai Liu and
Yazhao Lv Robust and efficient variable selection
for semiparametric partially linear
varying coefficient model based on modal
regression . . . . . . . . . . . . . . . 165--191
Jan Beran and
Dieter Schell and
Milan Stehlík The harmonic moment tail index
estimator: asymptotic distribution and
robustness . . . . . . . . . . . . . . . 193--220
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Chenlei Leng and
Minh-Ngoc Tran and
David Nott Bayesian adaptive Lasso . . . . . . . . 221--244
Chang Xu and
Dongchu Sun and
Chong He Objective Bayesian analysis for a
capture-recapture model . . . . . . . . 245--278
Wei Lan and
Hansheng Wang and
Chih-Ling Tsai Testing covariates in high-dimensional
regression . . . . . . . . . . . . . . . 279--301
Anirvan Chakraborty and
Probal Chaudhuri On data depth in infinite dimensional
spaces . . . . . . . . . . . . . . . . . 303--324
Yujiao Yang and
Qiongxia Song Jump detection in time series
nonparametric regression models: a
polynomial spline approach . . . . . . . 325--344
Sanjay Chaudhuri Qualitative inequalities for squared
partial correlations of a Gaussian
random vector . . . . . . . . . . . . . 345--367
Karthik Bharath and
Vladimir Pozdnyakov and
Dipak K. Dey Asymptotics of the Empirical Cross-over
Function . . . . . . . . . . . . . . . . 369--382
Francesco Bravo Varying coefficients partially linear
models with randomly censored data . . . 383--412
Antonio F. Galvao and
Kengo Kato and
Gabriel Montes-Rojas and
Jose Olmo Testing linearity against threshold
effects: uniform inference in quantile
regression . . . . . . . . . . . . . . . 413--439
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Ryo Yoshida and
Genta Ueno and
Arnaud Doucet Preface . . . . . . . . . . . . . . . . 441--442
Genshiro Kitagawa Computational aspects of sequential
Monte Carlo filter and smoother . . . . 443--471
Chiranjit Mukherjee and
Prasad S. Kasibhatla and
Mike West Spatially varying SAR models and
Bayesian inference for high-resolution
lattice data . . . . . . . . . . . . . . 473--494
XuanLong Nguyen and
Alan E. Gelfand Bayesian nonparametric modeling for
functional analysis of variance . . . . 495--526
Michael K. Pitt and
Sheheryar Malik and
Arnaud Doucet Simulated likelihood inference for
stochastic volatility models using
continuous particle filtering . . . . . 527--552
Christopher F. H. Nam and
John A. D. Aston and
Adam M. Johansen Parallel sequential Monte Carlo samplers
and estimation of the number of states
in a Hidden Markov Model . . . . . . . . 553--575
Axel Finke and
Adam M. Johansen and
Dario Span\`o Static-parameter estimation in piecewise
deterministic processes using particle
Gibbs samplers . . . . . . . . . . . . . 577--609
Yukito Iba and
Nen Saito and
Akimasa Kitajima Multicanonical MCMC for sampling rare
events: an illustrative review . . . . . 611--645
Anonymous Help & Contacts . . . . . . . . . . . . . ??
P. J. Brockwell Recent results in the theory and
applications of CARMA processes . . . . 647--685
Ushio Tanaka and
Yosihiko Ogata Identification and estimation of
superposed Neyman--Scott spatial cluster
processes . . . . . . . . . . . . . . . 687--702
Tim Bedford and
Kevin J. Wilson On the construction of minimum
information bivariate copula families 703--723
Satoshi Kuriki and
Yoshiaki Harushima and
Hironori Fujisawa and
Nori Kurata Approximate tail probabilities of the
maximum of a chi-square field on
multi-dimensional lattice points and
their applications to detection of loci
interactions . . . . . . . . . . . . . . 725--757
N. Balakrishnan and
M. V. Koutras and
F. S. Milienos Some binary start-up demonstration tests
and associated inferential methods . . . 759--787
Takemi Yanagimoto and
Toshio Ohnishi Permissible boundary prior function as a
virtually proper prior density . . . . . 789--809
Mohammad Jafari Jozani and
Éric Marchand and
William E. Strawderman Estimation of a non-negative location
parameter with unknown scale . . . . . . 811--832
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Masaaki Sibuya Prediction in Ewens--Pitman sampling
formula and random samples from number
partitions . . . . . . . . . . . . . . . 833--864
Tiee-Jian Wu and
Chih-Yuan Hsu and
Huang-Yu Chen and
Hui-Chun Yu Root $n$ estimates of vectors of
integrated density partial derivative
functionals . . . . . . . . . . . . . . 865--895
Ramesh C. Gupta and
Cheng Peng Proportional odds frailty model and
stochastic comparisons . . . . . . . . . 897--912
Jian-Jian Ren and
Tonya Riddlesworth Empirical likelihood bivariate
nonparametric maximum likelihood
estimator with right censored data . . . 913--930
Yunbei Ma and
Alan T. K. Wan and
Xuerong Chen and
Yong Zhou On estimation and inference in a
partially linear hazard model with
varying coefficients . . . . . . . . . . 931--960
Robert L. Paige and
A. Alexandre Trindade and
R. Indika P. Wickramasinghe Extensions of saddlepoint-based
bootstrap inference . . . . . . . . . . 961--981
Makoto Aoshima and
Kazuyoshi Yata A distance-based, misclassification rate
adjusted classifier for multiclass,
high-dimensional data . . . . . . . . . 983--1010
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Benjamin Colling and
Cédric Heuchenne and
Rawane Samb and
Ingrid Van Keilegom Estimation of the error density in a
semiparametric transformation model . . 1--18
Krzysztof Podgórski and
Jonas Wallin Maximizing leave-one-out likelihood for
the location parameter of unbounded
densities . . . . . . . . . . . . . . . 19--38
Kentaro Akashi and
Naoto Kunitomo The limited information maximum
likelihood approach to dynamic panel
structural equation models . . . . . . . 39--73
Nenghui Kuang and
Huantian Xie Maximum likelihood estimator for the
sub-fractional Brownian motion
approximated by a random walk . . . . . 75--91
Guang Cheng and
Hao Helen Zhang and
Zuofeng Shang Sparse and efficient estimation for
partial spline models with increasing
dimension . . . . . . . . . . . . . . . 93--127
Aerambamoorthy Thavaneswaran and
Nalini Ravishanker and
You Liang Generalized duration models and optimal
estimation using estimating functions 129--156
Ting-Li Chen On the convergence and consistency of
the blurring mean-shift process . . . . 157--176
T. Hotz and
S. Huckemann Intrinsic means on the circle:
uniqueness, locus and asymptotics . . . 177--193
A. Elijio and
V. Cekanavicius Compound Poisson approximation to
weighted sums of symmetric discrete
variables . . . . . . . . . . . . . . . 195--210
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Binyan Jiang An empirical estimator for the sparsity
of a large covariance matrix under
multivariate normal assumptions . . . . 211--227
Xu Guo and
Wangli Xu and
Lixing Zhu Model checking for parametric
regressions with response missing at
random . . . . . . . . . . . . . . . . . 229--259
Hisayuki Tsukuma and
Tatsuya Kubokawa Minimaxity in estimation of restricted
and non-restricted scale parameter
matrices . . . . . . . . . . . . . . . . 261--285
Shan Luo and
Jinfeng Xu and
Zehua Chen Extended Bayesian information criterion
in the Cox model with a high-dimensional
feature space . . . . . . . . . . . . . 287--311
Yan Sun and
Dan Ralescu A normal hierarchical model and minimum
contrast estimation for random intervals 313--333
Yoshikazu Terada Strong consistency of factorial
$K$-means clustering . . . . . . . . . . 335--357
Weiming Li and
Jianfeng Yao On generalized expectation-based
estimation of a population spectral
distribution from high-dimensional data 359--373
Yazhao Lv and
Riquan Zhang and
Weihua Zhao and
Jicai Liu Quantile regression and variable
selection of partial linear single-index
model . . . . . . . . . . . . . . . . . 375--409
J. L. Ojeda and
W. González-Manteiga and
J. A. Cristóbal Testing regression models with
selection-biased data . . . . . . . . . 411--436
Holger Dette and
Matthias Guhlich and
Natalie Neumeyer Testing for additivity in nonparametric
quantile regression . . . . . . . . . . 437--477
Yuri Goegebeur and
Armelle Guillou and
Théo Rietsch Robust conditional Weibull-type
estimation . . . . . . . . . . . . . . . 479--514
H. N. Nagaraja and
Karthik Bharath and
Fangyuan Zhang Spacings around an order statistic . . . 515--540
Haojin Zhou and
Tapan K. Nayak On the equivariance criterion in
statistical prediction . . . . . . . . . 541--555
Akanksha S. Kashikar and
S. R. Deshmukh Probabilistic properties of second order
branching process . . . . . . . . . . . 557--572
Arthur Pewsey and
Toshihiro Abe The sinh-arcsinhed logistic family of
distributions: properties and inference 573--594
Maik Döring and
Uwe Jensen Smooth change point estimation in
regression models with random design . . 595--619
Aleksandra Slavkovi\'c and
Xiaotian Zhu and
Sonja Petrovi\'c Fibers of multi-way contingency tables
given conditionals: relation to
marginals, cell bounds and Markov bases 621--648
Marcelo Fernandes and
Eduardo F. Mendes and
Olivier Scaillet Testing for symmetry and conditional
symmetry using asymmetric kernels . . . 649--671
Yue Yin and
Julie Zhou Minimax design criterion for fractional
factorial designs . . . . . . . . . . . 673--685
Ian H. Dinwoodie and
Kruti Pandya Exact tests for singular network data 687--706
Markus Bibinger and
Mathias Vetter Estimating the quadratic covariation of
an asynchronously observed
semimartingale with jumps . . . . . . . 707--743
Daeyoung Kim and
Bruce G. Lindsay Empirical identifiability in finite
mixture models . . . . . . . . . . . . . 745--772
Yuli Liang and
Dietrich von Rosen and
Tatjana von Rosen On estimation in hierarchical models
with block circular covariance
structures . . . . . . . . . . . . . . . 773--791
Wangli Xu and
Lixing Zhu Nonparametric check for partial linear
errors-in-covariables models with
validation data . . . . . . . . . . . . 793--815
Xuan Wang and
Qihua Wang and
Xiao-Hua Andrew Zhou Partially varying coefficient
single-index additive hazard models . . 817--841
M. C. Jones and
Arthur Pewsey and
Shogo Kato On a class of circulas: copulas for
circular distributions . . . . . . . . . 843--862
Yuan-Tsung Chang and
Nobuo Shinozaki Estimation of two ordered normal means
under modified Pitman nearness criterion 863--883
Artur J. Lemonte On local power properties of the $ L R
$, Wald, score and gradient tests in
nonlinear mixed-effects models . . . . . 885--895
Xiao Bing Zhao and
Xian Zhou Estimation of copula-based models for
lifetime medical costs . . . . . . . . . 897--915
Rainer Dyckerhoff and
Christophe Ley and
Davy Paindaveine Depth-based runs tests for bivariate
central symmetry . . . . . . . . . . . . 917--941
Yoshiyuki Ninomiya Change-point model selection via AIC . . 943--961
Minerva Mukhopadhyay and
Tapas Samanta and
Arijit Chakrabarti On consistency and optimality of
Bayesian variable selection based
on$g$-prior in normal linear regression
models . . . . . . . . . . . . . . . . . 963--997
Peng Liu and
Yixin Wang and
Yong Zhou Quantile residual lifetime with
right-censored and length-biased data 999--1028
Alexander Malinowski and
Martin Schlather and
Zhengjun Zhang Intrinsically weighted means and
non-ergodic marked point processes . . . 1--24
Sam Efromovich Minimax theory of nonparametric hazard
rate estimation: efficiency and
adaptation . . . . . . . . . . . . . . . 25--75
Gilles R. Ducharme and
Pierre Lafaye de Micheaux and
Bastien Marchina The complex multinormal distribution,
quadratic forms in complex random
vectors and an omnibus goodness-of-fit
test for the complex normal distribution 77--104
M. D. Jiménez-Gamero and
A. Batsidis and
M. V. Alba-Fernández Fourier methods for model selection . . 105--133
Xuehu Zhu and
Xu Guo and
Lu Lin and
Lixing Zhu Testing for positive expectation
dependence . . . . . . . . . . . . . . . 135--153
Yawei He and
Zehua Chen The EBIC and a sequential procedure for
feature selection in interactive linear
models with high-dimensional data . . . 155--180
Shujie Ma Estimation and inference in functional
single-index models . . . . . . . . . . 181--208
Katharina Proksch On confidence bands for multivariate
nonparametric regression . . . . . . . . 209--236
Moosup Kim and
Sangyeol Lee On the tail index inference for
heavy-tailed GARCH-type innovations . . 237--267
Zhiyue Huang and
Paul Marriott Parameterizing mixture models with
generalized moments . . . . . . . . . . 269--297
Zhiyue Huang and
Paul Marriott Erratum to: Parameterizing mixture
models with generalized moments . . . . 299--300
Eunju Hwang and
Dong Wan Shin Kernel estimators of mode under $ \psi
$-weak dependence . . . . . . . . . . . 301--327
Ke-Hai Yuan and
Wai Chan and
Yubin Tian Expectation-robust algorithm and
estimating equations for means and
dispersion matrix with missing data . . 329--351
M. L. Avendaño and
M. C. Pardo A semiparametric generalized
proportional hazards model for
right-censored data . . . . . . . . . . 353--384
Martin Drapatz Strictly stationary solutions of spatial
ARMA equations . . . . . . . . . . . . . 385--412
Abhik Ghosh and
Ayanendranath Basu Robust Bayes estimation using the
density power divergence . . . . . . . . 413--437
Valérie Girardin and
Philippe Regnault Escort distributions minimizing the
Kullback--Leibler divergence for a large
deviations principle and tests of
entropy level . . . . . . . . . . . . . 439--468
Masafumi Akahira Second-order asymptotic comparison of
the MLE and MCLE of a natural parameter
for a truncated exponential family of
distributions . . . . . . . . . . . . . 469--490
Carsten Jentsch and
Anne Leucht Bootstrapping sample quantiles of
discrete data . . . . . . . . . . . . . 491--539
Swarnali Banerjee and
Nitis Mukhopadhyay A general sequential fixed-accuracy
confidence interval estimation
methodology for a positive parameter:
illustrations using health and safety
data . . . . . . . . . . . . . . . . . . 541--570
Andrew L. Rukhin Decision-theoretic issues in
heterogeneity variance estimation . . . 571--588
Felipe Osorio Influence diagnostics for robust
$P$-splines using scale mixture of
normal distributions . . . . . . . . . . 589--619
Sangyeol Lee and
Haejune Oh Parameter change test for autoregressive
conditional duration models . . . . . . 621--637
Stefan Bedbur and
Marco Burkschat and
Udo Kamps Inference in a model of successive
failures with shape-adjusted hazard
rates . . . . . . . . . . . . . . . . . 639--657
Yaping Wang and
Mingyao Ai and
Kang Li Optimality of pairwise blocked
definitive screening designs . . . . . . 659--671
Liang-Ching Lin and
Meihui Guo Optimal restricted quadratic estimator
of integrated volatility . . . . . . . . 673--703
Hiroshi Kurata and
Shun Matsuura Best equivariant estimator of regression
coefficients in a seemingly unrelated
regression model with known correlation
matrix . . . . . . . . . . . . . . . . . 705--723
Shujie Ma and
Zijian Huang and
Chih-Ling Tsai Parameter estimation for a generalized
semiparametric model with repeated
measurements . . . . . . . . . . . . . . 725--764
Huiqin Li and
Zhi Dong Bai and
Jiang Hu Convergence of empirical spectral
distributions of large dimensional
quaternion sample covariance matrices 765--785
Rahul Mukerjee and
S. Huda Approximate theory-aided robust
efficient factorial fractions under
baseline parametrization . . . . . . . . 787--803
Palash Ghosh and
Anup Dewanji Regression analysis of biased
case-control data . . . . . . . . . . . 805--825
Nicolai Bissantz and
Holger Dette and
Thimo Hildebrandt and
Kathrin Bissantz Smooth backfitting in additive inverse
regression . . . . . . . . . . . . . . . 827--853
Ming Zheng and
Renxin Lin and
Wen Yu Competing risks data analysis under the
accelerated failure time model with
missing cause of failure . . . . . . . . 855--876
Xiaoyi Min and
Dongchu Sun Bayesian model selection for a linear
model with grouped covariates . . . . . 877--903
O. Cronie and
M. N. M. van Lieshout Summary statistics for inhomogeneous
marked point processes . . . . . . . . . 905--928
Ivan Kojadinovic and
Jean-François Quessy and
Tom Rohmer Testing the constancy of Spearman's rho
in multivariate time series . . . . . . 929--954
Hammou El Barmi and
Ian W. McKeague Testing for uniform stochastic ordering
via empirical likelihood . . . . . . . . 955--976
Guoyou Qin and
Zhongyi Zhu and
Wing K. Fung Robust estimation of generalized
partially linear model for longitudinal
data with dropouts . . . . . . . . . . . 977--1000
Mu Zhao and
Yixin Wang and
Yong Zhou Accelerated failure time model with
quantile information . . . . . . . . . . 1001--1024
Svetlana Bizjajeva and
Jimmy Olsson Antithetic sampling for sequential Monte
Carlo methods with application to
state-space models . . . . . . . . . . . 1025--1053
Sigeo Aki and
Katuomi Hirano On monotonicity of expected values of
some run-related distributions . . . . . 1055--1072
Takeshi Emura and
Weijing Wang Semiparametric inference for an
accelerated failure time model with
dependent truncation . . . . . . . . . . 1073--1094
Hanfang Yang and
Shen Liu and
Yichuan Zhao Jackknife empirical likelihood for
linear transformation models with right
censoring . . . . . . . . . . . . . . . 1095--1109
Minggen Lu and
Chin-Shang Li Spline-based semiparametric estimation
of a zero-inflated Poisson regression
single-index model . . . . . . . . . . . 1111--1134
Tertius de Wet and
Yuri Goegebeur and
Armelle Guillou and
Michael Osmann Kernel regression with Weibull-type
tails . . . . . . . . . . . . . . . . . 1135--1162
Shuhei Mano Extreme sizes in Gibbs-type exchangeable
random partitions . . . . . . . . . . . 1--37
Christophe Ley and
Yvik Swan and
Thomas Verdebout Efficient ANOVA for directional data . . 39--62
Qinqin Hu and
Lu Lin Conditional sure independence screening
by conditional marginal empirical
likelihood . . . . . . . . . . . . . . . 63--96
Jun Zhang and
Zhenghui Feng and
Peirong Xu and
Hua Liang Generalized varying coefficient
partially linear measurement errors
models . . . . . . . . . . . . . . . . . 97--120
Huijun Guo and
Youming Liu Strong consistency of wavelet estimators
for errors-in-variables regression model 121--144
Liwen Zhang and
Huixia Judy Wang and
Zhongyi Zhu Composite change point estimation for
bent line quantile regression . . . . . 145--168
Yongjin Li and
Qingzhao Zhang and
Qihua Wang Penalized estimation equation for an
extended single-index model . . . . . . 169--187
Ann-Kathrin Bott and
Michael Kohler Nonparametric estimation of a
conditional density . . . . . . . . . . 189--214
Taras Bodnar and
Thorsten Dickhaus On the Simes inequality in elliptical
models . . . . . . . . . . . . . . . . . 215--230
Donald E. K. Martin and
Laurent Noé Faster exact distributions of pattern
statistics through sequential
elimination of states . . . . . . . . . 231--248
Xiaohui Liu and
Qihua Wang and
Yi Liu A consistent jackknife empirical
likelihood test for distribution
functions . . . . . . . . . . . . . . . 249--269
Ao Yuan and
Mihai Giurcanu and
George Luta and
Ming T. Tan $U$-statistics with conditional kernels
for incomplete data models . . . . . . . 271--302
Jean-François Coeurjolly Median-based estimation of the intensity
of a spatial point process . . . . . . . 303--331
Andrew M. Raim and
Nagaraj K. Neerchal and
Jorge G. Morel An approximation to the information
matrix of exponential family finite
mixtures . . . . . . . . . . . . . . . . 333--364
Jiang Hu and
Zhidong Bai and
Chen Wang and
Wei Wang On testing the equality of high
dimensional mean vectors with unequal
covariance matrices . . . . . . . . . . 365--387
Giacomo Aletti and
Matteo Ruffini Is the Brownian bridge a good noise
model on the boundary of a circle? . . . 389--416
Pawel Marcin Kozyra and
Tomasz Rychlik Lower and upper bounds on the variances
of spacings . . . . . . . . . . . . . . 417--428
Christopher Partlett and
Prakash Patil Measuring asymmetry and testing symmetry 429--460
Vygantas Paulauskas and
Marijus Vaiciulis A class of new tail index estimators . . 461--487
Yong Kong Number of appearances of events in
random sequences: a new generating
function approach to Type II and Type
III runs . . . . . . . . . . . . . . . . 489--495
Yong Kong The $m$-th longest runs of multivariate
random sequences . . . . . . . . . . . . 497--512
Michaela Prokesová and
Jirí Dvorák and
Eva B. Vedel Jensen Two-step estimation procedures for
inhomogeneous shot-noise Cox processes 513--542
Dominique Fourdrinier and
Fatiha Mezoued and
William E. Strawderman A Bayes minimax result for spherically
symmetric unimodal distributions . . . . 543--570
Ke-Hai Yuan and
Peter M. Bentler Improving the convergence rate and speed
of Fisher-scoring algorithm: ridge and
anti-ridge methods in structural
equation modeling . . . . . . . . . . . 571--597
Shan Luo and
Gengsheng Qin New non-parametric inferences for
low-income proportions . . . . . . . . . 599--626
Ping Wu and
Xinchao Luo and
Peirong Xu and
Lixing Zhu New variable selection for linear
mixed-effects models . . . . . . . . . . 627--646
Jing Xi and
Jin Xie and
Ruriko Yoshida Distributions of topological tree
metrics between a species tree and a
gene tree . . . . . . . . . . . . . . . 647--671
Elizabeth Gross and
Sonja Petrovi\'c and
Despina Stasi Goodness of fit for log-linear network
models: dynamic Markov bases using
hypergraphs . . . . . . . . . . . . . . 673--704
Chang Xuan Mao and
Cuiying Yang and
Yitong Yang and
Wei Zhuang Estimating population sizes with the
Rasch model . . . . . . . . . . . . . . 705--716
N. Balakrishnan and
M. V. Koutras and
F. S. Milienos On the identifiability of start-up
demonstration mixture models . . . . . . 717--735
Darinka Dentcheva and
Spiridon Penev and
Andrzej Ruszczy\'nski Statistical estimation of composite risk
functionals and risk optimization
problems . . . . . . . . . . . . . . . . 737--760
Weihua Zhao and
Riquan Zhang and
Yazhao Lv and
Jicai Liu Quantile regression and variable
selection of single-index coefficient
model . . . . . . . . . . . . . . . . . 761--789
Samuel Vaiter and
Charles Deledalle and
Jalal Fadili and
Gabriel Peyré and
Charles Dossal The degrees of freedom of partly smooth
regularizers . . . . . . . . . . . . . . 791--832
Koji Tsukuda A change detection procedure for an
ergodic diffusion process . . . . . . . 833--864
Diane Donovan and
Benjamin Haaland and
David J. Nott A simple approach to constructing
quasi-Sudoku-based sliced space-filling
designs . . . . . . . . . . . . . . . . 865--878
Hông Vân Lê The uniqueness of the Fisher metric as
information metric . . . . . . . . . . . 879--896
Shaogao Lv and
Xin He and
Junhui Wang A unified penalized method for sparse
additive quantile models: an RKHS
approach . . . . . . . . . . . . . . . . 897--923
Fabian Mies and
Stefan Bedbur On the coverage probabilities of
parametric confidence bands for
continuous distribution and quantile
functions constructed via confidence
regions for a location-scale parameter 925--944
Moosup Kim and
Sangyeol Lee Estimation of the tail exponent of
multivariate regular variation . . . . . 945--968
L. Baringhaus and
B. Ebner and
N. Henze The limit distribution of weighted $ L^2
$-goodness-of-fit statistics under fixed
alternatives, with applications . . . . 969--995
Sunghoon Kwon and
Jeongyoun Ahn and
Woncheol Jang and
Sangin Lee and
Yongdai Kim A doubly sparse approach for group
variable selection . . . . . . . . . . . 997--1025
Sunghoon Kwon and
Jeongyoun Ahn and
Woncheol Jang and
Sangin Lee and
Yongdai Kim Erratum to: A doubly sparse approach for
group variable selection . . . . . . . . 1027--1027
Omer Ozturk Statistical inference with empty strata
in judgment post stratified samples . . 1029--1057
Hanfang Yang and
Yichuan Zhao Smoothed jackknife empirical likelihood
for the difference of two quantiles . . 1059--1073
Nicolas Grosjean and
Thierry Huillet Additional aspects of the generalized
linear-fractional branching process . . 1075--1097
Minggen Lu Efficient estimation of quasi-likelihood
models using B-splines . . . . . . . . . 1099--1127
James C. Fu and
Wan-Chen Lee On coupon collector's and Dixie cup
problems under fixed and random sample
size sampling schemes . . . . . . . . . 1129--1139
Yusuke Shimizu Moment convergence of regularized
least-squares estimator for linear
regression model . . . . . . . . . . . . 1141--1154
P. Vellaisamy Collapsibility of some association
measures and survival models . . . . . . 1155--1176
Estate Khmaladze and
Wolfgang Weil Fold-up derivatives of set-valued
functions and the change-set problem: A
Survey . . . . . . . . . . . . . . . . . 1--38
O. V. Chernoyarov and
S. Dachian and
Yu. A. Kutoyants On parameter estimation for cusp-type
signals . . . . . . . . . . . . . . . . 39--62
Prajamitra Bhuyan and
Murari Mitra and
Anup Dewanji Identifiability issues in dynamic
stress-strength modeling . . . . . . . . 63--81
Matteo Ruggiero and
Matteo Sordello Clustering dynamics in a class of
normalised generalised gamma dependent
priors . . . . . . . . . . . . . . . . . 83--98
D. Barden and
H. Le and
M. Owen Limiting behaviour of Fréchet means in
the space of phylogenetic trees . . . . 99--129
Sijia Xiang and
Weixin Yao Semiparametric mixtures of nonparametric
regressions . . . . . . . . . . . . . . 131--154
Han-Ying Liang and
Elias Ould Sa\"\id A weighted estimator of conditional
hazard rate with left-truncated and
dependent data . . . . . . . . . . . . . 155--189
Yanxin Wang and
Qibin Fan and
Li Zhu Variable selection and estimation using
a continuous approximation to the $ L_0
$ penalty . . . . . . . . . . . . . . . 191--214
Nan Zheng and
Brajendra C. Sutradhar Inferences in semi-parametric dynamic
mixed models for longitudinal count data 215--247
C. F. Jeff Wu A fresh look at effect aliasing and
interactions: some new wine in old
bottles . . . . . . . . . . . . . . . . 249--268
Chien-Yu Peng Discussion . . . . . . . . . . . . . . . 269--274
Ryo Yoshida Discussion on the paper by Professor Wu 275--278
C. F. Jeff Wu Rejoinder . . . . . . . . . . . . . . . 279--281
Yi Liu and
Qihua Wang Model-free feature screening for
ultrahigh-dimensional data conditional
on some variables . . . . . . . . . . . 283--301
Chen Chen and
Hosam Mahmoud The continuous-time triangular Pólya
process . . . . . . . . . . . . . . . . 303--321
Kangning Wang Variable selection for spatial
semivarying coefficient models . . . . . 323--351
Uttam Bandyopadhyay and
Atanu Biswas Fixed-width confidence interval for
covariate-adjusted response-adaptive
designs . . . . . . . . . . . . . . . . 353--371
Heidar Eyjolfsson and
Dag Tjòstheim Self-exciting jump processes with
applications to energy markets . . . . . 373--393
Jin-Jian Hsieh and
Hong-Rui Wang Quantile regression based on counting
process approach under semi-competing
risks data . . . . . . . . . . . . . . . 395--419
Hidetoshi Shimodaira and
Haruyoshi Maeda An information criterion for model
selection with missing data via
complete-data divergence . . . . . . . . 421--438
Michael Kohler and
Adam Krzyzak and
Reinhard Tent and
Harro Walk Nonparametric quantile estimation using
importance sampling . . . . . . . . . . 439--465
Péter Kevei Asymptotic moving average representation
of high-frequency sampled multivariate
CARMA processes . . . . . . . . . . . . 467--487
Qingguo Tang and
R. J. Karunamuni Robust variable selection for finite
mixture regression models . . . . . . . 489--521
Chin-Tsang Chiang and
Shao-Hsuan Wang and
Ming-Yueh Huang Versatile estimation in censored
single-index hazards regression . . . . 523--551
Weihua Zhao and
Jianbo Li and
Heng Lian Adaptive varying-coefficient linear
quantile model: a profiled estimating
equations approach . . . . . . . . . . . 553--582
M. Razmkhah and
S. Simriz Statistical inferences based on INID
progressively type II censored order
statistics . . . . . . . . . . . . . . . 583--604
Mihai Giurcanu and
Brett Presnell Bootstrap inference for misspecified
moment condition models . . . . . . . . 605--630
Xiangshun Kong and
Mingyao Ai and
Kwok Leung Tsui Flexible sliced designs for computer
experiments . . . . . . . . . . . . . . 631--646
Konstantin Eckle and
Nicolai Bissantz and
Holger Dette and
Katharina Proksch and
Sabrina Einecke Multiscale inference for a multivariate
density with applications to X-ray
astronomy . . . . . . . . . . . . . . . 647--689
Buddhananda Banerjee and
Satyaki Mazumder A more powerful test identifying the
change in mean of functional data . . . 691--715
Matthew Thorpe and
Adam M. Johansen Pointwise convergence in probability of
general smoothing splines . . . . . . . 717--744
Soutir Bandyopadhyay and
Arnab Maity Asymptotic theory for varying
coefficient regression models with
dependent data . . . . . . . . . . . . . 745--759
Jingjing Wu and
Rohana J. Karunamuni Efficient and robust tests for
semiparametric models . . . . . . . . . 761--788
Yueheng An and
Yichuan Zhao Jackknife empirical likelihood for the
difference of two volumes under ROC
surfaces . . . . . . . . . . . . . . . . 789--806
Fuqi Chen and
Rogemar Mamon and
Sévérien Nkurunziza Inference for a change-point problem
under a generalised Ornstein--Uhlenbeck
setting . . . . . . . . . . . . . . . . 807--853
Tomasz J. Kozubowski and
Krzysztof Podgórski A generalized Sibuya distribution . . . 855--887
Sam Efromovich and
Jufen Chu Hazard rate estimation for left
truncated and right censored data . . . 889--917
Graciela Boente and
Daniela Rodriguez and
Mariela Sued Testing equality between several
populations covariance operators . . . . 919--950
Markos V. Koutras and
Demetrios P. Lyberopoulos Asymptotic results for jump
probabilities associated to the multiple
scan statistic . . . . . . . . . . . . . 951--968
Yoshihiko Maesono and
Taku Moriyama and
Mengxin Lu Smoothed nonparametric tests and
approximations of $p$-values . . . . . . 969--982
David Kahle and
Ruriko Yoshida and
Luis Garcia-Puente Hybrid schemes for exact conditional
inference in discrete exponential
families . . . . . . . . . . . . . . . . 983--1011
Cuizhen Niu and
Lixing Zhu A robust adaptive-to-model enhancement
test for parametric single-index models 1013--1045
Cuizhen Niu and
Lixing Zhu Correction to: A robust
adaptive-to-model enhancement test for
parametric single-index models . . . . . 1047--1047
Nitis Mukhopadhyay and
Sudeep R. Bapat Purely sequential bounded-risk point
estimation of the negative binomial mean
under various loss functions: one-sample
problem . . . . . . . . . . . . . . . . 1049--1075
Jun Zhang and
Zhenghui Feng and
Xiaoguang Wang A constructive hypothesis test for the
single-index models with two groups . . 1077--1114
Huybrechts F. Bindele and
Ash Abebe and
Karlene N. Meyer General rank-based estimation for
regression single index models . . . . . 1115--1146
Yixin Fang and
Heng Lian and
Hua Liang A generalized partially linear framework
for variance functions . . . . . . . . . 1147--1175
Mijeong Kim and
Yanyuan Ma Semiparametric efficient estimators in
heteroscedastic error models . . . . . . 1--28
Denis Belomestny and
Fabienne Comte and
Valentine Genon-Catalot Sobolev--Hermite versus Sobolev
nonparametric density estimation on $
\mathbb {R} $ . . . . . . . . . . . . . 29--62
Omer Ozturk Two-stage cluster samples with ranked
set sampling designs . . . . . . . . . . 63--91
Kun-Lin Kuo and
Yuchung J. Wang Pseudo-Gibbs sampler for discrete
conditional distributions . . . . . . . 93--105
Benedikt Bauer and
Felix Heimrich and
Michael Kohler and
Adam Krzyzak On estimation of surrogate models for
multivariate computer experiments . . . 107--136
Jiajuan Liang and
Kai Wang Ng and
Guoliang Tian A class of uniform tests for
goodness-of-fit of the multivariate $
L_p $-norm spherical distributions and
the $ l_p$-norm symmetric distributions 137--162
Robert E. Gaunt and
Satish Iyengar and
Adri B. Olde Daalhuis and
Burcin Simsek An asymptotic expansion for the
normalizing constant of the
Conway--Maxwell--Poisson distribution 163--180
Ursula U. Müller and
Hanxiang Peng and
Anton Schick Inference about the slope in linear
regression: an empirical likelihood
approach . . . . . . . . . . . . . . . . 181--211
Dennis Dobler Bootstrapping the Kaplan--Meier
estimator on the whole line . . . . . . 213--246
Yuta Umezu and
Yusuke Shimizu and
Hiroki Masuda and
Yoshiyuki Ninomiya AIC for the non-concave penalized
likelihood method . . . . . . . . . . . 247--274
Yan Gao and
Xinyu Zhang and
Shouyang Wang and
Terence Tai-leung Chong and
Guohua Zou Frequentist model averaging for
threshold models . . . . . . . . . . . . 275--306
Sigeo Aki Waiting time for consecutive repetitions
of a pattern and related distributions 307--325
Debajit Chatterjee and
Uttam Bandyopadhyay Testing in nonparametric ANCOVA model
based on ridit reliability functional 327--364
Lihong Qi and
Xu Zhang and
Yanqing Sun and
Lu Wang and
Yichuan Zhao Weighted estimating equations for
additive hazards models with missing
covariates . . . . . . . . . . . . . . . 365--387
Aguech Rafik and
Lasmar Nabil and
Selmi Olfa A generalized urn with multiple drawing
and random addition . . . . . . . . . . 389--408
Lina Liao and
Cheolwoo Park and
Hosik Choi Penalized expectile regression: an
alternative to penalized quantile
regression . . . . . . . . . . . . . . . 409--438
Piotr Graczyk and
Hideyuki Ishi and
Salha Mamane Wishart exponential families on cones
related to tridiagonal matrices . . . . 439--471
Makoto Aoshima and
Kazuyoshi Yata Distance-based classifier by data
transformation for high-dimension,
strongly spiked eigenvalue models . . . 473--503
Junyong Park Testing homogeneity of proportions from
sparse binomial data with a large number
of groups . . . . . . . . . . . . . . . 505--535
Ensiyeh Nezakati and
Mostafa Razmkhah and
Firoozeh Haghighi Reliability analysis of a
$k$-out-of-$n$: $F$ system under a
linear degradation model with
calibrations . . . . . . . . . . . . . . 537--552
Huijun Guo and
Youming Liu Regression estimation under strong
mixing data . . . . . . . . . . . . . . 553--576
Italo R. Lima and
Guanqun Cao and
Nedret Billor M-based simultaneous inference for the
mean function of functional data . . . . 577--598
Stefan Aulbach and
Michael Falk and
Timo Fuller Testing for a $ \delta $-neighborhood of
a generalized Pareto copula . . . . . . 599--626
Arun Kumar Kuchibhotla and
Somabha Mukherjee and
Ayanendranath Basu Statistical inference based on bridge
divergences . . . . . . . . . . . . . . 627--656
Zhaoliang Wang and
Liugen Xue and
Gaorong Li and
Fei Lu Spline estimator for ultra-high
dimensional partially linear varying
coefficient models . . . . . . . . . . . 657--677
Wagner Barreto-Souza and
Vinícius Diniz Mayrink Semiparametric generalized exponential
frailty model for clustered survival
data . . . . . . . . . . . . . . . . . . 679--701
Yuta Koike and
Zhi Liu Asymptotic properties of the realized
skewness and related statistics . . . . 703--741
Michael Levine Robust functional estimation in the
multivariate partial linear model . . . 743--770
Alexey Miroshnikov and
Evgeny Savelev Asymptotic properties of parallel
Bayesian kernel density estimators . . . 771--810
Nadezhda Gribkova and
Ricardas Zitikis Weighted allocations, their
concomitant-based estimators, and
asymptotics . . . . . . . . . . . . . . 811--835
Yoshiharu Takagi and
Yutaka Kano Bias reduction using surrogate endpoints
as auxiliary variables . . . . . . . . . 837--852
Kairat Mynbaev and
Carlos Martins-Filho Unified estimation of densities on
bounded and unbounded domains . . . . . 853--887
Lei Wang Dimension reduction for kernel-assisted
$M$-estimators with missing response at
random . . . . . . . . . . . . . . . . . 889--910
Yongcheng Qi and
Fang Wang and
Lin Zhang Limiting distributions of likelihood
ratio test for independence of
components for high-dimensional normal
vectors . . . . . . . . . . . . . . . . 911--946
Moosup Kim and
Sangyeol Lee Test for tail index constancy of GARCH
innovations based on conditional
volatility . . . . . . . . . . . . . . . 947--981
Lijie Gu and
Suojin Wang and
Lijian Yang Simultaneous confidence bands for the
distribution function of a finite
population in stratified sampling . . . 983--1005
Xiaolin Chen and
Yi Liu and
Qihua Wang Joint feature screening for
ultra-high-dimensional sparse additive
hazards model by the sparsity-restricted
pseudo-score estimator . . . . . . . . . 1007--1031
Youngmi Lee and
Sangyeol Lee CUSUM test for general nonlinear
integer-valued GARCH models: comparison
study . . . . . . . . . . . . . . . . . 1033--1057
Haejune Oh and
Sangyeol Lee Modified residual CUSUM test for
location-scale time series models with
heteroscedasticity . . . . . . . . . . . 1059--1091
Xianyi Wu and
Xian Zhou On Hodges' superefficiency and merits of
oracle property in model selection . . . 1093--1119
Jungjun Choi and
In Choi Maximum likelihood estimation of
autoregressive models with a near unit
root and Cauchy errors . . . . . . . . . 1121--1142
Xuejun Wang and
Yi Wu and
Shuhe Hu The Berry--Esseen bounds of the weighted
estimator in a nonparametric regression
model . . . . . . . . . . . . . . . . . 1143--1162
Jing Lv and
Chaohui Guo Quantile estimations via modified
Cholesky decomposition for longitudinal
single-index models . . . . . . . . . . 1163--1199
Zhuoer Sun and
Suojin Wang Semiparametric estimation in regression
with missing covariates using
single-index models . . . . . . . . . . 1201--1232
Matthias Hansmann and
Michael Kohler and
Harro Walk On the strong universal consistency of
local averaging regression estimates . . 1233--1263
Matthias Hansmann and
Michael Kohler and
Harro Walk Correction to: On the strong universal
consistency of local averaging
regression estimates . . . . . . . . . . 1265--1269
Frederic Paik Schoenberg and
Marc Hoffmann and
Ryan J. Harrigan A recursive point process model for
infectious diseases . . . . . . . . . . 1271--1287
Avijit Maji and
Abhik Ghosh and
Ayanendranath Basu and
Leandro Pardo Robust statistical inference based on
the $C$-divergence family . . . . . . . 1289--1322
Mike West Bayesian forecasting of multivariate
time series: scalability, structure
uncertainty and decisions . . . . . . . 1--31
Jouchi Nakajima Discussion of ``Bayesian forecasting of
multivariate time series: scalability,
structure uncertainty and decisions'' 33--36
Chris Glynn Discussion of ``Bayesian forecasting of
multivariate time series: scalability,
structure uncertainty and decisions'' 37--39
Mike West Reply to Discussion of ``Bayesian
forecasting of multivariate time series:
scalability, structure uncertainty and
decisions'' . . . . . . . . . . . . . . 41--44
Xin He and
Junhui Wang Discovering model structure for
partially linear models . . . . . . . . 45--63
Zehua Chen and
Yiwei Jiang A two-stage sequential conditional
selection approach to sparse
high-dimensional multivariate regression
models . . . . . . . . . . . . . . . . . 65--90
Yves G. Berger An empirical likelihood approach under
cluster sampling with missing
observations . . . . . . . . . . . . . . 91--121
Michael Kohler and
Adam Krzyzak Estimating quantiles in imperfect
simulation models using conditional
density estimation . . . . . . . . . . . 123--155
Lutz Dümbgen and
Ehsan Zamanzade Inference on a distribution function
from ranked set samples . . . . . . . . 157--185
Taku Moriyama and
Yoshihiko Maesono New kernel estimators of the hazard
ratio and their asymptotic properties 187--211
Weihua Zhao and
Weiping Zhang and
Heng Lian Marginal quantile regression for varying
coefficient models with longitudinal
data . . . . . . . . . . . . . . . . . . 213--234
Victor Konev and
Bogdan Nazarenko Sequential fixed accuracy estimation for
nonstationary autoregressive processes 235--264
Francesco Bravo Semiparametric quantile regression with
random censoring . . . . . . . . . . . . 265--295
Benjamin Poignard Asymptotic theory of the adaptive Sparse
Group Lasso . . . . . . . . . . . . . . 297--328
John Copas and
Shinto Eguchi Strong model dependence in statistical
analysis: goodness of fit is not enough
for model choice . . . . . . . . . . . . 329--352
Tung Duy Luu and
Jalal Fadili and
Christophe Chesneau Sharp oracle inequalities for
low-complexity priors . . . . . . . . . 353--397
Georgios Afendras and
Nickos Papadatos and
Violetta E. Piperigou On the limiting distribution of sample
central moments . . . . . . . . . . . . 399--425
Feng Zou and
Hengjian Cui Error density estimation in
high-dimensional sparse linear model . . 427--449
Hammou El Barmi A test for the presence of stochastic
ordering under censoring: the $k$-sample
case . . . . . . . . . . . . . . . . . . 451--470
Joydeep Chowdhury and
Probal Chaudhuri Convergence rates for kernel regression
in infinite-dimensional spaces . . . . . 471--509
Yasuhito Tsuruta and
Masahiko Sagae Theoretical properties of bandwidth
selectors for kernel density estimation
on the circle . . . . . . . . . . . . . 511--530
Tung-Lung Wu Conditional waiting time distributions
of runs and patterns and their
applications . . . . . . . . . . . . . . 531--543
Jimmy Olsson and
Johan Westerborn Alenlöv Particle-based online estimation of
tangent filters with application to
parameter estimation in nonlinear
state-space models . . . . . . . . . . . 545--576
Laurent Delsol and
Ingrid Van Keilegom Semiparametric $M$-estimation with
non-smooth criterion functions . . . . . 577--605
Fabrizio Durante and
Juan Fernández Sánchez and
Wolfgang Trutschnig Spatially homogeneous copulas . . . . . 607--626
Ben Jones and
Andreas Artemiou On principal components regression with
Hilbertian predictors . . . . . . . . . 627--644
M. C. Jones On univariate slash distributions,
continuous and discrete . . . . . . . . 645--657
Jonas R. Brehmer and
Tilmann Gneiting Properization: constructing proper
scoring rules via Bayes acts . . . . . . 659--673
C. Farinetto and
Yu. A. Kutoyants and
A. Top Poisson source localization on the
plane: change-point case . . . . . . . . 675--698
Jun Zhang and
Xia Cui and
Heng Peng Estimation and hypothesis test for
partial linear single-index
multiplicative models . . . . . . . . . 699--740
Norbert Henze and
Celeste Mayer More good news on the HKM test for
multivariate reflected symmetry about an
unknown centre . . . . . . . . . . . . . 741--770
Steven Abrams and
Paul Janssen and
Jan Swanepoel and
Noël Veraverbeke Nonparametric estimation of the cross
ratio function . . . . . . . . . . . . . 771--801
Ryo Kato and
Takahiro Hoshino Semiparametric Bayesian multiple
imputation for regression models with
missing mixed continuous-discrete
covariates . . . . . . . . . . . . . . . 803--825
Zhenghui Feng and
Lu Lin and
Ruoqing Zhu and
Lixing Zhu Nonparametric variable selection and its
application to additive models . . . . . 827--854
Claudio Agostinelli and
Ana M. Bianco and
Graciela Boente Robust estimation in single-index models
when the errors have a unimodal density
with unknown nuisance parameter . . . . 855--893
Donald E. K. Martin Distributions of pattern statistics in
sparse Markov models . . . . . . . . . . 895--913
Laurent Gardes and
Armelle Guillou and
Claire Roman Estimation of extreme conditional
quantiles under a general
tail-first-order condition . . . . . . . 915--943
Chenlong Li and
Zhanjie Song and
Wenjun Wang Space-time inhomogeneous background
intensity estimators for semi-parametric
space-time self-exciting point process
models . . . . . . . . . . . . . . . . . 945--967
Frank Eriksson and
Torben Martinussen and
Sòren Feodor Nielsen Large sample results for frequentist
multiple imputation for Cox regression
with missing covariate data . . . . . . 969--996
Dennis Dobler and
Sarah Friedrich and
Markus Pauly Nonparametric MANOVA in meaningful
effects . . . . . . . . . . . . . . . . 997--1022
F. Comte and
V. Genon-Catalot Regression function estimation as a
partly inverse problem . . . . . . . . . 1023--1054
Axel Bücher and
Holger Dette and
Florian Heinrichs Detecting deviations from second-order
stationarity in locally stationary
functional time series . . . . . . . . . 1055--1094
Krisztina Dearborn and
Rafael Frongillo On the indirect elicitability of the
mode and modal interval . . . . . . . . 1095--1108
Norbert Henze and
Jaco Visagie Testing for normality in any dimension
based on a partial differential equation
involving the moment generating function 1109--1136
O. V. Chernoyarov and
S. Dachian and
Yu. A. Kutoyants Poisson source localization on the
plane: cusp case . . . . . . . . . . . . 1137--1157
Kun Chen and
Ngai Hang Chan and
Chun Yip Yau Bartlett correction of frequency domain
empirical likelihood for time series
with unknown innovation variance . . . . 1159--1173
Rodney V. Fonseca and
Aluísio Pinheiro Wavelet estimation of the dimensionality
of curve time series . . . . . . . . . . 1175--1204
Slim Beltaief and
Oleg Chernoyarov and
Serguei Pergamenchtchikov Model selection for the robust efficient
signal processing observed with small
Lévy noise . . . . . . . . . . . . . . . 1205--1235
K. V. Harsha and
Alladi Subramanyam Some information inequalities for
statistical inference . . . . . . . . . 1237--1256
Yugo Nakayama and
Kazuyoshi Yata and
Makoto Aoshima Bias-corrected support vector machine
with Gaussian kernel in high-dimension,
low-sample-size settings . . . . . . . . 1257--1286
Natalie Neumeyer and
Leonie Selk and
Charles Tillier Semi-parametric transformation boundary
regression models . . . . . . . . . . . 1287--1315
Elena Hadjicosta and
Donald Richards Integral transform methods in
goodness-of-fit testing, II: the Wishart
distributions . . . . . . . . . . . . . 1317--1370
Byungsoo Kim and
Sangyeol Lee Robust estimation for general
integer-valued time series models . . . 1371--1396
Abhijit Mandal An optimal test for the additive model
with discrete or categorical predictors 1397--1417
Paul Doukhan and
Ieva Grublyte and
Laurence Reboul Comparing the marginal densities of two
strictly stationary linear processes . . 1419--1447
Yan Cui and
Qi Li and
Fukang Zhu Flexible bivariate Poisson
integer-valued GARCH model . . . . . . . 1449--1477
D. Benelmadani and
K. Benhenni and
S. Louhichi The reproducing kernel Hilbert space
approach in nonparametric regression
problems with correlated observations 1479--1500
Mineaki Ohishi and
Hirokazu Yanagihara and
Shuichi Kawano Equivalence between adaptive Lasso and
generalized ridge estimators in linear
regression with orthogonal explanatory
variables after optimizing
regularization parameters . . . . . . . 1501--1516
H. Fujisawa and
Y. Ninomiya and
T. Sei Report of the editors . . . . . . . . . 1--2
Toshio Honda The de-biased group Lasso estimation for
varying coefficient models . . . . . . . 3--29
Steffen Betsch and
Bruno Ebner Fixed point characterizations of
continuous univariate probability
distributions and their applications . . 31--59
Holger Dette and
Viatcheslav B. Melas and
Petr Shpilev Some explicit solutions of $c$-optimal
design problems for polynomial
regression with no intercept . . . . . . 61--82
Yingying Jiang and
Fuming Lin and
Yong Zhou The $k$-th power expectile regression 83--113
Hongyuan Cao and
Jason P. Fine On the proportional hazards model with
last observation carried forward
covariates . . . . . . . . . . . . . . . 115--134
Quynh Van Nong and
Chi Tim Ng Clustering of subsample means based on
pairwise $ L_1 $ regularized empirical
likelihood . . . . . . . . . . . . . . . 135--174
Quynh Van Nong and
Chi Tim Ng Correction to: Clustering of subsample
means based on pairwise $ L_1 $
regularized empirical likelihood . . . . 175--175
Shogo H. Nakakita and
Yusuke Kaino and
Masayuki Uchida Quasi-likelihood analysis and Bayes-type
estimators of an ergodic diffusion plus
noise . . . . . . . . . . . . . . . . . 177--225
Albert Vexler Valid $p$-values and expectations of
$p$-values revisited . . . . . . . . . . 227--248
Benedict Götz and
Sebastian Kersting and
Michael Kohler Estimation of an improved surrogate
model in uncertainty quantification by
neural networks . . . . . . . . . . . . 249--281
A. Gibberd and
S. Roy Consistent multiple changepoint
estimation with fused Gaussian graphical
models . . . . . . . . . . . . . . . . . 283--309
Shiyun Chen and
Ery Arias-Castro On the power of some sequential multiple
testing procedures . . . . . . . . . . . 311--336
Jürgen Kampf and
Georgiy Shevchenko and
Evgeny Spodarev Nonparametric estimation of the kernel
function of symmetric stable moving
average random functions . . . . . . . . 337--367
Hansjörg Albrecher and
Martin Bladt and
Mogens Bladt Multivariate matrix Mittag-Leffler
distributions . . . . . . . . . . . . . 369--394
Youssef Taleb and
Edward A. K. Cohen Multiresolution analysis of point
processes and statistical thresholding
for Haar wavelet-based intensity
estimation . . . . . . . . . . . . . . . 395--423
Ka Yiu Wong and
Dietrich Stoyan Poles of pair correlation functions:
When they are real? . . . . . . . . . . 425--440
Kangning Wang and
Wen Shan Copula and composite quantile
regression-based estimating equations
for longitudinal data . . . . . . . . . 441--455
Peng Lai and
Fangjian Wang and
Qingzhao Zhang Model identification and selection for
single-index varying-coefficient models 457--480
Li-Pang Chen and
Grace Y. Yi Semiparametric methods for
left-truncated and right-censored
survival data with covariate measurement
error . . . . . . . . . . . . . . . . . 481--517
Ji Chen and
Jun Shao and
Fang Fang Instrument search in pseudo-likelihood
approach for nonignorable nonresponse 519--533
Yuting Wei and
Qihua Wang and
Wei Liu Model averaging for linear models with
responses missing at random . . . . . . 535--553
Haruhiko Inatsugu and
Nakahiro Yoshida Global jump filters and quasi-likelihood
analysis for volatility . . . . . . . . 555--598
Aki Ishii and
Kazuyoshi Yata and
Makoto Aoshima Hypothesis tests for high-dimensional
covariance structures . . . . . . . . . 599--622
Lei Wang and
Wei Ma Improved empirical likelihood inference
and variable selection for generalized
linear models with longitudinal
nonignorable dropouts . . . . . . . . . 623--647
Simon Clinet and
Yoann Potiron Estimation for high-frequency data under
parametric market microstructure noise 649--669
Yury A. Kutoyants On localization of source by hidden
Gaussian processes with small noise . . 671--702
Mingyang Ren and
Sanguo Zhang and
Qingzhao Zhang Robust high-dimensional regression for
data with anomalous responses . . . . . 703--736
Jiasen Zheng and
Lixing Zhu Determining the number of canonical
correlation pairs for high-dimensional
vectors . . . . . . . . . . . . . . . . 737--756
Pratik Misra and
Seth Sullivant Gaussian graphical models with toric
vanishing ideals . . . . . . . . . . . . 757--785
Shanshan Qin and
Hao Ding and
Feng Liu High-dimensional sign-constrained
feature selection and grouping . . . . . 787--819
Byungsoo Kim and
Junmo Song and
Changryong Baek Robust test for structural instability
in dynamic factor models . . . . . . . . 821--853
Holger Dette and
Subhra Sankar Dhar and
Weichi Wu Identifying shifts between two
regression curves . . . . . . . . . . . 855--889
Noirrit Kiran Chandra and
Sourabh Bhattacharya Asymptotic theory of dependent Bayesian
multiple testing procedures under
possible model misspecification . . . . 891--920
Alessandro De Gregorio and
Francesco Iafrate Regularized bridge-type estimation with
multiple penalties . . . . . . . . . . . 921--951
Gery Geenens Mellin--Meijer kernel density estimation
on $ \mathbb {R}^+ $ . . . . . . . . . . 953--977
Luiza S. C. Piancastelli and
Wagner Barreto-Souza and
Vinícius D. Mayrink Generalized inverse-Gaussian frailty
models with application to TARGET
neuroblastoma data . . . . . . . . . . . 979--1010
Federico Camerlenghi and
Claudio Macci and
Elena Villa Asymptotic behavior of mean density
estimators based on a single
observation: the Boolean model case . . 1011--1035
Grzegorz Wy\lupek A permutation test for the two-sample
right-censored model . . . . . . . . . . 1037--1061
Estate V. Khmaladze Distribution-free testing in linear and
parametric regression . . . . . . . . . 1063--1087
Mathias Vetter A universal approach to estimate the
conditional variance in semimartingale
limit theorems . . . . . . . . . . . . . 1089--1125
Baichuan Yuan and
Frederic P. Schoenberg and
Andrea L. Bertozzi Fast estimation of multivariate
spatiotemporal Hawkes processes and
network reconstruction . . . . . . . . . 1127--1152
Hideki Nagatsuka and
N. Balakrishnan Efficient likelihood-based inference for
the generalized Pareto distribution . . 1153--1185
Pierre Druilhet and
Erwan Saint Loubert Bié Improper versus finitely additive
distributions as limits of countably
additive probabilities . . . . . . . . . 1187--1202
Luz M. Gómez and
Rogério F. Porto and
Pedro A. Morettin Nonparametric regression with warped
wavelets and strong mixing processes . . 1203--1228
Ariane Hanebeck and
Bernhard Klar Smooth distribution function estimation
for lifetime distributions using
Szasz--Mirakyan operators . . . . . . . 1229--1247
Li Cai and
Lijie Gu and
Suojin Wang Simultaneous confidence bands for
nonparametric regression with missing
covariate data . . . . . . . . . . . . . 1249--1279
Benjamin Poignard and
Jean-David Fermanian The finite sample properties of sparse
$M$-estimators with pseudo-observations 1--31
Shun-ichi Amari and
Takeru Matsuda Wasserstein statistics in
one-dimensional location scale models 33--47
Kai Yang and
Peihua Qiu A three-step local smoothing approach
for estimating the mean and covariance
functions of spatio-temporal data . . . 49--68
Zhihua Sun and
Yi Liu and
Gang Li Broken adaptive ridge regression for
right-censored survival data . . . . . . 69--91
Mengke Li and
Yukun Liu and
Jing Qin Empirical likelihood meta-analysis with
publication bias correction under
Copas-like selection model . . . . . . . 93--112
Evgeny Pchelintsev and
Serguei Pergamenshchikov and
Maria Povzun Efficient estimation methods for
non-Gaussian regression models in
continuous time . . . . . . . . . . . . 113--142
Pierpaolo De Blasi and
Ramsés H. Mena and
Igor Prünster Asymptotic behavior of the number of
distinct values in a sample from the
geometric stick-breaking process . . . . 143--165
Tino Werner Asymptotic linear expansion of
regularized $M$-estimators . . . . . . . 167--194
Holger Dette and
Kevin Kokot Detecting relevant differences in the
covariance operators of functional time
series: a sup-norm approach . . . . . . 195--231
Vicky Fasen-Hartmann and
Celeste Mayer Whittle estimation for continuous-time
stationary state space models with
finite second moments . . . . . . . . . 233--270
Bochuan Jiang and
Yaping Wang and
Mingyao Ai Search for minimum aberration designs
with uniformity . . . . . . . . . . . . 271--287
Anh-Tuan Hoang and
Thorsten Dickhaus On the usage of randomized p-values in
the Schweder--Spjòtvoll estimator . . . . 289--319
Sanying Feng and
Menghan Zhang and
Tiejun Tong Variable selection for functional linear
models with strong heredity constraint 321--339
C. Adam and
I. Gijbels Local polynomial expectile regression 341--378
Jing Zhang and
Qihua Wang and
Xuan Wang Surrogate-variable-based model-free
feature screening for survival data
under the general censoring mechanism 379--397
Hideto Nakashima and
Piotr Graczyk Wigner and Wishart ensembles for sparse
Vinberg models . . . . . . . . . . . . . 399--433
Jiaming Luan and
Hongwei Wang and
Benle Zhang Robust distributed estimation and
variable selection for massive datasets
via rank regression . . . . . . . . . . 435--450
Meng Yuan and
Chunlin Wang and
Pengfei Li Semiparametric inference on general
functionals of two semicontinuous
populations . . . . . . . . . . . . . . 451--472
Chin-Yuan Hu and
Gwo Dong Lin Characterizations of the normal
distribution via the independence of the
sample mean and the feasible definite
statistics with ordered arguments . . . 473--488
Alexander I. Jordan and
Anja Mühlemann and
Johanna F. Ziegel Characterizing the optimal solutions to
the isotonic regression problem for
identifiable functionals . . . . . . . . 489--514
Kou Fujimori The variable selection by the Dantzig
selector for Cox's proportional hazards
model . . . . . . . . . . . . . . . . . 515--537
Zhongqi Liang and
Qihua Wang and
Yuting Wei Robust model selection with covariables
missing at random . . . . . . . . . . . 539--557
Bin Luo and
Xiaoli Gao A high-dimensional $M$-estimator
framework for bi-level variable
selection . . . . . . . . . . . . . . . 559--579
Minerva Mukhopadhyay and
Sourabh Bhattacharya Bayes factor asymptotics for variable
selection in the Gaussian process
framework . . . . . . . . . . . . . . . 581--613
John Copas Akaike Memorial Lecture 2020: Some of
the challenges of statistical
applications . . . . . . . . . . . . . . 615--637
Masayuki Henmi Discussion of Akaike Memorial Lecture
2020: Some of the challenges of
statistical applications . . . . . . . . 639--641
Masataka Taguri Discussion of ``Akaike Memorial Lecture
2020: Some of the challenges of
statistical applications'' . . . . . . . 643--647
John Copas Author's rejoinder to the discussion of
the Akaike Memorial Lecture 2020 . . . . 649--652
Haeran Cho and
Claudia Kirch Two-stage data segmentation permitting
multiscale change points, heavy tails
and dependence . . . . . . . . . . . . . 653--684
Victor V. Konev and
Sergey E. Vorobeychikov Fixed accuracy estimation of parameters
in a threshold autoregressive model . . 685--711
N. V. Gribkova and
J. Su and
R. Zitikis Empirical tail conditional allocation
and its consistency under minimal
assumptions . . . . . . . . . . . . . . 713--735
Salim Bouzebda and
Mohamed Chaouch and
Sultana Didi Biha Asymptotics for function derivatives
estimators based on stationary and
ergodic discrete time processes . . . . 737--771
Katharina Proksch and
Nicolai Bissantz and
Hajo Holzmann Simultaneous inference for Berkson
errors-in-variables regression under
fixed design . . . . . . . . . . . . . . 773--800
William Kengne and
Isidore S. Ngongo Inference for nonstationary time series
of counts with application to
change-point problems . . . . . . . . . 801--835
Giorgos Bakoyannis and
Dipankar Bandyopadhyay Nonparametric tests for multistate
processes with clustered data . . . . . 837--867
Fengrui Di and
Lei Wang Multi-round smoothed composite quantile
regression for distributed data . . . . 869--893
Yuichi Akaoka and
Kazuki Okamura and
Yoshiki Otobe Bahadur efficiency of the maximum
likelihood estimator and one-step
estimator for quasi-arithmetic means of
the Cauchy distribution . . . . . . . . 895--923
Vlad Stefan Barbu and
Slim Beltaief and
Serguei Pergamenchtchikov Adaptive efficient estimation for
generalized semi-Markov big data models 925--955
Tiandong Wang and
Panpan Zhang Directed hybrid random networks mixing
preferential attachment with uniform
attachment mechanisms . . . . . . . . . 957--986
Lu Li and
Niwen Zhou and
Lixing Zhu Outcome regression-based estimation of
conditional average treatment effect . . 987--1041
Bofei Xiao and
Bo Lei and
Bin Guo A blockwise network autoregressive model
with application for fraud detection . . 1043--1065
Hammou El Barmi On comparing competing risks using the
ratio of their cumulative incidence
functions . . . . . . . . . . . . . . . 1067--1083
Michael Kohler and
Adam Krzyzak and
Benjamin Walter On the rate of convergence of image
classifiers based on convolutional
neural networks . . . . . . . . . . . . 1085--1108
Ke Yu and
Shan Luo A sequential feature selection procedure
for high-dimensional Cox proportional
hazards model . . . . . . . . . . . . . 1109--1142
Chih-Hao Chang and
Hsin-Cheng Huang and
Ching-Kang Ing Inference of random effects for linear
mixed-effects models with a fixed number
of clusters . . . . . . . . . . . . . . 1143--1161
Holger Dette and
Martin Kroll Asymptotic equivalence for nonparametric
regression with dependent errors:
Gauss--Markov processes . . . . . . . . 1163--1196
Toshiaki Tsukurimichi and
Yu Inatsu and
Ichiro Takeuchi Conditional selective inference for
robust regression and outlier detection
using piecewise-linear homotopy
continuation . . . . . . . . . . . . . . 1197--1228
Lyu Ni and
Jun Shao Estimation with multivariate outcomes
having nonignorable item nonresponse . . 1--15
Jinhui Guo and
Yingyin Lu Joint behavior of point processes of
clusters and partial sums for stationary
bivariate Gaussian triangular arrays . . 17--37
Jingjing Wu and
Tasnima Abedin and
Qiang Zhao Semiparametric modelling of
two-component mixtures with stochastic
dominance . . . . . . . . . . . . . . . 39--70
Suneel Babu Chatla Nonparametric inference for additive
models estimated via simplified smooth
backfitting . . . . . . . . . . . . . . 71--97
Yoshikazu Terada and
Hidetoshi Shimodaira Selective inference after feature
selection via multiscale bootstrap . . . 99--125
Vo Nguyen Le Duy and
Ichiro Takeuchi Exact statistical inference for the
Wasserstein distance by selective
inference . . . . . . . . . . . . . . . 127--157
Jonas Baillien and
Ir\`ene Gijbels and
Anneleen Verhasselt Flexible asymmetric multivariate
distributions based on two-piece
univariate distributions . . . . . . . . 159--200
Yuri Goegebeur and
Armelle Guillou and
Jing Qin Robust estimation of the conditional
stable tail dependence function . . . . 201--231
Min Tsao Group least squares regression for
linear models with strongly correlated
predictor variables . . . . . . . . . . 233--250
Min Tsao Correction to: Group least squares
regression for linear models with
strongly correlated predictor variables 251--251
Amina Shahzadi and
Ting Wang and
Mark Bebbington and
Matthew Parry Inhomogeneous hidden semi-Markov models
for incompletely observed point
processes . . . . . . . . . . . . . . . 253--280
Keisuke Hanada and
Tomoyuki Sugimoto Inference using an exact distribution of
test statistic for random-effects
meta-analysis . . . . . . . . . . . . . 281--302
Mariusz Bieniek and
Luiza Pa'nczyk On the choice of the optimal single
order statistic in quantile estimation 303--333
Tino Werner Quantitative robustness of instance
ranking problems . . . . . . . . . . . . 335--368
Qiuping Wang and
Yuan Zhang and
Ting Yan Asymptotic theory in network models with
covariates and a growing number of node
parameters . . . . . . . . . . . . . . . 369--392
Toshio Honda and
Chien-Tong Lin Forward variable selection for
ultra-high dimensional quantile
regression models . . . . . . . . . . . 393--424
Brajendra C. Sutradhar Regression analysis for exponential
family data in a finite population setup
using two-stage cluster sample . . . . . 425--462
Xiaojun Mao and
Zhonglei Wang and
Shu Yang Matrix completion under complex survey
sampling . . . . . . . . . . . . . . . . 463--492
Shaomin Li and
Kangning Wang and
Yong Xu Robust estimation for nonrandomly
distributed data . . . . . . . . . . . . 493--509
Yuichi Goto and
Kotone Suzuki and
Xiaofei Xu and
Masanobu Taniguchi Tests for the existence of group effects
and interactions for two-way models with
dependent errors . . . . . . . . . . . . 511--532
Yuma Uehara Bootstrap method for misspecified
ergodic Lévy driven stochastic
differential equation models . . . . . . 533--565
Kare Kamila Data-driven model selection for
same-realization predictions in
autoregressive processes . . . . . . . . 567--592
M. Arendarczyk and
T. J. Kozubowski and
A. K. Panorska Slash distributions, generalized
convolutions, and extremes . . . . . . . 593--617
Zeyu Wu and
Cheng Wang and
Weidong Liu A unified precision matrix estimation
framework via sparse column-wise inverse
operator under weak sparsity . . . . . . 619--648
Zishu Zhan and
Yang Li and
Yuhong Yang and
Cunjie Lin Model averaging for semiparametric
varying coefficient quantile regression
models . . . . . . . . . . . . . . . . . 649--681
Elena Pesce and
Fabio Rapallo and
Eva Riccomagno and
Henry P. Wynn Generation of all randomizations using
circuits . . . . . . . . . . . . . . . . 683--704
Shibin Zhang A copula spectral test for pairwise time
reversibility . . . . . . . . . . . . . 705--729
Florian Dussap Nonparametric multiple regression by
projection on non-compactly supported
bases . . . . . . . . . . . . . . . . . 731--771
Abhijit Mandal and
Beste Hamiye Beyaztas and
Soutir Bandyopadhyay Robust density power divergence
estimates for panel data models . . . . 773--798
Nannan Ma and
Hailin Sang and
Guangyu Yang Least absolute deviation estimation for
AR(1) processes with roots close to
unity . . . . . . . . . . . . . . . . . 799--832
Shaoting Li and
Jiahua Chen Mixture of shifted binomial
distributions for rating data . . . . . 833--853
Yasuhito Tsuruta and
Masahiko Sagae Automatic data-based bin width selection
for rose diagram . . . . . . . . . . . . 855--886
Conor Kresin and
Frederic Schoenberg Parametric estimation of
spatial-temporal point processes using
the Stoyan--Grabarnik statistic . . . . 887--909
Hengfang Wang and
Jae Kwang Kim Statistical inference using regularized
M-estimation in the reproducing kernel
Hilbert space for handling missing data 911--929
Kuangnan Fang and
Jingmao Li and
Yaqing Xu and
Shuangge Ma and
Qingzhao Zhang Gene-environment interaction analysis
under the Cox model . . . . . . . . . . 931--948
Xiuli Wang and
Jingchang Shao and
Jingjing Wu and
Qiang Zhao Robust variable selection with
exponential squared loss for partially
linear spatial autoregressive models . . 949--977
Chihiro Watanabe and
Taiji Suzuki A goodness-of-fit test on the number of
biclusters in a relational data matrix 979--1009
Bruno Ebner and
Adrian Fischer and
Norbert Henze and
Celeste Mayer Goodness-of-fit tests for the Weibull
distribution based on the Laplace
transform and Stein's method . . . . . . 1011--1038
Yuqing Ma and
Peijie Wang and
Jianguo Sun Estimation of complier causal treatment
effects with informatively
interval-censored failure time data . . 1039--1062
Aapo Hyvärinen and
Ilyes Khemakhem and
Ricardo Monti Identifiability of latent-variable and
structural-equation models: from linear
to nonlinear . . . . . . . . . . . . . . 1--33
Hiroshi Morioka Discussion of ``Identifiability of
latent-variable and structural-equation
models: from linear to nonlinear'' . . . 35--37
Takeru Matsuda Discussion of ``Identifiability of
latent-variable and structural-equation
models: from linear to nonlinear'' . . . 39--42
Aapo Hyvärinen Rejoinder of ``Identifiability of
latent-variable and structural-equation
models: from linear to nonlinear'' . . . 43--46
Jonas R. Brehmer and
Tilmann Gneiting and
Marcus Herrmann and
Warner Marzocchi and
Martin Schlather and
Kirstin Strokorb Comparative evaluation of point process
forecasts . . . . . . . . . . . . . . . 47--71
Zhihao Zhao and
Xinyu Zhang and
Guohua Zou and
Alan T. K. Wan and
Geoffrey K. F. Tso Model averaging for estimating treatment
effects . . . . . . . . . . . . . . . . 73--92
Kai Xu and
Nan An A tuning-free efficient test for
marginal linear effects in
high-dimensional quantile regression . . 93--110
Shoichi Eguchi and
Hiroki Masuda Gaussian quasi-information criteria for
ergodic Lévy driven SDE . . . . . . . . . 111--157
Patrick Bastian and
Holger Dette and
Lukas Koletzko and
Kathrin Möllenhoff Comparing regression curves: an $ L^1
$-point of view . . . . . . . . . . . . 159--183
Lutz Dümbgen and
Klaus Nordhausen Approximating symmetrized estimators of
scatter via balanced incomplete
$U$-statistics . . . . . . . . . . . . . 185--207
Hél\`ene Halconruy and
Nicolas Marie On a projection least squares estimator
for jump diffusion processes . . . . . . 209--234
Qi Zheng and
Yunwei Cui and
Rongning Wu On estimation of nonparametric
regression models with autoregressive
and moving average errors . . . . . . . 235--262
Michel Carbon and
Thierry Duchesne Multivariate frequency polygon for
stationary random fields . . . . . . . . 263--287
Davy Paindaveine On UMPS hypothesis testing . . . . . . . 289--312
M. N. M. van Lieshout Non-parametric adaptive bandwidth
selection for kernel estimators of
spatial intensity functions . . . . . . 313--331
Sangyeol Lee and
Chang Kyeom Kim Test for conditional quantile change in
general conditional heteroscedastic time
series models . . . . . . . . . . . . . 333--359