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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
Selina Drews and Michael Kohler On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent . . 361--391 Claudia Kirch and Kerstin Reckruehm Data segmentation for time series based on a general moving sum approach . . . . 393--421 Jean-François Quessy Gradual change-point analysis based on Spearman matrices for multivariate time series . . . . . . . . . . . . . . . . . 423--446 Katarzyna Adamczyk-Chauvat and Mouna Kassa and Julien Papa\"\ix and Kiên Kiêu and Radu S. Stoica Statistical inference for random T-tessellations models. Application to agricultural landscape modeling . . . . 447--479 Hojun You and Kyubaek Yoon and Wei-Ying Wu and Jongeun Choi and Chae Young Lim Regularized nonlinear regression with dependent errors and its application to a biomechanical model . . . . . . . . . 481--510 Dietrich von Rosen and Martin Singull Using the growth curve model in classification of repeated measurements 511--534
Chenlong Li and Kaiyan Cui Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis . . . . . . . . . . 535--578 Lixiu Wu and Jiang Hu Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity . . . . . . . . 579--615 Jian-Jian Ren and Yuyin Shi Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates . . . . . . 617--648 Anjana Mondal and Markus Pauly and Somesh Kumar Testing against ordered alternatives in one-way ANOVA model with exponential errors . . . . . . . . . . . . . . . . . 649--678 Shaul K. Bar-Lev and Gérard Letac and Ad Ridder A delineation of new classes of exponential dispersion models supported on the set of nonnegative integers . . . 679--709
Junichiro Yoshida and Nakahiro Yoshida Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions . . . . . . . . . . . . . . . 711--763 Junichiro Yoshida and Nakahiro Yoshida Penalized estimation for non-identifiable models . . . . . . . . 765--796 Zikica Luki\'c and Bojana Milosevi\'c A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance . . . . . . . . . . . . . . . . 797--820 N. V. Gribkova and J. Su and R. Zitikis Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation . . . . 821--850 Akifumi Okuno Minimizing robust density power-based divergences for general parametric density models . . . . . . . . . . . . . 851--875 Qingyang Zhang Asymptotic expected sensitivity function and its applications to measures of monotone association . . . . . . . . . . 877--896
Nakahiro Yoshida Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field . . . . . . . . . . . . . . 1--24 Peng Sun and Fuming Lin and Haiyang Xu and Kaizhi Yu Estimation of value-at-risk by $ L^p $ quantile regression . . . . . . . . . . 25--59 Yury A. Kutoyants Hidden AR process and adaptive Kalman filter . . . . . . . . . . . . . . . . . 61--103 Nan Zheng and Noel Cadigan Improved confidence intervals for nonlinear mixed-effects and nonparametric regression models . . . . 105--126 Hengfang Wang and Jae Kwang Kim Information projection approach to smoothed propensity score weighting for handling selection bias under missing at random . . . . . . . . . . . . . . . . . 127--153 Yingli Pan and Haoyu Wang and Zhan Liu Model free feature screening for large scale and ultrahigh dimensional survival data . . . . . . . . . . . . . . . . . . 155--190