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Anonymous Editorial Board . . . . . . . . . . . . iii
Richard A. Johnson Preface . . . . . . . . . . . . . . . . 1--1
Eward J. Lusk and
Haviland Wright Non-Gaussian series and series with
non-zero means: Practical implications
for time series analysis . . . . . . . . 2--6
Emanuel Parzen Maximum entropy interpretation of
autoregressive spectral densities . . . 7--11
James R. Taylor Backward and forward recurrence times,
and their interrelationships in
Bellman--Harris branching processes . . 12--16
Henri Theil Some recent and new results on the
maximum entropy distribution . . . . . . 17--22
Michael G. Akritas A note on contiguity and $ L_1 $-norm 23--25
K. R. Sawyer A multiple divergence criterion for
testing between separate hypotheses . . 26--30
Kenneth S. Kaminsky A characteristic property of the
exponential distribution . . . . . . . . 31--32
Stephen M. Stigler Poisson on the Poisson distribution . . 33--35
John S. Anderson and
Kenneth W. Clements Holdings of financial assets: a Markov
chain analysis . . . . . . . . . . . . . 36--40
Leon Pesotchinsky Expected cost bounds for the selection
and ordering procedures based on
binary-type questions . . . . . . . . . 41--45
Ashis Sen Gupta Tests for simultaneously determining
numbers of clusters and their shape with
multivariate data . . . . . . . . . . . 46--50
Anonymous Toulouse 82 Université Paul Sabatier . . 51--51
AndréRobert Dabrowski A note on a theorem of Berkes and
Philipp for dependent sequences . . . . 53--55
G. L. O'Brien Determining classes and independence . . 57--59
Christophe Perruchet Hierarchical classification of
mathematical structures . . . . . . . . 61--67
R. L. Eubank A quantile domain perspective on the
relationships between optimal grouping,
spacing and stratification problems . . 69--73
Hirotugu Akaike On the fallacy of the likelihood
principle . . . . . . . . . . . . . . . 75--78
Irwin D. J. Bross Simplicity and credibility: a
counterstrategy . . . . . . . . . . . . 79--83
Michael R. Chernick and
Richard A. Davis Extremes in autoregressive processes
with uniform marginal distributions . . 85--88
A. Feuerverger and
I. Guttman and
S. K. Sinha Estimation of a mean in the presence of
an extreme observation . . . . . . . . . 89--96
E. Lusk and
B. Cassileth The use of prediction analysis to
develop groupings of survey questions 97--101
Delores Conway and
Henri Theil The conditioning of the maximum entropy
covariance matrix and its inverse . . . 103--106
James C. Fu On an upper bound of Sanov's inequality
for the probability of a large deviation 107--113
Trevor J. Sweeting Independent scale-free spacings for the
exponential and uniform distributions 115--119
R. P. Gupta Unbiased estimation of finite population
variance using auxiliary information . . 121--124
Tze Fen Li A family of minimax estimators of a
multivariate normal mean . . . . . . . . 125--128
J. S. Rao and
Ram C. Tiwari One- and two-sample match statistics . . 129--135
Herbert Robbins and
Bruce Levin A note on the `underadjustment
phenomenon' . . . . . . . . . . . . . . 137--139
Donald Richards Representations for eigenfunctions of
expected value operators in the Wishart
distribution . . . . . . . . . . . . . . 141--145
K. B. Athreya Strong law for the bootstrap . . . . . . 147--150
Meir Azor and
Peter Kubat Simple estimators for the mean life in
destructive attribute life tests . . . . 151--154
C. Costantini and
A. Gerardi and
G. Nappo On the convergence of sequences of
stationary jump Markov processes . . . . 155--160
Trevor F. Cox Nearest neighbours to nearest neighbours 161--166
Federico Marchetti Asymptotic exponentiality of exit times 167--170
Andreas N. Philippou and
Costas Georghiou and
George N. Philippou A generalized geometric distribution and
some of its properties . . . . . . . . . 171--175
William C. Parr A note on Hájek projections and the
influence curve . . . . . . . . . . . . 177--179
Andrew Rosalsky A remark on the fluctuation behavior of
I.I.D. Poisson random variables . . . . 181--182
William Stout A statistical test of unidimensionality
of a parameter underlying Bernoulli
trails with applications . . . . . . . . 183--188
Marc Hallin and
Jean-François Ingenbleek Nonstationary Yule--Walker equations . . 189--195
Herman Rubin and
Andrew L. Rukhin Convergence rates of large deviations
probabilities for point estimators . . . 197--202
Gordon Simons A discrete analogue and elementary
derivation of `Lévy's equivalence' for
Brownian motion . . . . . . . . . . . . 203--206
Dovalee Dorsett and
Richard F. Gunst and
Eugene C. Gartland, Jr. Multicollinear effects of weighted least
squares regression . . . . . . . . . . . 207--211
Tom Wansbeek and
Arie Kapteyn A note on spectral decomposition and
maximum likelihood estimation in ANOVA
models with balanced data . . . . . . . 213--215
Andrew L. Rukhin A class of minimax estimators of a
normal quantile . . . . . . . . . . . . 217--221
Smiley W. Cheng and
James C. Fu An algorithm to obtain the critical
values of the $t$, $ \chi^2$ and $F$
distributions . . . . . . . . . . . . . 223--227
Denzil G. Fiebig and
Sartaj A. Kidwai and
Henri Theil Simultaneous equation estimation from
undersized samples . . . . . . . . . . . 229--232
J. V. Howard Random sequences of binary digits in
which missing values can almost
certainly be restored . . . . . . . . . 233--238
Günter Rothe A lower bound for the Pitman efficiency
of Friedman type tests . . . . . . . . . 239--242
Miroslaw Krzy\'sko Asymptotic distribution of the
discriminant function . . . . . . . . . 243--250
Agnes Berger On comparing survival probabilities from
discrete observations under unequal
censoring . . . . . . . . . . . . . . . 251--257
Albert D. Palachek and
William R. Schucany On the correlation of a group of
rankings with an external ordering
relative to the internal concordance . . 259--263
A. P. Basu and
Nader Ebrahimi On the reliability of stochastic systems 265--267
T. Cacoullos Characterizations of mixtures of
discrete distributions by a regression
point . . . . . . . . . . . . . . . . . 269--272
H. L. Koul and
V. Susarla Estimators of scale parameters in linear
regression . . . . . . . . . . . . . . . 273--277
M. Samanta On tests of independence in a trivariate
exponential distribution . . . . . . . . 279--284
Pranab Kumar Sen and
Ibrahim A. Salama The Spearman footrule and a Markov chain
property . . . . . . . . . . . . . . . . 285--289
William C. Parr On the invariance principle for
differentiable statistical functionals 291--293
Richard C. Bradley Asymptotic normality of some kernel-type
estimators of probability density . . . 295--300
Masashi Okamoto and
Masamori Ihara A simple Marquardt algorithm for the
nonlinear least-squares problem . . . . 301--305
H. N. Linssen and
P. J. A. Banens Estimation of the radius of a circle
when the coordinates of a number of
points on its circumference are
observed: An example of bootstrapping 307--311
Alan Agresti A simple diagonals-parameter symmetry
and quasi-symmetry model . . . . . . . . 313--316
Stephen Vardeman and
Glen Meeden Admissible estimators of the population
total using trimming and Winsorization 317--321
G. Ch. Pflug On Kersting's proof of the Central Limit
Theorem . . . . . . . . . . . . . . . . 323--326
Hannu Oja Descriptive statistics for multivariate
distributions . . . . . . . . . . . . . 327--332
Anonymous Author index volume 1 (1983) . . . . . . 333--335
Willem Albers Efficient estimation under privacy
restrictions in the disclosure problem 1--4
Tamás F. Móri and
Gábor J. Székely Asymptotic independence of `pure head'
stopping times . . . . . . . . . . . . . 5--8
R. L. Eubank The hat matrix for smoothing splines . . 9--14
Bruno Barigelli and
Romana Scozzafava Remarks on the role of conditional
probability in data exploration . . . . 15--18
Yung-tai Hung and
Anant M. Kshirsagar A note on optimum grouping and the
relative discriminating power of
qualitative to continuous normal
variates . . . . . . . . . . . . . . . . 19--21
Emile M. J. Bertin and
Radu Theodorescu Some characterizations of discrete
unimodality . . . . . . . . . . . . . . 23--30
Norman S. Matloff Use of covariates in randomized response
settings . . . . . . . . . . . . . . . . 31--34
Jerzy K. Baksalary and
Jan Hauke Inheriting independence and
chi-squaredness under certain matrix
orderings . . . . . . . . . . . . . . . 35--38
Michael G. Akritas A simple proof for the Chernoff--Savage
theorem . . . . . . . . . . . . . . . . 39--44
Alexander A. Georgiev Kernel estimates of functions and their
derivatives with applications . . . . . 45--50
P. V. Rao Density estimation based on line
transect samples . . . . . . . . . . . . 51--57
WanSoo Rhee On the rate of convergence in the
Central Limit Theorem and the type of
the Banach space . . . . . . . . . . . . 59--62
Mauro Piccioni A proof of the ineffectiveness of
likelihood inference on singular
measures . . . . . . . . . . . . . . . . 63--65
Richard A. Johnson and
James H. Haskell An approximate lower tolerance bound for
the three-parameter Weibull applied to
lumber property characterization . . . . 67--76
Allan R. Sampson A multivariate correlation ratio . . . . 77--81
Jerzy Rudnicki Locally optimal rank tests for
independence . . . . . . . . . . . . . . 83--89
Bruce Levin On a sequential selection procedure of
Bechhofer, Kiefer, and Sobel . . . . . . 91--94
Gabriella Serio Two-stage stochastic model for
carcinogenesis with time-dependent
parameters . . . . . . . . . . . . . . . 95--103
Jeffrey D. Hart On the marginal distribution of a first
order autoregressive process . . . . . . 105--109
Vasilios Papakonstantinou The distribution of length of $N$ random
unit vectors for a von Mises population 111--115
Andrew Rosalsky Acknowledgement of priority to ``A
remark on the fluctuation behavior of
i.i.d. Poisson random variables'' . . . 117--117
Samuel Kotz and
W. L. Pearn and
Dean W. Wichern Eigenvalue-eigenvector analysis for a
class of patterned correlation matrices
with an application . . . . . . . . . . 119--125
Mark C. K. Yang and
Tse Chin Mo Some improvements on the
Birnbaum--McCarty bound for $ P (Y < X) $ 127--132
Leon Pesotchinsky Robustness of the ordering procedures
based on binary-type questions and on
pairwise comparisons . . . . . . . . . . 133--138
B. L. S. Prakasa Rao On the exponential rate of convergence
of the least squares estimator in the
nonlinear regression model with Gaussian
errors . . . . . . . . . . . . . . . . . 139--142
Jerome P. Keating A note on estimation of percentiles and
reliability in the extreme-value
distribution . . . . . . . . . . . . . . 143--146
Robert F. Anderson Dynamics of Bayes estimates for the rate
of Poisson processes with gamma priors
and convex loss . . . . . . . . . . . . 147--157
E. Seneta On the limiting set of nonnegative
matrix products . . . . . . . . . . . . 159--163
Jen Tang and
A. K. Gupta On the distribution of the product of
independent beta random variables . . . 165--168
Vincent N. Lariccia Optimal weights for general $ L^2 $
distance estimators . . . . . . . . . . 169--173
Henri Theil and
Mercedes C. Rosalsky and
Renate Finke A comparison of normal and discrete
bootstraps for standard errors in
equation systems . . . . . . . . . . . . 175--180
Lajos Horváth Strong approximation of certain stopped
sums . . . . . . . . . . . . . . . . . . 181--185
Lennart R. Flood and
Mercedes C. Rosalsky and
Henri Theil Aggregation and the estimation of
equation systems . . . . . . . . . . . . 187--191
Pranab Kumar Sen On a Kolmogorov--Smirnov type aligned
test . . . . . . . . . . . . . . . . . . 193--196
Günter Rothe An efficiency property of linear
nonparametric tests on trend . . . . . . 197--201
Lutz Edler Fluctuation behavior of Poisson
triangular arrays . . . . . . . . . . . 203--205
Smiley W. Cheng Hypothesis testing of the location and
scale parameters using order statistics 207--210
Karl-Heinz Jöckel and
Peter Pflaumer Calculating the variance of errors in
population forecasting . . . . . . . . . 211--213
Tze Fen Li A family of dominating minimax
estimators of a multivariate normal mean 215--217
Holger Rootzén Attainable rates of convergence of
maxima . . . . . . . . . . . . . . . . . 219--221
W. F. Caselton and
J. V. Zidek Optimal monitoring network designs . . . 223--227
Allan Gut and
Lars Holst On the waiting time in a generalized
roulette game . . . . . . . . . . . . . 229--239
Yutaka Kano Construction of additional variables
conforming to a common factor model . . 241--244
Guido E. del Pino Linear restrictions and two step least
squares with applications . . . . . . . 245--248
R. De Dominicis and
R. Manca A computational procedure for the
asymptotic analysis of homogeneous
semi-Markov processes . . . . . . . . . 249--253
Anonymous Erratum . . . . . . . . . . . . . . . . 255--255
Luc Devroye Methods for generating random variates
with Pólya characteristic functions . . . 257--261
M. S. Srivastava A measure of skewness and kurtosis and a
graphical method for assessing
multivariate normality . . . . . . . . . 263--267
James C. Fu and
Robert E. Kass A note on the interpretation of the
Bahadur bound and the rate of
convergence of the maximum likelihood
estimator . . . . . . . . . . . . . . . 269--273
N. C. Weber On resampling techniques for regression
models . . . . . . . . . . . . . . . . . 275--278
Renate Finke and
Lennart R. Flood and
Henri Theil Minimum information estimation of
allocation models of different sizes . . 279--283
Hans-Georg Müller Optimal designs for nonparametric kernel
regression . . . . . . . . . . . . . . . 285--290
Ernst Eberlein Weak convergence of partial sums of
absolutely regular sequences . . . . . . 291--293
A. K. MD. Ehsanes Saleh and
M. Masoom Ali and
Dale Umbach Tests of significance using selected
sample quantiles . . . . . . . . . . . . 295--297
Noel Cressie and
Gary Glonek Median based covariogram estimators
reduce bias . . . . . . . . . . . . . . 299--304
Leon Pesotchinsky On a matching statistic . . . . . . . . 305--310
Youn-Min Chou and
Robert W. Mee Determination of sample sizes for
setting $ \beta $-content tolerance
limits controlling both tails of the
normal distribution . . . . . . . . . . 311--314
P. N. Dandawate and
G. A. Patwardhan and
M. N. Vartak Connectedness of Kronecker sum and
partial Kronecker row sum of designs . . 315--317
R. Karan Singh and
Gurdeep Singh A class of estimators with estimated
optimum values in sample surveys . . . . 319--321
Roger Koenker A note on $L$-estimates for linear
models . . . . . . . . . . . . . . . . . 323--325
Iwona Mejza and
Stanislaw Mejza Incomplete split plot designs . . . . . 327--332
Emad El-Neweihi Characterizations and closure under
convolution of two classes of
multivariate life distributions . . . . 333--335
W. B. Smith and
M. W. Riggs Likelihood ratio testing on partial
multinormal data . . . . . . . . . . . . 337--343
A. H. Welsh A note on scale estimates based on the
empirical characteristic function and
their application to test for normality 345--348
Efren F. Abaya and
Gary L. Wise Some remarks on the existence of optimal
quantizers . . . . . . . . . . . . . . . 349--351
S. Rao Jammalamadaka and
Svante Janson On the limiting distribution of the
number of `near-matches' . . . . . . . . 353--355
B. N. Nagarsenker and
P. B. Nagarsenker On a test of equality of two-parameter
exponential distributions . . . . . . . 357--361
Jeffrey D. Hart On the modal resolution of kernel
density estimators . . . . . . . . . . . 363--369
Anonymous Author index volume 2 (1984) . . . . . . 373--375
Anonymous Editorial Board . . . . . . . . . . . . ii
Hira L. Koul Minimum distance estimation in linear
regression with unknown error
distributions . . . . . . . . . . . . . 1--8
Guido E. del Pino On restricted linear estimation for
regression in stochastic processes . . . 9--13
B. L. S. Prakasa Rao Asymptotic theory of least squares
estimator in a nonregular nonlinear
regression model . . . . . . . . . . . . 15--18
Peter W. M. John Constructing balanced designs from
triangular designs . . . . . . . . . . . 19--20
Elvezio Ronchetti Robust model selection in regression . . 21--23
Sanpei Kageyama A structural classification of SR group
divisible designs . . . . . . . . . . . 25--27
Ross P. Kindermann and
Vincent N. LaRiccia Closed form asymptotically efficient
estimators based upon order statistics 29--34
Andrey Feuerverger and
J. Michael Steele On a characterization question for
symmetric random variables . . . . . . . 35--37
Alvin D. Wiggins On the use of the directional derivative
in obtaining multivariate extreme values 39--44
Sándor Csörg\Ho Testing for linearity . . . . . . . . . 45--49
Yogendra P. Chaubey Estimators of covariances in time series
models . . . . . . . . . . . . . . . . . 51--53
Ibrahim A. Ahmad On the Poisson approximation of
multinomial probabilities . . . . . . . 55--56
Marco Scarsini Lower bounds for the distribution
function of a $k$-dimensional
$n$-extensible exchangeable process . . 57--62
Marek M\keczarski Sequential estimation of the minimum of
a random variable . . . . . . . . . . . 63--64
W\lodzimierz Greblicki and
Miroslaw Pawlak Pointwise consistency of the Hermite
series density estimate . . . . . . . . 65--69
Subhash C. Kochar and
Jayant V. Deshpande On exponential scores statistics for
testing against positive aging . . . . . 71--73
Rolf Sundberg When is the inverse regression estimator
MSE-superior to the standard regression
estimator in multivariate controlled
calibration situations? . . . . . . . . 75--79
Henry W. Block and
Thomas H. Savits and
Moshe Shaked A concept of negative dependence using
stochastic ordering . . . . . . . . . . 81--86
Wolfgang Wefelmeyer A counterexample concerning monotone
unimodality . . . . . . . . . . . . . . 87--88
P. V. Rao and
K. M. Portier A model for line transect sampling
clustered populations . . . . . . . . . 89--93
Tom Wansbeek Eigenvalue--eigenvector analysis for a
class of patterned correlation matrices
with an application: a comment . . . . . 95--96
William C. Parr The bootstrap: Some large sample theory
and connections with robustness . . . . 97--100
James C. Fu On exponential rates of likelihood ratio
estimators for location parameters . . . 101--105
G. J. Székely and
T. F. Móri An extremal property of rectangular
distributions . . . . . . . . . . . . . 107--109
H. L. Koul and
P. K. Sen On a Kolmogorov--Smirnov type aligned
test in linear regression . . . . . . . 111--115
Carlos C. Rodriguez and
John Van Ryzin Maximum entropy histograms . . . . . . . 117--120
Fred M. Hoppe Iterating Bonferroni bounds . . . . . . 121--125
Douglas G. Bonett A linear negative multinomial model . . 127--129
Rainer Wittmann An application of Rosenthal's moment
inequality to the Strong Law of Large
Numbers . . . . . . . . . . . . . . . . 131--133
Thomas A. Mazzuchi and
Nozer D. Singpurwalla A Bayesian approach to inference for
monotone failure rates . . . . . . . . . 135--141
K. B. Athreya On the range of recurrent Markov chains 143--145
Sylvan Wallenstein A regression model to combine results
from $ 2 \times 2 $ tables . . . . . . . 147--150
Ronaldo Iachan Plane sampling . . . . . . . . . . . . . 151--159
Philip Hougaard Saddlepoint approximations for curved
exponential families . . . . . . . . . . 161--166
B. K. Kim and
J. Van Ryzin A bivariate histogram density estimator:
Consistency and asymptotic normality . . 167--173
T. Cacoullos and
V. Papathanasiou On upper bounds for the variance of
functions of random variables . . . . . 175--184
Timo Koski and
Wilfried Loges Asymptotic statistical inference for a
stochastic heat flow problem . . . . . . 185--189
Raymond J. Carroll and
Helmut Schneider A note on Levene's tests for equality of
variances . . . . . . . . . . . . . . . 191--194
James B. Robertson and
James M. Womack A pairwise independent stationary
stochastic process . . . . . . . . . . . 195--199
R. M. Korwar On the joint characterization of the
distributions of the true income and the
proportion of the reported income to the
true income through a model of
under-reported incomes . . . . . . . . . 201--203
W. Smolenski On the approximation of measurable
linear functionals . . . . . . . . . . . 205--207
AndréRobert Dabrowski A functional law of the iterated
logarithm for associated sequences . . . 209--212
Agnes Berger and
Ora E. Percus On sampling by index cases . . . . . . . 213--219
Lajos Horváth Approximation for Abel sums of
independent, identically distributed
random variables . . . . . . . . . . . . 221--225
James A. Koziol A note on testing symmetry with
estimated parameters . . . . . . . . . . 227--230
Ramesh C. Gupta and
Joel E. Michalek On the relationship between the
proportional hazards and accelerated
failure time models in survival analysis 231--234
Sami N. Abdelhamid On a characterization of rectangular
distributions . . . . . . . . . . . . . 235--238
Hsien-Ming Hung Regression estimation with transformed
auxiliary variates . . . . . . . . . . . 239--243
Jürg Hüsler The growth rate of partial maxima on
subsequences . . . . . . . . . . . . . . 245--249
G. G. Hamedani and
G. G. Walter On the product of symmetric random
variables . . . . . . . . . . . . . . . 251--253
John W. Seaman, Jr. and
Patrick S. Odell and
Dean M. Young Maximum variance unimodal distributions 255--260
Kamal C. Chanda Sampling distribution for a class of
estimators for nonregular linear
processes . . . . . . . . . . . . . . . 261--268
Terence J. O'Neill Testing for symmetry and independence in
a bivariate exponential distribution . . 269--274
Steven F. Arnold Sufficiency and invariance . . . . . . . 275--279
Wei-Yann Tsai Rank tests for a class of semi-Markov
models with censored matched pairs . . . 281--286
Masamori Ihara and
Masashi Okamoto Experimental comparison of least-squares
and maximum likelihood methods in factor
analysis . . . . . . . . . . . . . . . . 287--293
Nader Ebrahimi Two suggestions of how to define a
stochastic stress-strength system . . . 295--297
Robert L. Mason and
Richard F. Gunst Selecting principal components in
regression . . . . . . . . . . . . . . . 299--301
Jean-Pierre Lecoutre The $ L_2 $-optimal cell width for the
histogram . . . . . . . . . . . . . . . 303--306
S. Jeyaratnam Minimum volume confidence regions . . . 307--308
Tze Fen Li Bayes empirical Bayes estimation of a
Poisson mean . . . . . . . . . . . . . . 309--313
Robert M. Burton Pointwise properties of convergence in
probability . . . . . . . . . . . . . . 315--316
Victor Aguirre-Torres Testing several nonnested regressions
simultaneously. A nonparametric approach 317--324
Donald St. P. Richards Positive definite symmetric functions on
finite-dimensional spaces II . . . . . . 325--329
Åke Svensson On $ \chi^2$-test of goodness-of-fit for
a class of discrete multivariate models 331--336
Chihwa Kao Influence diagnostic for censored
regression models . . . . . . . . . . . 337--342
Anonymous Author index volume 3 (1985) . . . . . . 343--345
Louis-Paul Rivest Modified Kent's statistics for testing
goodness of fit for the Fisher
distribution in small concentrated
samples . . . . . . . . . . . . . . . . 1--4
WanSoo T. Rhee and
Michel Talagrand Martingale inequalities and the
Jackknife estimate of variance . . . . . 5--6
Gordon Simons A trivariate version of `Lévy's
equivalence' . . . . . . . . . . . . . . 7--8
J. Booth and
J. Gani and
M.-P. Malice and
H. Mansouri and
G. Maravankin A general solution for the epidemic with
carriers . . . . . . . . . . . . . . . . 9--15
Czeslaw St\kepniak On admissibility in various classes of
quadratic estimators . . . . . . . . . . 17--19
T. Cacoullos and
V. Papathanasiou Bounds for the variance of functions of
random variables by orthogonal
polynomials and Bhattacharya bounds . . 21--23
W. Y. Tan A stochastic Gompertz birth-death
process . . . . . . . . . . . . . . . . 25--28
Bernhard K. Flury Proportionality of $k$ covariance
matrices . . . . . . . . . . . . . . . . 29--33
S. Zacks and
Josemar Rodriguez A note on the missing value principle
and the EM-Algorithm for estimation and
prediction in sampling from finite
populations with a multinormal
superpopulation model . . . . . . . . . 35--37
Richard W. Andrews A statistic for measuring the balance of
a sample . . . . . . . . . . . . . . . . 39--41
Mark M. Meerschaert Regular variation and domains of
attraction in $ \mathbb {R}^k $ . . . . 43--45
Barry C. Arnold and
Jose A. Villaseñor Lorenz ordering of means and medians . . 47--49
G. G. Hamedani and
G. G. Walter To: On the product of symmetric random
variables . . . . . . . . . . . . . . . 51--51
Anonymous Erratum . . . . . . . . . . . . . . . . 52--52
Richard J. Hathaway Another interpretation of the EM
algorithm for mixture distributions . . 53--56
Wolfgang Stadje An estimator for the mean of an
exponential distribution with random
right-censoring . . . . . . . . . . . . 57--59
K. B. Athreya Another conjugate family for the normal
distribution . . . . . . . . . . . . . . 61--64
A. H. Welsh Implementing empirical characteristic
function procedures . . . . . . . . . . 65--67
Michael Falk On the estimation of the quantile
density function . . . . . . . . . . . . 69--73
Thomas P. Hettmansperger and
Simon J. Sheather Confidence intervals based on
interpolated order statistics . . . . . 75--79
Murray D. Burke and
Lajos Horváth Estimation of influence functions . . . 81--85
Robert T. Smythe and
Daniel Krewski and
Duncan Murdoch The use of historical control
information in modelling dose response
relationships in carcinogenesis . . . . 87--93
D. Zelterman The log-likelihood ratio for sparse
multinomial mixtures . . . . . . . . . . 95--99
Andreas N. Philippou and
Frosso S. Makri Successes, runs and longest runs . . . . 101--105
Anonymous Errata . . . . . . . . . . . . . . . . . 107--107
Lionel Weiss A note on small-sample maximum
probability estimation . . . . . . . . . 109--111
Hsien-Ming Hung On the prediction of means in a finite
population . . . . . . . . . . . . . . . 113--118
Linda June Davis Relationship between strictly
collapsible and perfect contingency
tables . . . . . . . . . . . . . . . . . 119--122
Bernhard N. Flury An asymptotic test for redundancy of
variables in the comparison of two
covariance matrices . . . . . . . . . . 123--126
Min-Te Chao On $M$ and $P$ estimators that have
breakdown point equal to 12 . . . . . . 127--131
Gutti Jogesh Babu Efficient estimation of the reciprocal
of the density quantile function at a
point . . . . . . . . . . . . . . . . . 133--139
G. M. Tallis On the optimality of balanced sampling 141--144
Lynn Kuo A note on Bayes empirical Bayes
estimation by means of Dirichlet
processes . . . . . . . . . . . . . . . 145--150
Z. Khalil On a class of asymptotic distributions
in redundancy with renewals . . . . . . 151--155
Douglas G. Bonett Mixed estimation in covariance structure
models . . . . . . . . . . . . . . . . . 157--159
Miklós Csörg\Ho and
Lajos Horváth and
Pál Révész How large must be the difference between
local time and mesure du voisinage of
Brownian motion? . . . . . . . . . . . . 161--166
Fima C. Klebaner On the renewal measure for Gaussian
sequences . . . . . . . . . . . . . . . 167--171
Ping Cheng and
James C. Fu On a fundamental optimality of the
maximum likelihood estimator . . . . . . 173--178
Dieudonné Razanadrakoto and
Norman C. Severo The distribution of the `finitely many
times' in the Strong Law of Large
Numbers . . . . . . . . . . . . . . . . 179--182
Luc Devroye and
Gerard Letac and
Vanamamalai Seshadri The limit behavior of an interval
splitting scheme . . . . . . . . . . . . 183--186
Krishna B. Athreya and
Sastry G. Pantula A note on strong mixing of ARMA
processes . . . . . . . . . . . . . . . 187--190
WanSoo T. Rhee Central Limit Theorem and increment
conditions . . . . . . . . . . . . . . . 191--195
Devendra Chhetry and
George Kimeldorf and
Hassan Zahedi Dependence structures in which
uncorrelatedness implies independence 197--201
John Rice Convergence rates for partially splined
models . . . . . . . . . . . . . . . . . 203--208
B. L. S. Prakasa Rao and
M. Sreehari Another characterization of multivariate
normal distribution . . . . . . . . . . 209--210
Andreas N. Philippou and
Frosso S. Makri Successes, runs and longest runs . . . . 211--215
Anonymous Errata . . . . . . . . . . . . . . . . . 217--217
Terence J. O'neill Inconsistency of the misspecified
proportional hazards model . . . . . . . 219--222
A. Abouammoh and
E. El-Neweihi Clusure of the NBUE and DMRL classes
under formation of parallel systems . . 223--225
John J. Peterson A note on some model selection criteria 227--230
Ernst Lykke Jensen and
Holger Rootzén A note on De Moivre's limit theorems:
Easy proofs . . . . . . . . . . . . . . 231--232
Rolf-Dieter Reiss A new proof of the approximate
sufficiency of sparse order statistics 233--235
A. Mukherjea and
D. Steele Conditional expected durations of play
given the ultimate outcome for a
correlated random walk . . . . . . . . . 237--243
Regina Y. Liu Estimates for the score function under
random censoring . . . . . . . . . . . . 245--251
D. Böhning and
H. Holling On minimizing chi-square distances under
the hypothesis of homogeneity or
independence for a two-way contingency
table . . . . . . . . . . . . . . . . . 253--258
Ryszard Zieli\'nski A quasi-random number generator with
infinite period . . . . . . . . . . . . 259--259
Friedrich Pukelsheim and
D. Michael Titterington Improving multi-way block designs at the
cost of nuisance parameters . . . . . . 261--264
R. L. Eubank and
R. F. Gunst Diagnostics for penalized least-squares
estimators . . . . . . . . . . . . . . . 265--272
John W. Seaman, Jr. and
Dean M. Young and
Virgil R. Marco A note on improved variance bounds for
certain bounded unimodal distributions 273--274
Miklós Csörg\Ho and
Lajos Horváth Approximations of weighted empirical and
quantile processes . . . . . . . . . . . 275--280
Jeesen Chen and
Herman Rubin Bounds for the difference between median
and mean of gamma and Poisson
distributions . . . . . . . . . . . . . 281--283
Jaroslaw Bartoszewicz Dispersive ordering and the total time
on test transformation . . . . . . . . . 285--288
K. Afsarinejad Self orthogonal Knut Vik designs . . . . 289--289
Arthur Fries and
Gouri K. Bhattacharyya Optimal design for an inverse Gaussian
regression model . . . . . . . . . . . . 291--294
A. P. Basu and
Nader Ebrahimi Multivariate new better than used in
expectation distributions . . . . . . . 295--301
Stephanie J. Green and
John J. Crowley On robust estimation of location for
arbitrarily right-censored data . . . . 303--308
Y. Ranakrishna Sarma Asymptotic properties of maximum
likelihood estimators from dependent
observations . . . . . . . . . . . . . . 309--311
John Panaretos and
Evdokia Xekalaki The stuttering generalized Waring
distribution . . . . . . . . . . . . . . 313--318
S. K. Sinha Bayesian estimation of the reliability
function of the inverse Gaussian
distribution . . . . . . . . . . . . . . 319--323
Jorge Alberto Achcar and
Heleno Bolfarine The log-linear model with a generalized
gamma distribution for the error: a
Bayesian approach . . . . . . . . . . . 325--332
Maia Berkane and
P. M. Bentler Moments of elliptically distributed
random variates . . . . . . . . . . . . 333--335
Simon J. Sheather A finite sample estimate of the variance
of the sample median . . . . . . . . . . 337--342
Marta Sanz-Solé Some remarks on stochastic differential
equations in the plane with local
Lipschitz coefficients . . . . . . . . . 343--348
Anonymous A simple proof for the Chernoff--Savage
theorem by Michael G. Akritas . . . . . 349--349
Arthur Cohen and
Harold B. Sackrowitz Admissibility of goodness of fit tests
for discrete exponential families . . . 1--3
Y. L. Lio and
W. J. Padgett Some convergence results for kernel-type
quantile estimators under censoring . . 5--14
M. S. Srivastava and
T. K. Hui On assessing multivariate normality
based on Shapiro--Wilk $W$ statistic . . 15--18
Anil K. Bera and
Michael McAleer On exact and asymptotic tests of
non-nested models . . . . . . . . . . . 19--22
Stavros Kourouklis On the strong consistency of a solution
to the likelihood equation . . . . . . . 23--27
Seong-in Kim and
D. S. Bai On unbiased multinomial estimation . . . 29--34
Masamori Ihara The structure of improper solutions in
maximum likelihood factor analysis . . . 35--37
T. Cacoullos Characterizations of generalized
multivariate discrete distributions by a
regression point . . . . . . . . . . . . 39--42
Gordon Simons Easily determining which urns are
`favorable' . . . . . . . . . . . . . . 43--48
Joseph W. McKean and
Gerald L. Sievers Coefficients of determination for least
absolute deviation analysis . . . . . . 49--54
Jeffrey S. Simonoff Probability estimation via smoothing in
sparse contingency tables with ordered
categories . . . . . . . . . . . . . . . 55--63
Osvaldo Ferreiro Methodologies for the estimation of
missing observations in time series . . 65--69
A. Le Breton and
M. Musiela A Strong Law of Large Numbers for vector
Gaussian martingales and a statistical
application in linear regression . . . . 71--73
Philip E. Cheng and
Gwo Dong Lin Maximum likelihood estimation of a
survival function under the koziol-green
proportional hazards model . . . . . . . 75--80
Anonymous Erratum . . . . . . . . . . . . . . . . 81--81
Rocco Ballerini Another characterization of the type I
extreme value distribution . . . . . . . 83--85
Ioannis Karatzas and
Steven E. Shreve A decomposition of the Brownian path . . 87--93
Pranab Kumar Sen What do the arithmetic, geometric and
harmonic means tell us in length-biased
sampling? . . . . . . . . . . . . . . . 95--98
Björn Holmquist An unbiased likelihood ratio test for
equality of the covariance matrices in
several multivariate normal populations
with partially known means . . . . . . . 99--103
Arunava Mukherjea and
David A. Steele Occupation probability of a correlated
random walk and a correlated ruin
problem . . . . . . . . . . . . . . . . 105--111
Siddhartha Chib and
S. Rao Jammalamadaka and
Ram C. Tiwari A new definition of the predictive
likelihood . . . . . . . . . . . . . . . 113--118
Ramesh M. Korwar Nonparametric estimation of a bivariate
survivorship function with doubly
censored data . . . . . . . . . . . . . 119--124
Jan Mielniczuk Asymptotic confidence bands for
densities based on nearest neighbor
estimators under censoring . . . . . . . 125--128
Linda June Davis Partial collapsibility in
multidimensional contingency tables . . 129--134
William G. Fortney and
Robert B. Miller Bayesian analysis in random coefficient
$m$-group regression . . . . . . . . . . 135--142
Ken-ichi Yoshihara and
Hiroshi Takahata The Central Limit Theorem for
summability methods of some weakly
dependent sequences . . . . . . . . . . 143--147
Paul Whitney A note on estimation and information
topologies . . . . . . . . . . . . . . . 149--151
Radhey S. Singh Mise of kernel estimates of a density
and its derivatives . . . . . . . . . . 153--159
Anonymous Errata . . . . . . . . . . . . . . . . . 161--161
Teresa Kowalczyk and
Jan Mielniczuk A screening method for a nonparametric
model . . . . . . . . . . . . . . . . . 163--167
E. Olusegun George and
Karan P. Singh An approximation of $F$ distribution by
binomial probabilities . . . . . . . . . 169--173
Noël Veraverbeke A kernel-type estimator for generalized
quantiles . . . . . . . . . . . . . . . 175--180
John H. J. Einmahl A general form of the law of the
iterated logarithm for the weighted
multivariate empirical process . . . . . 181--185
C. G. Khatri and
Rahul Mukerjee Characterization of normality within the
class of elliptical contoured
distributions . . . . . . . . . . . . . 187--190
A. Hedayat On a statistical optimality of magic
squares . . . . . . . . . . . . . . . . 191--192
Victor Hernández and
Juan J. Romo On the type hypothesis for the Strong
Law of Large Numbers . . . . . . . . . . 193--195
Rinya Takahashi Normalizing constants of a distribution
which belongs to the domain of
attraction of the Gumbel distribution 197--200
Maria Berkane and
P. M. Bentler Distribution of kurtoses, with
estimators and tests of homogeneity of
kurtosis . . . . . . . . . . . . . . . . 201--207
J. W. Meijer and
N. H. G. Baken The exponential integral distribution 209--211
Les\law Gajek On improving distribution function
estimators which are not monotonic
functions . . . . . . . . . . . . . . . 213--215
Dean M. Young and
John W. Seaman, Jr. and
Virgil R. Marco A note on a Kolmogorov inequality . . . 217--218
Ewaryst Rafaj\lowicz Nonparametric orthogonal series
estimators of regression: a class
attaining the optimal convergence rate
in $ L_2 $ . . . . . . . . . . . . . . . 219--224
Seong-in Kim and
D. S. Bai On unbiased multinomial estimation . . . 225--230
David Nualart Some remarks on a linear stochastic
differential equation . . . . . . . . . 231--234
Anant P. Godbole On Klass' series criterion for the
minimal growth rate of partial maxima 235--237
V. P. Godambe Resolution of Godambe's Paradox . . . . 239--239
V. M. Joshi A note on resolution of Godambe's
paradox . . . . . . . . . . . . . . . . 241--241
S. V. Bhave Godambe's paradox and the ancillarity
principle . . . . . . . . . . . . . . . 243--246
Teresa Ledwina An expansion of the index of large
deviations for linear rank statistics 247--248
Elias Masry Almost sure convergence of recursive
density estimators for stationary mixing
processes . . . . . . . . . . . . . . . 249--254
Piotr Bajorski Local Bahadur optimality of some rank
tests of independence . . . . . . . . . 255--262
Barry C. Arnold Bivariate distributions with Pareto
conditionals . . . . . . . . . . . . . . 263--266
Bong Dae Choi and
Soo Hak Sung On the integrability of $ \sup | S_n | /
n^1 / r $ for $ 1 < r < 2 $ . . . . . . . 267--272
Shaul K. Bar-Lev and
Peter Enis Existence of moments and an asymptotic
result based on a mixture of exponential
distributions . . . . . . . . . . . . . 273--277
D. Ioannides and
G. G. Roussas Note on the uniform convergence of
density estimates for mixing random
variables . . . . . . . . . . . . . . . 279--285
Ludger Rüschendorf Unbiased estimation of von Mises
functionals . . . . . . . . . . . . . . 287--292
Srivastava Deo Kumar and
M. Sreehari Characterization of a family of discrete
distributions via a Chernoff type
inequality . . . . . . . . . . . . . . . 293--294
Peter J. Lenk Spectral representations for random
densities . . . . . . . . . . . . . . . 295--298
Josemar Rodrigues and
Heleno Bolfarine A Kalman filter model for single and
two-stage repeated surveys . . . . . . . 299--303
A. I. Khuri An exact test for the nesting effects
variance component in an unbalanced
random two-fold nested model . . . . . . 305--311
Anonymous Erratum . . . . . . . . . . . . . . . . 313--313
Felix Famoye A short note on the generalized
logarithmic series distribution . . . . 315--316
Philip J. Boland and
Frank Proschan Schur convexity of the maximum
likelihood function for the multivariate
hypergeometric and multinomial
distributions . . . . . . . . . . . . . 317--322
Kasra Afsarinejad On mutually orthogonal Knut Vik designs 323--324
Krishna B. Athreya Modified Bessel function asymptotics via
probability . . . . . . . . . . . . . . 325--327
Jörgen Dalén Algebraic bounds on standardized sample
moments . . . . . . . . . . . . . . . . 329--331
Jan Mielniczuk A remark concerning strong uniform
consistency of the conditional
Kaplan--Meier estimator . . . . . . . . 333--337
B. Ceranka and
K. Katulska A relation between BIB designs and
chemical balance weighing designs . . . 339--341
Hsien-Ming Hung A note on extended least squares methods
for cluster sampling . . . . . . . . . . 343--346
Josemar Rodrigues Some shrunken predictors in finite
populations with a multinormal
superpopulation model . . . . . . . . . 347--351
Mark P. Finster An analysis of five simulation methods
for determining the number of
replications in a complex Monte Carlo
study . . . . . . . . . . . . . . . . . 353--360
James R. Schott An improved chi-squared test for a
principal component . . . . . . . . . . 361--365
Göran Högnäs A note on products of random matrices 367--370
P. N. Kokic Rates of convergence in the Strong Law
of Large Numbers for degenerate
$U$-statistics . . . . . . . . . . . . . 371--374
U. Lüxmann-Ellinghaus On the identifiability of mixtures of
infinitely divisible power series
distributions . . . . . . . . . . . . . 375--378
Anonymous Erratum . . . . . . . . . . . . . . . . 379--379
Christopher J. Lloyd Optimal martingale estimating equations
in a stochastic process . . . . . . . . 381--387
Wolfgan Stadje On the SPRT for the mean of an
exponential distribution . . . . . . . . 389--395
Y. Okazaki and
Y. Takahashi Separating kernel of cylindrical measure 397--399
John L. Maryak and
James C. Spall Conditions for the insensitivity of the
Bayesian posterior distribution to the
choice of prior distribution . . . . . . 401--407
Walter W. Piegorsch On confidence bands and set estimators
for the simple linear model . . . . . . 409--413
Jacek Koronacki A stochastic approximation counterpart
of the feasible direction method . . . . 415--419
Gulab Singh and
Sudhir Gupta and
Murari Singh Robustness of row-column designs . . . . 421--424
Igor Rychlik A note on Durbin's formula for the
first-passage density . . . . . . . . . 425--428
Anonymous Author index volumes 4 and 5 (1986 and
1987) . . . . . . . . . . . . . . . . . 429--433
Anonymous Editorial Board . . . . . . . . . . . . ii
Guido E. del Pino Second order processes with restrictions
in the index set and applications . . . 1--5
Lionel Weiss Estimating normal means with symmetric
gain functions . . . . . . . . . . . . . 7--9
Jacek Weso\lowski A regressional characterization of the
normal law . . . . . . . . . . . . . . . 11--12
J. Bartoszewicz A note on dispersive ordering defined by
hazard functions . . . . . . . . . . . . 13--16
Henryk Gzyl Characterization of vector valued,
Gaussian, stationary, Markov processes 17--19
Constantine Gatsonis and
Brenda MacGibbon and
William Strawderman On the estimation of a restricted normal
mean . . . . . . . . . . . . . . . . . . 21--30
Simon J. Sheather and
Joseph W. McKean A comparison of testing and confidence
interval methods for the median . . . . 31--36
M. C. Jones Inverse factorial moments . . . . . . . 37--42
S. Huda and
Rahul Mukerjee Minimax second-order designs for
difference between estimated responses
in extrapolation region . . . . . . . . 43--45
Galaye Dia Estimation of a regression function on a
Poisson process . . . . . . . . . . . . 47--54
John M. Morrison and
Gary L. Wise Continuity of filtrations of sigma
algebras . . . . . . . . . . . . . . . . 55--60
Wolfgang Stadje Note on the renewal process for
truncated exponential variables . . . . 61--66
K. Hirano and
S. Aki Properties of the extended distributions
of order $ \kappa $ . . . . . . . . . . 67--69
E. D. McCune and
S. K. McCune On improving convergence rates for
nonnegative kernel failure-rate function
estimators . . . . . . . . . . . . . . . 71--76
Tze Fen Li The cycle time distribution of
exponential cyclic queues with multiple
servers . . . . . . . . . . . . . . . . 77--81
Sòren Tolver Jensen and
Sòren Johansen Estimation of proportional covariances 83--85
J. H. J. Einmahl and
F. H. Ruymgaart The almost sure behavior of the
oscillation modulus of the multivariate
empirical process . . . . . . . . . . . 87--96
Mara Tableman and
Thomas P. Hettmansperger Two-sample inference based on one-sample
Wilcoxon signed rank statistics . . . . 97--102
E. H. Oksanen A note on seemingly unrelated regression
equations with residual vectors as
explanatory variables . . . . . . . . . 103--105
Henri Theil How many bits of information does an
independent variable yield in a multiple
regression? . . . . . . . . . . . . . . 107--108
Peter Hall and
J. S. Marron Estimation of integrated squared density
derivatives . . . . . . . . . . . . . . 109--115
Ralph P. Russo and
Chern-Ching Chao Boundary crossing random variables
related to quantile convergence . . . . 117--123
Dipak K. Dey Improved estimation of a multinormal
precision matrix . . . . . . . . . . . . 125--128
M. C. Jones On moments of ratios of quadratic forms
in normal variables . . . . . . . . . . 129--136
Henri Theil and
Ching-Fan Chung Relations between two sets of variates:
the bits of information provided by each
variate in each set . . . . . . . . . . 137--139
Kishore Sinha Rectangular Hadamard matrices . . . . . 141--142
M. Martin Diaz and
B. Salvador González The validity of the
``Pool-Adjacent-Violator'' algorithm . . 143--145
Paul I. Nelson and
Shie-Shien Yang Some properties of Kendall's partial
rank correlation coefficient . . . . . . 147--150
Kevin K. Anderson and
Krishna B. Athreya A note on conjugate $ \Pi $-variation
and a weak limit theorem for the number
of renewals . . . . . . . . . . . . . . 151--154
Robert I. Jennrich and
Sidney C. Port Radial and directional parts of a random
vector . . . . . . . . . . . . . . . . . 155--158
Bruce Cooil When are intermediate processes of the
same stochastic order? . . . . . . . . . 159--162
D. Plachky A continuity property of the convolution 163--164
Gérard Letac and
V. Seshadri Haight's distributions as a natural
exponential family . . . . . . . . . . . 165--169
B. Ramachandran and
V. Seshadri On a property of strongly reproductive
exponential families on $R$ . . . . . . 171--174
Masaaki Tsujitani Optimal scaling for association models
when category scores have a natural
ordering . . . . . . . . . . . . . . . . 175--180
Yi-Ching Yao Estimating the number of change-points
via Schwarz' criterion . . . . . . . . . 181--189
J. Jurecková and
W. C. M. Kallenberg and
N. Veraverbeke Moderate and Cramér-type large deviation
theorems for $M$-estimators . . . . . . 191--199
S. Kotz and
F. W. Steutel Note on a characterization of
exponential distributions . . . . . . . 201--203
A. M. Abouammoh On the criteria of the mean remaining
life . . . . . . . . . . . . . . . . . . 205--211
Victor M. Guerrero and
Richard A. Johnson Transforming grouped bivariate data to
near normality . . . . . . . . . . . . . 213--224
Dudley Paul Johnson A short proof of the Central Limit
Theorem for Markov chains . . . . . . . 225--227
K. Sinha and
B. Jones Further equireplicate balanced block
designs with unequal block sizes . . . . 229--230
R. Szekli A note on preservation of
self-decomposability under geometric
compounding . . . . . . . . . . . . . . 231--236
Andrey Feuerverger A bound for estimation in nonlinear time
series models by independence testing
methods . . . . . . . . . . . . . . . . 237--241
Kasra Afsarinejad Semi Knut Vik designs . . . . . . . . . 243--245
K. D. Ling On binomial distributions of order $k$ 247--250
S. Chakraborti and
M. M. Desu A class of distribution-free tests for
testing homogeneity against ordered
alternatives . . . . . . . . . . . . . . 251--256
J. C. W. Rayner Constructing a usable overlapping cells
$ \chi^2 $ goodness of fit test . . . . 257--261
Josef Steinebach On the optimality of strong
approximation rates for compound renewal
processes . . . . . . . . . . . . . . . 263--267
Walter Kremers An extension and implications of the
inspection paradox . . . . . . . . . . . 269--273
D. Zelterman Likelihood ratio tests for central
mixtures . . . . . . . . . . . . . . . . 275--279
Manuel del Río Cook statistic and diagnostic for
transformations . . . . . . . . . . . . 281--286
Murray D. Burke and
Edit Gombay On goodness-of-fit and the bootstrap . . 287--293
Wim Vervaat Narrow and vague convergence of set
functions . . . . . . . . . . . . . . . 295--298
Larry Goldstein On the choice of step size in the
Robbins--Monro procedure . . . . . . . . 299--303
B. S. Everitt A finite mixture model for the
clustering of mixed-mode data . . . . . 305--309
Peter Hall and
Matthew P. Wand On the minimization of absolute distance
in kernel density estimation . . . . . . 311--314
Willem Albers Rank tests for regression and $k$-sample
rank tests under random censorship . . . 315--319
Barry C. Arnold and
Patrick L. Brockett Variance bounds using a theorem of Pólya 321--326
Robert J. Elliott and
Michael Kohlmann A short proof of a martingale
representation result . . . . . . . . . 327--329
Brian S. Yandell Block diagonal smoothing splines . . . . 331--334
Masaaki Tsujitani Graphical analysis of residuals in
stratified four-fold tables . . . . . . 335--339
Xiquan Shi A note on the delete-$d$ jackknife
variance estimators . . . . . . . . . . 341--347
Shein-Chung Chow and
Jun Shao A new procedure for the estimation of
variance components . . . . . . . . . . 349--355
Karl Grill On the average of a random walk . . . . 357--361
Michael G. Akritas An asymptotic derivation of Neyman's $
C(\alpha) $ test . . . . . . . . . . . . 363--367
Anonymous Errata . . . . . . . . . . . . . . . . . 369--369
Ralph P. Russo On the last exit time and the number of
exits of partial sums over a moving
boundary . . . . . . . . . . . . . . . . 371--377
Edward J. Danial Generalization to the sufficient
conditions for a discrete random
variable to be infinitely divisible . . 379--382
Václav Fabian The local asymptotic minimax adaptive
property of a recursive estimate . . . . 383--388
A. Yu Yakovlev and
S. T. Rachev Bounds for crude survival probabilities
within competing risks framework and
their statistical application . . . . . 389--394
Fred Böker Some remarks on measures of association
of $ 2 \times 2 $ tables . . . . . . . . 395--397
LeRoy A. Franklin Exact tables of Spearman's Footrule for
$ N = 11 (1)18 $ with estimate of
convergence and errors for the normal
approximation . . . . . . . . . . . . . 399--406
D. J. Best and
J. C. W. Rayner A test for bivariate normality . . . . . 407--412
Victor Pérez-Abreu The exponential space of an $ L^2
$-stochastic process with independent
increments . . . . . . . . . . . . . . . 413--417
Sándor Csörgö and
Jan Mielniczuk Density estimation in the simple
proportional hazards model . . . . . . . 419--426
A. H. Welsh Asymptotically efficient estimation of
the sparsity function at a point . . . . 427--432
W. J. Hall and
Wei-Min Huang Large deviations and estimation in
infinite-dimensional models . . . . . . 433--439
William P. McCormick and
Ashim K. Mallik and
Jack H. Reeves Strong consistency of the MLE for
sequential design problems . . . . . . . 441--446
Anonymous Author index volume 6 (1988) . . . . . . 447--449
Anonymous Editorial Board . . . . . . . . . . . . ii
Piotr W. Mikulski and
Michael Monsour On attainable Cramér--Rao type lower
bounds for weighted loss functions . . . 1--2
Carl Herz Splitting intervals . . . . . . . . . . 3--7
M. G. Hahn and
J. Kuelbs Universal asymptotic normality for
conditionally trimmed sums . . . . . . . 9--15
Thomas Birkel A note on the Strong Law of Large
Numbers for positively dependent random
variables . . . . . . . . . . . . . . . 17--20
A. I. Dale An early occurrence of the Poisson
distribution . . . . . . . . . . . . . . 21--22
AndréRobert Dabrowski Strassen-type invariance principles for
exchangeable sequences . . . . . . . . . 23--26
Sanpei Kageyama Existence of variance-balanced binary
designs with fewer experimental units 27--28
V. Papathanasiou Variance bounds by a generalization of
the Cauchy--Schwarz inequality . . . . . 29--33
Alexander A. Georgiev Asymptotic properties of the
multivariate Nadaraya--Watson regression
function estimate: The fixed design case 35--40
Mei-Ling Ting Lee Some cross-product difference statistics
and a test for trends in ordered
contingency tables . . . . . . . . . . . 41--46
V. Seshadri A $U$-statistic and estimation for the
inverse Gaussian distribution . . . . . 47--49
Vanderlei Costa Bueno On the importance of components for
multistate monotone systems . . . . . . 51--59
Dennis Sandell A game with three players . . . . . . . 61--63
Juan A. Cuesta and
Carlos Matrán Uniform consistency of $r$-means . . . . 65--71
Vera R. Huse Asymptotic properties for the sequential
cusum procedure . . . . . . . . . . . . 73--80
Herold Dehling and
Murad S. Taqqu The functional law of the iterated
logarithm for the empirical process of
some long-range dependent sequences . . 81--85
Anonymous Errata . . . . . . . . . . . . . . . . . 87--87
Rahul Mukerjee and
Sudhir Gupta Universal optimality of main effect
deletion designs . . . . . . . . . . . . 89--91
Ursula Gather On a characterization of the exponential
distribution by properties of order
statistics . . . . . . . . . . . . . . . 93--96
David M. Nickerson Dominance of the positive-part version
of the James--Stein estimator . . . . . 97--103
Richard A. Vitale A differential version of the
Efron--Stein inequality: bounding the
variance of a function of an infinitely
divisible variable . . . . . . . . . . . 105--112
W. J. Padget and
L. A. Thombs A smooth nonparametric quantile
estimator from right-censored data . . . 113--121
Russell F. Kappenman A simple method for choosing between the
lognormal and Weibull models . . . . . . 123--126
M. E. Bock and
Z. Govindarajulu A note on the noncentral chi-square
distribution . . . . . . . . . . . . . . 127--129
Robert Miceli and
William E. Strawderman ``Almost arbitrary'' minimax estimators
of location for independent component
variance mixtures of normal variates . . 131--133
J. S. Chawla The existence theorem in general ridge
regression . . . . . . . . . . . . . . . 135--137
Adrienne W. Kemp A note on Stirling's expansion for
factorial $n$ . . . . . . . . . . . . . 139--143
C. A. Clarotti and
G. Koch and
F. Spizzichino A filtering model for Bayesian analysis
of failure data contaminated by
maintenance . . . . . . . . . . . . . . 145--150
G. J. Babu and
A. Bose Bootstrap confidence intervals . . . . . 151--160
Tomek Brus A recurrence formula for the
distribution of the Wilcoxon rank sum
statistic . . . . . . . . . . . . . . . 161--165
R. C. Williamson and
T. Downs The inverse and determinant of a $ 2
\times 2 $ uniformly distributed random
matrix . . . . . . . . . . . . . . . . . 167--170
A. Le Breton A note on maximum likelihood estimation
for the complex-valued first-order
autoregressive process . . . . . . . . . 171--173
Dong Ho Park The reliability of $k$ out of $n$
systems when $k$ components are equally
reliable . . . . . . . . . . . . . . . . 175--178
Ibrahim A. Ahmad and
Subhash C. Kochar Testing for dispersive ordering . . . . 179--185
Kasra Afsarinejad Circular balanced uniform repeated
measurements designs . . . . . . . . . . 187--189
Tapan K. Nayak A note on estimating the number of
errors in a system by recapture sampling 191--194
J. S. Marron and
D. Nolan Canonical kernels for density estimation 195--199
Michael Woodroofe and
Myoungshic Jhun Singh's theorem in the lattice case . . 201--205
Andreas N. Philippou and
Demetris L. Antzoulakos and
Gregory A. Tripsiannis Multivariate distributions of order $
\kappa $ . . . . . . . . . . . . . . . . 207--216
Gordon E. Willmot A remark on the Poisson--Pascal and some
other contagious distributions . . . . . 217--220
A. Shapiro and
M. W. Browne On the asymptotic bias of estimators
under parameter drift . . . . . . . . . 221--224
Joseph L. Gastwirth and
Wesley O. Johnson Testing the homogeneity of small error
rates: application to the sensitivity of
different Elisa tests for aids
antibodies . . . . . . . . . . . . . . . 225--228
Y. P. Mack and
Hans-Georg Müller Convolution type estimators for
nonparametric regression . . . . . . . . 229--239
Subir Ghosh On two methods of identifying
influential sets of observations . . . . 241--245
Ljuben R. Mutafchiev The limit distribution of the number of
nodes in low strata of a random mapping 247--251
Barry C. Arnold A logistic process constructed using
geometric minimization . . . . . . . . . 253--257
P. Main Asymptotic behaviour of reliability
functions . . . . . . . . . . . . . . . 259--263
Anonymous Erratum . . . . . . . . . . . . . . . . 265--265
Douglas G. Bonett and
P. M. Bentler and
J. Arthur Woodward Asymptotic results for a conditional
Poisson log-linear model . . . . . . . . 267--270
Alan Agresti An agreement model with kappa as
parameter . . . . . . . . . . . . . . . 271--273
Brenton R. Clarke An unbiased minimum distance estimator
of the proportion parameter in a mixture
of two normal distributions . . . . . . 275--281
Jürg Hüsler and
Rolf-Dieter Reiss Maxima of normal random vectors: Between
independence and complete dependence . . 283--286
J. Hüsler and
H. Riedwyl Comparison of the efficiency of
nonparametric location tests based on
grouped and individual data . . . . . . 287--291
Josemar Rodrigues and
Silvia Nagib Elian The coordinate-free estimation in finite
population sampling . . . . . . . . . . 293--295
Bi-Qi Fang and
Kai-Tai Fang A characterization of multivariate $
l_1$-norm symmetric distributions . . . 297--299
F. W. Steutel and
B. G. Hansen Haight's distribution and busy periods 301--302
G. F. Yeo and
R. K. Milne On characterizations of exponential
distributions . . . . . . . . . . . . . 303--305
Philippe Chassaing An optimal random number generator on $
Z_p $ . . . . . . . . . . . . . . . . . 307--309
Zhiliang Ying A note on the asymptotic properties of
the product-limit estimator on the whole
line . . . . . . . . . . . . . . . . . . 311--314
R. J. Carroll and
W. Härdle Symmetrized nearest neighbor regression
estimates . . . . . . . . . . . . . . . 315--318
Herold Dehling Complete convergence of triangular
arrays and the law of the iterated
logarithm for $U$-statistics . . . . . . 319--321
Colm A. O'Cinneide and
Adrian E. Raftery A continuous multivariate exponential
distribution that is multivariate phase
type . . . . . . . . . . . . . . . . . . 323--325
Ulrich Müller-Funk and
Friedrich Pukelsheim How regular are conjugate exponential
families? . . . . . . . . . . . . . . . 327--333
Nancy J. Birch and
Richard K. Burdick Confidence intervals on the ratio of
expected mean squares $ (\theta_1 +
\theta_2 + \theta_3) / \theta_4 $ . . . 335--342
Wolfram Strittmatter Finitely determined processes in metric
spaces . . . . . . . . . . . . . . . . . 343--347
Anonymous Erratum . . . . . . . . . . . . . . . . 349--349
T. Cacoullos and
V. Papathanasiou Characterizations of distributions by
variance bounds . . . . . . . . . . . . 351--356
Yeu-Hua Too and
Gwo Dong Lin Characterizations of uniform and
exponential distributions . . . . . . . 357--359
Ludger Rüschendorf On random translation models . . . . . . 361--367
Janos Galambos and
Imre Kátai A simple proof for the continuity of
infinite convolutions of binary random
variables . . . . . . . . . . . . . . . 369--370
K. D. Ling A new class of negative binomial
distributions of order $k$ . . . . . . . 371--376
Arijit Chaudhuri and
Nimai Kumar Chandra A test for Weibull populations . . . . . 377--380
Ker-Chau Li and
Donald Ylvisaker Another look at adaptation on the
average . . . . . . . . . . . . . . . . 381--383
Zizhi Wu On Bayes' test for the population mean
of bounded observations . . . . . . . . 385--389
Jacek Dabrowski Parameter identification in linear
stochastic differential equations . . . 391--394
Jacek Le\'skow A note of kernel smoothing of an
estimator of a periodic function in the
multiplicative intensity model . . . . . 395--400
William R. Schucany Locally optimal window widths for kernel
density estimation with large samples 401--405
M. Samanta Non-parametric estimation of conditional
quantiles . . . . . . . . . . . . . . . 407--412
Mark Berman The asymptotic statistical behaviour of
some estimators for a circular
structural model . . . . . . . . . . . . 413--416
Michael Evans An example concerning the likelihood
function . . . . . . . . . . . . . . . . 417--418
Agnes Berger and
Sylvan Wallenstein On the theory of $ C_\alpha $-tests . . 419--424
James R. Schott An adjustment for a test concerning a
principal component subspace . . . . . . 425--430
Nikos Yannaros On Cox and renewal processes . . . . . . 431--433
S. V. Bhave Inconsistencies in the argument leading
to the rule of succession . . . . . . . 435--440
Anonymous Author index volume 7 (1988/1989) . . . 441--443
Edward J. Danial Characterization of the special discrete
distributions through infinite,
noninfinite and finite divisibility . . 1--7
Tai-shing Lau Moment inequalities . . . . . . . . . . 9--16
Xiaodong Tan and
Yuan Xu Some inequalities of
Bonferroni--Galambos type . . . . . . . 17--20
S. Kocherlakota A note on the bivariate binomial
distribution . . . . . . . . . . . . . . 21--24
T. W. Anderson Evaluation of the expected value of a
determinant . . . . . . . . . . . . . . 25--26
Stena Kettl A note on the ace algorithm . . . . . . 27--28
John J. Peterson First and second order derivatives
having applications to estimation of
response surface optima . . . . . . . . 29--34
Heleno Bolfarine Population variance prediction under
normal dynamic superpopulation models 35--39
George G. Roussas Consistent regression estimation with
fixed design points under dependence
conditions . . . . . . . . . . . . . . . 41--50
P. C. B. Phillips Spherical matrix distributions and
Cauchy quotients . . . . . . . . . . . . 51--53
Kan Cheng and
Zongfu He On proximity between exponential and
DMRL distributions . . . . . . . . . . . 55--57
J. S. Maritz Linear empirical Bayes estimation of
quantiles . . . . . . . . . . . . . . . 59--65
Saeed Ghahramani and
Ronald W. Wolff Finiteness of moments of randomly
stopped sums of i.i.d. random variables 67--68
Tatsuya Kubokawa Improved estimation of a covariance
matrix under quadratic loss . . . . . . 69--71
B. Abdous Strong uniform consistency of kernel
probability density estimators based on
sample moments . . . . . . . . . . . . . 73--79
Kamal C. Chanda and
F. H. Ruymgaart Asymptotic estimate of probability of
misclassification for discriminant rules
based on density estimates . . . . . . . 81--88
Kishore Sinha Some new equireplicate balanced block
designs . . . . . . . . . . . . . . . . 89--89
A. N. Ahmed and
A. A. Alzaid Weak association with a stress-strength
model application . . . . . . . . . . . 91--95
James C. Aubuchon and
Thomas P. Hettmansperger Rank-based inference for linear models:
asymmetric errors . . . . . . . . . . . 97--107
Peter Hall and
William R. Schucany A local cross-validation algorithm . . . 109--117
Y. C. Yao A simple characterization of
non-randomized admissible procedures in
group testing . . . . . . . . . . . . . 119--122
Bernard Harris Poisson limits for generalized random
allocation problems . . . . . . . . . . 123--127
Naitee Ting and
Richard K. Burdick and
Franklin A. Graybill and
Rongde Gui One-sided confidence intervals on
nonnegative sums of variance components 129--135
Wolfgang Stadje Some distributions connected with sums
of rectangular random variables . . . . 137--142
G. D. Lin and
J. S. Huang Variances of sample medians . . . . . . 143--146
Jun Shao Half-sample estimation of sampling
distributions . . . . . . . . . . . . . 147--155
María Angeles Gil and
Pedro Gil On some information measures of degree $
\beta = 2 $: estimation in simple-stage
cluster sampling . . . . . . . . . . . . 157--162
Anant M. Kshirsagar Effect of a missing observation on
Hotelling's generalized $ T_0^2 $ . . . 163--166
Chih-Ling Tsai Bias in nonlinear regression model with
heteroscedastic or Ar(1) error structure 167--170
Weichung Joseph Shih Influence of incomplete observations in
multiple linear regression . . . . . . . 171--174
Douglas G. Bonett Pearson chi-square estimator and test
for log-linear models with expected
frequencies subject to linear
constraints . . . . . . . . . . . . . . 175--177
Wesley Johnson and
Ronald Christensen Nonparametric Bayesian analysis of the
accelerated failure time model . . . . . 179--184
A. A. Alzaid and
M. Al-Osh Ordering probability distributions by
tail behavior . . . . . . . . . . . . . 185--188
V. Anantharam and
P. Tsoucas A proof of the Markov chain tree theorem 189--192
Anonymous Erratum: ``Convolution type estimators
for nonparametric regression'', by Y. P.
Mack and Hans-Georg Müller [Statistics &
Probability Letters \bf 7 (3) 229--239] 195--195
Peter Hall and
Michael A. Martin A note on the accuracy of bootstrap
percentile method confidence intervals
for a quantile . . . . . . . . . . . . . 197--200
Robert K. Rayner Bootstrap inversion of Edgeworth
expansions for nonparametric confidence
intervals . . . . . . . . . . . . . . . 201--206
Christian Genest and
Louis-Paul Rivest A characterization of Gumbel's family of
extreme value distributions . . . . . . 207--211
J. Tiago de Oliveira Intrinsic estimation of the dependence
structure for bivariate extremes . . . . 213--218
Raúl Gouet Embedding in extremal processes and the
asymptotic behavior of sums of minima 219--223
Raúl Gouet A martingale approach to strong
convergence in a generalized
Pólya--Eggenberger urn model . . . . . . 225--228
Andrzej Korzeniowski On diffusions that cannot escape from a
convex set . . . . . . . . . . . . . . . 229--234
George G. Roussas Some asymptotic properties of an
estimate of the survival function under
dependence conditions . . . . . . . . . 235--243
Prabir Burman Rate of convergence of the spline
estimates for Markov chains . . . . . . 245--253
Jolanta K. Misiewicz Positive definite norm dependent
functions on $ l^\infty $ . . . . . . . 255--260
Donald R. Hoover Bounds on expectations of order
statistics for dependent samples . . . . 261--265
Krystyna Katulska Optimum biased spring balance weighing
designs . . . . . . . . . . . . . . . . 267--271
Arthur Cohen and
Harold B. Sackrowitz Two stage conditionally unbiased
estimators of the selected mean . . . . 273--278
ShinIchi Aihara and
Arunabha Bagchi Infinite dimensional parameter
identification for stochastic parabolic
systems . . . . . . . . . . . . . . . . 279--287
James C. Fu Method of Kim--Zam: an algorithm for
computing the maximum likelihood
estimator . . . . . . . . . . . . . . . 289--296
Vijay K. Rohatgi and
Gábor J. Székely Sharp inequalities between skewness and
kurtosis . . . . . . . . . . . . . . . . 297--299
Miklós Csörg\Ho and
Lajos Horváth On best possible approximations of local
time . . . . . . . . . . . . . . . . . . 301--306
David J. Aldous Stein's method in a two-dimensional
coverage problem . . . . . . . . . . . . 307--314
Paul Deheuvels and
José Tiago de Oliveira On the non-parametric estimation of the
bivariate extreme-value distributions 315--323
C. Arenas On point processes in the plane . . . . 325--328
Joseph C. Gardiner and
Shlomo Levental On pricing of market-indexed
certificates of deposit . . . . . . . . 329--334
N. Unnikrishnan Nair and
N. Hitha Characterization of discrete models by
distribution based on their partial sums 335--337
Alain Latour and
Roch Roy On the behaviour of the sample
autocovariances and autocorrelations of
a seasonal Arima model . . . . . . . . . 339--345
Shean-Tsong Chiu Bandwidth selection for kernel estimate
with correlated noise . . . . . . . . . 347--354
J. Antoch and
P. Janssen Nonparametric regression $M$-quantiles 355--362
Douglas Kelly and
Gordon Simons Markov processes with infinitely
divisible limit distributions: some
examples . . . . . . . . . . . . . . . . 363--369
Bernard Ycart Markov processes and exponential
families on a finite set . . . . . . . . 371--376
Barry C. Arnold and
J. Terry Hallett A characterization of the Pareto process
among stationary stochastic processes of
the form $ X_n = c \min (X_{n - 1}, Y_n)
$ . . . . . . . . . . . . . . . . . . . 377--380
J. Averous and
M. Meste Tailweight and life distributions . . . 381--387
John Panaretos and
Evdokia Xekalaki A probability distribution associated
with events with multiple occurrences 389--395
Jun Shao Functional calculus and asymptotic
theory for statistical analysis . . . . 397--405
Keith Knight A note on the asymptotic covariance
matrix of the Yule--Walker estimator . . 407--410
D. M. Titterington and
J. Sedransk Imputation of missing values using
density estimation . . . . . . . . . . . 411--418
Luc Devroye A universal lower bound for the kernel
estimate . . . . . . . . . . . . . . . . 419--423
Luc Devroye On the non-consistency of the $ L_2
$-cross-validated kernel density
estimate . . . . . . . . . . . . . . . . 425--433
Mark P. Becker On the bivariate normal distribution and
association models for ordinal
categorical data . . . . . . . . . . . . 435--440
Lars Holst A note on Banach's match box problem . . 441--443
Steven E. Rigdon and
Asit P. Basu Mean squared errors of estimators of the
intensity function of a nonhomogeneous
Poisson process . . . . . . . . . . . . 445--449
Girish Aras and
S. Rao Jammalamadaka and
X. Zhou Limit distribution of spacings
statistics when the sample size is
random . . . . . . . . . . . . . . . . . 451--456
Badi H. Baltagi Applications of a necessary and
sufficient condition for OLS to be BLUE 457--461
Harald Luschgy Characterizations of infinite
dimensional Gaussian shift experiments 463--468
Patrick A. Thompson A transformation useful for bounding a
forecast . . . . . . . . . . . . . . . . 469--475
Manfred Denker and
Adam Jakubowski Stable limit distributions for strongly
mixing sequences . . . . . . . . . . . . 477--483
Wen-Jang Huang and
Li-Sue Chen Note on a characterization of gamma
distributions . . . . . . . . . . . . . 485--487
Richard C. Bradley A caution on mixing conditions for
random fields . . . . . . . . . . . . . 489--491
Tailen Hsing On a loss of memory property of the
maximum . . . . . . . . . . . . . . . . 493--496
Anonymous Author index volume 8 (1989) . . . . . . 497--499