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Sat Mar 30 16:01:48 MDT 2019
Anonymous Editorial Board . . . . . . . . . . . . ii
Y. S. Sathe and
U. J. Dixit On a recurrence relation for order
statistics . . . . . . . . . . . . . . . 1--4
M. Ebneshahrashoob and
Milton Sobel Sooner and later waiting time problems
for Bernoulli trials: frequency and run
quotas . . . . . . . . . . . . . . . . . 5--11
K. G. Mehrotra and
A. Schick and
V. Susarla Estimation in two sample type II
censoring models . . . . . . . . . . . . 13--22
Enno Mammen A short note on optimal bandwidth
selection for kernel estimators . . . . 23--25
Jan Mielniczuk Remark concerning data-dependent
bandwidth choice in density estimation 27--33
George Marsaglia and
Arif Zaman and
Wai Wan Tsang Toward a universal random number
generator . . . . . . . . . . . . . . . 35--39
Carl M.-S. Lee On the characterization of Pitman
measure of nearness . . . . . . . . . . 41--46
Michael Falk Weak convergence of the remainder term
in the Bahadur representation of extreme
quantiles . . . . . . . . . . . . . . . 47--50
Shande Chen and
David Farnsworth Median polish and a modified procedure 51--57
Ari Veijanen On conditionally mixing processes . . . 59--65
Lisa A. Weissfeld and
Helmut Schneider Influence diagnostics for the Weibull
model fit to censored data . . . . . . . 67--73
Harry Joe Families of min-stable multivariate
exponential and multivariate extreme
value distributions . . . . . . . . . . 75--81
H. K. Hsieh and
R. M. Korwar and
A. L. Rukhin inadmissibility of the maximum
likelihood estimator of the inverse
Gaussian mean . . . . . . . . . . . . . 83--90
Sik-Yum Lee and
Wai-Yin Poon and
P. M. Bentler Full maximum likelihood analysis of
structural equation models with
polytomous variables . . . . . . . . . . 91--97
Sanpei Kageyama Complete characterization of optimum
weighing designs for estimating the
total weight . . . . . . . . . . . . . . 99--100
James W. Neill and
Shie-Shien Yang Testing regression function adequacy in
nonlinear multiresponse models . . . . . 101--105
S. Chakraborti A class of tests for homogeneity of
quantiles under unequal right-censorship 107--109
Joachim Engel Density estimation with Haar series . . 111--117
B. P. M. McCabe An extension of Anderson's multiple
decision procedure . . . . . . . . . . . 119--124
Dragan Banjevi\'c On order statistics in waiting time for
runs in Markov chains . . . . . . . . . 125--127
M. C. Jones The performance of kernel density
functions in kernel distribution
function estimation . . . . . . . . . . 129--132
R. J. Karunamuni and
K. L. Mehra Improvements on strong uniform
consistency of some known kernel
estimates of a density and its
derivatives . . . . . . . . . . . . . . 133--140
Kasra Afsarinejad Circular balanced uniform repeated
measurements designs, II . . . . . . . . 141--143
V. Papathanasiou Some characterizations of distributions
based on order statistics . . . . . . . 145--147
D. L. Hawkins A note on the asymptotic distribution of
a statistic for testing stability of a
correlation coefficient . . . . . . . . 149--154
Christian Robert Modified Bessel functions and their
applications in probability and
statistics . . . . . . . . . . . . . . . 155--161
K. D. Ling On geometric distributions of order $
(k_1, \ldots {}, k_m) $ . . . . . . . . 163--171
Yi-Ching Yao On the asymptotic behavior of a class of
nonparametric tests for a change-point
problem . . . . . . . . . . . . . . . . 173--177
Ryszard Magiera Minimax sequential estimation plans for
exponential-type processes . . . . . . . 179--185
Douglas Nychka Some properties of adding a smoothing
step to the EM algorithm . . . . . . . . 187--193
Bahadur Singh and
F. T. Wright Testing for and against an order
restriction in mixed-effects models . . 195--200
Michael T. Lacey and
Walter Philipp A note on the almost sure Central Limit
Theorem . . . . . . . . . . . . . . . . 201--205
Mei Wang and
Michael Woodroofe A local limit theorem for sums of
dependent random variables . . . . . . . 207--213
Kumar Joag-Dev and
Frank Proschan A covariance inequality for coherent
structures . . . . . . . . . . . . . . . 215--216
Marco Scarsini and
Moshe Shaked Stochastic ordering for permutation
symmetric distributions . . . . . . . . 217--222
Madan Lal Puri and
István Vincze Measure of information and contiguity 223--228
Leonard A. Stefanski Rates of convergence of some estimators
in a class of deconvolution problems . . 229--235
Peter Hall On the law of the logarithm for density
estimators . . . . . . . . . . . . . . . 237--240
Jan Beirlant and
Paul Deheuvels On the approximation of $P$--$P$ and
$Q$--$Q$ plot processes by Brownian
bridges . . . . . . . . . . . . . . . . 241--251
V. Genon-Catalot and
C. Larédo An asymptotic sufficiency property of
observations related to the first
hitting times of a diffusion . . . . . . 253--258
Clifford M. Hurvich and
Chih-Ling Tsai Model selection for least absolute
deviations regression in small samples 259--265
Tasos C. Christofides Rate of convergence in the Strong Law of
Large Numbers for $U$-statistics based
on a multidimensionally indexed array of
random variables . . . . . . . . . . . . 267--272
Wilbert C. M. Kallenberg Inequalities for noncentral chi-square
distributions . . . . . . . . . . . . . 273--278
D. L. Hanson and
Hari Mukerjee Isotonic estimation in stochastic
approximation . . . . . . . . . . . . . 279--287
A. I. Dale Thomas Bayes: some clues to his
education . . . . . . . . . . . . . . . 289--290
N. Balakrishnan Improving the Hartley--David--Gumbel
bound for the mean of extreme order
statistics . . . . . . . . . . . . . . . 291--294
Lars Holst A circle covering problem and DNA
breakage . . . . . . . . . . . . . . . . 295--298
L. Baringhaus and
N. Henze A test for uniformity with unknown
limits based on d'Agostino's $D$ . . . . 299--304
Luc Devroye A note on Linnik's distribution . . . . 305--306
S. T. Rachev and
L. Rüschendorf A counterexample to A.S. constructions 307--309
B. G. Hansen and
E. Willekens The generalized logarithmic series
distribution . . . . . . . . . . . . . . 311--316
Andrew L. Rukhin and
Lynn Kuo and
Dipak K. Dey A class of minimax estimators of the
scale parameter of the uniform
distribution . . . . . . . . . . . . . . 317--321
Emad-Eldin A. A. Aly A simple test for dispersive ordering 323--325
Pawe\l Hitczenko Best constant in the decoupling
inequality for non-negative random
variables . . . . . . . . . . . . . . . 327--329
Allan Gut Limit points of sample maxima . . . . . 331--336
Francesco Battaglia Approximate power of portmanteau tests
for time series . . . . . . . . . . . . 337--341
J. S. Chawla A note on ridge regression . . . . . . . 343--345
Song-Gui Wang and
Siu-Keung Tse and
Shein-Chung Chow On the measures of multicollinearity in
least squares regression . . . . . . . . 347--355
Raul Fierro Existence and uniqueness of a martingale
problem in $ D_+ $, $ I' $ . . . . . . . 357--359
Tiee-Jian Wu $ L_p $ nonuniform bounds for asymptotic
normality of linear rank statistics . . 361--365
Ruben H. Zamar Robustness against unexpected dependence
in the location model . . . . . . . . . 367--374
Jana Jurecková and
A. K. Md. Ehsanes Saleh Robustified version of Stein's
multivariate location estimation . . . . 375--380
James O. Berger On the inadmissibility of unbiased
estimators . . . . . . . . . . . . . . . 381--384
Siddhartha R. Dalal and
Jack C. Lee and
Darius J. Sabavala Empirical Bayes prediction for a
compound Poisson-multinomial process . . 385--389
Stavros Kourouklis A relation between the Chernoff index
and the Pitman efficacy . . . . . . . . 391--395
Robert M. Burton and
Herold Dehling Large deviations for some weakly
dependent random processes . . . . . . . 397--401
Peter Auer The circle homogeneously covered by
random walk on $ \mathbb {Z}^2 $ . . . . 403--407
Richard A. Johnson and
Christopher H. Morrell Two sample rank tests under a random
truncation model . . . . . . . . . . . . 409--422
J. C. W. Rayner and
L. G. McAlevey Smooth goodness of fit tests for
categorised composite null hypotheses 423--429
Milton Sobel and
Martin Wells Dirichlet integrals and moments of gamma
distribution order statistics . . . . . 431--437
Paul Janssen and
Noël Veraverbeke and
Robert Serfling $U$-statistics on Winsorized and trimmed
samples . . . . . . . . . . . . . . . . 439--447
D. G. Kabe and
A. K. Gupta On a multiple correlation ratio . . . . 449--451
Andreas N. Philippou and
Demetris L. Antzoulakos Multivariate distributions of order $k$
on a generalized sequence . . . . . . . 453--463
Yasuo Amemiya A note on the limiting distribution of
certain characteristic roots . . . . . . 465--470
Anonymous Author index volume 9 (1990) . . . . . . 471--473
Richard D. De Veaux and
Abba M. Krieger Robust estimation of a normal mixture 1--7
R. J. Tomkins A generalized law of the iterated
logarithm . . . . . . . . . . . . . . . 9--15
Song-Gui Wang and
Shein-Chung Chow A note on adaptive generalized ridge
regression estimator . . . . . . . . . . 17--21
M. Vasudaven On Kolmogorov--Smirnov type aligned test
in $k$-sample linear regression . . . . 23--27
Andreas N. Philippou and
Demetris L. Antzoulakos and
Gregory A. Tripsiannis Multivariate distributions of order $k$,
part II . . . . . . . . . . . . . . . . 29--35
Laurence A. Baxter and
Svetlozar T. Rachev A note on the stability of the
estimation of the exponential
distribution . . . . . . . . . . . . . . 37--41
Michael J. Phelan Estimating the transition probabilities
from censored Markov renewal processes 43--47
W. Qian and
D. M. Titterington Parameter estimation for hidden Gibbs
chains . . . . . . . . . . . . . . . . . 49--58
Daniel Zelterman On tests for qualitative interactions 59--63
G. A. Whitmore On the reliability of stochastic
systems: a comment . . . . . . . . . . . 65--67
Y. Yin and
R. J. Carroll A diagnostic for heteroscedasticity
based on the Spearman rank correlation 69--76
Jun Shao Asymptotic theory in heteroscedastic
nonlinear models . . . . . . . . . . . . 77--85
Eddy Mayer-Wolf An application to probability laws of
the noncontinuity of the inverse Radon
transform . . . . . . . . . . . . . . . 87--90
A. O. Pittenger Sharp mean-variance bounds for
Jensen-type inequalities . . . . . . . . 91--94
Shaul K. Bar-Lev and
Peter Enis On the construction of classes of
variance stabilizing transformations . . 95--100
Christian Robert On some accurate bounds for the
quantiles of a non-central chi squared
distribution . . . . . . . . . . . . . . 101--106
George Casella Estimators with nondecreasing risk:
application of a chi-squared identity 107--109
Rahul Mukerjee and
S. Huda Fourth-order rotatable designs:
$A$-optimal measures . . . . . . . . . . 111--117
Anant P. Godbole Specific formulae for some success run
distributions . . . . . . . . . . . . . 119--124
Ibrahim A. Salama and
Dana Quade On the asymptotic permutational
normality of certain weighted measures
of correlation . . . . . . . . . . . . . 125--133
P. Y. Liu and
J. Voelkel and
J. Crowley On the ratio of hazard functions in the
presence of a nuisance covariate . . . . 135--140
Julian Faraway Implementing semiparametric density
estimation . . . . . . . . . . . . . . . 141--143
Jean-Pierre Lecoutre Uniform consistency of a class of
regression function estimators for
Banach-space valued random variable . . 145--149
K. Das and
Q. Meneghini and
N. C. Giri Inadmissibility of an estimator for the
ratio of variance components . . . . . . 151--157
Joseph Horowitz A uniform Law of Large Numbers and
empirical Central Limit Theorem for
limits of finite populations . . . . . . 159--166
Gennady Samorodnitsky and
Murad S. Taqqu Existence of joint moments of stable
random variables . . . . . . . . . . . . 167--172
Shean-Tsong Chiu and
J. S. Marron The negative correlations between
data-determined bandwidths and the
optimal bandwidth . . . . . . . . . . . 173--180
R. Szekli On the concavity of the infinitesimal
renewal function . . . . . . . . . . . . 181--184
Charles M. Newman Convergence of the sum of reciprocal
renewal times . . . . . . . . . . . . . 185--187
Hajime Yamato Probabilistic proofs of relations with
Stirling numbers of the first kind by
Dirichlet process . . . . . . . . . . . 189--192
Lanh Tat Tran Kernel density estimation under
dependence . . . . . . . . . . . . . . . 193--201
Alexander A. Georgiev Nonparametric multiple function fitting 203--211
Jacek Weso\lowski A martingale characterization of the
Wiener process . . . . . . . . . . . . . 213--215
Ravi Chari On a connection between the non-central
$ \chi^2 $ distribution and Bessel
diffusions . . . . . . . . . . . . . . . 217--219
Vesna Jevremovi\'c Two examples of nonlinear processes with
a mixed exponential marginal
distribution . . . . . . . . . . . . . . 221--224
Marek Rutkowski Stochastic differential equations with
singular drift . . . . . . . . . . . . . 225--229
Alexander Shapiro and
Ayala Cohen Testing and estimation of equal
variances for correlated variables . . . 231--234
J. Muñoz-Perez and
A. Sanchez-Gomez A characterization of the distribution
function: the dispersion function . . . 235--239
V. K. Srivastava and
R. S. Singh Uniformly minimum variance unbiased
estimator of efficiency ratio in
estimation of normal population mean . . 241--245
Anant P. Godbole Degenerate and Poisson convergence
criteria for success runs . . . . . . . 247--255
Jonathan P. Cohen A comparison of estimators of
functionals of the distribution of a
maximum . . . . . . . . . . . . . . . . 257--261
Enrique M. Cabaña On a martingale characterization of
two-parameter Wiener process . . . . . . 263--270
Anonymous Call for papers on optimization
techniques in statistics . . . . . . . . 271--271
John L. Maryak and
James C. Spall Weak convergence and the exponential
rate of concentration for posterior
density functions . . . . . . . . . . . 273--278
Kasra Afsarinejad Rectangular lattice designs . . . . . . 279--281
M. C. Jones and
Peter Hall Mean squared error properties of kernel
estimates or regression quantiles . . . 283--289
Ryszard Zieli\'nski Robustness of the one-sided
Mann--Whitney--Wilcoxon test to
dependency between samples . . . . . . . 291--295
Michael J. Wichura A note on Das's approximation to Mills's
ratio . . . . . . . . . . . . . . . . . 297--299
Michael Falk Weak convergence of the maximum error of
the bootstrap quantile estimate . . . . 301--305
B. L. S. Prakasa Rao Remarks on univariate elliptical
distributions . . . . . . . . . . . . . 307--315
Henryk Gzyl Diffusions on some submanifolds of
Euclidean spaces . . . . . . . . . . . . 317--319
F. Thomas Bruss and
S. Rao Jammalamadaka and
Xian Zhou On an interval splitting problem . . . . 321--324
A. Niinimaa and
H. Oja and
Mara Tableman The finite-sample breakdown point of the
Oja bivariate median and of the
corresponding half-samples version . . . 325--328
Tomasz Rychlik Unbiased nonparametric estimation of the
derivative of the mean . . . . . . . . . 329--333
Lawrence M. Leemis and
Li-Hsing Shih and
Kurt Reynertson Variate generation for accelerated life
and proportional hazards models with
time dependent covariates . . . . . . . 335--339
Kamal C. Chanda Asymptotic expansions of the
probabilities of misclassification for
$k$-NN discriminant rules . . . . . . . 341--349
AndréI. Khuri and
Malay Ghosh Minimal sufficient statistics for the
unbalanced two-fold nested model . . . . 351--353
Jaros\law Bartoszewicz and
Tadeusz Bednarski On a test for dispersive ordering . . . 355--362
Douglas P. Wiens and
K. H. Eden Wu Asymptotic minimax properties of
$M$-estimators of scale . . . . . . . . 363--368
Y. P. Mack and
Norman S. Matloff Estimating a mixing distribution in a
multiple observation setting . . . . . . 369--376
Shaul K. Bar-Lev and
Daoud Bshouty A class of infinitely divisible variance
functions with an application to the
polynomial case . . . . . . . . . . . . 377--379
H. Dette and
N. Henze Some peculiar boundary phenomena for
extremes of $r$ th nearest neighbor
links . . . . . . . . . . . . . . . . . 381--390
Xiang Chen Wang and
M. Bhaskara Rao A note on convergence in Banach spaces
of cotype $p$ . . . . . . . . . . . . . 391--396
Galaye Dia Non-parametric estimation of the density
of a point process . . . . . . . . . . . 397--405
J. Muñoz-Perez Dispersive ordering by the spread
function . . . . . . . . . . . . . . . . 407--410
L. A. Weissfeld Influence diagnostics for the
proportional hazards model . . . . . . . 411--417
Song Yang Efficient robust estimation of parameter
in the random censorship model . . . . . 419--426
David Aldous and
William B. Krebs The `birth-and-assassination' process 427--430
Nimai Kumar Chandra On the efficiency of a testimator for
the mean of an inverse Gaussian
distribution . . . . . . . . . . . . . . 431--437
Y. S. Rama Krishnaiah On the Glivenko--Cantelli theorem for
generalized empirical processes based on
strong mixing sequences . . . . . . . . 439--447
Anonymous Author index volume 10 (1990) . . . . . 449--451
Anonymous Editorial Board . . . . . . . . . . . . ii
Antoni Sintes Blanc On the Poisson approximation for some
multinomial distributions . . . . . . . 1--6
Werner Ehm Binomial approximation to the Poisson
binomial distribution . . . . . . . . . 7--16
F. Spizzichino Bayesian analysis for two-components
systems and a conjugate family of
bivariate densities . . . . . . . . . . 17--25
Jun Shao Jackknife variance estimators for
generalized $L$-statistics . . . . . . . 27--32
Tom Wansbeek Singular value decomposition of design
matrices in ANOVA with balanced data . . 33--36
Christian Robert Generalized inverse normal distributions 37--41
Jean-Noël Bacro and
Margarida Brito On Mason's extension of the
Erd\Hos--Rényi Law of Large Numbers . . . 43--47
Marvin H. J. Gruber The efficiency of jack-knifed and usual
ridge type estimators: a comparison . . 49--51
Sotirios Loukas and
Takis Papaioannou Rank correlation inequalities with ties
and missing data . . . . . . . . . . . . 53--56
Heinz Neudecker and
Albert Satorra Linear structural relations: Gradient
and Hessian of the fitting function . . 57--61
Y. S. Sathe and
S. M. Bendre Log-concavity of probability of
occurrence of at least $r$ independent
events . . . . . . . . . . . . . . . . . 63--64
Benjamin Reiser and
Mordechai Jaegar A comment on Buehler optimal confidence
bounds for series systems reliability 65--67
Leonard A. Stefanski A normal scale mixture representation of
the logistic distribution . . . . . . . 69--70
Gerardo Sanz $ n^r $-Consistency of certain optimal
estimators, $ 0 < r < 1 / 2 $ . . . . . . 71--76
Anonymous Master index volumes 1--10 . . . . . . . 77--98
Jan von Plato Finite partial exchangeability . . . . . 99--102
H. Vincent Poor The maximum difference between the
binomial and Poisson distributions . . . 103--106
Kai-Tai Fang and
P. M. Bentler A largest characterization of spherical
and related distributions . . . . . . . 107--110
Ehsan S. Soofi and
D. V. Gokhale An information criterion for normal
regression estimation . . . . . . . . . 111--117
R. L. Eubank and
Paul Speckman Convergence rates for trigonometric and
polynomial-trigonometric regression
estimators . . . . . . . . . . . . . . . 119--124
Wen-Tao Huang and
Chiou-Shiang Tsai On a modified binomial distribution of
order $k$ . . . . . . . . . . . . . . . 125--131
Chris J. Lloyd Asymptotic expansions of the Fisher
information in a sample mean . . . . . . 133--137
Bing Li and
Ruben H. Zamar Min-max asymptotic variance of
$M$-estimates of location when scale is
unknown . . . . . . . . . . . . . . . . 139--145
Gary L. Wise and
Eric B. Hall A note on the distribution of the
determinant of a random matrix . . . . . 147--148
Manzoor Ahmad and
Yogendra P. Chaubey Locally most powerful test for testing
the equality of variances of two linear
models with common regression parameters 149--153
R. L. Dykstra and
Chu-In Charles Lee Multinomial estimation procedures for
isotonic cones . . . . . . . . . . . . . 155--160
Nikos Yannaros Poisson approximation for random sums of
Bernoulli random variables . . . . . . . 161--165
S. Jeyaratnam A robust affine-equivariant median . . . 167--168
G. M. Tallis A note on balanced cluster sampling . . 169--172
Julio M. Singer and
Clovis A. Peres and
Carlos E. Harle A note on the Hardy--Weinberg model in
generalized ABO systems . . . . . . . . 173--175
V. K. Gupta and
A. Das and
A. Dey Universal optimality of block designs
with unequal block sizes . . . . . . . . 177--180
M. Donegani Asymptotic and approximative
distribution of a statistic by
resampling with or without replacement 181--183
Teresa Neeman U-estimability under sequential binomial
sampling . . . . . . . . . . . . . . . . 185--188
Dipak K. Dey and
C. Srinivasan On estimation of discriminant
coefficients . . . . . . . . . . . . . . 189--193
W. Wefelmeyer A generalization of asymptotically
linear estimators . . . . . . . . . . . 195--199
Juan Antonio Cuesta and
Carlos Matrán On the asymptotic behavior of sums of
pairwise independent random variables 201--210
Charles W. Champ and
William H. Woodall and
Hassan A. Mohsen A generalized quality control procedure 211--218
B. Betr\`o and
R. Rotondi On Bayesian inference for the inverse
Gaussian distribution . . . . . . . . . 219--224
Lars Holst On the `probl\`eme des ménages' from a
probabilistic viewpoint . . . . . . . . 225--231
S. E. Ahmed To pool or not to pool: The discrete
data . . . . . . . . . . . . . . . . . . 233--237
G. F. Yeo and
R. K. Milne On characterizations of beta and gamma
distributions . . . . . . . . . . . . . 239--242
Y. L. Lio and
W. J. Padgett A note on the asymptotically optimal
bandwidth for Nadaraya's quantile
estimator . . . . . . . . . . . . . . . 243--249
Lionel Weiss Asymptotically minimax tests of some
nonstandard composite hypotheses . . . . 251--254
Masaaki Sibuya A simplified proof of a Bonferroni-type
inequality by Tan and Xu and its
extension . . . . . . . . . . . . . . . 255--257
Vesna Jevremovic A note on mixed exponential distribution
with negative weights . . . . . . . . . 259--265
Javier Rojo and
Francisco J. Samaniego On nonparametric maximum likelihood
estimation of a distribution uniformly
stochastically smaller than a standard 267--271
Maria Koz\lowska Some properties of the row and column
designs with adjusted orthogonality . . 273--276
Badi H. Baltagi and
Qi Li A joint test for serial correlation and
random individual effects . . . . . . . 277--280
Luc Devroye On the oscillation of the expected
number of extreme points of a random set 281--286
Mark M. Meerschaert Regular variation in $ \mathbb {R}^k $
and vector-normed domains of attraction 287--289
J. S. Huang Estimating the variance of the sample
median, discrete case . . . . . . . . . 291--298
Barbara Szyszkowicz Changepoint problems and contiguous
alternatives . . . . . . . . . . . . . . 299--308
Jane M. Olson and
Lisa A. Weissfeld Approximation of certain multivariate
integrals . . . . . . . . . . . . . . . 309--317
Sanpei Kageyama An improved upper bound in a proper
non-binary variance-balanced design . . 319--320
Philip Hans Franses The detection of observations possibly
influential for model selection . . . . 321--325
Henryk Brzeskwiniewicz On the reduction of associate classes
for the PBB designs . . . . . . . . . . 327--330
Georg Ch. Pflug A note on the comparison of stationary
laws of Markov processes . . . . . . . . 331--334
Soumendra Nath Lahiri Second order optimality of stationary
bootstrap . . . . . . . . . . . . . . . 335--341
Harry Joe Rating systems based on paired
comparison models . . . . . . . . . . . 343--347
G. R. Mendieta Stopped hyperfinite filtrations . . . . 349--351
Leonard A. Stefanski A note on high-breakdown estimators . . 353--358
H. N. Linssen A table for solving the Behrens--Fisher
problem . . . . . . . . . . . . . . . . 359--363
Javier Rojo and
Guo Zhong He New properties and characterizations of
the dispersive ordering . . . . . . . . 365--372
Tze Fen Li and
Dinesh S. Bhoj Bayes minimax estimators of a
multivariate normal mean . . . . . . . . 373--377
Eugene F. Schuster Distribution theory of runs via
exchangeable random variables . . . . . 379--386
A. Gordaliza On the breakdown point of multivariate
location estimators based on trimming
procedures . . . . . . . . . . . . . . . 387--394
Yogendra P. Chaubey A note on non-negative minimum bias
MINQE in variance components model . . . 395--397
R. B. Bapat and
A. Dey Optimal block designs with minimal
number of observations . . . . . . . . . 399--402
Mark. D. Rothmann and
Ralph P. Russo Strong limiting bounds for a sequence of
moving maxima . . . . . . . . . . . . . 403--410
Bernard Harris and
Andrew P. Soms Theory and counterexamples for
confidence limits on system reliability 411--417
Norma Terrin and
Murad S. Taqqu Convergence to a Gaussian limit as the
normalization exponent tends to 12 . . . 419--427
P. Sarda and
P. Vieu Smoothing parameter selection in hazard
estimation . . . . . . . . . . . . . . . 429--434
George G. Roussas Recursive estimation of the transition
distribution function of a Markov
process: a symptotic normality . . . . . 435--447
Jérôme Allaire and
Yves Lepage On a likelihood ratio test for
independence . . . . . . . . . . . . . . 449--452
Eric M. Chi and
Gregory C. Reinsel Asymptotic properties of the score test
for autocorrelation in a random effects
with AR(1) errors model . . . . . . . . 453--457
Ed. McKenzie Linear characterizations of the Poisson
distribution . . . . . . . . . . . . . . 459--461
Anonymous Editorial Board . . . . . . . . . . . . ii
Gutti Jogesh Babu Edgeworth expansions for statistics
which are functions of lattice and
non-lattice variables . . . . . . . . . 1--7
Jeffrey S. Simonoff and
Chih-Ling Tsai Assessing the influence of individual
observations on a goodness-of-fit test
based on nonparametric regression . . . 9--17
Gerold Alsmeyer Some relations between harmonic renewal
measures and certain first passage times 19--27
Sòren Bisgaard and
Laurel E. Travis Existence and uniqueness of the solution
of the likelihood equations for binary
Markov chains . . . . . . . . . . . . . 29--35
Jye-Chyi Lu and
Gouri K. Bhattacharyya Inference procedures for bivariate
exponential model of Gumbel . . . . . . 37--50
M. C. Jones The roles of ISE and MISE in density
estimation . . . . . . . . . . . . . . . 51--56
Joseph Glaz and
Nalini Ravishanker Simultaneous prediction intervals for
multiple forecasts based on Bonferroni
and product-type inequalities . . . . . 57--63
Byeong U. Park and
Sinsup Cho Estimation of integrated squared
spectral density derivatives . . . . . . 65--72
Georg R. Heer Testing independence in high dimensions 73--81
Zhaoben Fang Characterization of nonhomogeneous
Poisson processes via moment conditions 83--90
P. Auer and
K. Hornik and
P. Révész Some limit theorems for the homogeneous
Poisson process . . . . . . . . . . . . 91--96
Claude Bélisle Odd central moments of unimodal
distributions . . . . . . . . . . . . . 97--107
Keith Knight On the empirical measure of the Fourier
coefficients with infinite variance data 109--117
M. Salomé and
E. Cabral A locally most powerful unbiased test
for the proportion of mixture . . . . . 119--124
Terence J. O'Neill The Inverse Proportional Hazards Model 125--129
A. K. Gupta and
T. Varga Rank of a quadratic form in an
elliptically contoured matrix random
variable . . . . . . . . . . . . . . . . 131--134
V. G. Gadag and
R. P. Gupta A study of the behaviour of certain
known estimators on the non-extinction
path of a branching process . . . . . . 135--139
K. Balasubramanian and
R. B. Bapat Identities for order statistics and a
theorem of Rényi . . . . . . . . . . . . 141--143
Arturo Kohatsu-Hia Weak convergence of infinite order
$U$-processes . . . . . . . . . . . . . 145--150
T. N. Sriram On the uniform strong consistency of an
estimator of the offspring mean in a
branching process with immigration . . . 151--155
P. J. Brown and
C. H. Spiegelman Mean squared error and selection in
multivariate calibration . . . . . . . . 157--159
James Weber Generalized transformations of random
variables . . . . . . . . . . . . . . . 161--166
A. I. Kanjo Improving estimates in B.I.B. designs 167--174
A. I. Kanjo Improving estimates in P.B.I.B. designs 175--181
Juan Antonio Cuesta and
Carlos Matrán On the asymptotic behavior of sums of
pairwise independent random variables 183--183
Albert Y. Lo A characterization of the Dirichlet
process . . . . . . . . . . . . . . . . 185--187
R. Vasudeva and
G. Divanji Law of iterated logarithm for random
subsequences . . . . . . . . . . . . . . 189--194
W. Stadje The time until two renewal processes
come together . . . . . . . . . . . . . 195--200
László Gerencsér Strong approximation of vector-valued
stochastic integrals . . . . . . . . . . 201--207
Yannis G. Yatracos On the species and related problems . . 209--212
Ester Samuel-Cahn Prophet inequalities for bounded
negatively dependent random variables 213--216
Douglas P. Wiens Designs for approximately linear
regression: two optimality properties of
uniform designs . . . . . . . . . . . . 217--221
George S. Fishman Confidence intervals for the mean in the
bounded case . . . . . . . . . . . . . . 223--227
Samuel Kotz and
Norman L. Johnson A note on renewal (partial sums)
distributions for discrete variables . . 229--231
Leszek Marzec and
Pawe\l Marzec Testing the dispersive equivalence of
two populations . . . . . . . . . . . . 233--237
Eileen King and
Jeffrey D. Hart and
Thomas E. Wehrly Testing the equality of two regression
curves using linear smoothers . . . . . 239--247
Thomas J. DiCiccio and
Michael A. Martin and
G. Alastair Young An invariance property of marginal
density and tail probability
approximations for smooth functions . . 249--255
Tasos C. Christofides Probability inequalities with
exponential bounds for $U$-statistics 257--261
Tom J. Jiang Distribution of random functional of a
Dirichlet process on the unit disk . . . 263--265
Li Xiaojun and
Joel M. Morris On measuring asymmetry and the
reliability of the skewness measure . . 267--271
Servet Martínez and
Fernando Quintana On a test for generalized upper
truncated Weibull distributions . . . . 273--279
Y. Takada Median unbiasedness in an invariant
prediction problem . . . . . . . . . . . 281--283
Gerold Alsmeyer Complete answer to an interval splitting
problem . . . . . . . . . . . . . . . . 285--287
Iain M. Johnstone A moment inequality for $ L_q $
estimation . . . . . . . . . . . . . . . 289--290
James C. Fu and
W. Y. Lou On reliabilities of certain large
linearly connected engineering systems 291--296
Raymond Recoules Gaussian reciprocal processes revisited 297--303
J. S. Maritz Estimating the covariance matrix of
bivariate medians . . . . . . . . . . . 305--309
David D. Hanagal and
B. K. Kale Large sample tests of $ \lambda_3 $ in
the bivariate exponential distribution 311--313
Harold Exton A note of the convolution of a
generalised $F$-distribution . . . . . . 315--316
A. R. Darwich and
A. Le Breton About the asymptotic behaviour of
multidimensional Gaussian martingales
and estimates in normal linear
regression . . . . . . . . . . . . . . . 317--321
Sanjeev R. Kulkarni and
Ofer Zeitouni Can one decide the type of the mean from
the empirical measure? . . . . . . . . . 323--327
Marek M\keczarski and
Ryszard Zieli\'nski Stability of the Bayesian estimator of
the Poisson mean under the inexactly
specified gamma prior . . . . . . . . . 329--333
Gideon Schwarz An optimality property of polynomial
regression . . . . . . . . . . . . . . . 335--336
Arjun K. Gupta and
Edsel A. Peña A simple motivation for James--Stein
estimators . . . . . . . . . . . . . . . 337--340
Kan Cheng and
Zongfu He A note on the exponential approximations
of IFR distributions . . . . . . . . . . 341--344
Claude Bélisle Windings of spherically symmetric random
walks via Brownian embedding . . . . . . 345--349
Arthur Cohen and
H. B. Sackrowitz Constructing unbiased tests for
homogeneity and goodness of fit . . . . 351--355
M. R. Leadbetter On a basis for `Peaks over Threshold'
modeling . . . . . . . . . . . . . . . . 357--362
Robert J. Elliott and
Allanus H. Tsoi Integration by parts for the single jump
process . . . . . . . . . . . . . . . . 363--370
Ian R. Harris The estimated frequency of zero for a
mixed Poisson distribution . . . . . . . 371--372
V. Seshadri A family of distributions related to the
McCullagh family . . . . . . . . . . . . 373--378
Ryszard Magiera and
Maciej Wilczy\'nski Conjugate priors for exponential-type
processes . . . . . . . . . . . . . . . 379--384
Isha Bagai and
B. L. S. Prakasa Rao Estimation of the survival function for
stationary associated processes . . . . 385--391
George G. Roussas Kernel estimates under association:
strong uniform consistency . . . . . . . 393--403
Richard A. Johnson and
Steve Verrill The large sample distribution of the
Shapiro--Wilk statistic and its variants
under Type I or Type II censoring . . . 405--413
Alvin I. Goldman and
Moshe Shaked Results on inquiry and truth possession 415--420
Murray D. Burke and
Edit Gombay The bootstrapped maximum likelihood
estimator with an application . . . . . 421--427
Paul Deheuvels On the limiting behavior of the Pickands
estimator for bivariate extreme-value
distributions . . . . . . . . . . . . . 429--439
Tom Wansbeek Singular value decomposition of design
matrices in ANOVA with balanced data . . 441--441
Anonymous Editorial Board . . . . . . . . . . . . ii
Thore Egeland On the $S$-shaped theorem . . . . . . . 1--4
Guadalupe Gómez and
John Van Ryzin Estimation of the subsurvival function
for time-to-tumor in survival/sacrifice
experiments . . . . . . . . . . . . . . 5--13
G. Kerkyacharian and
D. Picard Density estimation in Besov spaces . . . 15--24
Ma Chunsheng Variance bound of function of order
statistics . . . . . . . . . . . . . . . 25--27
W\lodzimierz Bryc and
Magda Peligrad The Central Limit Theorem for Tukey's 3R
smoother . . . . . . . . . . . . . . . . 29--37
Philip B. Stark Affine minimax confidence intervals for
a bounded normal mean . . . . . . . . . 39--44
Jiunn T. Hwang and
Hung-kung Liu Existence and nonexistence theorems of
finite diameter sequential confidence
regions for errors-in-variables models 45--55
Ram C. Tiwari and
Martin T. Wells On the power-divergence statistic in
sparse multinomial models requiring
parameter estimation . . . . . . . . . . 57--60
Suojin Wang General saddlepoint approximations in
the bootstrap . . . . . . . . . . . . . 61--66
R. Karan Singh and
S. M. H. Zaidi On estimating the mean of symmetrical
populations . . . . . . . . . . . . . . 67--72
Jerzy Szroeter Bounds for non-central chi-square
distributions having unobservable random
non-centrality parameters . . . . . . . 73--81
Robert M. Burton and
Herold G. Dehling Large deviations for some weakly
dependent random processes . . . . . . . 83--83
Bo Henry Lindqvist Moment inequalities for the reliability
function . . . . . . . . . . . . . . . . 85--88
Taskin Atilgan and
Hamparsum Bozdogan Convergence properties of MLE's and
asymptotic simultaneous confidence
intervals in fitting cardinal B-splines
for density estimation . . . . . . . . . 89--98
Kalyan Das Improved estimation of the ratio of
variance components for a balanced
one-way random effects model . . . . . . 99--108
M. P. Wand Finite sample performance of density
estimators under moving average
dependence . . . . . . . . . . . . . . . 109--115
Carlos Antonio León and
Jean-Claude Massé A counterexample on the existence of the
$ L_1 $-median . . . . . . . . . . . . . 117--120
Annette Kopp-Schneider Birth-death processes with piecewise
constant rates . . . . . . . . . . . . . 121--127
Boris Skovoroda and
Thomas Mikosch A Strong Law of Large Numbers for ruled
sums . . . . . . . . . . . . . . . . . . 129--137
R. J. Martin and
J. A. Eccleston A new model for slowly-decaying
correlations . . . . . . . . . . . . . . 139--145
Shaul K. Bar-Lev and
Daoud Bshouty and
Gérard Letac Natural exponential families and
self-decomposability . . . . . . . . . . 147--152
Tai Shing Lau The reliability of exchangeable binary
systems . . . . . . . . . . . . . . . . 153--158
Andrew L. Rukhin and
Malwane M. A. Ananda Risk behavior of variance estimators in
multivariate normal distribution . . . . 159--166
Jérôme Allaire and
Yves Lepage On a likelihood ratio test for
independence . . . . . . . . . . . . . . 167--167
Alain Le Breton Adaptive control in the scalar
linear-quadratic model in continuous
time . . . . . . . . . . . . . . . . . . 169--177
Paul Deheuvels and
Josef Steinebach On the limiting behavior of the
Bahadur--Kiefer statistic for partial
sums and renewal processes when the
fourth moment does not exist . . . . . . 179--188
Rasul A. Khan A remark on Dubins--Savage inequality 189--192
Z. Rychlik and
J. Zygo Strassen's invariance principle for
random subsequences . . . . . . . . . . 193--197
George Mathew and
William P. McCormick A conditional limit law result on the
location of the maximum of Brownian
motion . . . . . . . . . . . . . . . . . 199--202
Subhash C. Kochar and
George Woodworth Rank order probabilities for the
dispersion problem . . . . . . . . . . . 203--208
Michael G. Akritas Rank transform statistics with censored
data . . . . . . . . . . . . . . . . . . 209--221
Danny W. Turner and
Dean M. Young and
John W. Seaman, Jr. Improved Kolmogorov inequalities for the
binomial distribution . . . . . . . . . 223--227
D. R. Jensen The use of randomization in repeated
measurements . . . . . . . . . . . . . . 229--233
Jianqing Fan and
Tien-Chung Hu Bias correction and higher order kernel
functions . . . . . . . . . . . . . . . 235--243
W. Qian and
D. M. Titterington Normal approximations for lattice
systems . . . . . . . . . . . . . . . . 245--252
Stephen Portnoy and
A. H. Welsh Exactly what is being modelled by the
systematic component in a
heteroscedastic linear regression . . . 253--258
Markos Koutras Minimum distance discrimination rules
and success rates for elliptical normal
mixtures . . . . . . . . . . . . . . . . 259--268
L. Baringhaus and
N. Henze A goodness of fit test for the Poisson
distribution based on the empirical
generating function . . . . . . . . . . 269--274
Abdulhamid A. Alzaid and
Frank Proschan Dispersivity and stochastic majorization 275--278
Wing-Kam Fung Some diagnostic measures in discriminant
analysis . . . . . . . . . . . . . . . . 279--285
B. L. S. Prakasa Rao Nonparametric estimation for
Galton--Watson type process . . . . . . 287--293
Mendel Fygenson and
Mai Zhou Modifying the Koul, Susarla and Van
Ryzin estimator for linear regression
models with right censoring . . . . . . 295--299
S. Ravi A note on weak convergence to extremal
processes . . . . . . . . . . . . . . . 301--306
F. R. Lad and
W. F. C. Taylor The moments of the Cantor distribution 307--310
María Angeles Gil A note on the connection between fuzzy
numbers and random intervals . . . . . . 311--319
Duncan J. Murdoch Scalable relative effectiveness models 321--324
Ziding Feng and
Charles E. McCulloch Statistical inference using maximum
likelihood estimation and the
generalized likelihood ratio when the
true parameter is on the boundary of the
parameter space . . . . . . . . . . . . 325--332
B. Abdous and
R. Theodorescu Note on the spatial quantile of a random
vector . . . . . . . . . . . . . . . . . 333--336
Tomasz Rychlik Stochastically extremal distributions of
order statistics for dependent samples 337--341
Derek K. Chang A note on the distribution of the
Wilcoxon rank sum statistic . . . . . . 343--349
M. C. Jones Potential for automatic bandwidth choice
in variations on kernel density
estimation . . . . . . . . . . . . . . . 351--356
Piotr Bajorski Exact Bahadur efficiency of max-type
rank tests in the two-sample problem . . 357--363
Martin T. Wells and
Sreenivasa R. Jammalamadaka and
Ram C. Tiwari Tests of fit using spacings statistics
with estimated parameters . . . . . . . 365--372
T. Pham-Gia and
N. Turkkan and
Q. P. Duong Using the mean deviation in the
elicitation of the prior distribution 373--381
Jianqing Fan and
Ir\`ene Gijbels Minimax estimation of a bounded squared
mean . . . . . . . . . . . . . . . . . . 383--390
David S. Stoffer and
Clélia M. C. Toloi A note on the Ljung--Box--Pierce
portmanteau statistic with missing data 391--396
Rahul Mukerjee Parametric orthogonality and a
Bartlett-type modification for Rao's
statistic in the presence of a nuisance
parameter . . . . . . . . . . . . . . . 397--400
Youn J. Choi and
Norman C. Severo Transition probabilities for a modified
general stochastic epidemic model . . . 401--404
Philippe Besse PCA stability and choice of
dimensionality . . . . . . . . . . . . . 405--410
John H. J. Einmahl and
Martien C. A. van Zuijlen Glivenko--Cantelli-type theorems for
weighted empirical distribution
functions based on uniform spacings . . 411--419
Anonymous Author index volume 13 (1992) . . . . . 421--422
Sándor Csörg\Ho On the Law of Large Numbers for the
bootstrap mean . . . . . . . . . . . . . 1--7
JoséLuis Palacios A bound for the covering time of random
walks on graphs . . . . . . . . . . . . 9--11
Michael Falk and
Daniel Janas Edgeworth expansions for Studentized and
prepivoted sample quantiles . . . . . . 13--24
Wai-Yin Poon and
Sik-Yum Lee Maximum likelihood and generalized least
squares analyses of two-level structural
equation models . . . . . . . . . . . . 25--30
Wilbert C. M. Kallenberg and
Stavros Kourouklis Hodges--Lehmann optimality of tests . . 31--38
Michael Falk and
Rolf-Dieter Reiss Poisson approximation of empirical
processes . . . . . . . . . . . . . . . 39--48
Allan Gut The Weak Law of Large Numbers for arrays 49--52
Philippe Barbe Limiting distribution of the maximal
spacing when the density function admits
a positive minimum . . . . . . . . . . . 53--60
V. Granville and
J. P. Rasson A new modelisation of noise in image
remote sensing . . . . . . . . . . . . . 61--65
K. Balasubramanian and
N. Balakrishnan Indicator method for a recurrence
relation for order statistics . . . . . 67--69
Bernard Ycart Integer valued Markov processes and
exponential families . . . . . . . . . . 71--78
C. Radhakrishna Rao and
L. C. Zhao On the consistency of $M$-estimate in a
linear model obtained through an
estimating equation . . . . . . . . . . 79--84
Gesine Reinert A threshold theorem for the general
stochastic epidemic via a discrete
approach . . . . . . . . . . . . . . . . 85--90
R. J. Tomkins and
Hong Wang Stability theorems for large order
statistics with varying ranks . . . . . 91--95
Hyune-Ju Kim Boundary crossing probabilities by
nondifferentiable processes and
applications to two-phase regression . . 97--102
G. Caraux and
O. Gascuel Bounds on distribution functions of
order statistics for dependent variates 103--105
David Oakes and
Amita K. Manatunga A new representation of Cox's score
statistic and its variance . . . . . . . 107--110
Deli Li and
M. Bhaskara Rao and
Xiangchen Wang Complete convergence of moving average
processes . . . . . . . . . . . . . . . 111--114
Joel E. Atkins and
Gary J. Sherman Sets of typical subsamples . . . . . . . 115--117
Lutz Dümbgen Limit theorems for the simplicial depth 119--128
Jukka Nyblom Note on interpolated order statistics 129--131
Ibrahim A. Ahmad Residuals density estimation in
nonparametric regression . . . . . . . . 133--139
Nancy E. Heckman Bump hunting in regression analysis . . 141--152
Hira L. Koul M-estimators in linear models with long
range dependent errors . . . . . . . . . 153--164
B. B. Bhattacharyya and
G. D. Richardson Strong consistency of a sieve estimator
for the variance in nonlinear regression 165--168
T. Swartz and
C. Villegas Posterior probability and conditional
coverage . . . . . . . . . . . . . . . . 169--173
Kamal C. Chanda Bahadur--Kiefer representation
properties of intermediate order
statistics . . . . . . . . . . . . . . . 175--178
Yu Wang and
Douglas Wiens Optimal, robust $R$-estimators and test
statistics in the linear model . . . . . 179--188
N. R. Mohan A unified criterion for the local
uniform convergence of the density of
the maximum . . . . . . . . . . . . . . 189--194
Lawrence J. Brunner Bayesian nonparametric methods for data
from a unimodal density . . . . . . . . 195--199
Gerhardt M. Pohl D-optimality of the dual of BIB designs 201--203
Terence J. O'Neill The bias of Fisher's linear discriminant
function when the variancies are not
equal . . . . . . . . . . . . . . . . . 205--210
A. M. Abouammoh and
A. N. Ahmed On renewal failure rate classes of life
distributions . . . . . . . . . . . . . 211--217
Bennett Eisenberg A variation of a theorem of
Sparre--Andersen . . . . . . . . . . . . 219--222
J. A. Menéndez and
B. Salvador Equivalence of likelihood ratio tests
and obliquity . . . . . . . . . . . . . 223--228
Karl Grill A note on randomness . . . . . . . . . . 229--233
A. D. Barbour and
L. H. Y. Chen On the binary expansion of a random
integer . . . . . . . . . . . . . . . . 235--241
Hartmut Milbrodt Comparing inclusion probabilities and
drawing probabilities for rejective
sampling and successive sampling . . . . 243--246
Chih-Ling Tsai and
Xizhi Wu Assessing local influence in linear
regression models with first-order
autoregressive or heteroscedastic error
structure . . . . . . . . . . . . . . . 247--252
Bahadur Singh and
Michael J. Schell On power functions of the likelihood
ratio tests for the simple loop order in
normal means: Unequal sample sizes . . . 253--267
Roger B. Nelsen On measures of association as measures
of positive dependence . . . . . . . . . 269--274
Victor H. de la Peña and
Z. Govindarajulu A note on second moment of a randomly
stopped sum of independent variables . . 275--281
Chong Gu and
Nancy Heckman and
Grace Wahba A note on generalized cross-validation
with replicates . . . . . . . . . . . . 283--287
Andrew A. Neath and
Francisco J. Samaniego On the total time on test transform of
an IFRA distribution . . . . . . . . . . 289--291
Stefan S. Ralescu A remainder estimate for the normal
approximation of perturbed sample
quantiles . . . . . . . . . . . . . . . 293--298
Harry L. Hurd and
Jacek Leskow Estimation of the Fourier coefficient
functions and their spectral densities
for $ \phi $-mixing almost periodically
correlated processes . . . . . . . . . . 299--306
Ma Chunsheng The order of a univariate elliptical
distribution . . . . . . . . . . . . . . 307--310
Subhash C. Kochar On the `triples test' for symmetry . . . 311--312
Winfried Stute Strong consistency under the
Koziol--Green model . . . . . . . . . . 313--320
R. J. Tomkins Refinements of Kolmogorov's law of the
iterated logarithm . . . . . . . . . . . 321--325
Gunter Lorenzen A reformulation of Pearson's Chi-square
statistic and some extentions . . . . . 327--331
Dale N. Anderson A multivariate Linnik distribution . . . 333--336
Masamori Ihara and
Yutaka Kano Asymptotic equivalence of unique
variance estimators in marginal and
conditional factor analysis models . . . 337--341
A. D. Dharmadhikari and
M. M. Kuber The association in time of a binary
semi-Markov process . . . . . . . . . . 343--348
Ying (Ingrid) Yueh Guo and
Nabendu Pal A note on the trace of a normal
dispersion matrix . . . . . . . . . . . 349--353
Thomas Birkel Laws of large numbers under dependence
assumptions . . . . . . . . . . . . . . 355--362
Paul Yip An inference procedure for host-vector
and venereal disease models . . . . . . 363--371
Eden K. H. Wu Distributions minimizing Fisher
information for scale in $ \epsilon
$-contamination neighbourhoods . . . . . 373--383
V. Seshadri General exponential models on the unit
simplex and related multivariate inverse
Gaussian distributions . . . . . . . . . 385--391
Tommaso Gastaldi Optimal reconstruction of a generally
censored sample . . . . . . . . . . . . 393--399
K. D. Ling A generalization of the sooner and later
waiting time problems for Bernoulli
trials: Frequency quota . . . . . . . . 401--405
B. B. Bhattacharyya and
T. M. Khoshgoftaar and
G. D. Richardson Inconsistent $M$-estimators: nonlinear
regression with multiplicative error . . 407--411
Ola Hössjer On the optimality of $S$-estimators . . 413--419
Anonymous Author index volume 14 (1992) . . . . . 421--422
Anonymous Editorial Board . . . . . . . . . . . . ii
J. H. Sepanski Score tests in a generalized linear
model with surrogate covariates . . . . 1--10
Jaros\law Bartoszewicz Asymptotic distributions of tests for
dispersive ordering . . . . . . . . . . 11--20
Yutaka Kano Robust statistics for
test-of-independence and related
structural models . . . . . . . . . . . 21--26
B. R. Bhat and
Somnath Datta On the completeness of a family of
conditional distributions . . . . . . . 27--30
Shixian Qian Minimum lower sets algorithms for
isotonic regression . . . . . . . . . . 31--35
Dinesh S. Bhoj On the distribution of the weighted
combination of independent probabilities 37--40
W\lodzimierz Bryc and
W\lodzimierz Smolenski On the stability problem for conditional
expectation . . . . . . . . . . . . . . 41--46
Zongwu Cai and
George G. Roussas Uniform strong estimation under $ \alpha
$-mixing, with rates . . . . . . . . . . 47--55
Ma Chunsheng Moments of functions of order statistics 57--62
Albert Satorra The variance matrix of sample
second-order moments in multivariate
linear relations . . . . . . . . . . . . 63--69
Tiefeng Jiang and
Xiangchen Wang and
M. Bhaskara Rao Moderate deviations for some weakly
dependent random processes . . . . . . . 71--76
Shyamal Das Peddada and
Girish Patwardhan Qualms about BC$_a$ bootstrap confidence
intervals . . . . . . . . . . . . . . . 77--83
Dimitrios A. Ioannides Integrated square error of nonparametric
estimators of regression function: the
fixed design case . . . . . . . . . . . 85--94
Jun Shao Bootstrap variance estimators with
truncation . . . . . . . . . . . . . . . 95--101
Masahiko Sagae and
Kunio Tanabe Symbolic Cholesky decomposition of the
variance-covariance matrix of the
negative multinomial distribution . . . 103--108
Mei Wang A local limit theorem for perturbed
random walks . . . . . . . . . . . . . . 109--116
Ramalingam Shanmugam Factions in Morris' natural exponential
quadratic variance family and a lack of
consensus in sample size determination 117--120
Lionel Weiss Neyman's $ C (\alpha) $ test as a GLRT 121--124
Pawe\l R. Pordzik Adjusting of estimates in general linear
model with respect to linear
restrictions . . . . . . . . . . . . . . 125--130
Michael Weba A note on the estimation of $ L^p
$-norms . . . . . . . . . . . . . . . . 131--133
C. H. Sim Point processes with correlated gamma
interarrival times . . . . . . . . . . . 135--141
O. Gascuel and
G. Caraux Bounds on expectations of order
statistics via extremal dependences . . 143--148
S. Paramasamy On the multivariate Kolmogorov--Smirnov
distribution . . . . . . . . . . . . . . 149--155
P. M. Kulkarni Estimation of parameters of a
two-dimensional spatial autoregressive
model with regression . . . . . . . . . 157--162
S. N. Lahiri On the Bahadur--Ghosh--Kiefer
representation of sample quantiles . . . 163--168
T. F. Móri Essential correlatedness and almost
independence . . . . . . . . . . . . . . 169--172
Mohan M. Kale and
S. R. Deshmukh Estimation of extinction probability in
Markov branching process . . . . . . . . 173--175
Ronald C. Pruitt An inconsistent Bayes estimator in
bivariate survival curve analysis . . . 177--180
S. R. Dalal and
S. Weerahandi Some approximations for the moments of a
process used in diffusion of new
products . . . . . . . . . . . . . . . . 181--189
M. S. Ermakov On asymptotic minimaxity of rank tests 191--196
Zhiyi Zhang Recovery tests in BIBDs with very small
degrees of freedom for interblock errors 197--202
Ruiguang Song and
Steven G. Buchberger and
James A. Deddens Moments of variables summing to normal
order statistics . . . . . . . . . . . . 203--208
Przemys\law Matula A note on the almost sure convergence of
sums of negatively dependent random
variables . . . . . . . . . . . . . . . 209--213
Hilary Saner Approximations to a conservative inverse
chi-square procedure for combining
$p$-values in integrative research . . . 215--222
N. Balakrishnan and
M. Ahsanullah and
P. S. Chan Relations for single and product moments
of record values from Gumbel
distribution . . . . . . . . . . . . . . 223--227
Robert K. Tsutakawa Moments under conjugate distributions in
bioassay . . . . . . . . . . . . . . . . 229--233
Edit Gombay and
Lajos Horváth A goodness-of-fit test for exponential
families . . . . . . . . . . . . . . . . 235--239
Xiaolong Luo and
Haiyan Cai Coexistence in a competition model . . . 241--243
Murray Rosenblatt and
Bruce E. Wahlen A nonparametric measure of independence
under a hypothesis of independent
components . . . . . . . . . . . . . . . 245--252
John I. Crowell Nonparametric estimation of a process
mean from censored data . . . . . . . . 253--257
J. M. Marco and
C. Ruiz-Rivas On the construction of multivariate
distributions with given nonoverlapping
multivariate marginals . . . . . . . . . 259--265
John L. Eltinge Conditions for approximation of the bias
and mean squared error of a sample mean
under nonresponse . . . . . . . . . . . 267--276
G. Chaudhuri Linear discriminant function for complex
normal time series . . . . . . . . . . . 277--279
Philip Hans Franses A model selection test for an AR (1)
versus an MA (1) model . . . . . . . . . 281--284
Andrew T. A. Wood On the bias of order statistics in
non-i.i.d. samples . . . . . . . . . . . 285--291
M. P. Quine and
J. Robinson Estimation for a linear growth model . . 293--297
Jacek Leskow and
Aleksander Weron Ergodic behavior and estimation for
periodically correlated processes . . . 299--304
Jan Beirlant and
Ann Vanmarcke A note on Bahadur--Kiefer-type
expansions for the inverse empirical
Laplace transform . . . . . . . . . . . 305--311
Zhiyi Zhang A spectral form of the dispersion model
in designs with arbitrarily unequal
block sizes . . . . . . . . . . . . . . 313--319
Jacques Carriere Limited expected value comparison tests 321--327
Jim Kay Asymptotic comparison factors for
smoothing parameter choices in
regression problems . . . . . . . . . . 329--335
Gary L. Wise A counterexample to a martingale
characterization of a Wiener process . . 337--338
Bing Cheng Existence, uniqueness and Fréchet
differentiability of $ \psi $-estimates
of parameters in stationary observation 339--343
Tibor Pogány Sharp truncation error bound in the
sampling reconstruction of homogeneous
random fields . . . . . . . . . . . . . 345--348
S. R. Adke and
N. Balakrishna Markovian chi-square and gamma processes 349--356
Edsel A. Peña and
Vijay K. Rohatgi and
Gábor J. Székely On the non-existence of ancillary
statistics . . . . . . . . . . . . . . . 357--360
Samaradasa Weerahandi and
Robert G. White Some survey techniques for sampling rare
subjects . . . . . . . . . . . . . . . . 361--368
John Stufken and
Kui-Jang Wang Factorial designs and the theory of
trade-off . . . . . . . . . . . . . . . 369--372
Miguel A. Arcones On the arg max of a Gaussian process . . 373--374
Jorge Aragón and
David Eberly and
Shelly Eberly Existence and uniqueness of the maximum
likelihood estimator for the
two-parameter negative binomial
distribution . . . . . . . . . . . . . . 375--379
Ora E. Percus and
J. K. Percus Intrinsic relations in the structure of
linear congruential generators modulo $
2^\beta $ . . . . . . . . . . . . . . . 381--383
Suman Majumdar On topological support of Dirichlet
prior . . . . . . . . . . . . . . . . . 385--388
S. Jeyaratnam Confidence intervals for the correlation
coefficient . . . . . . . . . . . . . . 389--393
Blaza Toman Bayesian robust experimental designs for
the one-way analysis of variance . . . . 395--400
Thivvianesan Chelliah Invariant distribution of Chow
statistics . . . . . . . . . . . . . . . 401--402
Y. Ouknine On the asymptotic behaviour of
functionals of some semimartingales . . 403--405
Philip Hans Franses Modeling seasonality in bimonthly time
series . . . . . . . . . . . . . . . . . 407--415
Hari Mukerjee Convergence rates of monotone
conditional quantile estimators . . . . 417--420
Anonymous Author index volume 15 (1992) . . . . . 421--422
Anonymous Editorial board . . . . . . . . . . . . ii
H. U. Burger Dispersion orderings with applications
to nonparametric tests . . . . . . . . . 1--9
Gauss M. Cordeiro General matrix formulae for computing
Bartlett corrections . . . . . . . . . . 11--18
Agnes Berger and
Sylvan Wallenstein The effect of grouping on the power of
the Mantel--Haenszel test for the
comparison of survival rates . . . . . . 19--25
S. M. Sadooghi-Alvandi A proof of the continuity theorem for
characteristic functions . . . . . . . . 27--28
Laurence A. Baxter Towards a theory of confidence intervals
for system reliability . . . . . . . . . 29--38
N. Balakrishnan and
K. Balasubramanian Equivalence of Hartley--David--Gumbel
and Papathanasiou bounds and some
further remarks . . . . . . . . . . . . 39--41
Marco Scarsini and
Lorenzo Verdicchio On the extendibility of partially
exchangeable random vectors . . . . . . 43--46
M. Roters On a ranking problem for symmetric and
unimodal location parameter families . . 47--49
William A. Massey and
Ward Whitt A probabilistic generalization of
Taylor's theorem . . . . . . . . . . . . 51--54
Charles W. Dunnett and
Ajit C. Tamhane Power comparisons of some step-up
multiple test procedures . . . . . . . . 55--58
David E. A. Giles and
Virendra K. Srivastava The exact distribution of a least
squares regression coefficient estimator
after a preliminary $t$-test . . . . . . 59--64
Andrew Rosalsky On the almost certain limiting behavior
of normed sums of identically
distributed positive random variables 65--70
Derrick S. Tracy and
Shagufta A. Sultan Third moment of matrix quadratic form 71--76
Christian P. Robert and
Gilles Celeux and
Jean Diebolt Bayesian estimation of hidden Markov
chains: a stochastic implementation . . 77--83
Sung K. Ahn and
Sinsup Cho Some tests for unit roots in seasonal
time series with deterministic trends 85--95
H. J. A. Degenhardt Chung--Smirnov property for perturbed
empirical distribution functions . . . . 97--101
Glen Meeden Noninformative nonparametric Bayesian
estimation of quantiles . . . . . . . . 103--109
Tran Van Hoa The mixture properties of the 2SHI
estimators in linear regression models 111--115
D. Vandev A note on the breakdown point of the
least median of squares and least
trimmed squares estimators . . . . . . . 117--119
Lev M. Abolnikov and
Jewgeni H. Dshalalow and
Alexander M. Dukhovny Stochastic analysis of a controlled bulk
queueing system with continuously
operating server: continuous time
parameter queueing process . . . . . . . 121--128
Paul Yip and
Daniel Y. T. Fong Estimating population size from a
removal experiment . . . . . . . . . . . 129--135
Santiago Velilla Quantile-based estimation for the
Box--Cox transformation in random
samples . . . . . . . . . . . . . . . . 137--145
J. A. Cuesta-Albertos and
A. Tuero-Díaz A characterization for the solution of
the Monge--Kantorovich mass transference
problem . . . . . . . . . . . . . . . . 147--152
Thomas Mathew and
Kenneth Nordström Least squares and least absolute
deviation procedures in approximately
linear models . . . . . . . . . . . . . 153--158
Gwo Dong Lin On convergence rates of averages of
weakly dependent random variables . . . 159--162
Tae Yoon Kim A note on moment bounds for strong
mixing sequences . . . . . . . . . . . . 163--168
R. J. Carroll and
J. L. Eltinge and
D. Ruppert Robust linear regression in replicated
measurement error models . . . . . . . . 169--175
David D. Hanagal Some inference results in an absolutely
continuous multivariate exponential
model of Block . . . . . . . . . . . . . 177--180
Harry Joe Tests of uniformity for sets of lotto
numbers . . . . . . . . . . . . . . . . 181--188
P. K. Bhattacharya and
Peng-liang Zhao Almost sure uniform convergence rates
for $M$-smoothers with non-monotone
score functions . . . . . . . . . . . . 189--196
Chun Jin A note on simultaneous estimation of
eigenvalues of a multivariate normal
covariance matrix . . . . . . . . . . . 197--203
T. W. Anderson and
R. P. Metz A note on maximum likelihood estimation
in the first-order Gaussian moving
average model . . . . . . . . . . . . . 205--211
R. D. Cook and
D. M. Hawkins and
S. Weisberg Exact iterative computation of the
robust multivariate minimum volume
ellipsoid estimator . . . . . . . . . . 213--218
J. M. P. Albin Extremes of totally skewed stable motion 219--224
Marie Husková and
Paul Jansen Generalized bootstrap for Studentized
$U$-statistics: a rank statistic
approach . . . . . . . . . . . . . . . . 225--233
Henning Knautz and
Götz Trenkler On the correlation between $ \bar {X} $
and $ S^2 $ . . . . . . . . . . . . . . 235--237
Gemai Chen Some specific contiguous alternatives to
the normal error assumption in linear
models . . . . . . . . . . . . . . . . . 239--247
K. Balasubramanian and
N. Balakrishnan A log-concavity property of probability
of occurrence of exactly $r$ arbitrary
events . . . . . . . . . . . . . . . . . 249--251
Philip Hans Franses A model selection procedure for time
series with seasonality . . . . . . . . 253--258
Dennis K. J. Lin and
Irwin Guttman Handling spuriosity in the Kalman filter 259--268
Alessandra Giovagnoli and
Giuliana Regoli Some results on the representation of
measures of location and spread as
$L$-functionals . . . . . . . . . . . . 269--278
Qi-Man Shao Complete convergence for $ \alpha
$-mixing sequences . . . . . . . . . . . 279--287
Xizhi Wu and
Zhen Luo Residual sum of squares and multiple
potential, diagnostics by a second order
local approach . . . . . . . . . . . . . 289--296
Daniel R. Jeske Predicting the value of an
integer-valued random variable . . . . . 297--300
James Davidson An $ L_1 $--convergence theorem for
heterogeneous mixingale arrays with
trending moments . . . . . . . . . . . . 301--304
H. Hendriks and
J. H. M. Janssen and
F. H. Ruymgaart Strong uniform convergence of density
estimators on compact Euclidean
manifolds . . . . . . . . . . . . . . . 305--311
Dietrich W. Kuhlmann and
F. T. Wright A property of projection residuals with
applications to concave regression . . . 313--319
J. Santos Domínguez-Menchero On the local behaviour of the Yang
regression estimate . . . . . . . . . . 321--329
Blaza Toman Optimal scaling of two-level factorial
experiments . . . . . . . . . . . . . . 331--336
F. P. A. Coolen Imprecise conjugate prior densities for
the one-parameter exponential family of
distributions . . . . . . . . . . . . . 337--342
Paul N. Somerville On the conservatism of the Tukey--Kramer
multiple comparison procedure . . . . . 343--345
Thomas M. Lewis and
Wenbo V. Li How long does it take to see a flat
Brownian path on the average? . . . . . 347--354
Mohsen Pourahmadi On relations between prediction error
covariance of univariate and
multivariate processes . . . . . . . . . 355--359
Ester Samuel-Cahn Optimal stopping in urn models with
payoff depending on maximal observed
element . . . . . . . . . . . . . . . . 361--368
Y. S. Rama Krishnaiah On tail probabilities of
Kolmogorov--Smirnov statistic based on
strong mixing processes . . . . . . . . 369--377
O. de Cambry Asymptotic law in sequential estimation
of a change point . . . . . . . . . . . 379--390
Ely Merzbach and
Moshe Zakai Worthy martingales and integrators . . . 391--395
Jan \'Cwik and
Jan Mielniczuk Data-dependent bandwidth choice for a
grade density kernel estimate . . . . . 397--405
J. Preater A note on monotonicity in optimal
multiple stopping problems . . . . . . . 407--410
Jian-Qing Shih Regression transformation diagnostics in
transform-both-sides model . . . . . . . 411--420
Anonymous Author index volume 16(1993) . . . . . . 421--422
Anonymous Editorial Board . . . . . . . . . . . . ii
Antónia Földes and
Pál Révész Quadratic variation of the local time of
a random walk . . . . . . . . . . . . . 1--12
Michael Klass and
Jim Pitman Limit laws for Brownian motion
conditioned to reach a high level . . . 13--17
Stefanka Chukova and
Boyan Dimitrov and
José Garrido Renewal and nonhomogeneous Poisson
processes generated by distributions
with periodic failure rate . . . . . . . 19--25
Charles El-Nouty A Hanson--Russo-type law of the iterated
logarithm for fractional Brownian motion 27--34
S. H. Kunchur and
Surekha B. Munoli Estimation of reliability in a shock
model for a two component system . . . . 35--38
M. V. Muddapur UMPU test for state dependence of a
parameter in a linear birth process . . 39--41
Ricardo Cao and
JoséManuel Prada-Sánchez Bootstrapping the mean of a symmetric
population . . . . . . . . . . . . . . . 43--48
Anna Clara Monti A new look at the relationship between
Edgeworth expansion and saddlepoint
approximation . . . . . . . . . . . . . 49--52
Daniel Y. T. Fong and
Paul Yip An EM algorithm for a mixture model of
count data . . . . . . . . . . . . . . . 53--60
Augustine C. M. Wong A note on inference for the mean
parameter of the gamma distribution . . 61--66
Geoffrey S. Watson Invariant tests for uniformity on the
vertices of a regular polygon . . . . . 67--71
László Gerencsér Multiple integrals with respect to
$L$-mixing processes . . . . . . . . . . 73--83
Claudi Alsina and
Roger B. Nelsen and
Berthold Schweizer On the characterization of a class of
binary operations on distribution
functions . . . . . . . . . . . . . . . 85--89
Issa Fakhre-Zakeri and
Jamshid Farshidi A Central Limit Theorem with random
indices for stationary linear processes 91--95
Connie Page and
David Kreling and
Ella Mae Matsumura Comparison of the mean per unit and
ratio estimators under a simple
applications-motivated model . . . . . . 97--104
M. Bloznelis and
V. Paulauskas On the Central Limit Theorem in $ D [0,
1] $ . . . . . . . . . . . . . . . . . . 105--111
Leon Jay Gleser Estimators of slopes in linear
errors-invariables regression models
when the predictors have known
reliability matrix . . . . . . . . . . . 113--121
Gh. Mashouri and
M. N. Vartak and
M. L. Aggarwal A combinatorial theorem for a class of
residual treatment effects designs . . . 123--125
Wai-Yin Poon and
Yin-Ping Leung Analysis of structural equation models
with interval and polytomous data . . . 127--137
Ülkü Gürler and
Winfried Stute and
Jane-Ling Wang Weak and strong quantile representations
for randomly truncated data with
applications . . . . . . . . . . . . . . 139--148
Michael G. Akritas Limitations of the rank transform
procedure: a study of repeated measures
designs, Part II . . . . . . . . . . . . 149--156
V. Mandrekar and
R. F. Patterson Limit theorems for symmetric statistics
of exchangeable random variables . . . . 157--161
E. Seneta Sensitivity of finite Markov chains
under perturbation . . . . . . . . . . . 163--168
Andrew Nobel and
Amir Dembo A note on uniform laws of averages for
dependent processes . . . . . . . . . . 169--172
Malay Ghosh Cramér-Rao bounds for posterior variances 173--178
C. S. Chen and
T. H. Savits Some remarks on compound nonhomogeneous
Poisson processes . . . . . . . . . . . 179--187
Javier Rojo On the preservation of some pure-tail
orderings by reliability operations . . 189--198
Miguel A. Delgado Testing the equality of nonparametric
regression curves . . . . . . . . . . . 199--204
Michael J. Klass Ratio prophet inequalities for convex
functions of partial sums . . . . . . . 205--209
N. Limnios A transient solution method for
semi-Markov systems . . . . . . . . . . 211--220
S. B. Fotopoulos and
D. Y. Downham A note on the simple random walk in the
plane . . . . . . . . . . . . . . . . . 221--224
R. B. Bapat and
Subhash C. Kochar Characterizations of identically
distributed independent random variables
using order statistics . . . . . . . . . 225--230
Peter Matthews A slowly mixing Markov chain with
implications for Gibbs sampling . . . . 231--236
Sellem Remadi and
Yasuo Amemiya Limiting distribution of roots with
differential rates of convergence . . . 237--244
Sudip Bose and
Gauri Sankar Datta and
Malay Ghosh Pitman's measure of closeness for
symmetric stable distributions . . . . . 245--251
Ilya S. Molchanov On distributions of random closed sets
and expected convex hulls . . . . . . . 253--257
Santiago Velilla A note on the multivariate Box--Cox
transformation to normality . . . . . . 259--263
Clint W. Coakley and
Lamine Mili Exact fit points under simple regression
with replication . . . . . . . . . . . . 265--271
Run-Ze Li The characteristic functions of
spherical matrix distributions . . . . . 273--279
W\lodzimierz Bryc and
W\lodzimierz Smolenski On the large deviation principle for a
quadratic functional of the
autoregressive process . . . . . . . . . 281--285
Sudhir Gupta and
Kishore Sinha An EDG/3 scheme having 5 associate
classes . . . . . . . . . . . . . . . . 287--291
Yuichiro Kanazawa Hellinger distance and Akaike's
information criterion for the histogram 293--298
E. B. Fosam and
C. R. Rao and
D. N. Shanbhag Comments on some papers involving the
integrated Cauchy functional equation 299--302
Thomas A. Severini A note on sufficiency and conditional
inference . . . . . . . . . . . . . . . 303--305
Larry Zaiqian Shen On Chiang's explicit solutions for the
Kolmogorov differential equations . . . 307--313
M. H. Alamatsaz On characterizations of exponential and
gamma distributions . . . . . . . . . . 315--319
Mohamed T. Madi Alternative estimators for the variance
of several normal populations . . . . . 321--328
Werner Hürlimann Bivariate distributions with diatomic
conditionals and stop-loss transforms of
random sums . . . . . . . . . . . . . . 329--335
Ruiguang Song and
James A. Deddens A note on moments of variables summing
to normal order statistics . . . . . . . 337--341
N. Balakrishnan Multivariate normal distribution and
multivariate order statistics induced by
ordering linear combinations . . . . . . 343--350
Tapan K. Nayak On estimating the total rate of the
unobserved processes . . . . . . . . . . 351--354
L. Mark Berliner and
Steven N. MacEachern Examples of inconsistent Bayes
procedures based on observations on
dynamical systems . . . . . . . . . . . 355--360
Barry C. Arnold and
Enrique Castillo and
Jose María Sarabia Multivariate distributions with
generalized Pareto conditionals . . . . 361--368
L. Rüschendorf and
W. Thomsen Note on the Schrödinger equation and
$I$-projections . . . . . . . . . . . . 369--375
Marek Rutkowski A simple proof for the Kalman--Bucy
smoothed estimate formula . . . . . . . 377--385
Dariusz G\katarek A note on nonlinear stochastic equations
in Hilbert spaces . . . . . . . . . . . 387--394
Gary L. Wise and
Eric B. Hall On mutual independence . . . . . . . . . 395--398
Michael L. Stein A simple condition for asymptotic
optimality of linear predictions of
random fields . . . . . . . . . . . . . 399--404
Weng Kee Wong Minimal number of support points for
mini-max optimal designs . . . . . . . . 405--409
Josemar Rodrigues Asymptotically design-unbiased
predictors for two-stage sampling . . . 411--414
Michael D. deB. Edwardes Kendall's $ \tau $ is equal to the
correlation coefficient for the BVE
distribution . . . . . . . . . . . . . . 415--419
Anonymous Author index volume 17 (1993) . . . . . 421--422
Anonymous Editorial Board . . . . . . . . . . . . ii
Y. H. Wang and
Shuixin Ji Derivations of the compound Poisson
distribution and process . . . . . . . . 1--7
Ralf Runde A note on the asymptotic distribution of
the $F$-statistic for random variables
with infinite variance . . . . . . . . . 9--12
Debasis Kundu Asymptotic theory of least squares
estimator of a particular nonlinear
regression model . . . . . . . . . . . . 13--17
Hina M. Malani and
William J. Redfearn and
Jens Perch Nielsen A note on the asymptotic variance of
survival function in the semi-Markov
model . . . . . . . . . . . . . . . . . 19--25
V. Papathanasiou An extension of the information
inequality and related characterizations 27--32
Bernard Heinkel Some confidence intervals arising from
weak $ l_p $ spaces . . . . . . . . . . 33--40
Xiaoping Duan and
Sanpei Kageyama Constructions of nested group divisible
designs . . . . . . . . . . . . . . . . 41--48
Luis G. Gorostiza and
Rolando Rebolledo A random field approach to weak
convergence of processes . . . . . . . . 49--55
Eric Rieders The size of the averages of strongly
mixing random variables . . . . . . . . 57--64
Larry Goldstein and
Brendan McCabe On the moments of certain stochastic
integrals . . . . . . . . . . . . . . . 65--72
Liang Hua and
Cheng Ping Second order asymptotic efficiency in a
partial linear model . . . . . . . . . . 73--84
A. K. Srivastava and
V. K. Srivastava Pitman closeness for Stein-rule
estimators of regression coefficients 85--89
A. Sarkar and
B. Kartikeyan Intervention analysis with nonlinear
dependent noise variation . . . . . . . 91--103
Attila Csenki On a counting variable in the theory of
discrete-parameter Markov chains . . . . 105--112
Tze-San Lee Estimating coefficients of two-phase
linear regression model with
autocorrelated errors . . . . . . . . . 113--120
Markus Roters Convergence of random power series with
pairwise independent Banach-space-valued
coefficients . . . . . . . . . . . . . . 121--123
Peter J. Rousseeuw A resampling design for computing
high-breakdown regression . . . . . . . 125--128
Josefa Linares Pérez On a stochastic differentiation formula
for Hilbert--Schmidt valued stochastic
integrals . . . . . . . . . . . . . . . 129--135
Andrew B. Forbes and
Thomas J. Santner A note on conditions for the asymptotic
normality of the conditional maximum
likelihood estimator in log odds ratio
regression . . . . . . . . . . . . . . . 137--146
Xiao-Wen Zhou and
Jian-Wei Zhou When will the sample paths be step
function for two-parameter stochastic
processes . . . . . . . . . . . . . . . 147--151
K. Balasubramanian and
R. Viveros and
N. Balakrishnan Sooner and later waiting time problems
for Markovian Bernoulli trials . . . . . 153--161
Seymour Geisser Bayesian interim analysis of censored
exponential observations . . . . . . . . 163--168
Ping Zhang and
Abba M. Krieger Appropriate penalties in the final
prediction error criterion: a decision
theoretic approach . . . . . . . . . . . 169--177
Felix P. Abramovich The asymptotic mean squared error of
$L$-smoothing splines . . . . . . . . . 179--182
Dongwan Shin and
Sastry G. Pantula Testing for a unit root in
autoregressive processes with systematic
but incomplete sampling . . . . . . . . 183--190
Mei-Hui Guo and
Ching-Zong Wei A lower bound for expectation of a
convex functional . . . . . . . . . . . 191--194
Dongwan Shin and
Sahadeb Sarkar A note on testing for a unit root in an
ARIMA(p, 1, 0) signal observed with
MA(q) noise . . . . . . . . . . . . . . 195--203
P. Y. Liu and
Joseph O. Voelkel and
John Crowley and
Michael Wolf Sufficient conditions for treatment
responders to have longer survival than
non-responders . . . . . . . . . . . . . 205--208
D. R. Jensen Efficiency and concentration
inequalities on $ \mathbb {R}^k $ . . . 209--211
Naomi Simone Altman Estimating error correlation in
nonparametric regression . . . . . . . . 213--218
Paavo Salminen On the distribution of supremum of
diffusion local time . . . . . . . . . . 219--225
JoséA. Adell and
Jesús de la Cal On the uniform convergence of normalized
Poisson mixtures to their mixing
distribution . . . . . . . . . . . . . . 227--232
Mark M. Meerschaert Regular variation and generalized
domains of attraction in $ \mathbb {R}^k
$ . . . . . . . . . . . . . . . . . . . 233--239
Probal Chaudhuri and
Debapriya SenGupta A note on robust estimation of location 241--244
Mohan M. Kale and
S. R. Deshmukh Maximum likelihood estimation in
branching process with continuous state
space . . . . . . . . . . . . . . . . . 245--251
W\lodzimierz Bryc A remark on the connection between the
large deviation principle and the
Central Limit Theorem . . . . . . . . . 253--256
S. R. Adke Records generated by Markov sequences 257--263
Loon Ching Tang Limit theorems for Markov random walks 265--270
Campbell B. Read Freeman--Tukey chi-squared
goodness-of-fit statistics . . . . . . . 271--278
W. Y. Tan On the incubation distributions of the
HIV epidemic . . . . . . . . . . . . . . 279--287
Kevin J. Leonard Empirical Bayes analysis of the
commercial loan evaluation process . . . 289--296
Dmitry Ioffe Two examples in the theory of large
deviations . . . . . . . . . . . . . . . 297--300
N. Balakrishnan A simple application of
binomial-negative binomial relationship
in the derivation of sharp bounds for
moments of order statistics based on
greatest convex minorants . . . . . . . 301--305
Roger M. Cooke The total time on test statistic and
age-dependent censoring . . . . . . . . 307--312
Paola Scozzafava Uniform distribution and sum modulo $m$
of independent random variables . . . . 313--314
Yuichiro Kanazawa Hellinger distance and Kullback--Leibler
loss for the kernel density estimator 315--321
Lakdere Benkherouf and
Abdulhamid A. Alzaid On the generalized Euler distribution 323--326
Gérard Kerkyacharian and
Dominique Picard Density estimation by kernel and
wavelets methods: Optimality of Besov
spaces . . . . . . . . . . . . . . . . . 327--336
Qiqing Yu Admissibility of the Empirical
Distribution Function in discrete
nonparametric invariant problems . . . . 337--343
Xiao-Li Meng On the absolute bias ratio of ratio
estimators . . . . . . . . . . . . . . . 345--348
Luc Devroye A triptych of discrete distributions
related to the stable law . . . . . . . 349--351
Clifford B. Cordy An extension of the Horvitz--Thompson
theorem to point sampling from a
continuous universe . . . . . . . . . . 353--362
R. A. L. Carter and
V. K. Srivastava and
A. Chaturvedi Selecting a double $k$-class estimator
for regression coefficients . . . . . . 363--371
W. D. Kaigh and
Maria Alejandra Sorto Subsampling quantile estimator
majorization inequalities . . . . . . . 373--379
M. A. Steel and
G. R. Wood On a problem of Andersson and Perlman 381--382
Siva Sivaganesan and
L. Mark Berliner and
James Berger Optimal robust credible sets for
contaminated priors . . . . . . . . . . 383--388
Kurt Hornik On the distribution of functionals of
stationary Gaussian processes . . . . . 389--395
J. T. Gene Hwang and
Shyamal D. Peddada Confidence interval estimation under
some restrictions on the parameters with
non-linear boundaries . . . . . . . . . 397--403
S. N. Lahiri On the moving block bootstrap under long
range dependence . . . . . . . . . . . . 405--413
Neeraj Tiwari and
A. K. Nigam A note on constructive procedure for
unbiased controlled rounding . . . . . . 415--420
Anonymous Author index volume 18 (1993) . . . . . 421--422
Anonymous Editorial Board . . . . . . . . . . . . ii
Dennis DeRiggi Sufficient conditions for unimodality of
the positive binomial likelihood
function . . . . . . . . . . . . . . . . 1--4
Tommaso Gastaldi Improved maximum likelihood estimation
for component reliabilities with
Miyakawa--Usher--Hodgson--Guess'
estimators under censored search for the
cause of failure . . . . . . . . . . . . 5--18
Rinya Takahashi Asymptotic independence and perfect
dependence of vector components of
multivariate extreme statistics . . . . 19--26
Dietmar Ferger On the rate of almost sure convergence
of Dümbgen's change-point estimators . . 27--31
K. Krishnamoorthy and
Nabendu Pal Unbiased equivariant estimation of a
common normal mean vector with one
observation from each population . . . . 33--38
Raymond Moché Criteria for the regularity of the
sample functions of weakly harmonizable
processes . . . . . . . . . . . . . . . 39--44
Lajos Horváth and
Qi-Man Shao A note on dichotomy theorems for
integrals of stable processes . . . . . 45--49
R. N. Pillai and
K. Jayakumar Specialised class $L$ property and
stationary autoregressive process . . . 51--56
Sam Efromovich On adaptive estimation of nonlinear
functionals . . . . . . . . . . . . . . 57--63
Juei-Chao Chen Testing goodness of fit of polynomial
models via spline smoothing techniques 65--76
P. Anilkumar On estimating the mean function of a
Gaussian process . . . . . . . . . . . . 77--84
Tamás F. Móri On long runs of heads and tails . . . . 85--89
W. J. Krzanowski Quadratic location discriminant
functions for mixed categorical and
continuous data . . . . . . . . . . . . 91--95
Iosif Pinelis On a majorization inequality for sums of
independent random vectors . . . . . . . 97--99
R. Karan Singh Estimation of restricted regression
model when disturbances are not
necessarily normal . . . . . . . . . . . 101--109
Yong-cheng Qi Some results on covariance of function
of order statistics . . . . . . . . . . 111--114
Heinz Neudecker A compact expression for the variance of
sample second-order moments in
multivariate linear relations an
alternative proof of Satorra's result 115--117
W. C. Kim and
B. U. Park and
J. S. Marron Asymptotically best bandwidth selectors
in kernel density estimation . . . . . . 119--127
Luning Li A counterexample to a conjecture on
order statistics . . . . . . . . . . . . 129--130
Robert L. Fountain and
Jerome P. Keating The Pitman comparison of unbiased linear
estimators . . . . . . . . . . . . . . . 131--136
Y. M. Chan and
Xuming He A simple and competitive estimator of
location . . . . . . . . . . . . . . . . 137--142
Sixiang Zhang Singularity of two diffusion on $
\mathcal {C}_\infty $ . . . . . . . . . 143--145
Song Xi Chen and
Peter Hall On the calculation of standard error for
quotation in confidence statements . . . 147--151
Barbara Szyszkowicz The Chibisov--O'Reilly theorem for
empirical processes under contiguous
measures . . . . . . . . . . . . . . . . 153--159
J. R. M. Hosking Moments of order statistics of the
Cantor distribution . . . . . . . . . . 161--165
Jacek Weso\lowski A martingale characterization of the
Wiener process . . . . . . . . . . . . . 167--167
Gauss M. Cordeiro and
Ruben Klein Bias correction in ARMA models . . . . . 169--176
Li Zezhi and
Zhang Buchen A convergence theorem for sums of
dependent Hilbert space valued
triangular arrays . . . . . . . . . . . 177--179
Oliver Linton and
Jens Perch Nielsen A multiplicative bias reduction method
for nonparametric regression . . . . . . 181--187
Dong Wan Shin and
Sahadeb Sarkar Unit root tests for ARIMA(0, 1, q)
models with irregularly observed samples 189--194
Tea-Yuan Hwang and
Chin-Yuan Hu The best lower bound of sample
correlation coefficient with ordered
restriction . . . . . . . . . . . . . . 195--198
I. D. Shetty and
Sharada V. Bhat A note on the generalization of
Mathisen's median test . . . . . . . . . 199--204
Steven J. Sepanski Necessary and sufficient conditions for
the multivariate bootstrap of the mean 205--216
Z. D. Bai and
Lawrence A. Shepp A note on the conditional distribution
of $X$ when $ | X - y |$ is given . . . 217--219
Rolando Cavazos-Cadena A simple form of Bartlett's formula for
autoregressive processes . . . . . . . . 221--231
Gennady Samorodnitsky Possible sample paths of self-similar $
\alpha $-stable processes . . . . . . . 233--237
Gwo Dong Lin On a probabilistic generalization of
Taylor's theorem . . . . . . . . . . . . 239--243
A. K. Gupta and
T. F. Móri and
G. J. Székely Testing for Poissonity-normality vs.
other infinite divisibility . . . . . . 245--248
Weichung J. Shih and
Hui Quan and
Myron N. Chang Estimation of the mean when data contain
non-ignorable missing values from a
random effects model . . . . . . . . . . 249--257
George Marsaglia and
Arif Zaman and
John C. W. Marsaglia Rapid evaluation of the inverse of the
normal distribution function . . . . . . 259--266
Kai Fun Yu Truncating sample weights reduces
variance . . . . . . . . . . . . . . . . 267--269
U. R. Subramanya On max domains of attraction of
univariate $p$-max stable laws . . . . . 271--279
Jean Averous and
Michel Meste Multivariate kurtosis in $ L_1 $-sense 281--284
Miklós Csörg\Ho and
Qi-Man Shao A new proof on the distribution of the
local time of a Wiener process . . . . . 285--290
Markus Abt On the product and the sum of random
variables with arithmetic and
non-arithmetic distributions . . . . . . 291--297
Z. J. Liu and
Y. Q. Yin Asymptotic representations for qualites
of pooled samples . . . . . . . . . . . 299--305
Ayenendranath Basu and
Sahadeb Sarkar On disparity based goodness-of-fit tests
for multinomial models . . . . . . . . . 307--312
Barry C. Arnold and
Enrique Castillo and
Jose María Sarabia A conditional characterization of the
multivariate normal distribution . . . . 313--315
V. K. Srivastava and
A. K. Srivastava A feasible minimum risk estimator
interpretation to Stein-rule estimators
in linear regression model . . . . . . . 317--319
Adam Jakubowski On multidimensional domains of
attraction for stationary sequences . . 321--326
Min-Te Chao and
Wen-Qi Liang Moments do not determine tail . . . . . 327--328
Mara Tableman The influence functions for the least
trimmed squares and the least trimmed
absolute deviations estimators . . . . . 329--337
Heleno Bolfarine and
Mônica C. Sandoval On predicting the finite population
distribution function . . . . . . . . . 339--347
J. Cabrera and
G. Maguluri and
K. Singh An odd property of the sample median . . 349--354
Richard A. Johnson Editorial . . . . . . . . . . . . . . . 355--355
Xuming He Breakdown versus efficiency --- Your
perspective matters . . . . . . . . . . 357--360
Laurie Davies Desirable properties, breakdown and
efficiency in the linear regression
model . . . . . . . . . . . . . . . . . 361--370
Christophe Croux Efficient high-breakdown $M$-estimators
of scale . . . . . . . . . . . . . . . . 371--379
Stephan Morgenthaler Small sample efficiency and exact fit
for Cauchy regression models . . . . . . 381--385
Mara Tableman The asymptotics of the least trimmed
absolute deviations (LTAD) estimator . . 387--398
Clint W. Coakley and
Lamine Mili and
Michael G. Cheniae Effect of leverage on the finite sample
efficiencies of high breakdown
estimators . . . . . . . . . . . . . . . 399--408
Jorge G. Adrover and
Ana M. Bianco and
Víctor J. Yohai Efficiency of MM- and $ \tau $-estimates
for finite sample size . . . . . . . . . 409--415
Peter J. Rousseeuw Unconventional features of
positive-breakdown estimators . . . . . 417--431
Anonymous Author index volume 19 (1994) . . . . . 433--434
Anonymous Editorial Board . . . . . . . . . . . . ii
Yu. A. Kutoyants Nonconsistent estimation by diffusion
type observations . . . . . . . . . . . 1--7
Michael Falk Extreme quantile estimation in $ \delta
$-neighborhoods of generalized Pareto
distributions . . . . . . . . . . . . . 9--21
Gaoxiong Gan and
James W. Neill Convergence criteria for maxima with
regularly varying normalizing constants 23--26
Laurence A. Baxter and
Linxiong Li Lifelength in a random environment . . . 27--35
Bernard Harris and
C. J. Park A generalization of the Eulerian numbers
with a probabilistic application . . . . 37--47
Edit Gombay Testing for change-points with rank and
sign statistics . . . . . . . . . . . . 49--55
Miguel A. Arcones The Central Limit Theorem for
$U$-processes indexed by Hölder's
functions . . . . . . . . . . . . . . . 57--62
Subhash C. Kochar Monotonicity properties of the ordered
ranks in the two-sample problem . . . . 63--67
Ayanendranath Basu and
Sahadeb Sarkar Minimum disparity estimation in the
errors-in-variables model . . . . . . . 69--73
Grace S. Shieh Infinite order $V$-statistics . . . . . 75--80
Yazhen Wang The limit distribution of the concave
majorant of an empirical distribution
function . . . . . . . . . . . . . . . . 81--84
D. J. Buckle The study of a function relating to
stable distributions . . . . . . . . . . 85--90
Han-Fu Chen and
Claude Deniau Parameter estimation for ARMA processes
with errors in models . . . . . . . . . 91--99
Masashi Okamoto Correspondence analysis of an artificial
cylinder data . . . . . . . . . . . . . 101--112
Gene T. Hwang and
Leonard A. Stefanski Monotonicity of regression functions in
structural measurement error models . . 113--116
Y. Kutoyants and
P. Pilibossian On minimum $ L_1 $-norm estimate of the
parameter of the Ornstein--Uhlenbeck
process . . . . . . . . . . . . . . . . 117--123
Björn Johansson On the Central Limit Theorem for point
process martingales . . . . . . . . . . 125--130
Arthur Cohen and
Debashis Kushary Adaptive and unbiased predictors in a
change point regression model . . . . . 131--138
Terence J. O'Neill Mixture or logistic regression
estimation for discrimination . . . . . 139--142
Siddhartha Chib and
Ram C. Tiwari Outlier detection in the state space
model . . . . . . . . . . . . . . . . . 143--148
M. C. Jones Expectiles and $M$-quantiles are
quantiles . . . . . . . . . . . . . . . 149--153
Milton Sobel and
Krzysztof Frankowski A duality theorem for solving
multiple-player multivariate
hypergeometric problems . . . . . . . . 155--162
André Klein Hypothesis testing of common roots . . . 163--167
Y. Ouknine On polynomial filtration of some
continuous semimartingales . . . . . . . 169--172
Song-Gui Wang and
Shein-Chung Chow and
Siu-Keung Tse On ordinary least-squares methods for
sample surveys . . . . . . . . . . . . . 173--182
Luc Devroye On the non-consistency of an estimate of
Chiu . . . . . . . . . . . . . . . . . . 183--188
Dale L. Zimmerman On the limiting distribution of and
critical values for an origin-invariant
bivariate Cramér-von Mises-type statistic 189--195
Xizhi Wu and
Fanghuan Wan A perturbation scheme for nonlinear
models . . . . . . . . . . . . . . . . . 197--202
Petr Veselý Arbitrarily reliable systems with two
dual modes of failure . . . . . . . . . 203--207
J. J. A. M. Brands and
F. W. Steutel and
R. J. G. Wilms On the number of maxima in a discrete
sample . . . . . . . . . . . . . . . . . 209--217
Winfried Stute Convergence of the Kaplan--Meier
estimator in weighted sup-norms . . . . 219--223
Nader Ebrahimi and
Kurt Pflughoeft and
Ehsan S. Soofi Two measures of sample entropy . . . . . 225--234
M. Ahsanullah and
Jacek Weso\lowski Multivariate normality via conditional
normality . . . . . . . . . . . . . . . 235--238
E. G. Kyriakidis Stationary probabilities for a simple
immigration-birth-death process under
the influence of total catastrophes . . 239--240
J. Calvin Berry Improving the James--Stein estimator
using the Stein variance estimator . . . 241--245
M. V. Muddapur UMPU test for state dependence of a
parameter in a linear birth process . . 247--247
Run-Ze Li The characteristic functions of
spherical matrix distributions . . . . . 249--249
M. H. Alamatsaz On characterizations of exponential and
gamma distributions . . . . . . . . . . 251--251
Thaddeus Tarpey Two principal points of symmetric,
strongly unimodal distributions . . . . 253--257
Guoqiang Zhang Higher-order asymptotic theory for
discriminant analysis of Gaussian ARMA
processes . . . . . . . . . . . . . . . 259--268
Rudolf Grübel The rank of the current lifetime . . . . 269--271
Ajit Chaturvedi and
Rahul Gupta Linking the estimation and ranking and
selection problems through sequential
procedures: The normal case . . . . . . 273--285
Dipak K. Dey and
Lea R. Birmiwal Robust Bayesian analysis using
divergence measures . . . . . . . . . . 287--294
Lee D. Witt and
Joseph W. McKean and
Joshua D. Naranjo Robust measures of association in the
correlation model . . . . . . . . . . . 295--306
D. R. Jensen Closure of multivariate $t$ and related
distributions . . . . . . . . . . . . . 307--312
G. A. Ghazal Moments of the ratio of two dependent
quadratic forms . . . . . . . . . . . . 313--319
Jens Michael Carstensen Morphological Markov random fields . . . 321--326
Gang Li Multidimensional Lévy inequalities and
their applications . . . . . . . . . . . 327--335
E. Fagiuoli and
F. Pellerey Mean residual life and increasing convex
comparison of shock models . . . . . . . 337--345
Yazhen Wang A Bartlett-type adjustment for the
likelihood ratio statistic with an
ordered alternative . . . . . . . . . . 347--352
Barry C. Arnold and
Enrique Castillo and
JoséMaría Sarabia Multivariate normality via conditional
specification . . . . . . . . . . . . . 353--354
Arnold Janssen On local odds and hazard rate models in
survival analysis . . . . . . . . . . . 355--365
Mark D. Rothmann and
Ralph P. Russo Persistent convergence on randomly
deleted sets . . . . . . . . . . . . . . 367--373
T. Pham-Gia The hazard rate of the power-quadratic
exponential family of distributions . . 375--382
Haijun Li and
Haolong Zhu Stochastic equivalence of ordered random
variables with applications in
reliability theory . . . . . . . . . . . 383--393
Gilberto A. Paula and
Pranab K. Sen Tests of ordered hypotheses in linkage
in heredity . . . . . . . . . . . . . . 395--400
J. Oosterhoff Trimmed mean or sample median? . . . . . 401--409
Peter J. Rousseeuw and
Christophe Croux The bias of $k$-step $M$-estimators . . 411--420
Anonymous Author index for volume 20 (1994) . . . 421--422
Anonymous Editorial board . . . . . . . . . . . . ii
Patrick D. Burghardt and
Anant P. Godbole and
Amy B. Prengaman A Poisson approximation for the number
of $k$-matches . . . . . . . . . . . . . 1--8
Tonya Etchison and
Sastry G. Pantula and
Cavell Brownie Partial autocorrelation function for
spatial processes . . . . . . . . . . . 9--19
Rocco Ballerini A dependent $ F^\alpha $-scheme . . . . 21--25
Gilbert W. Bassett, Jr. A note on min-maxbias estimators in
approximately linear models . . . . . . 27--28
Michael Sherman Kernel estimation of the density of a
statistic . . . . . . . . . . . . . . . 29--36
Satish Iyengar and
Peng-Liang Zhao Maximum likelihood estimation for
weighted distributions . . . . . . . . . 37--47
W. Y. Tan On the HIV incubation distribution under
non-Markovian models . . . . . . . . . . 49--57
L. G. Gorostiza and
J. A. Lopez-Mimbela An occupation time approach for
convergence of measure-valued processes,
and the death process of a branching
system . . . . . . . . . . . . . . . . . 59--67
Eric Marchand On the estimation of the mean of a $
N_p(\mu, \Sigma) $ population with $ \mu
' \Sigma^{-1} \mu $ known . . . . . . . 69--75
Liu Wen Some strong limit theorems relative to
the geometric average of random
transition probabilities of arbitrary
finite nonhomogeneous Markov chains . . 77--83
Thomas W. Dobbins and
Sanat K. Sarkar Probability inequalities for certain
dependence structures . . . . . . . . . 85--94
Idzi Siatkowski Some bounds for balanced two-way
elimination of heterogeneity designs . . 95--99
Yosef Hochberg and
Uri Liberman An extended Simes' test . . . . . . . . 101--105
Javier Rojo and
Jinping Wang Tests based on $L$-statistics to test
the equality in dispersion of two
probability distributions . . . . . . . 107--113
R. V. Ramanathan and
M. B. Rajarshi Rank tests for testing the randomness of
autoregressive coefficients . . . . . . 115--120
Hammou El Barmi and
Richard L. Dykstra Restricted multinomial maximum
likelihood estimation based upon Fenchel
duality . . . . . . . . . . . . . . . . 121--130
Yi Zhao Covariance matrices of quadratic forms
in elliptical distributions . . . . . . 131--140
X. R. Chen and
Y. Wu Nonexistence of consistent estimates in
a density estimation problem . . . . . . 141--145
K. Zografos Asymptotic distributions of estimated
$f$-dissimilarity between populations in
stratified random sampling . . . . . . . 147--151
Yosef Rinott and
Ester Samuel-Cahn Covariance between variables and their
order statistics for multivariate normal
variables . . . . . . . . . . . . . . . 153--155
Wen Liu A strong limit theorem under no
assumption of independence, stationarity
or various dependences . . . . . . . . . 157--161
Martin Moser Completeness of time-ordered indicators
in censored data models . . . . . . . . 163--166
Stephen Blyth Symmetrized kernel estimators of the
regression slope . . . . . . . . . . . . 167--172
Thomas H. Savits On integration, substitution and the
probability integral transform . . . . . 173--179
Elias Masry Probability density estimation from
dependent observations using wavelets
orthonormal bases . . . . . . . . . . . 181--194
Walid A. Abu-Dayyeh and
Abed El-Qader El-Masri Combining independent tests of
triangular distribution . . . . . . . . 195--202
R. Fraiman and
J. Meloche Smoothing dependent observations . . . . 203--214
Zhiming Wang and
J. C. Gardiner and
R. V. Ramamoorthi Identifiability in interval censorship
models . . . . . . . . . . . . . . . . . 215--221
Daehyun Chung and
Myron N. Chang An isotonic estimator of the baseline
hazard function in Cox's regression
model under order restriction . . . . . 223--228
S. Chakraborti Asymptotically distribution-free joint
confidence intervals for generalized
Lorenz curves based on complete data . . 229--235
Leszek Marzec and
Pawe\l Marzec Dispersive comparison of distributions:
a multisample testing problem . . . . . 237--245
Jun S. Liu Siegel's formula via Stein's identities 247--251
Xuming He Breakdown versus efficiency --- your
perspective matters . . . . . . . . . . 253--253
Tea-Yuan Hwang and
Chin-Yuan Hu The best lower bound of sample
correlation with ordered restriction . . 254--254
D. R. Jensen Efficiencies of some small second-order
designs . . . . . . . . . . . . . . . . 255--261
Shoutir Kishore Chatterjee and
Gaurangadeb Chattopadhyay On the nonexistence of certain optimal
confidence sets for the rectangular
problem . . . . . . . . . . . . . . . . 263--269
Miguel A. Arcones Distributional convergence of
$M$-estimators under unusual rates . . . 271--280
A. M. Abouammoh and
A. F. Mashhour Variance upper bounds and convolutions
of $ \alpha $-unimodal distributions . . 281--289
Alka Indurkhya A parametric bootstrap procedure to
estimate the selected mean using
censored data . . . . . . . . . . . . . 291--298
Dinh Tuan Pham and
Dominique Guégan Asymptotic normality of the discrete
Fourier transform of long memory time
series . . . . . . . . . . . . . . . . . 299--309
Barry C. Arnold and
D. V. Gokhale On uniform marginal representation of
contingency tables . . . . . . . . . . . 311--316
Manfred Denker and
Madan L. Puri On some limit laws for perturbed
empirical distribution functions . . . . 317--321
M. C. Viano and
C. Deniau and
G. Oppenheim Continuous-time fractional ARMA
processes . . . . . . . . . . . . . . . 323--336
Song Yang A Central Limit Theorem for functionals
of the Kaplan--Meier estimator . . . . . 337--345
Kanchan Mukherjee Minimum distance estimation in linear
models with long-range dependent errors 347--355
Tasos C. Christofides A Kolmogorov inequality for
$U$-statistics based on Bernoulli
kernels . . . . . . . . . . . . . . . . 357--362
J. Bertoin and
R. A. Doney Cramér's estimate for Lévy processes . . . 363--365
Robert L. Strawderman A note on necessary and sufficient
conditions for proving that a random
symmetric matrix converges to a given
limit . . . . . . . . . . . . . . . . . 367--370
Anton Schick Estimation of the autocorrelation
coefficient in the presence of a
regression trend . . . . . . . . . . . . 371--380
C. C. Heyde A quasi-likelihood approach to the REML
estimating equations . . . . . . . . . . 381--384
J. Hüsler Maxima of bivariate random vectors:
Between independence and complete
dependence . . . . . . . . . . . . . . . 385--394
Dean M. Young and
John W. Seaman, Jr. and
Laurie M. Meaux Independence-distribution-preserving
dependency structures for the modified
likelihood ratio test for detecting
unequal covariance matrices . . . . . . 395--403
K. Balasubramanian and
N. Balakrishnan Equivalence of relations for order
statistics for exchangeable and
arbitrary cases . . . . . . . . . . . . 405--407
C. R. Rao and
L. C. Zhao Berry--Esseen bounds for
finite-population $t$-statistics . . . . 409--416
S. A. Paranjpe and
A. P. Gore Selecting variables for discrimination
when covariance matrices are unequal . . 417--419
Anonymous Author index for volume 21 (1994) . . . 421--422
Anonymous Editorial Board . . . . . . . . . . . . ii
Mark M. Meerschaert and
Jeery Alan Veeh Symmetry groups in $d$-space . . . . . . 1--6
Probal Chaudhuri and
Anup Dewanji On a likelihood-based approach in
nonparametric smoothing and
cross-validation . . . . . . . . . . . . 7--15
Jayant V. Deshpande and
T. P. Muhammad Fareed A note on conditionally unbiased
estimation after selection . . . . . . . 17--23
Carme Florit and
David Nualart A local criterion for smoothness of
densities and application to the
supremum of the Brownian sheet . . . . . 25--31
David B. Holiday Near optimal weights in nonparametric
regression under some common
restrictions . . . . . . . . . . . . . . 33--42
Rocco Ballerini Nonconstant levels for $t$-year return
periods for two-dimensional Poisson
processes with periodic intensity . . . 43--47
Rafe M. J. Donahue and
Peter J. Brockwell and
Richard A. Davis On permissible correlations for locally
correlated stationary processes . . . . 49--53
Dug Hun Hong and
Kwang Sik Oh On the Weak Law of Large Numbers for
arrays . . . . . . . . . . . . . . . . . 55--57
Stephen M. Krone Conditioned superprocesses and their
weighted occupation times . . . . . . . 59--69
Attila Csenki The number of visits to a subset of the
state space by a discrete-parameter
semi-Markov process . . . . . . . . . . 71--77
Philippe Capéra\`a and
Louis-Paul Rivest On the variance of the trimmed mean . . 79--85
Wen Liu and
Guoxin Liu A class of strong laws for functionals
of countable nonhomogeneous Markov
chains . . . . . . . . . . . . . . . . . 87--96
B. Gail Ivanoff and
Ely Merzbach and
Ioana Schiopu-Kratina Lattices of random sets and
progressivity . . . . . . . . . . . . . 97--102
Jaros\law Bartoszewicz Stochastic order relations and the total
time on test transform . . . . . . . . . 103--110
Kumar Joag-dev and
Subhash Kochar and
Frank Proschan A general composition theorem and its
applications to certain partial
orderings of distributions . . . . . . . 111--119
Ibrahim A. Ahmad On multivariate kernel estimation for
samples from weighted distributions . . 121--129
Magda Peligrad and
Qi-Man Shao A note on the almost sure Central Limit
Theorem for weakly dependent random
variables . . . . . . . . . . . . . . . 131--136
J. C. Fu and
M. V. Koutras Reliability bounds for coherent
structures with independent components 137--148
Hwai-Chung Ho On the strong uniform consistency of
density estimation for strongly
dependent sequences . . . . . . . . . . 149--156
Fushing Hsieh A regression approach for estimating the
center of symmetry . . . . . . . . . . . 157--160
S. H. Ong Some stochastic models leading to the
convolution of two binomial variables 161--166
Hammou El Barmi and
Subhash C. Kochar Likelihood ratio tests for bivariate
symmetry against ordered alternatives in
a square contingency table . . . . . . . 167--173
Marek Rutkowski Left and right linear innovations for a
multivariate $ S \alpha S $ random
variable . . . . . . . . . . . . . . . . 175--184
Pentti Saikkonen Dependent versions of a Central Limit
Theorem for the squared length of a
sample mean . . . . . . . . . . . . . . 185--194
Terence J. O'Neill and
Simon C. Barry Group truncated ordinal regression . . . 195--203
B. L. S. Prakasa Rao Consistent estimation of
density-weighted average derivative by
orthogonal series method . . . . . . . . 205--212
M. Mushfiqur Rashid Analysis of repeated measures incomplete
block designs using $R$-estimators . . . 213--221
M. V. Sánchez de Naranjo A Central Limit Theorem for non-linear
functionals of stationary Gaussian
vector processes . . . . . . . . . . . . 223--230
N. Papadatos Intermediate order statistics with
applications to nonparametric estimation 231--238
Miguel A. Arcones A Bernstein-type inequality for
$U$-statistics and $U$-processes . . . . 239--247
Liu Wen and
Liu Zikuan Likelihood ratio and a class of strong
laws for the sequence of integer-valued
random variables . . . . . . . . . . . . 249--256
F. Teuscher and
V. Guiard Sharp inequalities between skewness and
kurtosis for unimodal distributions . . 257--260
E. Csáki and
A. Földes On the logarithmic average of additive
functionals . . . . . . . . . . . . . . 261--268
C. Y. Wang and
Suojin Wang On information matrices in case-control
studies . . . . . . . . . . . . . . . . 269--274
S. Northshield On the spectrum and Martin boundary of
homogeneous spaces . . . . . . . . . . . 275--279
Anna Moli\'nska and
Krzysztof Moli\'nski Improvement of ANOVA estimators of
variance components in block designs
with random treatments . . . . . . . . . 281--285
Eiichi Isogai and
Chikara Uno On the sequential point estimation of
the mean of a gamma distribution . . . . 287--293
Liu Wen and
Yang Weiguo A limit theorem for the entropy density
of nonhomogeneous Markov information
source . . . . . . . . . . . . . . . . . 295--301
Fabio H. Nieto and
Victor M. Guerrero Kalman filter for singular and
conditional state-space models when the
system state and the observational error
are correlated . . . . . . . . . . . . . 303--310
Rabi Bhattacharya and
Chanho Lee On geometric ergodicity of nonlinear
autoregressive models . . . . . . . . . 311--315
Marc Aerts and
Paul Janssen Weighted bootstrapping for $U$-quantiles 317--323
Alessandra Giovagnoli and
H. P. Wynn Multivariate dispersion orderings . . . 325--332
J. R. Baxter and
Jeffrey S. Rosenthal Rates of convergence for
everywhere-positive Markov chains . . . 333--338
Denis Bosq Optimal asymptotic quadratic error of
density estimators for strong mixing or
chaotic data . . . . . . . . . . . . . . 339--347
Anonymous Author index for volume 22 (1995) . . . 349--350
Anonymous Editorial Board . . . . . . . . . . . . ii
Moshe Shaked and
J. George Shanthikumar Hazard rate ordering of $k$-out-of-$n$
systems . . . . . . . . . . . . . . . . 1--8
B. Lacaze Stationarity of independent sequences 9--11
Jordan Stoyanov Dependency measure for sets of random
events or random variables . . . . . . . 13--20
Kais Hamza The smallest uniform upper bound on the
distance between the mean and the median
of the binomial and Poisson
distributions . . . . . . . . . . . . . 21--25
Jiti Gao and
Hua Liang Asymptotic normality of pseudo-LS
estimator for partly linear
autoregression models . . . . . . . . . 27--34
Dominique Fourdrinier and
Christian P. Robert Intrinsic losses for empirical Bayes
estimation: a note on normal and Poisson
cases . . . . . . . . . . . . . . . . . 35--44
Colin R. Blyth and
Robert G. Staudte Estimating statistical hypotheses . . . 45--52
James G. Booth and
Andrew T. A. Wood An example in which the Lugannani--Rice
saddlepoint formula fails . . . . . . . 53--61
Luc Devroye Another proof of a slow convergence
result of Birgé . . . . . . . . . . . . . 63--67
G. S. Watson Detecting a change in the intercept in
multiple regression . . . . . . . . . . 69--72
Yadolah Dodge and
Jana Jurecková Estimation of quantile density function
based on regression quantiles . . . . . 73--78
Irwin Guttman and
Dennis K. J. Lin Robust recursive estimation for
correlated observations . . . . . . . . 79--92
H. Papageorgiou and
Katerina M. David On a class of bivariate compounded
Poisson distributions . . . . . . . . . 93--104
Bruno Bassan and
Marco Scarsini Finite exchangeability and linear
regression . . . . . . . . . . . . . . . 105--110
Derek K. Chang A game with four players . . . . . . . . 111--115
Scott M. Jordan and
K. Krishnamoorthy On combining independent tests in linear
models . . . . . . . . . . . . . . . . . 117--122
Xiaojing Xiang A note on the bias of $L$-estimators and
a bias reduction procedure . . . . . . . 123--127
Xiang Qian Chang and
Charles N. Moore The equivalence of two conditions for
weight functions for martingales . . . . 129--133
Minggao Gu Convergence of increments for cumulative
hazard function in a mixed
censorship-truncation model with
application to hazard estimators . . . . 135--139
Chikara Uno A note on sequential estimation of the
mean . . . . . . . . . . . . . . . . . . 141--149
Wang Qiying The strong law of $U$-statistics with $
\phi^o*$-mixing samples . . . . . . . . 151--155
Boyan Dimitrov and
Elart von Collani Contorted uniform and Pareto
distributions . . . . . . . . . . . . . 157--164
Malay Ghosh Inconsistent maximum likelihood
estimators for the Rasch model . . . . . 165--170
R. Karan Singh and
Sheela Misra and
S. K. Pandey A generalized class of estimators in
linear regression models with
multivariate-$t$ distributed error . . . 171--178
Wies\law Dziubdziela On the limit distributions of sums of
mixing Bernoulli random variables . . . 179--182
Dennis D. Boos and
Cavell Brownie ANOVA and rank tests when the number of
treatments is large . . . . . . . . . . 183--191
P. M. Robinson The approximate distribution of
nonparametric regression estimates . . . 193--201
Yuliy Baryshnikov and
Bennett Eisenberg and
Gilbert Stengle A necessary and sufficient condition for
the existence of the limiting
probability of a tie for first place . . 203--209
Jaros\law Bartoszewicz Bahadur and Hodges--Lehmann approximate
efficiencies of tests based on spacings 211--220
Alfredas Rackauskas On the rate of convergence in the
martingale CLT . . . . . . . . . . . . . 221--226
W. Stadje A note on the maximum of a random walk 227--231
K. B. Kulasekera A bound on the $ \mathcal {L}_1 $--error
of a nonparametric density estimator
with censored data . . . . . . . . . . . 233--238
K. Balasubramanian and
N. Balakrishnan On a class of multivariate distributions
closed under concomitance of order
statistics . . . . . . . . . . . . . . . 239--242
Danny W. Turner and
Dean M. Young and
John W. Seaman, Jr. A Kolmogorov inequality for the sum of
independent Bernoulli random variables
with unequal means . . . . . . . . . . . 243--245
Xaingchen Wang and
M. Bhaskara Rao and
Deli Li Some results on strong limit theorems
for (LB)-space-valued random variables 247--251
Shuangzhe Liu and
Heinz Neudecker A $V$-optimal design for Scheffé's
polynomial model . . . . . . . . . . . . 253--258
Z. Shi Lower limits of iterated Wiener
processes . . . . . . . . . . . . . . . 259--270
R. N. Pillai and
K. Jayakumar Discrete Mittag--Leffler distributions 271--274
Amir Dembo and
Eddy Mayer-Wolf and
Ofer Zeitouni Exact behavior of Gaussian seminorms . . 275--280
N. H. Bingham The sample mid-range and symmetrized
extremal laws . . . . . . . . . . . . . 281--288
Madjid Amir and
Frank B. Knight Law of the iterated logarithm and local
variations at zero of the sticky
Brownian motion . . . . . . . . . . . . 289--295
I. Gertsbakh On the Fisher information in Type-I
censored and quantal response data . . . 297--306
Kai Sun and
Asit P. Basu A characterization of a bivariate
geometric distribution . . . . . . . . . 307--311
Gianfranco Ciardo and
Lawrence M. Leemis and
David Nicol On the minimum of independent
geometrically distributed random
variables . . . . . . . . . . . . . . . 313--326
Timothy C. Brown and
Aihua Xia On Stein--Chen factors for Poisson
approximation . . . . . . . . . . . . . 327--332
Vibeke Horstmann On confidence regions induced by the
Wilcoxon rank sum test . . . . . . . . . 333--338
M. Sreehari Maximum stability and a generalization 339--342
Masamori Ihara and
Yutaka Kano Identifiability of full, marginal, and
conditional factor analysis models . . . 343--350
Tomasz Rychlik Bounds for order statistics based on
dependent variables with given
nonidentical distributions . . . . . . . 351--358
W. Stadje A stochastic process arising in
sequential experimentation . . . . . . . 359--365
Arjun K. Gupta and
Yining Wang A condition for the nonexistence of
ancillary statistics . . . . . . . . . . 367--369
M. N. Das and
N. Giri and
M. Ahmed Designs through recoding of varietal and
level codes . . . . . . . . . . . . . . 371--380
Anonymous Author index for volume 23 (1995) . . . 381--382
Anonymous Editorial Board . . . . . . . . . . . . ii
Christian Houdré and
Benjamin Kedem A note on autocovariance estimation in
the presence of discrete spectra . . . . 1--8
Richard C. Bradley On a theorem of K. Schmidt . . . . . . . 9--12
Mohammad H. Rahbar and
Joseph C. Gardiner Nonparametric estimation of regression
parameters from censored data with a
discrete covariate . . . . . . . . . . . 13--20
Annie Millet and
Wlodzmierz Smole\'nski Small perturbations of Gaussian
regressors . . . . . . . . . . . . . . . 21--31
Hammou El Barmi A linear-quadratic distributional
identity . . . . . . . . . . . . . . . . 33--37
S. J. Wang and
Sik-Yum Lee A geometric approach of the generalized
least-squares estimation in analysis of
covariance structures . . . . . . . . . 39--47
Rogelio Q. Ramos and
Sastry G. Pantula Estimation of nonlinear random
coefficient models . . . . . . . . . . . 49--56
Regis J. Serinko and
Gutti Jogesh Babu Asymptotics of $k$-mean clustering under
non-i.i.d. sampling . . . . . . . . . . 57--66
Ming-Tien Tsai A generalization of the Wishart
distribution . . . . . . . . . . . . . . 67--70
Marcello De Giosa and
Rosamaria Mininni On the Doléans function of set-indexed
submartingales . . . . . . . . . . . . . 71--75
George G. Roussas Asymptotic normality of a smooth
estimate of a random field distribution
function under association . . . . . . . 77--90
Somnath Datta On a modified bootstrap for certain
asymptotically nonnormal statistics . . 91--98
Tuhao Chen and
E. Seneta A note on bivariate Dawson--Sankoff-type
bounds . . . . . . . . . . . . . . . . . 99--104
Peter Hall and
Rodney C. L. Wolff Estimators of integrals of powers of
density derivatives . . . . . . . . . . 105--110
Norman L. Johnson and
Samuel Kotz Use of moments in studies of limit
distributions arising from iterated
random subdivisions of an interval . . . 111--119
Yongzhao Shao and
Marjorie G. Hahn Limit theorems for the logarithm of
sample spacings . . . . . . . . . . . . 121--132
H. A. David On recurrence relations for order
statistics . . . . . . . . . . . . . . . 133--138
Hyo-Il Park and
Sang-Gue Park Quantile estimation of treatment effect
for the two-sample problem with right
censored data . . . . . . . . . . . . . 139--145
Yoshiko Isogawa A note on a unified test for
multivariate linear relationships . . . 147--151
Arthur Cohen and
H. B. Sackrowitz Inadmissibility of some tests for
order-restricted alternatives . . . . . 153--156
Andrew T. A. Wood When is a truncated covariance function
on the line a covariance function on the
circle? . . . . . . . . . . . . . . . . 157--164
Andrew Nobel A counterexample concerning uniform
ergodic theorems for a class of
functions . . . . . . . . . . . . . . . 165--168
John E. Kolassa Edgeworth approximations for rank sum
test statistics . . . . . . . . . . . . 169--171
Hari Mukerjee A simple combinatorial proof of a result
by Robertson and Pillers . . . . . . . . 173--175
Longcheen Huwang A note on the accuracy of an approximate
interval for the binomial parameter . . 177--180
Fushing Hsieh and
Bruce W. Turnbull A note on the local asymptotically
minimax rate for estimating a crossing
point in a diagnostic marker problem . . 181--185
Hans-Peter Scheffler Moments of measures attracted to
operator semi-stable laws . . . . . . . 187--192
Michael J. Phelan Asymptotic information for parametric
estimation from an equilibrium particle
process . . . . . . . . . . . . . . . . 193--198
Allen Roginsky Average error in the Central Limit
Theorem for the cumulative processes . . 199--204
Nabendu Pal and
Chiahua Ling Improved minimax estimation of powers of
the variance of a multivariate normal
distribution under the entropy loss
function . . . . . . . . . . . . . . . . 205--211
Narn-Rueih Shieh Some self-similar processes related to
local times . . . . . . . . . . . . . . 213--218
Thomas M. Margavio and
Michael D. Conerly and
William H. Woodall and
Laurel G. Drake Alarm rates for quality control charts 219--224
S. J. Lin On $ L^P $ stochastic representations 225--227
Valentin V. Petrov On the almost sure behaviour of sums of
random variables . . . . . . . . . . . . 229--231
A. Dermoune Differential calculus relative to some
point processes . . . . . . . . . . . . 233--242
K. Fazli and
J. Behboodian Skorohod's theorem and convergence of
types . . . . . . . . . . . . . . . . . 243--244
Miguel A. Arcones On the Central Limit Theorem for
$U$-statistics under absolute regularity 245--249
Jorge Aragón and
Adolfo J. Quiróz Rank regression for current status data 251--256
Peter Hall On the biases of error estimators in
prediction problems . . . . . . . . . . 257--262
Werner Hürlimann A uniform approximation to the sampling
distribution of the coefficient of
variation . . . . . . . . . . . . . . . 263--268
M. C. Jones On two recent papers of Y. Kanazawa . . 269--271
Hua Liang Second-order asymptotic efficiency of
PMLE in generalized linear models . . . 273--279
Xinnian Yue and
Chunsheng Ma Multivariate $ \mathcal {L}_p$-norm
symmetric distributions . . . . . . . . 281--288
Run-Ze Li and
Kai-Tai Fang Estimation of scale matrix of
elliptically contoured matrix
distributions . . . . . . . . . . . . . 289--297
Ken-ichi Yoshihara The Bahadur representation of sample
quantiles for sequences of strongly
mixing random variables . . . . . . . . 299--304
Bero Roos A semigroup approach to Poisson
approximation with respect to the point
metric . . . . . . . . . . . . . . . . . 305--314
Bing-Yi Jing Two-sample empirical likelihood method 315--319
Cheng Cheng The Bernstein polynomial estimator of a
smooth quantile function . . . . . . . . 321--330
Takis Konstantopoulos Ballot theorems revisited . . . . . . . 331--338
Theofanis Sapatinas Characterizations of probability
distributions based on discrete
$p$-monotonicity . . . . . . . . . . . . 339--344
P. M. Robinson An invariance property of optimal
spectral bandwidths . . . . . . . . . . 345--346
Jiayang Sun Iterative estimates for a smoothing
parameter . . . . . . . . . . . . . . . 347--356
Philip E. Cheng A note on strong convergence rates in
nonparametric regression . . . . . . . . 357--364
Steven E. Rigdon A double-integral equation for the
average run length of a multivariate
exponentially weighted moving average
control chart . . . . . . . . . . . . . 365--373
Friedrich Pukelsheim and
Bikas Kumar Sinha Optimal block designs revisited: An
approximate theory detour . . . . . . . 375--380
Anonymous Author index for volume 24 (1995) . . . 381--382
Anonymous Editorial Board . . . . . . . . . . . . ii
R. Norvaisa The Strassen law of the iterated
logarithm in Banach function spaces . . 1--8
Henryk Brzeskwiniewicz On the $E$-optimality of some two-way
elimination of heterogeneity designs . . 9--13
Xiaomi Hu A note on the symmetry of normal mean
hypotheses and its implications . . . . 15--20
Alexander Martikainen On the Strong Law of Large Numbers for
sums of pairwise independent random
variables . . . . . . . . . . . . . . . 21--26
Sinsup Cho and
Young J. Park and
Sung K. Ahn Unit root tests for seasonal models with
deterministic trends . . . . . . . . . . 27--35
Christos Koukouvinos Optimal weighing designs and some new
weighing matrices . . . . . . . . . . . 37--42
Miguel A. Arcones Asymptotic normality of multivariate
trimmed means . . . . . . . . . . . . . 43--53
Geof H. Givens Consistency of the local kernel density
estimator . . . . . . . . . . . . . . . 55--61
Edgar Kaufmann Von Mises conditions, $ \delta
$-neighborhoods and rates of convergence
for maxima . . . . . . . . . . . . . . . 63--70
Gábor Lugosi Improved upper bounds for probabilities
of uniform deviations . . . . . . . . . 71--77
Reinaldo B. Arellano-Valle and
Heleno Bolfarine On some characterizations of the
$t$-distribution . . . . . . . . . . . . 79--85
Kok Hooi Tan and
Petros Hadjicostas Some properties of a limiting
distribution in Quicksort . . . . . . . 87--94
Gang Li On nonparametric likelihood ratio
estimation of survival probabilities for
censored data . . . . . . . . . . . . . 95--104
Grace Wahba and
Yuedong Wang Behavior near zero of the distribution
of GCV smoothing parameter estimates . . 105--111
Lutz Dümbgen A simple proof and refinement of
Wielandt's eigenvalue inequality . . . . 113--115
Sujuan Gao and
T. M. F. Smith On the nonexistence of a global
nonnegative minimum bias invariant
quadratic estimator of variance
components . . . . . . . . . . . . . . . 117--120
Wilbert C. M. Kallenberg and
Alex J. Koning On Wieand's theorem . . . . . . . . . . 121--132
Li-Xing Zhu and
Kai W. Ng M-type estimators of regression function
with applications . . . . . . . . . . . 133--144
V. Cekanavicius On asymptotic expansions in the first
uniform Kolmogorov theorem . . . . . . . 145--151
Jiti Gao The laws of the iterated logarithm of
some estimates in partly linear models 153--162
Ashis K. Gangopadhyay A note on the asymptotic behavior of
conditional extremes . . . . . . . . . . 163--170
Elies Kouider and
Hanfeng Chen Concavity of Box--Cox log-likelihood
function . . . . . . . . . . . . . . . . 171--175
Masaaki Sibuya and
Hajime Yamato Ordered and unordered random partitions
of an integer and the GEM distribution 177--183
Marianthi Markatou and
Joel L. Horowitz and
Russell V. Lenth Robust scale estimation based on the
empirical characteristic function . . . 185--192
Steven G. From A weighted least-squares procedure for
estimating the parameters of Altham's
multiplicative generalization of the
binomial distribution . . . . . . . . . 193--199
D. Bosq and
D. Guégan Nonparametric estimation of the chaotic
function and the invariant measure of a
dynamical system . . . . . . . . . . . . 201--212
Pandurang M. Kulkarni and
Arvind K. Shah Testing the equality of several binomial
proportions to a prespecified standard 213--219
N. G. Ushakov and
A. P. Ushakova Estimations of the decomposition
stability into identical components . . 221--229
Hideki Endo Correspondence analysis of an artificial
binary cylinder data . . . . . . . . . . 231--240
Chung-Bow Lee Estimating the number of change points
in a sequence of independent normal
random variables . . . . . . . . . . . . 241--248
A. K. Srivastava Improved predictors in survey sampling
under a super population model . . . . . 249--252
Li-Xing Zhu and
Ping Cheng The asymptotic tail behaviours of
projection pursuit-type Kolmogorov
statistics . . . . . . . . . . . . . . . 253--263
C. D. Lai Construction of bivariate distributions
by a generalised trivariate reduction
technique . . . . . . . . . . . . . . . 265--270
J. Meloche Tactical aspects of search and rescue
operations . . . . . . . . . . . . . . . 271--279
Emile Bertin and
Radu Theodorescu Preserving unimodality by mixing . . . . 281--288
Wai Y. Tan A stochastic model for drug resistance
in AIDS chemotherapy and the HIV
incubation distribution . . . . . . . . 289--299
Gunter Lorenzen A new family of goodness-of-fit
statistics for discrete multivariate
data . . . . . . . . . . . . . . . . . . 301--307
Bhaskar Bhattacharya Restricted tests for and against the
increasing failure rate ordering on
multinomial parameters . . . . . . . . . 309--316
Weng Kee Wong On the equivalence of $D$ and
$G$-optimal designs in heteroscedastic
models . . . . . . . . . . . . . . . . . 317--321
Luning Li and
Bernard Flury Uniqueness of principal points for
univariate distributions . . . . . . . . 323--327
James Ledoux On weak lumpability of denumerable
Markov chains . . . . . . . . . . . . . 329--339
Mansour M. Abughalous and
Naveen K. Bansal On selecting the best natural
exponential families with quadratic
variance function . . . . . . . . . . . 341--349
Alexander V. Gnedin On a class of exchangeable sequences . . 351--355
Alain Berlinet A note on variance reduction . . . . . . 357--360
M. C. Agrawal and
A. B. Sthapit Unbiased ratio-type variance estimation 361--364
Bruno Massé and
Marie-Claude Viano Explicit and exponential bounds for a
test on the coefficient of an AR(1)
model . . . . . . . . . . . . . . . . . 365--371
B. K. Kale and
G. Sebastian Approximate estimation of
non-identifiable parameters in a
convolution . . . . . . . . . . . . . . 373--378
Anonymous Author index for volume 25 (1995) . . . 379--380
Anonymous Editorial Board . . . . . . . . . . . . ii
Tom Leonard On exchangeable sampling distributions
for uncontrolled data . . . . . . . . . 1--6
Silvia L. P. Ferrari and
Gauss M. Cordeiro Corrected score tests for exponential
family nonlinear models . . . . . . . . 7--12
Marie Husková Estimation of a change in linear models 13--24
Patrick D. Gerard and
William R. Schucany On combining independent nonparametric
regression estimators . . . . . . . . . 25--34
Han-Yeong Chung and
Kee-Won Lee and
Ja-Yong Koo A note on bootstrap model selection
criterion . . . . . . . . . . . . . . . 35--41
Philip L. H. Yu and
K. Lam Likelihood ratio test for the spacing
between two adjacent location parameters 43--49
J. N. Srivastava and
S. Ghosh On nonorthogonality and nonoptimality of
Addelman's main-effect plans satisfying
the condition of proportional
frequencies . . . . . . . . . . . . . . 51--60
Samuel Kotz and
I. V. Ostrovskii A mixture representation of the Linnik
distribution . . . . . . . . . . . . . . 61--64
Sándor Csörg\Ho and
Gordon Simons A Strong Law of Large Numbers for
trimmed sums, with applications to
generalized St. Petersburg games . . . . 65--73
Gerold Alsmeyer Nonnegativity of odd functional moments
of positive random variables with
decreasing density . . . . . . . . . . . 75--82
Ke-Ning Sheng and
Joseph I. Naus Matching fixed rectangles in
$2$-dimension . . . . . . . . . . . . . 83--90
Friedrich Schmid and
Mark Trede An $ L_1 $-variant of the Cramer--von
Mises test . . . . . . . . . . . . . . . 91--96
S. V. Malov On characterizations of independent
identically distributed random variables
via order structures . . . . . . . . . . 97--104
Wolfgang Bischoff Characterizing multivariate normal
distributions by some of its
conditionals . . . . . . . . . . . . . . 105--111
Yining Wang Estimation problems for the
two-parameter negative binomial
distribution . . . . . . . . . . . . . . 113--114
Somesh Kumar and
Divakar Sharma A note on estimating quantiles of
exponential populations . . . . . . . . 115--118
I-Li Lu and
Donald Richards Total positivity properties of the
bivariate diagonal natural exponential
families . . . . . . . . . . . . . . . . 119--124
Madhuri Kuber and
Avinash Dharmadhikari Association in time of a finite
semi-Markov process . . . . . . . . . . 125--133
Tim Zajic Large deviations for a class of
recursive algorithms . . . . . . . . . . 135--140
Magda Peligrad and
Qi-Man Shao A note on estimation of variance for $
\rho $-mixing sequences . . . . . . . . 141--145
Claudio Macci On the Lebesgue decomposition of the
posterior distribution with respect to
the prior in regular Bayesian
experiments . . . . . . . . . . . . . . 147--152
Barry C. Arnold and
Enrique Castillo and
José María Sarabia Specification of distributions by
combinations of marginal and conditional
distributions . . . . . . . . . . . . . 153--157
A. Pázman and
L. Pronzato A Dirac-function method for densities of
nonlinear statistics and for marginal
densities in nonlinear regression . . . 159--167
Harrie Hendriks and
Zinoviy Landsman Asymptotic behavior of sample mean
location for manifolds . . . . . . . . . 169--178
Tae Yoon Kim and
Dennis D. Cox Uniform strong consistency of kernel
density estimators under dependence . . 179--185
Janis Hardwick Asymptotic expansions for randomly
censored survival data . . . . . . . . . 187--197
Rafael Pérez-Ocón and
M. Luz Gámiz-Pérez On first-passage times in increasing
Markov processes . . . . . . . . . . . . 199--203
Thomas S. Ferguson A problem of minimax estimation with
directional information . . . . . . . . 205--211
Karl Grill The range of simple branching random
walk . . . . . . . . . . . . . . . . . . 213--218
Matthias Löwe Iterated large deviations . . . . . . . 219--223
Song Yang One-step robust parametric estimation
with application to random censoring
model . . . . . . . . . . . . . . . . . 225--232
Hans Daduna and
Ryszard Szekli A queueing theoretical proof of
increasing property of Pólya frequency
functions . . . . . . . . . . . . . . . 233--242
P. J. Grabner and
H. Prodinger Asymptotic analysis of the moments of
the Cantor distribution . . . . . . . . 243--248
I. Gertsbakh Optimal allocation of test positions and
testing time in a factorial life testing
experiment . . . . . . . . . . . . . . . 249--258
Michael Braverman A remark on stochastic monotonicity . . 259--262
Ro Jin Pak Minimum Hellinger distance estimation in
simple linear regression models;
distribution and efficiency . . . . . . 263--269
Ja-Yong Koo and
Woo-Chul Kim Wavelet density estimation by
approximation of log-densities . . . . . 271--278
Peter Eichelsbacher Rate functions in the theory of large
deviations . . . . . . . . . . . . . . . 279--283
M. V. Koutras and
S. G. Papastavridis and
K. I. Petakos Bounds for coherent reliability
structures . . . . . . . . . . . . . . . 285--292
Choon Peng Tan On the weak ergodicity of nonhomogeneous
Markov chains . . . . . . . . . . . . . 293--295
Philippe Vieu A note on density mode estimation . . . 297--307
Tommaso Gastaldi Note on closed-form MLEs of failure
rates in a fully parametric random
censorship model with incomplete data 309--314
Brani Vidakovic A note on random densities via wavelets 315--321
Agata Boraty\'nska On Bayesian robustness with the $
\epsilon $-contamination class of priors 323--328
Christos Koukouvinos Linear models and $D$-optimal designs
for $ n \equiv 2 \bmod 4$ . . . . . . . 329--332
Christos Koukouvinos Orthogonal designs in linear models and
sequences with zero autocorrelation . . 333--338
Jack C. Lee and
Ling Hu On the distribution of linear functions
of independent F and U variates . . . . 339--346
Joseph E. Cavanaugh and
Robert H. Shumway On computing the expected Fisher
information matrix for state-space model
parameters . . . . . . . . . . . . . . . 347--355
Wolfgang Bischoff On maximin designs for correlated
observations . . . . . . . . . . . . . . 357--363
Eusebio Arenal-Gutiérrez and
Carlos Matrán and
Juan A. Cuesta-Albertos Unconditional Glivenko--Cantelli-type
theorems and weak laws of large numbers
for bootstrap . . . . . . . . . . . . . 365--375
Valentin V. Petrov On the Strong Law of Large Numbers . . . 377--380
Yong Zhou A note on the TJW product-limit
estimator for truncated and censored
data . . . . . . . . . . . . . . . . . . 381--387
Anonymous Author index for volume 26 (1996) . . . 389--390
Anonymous Editorial Board . . . . . . . . . . . . ii
Robert M. de Jong A Strong Law of Large Numbers for
triangular mixingale arrays . . . . . . 1--9
P. Jacob and
Ch. Suquet Regression and edge estimation . . . . . 11--15
Richard Huggins On the identifiability of measurement
error in the bifurcating autoregressive
model . . . . . . . . . . . . . . . . . 17--23
L. De Cesare and
D. Posa The variogram of the uniform transform
of a random field . . . . . . . . . . . 25--29
A. F. Mashhour Some results on discrete $ \alpha
$-unimodality . . . . . . . . . . . . . 31--36
Fanghuan Wan and
Xizhi Wu A direct approach to a Bayesian
sequential test for a normal mean . . . 37--41
Sudip Bose and
Benjamin Kedem Non-dependence of the predictive
distribution on the population size . . 43--47
Eusebio Arenal-Gutiérrez and
Carlos Matrán and
Juan A. Cuesta-Albertos On the unconditional Strong Law of Large
Numbers for the bootstrap mean . . . . . 49--60
Miklós Csörg\Ho and
Lajos Horváth A note on the change-point problem for
angular data . . . . . . . . . . . . . . 61--65
R. J. Tomkins Refinement of a zero-one law for maxima 67--69
Frédérique Leblanc Wavelet linear density estimator for a
discrete-time stochastic process: $ L_p
$-losses . . . . . . . . . . . . . . . . 71--84
James R. Schott Testing for the equality of several
correlation matrices . . . . . . . . . . 85--89
Kenneth Lange Illustration of some moment identities
for order statistics . . . . . . . . . . 91--98
Anonymous Erratum . . . . . . . . . . . . . . . . 99--99
G. A. Ghazal Recurrence formula for expectations of
products of quadratic forms . . . . . . 101--109
Jean Bertoin Iterated Brownian motion and stable( 14
) subordinator . . . . . . . . . . . . . 111--114
Clifford M. Hurvich and
Chih-Ling Tsai The impact of unsuspected serial
correlations on model selection in
linear regression . . . . . . . . . . . 115--126
E. Sandhya and
S. Satheesh On distribution functions with
completely monotone derivative . . . . . 127--129
N. H. Bingham The sample mid-range and interquartiles 131--136
Leszek Marzec and
Pawe\l Marzec Tests for semiparametric model based on
non-homogeneous Markov process . . . . . 137--143
Augustyn Markiewicz Characterization of general ridge
estimators . . . . . . . . . . . . . . . 145--148
K. Sinha and
B. Jones and
Sanpei Kageyama Some new non-proper variance-balanced
designs with unequal replications . . . 149--153
Madhusudan Bhandary Test for generalized variance in signal
processing . . . . . . . . . . . . . . . 155--162
Q. Meng and
S. Sivaganesan Local sensitivity of density bounded
priors . . . . . . . . . . . . . . . . . 163--169
Erhard Reschenhofer On the asymptotic behavior of Akaike's
BIC . . . . . . . . . . . . . . . . . . 171--175
Arnab Bhattacharjee and
Debasis Sengupta On the coefficient of variation of the $
\mathcal {L} $- and $ \bar {\mathcal
{L}} $-classes . . . . . . . . . . . . . 177--180
N. Balakrishnan and
Yimin Ma Empirical Bayes rules for selecting the
most and least probable multivariate
hypergeometric event . . . . . . . . . . 181--188
Arnold Knopfmacher and
Helmut Prodinger Explicit and asymptotic formulae for the
expected values of the order statistics
of the Cantor distribution . . . . . . . 189--194
Shixian Qian An algorithm for tree-ordered isotonic
median regression . . . . . . . . . . . 195--199
Amir Dembo and
Ofer Zeitouni Large deviations for subsampling from
individual sequences . . . . . . . . . . 201--205
A. G. Kyriakoussis and
M. G. Vamvakari Asymptotic normality of a class of
bivariate-multivariate discrete power
series distributions . . . . . . . . . . 207--216
U. Krengel On pairs of sums of random variables
with pairwise equal distributions . . . 217--219
Peter W. M. John Nesting Plackett--Burman designs . . . . 221--223
Peter Hall and
J. Steven Marron and
D. M. Titterington A curious property of the derivatives of
the Cauchy density . . . . . . . . . . . 225--229
Shiva Gautam and
George Kimeldorf and
Allan R. Sampson Optimized scorings for ordinal data for
the general linear model . . . . . . . . 231--239
Frits H. Ruymgaart A note on the inverse estimation of
band-limited signals . . . . . . . . . . 241--246
Deli Li and
R. J. Tomkins Laws of the iterated logarithm for
weighted sums of independent random
variables . . . . . . . . . . . . . . . 247--254
Ian McKay A note on density estimation for Poisson
mixtures . . . . . . . . . . . . . . . . 255--258
Pil S. Park and
Anant M. Kshirsagar Correlation between successive values of
Anderson's classification statistic in
the hold-out method . . . . . . . . . . 259--265
Ludger Rüschendorf On $c$-optimal random variables . . . . 267--270
Subhash C. Kochar Dispersive ordering of order statistics 271--274
M. L. Aggarwal and
V. Sarin Use of asymmetrical factorials for
generating designs for quadratic mixture
model . . . . . . . . . . . . . . . . . 275--279
Anton Schick Weighted least squares estimates in
partly linear regression models . . . . 281--287
Jie Mi Crossing properties of F distributions 289--294
Chung-Bow Lee Nonparametric multiple change-point
estimators . . . . . . . . . . . . . . . 295--304
Anna Karczewska Statistical solutions for a stochastic
Burger's equation . . . . . . . . . . . 305--311
Nan-Fu Peng On weak lumpability of a finite Markov
chain . . . . . . . . . . . . . . . . . 313--318
Andrew L. Rukhin The rates of convergence of Bayes
estimators in change-point analysis . . 319--329
Christian Genest and
Kilani Ghoudi and
Bruno Rémillard A note on tightness . . . . . . . . . . 331--339
Chul Gyu Park and
Dong Wan Shin On the asymptotics of residuals in
autoregressive moving average processes
with one autoregressive unit root . . . 341--346
K. Farahmand Random polynomials with complex
coefficients . . . . . . . . . . . . . . 347--355
M. Séménou Quantile estimation under possibly
misspecified generalised linear model 357--365
Ayanendranath Basu and
Ian R. Harris and
Srabashi Basu Tests of hypotheses in discrete models
based on the penalized Hellinger
distance . . . . . . . . . . . . . . . . 367--373
Ao Yuan Some properties of the Lynden--Bell
estimator with truncated data . . . . . 375--384
Efstathios Paparoditis Bootstrapping periodogram and cross
periodogram statistics of vector
autoregressive moving average models . . 385--391
Anonymous Author index for volume 27 (1996) . . . 393--394
Anonymous Editorial Board . . . . . . . . . . . . ii
J. S. Buzas and
L. A. Stefanski A note on corrected-score estimation . . 1--8
Weiwen Miao and
Marjorie G. Hahn Existence and strong consistency of
maximum likelihood estimates for
$1$-dimensional exponential families . . 9--21
Michael G. Akritas Nonparametric estimation in
heteroskedastic regression . . . . . . . 23--31
V. Cekanavicius On multivariate Le Cam theorem and
compound Poisson measures . . . . . . . 33--39
Miguel A. Arcones Some remarks on the uniform weak
convergence of stochastic processes . . 41--49
Liu Wen and
Wang Zhongzhi An extension of a theorem on gambling
systems to arbitrary binary random
variables . . . . . . . . . . . . . . . 51--58
Christos Koukouvinos Orthogonal $ 2^k $ and $ 3^k $ factorial
designs constructed using sequences with
zero autocorrelation . . . . . . . . . . 59--63
Dragan Radulovi\'c The bootstrap of the mean for strong
mixing sequences under minimal
conditions . . . . . . . . . . . . . . . 65--72
Richard H. Glendinning Assessing a Bartlett plot . . . . . . . 73--79
Chin-Shan Chuang Joint distribution of Brownian motion
and its maximum, with a generalization
to correlated BM and applications to
barrier options . . . . . . . . . . . . 81--90
A. L. Koldobsky and
S. J. Montgomery-Smith Inequalities of correlation type for
symmetric stable random vectors . . . . 91--97
Lilian Shiao-Yen Wu and
Jeffrey S. Pai and
J. R. M. Hosking An algorithm for estimating parameters
of state-space models . . . . . . . . . 99--106
L. Gajek and
M. Kaluszka and
A. Lenic The law of the iterated logarithm for $
L_p $-norms of empirical processes . . . 107--110
B. Gail Ivanoff Stopping times and tightness for
multiparameter martingales . . . . . . . 111--114
Sanjib Basu Existence of a normal scale mixture with
a given variance and a percentile . . . 115--120
J. C. Wang Mixed difference matrices and the
construction of orthogonal arrays . . . 121--126
Dug Hun Hong On the Weak Law of Large Numbers for
randomly indexed partial sums for arrays 127--130
J. M. Swart A conditional product measure theorem 131--135
Mervyn J. Silvapulle On an $F$-type statistic for testing
one-sided hypotheses and computation of
chi-bar-squared weights . . . . . . . . 137--141
Sam Efromovich and
Alex Samarov Asymptotic equivalence of nonparametric
regression and white noise model has its
limits . . . . . . . . . . . . . . . . . 143--145
Janos Galambos and
Italo Simonelli An extension of the method of
polynomials and a new reduction formula
for Bonferroni-type inequalities . . . . 147--151
Myron N. Chang Exact distribution of the Kaplan--Meier
estimator under the proportional hazards
model . . . . . . . . . . . . . . . . . 153--157
Alexander V. Gnedin A class of exchangeable sequences . . . 159--164
Rafal Weron On the Chambers--Mallows--Stuck method
for simulating skewed stable random
variables . . . . . . . . . . . . . . . 165--171
B. B. Bhattacharyya and
T. M. Khalil and
G. D. Richardson Gauss--Newton estimation of parameters
for a spatial autoregression model . . . 173--179
Michael G. Akritas On the grouped LSE under an
errors-in-variables model . . . . . . . 181--189
N. Papadatos and
V. Papathanasiou A generalization of variance bounds . . 191--194
James M. Guffey and
F. T. Wright Testing for monotonicity in the
intensity of a nonhomogeneous Poisson
process . . . . . . . . . . . . . . . . 195--202
Lih-Yuan Deng and
Dennis K. J. Lin and
Jiannong Wang A measurement of multi-factor
orthogonality . . . . . . . . . . . . . 203--209
Aloke Dey and
Chand K. Midha Construction of some asymmetrical
orthogonal arrays . . . . . . . . . . . 211--217
Bing-Yi Jing Global tilting method . . . . . . . . . 219--226
A. Thavaneswaran and
Shelton Peiris Nonparametric estimation for some
nonlinear models . . . . . . . . . . . . 227--233
M. S. Sgibnev On the distribution of the maxima of
partial sums . . . . . . . . . . . . . . 235--238
Juan Carlos Ruiz-Molina and
Mariano J. Valderrama On the derivation of a suboptimal filter
for signal estimation . . . . . . . . . 239--243
N. Etemadi and
M. Kaminski Strong Law of Large Numbers for
$2$-exchangeable random variables . . . 245--250
Hironori Fujisawa Estimation on random coefficient model
with unbalanced data . . . . . . . . . . 251--257
Ta-Hsin Li Bartlett-type formulas for complex
multivariate time series of mixed
spectra . . . . . . . . . . . . . . . . 259--268
B. Ramachandran Characteristic functions taking constant
values on intervals of the real line . . 269--270
Lennart Bondesson and
Gundorph K. Kristiansen and
Fred W. Steutel Infinite divisibility of random
variables and their integer parts . . . 271--278
Gerd Christoph and
Michael Falk A note on domains of attraction of
$p$-max stable laws . . . . . . . . . . 279--284
Robin Pemantle Maximum variation of total risk . . . . 285--289
Chul Kang and
Byung-Chun Kim The $N$-th moment of matrix quadratic
form . . . . . . . . . . . . . . . . . . 291--297
Janice Lent and
Hosam M. Mahmoud Average-case analysis of multiple
Quickselect: An algorithm for finding
order statistics . . . . . . . . . . . . 299--310
Ian W. McKeague and
Yanqing Sun Transformations of Gaussian random
fields to Brownian sheet and
nonparametric change-point tests . . . . 311--319
F. Belzunce and
J. Candel and
J. M. Ruiz Dispersive orderings and
characterization of ageing classes . . . 321--327
T. Brezmes and
G. Naval Axiomatic information measures depending
only on a probability measure . . . . . 329--335
Allanus H. Tsoi A characterization of $k$-parameter
quasimartingales . . . . . . . . . . . . 337--343
Allan Gut Stopped Lévy processes with applications
to first passage times . . . . . . . . . 345--352
Anton Schick Root-n consistent estimation in partly
linear regression models . . . . . . . . 353--358
Onésimo Hernández-Lerma and
Jean B. Lasserre Existence of bounded invariant
probability densities for Markov chains 359--366
J. Averous and
A.-L. Foug\`eres and
M. Meste Tailweight with respect to the mode for
unimodal distributions . . . . . . . . . 367--373
Alberto Luceño A generalized Erlang distribution
showing overdispersion . . . . . . . . . 375--386
Anonymous Author index for volume 28 (1996) . . . 387--388
Anonymous Editorial Board . . . . . . . . . . . . ii
S. G. Sajjan and
I. V. Basawa Empirical Bayes prediction for a mixed
linear model with autoregressive errors 1--7
J. Szroeter Characterization of the exact
finite-sample distribution of a routine
test statistic for non-nested
regressions . . . . . . . . . . . . . . 9--14
Khelifa Tobbal A functional law of the iterated
logarithm for the Dekkers--Einmahl--de
Haan tail index estimator . . . . . . . 15--22
Frans A. Boshuizen Prophet compared to gambler: additive
inequalities for transforms of sequences
of random variables . . . . . . . . . . 23--32
Witold Klonecki and
Stefan Zontek Improved estimators for simultaneous
estimation of variance components . . . 33--43
David Gilat and
T. P. Hill Strongly-consistent, distribution-free
confidence intervals for quantiles . . . 45--53
Mateusz Wi\'sniewski On extreme-order statistics and point
processes of exceedances in multivariate
stationary Gaussian sequences . . . . . 55--59
Tzy-Jyun Yao and
Gregory C. Reinsel Covariance structure models for
clustered proportions . . . . . . . . . 61--70
Julián De la Horra Comparing Bayesian and frequentist
estimators in the exchangeable case . . 71--78
Prakash Patil A note on deconvolution density
estimation . . . . . . . . . . . . . . . 79--84
H. A. David and
N. Balakrishnan Product moments of order statistics and
the variance of a lightly trimmed mean 85--87
E. Stoimenova On statistical properties of Chebyshev's
norm . . . . . . . . . . . . . . . . . . 89--93
H. N. Nagaraja and
V. B. Nevzorov Correlations between functions of
records can be negative . . . . . . . . 95--100
Sangun Park An asymptotic relation arising in the
decomposition of the likelihood of order
statistics . . . . . . . . . . . . . . . 101--106
Zehua Chen Conditional $ L_p $-quantiles and their
application to the testing of symmetry
in non-parametric regression . . . . . . 107--115
Hammou El Barmi and
Richard L. Dykstra Restricted product multinomial and
product Poisson maximum likelihood
estimation based upon Fenchel duality 117--123
Christos Koukouvinos Some new orthogonal designs in linear
regression models . . . . . . . . . . . 125--129
Feng-Shun Chai A note on balanced generalized two-way
elimination of heterogeneity designs . . 131--141
Yannis G. Yatracos Linear least squares regression: a
different view . . . . . . . . . . . . . 143--148
Dongsheng Tu and
Alan J. Gross A Bartlett-type correction for the
subject-years method in comparing
survival data to a standard population 149--157
S. N. U. A. Kirmani On sample spacings from IMRL
distributions . . . . . . . . . . . . . 159--166
Nader Ebrahimi and
S. N. U. A. Kirmani Some results on ordering of survival
functions through uncertainty . . . . . 167--176
M. Alvo and
P. Cabilio Analysis of incomplete blocks for
rankings . . . . . . . . . . . . . . . . 177--184
Mario Lefebvre Similarity solutions of first-passage
problems for two-dimensional Wiener
processes . . . . . . . . . . . . . . . 185--189
Kazuhiro Ohtani Further improving the Stein-rule
estimator using the Stein variance
estimator in a misspecified linear
regression model . . . . . . . . . . . . 191--199
Dominique Guegan and
Joseph Ngatchou Wandji Power of the Lagrange multiplier test
for certain subdiagonal bilinear models 201--212
Yiliang Zhu and
Nancy Reid Efficient likelihood ratio tests under
$P$-ancillarity and $P$-sufficiency . . 213--221
Ljiljana Petrovi\'c Causality and Markovian representations 223--227
Abram Kagan and
Jacek Weso\lowski Normality via conditional normality of
linear forms . . . . . . . . . . . . . . 229--232
Ömer Öztürk and
Thomas P. Hettmansperger Almost fully efficient and robust
simultaneous estimation of location and
scale parameters: a minimum distance
approach . . . . . . . . . . . . . . . . 233--244
P. Yageen Thomas and
Philip Samuel A note on recurrence relations for the
product moments of order statistics . . 245--249
Lianfen Qian Minimum distance estimators for random
coefficient autoregressive models . . . 251--262
D. R. Jensen Deletion, augmentation and principal
predictors . . . . . . . . . . . . . . . 263--270
B. Asselain and
A. Fourquet and
T. Hoang and
A. D. Tsodikov and
A. Yu. Yakovlev A parametric regression model of tumor
recurrence: An application to the
analysis of clinical data on breast
cancer . . . . . . . . . . . . . . . . . 271--278
Henrik Stryhn The location of the maximum of
asymmetric two-sided Brownian motion
with triangular drift . . . . . . . . . 279--284
Sangyeol Lee The asymptotic maximin property of
chi-squared type tests based on the
empirical process . . . . . . . . . . . 285--292
A. C. Trajstman A note on the characterisation of the
most probable number . . . . . . . . . . 293--295
F. P. A. Coolen Comparing two populations based on low
stochastic structure assumptions . . . . 297--305
Tomasz J. Kozubowski and
Anna K. Panorska On moments and tail behavior of
$v$-stable random variables . . . . . . 307--315
Liudas Giraitis and
Hira L. Koul and
Donatas Surgailis Asymptotic normality of regression
estimators with long memory errors . . . 317--335
Monika Serbinowska Consistency of an estimator of the
number of changes in binomial
observations . . . . . . . . . . . . . . 337--344
Abdulaziz Elfessi and
Chun Jin On robust estimation of the common scale
parameter of several Pareto
distributions . . . . . . . . . . . . . 345--352
Jean-François Angers Fourier transform and Bayes estimator of
a location parameter . . . . . . . . . . 353--359
I. Berkes and
E. Csáki On the pointwise Central Limit Theorem
and mixtures of stable distributions . . 361--368
Aiyi Liu Estimation of the parameters in two
linear models with only some of the
parameter vectors identical . . . . . . 369--375
Anonymous Author index for volume 29 (1996) . . . 377--378
Anonymous Editorial Board . . . . . . . . . . . . ii
Hao Yu A note on strong approximation for
quantile processes of strong mixing
sequences . . . . . . . . . . . . . . . 1--7
A. Irle Asymptotically optimal stopping rules in
the presence of unknown parameters . . . 9--16
Song Yang Weighted empiricals and the
product-limit estimator in the
multiplicative hazard and time transfer
regression model . . . . . . . . . . . . 17--24
João Gomes Extreme value theory for a thermal
energy storage model . . . . . . . . . . 25--31
Daniel Neuenschwander Commutative infinitesimal triangular
systems on Euclidean motion groups . . . 33--36
Miguel A. Delgado and
Peter M. Robinson Optimal spectral kernel for long-range
dependent time series . . . . . . . . . 37--43
Anton Schick Root-n-consistent and efficient
estimation in semiparametric additive
regression models . . . . . . . . . . . 45--51
L. Sakalauskas and
D. Sukauskait\.e Distribution of MLE of the multiple
correlation coefficient for data with
missing values in a dependent variable 53--59
Silvia L. P. Ferrari and
Gauss M. Cordeiro and
Miguel A. Uribe-Opazo and
Francisco Cribari-Neto Improved score tests for one-parameter
exponential family models . . . . . . . 61--71
T. S. Wirjanto The limiting distributions of unit-root
tests for data with cross-sectional and
time-series dimensions . . . . . . . . . 73--77
Sanjib Basu Bayesian hypotheses testing using
posterior density ratios . . . . . . . . 79--86
Günter Heimann and
Jens-Peter Kreiss Bootstrapping general first order
autoregression . . . . . . . . . . . . . 87--98
Heinz Neudecker and
Albert Satorra The algebraic equality of two asymptotic
tests for the hypothesis that a normal
distribution has a specified correlation
matrix . . . . . . . . . . . . . . . . . 99--103
Berthold Heiligers and
Augustyn Markiewicz Linear sufficiency and admissibility in
restricted linear models . . . . . . . . 105--111
Charles El-Nouty Rates of clustering in FLIL for weighted
partial sum processes . . . . . . . . . 113--118
JoséLuis Palacios and
Prasad Tetali A note on expected hitting times for
birth and death chains . . . . . . . . . 119--125
Angela De Sanctis Geodesic submanifolds of a family of
statistical models . . . . . . . . . . . 127--132
Nityananda Sarkar Mean square error matrix comparison of
some estimators in linear regressions
with multicollinearity . . . . . . . . . 133--138
JoséM. González-Barrios The volume of the smallest
parallelepiped including $m$ random
points . . . . . . . . . . . . . . . . . 139--145
Xiong Chen and
Shui Feng Critical phenomenon of a two component
nonlinear stochastic system . . . . . . 147--155
Takashi Uno On the lower bound of the number of real
roots of a random algebraic equation . . 157--163
Li-Xin Zhang Complete convergence of moving average
processes under dependence assumptions 165--170
J. C. W. Rayner and
D. J. Best Smooth extensions of Pearsons's product
moment correlation and Spearman's rho 171--177
Steven J. Sepanski Asymptotics for multivariate
$t$-statistic for random vectors in the
generalized domain of attraction of the
multivariate normal law . . . . . . . . 179--188
Dong Wan Shin and
Sahadeb Sarkar and
Jong Hyup Lee Unit root tests for time series with
outliers . . . . . . . . . . . . . . . . 189--197
Maria Koz\lowska A note on the bounds of efficiency
factor and $ E_R $ optimality of block
designs . . . . . . . . . . . . . . . . 199--203
Henryk Brzeskwiniewicz On the $A$-, $D$-, $E$- and
$L$-efficiency of block designs . . . . 205--209
M. R. Srinivasan and
G. Gopal Structural efficiency of incomplete
block designs . . . . . . . . . . . . . 211--214
Christos Koukouvinos Further orthogonal designs in linear
models and sequences with zero
autocorrelation . . . . . . . . . . . . 215--219
Christos Koukouvinos Some results for almost $D$-optimal
experimental designs . . . . . . . . . . 221--226
Ermakov Mikhail Sergeevich On asymptotic minimaxity of Kolmogorov
and omega-square tests . . . . . . . . . 227--233
Philip Hans Franses and
H. Peter Boswijk Temporal aggregation in a periodically
integrated autoregressive process . . . 235--240
Erhard Reschenhofer Approximating the Bayes factor . . . . . 241--245
Antonio Di Crescenzo and
Luigi M. Ricciardi Comparing first-passage times for
semi-Markov skip-free processes . . . . 247--256
Adam T. Martinsek and
Yi Xu Fixed width confidence bands for
densities under censoring . . . . . . . 257--264
Wenyaw Chan Maximizing the probability of pest
extinction on a stochastic pest-predator
model . . . . . . . . . . . . . . . . . 265--270
Douglas P. Wiens Asymptotics of generalized
$m$-estimation of regression and scale
with fixed carriers, in an approximately
linear model . . . . . . . . . . . . . . 271--285
Richard C. Bradley A covariance inequality under a two-part
dependence assumption . . . . . . . . . 287--293
P. Révész On the shape of the domain occupied by a
supercritical branching random walk . . 295--303
Zudi Lu A note on geometric ergodicity of
autoregressive conditional
heteroscedasticity (ARCH) model . . . . 305--311
Bernd Wilfling Lorenz ordering of power-function order
statistics . . . . . . . . . . . . . . . 313--319
Chen Guijing Optimal convergence rates and asymptotic
efficiency of point estimators under
truncated distribution families . . . . 321--331
Gilberto A. Paula On approximation of the level
probabilities for testing ordered
parallel regression lines . . . . . . . 333--338
Silvia L. P. Ferrari and
Denise A. Botter and
Gauss M. Cordeiro and
Francisco Cribari-Neto Second- and third-order bias reduction
for one-parameter family models . . . . 339--345
Zhen-Hai Yang and
Kai-Tai Fang and
Jia-Juan Liang A characterization of multivariate
normal distribution and its application 347--352
R. L. Dykstra and
Chu-In Charles Lee and
Xiaosong Yan Multinomial estimation procedures for
two stochastically ordered distributions 353--361
Richard A. Vitale Covariance identities for normal
variables via convex polytopes . . . . . 363--368
István Berkes and
Lajos Horváth Between local and global logarithmic
averages . . . . . . . . . . . . . . . . 369--378
Dennis DeRiggi Sufficient conditions for unimodality of
the positive binomial likelihood
function . . . . . . . . . . . . . . . . 379--379
Anonymous Author index for volume 30 (1996) . . . 381--382
Anonymous Editorial Board . . . . . . . . . . . . ii
G. Hooghiemstra and
J. Hüsler A note on maxima of bivariate random
vectors . . . . . . . . . . . . . . . . 1--6
J. L. Moreno Rebollo and
I. Barranco Chamorro and
F. López Blázquez and
T. Gómez Gómez On the estimation of the unknown sample
size from the number of records . . . . 7--12
Zbigniew Palmowski and
Tomasz Rolski A note on martingale inequalities for
fluid models . . . . . . . . . . . . . . 13--21
Chi-Ying Leung The location linear discriminant for
classifying observations with unequal
variances . . . . . . . . . . . . . . . 23--29
Aaron Childs and
N. Balakrishnan Conditional inference procedures for the
Laplace distribution based on Type-II
right censored samples . . . . . . . . . 31--39
Martin Bilodeau Some remarks on $ U (p; m, n) $
distributions . . . . . . . . . . . . . 41--43
Mervyn J. Silvapulle Robust bounded influence tests against
one-sided hypotheses in general
parametric models . . . . . . . . . . . 45--50
W. Albers and
M. F. Teulings A simple estimator for correlation in
incomplete data . . . . . . . . . . . . 51--57
Jie Chen and
Joseph Glaz Two-dimensional discrete scan statistics 59--68
Andrew A. Neath and
Francisco J. Samaniego On the distinguished role of the
multivariate exponential distribution in
Bayesian estimation in competing risks
problems . . . . . . . . . . . . . . . . 69--74
Andrew A. Neath and
Francisco J. Samaniego On Bayesian estimation of the multiple
decrement function in the competing
risks problem . . . . . . . . . . . . . 75--83
Wang Qiying On the maximal inequality . . . . . . . 85--89
J. L. Geluk On the domain of attraction of
exp(-exp(-x)) . . . . . . . . . . . . . 91--95
M. Vasudaven and
M. G. Nair and
M. M. Sithole On estimation for censored
autoregressive data . . . . . . . . . . 97--105
Reza Modarres and
Joseph L. Gastwirth A modified runs test for symmetry . . . 107--112
Harry Joe and
Ying Liu A model for a multivariate binary
response with covariates based on
compatible conditionally specified
logistic regressions . . . . . . . . . . 113--120
Marco Muselli Simple expressions for success run
distributions in Bernoulli trials . . . 121--128
M. J. Faddy Modelling and analysis of count data
using a renewal process . . . . . . . . 129--132
Pr. B. Lacaze A note about stationary process random
sampling . . . . . . . . . . . . . . . . 133--137
Choongrak Kim Cook's distance in spline smoothing . . 139--144
J. M. Angulo and
M. D. Ruiz-Medina On the orthogonal representation of
generalized random fields . . . . . . . 145--153
W. Y. Wendy Lou An application of the method of finite
Markov chain imbedding to runs tests . . 155--161
Stephen Walker and
Pietro Muliere A characterisation of Pólya tree
distributions . . . . . . . . . . . . . 163--168
Wolfgang Stadje A new approach to the Lindley recursion 169--175
László Györfi and
Harro Walk On the strong universal consistency of a
recursive regression estimate by Pál Révész 177--183
M. Pawlak and
U. Stadtmüller Kernel regression estimators for signal
recovery . . . . . . . . . . . . . . . . 185--198
Z. Shi Locating the maximum of an empirical
process . . . . . . . . . . . . . . . . 199--211
Hongzhi An and
Min Chen and
Fuchun Huang The geometric ergodicity and existence
of moments for a class of non-linear
time series model . . . . . . . . . . . 213--224
Tasos C. Christofides Rate of convergence in the Strong Law of
Large Numbers for a class of
$U$-statistics and von Mises statistics 225--231
Wolfgang Stummer On exponential moments of two Brownian
functionals . . . . . . . . . . . . . . 233--237
Wei Liu Control of directional errors with
step-up multiple tests . . . . . . . . . 239--242
Efstathios Paparoditis Bootstrapping periodogram and cross
periodogram statistics of vector
autoregressive moving average models . . 243--243
D. Gilat and
T. P. Hill Strongly-consistent, distribution-free
confidence intervals for quantiles . . . 245--246
Chang C. Y. Dorea On the efficiency of a continuous
version of the simulated annealing
algorithm . . . . . . . . . . . . . . . 247--253
Shyamal Das Peddada Confidence interval estimation of
population means subject to order
restrictions using resampling procedures 255--265
Peter Thompson Bayes $p$-values . . . . . . . . . . . . 267--274
Luc Devroye Simulating theta random variates . . . . 275--279
Vladimír Balek and
Ivan Mizera On the logical independence of the
identities defining the stochastic
independence of random events . . . . . 281--284
S. Sethuraman and
I. V. Basawa The asymptotic distribution of the
maximum likelihood estimator for a
vector time series model with long
memory dependence . . . . . . . . . . . 285--293
Jian-Lun Xu and
Grace L. Yang An exponential characterization based on
a type II censored sample . . . . . . . 295--298
Kerkyacharian Gérard and
Picard Dominique Limit of the quadratic risk in density
estimation using linear methods . . . . 299--312
Kanwar Sen and
Ritu Jain A class of quasi-Pólya distributions . . 313--322
J. M. Fernandez-Ponce and
J. Muñoz-Perez Characterization of lifetime
distributions in the $ L_s $-sense by a
generalized spread . . . . . . . . . . . 323--331
Jérôme A. Dupuis Bayesian test of homogeneity for Markov
chains . . . . . . . . . . . . . . . . . 333--338
Wei-Liem Loh Estimating the integral of a squared
regression function with Latin hypercube
sampling . . . . . . . . . . . . . . . . 339--349
Andy H. Lee and
Yuejen Zhao Assessing influence on the
goodness-of-link in generalized linear
models . . . . . . . . . . . . . . . . . 351--358
Min-Young Lee Improved bivariate Bonferroni-type
inequalities . . . . . . . . . . . . . . 359--364
Anonymous Author index for volume 31 (1997) . . . 365--366
Anonymous Editorial Board . . . . . . . . . . . . ii
Carmen Arteaga and
Johannes Ledolter Control charts based on order-restricted
tests . . . . . . . . . . . . . . . . . 1--10
Marc Hoffmann Minimax estimation of the diffusion
coefficient through irregular samplings 11--24
Dixin Zhang Asymptotic properties for Dirichlet
processes indexed by a class of
functions . . . . . . . . . . . . . . . 25--33
D. A. Ioannides and
P. D. Alevizos Nonparametric regression with errors in
variables and applications . . . . . . . 35--43
M. Husková Limit theorems for rank statistics . . . 45--55
Sergio Albeverio and
Yaozhong Hu and
Xian Yin Zhou A remark on non-smoothness of the
self-intersection local time of planar
Brownian motion . . . . . . . . . . . . 57--65
Govind S. Mudholkar and
Alan D. Hutson Some refinements of the quasi-quantiles 67--74
Peter G. Moffatt Exploiting a matrix identity in the
computation of the efficient score test
for overdispersion in the Poisson
regression model . . . . . . . . . . . . 75--79
B. Gail Ivanoff and
Ely Merzbach Poisson convergence for set-indexed
empirical processes . . . . . . . . . . 81--86
Biao Zhang Empirical likelihood confidence
intervals for $M$-functionals in the
presence of auxiliary information . . . 87--97
Manabu Iwasa and
Yoshiya Moritani A note on admissibility of the maximum
likelihood estimator for a bounded
normal mean . . . . . . . . . . . . . . 99--105
James P. Hughes Computing the observed information in
the hidden Markov model using the EM
algorithm . . . . . . . . . . . . . . . 107--114
Makoto Maejima and
Svetlozar T. Rachev Rate-of-convergence in the multivariate
max-stable limit theorem . . . . . . . . 115--123
Michael Maxwell and
Michael Woodroofe A local limit theorem for hidden Markov
chains . . . . . . . . . . . . . . . . . 125--131
Yazhen Wang Small ball problem via wavelets for
Gaussian processes . . . . . . . . . . . 133--139
Su-Yun Huang Wavelet based empirical Bayes estimation
for the uniform distribution . . . . . . 141--146
Ju-Sung Kang and
In-Suk Wee A note on the weak invariance principle
for local times . . . . . . . . . . . . 147--159
Stavros Kourouklis A new property of the inverse Gaussian
distribution with applications . . . . . 161--166
André Adler and
Andrew Rosalsky and
Andrej I. Volodin A mean convergence theorem and weak law
for arrays of random elements in
martingale type $p$ Banach spaces . . . 167--174
Abram Kagan and
Zinoviy Landsman Statistical meaning of Carlen's
superadditivity of the Fisher
information . . . . . . . . . . . . . . 175--179
Zhidong Bai and
Sanat K. Sarkar and
Wenjin Wang Positivity of the best unbiased
$L$-estimator of the scale parameter
with complete or selected order
statistics from location-scale
distribution . . . . . . . . . . . . . . 181--188
Chungyeol Shin and
Yasuo Amemiya Algorithms for the likelihood-based
estimation of the random coefficient
model . . . . . . . . . . . . . . . . . 189--199
Ibrahim A. Salama and
Dana Quade The asymptotic normality of a rank
correlation statistic based on rises . . 201--205
Brenda MacGibbon and
Glenn Shorrock Shrinkage estimators for the dispersion
parameter of the inverse Gaussian
distribution . . . . . . . . . . . . . . 207--214
Oesook Lee Limit theorems for some doubly
stochastic processes . . . . . . . . . . 215--221
Ilya L. Kruglikov and
Nikolaj I. Pilipenko and
Alexander D. Tsodikov and
Andrej Yu. Yakovlev Assessing risk with doubly censored
data: an application to the analysis of
radiation-induced thyropathy . . . . . . 223--230
Anil K. Srivastava and
Shalabh A new property of Stein procedure in
measurement error model . . . . . . . . 231--234
Cui Hengjian The laws of the iterated logarithm for
two kinds of PP statistics . . . . . . . 235--243
Gan Shixin The Hájek--R\`enyi inequality for Banach
space valued martingales and the $p$
smoothness of Banach spaces . . . . . . 245--248
A. Nikabadze and
W. Stute Model checks under random censorship . . 249--259
Govind S. Mudholkar and
Alan D. Hutson Asymmetric quasimedians: Remarks on an
anomaly . . . . . . . . . . . . . . . . 261--268
J. E. Janosky and
T. R. Pellitieri and
Q. M. Al-Shboul The need for a revised lower limit for
the 4253H, Twice nonparametric smoother 269--272
D. L. Hawkins Can the finiteness of a mean be tested? 273--277
B. U. Park and
W. C. Kim and
M. C. Jones On identity reproducing nonparametric
regression estimators . . . . . . . . . 279--290
Yi Zhao and
Sadanori Konishi Limit distributions of multivariate
kurtosis and moments under Watson
rotational symmetric distributions . . . 291--299
Guohua Zou and
Hua Liang Admissibility of the usual estimators
under error-in-variables superpopulation
model . . . . . . . . . . . . . . . . . 301--309
Yu. A. Kutoyants Some problems of nonparametric
estimation by observations of ergodic
diffusion process . . . . . . . . . . . 311--320
Jiming Jiang A derivation of BLUP --- Best Linear
Unbiased Predictor . . . . . . . . . . . 321--324
Subramanyam Kasala and
Thomas Mathew Exact confidence regions and tests in
some linear functional relationships . . 325--328
Jacek Weso\lowski On some distributional and limit
properties of factorizable distributions 329--337
J. D. Biggins and
D. R. Grey A note on the growth of random trees . . 339--342
Liu Wen A kind of strong deviation theorem for
the sequences of nonnegative
integer-valued random variables . . . . 343--349
Kurt S. Riedel Improved asymptotics for zeros of kernel
estimates via a reformulation of the
Leadbetter--Cryer integral . . . . . . . 351--356
Yongcheng Qi and
R. J. G. Wilms The limit behavior of maxima modulo one
and the number of maxima . . . . . . . . 357--366
Yong Lin and
Bruce G. Lindsay Projections on cones, chi-bar squared
distributions, and Weyl's formula . . . 367--376
M. S. Sgibnev Submultiplicative moments of the
supremum of a random walk with negative
drift . . . . . . . . . . . . . . . . . 377--383
Patrizia Berti and
Pietro Rigo A Glivenko--Cantelli theorem for
exchangeable random variables . . . . . 385--391
M. V. Koutras and
V. A. Alexandrou Non-parametric randomness tests based on
success runs of fixed length . . . . . . 393--404
Sangyeol Lee A note on the residual empirical process
in autoregressive models . . . . . . . . 405--411
A. K. Gupta and
D. G. Kabe Linear restrictions and two step
multivariate least squares with
applications . . . . . . . . . . . . . . 413--416
Ping Sa and
Don Edwards Frequentist properties of a Bayesian
analog to Fabian's bound . . . . . . . . 417--424
J. P. Lepeltier and
J. San Martin Backward stochastic differential
equations with continuous coefficient 425--430
R. J. Tomkins Refinement of a zero-one law for maxima 431--431
Anonymous Author index for volume 32 (1997) . . . 433--435
Anonymous Editorial Board . . . . . . . . . . . . ii
Michel Carbon and
Bernard Garel and
Lanh Tat Tran Frequency polygons for weakly dependent
processes . . . . . . . . . . . . . . . 1--13
Mohamed Lemdani and
Odile Pons Likelihood ratio tests for genetic
linkage . . . . . . . . . . . . . . . . 15--22
Shunpu Zhang and
Rohana J. Karunamuni Bayes and empirical Bayes estimation
with errors in variables . . . . . . . . 23--34
Barry C. Arnold and
Jose A. Villasenor Variance estimation with diffuse prior
information . . . . . . . . . . . . . . 35--39
Marc Aerts and
Ilse Augustyns and
Paul Janssen Sparse consistency and smoothing for
multinomial data . . . . . . . . . . . . 41--48
J. Cabrera and
G. Maguluri and
K. Singh Indices of empirical robustness . . . . 49--62
Badi H. Baltagi Testing linear and loglinear error
components regressions against Box--Cox
alternatives . . . . . . . . . . . . . . 63--68
Victor Pérez-Abreu and
Alfonso Rocha-Arteaga On stable processes of bounded variation 69--77
H. Wang and
X. Chen On the interval recurrence property of $
(N, d) $--Ornstein--Uhlenbeck processes 79--84
Daniel Neuenschwander A new proof of the multidimensional
convergence of types theorem . . . . . . 85--88
R. S. Deo Nonparametric regression with
long-memory errors . . . . . . . . . . . 89--94
Angela Diblasi and
Adrian Bowman Testing for constant variance in a
linear model . . . . . . . . . . . . . . 95--103
J. S. Huang Sharp bounds for the expected value of
order statistics . . . . . . . . . . . . 105--107
Martin Fox Adaptive estimation of a function of a
mean vector . . . . . . . . . . . . . . 109--115
Marek M\keczarski and
Ryszard Zieli\'nski Stability of the posterior mean in
linear models: An admissibility property
of $D$-optimum and $E$-optimum designs 117--123
S. T. Jensen and
B. Nielsen On convergence of multivariate Laplace
transforms . . . . . . . . . . . . . . . 125--128
Carlo Ferreri On the ML-estimator of the positive and
negative two-parameter binomial
distribution . . . . . . . . . . . . . . 129--134
Yong Song Qin Semi-parametric likelihood ratio
confidence intervals for various
differences of two populations . . . . . 135--143
Chao-Ping Ting and
Bing-Ying L. Lin and
Feng-Shun Chai A note on universally optimal row-column
designs with empty nodes . . . . . . . . 145--149
N. Etemadi Criteria for the Strong Law of Large
Numbers for sequences of arbitrary
random vectors . . . . . . . . . . . . . 151--157
M. J. Valderrama and
A. M. Aguilera A normality criterion for random vectors
based on independence . . . . . . . . . 159--165
Yadolah Dodge and
Jana Jurecková Adaptive choice of trimming proportion
in trimmed least-squares estimation . . 167--176
Dong Wan Shin and
Beong-Soo So Semiparametric unit root tests based on
symmetric estimators . . . . . . . . . . 177--184
D. Blanke and
D. Bosq Accurate rates of density estimators for
continuous-time processes . . . . . . . 185--191
S. Huda Minimax second-order designs over
hypercubes for the difference between
estimated responses at a point and at
the centre . . . . . . . . . . . . . . . 193--199
Joseph E. Cavanaugh Unifying the derivations for the Akaike
and corrected Akaike information
criteria . . . . . . . . . . . . . . . . 201--208
Joshua D. Naranjo and
Joseph W. McKean Rank regression with estimated scores 209--216
B. Truong-Van Iterated logarithm law for sample
generalized partial autocorrelations . . 217--223
Yoshihide Kakizawa Parameter estimation and hypothesis
testing in stationary vector time series 225--234
J. P. Hobert and
C. P. Robert and
C. Goutis Connectedness conditions for the
convergence of the Gibbs sampler . . . . 235--240
ByoungSeon Choi A recursive algorithm for solving the
spatial Yule--Walker equations of causal
spatial AR models . . . . . . . . . . . 241--251
Nadia Bensa\"\id Nonparametric inference for thinned
point process . . . . . . . . . . . . . 253--258
Laurence A. Baxter Stochastic ordering of flows on
manifolds . . . . . . . . . . . . . . . 259--261
F. Belzunce and
Franco Pellerey and
J. M. Ruiz and
Moshe Shaked The dilation order, the dispersion
order, and orderings of residual lives 263--275
Krzysztof Oleszkiewicz On certain characterization of normal
distribution . . . . . . . . . . . . . . 277--280
C. St\kepniak Sandwich theorem in comparison of
multivariate normal experiments . . . . 281--284
J. Sahoo A note on using location shift in the
Midzuno--Sen scheme of sampling with a
transformed variable . . . . . . . . . . 285--290
R. Kelley Pace and
Ronald Barry Sparse spatial autoregressions . . . . . 291--297
Norbert Henze Limit laws for multivariate skewness in
the sense of Móri, Rohatgi and Székely . . 299--307
Florence Forbes and
Olivier François Stochastic comparison for Markov
processes on a product of partially
ordered sets . . . . . . . . . . . . . . 309--320
Min Chen and
Hong Zhi An A Kolmogorov--Smirnov type test for
conditional heteroskedasticity in time
series . . . . . . . . . . . . . . . . . 321--331
Brajendra C. Sutradhar A multivariate approach for estimating
the random effects variance component in
one-way random effects model . . . . . . 333--339
R. Cheng and
M. Pourahmadi Prediction with incomplete past and
interpolation of missing values . . . . 341--346
Endre Csáki and
Antónia Földes On the logarithmic average of iterated
processes . . . . . . . . . . . . . . . 347--358
Dhaifalla K. Al-Mutairi Properties of an inverse Gaussian
mixture of bivariate exponential
distribution and its generalization . . 359--365
Mark M. Meerschaert and
Hans-Peter Scheffler The structure of generalized domains of
semistable attraction . . . . . . . . . 367--372
Yongcheng Qi A note on the number of maxima in a
discrete sample . . . . . . . . . . . . 373--377
Yimin Xiao Packing dimension of the image of
fractional Brownian motion . . . . . . . 379--387
Franco Pellerey and
Moshe Shaked Characterizations of the IFR and DFR
aging notions by means of the dispersive
order . . . . . . . . . . . . . . . . . 389--393
Jun Cai and
Yanhong Wu Some improvements on the Lundberg bound
for the ruin probability . . . . . . . . 395--403
C. M. Cuadras and
R. A. Atkinson and
J. Fortiana Probability densities from distances and
discrimination . . . . . . . . . . . . . 405--411
Henryk Brzeskwiniewicz Kronecker product of mutually associable
PBB designs . . . . . . . . . . . . . . 413--418
Mia Hubert The breakdown value of the $ L_1
$-estimator in contingency tables . . . 419--425
Hong-Tu Zhu and
Bo-Cheng Wei Some notes on preferred point $ \alpha
$-geometry and $ \alpha $-divergence
function . . . . . . . . . . . . . . . . 427--437
Anonymous Author index for volume 33 (1997) . . . 439--440
Anonymous Editorial Board . . . . . . . . . . . . ii
Anda Gadidov An inequality for order statistics . . . 1--4
Peter Hall and
Guy P. Nason On choosing a non-integer resolution
level when using wavelet methods . . . . 5--11
H. V. Hebbar and
N. Vadiraja Limit points of sequences of moving
maxima . . . . . . . . . . . . . . . . . 13--18
Jye-Chyi Lu A new plan for life-testing
two-component parallel systems . . . . . 19--32
B. Ramachandran Characteristic functions with some
powers real --- III . . . . . . . . . . 33--36
S. G. Bobkov and
C. Houdré Converse Poincaré-type inequalities for
convex functions . . . . . . . . . . . . 37--42
Wojciech Kordecki Reliability bounds for multistage
structures with independent components 43--51
Jan Mielniczuk On the asymptotic mean integrated
squared error of a kernel density
estimator for dependent data . . . . . . 53--58
Eugene Kozarovitsky Connection between asymptotics and
stability of the positive measure . . . 59--65
Anil K. Srivastava and
Shalabh Consistent estimation for the non-normal
ultrastructural model . . . . . . . . . 67--73
Y. Qi and
R. J. G. Wilms The limit behavior of maxima modulo one
and the number of maxima . . . . . . . . 75--84
M. Menéndez and
D. Morales and
L. Pardo Maximum entropy principle and
statistical inference on condensed
ordered data . . . . . . . . . . . . . . 85--93
Z. D. Bai and
Baiqi Miao and
Jhishen Tsay A note on the convergence rate of the
spectral distributions of large random
matrices . . . . . . . . . . . . . . . . 95--101
Leszek Gawarecki Extension of a stochastic integral with
respect to cylindrical martingales . . . 103--111
Miklós Csörgö and
Ricardas Zitikis On the rate of strong consistency of
Lorenz curves . . . . . . . . . . . . . 113--121
C. Douglas Howard Distinguishing certain random sceneries
on $ \mathbb {Z} $ via random walks . . 123--132
Yu. A. Kutoyants On unbiased density estimation for
ergodic diffusion . . . . . . . . . . . 133--140
Willem Albers and
Gerda R. J. Arts and
Wilbert C. M. Kallenberg Accurate test limits under prescribed
consumer risk . . . . . . . . . . . . . 141--149
Abdallah Mkhadri and
Abdelaziz Nasroallah Note on classification and proportion
estimation . . . . . . . . . . . . . . . 151--158
Jiaming Sun Exponential convergence for sequences of
random variables . . . . . . . . . . . . 159--164
S. Y. Hwang and
I. V. Basawa The local asymptotic normality of a
class of generalized random coefficient
autoregressive processes . . . . . . . . 165--170
Chufang Wu New characterization of
Marshall--Olkin-type distributions via
bivariate random summation scheme . . . 171--178
Naveen K. Bansal and
Neeraj Misra and
Edward C. van der Meulen On the minimax decision rules in ranking
problems . . . . . . . . . . . . . . . . 179--186
Henryk Brzeskwiniewicz and
Bronis\law Ceranka and
Jolanta Krzyszkowska Reinforced block designs with standards 187--192
Z. D. Bai and
Y. Wu On necessary conditions for the weak
consistency of minimum $ L_1 $-norm
estimates in linear models . . . . . . . 193--199
Ibrahim A. Ahmad and
Qi Li Testing independence by nonparametric
kernel method . . . . . . . . . . . . . 201--210
Stephen M. Krone Representations for continuous additive
functionals of super-Brownian and
super-stable processes . . . . . . . . . 211--223
Yasuhiro Omori Comparing two means in count models
having random effects --- a UMPU test 225--235
S. G. Sajjan and
I. V. Basawa Estimation of unobserved counts from
partially observed multinomial
distributions . . . . . . . . . . . . . 237--243
N. Rao Chaganty and
Jayaram Sethuraman Bahadur slope of the $t$-statistic for a
contaminated normal . . . . . . . . . . 245--250
Erich Berger Comparing sums of independent bounded
random variables and sums of Bernoulli
random variables . . . . . . . . . . . . 251--258
Jean B. Lasserre Invariant probabilities for Markov
chains on a metric space . . . . . . . . 259--265
U. V. Naik-Nimbalkar and
M. B. Rajarshi Empirical likelihood ratio test for
equality of $k$ medians in censored data 267--273
Anton Schick On $U$-statistics with random kernels 275--283
Allan McQuarrie and
Robert Shumway and
Chih-Ling Tsai The model selection criterion AICu . . . 285--292
R. A. Sugden and
T. M. F. Smith Edgeworth approximations to the
distribution of the sample mean under
simple random sampling . . . . . . . . . 293--299
Yongzhao Shao and
Xiaojing Xiang Some extensions of the asymptotics of a
kernel estimator of a distribution
function . . . . . . . . . . . . . . . . 301--308
Mario Lefebvre First hitting place distributions for
the Ornstein--Uhlenbeck process . . . . 309--312
V. Swaminathan and
U. V. Naik-Nimbalkar Minimum distance estimation for random
coefficient autoregressive models . . . 313--322
Hans-Georg Müller and
Kai-Sheng Song Two-stage change-point estimators in
smooth regression models . . . . . . . . 323--335
D. L. Hanson and
Gang Li A note on the empirical distribution of
dependent random variables . . . . . . . 337--340
Michael Falk Asymptotic independence of median and
MAD . . . . . . . . . . . . . . . . . . 341--345
Anis Matoussi Reflected solutions of backward
stochastic differential equations with
continuous coefficient . . . . . . . . . 347--354
Jong-Il Baek A weakly dependence structure of
multivariate processes . . . . . . . . . 355--363
H. Z. An and
S. G. Chen A note on the ergodicity of non-linear
autoregressive model . . . . . . . . . . 365--372
Colin O. Wu The effects of kernel choices in density
estimation with biased data . . . . . . 373--383
Bin Chen Large deviations and Strassen's limit
points of Brownian local time processes 385--395
Travis Lee and
Max Minzner and
Evan Fisher The length of an excursion above a
linear boundary by a random walk . . . . 397--402
Marek Kanter Unimodal spectral windows . . . . . . . 403--411
Eva Ferreira and
Vicente Núñez-Antón and
Juan Rodríguez-Póo Kernel regression estimates of growth
curves using nonstationary correlated
errors . . . . . . . . . . . . . . . . . 413--423
Anonymous Author index for volume 34 (1997) . . . 425--426
Anonymous Editorial Board . . . . . . . . . . . . ii
AndréI. Khuri Minimal sufficient statistics for a
general class of mixed models . . . . . 1--7
Yuan Li and
Zhongjie Xie The wavelet detection of hidden
periodicities in time series . . . . . . 9--23
João Gomes and
Orlando Oliveira Limit laws for a sequence between the
maximum and the sum of independent
exponentials . . . . . . . . . . . . . . 25--32
M. R. Brito and
E. L. Chávez and
A. J. Quiroz and
J. E. Yukich Connectivity of the mutual
$k$-nearest-neighbor graph in clustering
and outlier detection . . . . . . . . . 33--42
Sergiu Hart and
Benjamin Weiss Significance levels for multiple tests 43--48
E. Khmaladze and
M. Nadareishvili and
A. Nikabadze Asymptotic behaviour of a number of
repeated records . . . . . . . . . . . . 49--58
Stanislav Keprta A note on supremum of a Kiefer process 59--63
Alexei Dmitrienko and
Z. Govindarajulu On the ``Demon'' problem of Youden . . . 65--72
Toshio Mikami Large deviations and Central Limit
Theorems for
Eyraud--Farlie--Gumbel--Morgenstern
processes . . . . . . . . . . . . . . . 73--78
N. G. Gamkrelidze On a local limit theorem in strong sense 79--83
Gwo Dong Lin On the moment problems . . . . . . . . . 85--90
Mini N. Balu and
S. V. Sabnis Preservation of certain dependent
structures under bivariate homogeneous
Poisson shock models . . . . . . . . . . 91--100
R. J. Kulperger On a property of the finite Fourier
partial sums process . . . . . . . . . . 101--107
Rainer Schwabe Maximin efficient designs another view
at $D$-optimality . . . . . . . . . . . 109--114
Judith Rousseau Asymptotic Bayes risks for a general
class of losses . . . . . . . . . . . . 115--121
Xia Chen Moderate deviations for $m$-dependent
random variables with Banach space
values . . . . . . . . . . . . . . . . . 123--134
A. Irle A bound for higher moments of expected
sample size in sequential testing . . . 135--140
Friedrich Pukelsheim Efficient rounding of sampling
allocations . . . . . . . . . . . . . . 141--143
Ronald Meester and
Mathew D. Penrose and
Anish Sarkar The random connection model in high
dimensions . . . . . . . . . . . . . . . 145--153
Gauss M. Cordeiro and
Klaus L. P. Vasconcellos Bias correction for a class of
multivariate nonlinear regression models 155--164
Xiaomi Hu Maximum-likelihood estimation under
bound restriction and order and uniform
bound restrictions . . . . . . . . . . . 165--171
P. Jacob and
Ch. Suquet Regression and asymptotical location of
a multivariate sample . . . . . . . . . 173--179
J. L. Jensen and
Andrew T. A. Wood On the non-existence of a Bartlett
correction for unit root tests . . . . . 181--187
Sangyeol Lee Random Central Limit Theorem for the
linear process generated by a strong
mixing process . . . . . . . . . . . . . 189--196
Christian Houdré The iterated jackknife estimate of
variance . . . . . . . . . . . . . . . . 197--201
Norbert Henze Extreme smoothing and testing for
multivariate normality . . . . . . . . . 203--213
C. M. Anderson-Cook An extension to modeling cylindrical
variables . . . . . . . . . . . . . . . 215--223
A. Antoniadis and
G. Grégoire and
P. Vial Random design wavelet curve smoothing 225--232
Peter C. Matthews and
William F. Rosenberger Variance in randomized play-the-winner
clinical trials . . . . . . . . . . . . 233--240
Bert van Es A note on the integrated squared error
of a kernel density estimator in
non-smooth cases . . . . . . . . . . . . 241--250
Ana Justel and
Daniel Peña and
Rubén Zamar A multivariate Kolmogorov--Smirnov test
of goodness of fit . . . . . . . . . . . 251--259
Ibrahim A. Ahmad Goodness-of-fit statistics based on
weighted $ L_p $-functionals . . . . . . 261--268
Vilijandas Bagdonavicius and
Mikhail Nikulin Accelerated life testing when a process
of production is unstable . . . . . . . 269--275
D. R. Jensen Peakedness of linear forms in ensembles
and mixtures . . . . . . . . . . . . . . 277--282
Stephen J. Herschkorn Bandit bounds from stochastic
variability extrema . . . . . . . . . . 283--288
Kyo Shin Huang and
Yong Kab Choi and
Jong Soo Jung On superior limits for the increments of
Gaussian processes . . . . . . . . . . . 289--296
Linxiong Li Superposition of renewal processes in a
random environment . . . . . . . . . . . 297--305
Vladimir Katkovnik Nonparametric estimation of the
time-varying frequency and amplitude . . 307--315
Allan Gut Stopped two-dimensional perturbed random
walks and Lévy processes . . . . . . . . 317--325
Subhash C. Kochar and
K. C. Carri\`ere Connections among various variability
orderings . . . . . . . . . . . . . . . 327--333
Jürgen Groß A note on equality of MINQUE and simple
estimator in the general Gauss--Markov
model . . . . . . . . . . . . . . . . . 335--339
Lorens Imhof A counterexample in experimental design
showing that the $G$-criterion function
is not necessarily strictly decreasing 341--344
Andrew A. Neath and
Francisco J. Samaniego On Bayesian estimation of the multiple
decrement function in the competing
risks problem, II: The discrete case . . 345--354
J. S. Domínguez-Menchero and
M. J. López-Palomo On the estimation of monotone uniform
approximations . . . . . . . . . . . . . 355--362
P. Maín and
H. Navarro On tail behavior in Bayesian location
inference . . . . . . . . . . . . . . . 363--370
Jack J. Dai and
Martin V. Hildebrand Random random walks on the integers $
\bmod n $ . . . . . . . . . . . . . . . 371--379
Allan Gut and
Oleg Klesov and
Josef Steinebach Equivalences in strong limit theorems
for renewal counting processes . . . . . 381--394
Jiming Jiang Sharp upper and lower bounds for
asymptotic levels of some statistical
tests . . . . . . . . . . . . . . . . . 395--400
D. M. Stukel and
J. N. K. Rao Estimation of regression models with
nested error structure and unequal error
variances under two and three stage
cluster sampling . . . . . . . . . . . . 401--407
Konstantin Borovkov On random walks with jumps scaled by
cumulative sums of random variables . . 409--416
Issa Fakhre-Zakeri and
Sangyeol Lee A random functional Central Limit
Theorem for stationary linear processes
generated by martingales . . . . . . . . 417--422
Mark S. Kaiser and
Noel Cressie Modeling Poisson variables with positive
spatial dependence . . . . . . . . . . . 423--432
Anonymous Author index for volume 35 (1997) . . . 433--434
Anonymous Editorial Board . . . . . . . . . . . . ii
Eric Bach Moments in the duration of play . . . . 1--7
Arnold Janssen Studentized permutation tests for
non-i.i.d. hypotheses and the
generalized Behrens--Fisher problem . . 9--21
Mervyn J. Silvapulle On order restricted inference in some
mixed linear models . . . . . . . . . . 23--27
Bernhard Gittenberger On the number of predecessors in
constrained random mappings . . . . . . 29--34
Mohammad Z. Raqab Bounds based on greatest convex
minorants for moments of record values 35--41
M. Mojirsheibani A consistent combined classification
rule . . . . . . . . . . . . . . . . . . 43--47
H. Arizono and
V. C. Bueno Bounds on system reliability of used
components under MIFR / $ \mathcal {T}_t
$ assumption . . . . . . . . . . . . . . 49--57
Tommy Wright A simple algorithm for tighter exact
upper confidence bounds with rare
attributes in finite universes . . . . . 59--67
Sonia Petrone and
Adrian E. Raftery A note on the Dirichlet process prior in
Bayesian nonparametric inference with
partial exchangeability . . . . . . . . 69--83
Zhenmin Chen Statistical inference about the shape
parameter of the Weibull distribution 85--90
Tryfon Daras Large and moderate deviations for the
empirical measures of an exchangeable
sequence . . . . . . . . . . . . . . . . 91--100
Liuquan Sun Bandwidth choice for hazard rate
estimators from left truncated and right
censored data . . . . . . . . . . . . . 101--114
Michel Carbon and
Lanh Tat Tran and
Berlin Wu Kernel density estimation for random
fields (density estimation for random
fields) . . . . . . . . . . . . . . . . 115--125
H. Papageorgiou and
Jacek Weso\lowski Posterior mean identifies the prior
distribution in nb and related models 127--134
Miguel López-Diaz and
Maria Angeles Gil Constructive definitions of fuzzy random
variables . . . . . . . . . . . . . . . 135--143
Mark D. Rothmann Stability of maxima over randomly
deleted sets . . . . . . . . . . . . . . 145--152
Isao Shoji A note on asymptotic properties of the
estimator derived from the Euler method
for diffusion processes at discrete
times . . . . . . . . . . . . . . . . . 153--159
H.-G. Müller Density adjusted kernel smoothers for
random design nonparametric regression 161--172
Agata Boraty\'nska Stability of Bayesian inference in
exponential families . . . . . . . . . . 173--178
Z. Govindarajulu A note on two-stage and sequential
fixed-width intervals for the parameter
in the uniform density . . . . . . . . . 179--188
Matthias Löwe On the invariant measure of
non-reversible simulated annealing . . . 189--193
Michael D. deB. Edwardes Where variance is largest for Mann and
Whitney's $U$ under a sum of powers
marginal distribution . . . . . . . . . 195--198
H. A. David Augmented order statistics and the
biasing effect of outliers . . . . . . . 199--204
Daniel Peña and
Ruben Zamar A simple diagnostic tool for local prior
sensitivity . . . . . . . . . . . . . . 205--212
Eugene A. Dorofeev The law of iterated logarithm for one
winding functional . . . . . . . . . . . 213--218
Hong-Tu Zhu and
Bo-Cheng Wei Preferred point $ \alpha $-manifold and
Amari's $ \alpha $-connections . . . . . 219--229
Nader Ebrahimi and
Fabio Spizzichino Some results on normalized total time on
test and spacings . . . . . . . . . . . 231--243
C. M. Martins A note on the autocorrelations related
to a bilinear model with non-independent
shocks . . . . . . . . . . . . . . . . . 245--250
Abdulaziz Elfessi Estimation of a linear function of the
parameters of an exponential
distribution from doubly censored
samples . . . . . . . . . . . . . . . . 251--259
Neeraj Misra and
Edward C. van der Meulen On estimation of the common mean of $ k
(\geq 2) $ normal populations with order
restricted variances . . . . . . . . . . 261--267
Yuzo Maruyama A new positive estimator of loss
function . . . . . . . . . . . . . . . . 269--274
Zongwu Cai and
George G. Roussas Smooth estimate of quantiles under
association . . . . . . . . . . . . . . 275--287
J. M. P. Albin Extremes for non-anticipating moving
averages of totally skewed $ \alpha
$-stable motion . . . . . . . . . . . . 289--297
Bartlomiej Blaszczyszyn and
Ely Merzbach and
Volker Schmidt A note on expansion for functionals of
spatial marked point processes . . . . . 299--306
Beat E. Neuenschwander and
Bernard D. Flury A note on Silvey's (1959) Theorem . . . 307--317
James R. Schott Testing for the equality of several
correlation matrices . . . . . . . . . . 319--319
Santanu Chakraborty and
B. V. Rao Completeness of Bhattacharya metric on
the space of probabilities . . . . . . . 321--326
Wolfgang Stummer On bounded entropy of solutions of
multi-dimensional stochastic
differential equations . . . . . . . . . 327--336
Mark Freidlin and
Ruth Pfeiffer A threshold estimation problem for
processes with hysteresis . . . . . . . 337--347
F. P. A. Coolen Low structure imprecise predictive
inference for Bayes' problem . . . . . . 349--357
Chong Gu Penalized likelihood estimation:
Convergence under incorrect model . . . 359--364
Hsiuying Wang Admissibility of the constant-coverage
probability estimator for estimating the
coverage function of certain confidence
interval . . . . . . . . . . . . . . . . 365--372
Tapan K. Nayak On equivariant estimation of the
location of elliptical distributions
under Pitman closeness criterion . . . . 373--378
Di Chen and
Jye-Chyi Lu The asymptotics of maximum-likelihood
estimates of parameters based on a data
type where the failure and the censoring
time are dependent . . . . . . . . . . . 379--391
D. Hamadouche Weak convergence of smoothed empirical
process in Hölder spaces . . . . . . . . 393--400
J. A. Cuesta-Albertos and
A. Gordaliza and
C. Matrán Trimmed best $k$-nets: a robustified
version of an $ L_\infty $-based
clustering method . . . . . . . . . . . 401--413
G. Lovison An alternative representation of
Altham's multiplicative-binomial
distribution . . . . . . . . . . . . . . 415--420
Fu-Chuen Chang On asymptotic distribution of optimal
design for polynomial-type regression 421--425
Ashish Das and
Aloke Dey and
Angela M. Dean Optimal designs for diallel cross
experiments . . . . . . . . . . . . . . 427--436
Anonymous Author index for volume 36 (1998) . . . 437--438
Anonymous Editorial Board . . . . . . . . . . . . ii
Taizhong Hu and
Jinjin Hu Comparison of order statistics between
dependent and independent random
variables . . . . . . . . . . . . . . . 1--6
Jan G. De Gooijer and
Paul T. De Bruin On forecasting SETAR processes . . . . . 7--14
Jack J. Dai Some results concerning the rates of
convergence of random walks on finite
group . . . . . . . . . . . . . . . . . 15--17
Subrata Kundu and
Adam T. Martinsek Using a stopping rule to determine the
size of the training sample in a
classification problem . . . . . . . . . 19--27
JoséLuis Palacios and
JoséMiguel Renom Random walks on edge transitive graphs 29--34
M. Courbage and
D. Hamdan An ergodic Markov chain is not
determined by its two-dimensional
marginal laws . . . . . . . . . . . . . 35--40
Göran Kauermann and
Marlene Müller and
Raymond J. Carroll The efficiency of bias-corrected
estimators for nonparametric kernel
estimation based on local estimating
equations . . . . . . . . . . . . . . . 41--47
Ping Shing Chan Interval estimation of location and
scale parameters based on record values 49--58
Robert W. Keener and
John Robinson and
Neville C. Weber Tail probability approximations for
$U$-statistics . . . . . . . . . . . . . 59--65
István Berkes and
Endre Csáki and
Lajos Horváth Almost sure Central Limit Theorems under
minimal conditions . . . . . . . . . . . 67--76
Abram Kagan and
Lawrence A. Shepp Some linear models are necessarily
parametric . . . . . . . . . . . . . . . 77--80
Abdallah Mkhadri On the rate of convergence of the ECME
algorithm . . . . . . . . . . . . . . . 81--87
P. Samuel and
P. Y. Thomas Modified expression for a recurrence
relation on the product moments of order
statistics . . . . . . . . . . . . . . . 89--95
Chul Gyu Park Least squares estimation of two
functions under order restriction in
isotonicity . . . . . . . . . . . . . . 97--100
Ingrid K. Glad A note on unconditional properties of a
parametrically guided Nadaraya--Watson
estimator . . . . . . . . . . . . . . . 101--108
Efstathios Paparoditis Addendum to ``Bootstrapping periodogram
and cross periodogram statistics of
vector autoregressive moving average
models'' . . . . . . . . . . . . . . . . 109--109
Paul Kabaila A note on sufficiency and information
loss . . . . . . . . . . . . . . . . . . 111--114
Ryszard Zieli\'nski Uniform strong consistency of sample
quantiles . . . . . . . . . . . . . . . 115--119
Chul Gyu Park Testing for unimodal dependence in an
ordered contingency table with
restricted marginal probabilities . . . 121--129
M. P. Wand Finite sample performance of
deconvolving density estimators . . . . 131--139
Michael J. Monsour and
Piotr W. Mikulski On limiting distributions in explosive
autoregressive processes . . . . . . . . 141--147
J. Conde and
M. Salicrú Uniform association in contingency
tables associated to Csiszár divergence 149--154
Andrei N. Frolov On one-sided strong laws for large
increments of sums . . . . . . . . . . . 155--165
Philip J. Boland An arrangement increasing property of
the Marshall--Olkin bivariate
exponential . . . . . . . . . . . . . . 167--170
Miguel A. Arcones Weak convergence of convex stochastic
processes . . . . . . . . . . . . . . . 171--182
Friedrich Schmid and
Mark Trede A Kolmogorov-type test for second-order
stochastic dominance . . . . . . . . . . 183--193
Sergio Alvarez-Andrade Small deviations for the Poisson process 195--201
Yaozhong Hu and
David Nualart Continuity of some anticipating integral
processes . . . . . . . . . . . . . . . 203--211
Anthony G. Pakes Mixture representations for symmetric
generalized Linnik laws . . . . . . . . 213--221
Qiqing Yu and
Anton Schick and
Linxiong Li and
George Y. C. Wong Asymptotic properties of the GMLE with
case 2 interval-censored data . . . . . 223--228
I. Fahrner and
U. Stadtmüller On almost sure max-limit theorems . . . 229--236
Toshio Mikami Equivalent conditions on the Central
Limit Theorem for a sequence of
probability measures on $R$ . . . . . . 237--242
Gerd Christoph and
Karina Schreiber Discrete stable random variables . . . . 243--247
M. Kaluszka On the Devroye--Györfi methods of
correcting density estimators . . . . . 249--257
Keith Knight Bootstrapping sample quantiles in
non-regular cases . . . . . . . . . . . 259--267
Santiago Velilla A note on the behaviour of residual
plots in regression . . . . . . . . . . 269--278
Sergio Alvarez-Andrade Small deviations for the Poisson process 279--285
K. B. Kulasekera and
J. Wang Bandwidth selection for power optimality
in a test of equality of regression
curves . . . . . . . . . . . . . . . . . 287--293
Soumendra Nath Lahiri Bootstrapping weighted empirical
processes that do not converge weakly 295--302
Leszek Marzec and
Pawe\l Marzec Testing based on sampled data for
proportional hazards model . . . . . . . 303--313
S. N. U. A. Kirmani On sample spacings from IMRL
distributions . . . . . . . . . . . . . 315--315
R. A. Sugden and
T. M. F. Smith Correction to ``Edgeworth approximations
to the distribution of the sample mean
under simple random sampling'' . . . . . 317--317
B. H. Baltagi Testing linear and loglinear error
components regressions against Box--Cox
alternatives . . . . . . . . . . . . . . 319--319
James C. Fu and
Lung-An Li Generalized method of Pao--Zhuan Yin--Yu 321--329
Christophe Croux Limit behavior of the empirical
influence function of the median . . . . 331--340
Claudio Agostinelli and
Marianthi Markatou A one-step robust estimator for
regression based on the weighted
likelihood reweighting scheme . . . . . 341--350
Stephen Walker A characterisation of Hjort's discrete
time beta process . . . . . . . . . . . 351--355
Gemai Chen and
Smiley W. Cheng The exact $u$ chart can be obtained
using simple adjustments . . . . . . . . 357--365
Wan-Yi Chiu and
Peter W. M. John $D$-optimal fractional factorial designs 367--373
Andrew Khrennikov $p$-Adic behaviour of Bernoulli
probabilities . . . . . . . . . . . . . 375--379
Zongwu Cai Asymptotic properties of Kaplan--Meier
estimator for censored dependent data 381--389
P. Schatte On Benford's law to variable base . . . 391--397
Todd Smith and
Shyamal D. Peddada Analysis of fixed effects linear models
under heteroscedastic errors . . . . . . 399--408
Aloke Dey and
Chand K. Midha Addition or deletion? . . . . . . . . . 409--414
G. R. Wood and
J. M. Robertson Buffon got it straight . . . . . . . . . 415--421
Mark Finkelstein and
Howard G. Tucker and
Jerry Alan Veeh Confidence intervals for the number of
unseen types . . . . . . . . . . . . . . 423--430
Anonymous Author index for volume 37 (1998) . . . 431--432
Anonymous Editorial Board . . . . . . . . . . . . ii
Jaros\law Bartoszewicz Applications of a general composition
theorem to the star order of
distributions . . . . . . . . . . . . . 1--9
R. Philips and
I. Guttman A new criterion for variable selection 11--19
Lee-Chae Jang and
Joong-Sung Kwon A uniform Strong Law of Large Numbers
for partial sum processes of Banach
space-valued random sets . . . . . . . . 21--25
T.-C. Hu and
D. Szynal and
A. I. Volodin A note on complete convergence for
arrays . . . . . . . . . . . . . . . . . 27--31
Jian-Xin Pan and
Kai-Tai Fang and
Dietrich von Rosen On the posterior distribution of the
covariance matrix of the growth curve
model . . . . . . . . . . . . . . . . . 33--39
Jozef L. Teugels and
Johan Van Horebeek Generalized graphical models for
discrete data . . . . . . . . . . . . . 41--47
Wei Pan and
Rick Chappell and
Michael R. Kosorok On consistency of the monotone MLE of
survival for left truncated and
interval-censored data . . . . . . . . . 49--57
Debashis Kushary A note on universal admissibility of
scale parameter estimators . . . . . . . 59--67
A. K. Gupta and
D. G. Kabe Moments of ratios of quadratic forms . . 69--71
Deli Li and
Mei Ling Huang A note on moments of the maximum of
Ces\`aro summation . . . . . . . . . . . 73--81
Zhang Bo Marcinkiewicz--Zygmund law for sequences
of blockwise $m$-dependent random
variables . . . . . . . . . . . . . . . 83--88
David Assaf and
Ester Samuel-Cahn Optimal cooperative stopping rules for
maximization of the product of the
expected stopped values . . . . . . . . 89--99
Soo Hak Sung Weak Law of Large Numbers for arrays . . 101--105
L. Peng Asymptotically unbiased estimators for
the extreme-value index . . . . . . . . 107--115
J. S. Huang Sequence of expectations of
maximum-order statistics . . . . . . . . 117--123
George Tzavelas A note on the uniqueness of the
quasi-likelihood estimator . . . . . . . 125--130
Ingram Olkin The density of the inverse and
pseudo-inverse of a random matrix . . . 131--135
Gie-Whan Kim and
Donald R. Truax Conditional large deviations for density
case . . . . . . . . . . . . . . . . . . 137--144
Jean-Yves Pitarakis On the bias of the OLS estimator in a
nonstationary dynamic panel data model 145--150
A. Thavaneswaran and
Shelton Peiris Hypothesis testing for some time-series
models: a power comparison . . . . . . . 151--156
Tomasz J. Kozubowski Mixture representation of Linnik
distribution revisited . . . . . . . . . 157--160
Yuedong Wang Sample size calculations for smoothing
splines based on Bayesian confidence
intervals . . . . . . . . . . . . . . . 161--166
Jonathan Herzog and
Christopher McLaren and
Anant P. Godbole Generalized $k$-matches . . . . . . . . 167--175
Rafal Latala On the almost sure boundedness of norms
of some empirical operators . . . . . . 177--182
Peter Spreij A representation result for finite
Markov chains . . . . . . . . . . . . . 183--186
John P. Nolan Parameterizations and modes of stable
distributions . . . . . . . . . . . . . 187--195
Eva Ferreira Using $M$-type smoothing splines to
estimate the spectral density of a
stationary time series . . . . . . . . . 197--205
Peter Eichelsbacher Large deviations in partial sums of
$U$-processes in stronger topologies . . 207--214
S. Zacks and
A. Rogatko and
J. Babb Optimal Bayesian-feasible dose
escalation for cancer phase I trials . . 215--220
Willem Albers and
Pieta C. Boon and
Wilbert C. M. Kallenberg Testing equality of two normal means
using a variance pre-test . . . . . . . 221--227
Richard Perline Mixed Poisson distributions tail
equivalent to their mixing distributions 229--233
S. Poghosyan and
S. Roelly Invariance principle for
martingale-difference random fields . . 235--245
Gérard Letac and
Hél\`ene Massam A formula on multivariate Dirichlet
distributions . . . . . . . . . . . . . 247--253
Marc G. Genton Asymptotic variance of $M$-estimators
for dependent Gaussian random variables 255--261
Alain Le Breton Filtering and parameter estimation in a
simple linear system driven by a
fractional Brownian motion . . . . . . . 263--274
Song-Show Cheng and
Yu-Chun Cheng An ordered relation between the ANOVA
estimator of the intraclass correlation
and a kappa-type statistic in binary
data . . . . . . . . . . . . . . . . . . 275--280
Steven T. Garren Maximum likelihood estimation of the
correlation coefficient in a bivariate
normal model with missing data . . . . . 281--288
Guo-Liang Tian The comparison between polynomial
regression and orthogonal polynomial
regression . . . . . . . . . . . . . . . 289--294
A. Polymenis and
D. M. Titterington On the determination of the number of
components in a mixture . . . . . . . . 295--298
Alessandra Guglielmi A simple procedure calculating the
generalized Stieltjes transform of the
mean of a Dirichlet process . . . . . . 299--303
Martin L. Hazelton Bias annihilating bandwidths for kernel
density estimation at a point . . . . . 305--309
Miguel A. Arcones A remark on approximate $M$-estimators 311--321
Pei-de Chen Hastings--Metropolis algorithms and
reference measures . . . . . . . . . . . 323--328
Abram Kagan and
Lawrence A. Shepp Why the variance? . . . . . . . . . . . 329--333
M. Hallin and
J. Jurecková and
X. Milhaud Characterization of error distributions
in time-series regression models . . . . 335--345
Augustyn Markiewicz Comparison of linear restricted models
with respect to the validity of
admissible and linearly sufficient
estimators . . . . . . . . . . . . . . . 347--354
Yoshihide Kakizawa On exponential rates of estimators of
the parameter in the first-order
autoregressive process . . . . . . . . . 355--362
Zhiqiang Chen A note on bias robustness of the median 363--368
Siu Hung Cheung and
Yaohua Wu The power function of the maximum
Studentized range test in a two-way
design . . . . . . . . . . . . . . . . . 369--376
Anonymous Author index for volume 38 (1998) . . . 377--378
Anonymous Editorial Board . . . . . . . . . . . . iii
Tiee-Jian Wu and
Alfred Sepulveda The weighted average information
criterion for order selection in time
series and regression models . . . . . . 1--10
Alexander V. Gnedin Records from a multivariate normal
sample . . . . . . . . . . . . . . . . . 11--15
Grace S. Shieh A weighted Kendall's tau statistic . . . 17--24
D. L. Hawkins and
Chien-Pai Han A Central Limit Theorem for certain
nonlinear statistics in repeated
sampling of a finite population . . . . 25--34
K. Adamidis and
S. Loukas A lifetime distribution with decreasing
failure rate . . . . . . . . . . . . . . 35--42
Rand R. Wilcox Simulations on the Theil--Sen regression
estimator with right-censored data . . . 43--47
N. Balakrishnan and
Norman L. Johnson and
Samuel Kotz A note on relationships between moments,
central moments and cumulants from
multivariate distributions . . . . . . . 49--54
Alexander Schied Cramer's condition and Sanov's theorem 55--60
GeungHee Lee and
Jeffrey D. Hart An $ L_2 $ error test with order
selection and thresholding . . . . . . . 61--72
N. Balakrishnan and
P. S. Chan On the normal record values and
associated inference . . . . . . . . . . 73--80
Songyong Sim and
Richard A. Johnson Comparisons of spatially correlated
binary data . . . . . . . . . . . . . . 81--87
Hartmut Lanzinger A Baum--Katz theorem for random
variables under exponential moment
conditions . . . . . . . . . . . . . . . 89--95
Sumitra Purkayastha Simple proofs of two results on
convolutions of unimodal distributions 97--100
V. Cekanavicius Poisson approximations for sequences of
random variables . . . . . . . . . . . . 101--107
G. R. Mohtashami Borzadaran and
D. N. Shanbhag Further results based on Chernoff-type
inequalities . . . . . . . . . . . . . . 109--117
Tilmann Gneiting Simple tests for the validity of
correlation function models on the
circle . . . . . . . . . . . . . . . . . 119--122
Asok K. Nanda and
Kanchan Jain and
Harshinder Singh Preservation of some partial orderings
under the formation of coherent systems 123--131
Masayuki Doi and
Eiji Yamamoto On the joint distribution of runs in a
sequence of multi-state trials . . . . . 133--141
Christian D. Galindo On nonparametric estimation of mean
functionals . . . . . . . . . . . . . . 143--149
A. J. van Es and
A. R. Kok Simple kernel estimators for certain
nonparametric deconvolution problems . . 151--160
L. Pronzato On a property of the expected value of a
determinant . . . . . . . . . . . . . . 161--165
Sudesh K. Srivastav On the class of $t$-designs . . . . . . 167--172
Feng-Shun Chai A note on generalization of distinct
representatives . . . . . . . . . . . . 173--177
Arnoud C. M. van Rooij and
Frits H. Ruymgaart Convergence in the Hausdorff metric of
estimators of irregular densities, using
Fourier--Ces\`aro approximation . . . . 179--184
Claudio Macci The maximal dominated subsets of a
statistical experiment . . . . . . . . . 185--193
G. Nappo and
F. Spizzichino Ordering properties of the TTT-plot of
lifetimes with Schur joint densities . . 195--203
Ronald J. Bosch and
Louise M. Ryan Generalized Poisson models arising from
Markov processes . . . . . . . . . . . . 205--212
A. Krajka On the class of $g$-monotone dependence
functions . . . . . . . . . . . . . . . 213--227
M. D. Jiménez Gamero and
J. Muñoz García and
A. Muñoz Reyes Bootstrapping statistical functionals 229--236
Alexander Tsodikov Asymptotic efficiency of a proportional
hazards model with cure . . . . . . . . 237--244
Ming-Yen Cheng and
Peter Hall On mode testing and empirical
approximations to distributions . . . . 245--254
Cheng Cheng A Berry--Esseen-type theorem of quantile
density estimators . . . . . . . . . . . 255--262
Grzegorz Rempala Strong Law of Large Numbers for
$U$-statistics of varying order . . . . 263--270
Mikel Aickin A logical foundation for the minimal
sufficient cause model . . . . . . . . . 271--281
S. N. Ethier An optional stopping theorem for
nonadapted martingales . . . . . . . . . 283--288
Tryfon Daras Trajectories of exchangeable sequences:
Large and moderate deviations results 289--304
Jacobo de Uña-Álvarez and
Wenceslao González-Manteiga Distributional convergence under
proportional censorship when covariables
are present . . . . . . . . . . . . . . 305--315
Ashish Das Optimality of a class of
efficiency-balanced designs . . . . . . 317--326
Frank Krummenauer Representation of multivariate discrete
distributions by probability generating
functions . . . . . . . . . . . . . . . 327--331
Norbert Henze A Poisson limit law for a generalized
birthday problem . . . . . . . . . . . . 333--336
Albert Benassi and
Serge Cohen and
Jacques Istas Identifying the multifractional function
of a Gaussian process . . . . . . . . . 337--345
E. Kaufmann and
R.-D. Reiss Approximation of the Hill estimator
process . . . . . . . . . . . . . . . . 347--354
Lutz Duembgen Symmetrization and decoupling of
combinatorial random elements . . . . . 355--361
P. E. Oliveira and
Ch. Suquet Weak convergence in $ L^p(0, 1) $ of the
uniform empirical process under
dependence . . . . . . . . . . . . . . . 363--370
Lars Holden Geometric convergence of the
Metropolis--Hastings simulation
algorithm . . . . . . . . . . . . . . . 371--377
Jürgen Groß Statistical estimation by a linear
combination of two given statistics . . 379--384
D. Hamadouche Erratum: ``Hölder convergence of smoothed
empirical process: [Statist. Probab.
Lett. \bf 36 (1998) 393--400] . . . . . 385--386
Anonymous Author index for volume 39 (1998) . . . 387--388
Anonymous Editorial Board . . . . . . . . . . . . ii
Ornella Arcudi Convergence of conditional expectations
given the random variables of a Skorohod
representation . . . . . . . . . . . . . 1--8
M. J. Faddy Markov death process modelling and
analysis of binary data . . . . . . . . 9--13
Cathy W. S. Chen A Bayesian analysis of generalized
threshold autoregressive models . . . . 15--22
Jaros\law Bartoszewicz Characterizations of the dispersive
order of distributions by the Laplace
transform . . . . . . . . . . . . . . . 23--29
Liuquan Sun and
Yong Zhou Sequential confidence bands for
densities under truncated and censored
data . . . . . . . . . . . . . . . . . . 31--41
Yu. A. Kutoyants and
F. Liese Estimation of linear functionals of
Poisson processes . . . . . . . . . . . 43--55
Ja-Yong Koo and
Kee-Won Lee B-spline estimation of regression
functions with errors in variable . . . 57--66
A. P. Dunmur and
D. M. Titterington The influence of initial conditions on
maximum likelihood estimation of the
parameters of a binary hidden Markov
model . . . . . . . . . . . . . . . . . 67--73
Miguel A. Arcones The law of the large numbers for
$U$-statistics for $ 2 m$-wise
independent random variables . . . . . . 75--81
J. M. P. Albin A note on Rosenblatt distributions . . . 83--91
F. Javier López and
Gerardo Sanz Stochastic comparisons and couplings for
interacting particle systems . . . . . . 93--102
C. Tudor Large deviations for stable Itô equations 103--111
Seymour Geisser Comparing two tests used for diagnostic
or screening purposes . . . . . . . . . 113--119
Chinsan Lee An integral characterization problem in
an age-dependent cancer model . . . . . 121--126
M. S. Sgibnev Equivalence of two conditions on
singular components . . . . . . . . . . 127--131
N. Le and
L. Sun and
J. V. Zidek A note on the existence of maximum
likelihood estimates for
Gaussian-inverted Wishart models . . . . 133--137
Daren B. H. Cline and
Huay-min H. Pu Verifying irreducibility and continuity
of a nonlinear time series . . . . . . . 139--148
Thomas A. Severini Some properties of inferences in
misspecified linear models . . . . . . . 149--153
Jia-Juan Liang and
Peter M. Bentler Characterizations of some subclasses of
spherical distributions . . . . . . . . 155--164
Chen-Hai Andy Tsao Conditional coverage probability of
confidence intervals in
errors-in-variables and related models 165--170
Chanho Lee Asymptotics of a class of $p$ th-order
nonlinear autoregressive processes . . . 171--177
ByoungSeon Choi On the symmetric bilateral AR processes 179--183
Hegang Chen Some projective properties of fractional
factorial designs . . . . . . . . . . . 185--188
Nathalie Ch\`eze-Payaud and
Jean-Michel Poggi and
Bruno Portier Estimation and test of linearity for a
class of additive nonlinear models . . . 189--201
Qing Han and
Sigeo Aki Formulae and recursions for the joint
distributions of success runs of several
lengths in a two-state Markov chain . . 203--214
Attila Frigyesi and
Ola Hössjer A test for singularity . . . . . . . . . 215--226
Heungsun Park and
L. A. Stefanski Relative-error prediction . . . . . . . 227--236
P. Barbe and
M. Doisy and
B. Garel Last passage time for the empirical mean
of some mixing processes . . . . . . . . 237--245
S. Rao Jammalamadaka and
Ashis SenGupta Predictive inference for directional
data . . . . . . . . . . . . . . . . . . 247--257
Lin Gwo Dong Characterizations of the $L$-class of
life distributions . . . . . . . . . . . 259--266
Jacqueline M. Hughes-Oliver and
Graciela Gonzalez-Farias and
Jye-Chyi Lu and
Di Chen Parametric nonstationary correlation
models . . . . . . . . . . . . . . . . . 267--278
Heleno Bolfarine and
Reinaldo B. Arellano-Valle Weak nondifferential measurement error
models . . . . . . . . . . . . . . . . . 279--287
Gaoxiong Gan MLE are stochastically increasing if
likelihoods are unimodal . . . . . . . . 289--292
Tasos C. Christofides and
Robert Serfling $U$-statistics on a lattice of I.I.D.
random variables . . . . . . . . . . . . 293--303
Richard Johnson Editorial . . . . . . . . . . . . . . . 305--305
Snigdhansu Chatterjee Another look at the jackknife: further
examples of generalized bootstrap . . . 307--319
Norbert Henze ``Drawings since hit tables in
lotteries'' and a new multivariate
geometric distribution . . . . . . . . . 321--327
M. S. Sgibnev On an explicit formula for the
distribution of the supremum . . . . . . 329--331
Antonio Cuevas and
Ricardo Fraiman On visual distances in density
estimation: the Hausdorff choice . . . . 333--341
Ildar Ibragimov and
Mikhail Lifshits On the convergence of generalized
moments in almost sure Central Limit
Theorem . . . . . . . . . . . . . . . . 343--351
Pao-Sheng Shen Problems arising from jackknifing the
estimate of a Kaplan--Meier integral . . 353--361
B. Lindoff First inverse moment of a generalized
quadratic form . . . . . . . . . . . . . 363--370
Daniel Neuenschwander Law of the iterated logarithm for Lévy's
area process composed with Brownian
motion . . . . . . . . . . . . . . . . . 371--377
Nunzio Cappuccio and
Marco Ferrante and
Giovanni Fonseca A note on the stationarity of a
threshold first-order bilinear process 379--384
Piotr Kokoszka and
Remigijus Leipus Change-point in the mean of dependent
observations . . . . . . . . . . . . . . 385--393
Anthony G. Pakes and
Yun Li Limit laws for the number of near maxima
via the Poisson approximation . . . . . 395--401
Andrew Rosalsky and
M. Sreehari On the limiting behavior of randomly
weighted partial sums . . . . . . . . . 403--410
Anonymous Author index for volume 40 (1998) . . . 411--412
Anonymous Editorial Board . . . . . . . . . . . . ii
Dale Bowman A parametric independence test for
clustered binary data . . . . . . . . . 1--7
M. L. Menéndez and
D. Morales and
L. Pardo and
K. Zografos Statistical inference for finite Markov
chains based on divergences . . . . . . 9--17
Jiming Jiang On unbiasedness of the empirical BLUE
and BLUP . . . . . . . . . . . . . . . . 19--24
N. G. Cadigan and
P. J. Farrell Expected local influence in the normal
linear regression model . . . . . . . . 25--30
Agnes Berger On using index cases in the study of
late-onset diseases . . . . . . . . . . 31--37
L. de Haan and
T. Themido Pereira Estimating the index of a stable
distribution . . . . . . . . . . . . . . 39--55
P. Y. Liu and
Wei Yann Tsai A modified logrank test for censored
survival data under order restrictions 57--63
Kazuhiro Ohtani MSE performance of a heterogeneous
pre-test estimator . . . . . . . . . . . 65--71
Neil A. Butler The efficiency of ordinary least squares
in designed experiments subject to
spatial or temporal variation . . . . . 73--81
Peter Eichelsbacher and
Malte Grunwald Exponential tightness can fail in the
strong topology . . . . . . . . . . . . 83--86
Hongguang Sun and
Sastry G. Pantula Testing for trends in correlated data 87--95
Richard C. Bradley Equivalent mixing conditions for Markov
chains . . . . . . . . . . . . . . . . . 97--99
Yongdai Kim and
Joseph S. Verducci Too much sampling kills the UMP test . . 101--105
Paolo Baldi and
Mauro Piccioni A representation formula for the large
deviation rate function for the
empirical law of a continuous time
Markov chain . . . . . . . . . . . . . . 107--115
Lajos Horváth and
Josef Steinebach On the best approximation for
bootstrapped empirical processes . . . . 117--122
Qiying Wang On Berry--Esseen rates for $m$-dependent
$U$-statistics . . . . . . . . . . . . . 123--130
Marc G. Genton The correlation structure of the sample
autocovariance function for a particular
class of time series with elliptically
contoured distribution . . . . . . . . . 131--137
Nacereddine Belili A theorem of stochastic representation
related to Monge--Kantorovich problem 139--143
R. J. Tomkins Regular stability of large order
statistics . . . . . . . . . . . . . . . 145--151
Andrei N. Frolov and
Alexander I. Martikainen On the length of the longest increasing
run in $ \mathbb {R}^d $ . . . . . . . . 153--161
Zhezhen Jin and
Yongzhao Shao On kernel estimation of a multivariate
distribution function . . . . . . . . . 163--168
Charles El-Nouty On the large increments of fractional
Brownian motion . . . . . . . . . . . . 169--178
P. Vellaisamy and
B. Chaudhuri On compound Poisson approximation for
sums of random variables . . . . . . . . 179--189
G. F. V. Glonek On identifiability in models for
incomplete binary data . . . . . . . . . 191--197
WanSoo T. Rhee A note on packing random intervals with
varying density . . . . . . . . . . . . 199--208
Suman Majumdar and
Dennis Gilliland and
James Hannan Bounds for robust maximum likelihood and
posterior consistency in compound
mixture state experiments . . . . . . . 215--227
Mai Zhou Regression analysis with censored data:
Extensions of Koul--Susarla--Van Ryzin
approach . . . . . . . . . . . . . . . . 229--236
Gilbert G. Walter Density estimation in the presence of
noise . . . . . . . . . . . . . . . . . 237--246
Richard A. Johnson and
James W. Evans and
David W. Green Nonparametric Bayesian predictive
distributions for future order
statistics . . . . . . . . . . . . . . . 247--254
J. K. Ghosh and
R. V. Ramamoorthi and
K. R. Srikanth Bayesian analysis of censored data . . . 255--265
Joseph Gardiner and
Dorothy Pathak and
Alka Indurkhya Power calculations for detecting
interaction in stratified 2$ \times $2
tables . . . . . . . . . . . . . . . . . 267--275
Eswar G. Phadia and
Peter Yi-Shi Shao Exact moments of the product limit
estimator . . . . . . . . . . . . . . . 277--286
Anton Schick Efficient estimation of a shift in
nonparametric regression . . . . . . . . 287--301
J. K. Ghorai and
J. Schmitter The asymptotic distribution of the
suprema of the standardized empirical
processes under the Koziol--Green model 303--313
Michael R. Allen and
Somnath Datta Estimation of the index parameter for
autoregressive data using the estimated
innovations . . . . . . . . . . . . . . 315--324
Shelemyahu Zacks and
Xiaodong Wang Estimation of variance components in
dynamic linear models . . . . . . . . . 325--330
Yanqin Fan A data-driven test for dispersive
ordering . . . . . . . . . . . . . . . . 331--336
W. Grecksch and
V. V. Anh A parabolic stochastic differential
equation with fractional Brownian motion
input . . . . . . . . . . . . . . . . . 337--346
Frank Krummenauer A note on Rüger's test for discrete data 347--351
Merrilee A. Hum and
Håvard Rue and
Nuala A. Sheehan Block updating in constrained Markov
chain Monte Carlo sampling . . . . . . . 353--361
Lucia Caramellino and
Adriana Climescu-Haulica and
Barbara Pacchiarotti Diffusion approximations for random
walks on nilpotent Lie groups . . . . . 363--377
Sin-Ho Jung and
Sam Wieand Analysis of goodness-of-fit for Cox
regression model . . . . . . . . . . . . 379--382
Danielle Florens and
Huyên Pham Large deviation principle in
nonparametric estimation of marked point
processes . . . . . . . . . . . . . . . 383--388
Ullrich Munzel Linear rank score statistics when ties
are present . . . . . . . . . . . . . . 389--395
Ehrhard Behrends On the conditional expectation $ E (X |
X + W) $ in the case of independent
random variables $X$, $W$ . . . . . . . 397--400
Axel Munk A note on unbiased testing for the
equivalence problem --- another
Christmas tree . . . . . . . . . . . . . 401--406
Frank Krummenauer Conservativeness of global tests for
bivariate binomial and Poisson data . . 407--412
Frank Marohn Estimating the index of a stable law via
the pot-method . . . . . . . . . . . . . 413--423
Qi-Hua Wang and
Bing-Yi Jing Empirical likelihood for partial linear
models with fixed designs . . . . . . . 425--433
Wei Liu A one-sided confidence set hidden under
a two-sided sequential test of a normal
mean . . . . . . . . . . . . . . . . . . 435--438
Rabi Bhattacharya and
Chanho Lee Erratum: ``On geometric ergodicity of
nonlinear autoregressive models''
[Statist. Probab. Lett. \bf 22 (1995)
311--315] . . . . . . . . . . . . . . . 439--440
Anonymous Author index for volume 41 (1999) . . . 441--442
Richard Isaac On equitable ratios of Dubins--Freedman
type . . . . . . . . . . . . . . . . . . 1--6
Abram Kagan and
Zinoviy Landsman Relation between the covariance and
Fisher information matrices . . . . . . 7--13
S. Nadarajah A polynomial model for bivariate extreme
value distributions . . . . . . . . . . 15--25
Martin Schweizer A minimality property of the minimal
martingale measure . . . . . . . . . . . 27--31
Chunsheng Ma On the posterior distribution of a
location parameter from a strongly
unimodal distribution . . . . . . . . . 33--37
J. T. Alcalá and
J. A. Cristóbal and
W. González-Manteiga Goodness-of-fit test for linear models
based on local polynomials . . . . . . . 39--46
Jana Jure\'cková and
Lev B. Klebanov Trimmed, Bayesian and admissible
estimators . . . . . . . . . . . . . . . 47--51
Jean Diebolt and
Jacques Zuber Goodness-of-fit tests for nonlinear
heteroscedastic regression models . . . 53--60
Guy Jumarie Complex-valued Wiener measure: An
approach via random walk in the complex
plane . . . . . . . . . . . . . . . . . 61--67
Wai-Sum Chan A comparison of some of pattern
identification methods for order
determination of mixed ARMA models . . . 69--79
Antonio Montañés and
Marcelo Reyes The asymptotic behaviour of the
Dickey--Fuller tests under the crash
hypothesis . . . . . . . . . . . . . . . 81--89
Juan Carlos Ruiz-Molina and
Jesús Navarro and
J. Mariano Valderrama Differentiation of the modified
approximative Karhunen--Lo\`eve
expansion of a stochastic process . . . 91--98
Ilya Gertsbakh and
Abram Kagan Characterization of the Weibull
distribution by properties of the Fisher
information under Type-I censoring . . . 99--105
Ke-Hai Yuan and
Peter M. Bentler On asymptotic distributions of normal
theory MLE in covariance structure
analysis under some nonnormal
distributions . . . . . . . . . . . . . 107--113
James C. Fu and
W. Y. Wendy Lou and
Yueh-Jir Wang On the exact distributions of Eulerian
and Simon Newcomb numbers associated
with random permutations . . . . . . . . 115--125
Chuanhai Liu Compatibility conditions for a set of
conditional Gaussian distributions . . . 127--130
W\lodzimierz Krysicki On some new properties of the beta
distribution . . . . . . . . . . . . . . 131--137
Sana Louhichi Rosenthal's inequality for LPQD
sequences . . . . . . . . . . . . . . . 139--144
Félix Belzunce and
Eva Ortega and
José M. Ruiz The Laplace order and ordering of
residual lives . . . . . . . . . . . . . 145--156
Norman L. Johnson and
Samuel Kotz Square tray distributions . . . . . . . 157--165
Z. D. Bai and
Meihui Guo A paradox in least-squares estimation of
linear regression models . . . . . . . . 167--174
T. W. Epps Limiting behavior of the ICF test for
normality under Gram--Charlier
alternatives . . . . . . . . . . . . . . 175--184
J. S. Huang Third-order expansion of mean squared
error of medians . . . . . . . . . . . . 185--192
Wolfgang Stadje The maximum occupancy number in a simple
urn model . . . . . . . . . . . . . . . 193--200
Ayalvadi Ganesh and
Neil O'Connell An inverse of Sanov's theorem . . . . . 201--206
Jaros\law Bartoszewicz Characterizations of stochastic orders
based on ratios of Laplace transforms 207--212
Anonymous Erratum . . . . . . . . . . . . . . . . 213--215
Anonymous Addendum . . . . . . . . . . . . . . . . 217--217
Dan Romik Sharp entropy bounds for discrete
statistical simulation . . . . . . . . . 219--227
John P. Mandeli Construction of systematic row-column
designs with treatments unconfounded
with the linear row $ \times $ columns
and quadratic row $ \times $ columns
interactions . . . . . . . . . . . . . . 229--237
Suman Majumdar A metric for convergence in distribution 239--247
O. Stramer The local linearization scheme for
nonlinear diffusion models with
discontinuous coefficients . . . . . . . 249--256
O. Yoshida and
J. G. Leite and
H. Bolfarine Stochastic monotonicity properties of
Bayes estimation of the population size
for capture-recapture data . . . . . . . 257--266
Mary C. Meyer A comparison of nonparametric shape
constrained bioassay estimators . . . . 267--274
Kani Chen and
Zhiliang Ying A note on uniform consistency of the
product-limit estimator with staggered
entry . . . . . . . . . . . . . . . . . 275--281
Jacobo de Uña-Álvarez and
Wenceslao González-Manteiga Strong consistency under proportional
censorship when covariables are present 283--292
Soo Hak Sung Weak Law of Large Numbers for arrays of
random variables . . . . . . . . . . . . 293--298
Glen A. Satten and
Somnath Datta Kaplan--Meier representation of
competing risk estimates . . . . . . . . 299--304
B. L. S. Prakasa Rao Covariance identities for exponential
and related distributions . . . . . . . 305--311
T. Tony Cai and
Lawrence D. Brown Wavelet estimation for samples with
random uniform design . . . . . . . . . 313--321
Qiying Wang Kolmogorov and Erd\Hos test for
self-normalized sums . . . . . . . . . . 323--326
Harú V. Martinez and
María M. Olivares Estimation of quadratic functionals of a
density . . . . . . . . . . . . . . . . 327--332
Joseph E. Cavanaugh A large-sample model selection criterion
based on Kullback's symmetric divergence 333--343
Subhash C. Kochar On stochastic orderings between
distributions and their sample spacings 345--352
YongHee Kim and
Barry C. Arnold Parameter estimation under generalized
ranked set sampling . . . . . . . . . . 353--360
Ronald Meester Extremal points of infinite clusters in
stationary percolation . . . . . . . . . 361--365
Chuancun Yin The joint distribution of the hitting
time and place to a sphere or spherical
shell for Brownian motion with drift . . 367--373
Wai-Cheung Ip and
Heung Wong and
Yuan Li and
Zhongjie Xie Threshold variable selection by wavelets
in open-loop threshold autoregressive
models . . . . . . . . . . . . . . . . . 375--392
N. Bansal and
G. G. Hamedani and
Eric S. Key and
Hans Volkmer and
Hao Zhang and
J. Behboodian Some characterizations of the normal
distribution . . . . . . . . . . . . . . 393--400
Kamal C. Chanda Bahadur--Kiefer representations for
GM-estimators in linear Markov models
with errors in variables . . . . . . . . 401--408
D. Leão, Jr. and
M. D. Fragoso and
P. R. C. Ruffino Characterizations of Radon spaces . . . 409--413
B. Bercu Weighted estimation and tracking for
Bienaymé Galton Watson processes with
adaptive control . . . . . . . . . . . . 415--421
D. A. Ioannides and
G. G. Roussas Exponential inequality for associated
random variables . . . . . . . . . . . . 423--431
Anonymous Index . . . . . . . . . . . . . . . . . 433--434
Mario Antonio Gneri Parametric models as thin subsets of the
space of distributions . . . . . . . . . 1--3
Siva Sivaganesan A likelihood based robust Bayesian
summary . . . . . . . . . . . . . . . . 5--12
Gabrielle Viennet Least-square estimation for regression
on random designs for absolutely regular
observations . . . . . . . . . . . . . . 13--23
José Luis Palacios and
José Miguel Renom and
Pedro Berrizbeitia Random walks on edge-transitive graphs
(II) . . . . . . . . . . . . . . . . . . 25--32
Bárbara González-Arévalo and
José Luis Palacios Expected hitting times for random walks
on weak products of graphs . . . . . . . 33--39
Michael Braverman Remarks on suprema of Lévy processes with
light tailes . . . . . . . . . . . . . . 41--48
Michael Kohler Nonparametric estimation of piecewise
smooth regression functions . . . . . . 49--55
Jan Beirlant and
Luc Devroye On the impossibility of estimating
densities in the extreme tail . . . . . 57--64
Beong Soo So and
Dong Wan Shin Recursive mean adjustment in time-series
inferences . . . . . . . . . . . . . . . 65--73
S. Y. Hwang and
I. V. Basawa Inference for a binary lattice Markov
process . . . . . . . . . . . . . . . . 75--85
M. L. Aggarwal and
Renu Kaul Hidden projection properties of some
optimal designs . . . . . . . . . . . . 87--92
Werner G. Müller Least-squares fitting from the variogram
cloud . . . . . . . . . . . . . . . . . 93--98
Jingjun Liu and
Shixin Gan and
Pingyan Chen The Hájeck--R\`enyi inequality for the NA
random variables and its application . . 99--105
Erol A. Peköz Ignatov's theorem and correlated record
values . . . . . . . . . . . . . . . . . 107--111
Les\law Gajek and
Jan Mielniczuk Long- and short-range dependent
sequences under exponential
subordination . . . . . . . . . . . . . 113--121
Ruzong Fan and
Kenneth Lange and
Edsel Peña Applications of a formula for the
variance function of a stochastic
process . . . . . . . . . . . . . . . . 123--130
Seuck Heun Song A note on $ S^2 $ in a linear regression
model based on two-stage sampling data 131--135
M. P. Quine A Central Limit Theorem for
self-normalized products of random
variables . . . . . . . . . . . . . . . 137--143
A. Futschik A new estimate of the mode based on the
quantile density . . . . . . . . . . . . 145--152
Yun Li A note on the number of records near the
maximum . . . . . . . . . . . . . . . . 153--158
Takeshi Kato Density estimation by truncated wavelet
expansion . . . . . . . . . . . . . . . 159--168
Sergei L. Leonov Remarks on extremal problems in
nonparametric curve estimation . . . . . 169--178
Nicolas Privault Multiple stochastic integral expansions
of arbitrary Poisson jump times
functionals . . . . . . . . . . . . . . 179--188
Jyotirmoy Sarkar and
Gopal Chaudhuri Availability of a system with gamma life
and exponential repair time under a
perfect repair policy . . . . . . . . . 189--196
Dilip Roy and
R. P. Gupta Characterizations and model selections
through reliability measures in the
discrete case . . . . . . . . . . . . . 197--206
J. P. N. Bishwal Large deviations inequalities for the
maximum likelihood estimator and the
Bayes estimators in nonlinear stochastic
differential equations . . . . . . . . . 207--215
Tae Yoon Kim On tail probabilities of
Kolmogorov--Smirnov statistics based on
uniform mixing processes . . . . . . . . 217--223
Jie Mi Age-smooth properties of mixture models 225--236
Gerard J. Chang and
Lirong Cui and
Frank K. Hwang Reliabilities for $ (n, f, k) $ systems 237--242
Eckhard Liebscher Asymptotic normality of nonparametric
estimators under $ \alpha $-mixing
condition . . . . . . . . . . . . . . . 243--250
Yuichi Nagahara The PDF and CF of Pearson type IV
distributions and the ML estimation of
the parameters . . . . . . . . . . . . . 251--264
Beniamin Goldys and
Szymon Peszat Law equivalence of stochastic linear
systems . . . . . . . . . . . . . . . . 265--274
Jason Abrevaya Rank regression for current-status data:
asymptotic normality . . . . . . . . . . 275--287
G. Eslava and
F. H. C. Marriott Projection indices and multimodality for
mixtures of normal distributions . . . . 289--297
F. Gamboa and
A. Rouault and
M. Zani A functional large deviations principle
for quadratic forms of Gaussian
stationary processes . . . . . . . . . . 299--308
Jianqing Fan and
Li-Shan Huang Rates of convergence for the
pre-asymptotic substitution bandwidth
selector . . . . . . . . . . . . . . . . 309--316
Abram Kagan and
Lawrence A. Shepp Tail hypotheses in the signal plus noise
model . . . . . . . . . . . . . . . . . 317--319
Subhash Kochar and
Chunsheng Ma Dispersive ordering of convolutions of
exponential random variables . . . . . . 321--324
D. Nolan On min-max majority and deepest points 325--333
Gregory K. Miller Maximum likelihood estimation for the
Erlang integer parameter . . . . . . . . 335--341
G. Aletti and
V. Capasso Characterization of spatial Poisson
along optional increasing paths: a
problem of dimension's reduction . . . . 343--347
John I. Marden Some robust estimates of principal
components . . . . . . . . . . . . . . . 349--359
Yasumasa Saisho Limit theorems and random spacings
related to cutting of DNAs by radiation 361--367
Alexander Korostelev On minimax rates of convergence in image
models under sequential design . . . . . 369--375
Carmen Fernández and
Mark F. J. Steel Reference priors for the general
location-scale model . . . . . . . . . . 377--384
Hans-Peter Scheffler On estimation of the spectral measure of
certain nonnormal operator stable laws 385--392
Olivier Perrin and
Rachid Senoussi Reducing non-stationary stochastic
processes to stationarity by a time
deformation . . . . . . . . . . . . . . 393--397
L. Peng Estimation of the coefficient of tail
dependence in bivariate extremes . . . . 399--409
Hak-Myung Lee and
Marlos Viana The joint covariance structure of
ordered symmetrically dependent
observations and their concomitants of
order statistics . . . . . . . . . . . . 411--414
Peter Hall and
Gérard Kerkyacharian and
Dominique Picard A note on the wavelet oracle . . . . . . 415--420
Ananda Sen and
N. Balakrishnan Convolution of geometrics and a
reliability problem . . . . . . . . . . 421--426
B. L. S. Prakasa Rao Bounds for $r$ th order joint cumulant
under $r$ th order strong mixing . . . . 427--431
Anonymous Index . . . . . . . . . . . . . . . . . 433--434
Zhen Wu The comparison theorem of FBSDE . . . . 1--6
Bahadur Singh and
F. T. Wright Approximating the powers of
order-restricted log rank tests at local
alternatives . . . . . . . . . . . . . . 7--17
Wei Biao Wu On the strong convergence of a weighted
sum . . . . . . . . . . . . . . . . . . 19--22
Peter Olofsson A Poisson approximation with
applications to the number of maxima in
a discrete sample . . . . . . . . . . . 23--27
Marc Hoffmann On nonparametric estimation in nonlinear
AR(1)-models . . . . . . . . . . . . . . 29--45
Alexander Novikov and
Esko Valkeila On some maximal inequalities for
fractional Brownian motions . . . . . . 47--54
Peter Bartlett and
Gábor Lugosi An inequality for uniform deviations of
sample averages from their means . . . . 55--62
José R. Berrendero and
Ruben H. Zamar Global robustness of location and
dispersion estimates . . . . . . . . . . 63--72
Fred J. Hickernell Goodness-of-fit statistics,
discrepancies and robust designs . . . . 73--78
Allan D. McQuarrie A small-sample correction for the
Schwarz SIC model selection criterion 79--86
Amy L. Rocha and
Frederick Stern The gambler's ruin problem with $n$
players and asymmetric play . . . . . . 87--95
Martin Sköld and
Ola Hössjer On the asymptotic variance of the
continuous-time kernel density estimator 97--106
Tomasz Bojdecki and
Luis G. Gorostiza Fractional Brownian motion via
fractional Laplacian . . . . . . . . . . 107--108
Ghislaine Gayraud and
Karine Tribouley Wavelet methods to estimate an
integrated quadratic functional:
Adaptivity and asymptotic law . . . . . 109--122
Bruno Massé On the variance of the number of extreme
points of a random convex hull . . . . . 123--130
Fu-Chuen Chang Exact $D$-optimal designs for polynomial
regression without intercept . . . . . . 131--136
Shijie Chen and
Kanchan Mukherjee Asymptotic uniform linearity of some
robust statistics under exponentially
subordinated strongly dependent models 137--146
H. Navarro On smoothness measurement for weakly
stationary processes . . . . . . . . . . 147--154
Philip J. Boland and
Stavros Papastavridis Consecutive $k$ out of $ n \colon F$
systems with Cycle $k$ . . . . . . . . . 155--160
Baha-Eldin Khaledi and
Subhash Kochar Stochastic orderings between
distributions and their sample spacings
--- II . . . . . . . . . . . . . . . . . 161--166
Jie Chen and
Joseph Glaz Approximations for discrete scan
statistics on the circle . . . . . . . . 167--176
William F. Rosenberger and
Jacqueline M. Hughes-Oliver Inference from a sequential design:
proof of a conjecture by Ford and Silvey 177--180
A. Ramponi A note on the complex roots of complex
random polynomials . . . . . . . . . . . 181--187
Linda J. Moore and
Ping Sa Comparisons with the best in response
surface methodology . . . . . . . . . . 189--194
N. Etemadi Maximal inequalities for averages of
i.i.d. and $2$-exchangeable random
variables . . . . . . . . . . . . . . . 195--200
Seung-ho Kang An optimal property of the exact
multinomial test and the extended
Fisher's exact test . . . . . . . . . . 201--207
Dragan Radulovi\'c Erratum: ``The bootstrap of the mean for
strong mixing sequences under minimal
conditions'' [Statist. Probab. Lett. \bf
28 (1996) 65--72] . . . . . . . . . . . 209--209
Jingjun Liu and
Shixin Gan and
Pingyan Chen Erratum: ``The Hájek--Rényi inequality for
the NA random variables and its
application'' [Statist. Probab. Lett.
\bf 43 (1999) 99--105] . . . . . . . . . 210--210
Krzysztof D\kebicki A note on LDP for supremum of Gaussian
processes over infinite horizon . . . . 211--219
Chris J. Lloyd and
Zhou Yong Kernel estimators of the ROC curve are
better than empirical . . . . . . . . . 221--228
K. F. Cheng and
H. M. Hsueh Correcting bias due to misclassification
in the estimation of logistic regression
models . . . . . . . . . . . . . . . . . 229--240
TaChen Liang Monotone empirical Bayes tests for a
discrete normal distribution . . . . . . 241--249
J. Hüsler Extremes of Gaussian processes, on
results of Piterbarg and Seleznjev . . . 251--258
D. J. Best and
J. C. W. Rayner Goodness of fit for the Poisson
distribution . . . . . . . . . . . . . . 259--265
Rong-Xian Yue and
Shi-Song Mao On the variance of quadrature over
scrambled nets and sequences . . . . . . 267--280
S. G. Bobkov and
C. Houdré A converse Gaussian Poincaré-type
inequality for convex functions . . . . 281--290
Yury A. Kutoyants and
Vladimir Spokoiny Optimal choice of observation window for
Poisson observations . . . . . . . . . . 291--298
Luc Devroye and
Adam Krzyzak On the Hilbert kernel density estimate 299--308
Francisco J. Samaniego and
Eric Vestrup On improving standard estimators via
linear empirical Bayes methods . . . . . 309--318
Qi-Hua Wang Some bounds for the error of an
estimator of the hazard function with
censored data . . . . . . . . . . . . . 319--326
Cheng Cheng and
Y. L. Tong Concentration order on a metric space,
with some statistical applications . . . 327--335
W. D. Kaigh Total time on test function principal
components . . . . . . . . . . . . . . . 337--341
Marc G. Genton and
Yanyuan Ma Robustness properties of dispersion
estimators . . . . . . . . . . . . . . . 343--350
Bernd Droge Asymptotic optimality of full
cross-validation for selecting linear
regression models . . . . . . . . . . . 351--357
Sangun Park A goodness-of-fit test for normality
based on the sample entropy of order
statistics . . . . . . . . . . . . . . . 359--363
Gauss M. Cordeiro and
Enrico A. Colosimo Corrected score tests for exponential
censored data . . . . . . . . . . . . . 365--373
Yuri V. Borovskikh and
Neville C. Weber On Wald's equation for $U$-statistical
sums . . . . . . . . . . . . . . . . . . 375--382
Ji-Hyun Kim Spurious correlation between ratios with
a common divisor . . . . . . . . . . . . 383--386
Dong Wan Shin and
Beong Soo So New tests for unit roots in
autoregressive processes with possibly
infinite variance errors . . . . . . . . 387--397
Holger Drees On fixed-length confidence intervals for
a bounded normal mean . . . . . . . . . 399--404
Holger Dette and
Weng Kee Wong E-optimal designs for the
Michaelis--Menten model . . . . . . . . 405--408
Mikhail B. Malyutov and
Rostislav S. Protassov Functional approach to the asymptotic
normality of the non-linear least
squares estimator . . . . . . . . . . . 409--416
Anonymous Index . . . . . . . . . . . . . . . . . 417--418
Hammou El Barmi and
Dale Zimmerman Likelihood ratio tests for and against
decreasing in transposition in $ K
\times K \times K $ contingency tables 1--10
Hervé Cardot and
Frédéric Ferraty and
Pascal Sarda Functional linear model . . . . . . . . 11--22
István Berkes and
Endre Csáki and
Sándor Csörg\Ho Almost sure limit theorems for the St.
Petersburg game . . . . . . . . . . . . 23--30
Shu Yamada and
Dennis K. J. Lin Three-level supersaturated designs . . . 31--39
Michael Woodroofe and
Rong Zhang Isotonic estimation for grouped data . . 41--47
Theofanis Sapatinas A characterization of the negative
binomial distribution via $ \alpha
$-monotonicity . . . . . . . . . . . . . 49--53
M. Zarepour Bootstrapping convex hulls . . . . . . . 55--63
J. Bertoin and
K. van Harn and
F. W. Steutel Renewal theory and level passage by
subordinators . . . . . . . . . . . . . 65--69
Dietmar Ferger On the uniqueness of maximizers of
Markov--Gaussian processes . . . . . . . 71--77
Ryszard Zieli\'nski Best equivariant nonparametric estimator
of a quantile . . . . . . . . . . . . . 79--84
Han-Ying Liang and
Chun Su Complete convergence for weighted sums
of NA sequences . . . . . . . . . . . . 85--95
Dipak K. Dey and
Malay Ghosh and
William E. Strawderman On estimation with balanced loss
functions . . . . . . . . . . . . . . . 97--101
F. Belzunce On a characterization of right spread
order by the increasing convex order . . 103--110
Mei Ling Huang and
Percy Brill A level crossing quantile estimation
method . . . . . . . . . . . . . . . . . 111--119
Bruno Bassan and
Michel Denuit and
Marco Scarsini Variability orders and mean differences 121--130
Chinsan Lee An urn model in the simulation of
interval censored failure time data . . 131--139
Paul Kabaila Confidence intervals from simulations
based on $4$-independent random
variables . . . . . . . . . . . . . . . 141--147
Grzegorz Rempala and
Jacek Weso\lowski Limiting behavior of random permanents 149--158
A. M. Nikouline On approximation of Gaussian integrals 159--165
Taizhong Hu and
Jinjin Hu Sufficient conditions for negative
association of random variables . . . . 167--173
Naveen K. Bansal and
G. G. Hamedani and
Hao Zhang Non-linear regression with
multidimensional indices . . . . . . . . 175--186
Damien G. White On fractal percolation in $ \mathbb
{R}^2 $ . . . . . . . . . . . . . . . . 187--190
G. Gopal and
S. Rajalakshmi L-superadditive function and its
integral transform that preserves Schur
property . . . . . . . . . . . . . . . . 191--194
Yoon Tae Kim Parameter estimation in
infinite-dimensional stochastic
differential equations . . . . . . . . . 195--204
A. K. Basu and
Indranil Mukhopadhyay On Darling--Robbins type confidence
sequences and sequential tests with
power one for parameters of an
autoregressive process . . . . . . . . . 205--214
Jyh-Jen Horng Shiau and
Hui-Nien Hung and
Chun-Ta Chiang A note on Bayesian estimation of process
capability indices . . . . . . . . . . . 215--224
Kaushik Patra and
Dipak K. Dey A multivariate mixture of Weibull
distributions in reliability modeling 225--235
Yuan-chin Ivan Chang Strong consistency of maximum
quasi-likelihood estimate in generalized
linear models via a last time . . . . . 237--246
Richard A. Vitale Majorization and Gaussian correlation 247--251
Alan T. K. Wan and
Hiroko Kurumai An iterative feasible minimum mean
squared error estimator of the
disturbance variance in linear
regression under asymmetric loss . . . . 253--259
Vera R. Eastwood and
Lajos Horváth Limit theorems for short distances in $
\mathbb {R}^m $ . . . . . . . . . . . . 261--268
Biman Chakraborty and
Probal Chaudhuri A note on the robustness of multivariate
medians . . . . . . . . . . . . . . . . 269--276
Leng-Cheng Hwang Two-stage approach to Bayes sequential
estimation in the exponential
distribution . . . . . . . . . . . . . . 277--282
Anonymous Erratum . . . . . . . . . . . . . . . . 283--283
Ouagnina Hili On the estimation of $ \beta $-ARCH
models . . . . . . . . . . . . . . . . . 285--293
Rungao Jin and
John Robinson Saddlepoint approximation near the
endpoints of the support . . . . . . . . 295--303
Faouzi El Bantli and
Marc Hallin $ L_1 $-estimation in linear models with
heterogeneous white noise . . . . . . . 305--315
Jyh-Jen Horng Shiau A new algorithm for $5$-band Toeplitz
matrix inversion with application to GCV
smoothing spline computation . . . . . . 317--324
Anthony Y. C. Kuk The use of approximating models in Monte
Carlo maximum likelihood estimation . . 325--333
Nalini Ravishanker and
Zuqiang Qiou Monte Carlo EM estimation for
multivariate stable distributions . . . 335--340
Allan McQuarrie and
Chih-Ling Tsai Model selection in orthogonal regression 341--349
Kathryn Prewitt and
Ulkü Gürler Variance of the bivariate density
estimator for left truncated right
censored data . . . . . . . . . . . . . 351--358
Hira L. Koul and
Anton Schick Inference about the ratio of scale
parameters in a two-sample setting with
current status data . . . . . . . . . . 359--369
C. Y. Wang Robust sandwich covariance estimation
for regression calibration estimator in
Cox regression with measurement error 371--378
Peter Howard and
Kevin Zumbrun Shift invariance of the occupation time
of the Brownian bridge process . . . . . 379--382
Anonymous Index . . . . . . . . . . . . . . . . . 383--384
Tien-Chung Hu and
Andrei Volodin Addendum to ``A note on complete
convergence for arrays'', Statist.
Probab. Lett. \bf 38 (1) (1998) 27--31 209--211
Gwo Dong Lin Erratum: ``On the moment problems''
[Statist. Probab. Lett. \bf 35 (1997)
85--90] . . . . . . . . . . . . . . . . 205--205
José Luis Palacios Correction on ``Random walks on
edge-transitive graphs (II)'' [Statist.
Probab. Lett. \bf 43 (1999) 25--32] . . 111--112