1. Local asymptotic normality of a sequential model for marked point processes and its applications

   • Yoichi Nishiyama

   Point Process Pages: 195 - 209

2. Bayesian multiperiod forecasts for ARX models

   • Shu-Ing Liu

   Time Series Pages: 211 - 224

3. Joint distributions of numbers of success-runs and failures until the first consecutivek successes

   • Sigeo Aki
   • Katuomi Hirano

   Distribution Pages: 225 - 235

4. A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators

   • Xiaojing Xiang

   Approximation Pages: 237 - 251

5. Kernel-type density and failure rate estimation for associated sequences

   • Isha Bagai
   • B. L. S. Prakasa Rao

   Estimation Pages: 253 - 266

6. Estimating the asymptotic dispersion of theL ₁ median

   • Arup Bose

   Estimation Pages: 267 - 271

7. Some modifications of improved estimators of a normal variance

   • Nobuo Shinozaki

   Estimation Pages: 273 - 286

8. Componentwise estimation of ordered parameters ofk (≥2) exponential populations

   • G. Vijayasree
   • Neeraj Misra
   • Harshinder Singh

   Estimation Pages: 287 - 307

9. LR test for random-effects covariance structure in a parallel profile model

   • Takahisa Yokoyama

   Test Pages: 309 - 320

10. Complete classes of tests for regularly varying distributions

    • Jacek P. Kowalski

    Test Pages: 321 - 350

11. Stochastic regression model with heteroscedastic disturbance

    • Der-Shin Chang
    • Guan-Chyun Lin

    Regression Pages: 351 - 369

12. Relating quantiles and expectiles under weighted-symmetry

    • Belkacem Abdous
    • Bruno Remillard

    Regression Pages: 371 - 384

13. Determinant formulas with applications to designing when the observations are correlated

    • Wolfgang Bischoff

    Regression Pages: 385 - 399