On estimation in multivariate linear calibration with elliptical errors Hisayuki Tsukuma Estimation Pages: 447 - 466
On the cusum of squares test for variance change in nonstationary and nonparametric time series models Sangyeol LeeOkyoung NaSeongryong Na Change Point Pages: 467 - 485
Characterization of the least concave majorant of brownian motion, conditional on a vertex point, with application to construction Chris CarolanRichard Dykstra Characterization Pages: 487 - 497
Characterizations of the exponential distribution by stochastic ordering properties of the geometric compound Chin-Yuan HuGwo Dong Lin Characterization Pages: 499 - 506
Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models Yasunori FujikoshiTakafumi NoguchiHirokazu Yanagihara Cross-validation Pages: 537 - 553
Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics Alex D. Gottlieb Cross-validation Pages: 555 - 561
On the asymptotic accuracy of the bootstrap under arbitrary resampling size Miguel A. Arcones Bootstrap Pages: 563 - 583
Empirical likelihood for partial linear models Qi-Hua WangBing-Yi Jing Empirical Likelihood Pages: 585 - 595
Edgeworth expansion in censored linear regression model Gensheng QinBing-Yi Jing Edgeworth Expansion Pages: 597 - 617
A central limit theorem for theL 2 error of positive wavelet density estimator J. K. Ghorai Wavelet Pages: 619 - 637
A new class of metric divergences on probability spaces and its applicability in statistics Ferdinand ÖsterreicherIgor Vajda Divergence Pages: 639 - 653
Optimal volume-corrected laplace-metropolis method Su-Yun HuangChuhsing Kate HsiaoChing-Wei Chang MCMC Pages: 655 - 670
