1. Linear Bayes and Optimal Estimation

   • V. P. Godambe

   OriginalPaper Pages: 201 - 215

2. Conservatism of the z Confidence Interval Under Symmetric and Asymmetric Departures from Normality

   • Sanjib Basu

   OriginalPaper Pages: 217 - 230

3. On the Estimation of Jump Points in Smooth Curves

   • Irene Gijbels
   • Peter Hall
   • Aloïs Kneip

   OriginalPaper Pages: 231 - 251

4. Moment Estimation for Multivariate Extreme Value Distribution in a Nested Logistic Model

   • Daoji Shi
   • Shengsheng Zhou

   OriginalPaper Pages: 253 - 264

5. On Estimation of Poisson Intensity Functions

   • Roelof Helmers
   • Ričardas Zitikis

   OriginalPaper Pages: 265 - 280

6. Empirical Bayes Procedures for Selecting the Best Population with Multiple Criteria

   • Wen-Tao Huang
   • Yao-Tsung Lai

   OriginalPaper Pages: 281 - 299

7. On the Distribution of the Extremes of Unequally Correlated Normal Variables with Applications to Antedependent Cluster Data

   • Krishna K. Saha
   • B. C. Sutradhar

   OriginalPaper Pages: 301 - 322

8. On Waiting Time Problems Associated with Runs in Markov Dependent Trials

   • Demetrios L. Antzoulakos

   OriginalPaper Pages: 323 - 330

9. Bivariate Distributions with Pearson Type VII Conditionals

   • Athanasios Kottas
   • Konstantinos Adamidis
   • Sotirios Loukas

   OriginalPaper Pages: 331 - 344

10. Equality in Distribution in a Convex Ordering Family

    • J. S. Huang
    • G. D. Lin

    OriginalPaper Pages: 345 - 349

11. On Moments of Bivariate Order Statistics

    • H. M. Barakat

    OriginalPaper Pages: 351 - 358

12. On the First Entry Time of a ℤ₊-valued AR(1) Process

    • Emad-Eldin A. A. Aly
    • Nadjib Bouzar

    OriginalPaper Pages: 359 - 367

13. Limit Theorems for Stopped Functionals of Markov Renewal Processes

    • Gerold Alsmeyer
    • Allan Gut

    OriginalPaper Pages: 369 - 382

14. Covariate Transformation Diagnostics for Generalized Linear Models

    • Andy H. Lee
    • John S. Yick

    OriginalPaper Pages: 383 - 398