Asymptotic relations between the likelihood estimating function and the maximum likelihood estimator Nobuo Inagaki OriginalPaper Pages: 1 - 26
On the exponential approximation of a family of probability measures and a representation theorem of Hájek-Inagaki G. G. RoussasA. Soms OriginalPaper Pages: 27 - 39
On the utilization of a known coefficient of kurtosis in the estimation procedure of variance J. SinghB. N. PandeyK. Hirano OriginalPaper Pages: 51 - 55
Some biased estimates of the mean of the normal distribution Khursheed AlamJames R. Thompson OriginalPaper Pages: 57 - 64
Nonparametric estimation of mean and variance when a few “sample” values possibly outliers John E. WalshGrace J. Kelleher OriginalPaper Pages: 87 - 90
On a class of asymptotically optimal nonparametric tests for grouped data I Malay Ghosh OriginalPaper Pages: 91 - 108
On a class of asymptotically optimal nonparametric tests for grouped data II Malay Ghosh OriginalPaper Pages: 109 - 122
On some sequential simultaneous confidence intervals procedures Malay GhoshPranab Kumar Sen OriginalPaper Pages: 123 - 133
On the complex analogue of Bayesian estimation of a multivariate regression model W. Y. Tan OriginalPaper Pages: 135 - 152
Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis Nariaki Sugiura OriginalPaper Pages: 153 - 163
Some posterior distributions concerning normal samples with applications to analysis of variance model I problems Umesh D. Naik OriginalPaper Pages: 173 - 186
On tests of hypotheses about treatment effects and treatmentX places interactions, in two heteroscedastic experiments S. R. Kulkarni OriginalPaper Pages: 187 - 203
On the two-dimensional concentration surface and extentions of concentration coefficient and pareo distribution to the two dimensional case—III Tokio Taguchi OriginalPaper Pages: 215 - 237
The asymptotic non-null distribution of theF-static for testing a partial null-hypothesis in a randomized PBIB design withm associate classes under the Neyman model Junjiro OgawaSadao Ikeda OriginalPaper Pages: 239 - 259
Uniform asymptotic joint normality of sample quantities in censored cases Tadashi Matsunawa OriginalPaper Pages: 261 - 278
On Kolmogorov-Smirnov-type tests for symmetry Shoutir Kishore ChatterjeePranab Kumar Sen OriginalPaper Pages: 287 - 299
Efficient estimation of the location parameters in the bivariate two sample problem M. Samanta OriginalPaper Pages: 301 - 319
On sequential estimation of the mean vector of a multinormal population V. K. RohatgiR. T. O'Neill OriginalPaper Pages: 321 - 325
On random observation processes for stochastic approximation Siro Yamazoe OriginalPaper Pages: 327 - 334
Regression estimation for bivariate normal distributions Chien-Pai Han OriginalPaper Pages: 335 - 344
On the exact non-null distribution of likelihood ratio criteria for covariance matrices C. G. KhatriM. S. Srivastava OriginalPaper Pages: 345 - 354
On tests of independence forr×c Markovian contingency tables H. I. PatelRashid Ahmad OriginalPaper Pages: 355 - 361
On inferring the probability of misclassification by the linear discriminant function S. John OriginalPaper Pages: 363 - 372
Separation and probability of correct classification among two or more distributions Ned Glick OriginalPaper Pages: 373 - 382
On the extensions of Gauss-Markov theorem to subsets of the parameter space under complex multivariate linear models J. N. SrivastavaLyman L. McDonald OriginalPaper Pages: 383 - 393
An asymptotic expansion for the distribution of the determinant of a multivariate quadratic form in a normal sample Takesi Hayakawa OriginalPaper Pages: 395 - 406
Asymptotic expansions of the distributions of Bartlett's test and sphericity test under the local alternatives Hisao Nagao OriginalPaper Pages: 407 - 422
Asymptotic formulas for the distributions of three statistics for multivariate linear hypothesis Yasunori Fujikoshi OriginalPaper Pages: 423 - 437
On an asymptotic distribution of the characteristic roots ofS 1 S 2 −1 when roots are not all distinct Tseng C. Chang OriginalPaper Pages: 447 - 451
Remarks to a local limit theorem for galton-watson processes Haruo Imai OriginalPaper Pages: 453 - 455
The asymptotic representation of the Hodges-Lehmann estimator based on Wilcoxon two-sample statistic Nobuo Inagaki OriginalPaper Pages: 457 - 466
Some properties of an estimator for the variance of a normal distribution Katuomi Hirano OriginalPaper Pages: 479 - 492
On a goodness of fit test based on Matusita's measure of distance S. N. U. A. Kirmani OriginalPaper Pages: 493 - 500
Comparison of some experiments from sufficiency consideration Bikas Kumar Sinha OriginalPaper Pages: 501 - 520
A consistent estimator of the parameters of continuous compound distribution functions Keewhan Choi OriginalPaper Pages: 521 - 532
The distribution of a truncated linear difference between independent chi-square variates David A. Harville OriginalPaper Pages: 533 - 548
The use of the disguised Wishart distribution in a Bayesian approach to tolerance region construction Irwin GuttmanW. Y. Tan OriginalPaper Pages: 549 - 556
A few remarks about some recent articles on the exact distributions of multivariate test criteria: I A. M. Mathai OriginalPaper Pages: 557 - 566
On construction of fractional replicates and on aliasing schemes U. B. PaikW. T. Federer OriginalPaper Pages: 567 - 585
Optimal balanced 27 fractional factorial designs of resolutionV, withN≦42 D. V. ChopraJ. N. Srivastava OriginalPaper Pages: 587 - 604
Some properties and generating function of ordered partitions B. C. GuptaD. S. Tracy OriginalPaper Pages: 617 - 626
Optimum stratification with ratio and regression methods of estimation Ravindra SinghB. V. Sukhatme OriginalPaper Pages: 627 - 633
