1. Some test statistics based on the martingale term of the empirical distribution function

   • Sigeo Aki

   OriginalPaper 01 December 1986 Pages: 1 - 21

2. Moments of coverage of a random ellipsoid

   • Michael Evans

   OriginalPaper 01 December 1986 Pages: 23 - 33

3. Multiparameter estimation for some multivariate discrete distributions with possibly dependent components

   • Kam-Wah Tsui

   OriginalPaper 01 December 1986 Pages: 45 - 56

4. Consistency conditions on the least squares estimator in single common factor analysis model

   • Yutaka Kano

   OriginalPaper 01 December 1986 Pages: 57 - 68

5. Asymptotic consistency of fixed-width sequential confidence intervals for a multiple regression function

   • Eiichi Isogai

   OriginalPaper 01 December 1986 Pages: 69 - 83

6. Simultaneous estimation of location parameters of the distribution with finite support

   • Toyoaki Akai

   OriginalPaper 01 December 1986 Pages: 85 - 99

7. Trimmed minimax estimator of a covariance matrix

   • Dipak K. Dey
   • C. Srinivasan

   OriginalPaper 01 December 1986 Pages: 101 - 108

8. Some properties of invariant polynomials with matrix arguments and their applications in econometrics

   • Yasuko Chikuse
   • A. W. Davis

   OriginalPaper 01 December 1986 Pages: 109 - 122

9. A characterization of limiting distributions of estimators in an autoregressive process

   • Wei-Min Huang

   OriginalPaper 01 December 1986 Pages: 137 - 144

10. Block plan for a fractional 2 ^m factorial design derived from a 2 ^r factorial design

    • Teruhiro Shirakura

    OriginalPaper 01 December 1986 Pages: 145 - 159