1. Bayesian inferences on nonlinear functions of the parameters in linear regression

   • A. J. van der Merwe
   • C. A. van der Merwe
   • P. C. N. Groenewald

   Regression Pages: 201 - 211

2. Optimal estimation in random coefficient regression models

   • T. V. Ramanathan
   • M. B. Rajarshi

   Regression Pages: 213 - 227

3. On exact D-optimal designs for regression models with correlated observations

   • Wolfgang Bischoff

   Regression Pages: 229 - 238

4. Identification of non-minimum phase transfer function using higher-order spectrum

   • Masayuki Kumon

   Time Series Analysis Pages: 239 - 260

5. Minimum f-divergence estimators and quasi-likelihood functions

   • Paul W. Vos

   Estimation Pages: 261 - 279

6. Some contributions to selection and estimation in the normal linear model

   • J. H. Venter
   • S. J. Steel

   Estimation Pages: 281 - 297

7. Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean

   • Andrew L. Rukhin

   Estimation Pages: 299 - 311

8. A rank estimator in the two-sample transformation model with randomly censored data

   • Hideatsu Tsukahara

   Estimation Pages: 313 - 333

9. Asymptotic expansions for two-stage rank tests

   • Willem Albers

   Test Pages: 335 - 356

10. On an optimum test of the equality of two covariance matrices

    • N. Giri

    Test Pages: 357 - 362

11. Waiting time problems for a sequence of discrete random variables

    • Sigeo Aki

    Distribution Pages: 363 - 378

12. Some characterizations of the uniform distribution with applications to random number generation

    • Lih-Yuan Deng
    • E. Olusegun George

    Distribution Pages: 379 - 385

13. Expansions for statistics involving the mean absolute deviations

    • Gutti Jogesh Babu
    • C. Radhakrishna Rao

    Distribution Pages: 387 - 403