A proof of independent Bartlett correctability of nested likelihood ratio tests Akimichi TakemuraSatoshi Kuriki Asymptotic Theory Pages: 603 - 620
Local Linearization method for the numerical solution of stochastic differential equations R. BiscayJ. C. JimenezP. A. Valdes Stochastic Process Pages: 631 - 644
Stochastic comparisons and bounds for aging renewal process shock models and their applications M. C. Bhattachariee Stochastic Process Pages: 645 - 662
Bayesian nonparametric predictive inference and bootstrap techniques P. MuliereP. Secchi Bayesian Method Pages: 663 - 673
Mass shifting roles of negative kernel mass in density estimation Michael Sturgeon Estimation Pages: 675 - 686
Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function Adolfo J. QuirozMiguel NakamuraFrancisco J. Pérez Estimation Pages: 687 - 709
Empirical Bayes sequential estimation for exponential families: The untruncated component Rohana J. Karunamuni Estimation Pages: 711 - 730
Limit theorems for the maximum likelihood estimate under general multiply Type II censoring Fanhui KongHeliang Fei Estimation Pages: 731 - 755
Recurrence relations for single and product moments of progressive Type-II right censored order statistics from exponential and truncated exponential distributions Rita AggarwalaN. Balakrishnan Distribution Pages: 757 - 771
Sooner and later waiting time problems for success and failure runs in higher order Markov dependent trials S. AkiN. BalakrishnanS. G. Mohanty Distribution Pages: 773 - 787
On a waiting time distribution in a sequence of Bernoulli trials M. V. Koutras Distribution Pages: 789 - 806
