1. Simultaneous equivariant estimation of the parameters of linear models

   • S. Kalpana Bai
   • T. M. Durairajan

   Articles Pages: 125 - 134

2. Joint estimation for the parameters of the extreme value distributions

   • Zhenmin Chen

   Articles Pages: 135 - 146

3. Sequential estimation for a family of counting processes in the nuisance parameter case

   • Jürgen Franz
   • Ryszard Magiera

   Articles Pages: 147 - 162

4. The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables

   • Hiroko Kurumai
   • Kazuhiro Ohtani

   Articles Pages: 163 - 177

5. Locally most powerful two-sample rank tests for Lévy distributions

   • Ralf Runde

   Articles Pages: 179 - 188

6. Approximate studentization for Pareto distribution with application to censored data

   • A. Wong

   Articles Pages: 189 - 201

7. Testing whether the survival function is multivariate new better than used

   • David D. Hanagal

   Notes Pages: 203 - 211

8. A note on a Bayesian order determination procedure for vectorautoregressive processes

   • Markus Heintel

   Notes Pages: 213 - 221

9. Some useful Wishart expectations based on the multivariatet-model

   • Anwar H. Joarder

   Notes Pages: 223 - 229

10. A characterization of the geometric distribution

    • Fernando López-Blázquez
    • Begoña Salamanca Miño

    Notes Pages: 231 - 236

11. Unbiased prediction in linear regression models with equi-correlated responses

    • Shalabh

    Notes Pages: 237 - 244

12. Calendar of events and call for papers

    Events Pages: 245 - 248