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On Bayes Sequential Tests Regarding Two Koopman-Darmois Distributions: Bounds on the Maximum Sample Size

Mann, J. E. ; Bratcher, T. L.

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p. 1339-1344

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Minimax Subset Selection for Loss Measured by Subset Size

Berger, Roger L.

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p. 1333-1338

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A Kiefer-Wolfowitz Theorem in a Stochastic Process Setting

Spruill, M. C. ; Studden, W. J.

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p. 1329-1332

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Most Economical Robust Selection Procedures for Location Parameters

Dalal, S. R. ; Hall, W. J.

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p. 1321-1328

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Signal Extraction Error in Nonstationary Time Series

Pierce, David A.

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p. 1303-1320

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Conditions for Expected Utility Maximization: The Finite Case

Shapiro, Leonard

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p. 1288-1302

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The Trade-Off Method in the Construction of BIB Designs with Variable Support Sizes

Hedayat, A. ; Li, Shuo-Yen Robert

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p. 1277-1287

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Estimation of the Inverse Covariance Matrix: Random Mixtures of the Inverse Wishart Matrix and the Identity

Haff, L. R.

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p. 1264-1276

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On the Asymptotic Efficiency of Conditional Tests for Exponential Families

Michel, R.

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p. 1256-1263

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Approximate and Local Bahadur Efficiency of Linear Rank Tests in the Two-Sample Problem

Kremer, Erhard

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p. 1246-1255

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Exact Bahadur Efficiencies for Tests of the Multivariate Linear Hypothesis

Hsieh, H. K.

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p. 1231-1245

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Monotonicity of Bayes Sequential Tests

Brown, L. D. ; Cohen, Arthur ; Strawderman, W. E.

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p. 1222-1230

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Adaptive Design and Stochastic Approximation

Lai, T. L. ; Robbins, Herbert

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p. 1196-1221

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A New Dynamic Stochastic Approximation Procedure

Ruppert, David

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p. 1179-1195

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Exponential Models for Directional Data

Beran, Rudolf

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p. 1162-1178

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Henry Scheffe 1907-1977

Daniel, C. ; Lehmann, E. L.

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p. 1149-1161

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A Family of Minimax Estimators in Some Multiple Regression Problems

Takada, Y.

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p. 1144-1147

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On a Screening Problem

Yahav, Joseph A.

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p. 1140-1143

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The $L_1$ Convergence of Kernel Density Estimates

Devroye, L. P. ; Wagner, T. J.

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p. 1136-1139

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Admissible Decision Rules for the Compound Decision Problem: The Two-Action Two-State Case

Inglis, James

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p. 1127-1135

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Monotone Regression and Covariance Structure

Shea, Gerald

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p. 1121-1126

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Estimation for Autoregressive Processes with Unit Roots

Hasza, David P. ; Fuller, Wayne A.

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p. 1106-1120

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Bernoulli One-Armed Bandits--Arbitrary Discount Sequences

Berry, Donald A. ; Fristedt, Bert

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p. 1086-1105

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Design of Optimal Control for a Regression Problem

Chang, Der-shin

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p. 1078-1085

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Comparison of Experiments and Information Measures

Goel, Prem K. ; DeGroot, Morris H.

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p. 1066-1077

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On the Asymptotic Distribution of $k$-Spacings with Applications to Goodness-of-Fit Tests

del Pino, Guido E.

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p. 1058-1065

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Conditional Probability Integral Transformations and Goodness-of-Fit Tests for Multivariate Normal Distributions

Rincon-Gallardo, S. ; Quesenberry, C. P. ; O'Reilly, Federico J.

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p. 1052-1057

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Asymptotic Optimal Sequential Estimation: The Poisson Case

Vardi, Y.

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p. 1040-1051

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Asymptotic Optimality of Certain Sequential Estimators

Vardi, Y.

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p. 1034-1039

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Asymptotic Properties of Maximum Likelihood Estimators Based on Conditional Specification

Sen, Pranab Kumar

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p. 1019-1033

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Constructing All Smallest Simultaneous Confidence Sets in a Given Class with Applications to MANOVA

Wijsman, Robert A.

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p. 1003-1018

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Joint Admissibility of the Sample Means as Estimators of the Means of Finite Populations

Joshi, V. M.

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p. 995-1002

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A Heuristic Method for Determining Admissibility of Estimators--With Applications

Brown, Lawrence D.

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p. 960-994

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A Differential for $L$-Statistics

Boos, Dennis D.

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p. 955-959

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Asymptotic Deficiencies of One-Sample Rank Tests Under Restricted Adaptation

Albers, W.

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p. 944-954

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Permutation Tests for Directional Data

Wellner, Jon A.

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p. 929-943

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Acknowledgment of Priority to "A Characterization of the Von Mises Distribution"

Gordon, Louis ; Hudson, Malcolm

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Note: Correction to "On Invariant Tests of Uniformity for Directions and Orientations"

Prentice, M. J.

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Note: Correction to "On Theory and Application of BIB Designs with Repeated Blocks"

Foody, W. ; Hedayat, A.

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Confidence Bands for the Kaplan-Meier Survival Curve Estimate

Gillespie, Mary Jo ; Fisher, Lloyd

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p. 920-924

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Note on a Result of Seeger in Partitioning Normal Populations

Cane, Gwenda J.

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p. 917-919

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Systems with Exponential Life and IFRA Component Lives

Block, Henry W. ; Savits, Thomas H.

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p. 911-916

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Calculation of Univariate and Bivariate Normal Probability Functions

Divgi, D. R.

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p. 903-910

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Empirical Bayes Estimation in Lebesgue-Exponential Families with Rates Near the best Possible Rate

Singh, R. S.

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p. 890-902

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A Characterization of the Uniform Distribution on the Circle

Kent, J. T. ; Mardia, K. V. ; Rao, J. S.

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p. 882-889

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Characterization of a Family of Distributions by the Independence of Size and Shape Variables

James, Ian R.

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p. 869-881

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A Stepwise Bayesian Procedure

Hsuan, Francis C.

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p. 860-868

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A Reduction Theorem for Certain Sequential Experiments. II

Cam, L. Le

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p. 847-859

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Minimax Estimation of a Normal Mean Vector When the Covariance Matrix is Unknown

Gleser, Leon Jay

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p. 838-846

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Asymptotic Nonnull Distributions for Likelihood Ratio Statistics in the Multivariate Normal Patterned Mean and Covariance Matrix Testing Problem

Szatrowski, Ted H.

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p. 823-837

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A Coordinate-Free Approach to Finding Optimal Procedures for Repeated Measures Designs

Arnold, Steven F.

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p. 812-822

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Time Series Prediction Functions Based on Imprecise Observations

Peele, Lawrence ; Kimeldorf, George

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p. 801-811

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A Convergence Theorem for Random Linear Combinations of Independent Normal Random Variables

Christopeit, N. ; Helmes, K.

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p. 795-800

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Asymptotic Normality of Permutation Statistics Derived from Weighted Sums of Bivariate Functions

Shapiro, C. P. ; Hubert, Lawrence

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p. 788-794

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Erdos-Renyi Laws

Csorgo, Sandor

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p. 772-787

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Conditional Properties of Statistical Procedures for Location and Scale Parameters

Robinson, G. K.

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p. 756-771

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Conditional Properties of Statistical Procedures

Robinson, G. K.

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p. 742-755

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Estimation of Starshaped Sequences of Poisson and Normal Means

Shaked, Moshe

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p. 729-741

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Predictive Likelihood

Hinkley, David

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p. 718-728

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Multivariate Generalizations of the Wald-Wolfowitz and Smirnov Two-Sample Tests

Friedman, Jerome H. ; Rafsky, Lawrence C.

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p. 697-717

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Correction to "Estimation of Parameters in a Linear Model"

Rao, C. Radhakrishna

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On Combining Pseudorandom Number Generators

Brown, Mark ; Solomon, Herbert

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p. 691-695

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Expected Information as Expected Utility

Bernardo, Jose M.

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p. 686-690

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Estimation Problems in Branching Processes with Random Environments

Dion, J. P. ; Esty, W. W.

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p. 680-685

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Nonparametric Estimation of Markov Transition Functions

Yakowitz, Sidney

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p. 671-679

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Conditioning with Conic Sections in the Two-Dimensional Normal Distribution

Blaesild, P.

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p. 659-670

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Regression with Given Marginals

Vitale, Richard A.

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p. 653-658

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Linear Estimation of the Probability of Discovering a New Species

Starr, Norman

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p. 644-652

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Design of Experiments for Selection from Ordered Families of Distributions

Hooper, Jeffrey H. ; Santner, Thomas J.

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p. 615-643

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Screening and Monotonic Dependence Functions in the Multivariate Case

Kowalczyk, T. ; Kowalski, A. ; Matuszewski, A. ; Pleszczynska, E.

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p. 607-614

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Maximum Likelihood Estimators for the Matrix Von Mises-Fisher and Bingham Distributions

Jupp, P. E. ; Mardia, K. V.

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p. 599-606

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On Asymptotic Optimality of Likelihood Ratio Tests for Multivariate Normal Distributions

Hsieh, H. K.

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p. 592-598

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Approximations to Bayesian Sequential Tests of Composite Hypotheses

Fortus, Robert

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p. 579-591

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On the Admissibility or Inadmissibility of Fixed Sample Size Tests in a Sequential Setting

Brown, L. D. ; Cohen, Arthur ; Strawderman, W. E.

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p. 569-578

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Empirical Bayes Estimation of a Binomial Parameter Via Mixtures of Dirichlet Processes

Berry, Donald A. ; Christensen, Ronald

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p. 558-568

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Two Conditional Limit Theorems with Applications

Holst, Lars

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p. 551-557

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An Alternative to the Friedman Test with Certain Optimality Properties

Schach, S.

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p. 537-550

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The Best Strategy for Estimating the Mean of a Finite Population

Joshi, V. M.

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p. 531-536

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High-Order Efficiency in the Estimation of Linear Processes

Hosoya, Yuzo

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p. 516-530

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Distributed Lag Approximation to Linear Time-Invariant Systems

Robinson, P. M.

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p. 507-515

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A Central Limit Theorem for Parameter Estimation in Stationary Vector Time Series and its Application to Models for a Signal Observed with Noise

Dunsmuir, W.

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p. 490-506

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Strong Consistency of Least Squares Estimates in Dynamic Models

Anderson, T. W. ; Taylor, John B.

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p. 484-489

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Hsu's Work in Probability

Chung, K. L.

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p. 479-483

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Hsu's Work in Multivariate Analysis

Anderson, T. W.

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p. 474-478

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Hsu's Work on Inference

Lehmann, E. L.

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p. 471-473

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Pao-Lu Hsu 1909-1970

Anderson, T. W. ; Chung, K. L. ; Lehmann, E. L.

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p. 467-470

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Note: Correction to Linear Functions of Order Statistics with Smooth Weight Functions

Stigler, Stephen M.

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Continued Fractions for the Incomplete Beta Function: Additions and Corrections

Tretter, Marietta J. ; Walster, G. William

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p. 462-465

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On Dependent Tests of Significance in the Multivariate Analysis of Variance

Dykstra, Richard L.

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p. 459-461

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A Note on the Exact Distribution of a Nonparametric Test Statistic for Ordered Alternatives

Parsons, Van L.

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p. 454-458

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The Small Sample Distribution of a Mann-Whitney Type Statistic for Circular Data

Eplett, W. J. R.

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p. 446-453

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On Dynamic Programming and Statistical Decision Theory

Schal, Manfred

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p. 432-445

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Weak Convergence of Some Quantile Processes Arising in Progressively Censored Tests

Sen, Pranab Kumar

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p. 414-431

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Upper and Lower Probability Inferences for the Logistic Function

West, Sandra A.

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p. 400-413

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A Minimax Approach to Randomization and Estimation in Survey Sampling

Stenger, H.

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p. 395-399

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The Commutation Matrix: Some Properties and Applications

Magnus, Jan R. ; Neudecker, H.

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p. 381-394

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Invariance Principles for the Coupon Collector's Problem: A Martingale Approach

Sen, Pranab Kumar

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p. 372-380

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Composition Rules for Probabilities from Paired Comparisons

Latta, Robert B.

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p. 349-371

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Density Estimation in a Continuous-Time Stationary Markov Process

Nguyen, Hung T.

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p. 341-348

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Probability Density Estimation Using Delta Sequences

Walter, G. ; Blum, J.

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p. 328-340

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Remarks on Some Recursive Estimators of a Probability Density

Wegman, Edward J. ; Davies, H. I.

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p. 316-327

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The Strong Consistency of Maximum Likelihood Estimators for ARMA Processes

Rissanen, J. ; Caines, P. E.

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p. 297-315

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The Generalized Polya's Urn Design for Sequential Medical Trials

Wei, L. J.

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p. 291-296

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Admissible and Minimax Estimation for the Multinomial Distribution and for K Independent Binomial Distributions

Olkin, Ingram ; Sobel, Milton

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p. 284-290

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Estimation of Multinomial Probabilities

Alam, Khursheed

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p. 282-283

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Conjugate Priors for Exponential Families

Diaconis, Persi ; Ylvisaker, Donald

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p. 269-281

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Asymptotic Behavior of $M$-Estimators for the Linear Model

Yohai, Victor J. ; Maronna, Ricardo A.

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p. 258-268

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An Analysis of Cell Membrane Noise

Bevan, Stuart ; Kullberg, Richard ; Rice, John

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p. 237-257

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Differential Relations, in the Original Parameters, which Determine the First Two Moments of the Multiparameter Exponential Family

Johnson, Richard A. ; Ladalla, J. ; Liu, S. T.

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p. 232-235

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Further Remarks on Robust Estimation in Dependent Situations

Portnoy, Stephen L.

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p. 224-231

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Bounds on Expectations of Linear Systematic Statistics Based on Dependent Samples

Arnold, Barry C. ; Groeneveld, Richard A.

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p. 220-223

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Identification and Selection Procedures Based on Tests

Miescke, Klaus J.

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p. 207-219

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On Estimating the Slope of a Straight Line when Both Variables are Subject to Error

Spiegelman, Clifford

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p. 201-206

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Characterizations of Estimability in the General Linear Model

Alalouf, I. S. ; Styan, G. P. H.

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p. 194-200

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On Optimal Median Unbiased Estimators in the Presence of Nuisance Parameters

Pfanzagl, J.

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p. 187-193

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Bayesian Nonparametric Estimation Based on Censored Data

Ferguson, Thomas S. ; Phadia, Eswar G.

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p. 163-186

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Testing for Ellipsoidal Symmetry of a Multivariate Density

Beran, Rudolf

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p. 150-162

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Contributions to the Theory of Nonparametric Regression, with Application to System Identification

Schuster, E. ; Yakowitz, S.

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p. 139-149

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The Asymptotic Distribution of the Suprema of the Standardized Empirical Processes

Eicker, F.

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p. 116-138

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The Asymptotic Distribution of the Supremum of the Standardized Empirical Distribution Function on Subintervals

Jaeschke, D.

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p. 108-115

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On the Relation Between Fitting Autoregression and Periodogram with Applications

Sakai, Hideaki ; Soeda, Takashi ; Tokumaru, Hidekatsu

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p. 96-107

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Robustness of Design Against Autocorrelation in Time I: Asymptotic Theory, Optimality for Location and Linear Regression

Bickel, P. J. ; Herzberg, Agnes M.

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p. 77-95

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A Nonlinear Renewal Theory with Applications to Sequential Analysis II

Lai, T. L. ; Siegmund, D.

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p. 60-76

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Sequential Tests for Hypergeometric Distributions and Finite Populations

Lai, Tze Leung

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p. 46-59

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Optimum Significance Levels for Multistage Comparison Procedures

Lehmann, E. L. ; Shaffer, Juliet Popper

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p. 27-45

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Bootstrap Methods: Another Look at the Jackknife

Efron, B.

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p. 1-26

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