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1996, Volume 59, Issue 2
1996, Volume 59, Issue 1 1-12 Strassen's LIL for the Lorenz Curve by Csörgo, Miklós & Zitikis, Ricardas [Downloadable! (restricted)]
13-21 On the Multivariate Compound Distributions by Wang, Y. H. [Downloadable! (restricted)]
22-33 Bivariate Extension of Lomax and Finite Range Distributions through Characterization Approach by Roy, Dilip & Gupta, R. P. [Downloadable! (restricted)]
34-59 Expansion of Perturbed Random Variables Based on Generalized Wiener Functionals by Sakamoto, Yuji & Yoshida, Nakahiro [Downloadable! (restricted)]
60-80 Limiting Behavior of RecursiveM-Estimators in Multivariate Linear Regression Models by Miao, B. Q. & Wu, Y. [Downloadable! (restricted)]
81-108 Likelihood Inference in the Errors-in-Variables Model by Murphy, S. A. & Van Der Vaart, A. W. [Downloadable! (restricted)]
1996, Volume 58, Issue 2 133-150 Incorporating Extra Information in Nonparametric Smoothing by Chen, Rong [Downloadable! (restricted)]
151-161 Estimation of Multinomial Probabilities under a Model Constraint by Gupta, A. K. & Ehsanes Saleh, A. K. Md. [Downloadable! (restricted)]
162-181 Bivariate Tensor-Product B-Splines in a Partly Linear Model by He, Xuming & Shi, Peide [Downloadable! (restricted)]
182-188 A Note on the Asymptotic Normality of Sample Autocorrelations for a Linear Stationary Sequence by He, Shuyuan [Downloadable! (restricted)]
189-196 Multivariate Variational Inequalities and the Central Limit Theorem by Papathanasiou, V. [Downloadable! (restricted)]
197-229 On Kendall's Process by Barbe, Philippe & Genest, Christian & Ghoudi, Kilani & Rémillard, Bruno [Downloadable! (restricted)]
1996, Volume 58, Issue 1 1-20 A Geometric Approach to an Asymptotic Expansion for Large Deviation Probabilities of Gaussian Random Vectors by Breitung, K. & Richter, W. -D. [Downloadable! (restricted)]
21-26 A Characterization of Halfspace Depth by Carrizosa, Emilio [Downloadable! (restricted)]
27-54 Covariate Screening in Mixed Linear Models by Richardson, A. M. & Welsh, A. H. [Downloadable! (restricted)]
55-81 Bayesian Local Influence for the Growth Curve Model with Rao's Simple Covariance Structure by Pan, Jian-Xin & Fang, Kai-Tai & Liski, Erkki P. [Downloadable! (restricted)]
82-95 Characterization of Discrete Random Vectors by Conditional Expectations by Marin, J. & Ruiz, J. M. & Zoroa, P. [Downloadable! (restricted)]
96-106 The Distribution of the Covariance Matrix for a Subset of Elliptical Distributions with Extension to Two Kurtosis Parameters by Steyn, H. S. [Downloadable! (restricted)]
107-131 Nonparametric Estimation of the Bivariate Survival Function with Truncated Data by van der Laan, Mark J. [Downloadable! (restricted)]
1996, Volume 57, Issue 2 175-190 Order Determination for Multivariate Autoregressive Processes Using Resampling Methods by Chen, Changhua & Davis, Richard A. & Brockwell, Peter J. [Downloadable! (restricted)]
191-214 Estimation of the Location of the Maximum of a Regression Function Using Extreme Order Statistics by Chen, Hung & Huang, Mong-Na Lo & Huang, Wen-Jang [Downloadable! (restricted)]
215-227 Strong Consistency of Bayes Estimates in Stochastic Regression Models by Hu, Inchi [Downloadable! (restricted)]
228-239 The Limit Distribution of the Largest Interpoint Distance from a Symmetric Kotz Sample by Henze, Norbert & Klein, Timo [Downloadable! (restricted)]
240-265 Multivariate Distributions from Mixtures of Max-Infinitely Divisible Distributions by Joe, Harry & Hu, Taizhong [Downloadable! (restricted)]
266-276 A Preliminary Test in Discriminant Analysis by Bar-Hen, Avner [Downloadable! (restricted)]
277-296 Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes by Paparoditis, Efstathios [Downloadable! (restricted)]
1996, Volume 57, Issue 1 1-36 Asymptotic Expansions for Perturbed Systems on Wiener Space: Maximum Likelihood Estimators by Yoshida, Nakahiro [Downloadable! (restricted)]
37-51 The Number of Points of an Empirical or Poisson Process Covered by Unions of Sets by Auer, P. & Hornik, K. [Downloadable! (restricted)]
52-68 Second-Order Pitman Admissibility and Pitman Closeness: The Multiparameter Case and Stein-Rule Estimators by Ghosh, Jayanta K. & Mukerjee, Rahul & Sen, Pranab K. [Downloadable! (restricted)]
69-83 Stochastic Orders for Spacings of Heterogeneous Exponential Random Variables by Kochar, Subhash C & Korwar, Ramesh [Downloadable! (restricted)]
84-100 ConditionalU-Statistics for Dependent Random Variables by Harel, Michel & Puri, Madan L. [Downloadable! (restricted)]
101-118 Asymptotic Normality for a Vector Stochastic Difference Equation with Applications in Stochastic Approximation by Zhu, Yunmin [Downloadable! (restricted)]
119-141 Resampling Permutations in Regression without Second Moments by Lepage, Raoul & Podgórski, Krzysztof [Downloadable! (restricted)]
142-155 On the Studentisation of Random Vectors by Vu, H. T. V. & Maller, R. A. & Klass, M. J. [Downloadable! (restricted)]
156-174 Projection Method for Moment Bounds on Order Statistics from Restricted Families: I. Dependent Case by Gajek, Leslaw & Rychlik, Tomasz [Downloadable! (restricted)]
1996, Volume 56, Issue 2 165-184 On the Accuracy of Binned Kernel Density Estimators by Hall, Peter & Wand, M. P. [Downloadable! (restricted)]
185-206 Penalized Likelihood-type Estimators for Generalized Nonparametric Regression by Cox, Dennis D. & O'Sullivan, Finbarr [Downloadable! (restricted)]
207-231 Identification of Refined ARMA Echelon Form Models for Multivariate Time Series by Nsiri, Saïd & Roy, Roch [Downloadable! (restricted)]
232-244 A Bayesian Decision Theory Approach to Classification Problems by Johnson, Richard A. & Mouhab, Abderrahmane [Downloadable! (restricted)]
245-258 Double Shrinkage Estimators in the GMANOVA Model by Kariya, Takeaki & Konno, Yoshihiko & Strawderman, William E. [Downloadable! (restricted)]
259-283 Nonparametric Approach for Non-Gaussian Vector Stationary Processes by Taniguchi, Masanobu & Puri, Madan L. & Kondo, Masao [Downloadable! (restricted)]
284-302 Extreme Value Asymptotics for Multivariate Renewal Processes by Steinebach, Josef & Eastwood, Vera R. [Downloadable! (restricted)]
303-332 Some Asymptotic Formulae for Gaussian Distributions by Yurinsky, V. V. [Downloadable! (restricted)]
333-350 A Multivariate CLT for Local Dependence withn-1/2 log nRate and Applications to Multivariate Graph Related Statistics by Rinott, Yosef & Rotar, Vladimir [Downloadable! (restricted)]
1996, Volume 56, Issue 1 1-19 Asymptotic Distribution of Restricted Canonical Correlations and Relevant Resampling Methods by Das, Shubhabrata & Sen, Pranab Kumar [Downloadable! (restricted)]
20-41 Linkages: A Tool for the Construction of Multivariate Distributions with Given Nonoverlapping Multivariate Marginals by Li, Haijun & Scarsini, Marco & Shaked, Moshe [Downloadable! (restricted)]
42-59 On Edgeworth Expansion and Moving Block Bootstrap for StudentizedM-Estimators in Multiple Linear Regression Models by Lahiri, Soumendra Nath [Downloadable! (restricted)]
60-74 A Measure of Association for Bivariate Frailty Distributions by Manatunga, Amita K. & Oakes, David [Downloadable! (restricted)]
75-89 Bivariate Dependence Properties of Order Statistics by Boland, Philip J. & Hollander, Myles & Joag-Dev, Kumar & Kochar, Subhash [Downloadable! (restricted)]
90-119 On Joint Estimation of Regression and Overdispersion Parameters in Generalized Linear Models for Longitudinal Data by Sutradhar, Brajendra C. & Rao, R. Prabhakar [Downloadable! (restricted)]
120-152 On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models by Gombay, Edit & Horváth, Lajos [Downloadable! (restricted)]
153-163 WBF Property and Stochastical Monotonicity of the Markov Process Associated to Schur-Constant Survivial Functions by Caramellino, Lucia & Spizzichino, Fabio [Downloadable! (restricted)]
1995, Volume 55, Issue 2 133-148 Functional Limit Theorems for Row and Column Exchangeable Arrays by Ivanoff, B. G. & Weber, N. C. [Downloadable! (restricted)]
149-164 Minimal Moments and Cumulants of Symmetric Matrices: An Application to the Wishart Distribution by Kollo, T. & Vonrosen, D. [Downloadable! (restricted)]
165-186 Asymptotic Distributions of Some Test Criteria for the Covariance Matrix in Elliptical Distributions under Local Alternatives by Purkayastha, S. & Srivastava, M. S. [Downloadable! (restricted)]
187-204 Consistency of Posterior Mixtures in the Gaussian Family on a Hilbert Space and Its Applications by Majumdar, S. [Downloadable! (restricted)]
205-218 Estimation of Non-sharp Support Boundaries by Hardle, W. & Park, B. U. & Tsybakov, A. B. [Downloadable! (restricted)]
219-229 Bivariate Discrete Measures via a Power Series Conditional Distribution and a Regression by Wesolowski, J. [Downloadable! (restricted)]
230-245 Interval Estimation in Structural Errors-in-Variables Model with Partial Replication by Huwang, L. [Downloadable! (restricted)]
246-260 Deconvolving a Density from Partially Contaminated Observations by Hesse, C. H. [Downloadable! (restricted)]
261-282 Constructing Multivariate Distributions with Specific Marginal Distributions by Koehler, K. J. & Symanowski, J. T. [Downloadable! (restricted)]
283-311 Bayesian Analysis for Random Coefficient Regression Models Using Noninformative Priors by Yang, R. Y. [Downloadable! (restricted)]
312-319 A Hotelling's T2-Type Statistic for Testing against One-Sided Hypotheses by Silvapulle, M. J. [Downloadable! (restricted)]
320-330 Cone Order Association by Cohen, A. & Sackrowitz, H. B. & Samuelcahn, E. [Downloadable! (restricted)]
331-339 Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices by Silverstein, J. W. [Downloadable! (restricted)]
340-348 Asymptotics of Multivariate Randomness Statistics by Ghoudi, K. [Downloadable! (restricted)]
1995, Volume 55, Issue 1 1-13 Bounds for the Breakdown Point of the Simplicial Median by Chen, Z. Q. [Downloadable! (restricted)]
14-28 Hadamard Differentiability on D[0,1]p by Ren, J. J. & Sen, P. K. [Downloadable! (restricted)]
29-38 A Bahadur-Kiefer Theorem beyond the Largest Observation by Einmahl, J. H. J. [Downloadable! (restricted)]
39-60 On Estimating a Linear Combination of Strata Means with Random Sample Sizes by He, K. [Downloadable! (restricted)]
61-81 Density Estimation under Qualitative Assumptions in Higher Dimensions by Polonik, W. [Downloadable! (restricted)]
82-104 Asymptotic Properties of Maximum Likelihood Estimates in a Class of Space-Time Regression Models by Niu, X. F. [Downloadable! (restricted)]
105-124 Factor Analysis and Principal Components by Schneeweiss, H. & Mathes, H. [Downloadable! (restricted)]
125-132 An Extension of a Theorem on Gambling Systems by Liu, W. & Wang, Z. Z. [Downloadable! (restricted)]
1995, Volume 54, Issue 2 163-174 Likelihood Based Inference for Cause Specific Hazard Rates under Order Restrictions by Dykstra, R. & Kochar, S. & Robertson, T. [Downloadable! (restricted)]
175-192 On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices by Silverstein, J. W. & Bai, Z. D. [Downloadable! (restricted)]
193-209 Bahadur Representation of the Kernel Quantile Estimator under Random Censorship by Xiang, X. J. [Downloadable! (restricted)]
210-226 Some Simple U-Statistic Tests for Uniformity on Certain Homogeneous Spaces by Chan, O. & Naiman, D. Q. [Downloadable! (restricted)]
227-238 Asymptotic Normality of L1-Estimators in Nonlinear Regression by Wang, J. D. [Downloadable! (restricted)]
239-252 Strassen's Law of the Iterated Logarithm for the Lorenz Curves by Rao, C. R. [Downloadable! (restricted)]
253-283 Nonparametric Regression with Censored Covariates by Dabrowska, D. M. [Downloadable! (restricted)]
284-294 On the Uniform Approximation of Laplace's Prior by t-Priors in Location Problems by Mukhopadhyay, S. & Ghosh, M. [Downloadable! (restricted)]
295-309 Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices by Silverstein, J. W. & Choi, S. I. [Downloadable! (restricted)]
310-328 Robust Hierarchical Bayes Estimation of Small Area Characteristics in the Presence of Covariates and Outliers by Datta, G. S. & Lahiri, P. [Downloadable! (restricted)]
329-354 Divergence-Based Estimation and Testing of Statistical Models of Classification by Menendez, M. & Morales, D. & Pardo, L. & Vajda, I. [Downloadable! (restricted)]
1995, Volume 54, Issue 1 1-17 Multivariate Liouville Distributions, IV by Gupta, R. D. & Richards, D. S. P. [Downloadable! (restricted)]
18-31 Large Sample Asymptotic Theory of Tests for Uniformity on the Grassmann Manifold by Chikuse, Y. & Watson, G. S. [Downloadable! (restricted)]
32-76 How to Measure the Error of an M-Estimate and Report It Conservatively by Kanter, M. [Downloadable! (restricted)]
77-90 Asymptotic Distribution of Smoothers Based on Local Means and Local Medians under Dependence by Boente, G. & Fraiman, R. [Downloadable! (restricted)]
91-112 Testing Multivariate Symmetry by Heathcote, C. R. & Rachev, S. T. & Cheng, B. [Downloadable! (restricted)]
113-125 Nonnegative Minimum Biased Quadratic Estimation in the Linear Regression Models by Gnot, S. & Trenkler, G. & Zmyslony, R. [Downloadable! (restricted)]
126-146 Score Tests for Fixed Effects and Overdispersion Components in Nonlinear Models for Repeated Measures by Das, K. & Sutradhar, B. C. [Downloadable! (restricted)]
147-162 Improvement of Some Multidimensional Estimates by Reduction of Dimensionality by Ferre, L. [Downloadable! (restricted)]
1995, Volume 53, Issue 2 181-193 Conditional Distributions and Characterizations of Multivariate Stable Distribution by Nguyen, T. T. [Downloadable! (restricted)]
194-209 Shrinkage Positive Rule Estimators for Spherically Symmetrical Distributions by Cellier, D. & Fourdrinier, D. & Strawderman, W. E. [Downloadable! (restricted)]
210-236 Estimation of Variance Components in Mixed Linear Models by Kubokawa, T. [Downloadable! (restricted)]
237-246 The Power of F Tests Under Regression Models with Nested Error Structure by Rao, J. N. K. & Wang, S. G. [Downloadable! (restricted)]
247-263 Large Quantile Estimation in a Multivariate Setting by Dehaan, L. & Huang, X. [Downloadable! (restricted)]
264-278 On Linear Discriminant Analysis with Adaptive Ridge Classification Rules by Loh, W. L. [Downloadable! (restricted)]
279-292 Convergence of Weighted Sums and Laws of Large Numbers in D([0,1]; E) by Schiopukratina, I. & Daffer, P. [Downloadable! (restricted)]
293-310 Parametric Schur Convexity and Arrangement Monotonicity Properties of Partial Sums by Shaked, M. & Shanthikumar, J. G. & Tong, Y. L. [Downloadable! (restricted)]
311-331 Loss Estimation for Spherically Symmetrical Distributions by Fourdrinier, D. & Wells, M. T. [Downloadable! (restricted)]
332-342 Generalization of the Mahalanobis Distance in the Mixed Case by Barhen, A. & Daudin, J. J. [Downloadable! (restricted)]
1995, Volume 53, Issue 1 1-17 Unbiasedness of the Likelihood Ratio Test for Lattice Conditional Independence Models by Andersson, S. A. & Perlman, M. D. [Downloadable! (restricted)]
18-38 Testing Lattice Conditional Independence Models by Andersson, S. A. & Perlman, M. D. [Downloadable! (restricted)]
39-51 Principal Points and Self-Consistent Points of Symmetrical Multivariate Distributions by Tarpey, T. [Downloadable! (restricted)]
52-66 Improving on the Positive Part of the UMVUE of a Noncentrality Parameter of a Noncentral Chi-Square Distribution by Shao, P. Y. S. & Strawderman, W. E. [Downloadable! (restricted)]
67-93 Asymptotic Behaviors of Some Measures of Accuracy in Nonparametric Curve Estimation with Dependent Observations by Kim, T. Y. & Cox, D. D. [Downloadable! (restricted)]
94-109 Single Linkage Clustering and Continuum Percolation by Penrose, M. D. [Downloadable! (restricted)]
110-125 Multivariate Exponential and Geometric Distributions with Limited Memory by Marshall, A. W. & Olkin, I. [Downloadable! (restricted)]
126-138 Expansion of the Scale Mixture of the Multivariate Normal Distribution with Error Bound Evaluated in the L1-Norm by Shimizu, R. [Downloadable! (restricted)]
139-158 Missing Data Imputation Using the Multivariate t Distribution by Liu, C. [Downloadable! (restricted)]
159-179 The Law of the Iterated Logarithm for the Multivariate Nearest Neighbor Density Estimators by Ralescu, S. S. [Downloadable! (restricted)]
1995, Volume 52, Issue 2 181-198 On the Strong Law of Large Numbers and the Law of the Logarithm for Weighted Sums of Independent Random Variables with Multidimensional Indices by Li, D. L. & Rao, M. B. & Wang, X. C. [Downloadable! (restricted)]
199-244 Generalized Poisson Distributions as Limits of Sums for Arrays of Dependent Random Vectors by Kobus, M. [Downloadable! (restricted)]
245-258 Likelihood Ratio Tests for Principal Components by Dumbgen, L. [Downloadable! (restricted)]
259-279 Asymptotic Normality of a Class of Adaptive Statistics with Applications to Synthetic Data Methods for Censored Regression by Lai, T. L. & Ying, Z. L. & Zheng, Z. K. [Downloadable! (restricted)]
280-294 Moments of Generalized Wishart Distributions by Wong, C. S. & Liu, D. S. [Downloadable! (restricted)]
295-307 On Rohlf's Method for the Detection of Outliers in Multivariate Data by Caroni, C. & Prescott, P. [Downloadable! (restricted)]
308-324 Estimation of a Normal Covariance Matrix with Incomplete Data under Stein's Loss by Konno, Y. [Downloadable! (restricted)]
325-337 The Effects of Nonnormality of Tests for Dimensionality in Canonical Correlation and MANOVA Models by Seo, T. & Kanda, T. & Fujikoshi, Y. [Downloadable! (restricted)]
338-351 Shrinkage Estimators under Spherical Symmetry for the General Linear Model by Cellier, D. & Fourdrinier, D. [Downloadable! (restricted)]
1995, Volume 52, Issue 1 1-14 A Continuous Metric Scaling Solution for a Random Variable by Cuadras, C. M. & Fortiana, J. [Downloadable! (restricted)]
15-44 Limit Behavior of Quadratic Forms of Moving Averages and Statistical Solutions of the Burgers' Equation by Hu, Y. M. & Woyczynski, W. A. [Downloadable! (restricted)]
45-72 The Repeated Median Intercept Estimator: Influence Function and Asymptotic Normality by Hossjer, O. & Rousseeuw, P. J. & Ruts, I. [Downloadable! (restricted)]
73-82 Minimax Estimators of the Mean Vector in Normal Mixed Linear Models by Bilodeau, M. [Downloadable! (restricted)]
83-106 Some Continuous Edgeworth Expansions for Markov Chains with Applications to Bootstrap by Datta, S. & Mccormick, W. P. [Downloadable! (restricted)]
107-130 Strong Approximation Theorems for Independent Random Variables and Their Applications by Shao, Q. M. [Downloadable! (restricted)]
131-139 Bivariate Extension of the Method of Polynomials for Bonferroni-Type Inequalities by Galambos, J. & Xu, Y. [Downloadable! (restricted)]
140-157 Estimation of the Variance of Partial Sums for [rho]-Mixing Random Variables by Peligrad, M. & Shao, Q. M. [Downloadable! (restricted)]
158-180 Central Limit Theorem, Weak Law of Large Numbers for Martingales in Banach Spaces, and Weak Invariance Principle - A Quantitative Study by Anastassiou, G. A. [Downloadable! (restricted)]
1994, Volume 51, Issue 2 211-239 Limiting Behavior of M-Estimators of Regression Coefficients in High Dimensional Linear Models I. Scale Dependent Case by Bai, Z. D. & Wu, Y. [Downloadable! (restricted)]
240-251 Limiting Behavior of M-Estimators of Regression-Coefficients in High Dimensional Linear Models II. Scale-Invariant Case by Bai, Z. D. & Wu, Y. [Downloadable! (restricted)]
252-264 Uniform Convergence of Probability Measures: Topological Criteria by Lucchetti, R. & Salinetti, G. & Wets, R. J. B. [Downloadable! (restricted)]
265-276 Combining Independent Tests in Multivariate Linear Models by Zhou, L. P. & Mathew, T. [Downloadable! (restricted)]
277-293 Comparing Empirical Likelihood and Bootstrap Hypothesis Tests by Chen, S. X. [Downloadable! (restricted)]
294-317 On the Asymptotic Relative Efficiency of Gaussian and Least Squares Estimators for Vector ARMA Models by Poskitt, D. S. & Salau, M. O. [Downloadable! (restricted)]
318-337 Regression Quantiles and Related Processes Under Long Range Dependent Errors by Koul, H. L. & Mukherjee, K. [Downloadable! (restricted)]
338-351 An Extension of the Csörgo-Horváth Functional Limit Theorem and Its Applications to Changepoint Problems by Ferger, D. [Downloadable! (restricted)]
352-371 Asymptotically Optimal Balloon Density Estimates by Hall, P. & Huber, C. & Owen, A. & Coventry, A. [Downloadable! (restricted)]
372-391 On the Applications of Divergence Type Measures in Testing Statistical Hypotheses by Salicru, M. & Morales, D. & Menendez, M. L. & Pardo, L. [Downloadable! (restricted)]
392-413 Random Quadratic Forms and the Bootstrap for U-Statistics by Dehling, H. & Mikosch, T. [Downloadable! (restricted)]
414-431 Mixed Limit Theorems for Pattern Analysis by Grenander, U. & Sethuraman, J. [Downloadable! (restricted)]
432-444 Domains of Semi-Stable Attraction of Nonnormal Semi-Stable Laws by Scheffler, H. P. [Downloadable! (restricted)]
1994, Volume 51, Issue 1 1-16 Principal Component Analysis for a Stationary Random Function Defined on a Locally Compact Abelian Group by Boudou, A. & Dauxois, J. [Downloadable! (restricted)]
17-45 Strong Approximation of the Quantile Processes and Its Applications under Strong Mixing Properties by Fotopoulos, S. B. & Ahn, S. K. [Downloadable! (restricted)]
46-53 Some Properties of the Homogeneous Multivariate Pareto (IV) Distribution by Yeh, H. C. [Downloadable! (restricted)]
54-70 Likelihood Ratio and Cumulative Sum Tests for a Change-Point in Linear Regression by Kim, H. J. [Downloadable! (restricted)]
71-82 Lp-Convergence of Conditional U-Statistics by Stute, W. [Downloadable! (restricted)]
83-101 Improved Nonnegative Estimation of Variance Components in Balanced Multivariate Mixed Models by Mathew, T. & Niyogi, A. & Sinha, B. K. [Downloadable! (restricted)]
102-120 Algorithms in Convex Analysis to Fit lp-Distance Matrices by Mathar, R. & Meyer, R. [Downloadable! (restricted)]
121-138 On the Validity of Edgeworth and Saddlepoint Approximations by Booth, J. G. & Hall, P. & Wood, A. T. A. [Downloadable! (restricted)]
139-147 Consistency Property of Elliptic Probability Density Functions by Kano, Y. [Downloadable! (restricted)]
148-177 Asymptotics of Generalized S-Estimators by Hossjer, O. & Croux, C. & Rousseeuw, P. J. [Downloadable! (restricted)]
178-200 New Perspectives on Linear Calibration by Kubokawa, T. & Robert, C. P. [Downloadable! (restricted)]
201-209 A Test to Determine Closeness of Multivariate Satterthwaite's Approximation by Khuri, A. I. & Mathew, T. & Nel, D. G. [Downloadable! (restricted)]
1994, Volume 50, Issue 2 1994, Volume 50, Issue 1 1-16 Exact Behavior of Gaussian Measures of Translated Balls in Hilbert Spaces by Linde, W. & Rosinski, J. [Downloadable! (restricted)]
17-29 The Kaplan-Meier Estimate for Dependent Failure Time Observations by Ying, Z. & Wei, L. J. [Downloadable! (restricted)]
30-40 Series Estimation of Semilinear Models by Donald, S. G. & Newey, W. K. [Downloadable! (restricted)]
41-54 Two-Sample Test Statistics for Measuring Discrepancies Between Two Multivariate Probability Density Functions Using Kernel-Based Density Estimates by Anderson, N. H. & Hall, P. & Titterington, D. M. [Downloadable! (restricted)]
55-67 On the Dependence of Structure of Multivariate Processes and Corresponding Hitting Times by Ebrahimi, N. [Downloadable! (restricted)]
68-92 Optimal Linear Filtering and Smoothing for a Discrete Time Stable Linear Model by Rutkowski, M. [Downloadable! (restricted)]
93-114 Consistency of M-Estimates in General Regression Models by Liese, F. & Vajda, I. [Downloadable! (restricted)]
115-131 Optimal Stopping-Related Inequalities for Iid Random Variables when the Future Is Discounted by Boshuizen, F. A. [Downloadable! (restricted)]
132-151 On Some Integer-Valued Autoregressive Moving Average Models by Aly, E. E. A. A. & Bouzar, N. [Downloadable! (restricted)]
152-173 Asymptotic Normality of Random Fields of Positively or Negatively Associated Processes by Roussas, G. G. [Downloadable! (restricted)]
1994, Volume 49, Issue 2 179-201 Linear Regression with Censoring by Srinivasan, C. & Zhou, M. [Downloadable! (restricted)]
202-217 Optimality Properties of Empirical Estimators for Multivariate Point Processes by Greenwood, P. E. & Wefelmeyer, W. [Downloadable! (restricted)]
218-241 Exponential Mixture Models with Long-Term Survivors and Covariates by Ghitany, M. E. & Maller, R. A. & Zhou, S. [Downloadable! (restricted)]
242-254 A Simple Wavelet Approach to Nonparametric Regression from Recursive Partitioning Schemes by Engel, J. [Downloadable! (restricted)]
255-265 On Bootstrapping M-Estimated Residual Processes in Multiple Linear-Regression Models by Koul, H. L. & Lahiri, S. N. [Downloadable! (restricted)]
266-277 Unitary Actions of Lévy Flows of Diffeomorphisms by Applebaum, D. [Downloadable! (restricted)]
278-286 Law of the Logarithm for Density and Hazard Rate Estimation for Censored Data by Xiang, X. J. [Downloadable! (restricted)]
287-298 Convergence of Adaptive Direction Sampling by Roberts, G. O. & Gilks, W. R. [Downloadable! (restricted)]
1994, Volume 49, Issue 1 1-23 Moments for Left Elliptically Contoured Random Matrices by Wong, C. S. & Liu, D. [Downloadable! (restricted)]
24-40 Empirical Likelihood Confidence Intervals for Linear Regression Coefficients by Chen, S. X. [Downloadable! (restricted)]
41-54 Asymptotics for Multivariate t-Statistic and Hotelling's T2-Statistic Under Infinite Second Moments via Bootstrapping by Sepanski, S. J. [Downloadable! (restricted)]
55-75 Principal Components Selection by the Criterion of the Minimum Mean Difference of Complexity by Qian, G. Q. & Gabor, G. & Gupta, R. P. [Downloadable! (restricted)]
76-86 The Law of Large Numbers for Product Partial Sum Processes Indexed by Sets by Kwon, J. S. [Downloadable! (restricted)]
87-96 A Simple Approximation to the Bivariate Normal Distribution with Large Correlation Coefficient by Albers, W. & Kallenberg, W. C. M. [Downloadable! (restricted)]
97-109 Bootstrapping Multivariate U-Quantiles and Related Statistics by Helmers, R. & Huskova, M. [Downloadable! (restricted)]
110-131 Asymptotic Properties of the Estimators for Multivariate Components of Variance by Remadi, S. & Amemiya, Y. [Downloadable! (restricted)]
132-149 A Locally Correlated Process and Its Applications in Bayesian Estimation by Liu, G. [Downloadable! (restricted)]
150-163 Uniform Strong Consistent Estimation of an Ifra Distribution Function by Rojo, J. & Samaniego, F. J. [Downloadable! (restricted)]
164-178 Characteristic Functions of a Class of Elliptic Distributions by Kotz, S. & Ostrovskii, I. [Downloadable! (restricted)]
1994, Volume 48, Issue 2 169-187 Higher Order Asymptotic Theory for Discriminant Analysis in Exponential Families of Distributions by Taniguchi, M. [Downloadable! (restricted)]
188-202 Halfplane Trimming for Bivariate Distributions by Masse, J. C. & Theodorescu, R. [Downloadable! (restricted)]
203-227 Invariant Measures for Transient Reflected Brownian Motion in a Wedge: Existence and Uniqueness by Deblassie, R. D. [Downloadable! (restricted)]
228-248 Statistical Analysis of Curved Probability Densities by Taniguchi, M. & Watanabe, Y. [Downloadable! (restricted)]
249-274 The Asymptotic Distribution of Sample Autocorrelations for a Class of Linear Filters by Cavazoscadena, R. [Downloadable! (restricted)]
275-296 On the Likelihood Ratio for Two-Parameter Discrete Space Stochastic Processes by Luesink, R. [Downloadable! (restricted)]
297-314 Weak Convergence of Weighted Empirical U-Statistics Processes for Dependent Random Variables by Harel, M. & Ocinneide, C. A. & Puri, M. L. [Downloadable! (restricted)]
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This page was last updated on 2009-12-30.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .