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Content
September 1988, Volume 40, Issue 3
- 491-505 Limiting properties of the occurrence/exposure rate and simple risk rate
by Z. Bai & P. Krishnaiah & Y. Yin - 507-520 On stochastic estimation
by Jens Kreiss - 521-540 The progressively truncated estimating functions and estimators
by Nobuo Inagaki - 541-553 Asymptotic theorems for estimating the distribution function under random truncation
by Wei-Min Huang & Wei-Yann Tsai - 555-563 Inadmissibility of the uncombined two-stage estimator when additional samples are available
by Tatsuya Kubokawa - 565-586 Bootstrapping the mode
by Joseph Romano - 587-602 A bayesian approach to nonparametric test problems
by Yosiyuki Sakamoto & Makio Ishiguro - 603-613 Regression type tests for parametric hypotheses based on optimally selected subsets of the order statistics
by R. Eubank & V. LaRiccia - 615-625 An integrated formulation for selecting the most probable multinomial cell
by Pinyuen Chen
June 1988, Volume 40, Issue 2
- 211-227 Application of autoregressive modelling for the analysis of clinical and other biological data
by Takao Wada & Makoto Jinnouchi & Yasuo Matsumura - 229-246 Multiplicity distributions in a two-component branching process
by Naomichi Suzuki & Minoru Biyajima - 247-260 Rank order statistics for time series models
by Lanh Tran - 261-265 Identifiability of finite mixtures using a new transform
by Khalaf Ahmad - 267-271 On characterizing the bivariate exponential and geometric distributions
by K. Muraleedharan Nair & N. Unnikrishnan Nair - 273-277 Recurrence relations for order statistics from n independent and non-identically distributed random variables
by N. Salakbishnan - 279-296 Asymptotic expansions for the distribution of quadratic forms in normal variables
by Sadanori Konishi & Naoto Niki & Arjun Gupta - 297-309 Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes
by Martin Crowder - 311-328 Second order asymptotic optimality of estimators for a density with finite cusps
by Masaflimi Akahira - 329-341 Entropy loss and risk of improved estimators for the generalized variance and precision
by Nariaki Sugiura & Yoshihiko Konno - 343-352 Consistent estimation of location region
by David Blough - 353-366 On generalization of the analysis of variance
by D. Fraser & P. McDunnough - 367-379 Incorporating historical information in testing for a trend in Poisson means
by Yasuki Kikuchi & Takashi Yanagawa - 381-394 Locally minimax tests in symmetrical distributions
by Narayan Giri - 395-406 Detection of multivariate outliers with location slippage or scale inflation in left orthogonally invariant or elliptically contoured distributions
by Takahiko Hara - 407-418 On the E- and MV-optimality of block designs having k≥v
by Mike Jacroux & Dexter Whittinghill
March 1988, Volume 40, Issue 1
- 1-28 Statistical identification and optimal control of thermal power plants
by H. Nakamura & Y. Toyota - 29-39 Likelihood analysis of spatial inhomogeneity for marked point patterns
by Yosihiko Ogata & Koichi Katsura - 41-59 Stochastic neurodynamics
by Kunio Yasue & Mari Jibu & Tetsuya Misawa & Jean-Claude Zambrini - 61-76 On the compounded bivariate Poisson distribution: A unified treatment
by S. Kocherlakota - 77-91 Occupancy with two types of balls
by Kazuo Nishimura & Masaaki Sibuya - 93-99 Characterization of conditional covariance and unified theory in the problem of ordering random variables
by Kentaro Nomakuchi & Toshio Sakata - 101-110 An eigenvalue approach to the limiting behavior of time series aggregates
by William Wei & Daniel Stram - 111-117 Convergence rates for two-stage confidence intervals based on U-statistics
by N. Mukhopadhyay & G. Vik - 119-135 Estimating common parameters of growth curve models
by Nariaki Sugiura & Tatsuya Kubokawa - 137-147 Simultaneous estimation of eigenvalues
by Dipak Dey - 149-163 Tests for the marginal probabilities in the two-way contingency table under restricted alternatives
by Kazuo Anraku & Akihiro Nishi & Takashi Yanagawa - 165-178 A class of multiple sample tests based on empirical coverages
by P. Mielke & Y. Yao - 179-186 Score and Wald tests for the multivariate growth curve model with missing data
by Kao-Tai Tsai & James Koziol - 187-193 On empirical Bayes with sequential component
by Dennis Gilliland & Rohana Karunamuni - 195-210 Kronecker factorial designs for multiway elimination of heterogeneity
by Rahul Mukerjee & Mausumi Sen
December 1977, Volume 29, Issue 1
- 1-8 A randomized response technique without making use of any randomizing device
by Koiti Takahasi & Hirotaka Sakasegawa - 9-20 An objective use of Bayesian models
by Hirotugu Akaike - 21-34 Estimation procedures based on preliminary test, shrinkage technique and information criterion
by Katuomi Hirano - 35-41 Two problems in multivariate analysis: BLUS residuals and testability of linear hypothesis
by Somesh Gupta - 43-57 A unified approach to coordinate-free multivariate analysis
by M. Stone - 59-66 On correct selection for a ranking problem
by W. Chiu - 67-75 An approximation formulaL q ≃α·ρ β /(1-ρ)
by Hirotaka Sakasegawa - 77-87 On the asymptotic distribution of the maximum of sums of a random number of I.I.D. random variables
by Prem Puri - 89-100 Some bounds on the distribution functions of linear combinations and applications
by Govind Mudholkar & Siddhartha Dalal - 101-118 A spectral limit theorem on a non-linear stochastic process with non-additive, independent, linear components
by K. Venkataraman - 119-130 Higher moments of moment estimators and even point estimators for the parameters of the Hermite distribution
by Y. Patel - 131-152 Two errors in statistical model fitting
by Nobuo Inagaki - 153-164 An extension of the method of maximum likelihood and the Stein's problem
by Hirotugu Akaike - 165-187 The weak convergence of the likelihood ratio random fields for Markov observations
by Yosihiko Ogata & Nobuo Inagaki - 189-201 Cramér-type conditions and quadratic mean differentiability
by Bruce Lind & George Roussas - 203-219 Asymptotic properties of the maximum probability estimates in Markov processes
by George Roussas - 221-233 Asymptotic expansions for the joint and marginal distributions of the latent roots ofS 1 S 2 −1
by Yasuko Chikuse - 235-246 Asymptotic expansions for the distributions of latent roots ofS h S e −1 and of certain test statistics in MANOVA
by Takafumi Isogai - 247-257 Covariance adjusted discriminant functions
by Peter Lachenbruch - 259-273 Inference concerning the population correlation coefficient from bivariate normal samples based on minimal observations
by G. Baikunth Nath - 275-286 Decomposition of infinitely divisible characteristic functions without Gaussian component
by Shigeru Mase - 287-293 Whitworth runs on a circle
by M. Stephens - 295-300 On methods for generating uniform random points on the surface of a sphere
by Yoshihiro Tashiro - 301-306 On the existence of search designs with continuous factors
by J. Srivastava & S. Ghosh - 307-315 On the independence of interdeparture intervals from single server queueing systems
by Toji Makino - 317-317 Corrections to “Estimation procedures based on preliminary test, shrinkage technique and information criterion”
by Katuomi Hirano - 319-332 On a search procedure for the optimal AR-MA order
by Genshiro Kitagawa - 333-358 Approximations to the probabilities of binomial and multinomial random variables and chi-square type statistics
by T. Matsunawa - 359-378 The likelihood ratio criterion and the asymptotic expansion of its distribution
by Takesi Hayakawa - 379-387 An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots
by Y. Fujikoshi - 389-396 Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix
by Sadanori Konishi - 397-406 Extension of Edgeworth type expansion of the distribution of the sums of I.I.D. random variables in non-regular cases
by Kei Takeuchi & Masafumi Akahira - 407-414 Regions of autocorrelation coefficients and of their estimators in a stationary time series
by Toshinao Nakatsuka - 415-431 On a spectral estimate obtained by an autoregressive model fitting
by Mituaki Huzii - 432-432 Corrections to “On a spectral estimate obtained by an autoregressive model fitting”
by Mituaki Huzii - 433-444 On linear classification procedures between two categories with known mean vectors and covariance matrices
by Akihiro Nishi - 445-466 Inequalities and an approximation formula for the mean delay time in tandem queueing systems
by Hirotaka Sakasegawa & Genji Yamazaki - 467-477 Estimation of the response curve in radioligand assays
by D. Finney - 479-507 Build-up of the notion of flanking
by Edward Barankin - 509-509 Correction to “properties of duality in tandem queueing systems”
by Genji Yamazaki & Hirotaka Sakasegawa - 511-525 Migration and prefectural identification in four Japanese prefectures
by Tatsuzo Suzuki & Ted Jitodai
December 1976, Volume 28, Issue 1
- 1-7 Orthogonal mesh sampling method
by Hirotaka Sakasegawa - 9-18 On characterizations of unimodality of discrete distributions
by S. Dharmadhikari & Kumar Jogdeo - 19-23 Asymptotic behaviour of maxima with periodic disturbances
by J. Oliveira - 25-33 Further results on simultaneous confidence intervals for the normal distribution
by R. Srinivasan & R. Wharton - 35-48 On the asymptotic efficiency of estimators in an autoregressive process
by Masafumi Akahira - 49-75 Asymptotic properties of dynamic stochastic parameter estimates
by Bernt Stigum - 77-89 Adaptive estimates for autoregressive processes
by Rudolf Beran - 91-97 Spectral analysis for a random process on the sphere
by Roch Roy - 99-109 On the existence of a random solution to a nonlinear perturbed stochastic integral equation
by A. Rao & Chris Tsokos - 111-121 A note on the Tukey-Hooke variance component results
by James Arvesen - 123-123 Correction to “On a stochastic inequality for the wilks statistic”
by A. Gupta - 125-144 Bayes theorem, information number and behavior of posteior distributions
by Nozomu Matsubara - 145-165 On the reduction to a complete class in multiple decision problems
by Masakatsu Murakami - 167-185 Some bayesian considerations of the choice of design for ranking, selection and estimation
by G. Tiao & B. Afonja - 187-199 Partial differential equations for hypergeometric functions of complex argument matrices and their applications
by Yasuko Chikuse - 201-220 Characterizations of the wishart distribution using regression properties
by F. Gordon & S. Gordon - 221-234 Estimation of a regression function by the parzen kernel-type density estimators
by Kazuo Noda - 235-247 Hodges-lehmann estimate of the location parameter in censored samples
by A. Ehsanes Saleh - 249-258 Approximately minimax tests for testing hypotheses about a random parameter with unknown distribution
by Bimal Sinha - 259-265 On the multivariatek-sample problem and the generalization of the Kolmogorov-Smirnov-test
by R. Ahmad - 267-275 The Smirnov distribution
by P. Kim - 277-290 Equitable quality level and error-areas under the operating characteristic curves of normal single sampling inspection plans (with σ known)
by M. Subrahmanya - 291-305 Some inequalities based on inverse factorial series
by T. Matsunawa - 307-308 A note on distribution-free confidence bounds for P (X>Y) whenX andY are dependent
by Z. Govindarajulu - 309-328 The new test criterion for the homogeneity of parameters of several populations
by Takesi Hayakawa - 329-342 Isotonic tests for spread and tail
by Takemi Yanagimoto & Masaaki Sibuya - 343-347 On the existence of maximum probability estimators
by Horst Wegner - 349-357 On asymptotic properties of the maximum likelihood estimates of the general growth curve model
by S. Chakravorti - 359-370 Asymptotically efficient estimators when the densities of the observations have discontinuities
by J. Wolfowitz - 371-384 On a new method of testing statistical hypotheses
by G. Trenkler - 385-387 A lower bound on bayes risk in classification problems
by S. Kirmani - 389-397 Rates in the empirical bayes estimation problem with non-identical components
by Thomas O'Bryan & V. Susarla - 399-401 Moments of the time to generate random variables by rejection
by J. Greenwood - 403-409 Properties of some test criteria for covariance matrix
by Hisao Nagao - 411-428 Two-stage and three-stage least squares estimation of dispersion matrix of disturbances in simulataneous equations
by V. Srivastava & Ramji Tiwari - 429-444 Certain estimation problems for multivariate hypergeometric models
by K. Janardan - 445-459 Stratified simple random sampling and prior distributions
by V. Reddy - 461-467 Bias reduction and efficiency of reconstructed ratio estimators for a finite universe
by J. Koop - 469-489 On identically distributed linear statistics
by Laurie Davies & Ryoichi Shimizu - 491-497 Characterizing the pareto and power distributions
by A. Dallas - 499-506 The asymptotic normality of certain combinatorial distributions
by Ch. Charalambides - 507-507 Corrections to “Bayes theorem, information number and behavior of posterior distributions”
by Nozomu Matsubara - 508-508 Correction to “On the reduction to a complete class in multiple decision problems”
by Masakatsu Murakami - 509-519 On the pattern of space division by territories
by Masami Hasegawa & Masaharu Tanemura
December 1975, Volume 27, Issue 1
- 1-32 Quantitative approach to a cross-societal research; A comparative study of Japanese character Part II
by Chikio Hayashi & Tatsuzo Suzuki - 33-44 Stratified random sampling; gain in precision due to stratification in the case of proportional allocation
by Takashi Yanagawa - 45-55 Asymptotic normality of the maximum likelihood estimate in the independent not identically distributed case
by A. Philippou & G. Roussas - 57-68 On some properties of a class of spearman rank statistics with applications
by Malay Ghosh - 69-78 On a class of rank scores tests for censored data
by M. Srivastava - 79-86 On von mises directions
by Thaung Lwin - 87-93 Characterization of distributions by the expected values of the order statistics
by J. Huang - 95-97 Integral expressions for tail probabilities of the negative multinomial distribution
by S. Joshi - 99-108 Asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis
by Yasunori Fujikoshi - 109-116 Some results on beta distributions with application to multivariate problems
by R. Bhargava - 117-142 On complexes of abelian groups with applications to fractional factorial designs
by H. Pesotan & B. Raktoe & W. Federer - 143-157 Balanced arrays of strength 2l and balanced fractional 2 m factorial designs
by Sumiyasu Yamamoto & Teruhiro Shirakura & Masahide Kuwada - 159-165 Some main effect plans for 3 n factorials
by A. Banerjee & A. Dey & G. Saha - 167-175 On some new second order rotatable designs
by T. Gupta & A. Dey - 177-180 Note on the construction of partially balanced arrays
by Sanpei Kageyama - 181-184 A note on C. G. Khatri's and a Scott's papers on multivariate normal distributions
by Zbyněk Šidák - 185-185 Corrections to “Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices”
by Hisao Nagao - 187-187 Corrections to “Some posterior distributions concerning normal samples with applications to analysis of variance model I problems”
by Umesh Naik - 189-199 On the error evaluation of the joint normal approximation for sample quantiles
by T. Matsunawa - 201-212 Properties of duality in tandem queueing systems
by Genji Yamazaki & Hirotaka Sakasegawa - 213-233 Classical asymptotic properties of a certain estimator related to the maximum likelihood estimator
by James Fu & Leon Gleser - 235-244 On minimum variance unbiased estimation for truncated binomial and negative binomial distributions
by T. Cacoullos & Ch. Charalambides - 245-258 Some problems of unbiased sequential binomial estimation
by Bikas Sinha & Bimal Sinha - 259-267 Bayes approach to interval estimation of a binomial parameter
by Ran Sharma - 269-272 On estimating the parameter of a truncated geometric distribution by the method of moments
by C. Kapadia & R. Thomasson - 273-280 Optimum stratification for equal allocation
by Ravindra Singh & Dev Parkash - 281-287 On a conjecture concerning the common content of anN-cube and a diagonal cylinder
by Mir Ali & Winston Richards - 289-298 Decomposition of infinitely divisible characteristic functions with absolutely continuous poisson spectral measure
by Shigeru Mase - 299-307 Non-parametricc-sample tests with regression
by J. Adichie - 309-317 Some distribution theory results for a regression model
by Prakash Joshi - 319-326 A note on box's general method of approximation for the null distributions of likelihood criteria
by Leon Gleser & Ingram Olkin - 327-339 Some one-sample hypothesis testing problems when there is a monotone sample from a multivariate normal population
by R. Bhargava - 341-348 On a stochastic inequality for the wilks statistic
by A. Gupta - 349-356 Testing the equality of covariance matrices under intraclass correlation models
by Chien-Pai Han - 357-363 Some distributions of the latent roots of a complex wishart matrix variate
by Fumiko Hirakawa - 365-375 Analysis of some mixed-models for block and split-plot designs
by R. Bhargava & K. Shah - 377-386 Note on balanced fractional 2 m factorial designs of resolution 2l+1
by Teruhiro Shirakura & Masahide Kuwada - 387-390 A note on relations between incomplete block and weighing designs
by G. Saha - 391-419 The weak convergence of likelihood ratio random fields and its applications
by Nobuo Inagaki & Yosihiko Ogata - 421-428 Some criteria for uniform asymptotic equivalence of real probability distributions
by Sadao Ikeda - 429-441 Asymptotic normality of H-L estimators based on dependent data
by Hira Koul - 443-462 Effect of auto-correlations on the optimum allocations in two phase stratified sampling—A bayesian approach
by Irwin Guttman & Charles Palit - 463-472 The small-disturbance asymptotic moment matrix ofk-class estimates of parameters of different equations in a complete system of simultaneous linear equations
by George Brown - 473-478 Approximations for the distributions of the extreme latent roots of three matrices
by Robb Muirhead & Yasuko Chikuse - 479-486 On tests for detecting change in mean when variance is unknown
by Ashish Sen & S. Srivastava - 487-500 Some nonparametric tests and selection procedures for main effects in two-way layouts
by A. Gore - 501-505 Bayes equivariant estimators in a crossed classification random effects model
by Hardeo Sahai - 507-520 On local limit theorems and Blackwell's renewal theorem for independent random variables
by Makoto Maejima - 521-523 Note on a Tukey test for ordered alternatives
by Walter Pirie & Myles Hollander - 525-527 Intervals and tests for weighted sum of percentiles θ(p) and θ(1−p) for symmetrical populations
by Grace Kelleher & John Walsh - 529-530 Note on an inequality for tactical configurations
by Sanpei Kageyama
December 1969, Volume 21, Issue 1
- 1-21 On the distribution of the latent roots of a positive definite random symmetric matrix I
by Takesi Hayakawa - 23-32 Non-central distributions ofith largest characteristic roots of three matrices concerning complex multivariate normal populations
by C. Khatri - 33-48 Testing for equality of means, equality of variances, and equality of covariances under restrictions upon the parameter space
by Leon Gleser & Ingram Olkin - 49-66 Power comparisons of tests of two multivariate hypotheses based on individual characteristic roots
by K. Sreeharan Pillai & Charles Dotson - 67-71 A note on the non-null distribution of the Wilks statistic in MANOVA
by Y. Asoh & Masashi Okamoto - 73-87 Nonparametric estimation in Markov processes
by George Roussas - 89-106 On some model of queueing system with state-dependent service time distributions
by Tosio Uematu - 107-116 Estimators for the parameters of a finite mixture of distributions
by Keewhan Choi - 117-125 Empirical Bayes procedure for (pattern) classification with stochastic learning
by Keewhan Choi - 127-136 Power function of the likelihood ratio test when range depends upon the parameter
by M. Jaiswal & C. Khatri - 137-148 On testing the equality of parameters ink triangular populations with unequal observations
by C. Khatri & M. Jaiswal - 149-161 Procedures for a best population problem when the criterion of bestness involves a fixed tolerance region
by Irwin Guttman & Roy Milton - 163-173 On the asymptotic theory of rank order tests for experiments involving paired comparisons
by Madan Puri & Pranab Sen - 175-183 On ergodic probability measures
by Nozomu Matubara - 185-193 Finite and infinite invariant measures for a measurable transformation
by Yoshihiro Kubokawa - 195-200 Remarks on finite invariant measures for one-parameter group of measurable transformations
by Yoshihiro Kubokawa - 201-210 Distribution of product and quotient of Bessel function variates
by Samuel Kotz & R. Srinivasan - 211-213 Fixed precision estimation in the class of IFR distribution
by J. Blum & Judah Rosenblatt - 215-218 The calculation of cumulants via conditioning
by David Brillinger - 219-220 A note on exponential bounds for binomial probabilities
by Olaf Krafft - 221-221 On the distribution of the maximum latent root of a positive definite symmetric random matrix
by Takesi Hayakawa - 223-223 Corrections to “On the empirical Bayes procedure (1)”
by Hirosi Hudimoto