## Content

### August 1991, Volume 38, Issue 2

**213-232 Expansions for the multivariate chi-square distribution***by*Royen, T.**233-240 Decision theoretic analysis of spherical regression***by*Kim, Peter T.**241-244 On the conditional probability density functions of multivariate uniform random vectors and multivariate normal random vectors***by*Choi, ByoungSeon**245-261 A Cramér-Rao type lower bound for estimators with values in a manifold***by*Hendriks, Harrie**262-274 Improved estimators for the GMANOVA problem with application to Monte Carlo simulation***by*Tan, Ming**275-293 Pseudoisotropic random walks on free groups and semigroups***by*Voit, Michael**294-305 A local breakdown property of robust tests in linear regression***by*He, Xuming**306-318 Empirical Bayes minimax estimators of matrix normal means***by*Ghosh, Malay & Shieh, Gwowen**319-332 Convergence of weighted sums of random functions in D[0, 1]***by*Daffer, Peter Z.**333-365 Rate of convergence in CLT on stratified groups***by*Pap, Gyula**366-384 Asymptotic variance estimation in multivariate distributions***by*Rukhin, Andrew L.**385-393 Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case***by*Ghosh, J. K. & Mukerjee, Rahul

### July 1991, Volume 38, Issue 1

**1-14 The conditional expectation as estimator of normally distributed random variables with values in infinitely dimensional Banach spaces***by*Krug, P.**15-35 Quantum stochastic processes with independent additive increments***by*Schürmann, Michael**36-50 Rates of convergence in multivariate extreme value theory***by*Omey, E. & Rachev, S. T.**51-69 Limit distributions for measures of multivariate skewness and kurtosis based on projections***by*Baringhaus, L. & Henze, N.**70-81 On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles***by*Hall, Peter & Martin, Michael A.**82-99 On rates of convergence of stochastic relaxation for Gaussian and non-Gaussian distributions***by*Amit, Yali**100-113 Asymptotic behavior of regression quantiles in non-stationary, dependent cases***by*Portnoy, Stephen**114-140 Marcinkiewicz-type strong laws for partially exchangeable arrays***by*Rieders, Eric**141-148 An elementary proof for an extended version of the Choquet-Deny theorem***by*Rao, C. Radhakrishna & Shanbhag, D. N.**149-166 Curve estimation for mn-decomposable time series including bilinear processes***by*Chanda, K. C. & Ruymgaart, F. H.

### May 1991, Volume 37, Issue 2

**135-150 On the calculation of cumulants of estimators arising from a linear time series regression model***by*Zhang, Hong-Ching & Shaman, Paul**151-179 A smooth conditional quantile estimator and related applications of conditional empirical processes***by*Mehra, K. L. & Sudhakara Rao, M. & Upadrasta, S. P.**180-196 Nonparametric regression estimation in models with weak error's structure***by*Fraiman, Ricardo & Iribarren, Gonzalo Pérez**197-222 Comparing sweep strategies for stochastic relaxation***by*Amit, Y. & Grenander, U.**223-238 Third-order asymptomic properties of a class of test statistics under a local alternative***by*Taniguchi, Masanobu**239-258 Capacity of dimension-limited channels***by*Baker, C. R.**259-268 A weak law for normed weighted sums of random elements in rademacher type p banach spaces***by*Adler, André & Rosalsky, Andrew & Taylor, Robert L.**269-278 A generalization of the Chung-Mogul'skii law of the iterated logarithm***by*Shi, Z.

### April 1991, Volume 37, Issue 1

**1-23 White noise approach to multiparameter stochastic integration***by*Redfern, Mylan**24-45 Correlation theory of almost periodically correlated processes***by*Hurd, Harry L.**46-65 The prediction theory of stationary random fields. III. Fourfold Wold decompositions***by*Chiang, Tse-Pei**66-75 A nonparametric test of fit of a parametric model***by*Kozek, Andrzej S.**76-84 Prophet region for independent random variables with a discount factor***by*Boshuizen, Frans**85-103 Optimal parameter choice for error minimization in bivariate histograms***by*Huesemann, J. A. & Terrell, G. R.**104-114 Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions***by*Rinott, Yosef & Samuel-Cahn, Ester**115-134 Sample path properties of stochastic processes represented as multiple stable integrals***by*Rosinski, Jan & Samorodnitsky, Gennady & Taqqu, Murad S.

### February 1991, Volume 36, Issue 2

**145-162 High dimensional limit theorems and matrix decompositions on the Stiefel manifold***by*Chikuse, Yasuko**163-174 Estimating covariance matrices II***by*Loh, Wei-Liem**175-198 Maximum likelihood estimation for noncausal autoregressive processes***by*Breid, F. Jay & Davis, Richard A. & Lh, Keh-Shin & Rosenblatt, Murray**199-203 Association and infinite divisibility for the Wishart distribution and its diagonal marginals***by*Evans, Steven N.**204-221 Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes***by*Harel, Michel & Puri, Madan L.**222-242 Regularization of trajectories for multiparameter additive processes in groups***by*Zapala, August M.**243-262 Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-gaussian random fields***by*Dembo, Amir & Zeitouni, Ofer**263-279 Regression function estimation from dependent observations***by*Burman, Prabir**280-296 Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process***by*Ying, Zhiliang**297-313 Nonuniform bounds on the rate of convergence in the central limit theorem for martingales***by*Joos, Konrad**314-319 On determination of multivariate distribution by its marginals for the Kagan class***by*Wesolowski, Jacek

### January 1991, Volume 36, Issue 1

**1-17 Normal distribution assumption and least squares estimation function in the model of polynomial regression***by*Bischoff, Wolfgang & Cremers, Heinz & Fieger, Werner**18-34 Improved estimation for a model arising in reliability and competing risks***by*Peña, Edsel A.**35-43 On the dependence function of Sibuya in multivariate extreme value theory***by*Obretenov, A.**44-55 On estimation of a matrix of normal means with unknown covariance matrix***by*Konno, Yoshihiko**56-67 Tests for independence in contingency tables with ordered categories***by*Cohen, Arthur & Sackrowitz, Harold B.**68-94 Towards an optimum test for non-additivity in Tukey's model***by*Mathew, Thomas & Sinha, Bimal Kumar**95-102 A bivariate local limit theorem***by*Doney, R. A.**103-112 Bartlett-type modification for Rao's efficient score statistic***by*Chandra, Tapas K. & Mukerjee, Rahul**113-120 Minimax estimators in the manova model for arbitrary quadratic loss and unknown covariance matrix***by*Honda, Toshio**121-126 An approach to improving the James-Stein estimator***by*Kubokawa, Tatsuya**127-143 On the asymptotic distributions of weighted uniform multivariate empirical processes***by*Horváth, Lajos

### November 1990, Volume 35, Issue 2

**141-150 Minimax estimation of means of multivariate normal mixtures***by*Chou, Jine-Phone & Strawderman, William E.**151-167 Maximum a posteriori estimation of elliptic Gaussian fields observed via a noisy nonlinear channel***by*Dembo, Amir & Zeitouni, Ofer**168-185 Limiting values of large deviation probabilities of quadratic statistics***by*Jeurnink, G. A. M. & Kallenberg, W. C. M.**186-202 Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes***by*Hesse, C. H.**203-222 On the cumulants of affine equivariant estimators in elliptical families***by*Grübel, Rudolf & Rocke, David M.**223-242 A distance between multivariate normal distributions based in an embedding into the siegel group***by*Calvo, Miquel & Oller, Josep M.**243-259 Moments for a multivariate linear model with an application to the growth curve model***by*von Rosen, Dietrich**260-275 Asymptotic normality of L-statistics based on m(n)-decomposable time series***by*Chanda, K. C. & Puri, M. L. & Ruymgaart, F. H.**276-294 Bahadur-Kiefer theorems for the product-limit process***by*Beirlant, Jan & Einmahl, John H. J.**295-307 Second-order properties for multiple-bilinear models***by*Terdik, György**308-313 (1/[alpha])-Self similar [alpha]-stable processes with stationary increments***by*Samorodnitsky, Gennady & Taqqu, Murad S.

### October 1990, Volume 35, Issue 1

**1-11 Multivariate data-driven k-NN function estimation***by*Bhattacharya, P. K. & Mack, Y. P.**12-30 Multivariate concordance***by*Joe, Harry**31-47 On the estimation of the mean of weakly stationary and polynomial weakly stationary sequences***by*Lasser, R. & Leitner, M.**48-65 Bivariate distributions generated from Pólya-Eggenberger urn models***by*Marshall, Albert W. & Olkin, Ingram**66-85 Some asymptotic inferential problems connected with complex elliptical distribution***by*Khatri, C. G. & Bhavsar, C. D.**86-101 Edgeworth expansion in regression models***by*Qumsiyeh, Maher B.**102-107 Characterizations of multidimensional exponential families by Cacoullos-type inequalities***by*Papathanasiou, V.**108-129 On the relative performance of bootstrap and Edgeworth approximations of a distribution function***by*Hall, Peter**130-139 Minimax estimation of a bounded normal mean vector***by*Berry, J. Calvin

### August 1990, Volume 34, Issue 2

**157-172 A Bayesian approach to flexible modeling of multivariable response functions***by*Steinberg, David M.**173-184 Marginal symmetry and quasi symmetry of general order***by*Bhapkar, V. P. & Darroch, J. N.**185-210 Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space***by*Bojdecki, Tomasz & Jakubowski, Jacek**211-226 Some properties of BLUE in a linear model and canonical correlations associated with linear transformations***by*Khatri, C. G.**227-237 Uniformly minimum variance unbiased estimation for symmetric normal distributions***by*Yamato, Hajime**238-253 Prophet inequalities for cost of observation stopping problems***by*Jones, Martin**254-274 Dual pairs of Riesz spaces for studying completeness, sufficiency, and compactness of statistical experiments***by*Mussmann, Dieter**275-289 A central limit theorem for generalized multilinear forms***by*de Jong, Peter**290-322 Central limit theorems for random walks on 0 that are associated with orthogonal polynomials***by*Voit, Michael

### July 1990, Volume 34, Issue 1

**1-13 Resampling U-statistics using p-stable laws***by*Dehling, Herold & Denker, Manfred & Woyczynski, Wojbor A.**14-36 An optimal prediction in general ARMA models***by*Kowalski, Aleksander & Szynal, Dominik**37-53 Kernel density estimation on random fields***by*Tran, Lanh Tat**54-60 Chain rule density estimates***by*Boente, Graciela & Fraiman, Ricardo**61-74 Nearest neighbor smoothing in linear regression***by*Stute, Winfried & Manteiga, Wenceslao González**75-94 A limit theorem for pattern synthesis in image processing***by*Chow, Yunshyong**95-115 The problem of identification of parameters by the distribution of the maximum random variable: Solution for the trivariate normal case***by*Mukherjea, Arunava & Stephens, Richard**116-140 On H-valued Robbins-Monro processes***by*Yin, G. & Zhu, Y. M.**141-155 Optimal designs for multivariate interpolation***by*Spruill, M. C.

### May 1990, Volume 33, Issue 2

**151-156 Multidimensional scaling with constraints on the configuration***by*Mathar, Rudolf**157-182 Estimation and structure determination of multivariate input output systems***by*Poskitt, D. S.**183-211 Asymptotic distribution of rank statistics under dependencies with multivariate application***by*Thompson, G. L.**212-219 Admissibility of MLE for simultaneous estimation in negative binomial problems***by*Chow, Mosuk**220-229 Updating of moments***by*Pötzelberger, Klaus**230-246 Inference on covariance matrices under rank restrictions***by*Boik, Robert J.**247-264 Distributions of orientations on Stiefel manifolds***by*Chikuse, Yasuko**265-274 The matrix angular central Gaussian distribution***by*Chikuse, Yasuko**275-285 Inequalities for predictive ratios and posterior variances in natural exponential families***by*Kadane, Joseph B. & Olkin, Ingram & Scarsini, Marco**286-293 The Brunn-Minkowski inequality for random sets***by*Vitale, Richard A.**294-309 Generalized Hodges-Lehmann estimators for the analysis of variance***by*Gregory, Gavin G.**310-327 Ordering distributions on the circle with respect to uniformity***by*Huffer, Fred W.

### April 1990, Volume 33, Issue 1

**1-16 Elliptical symmetry and exchangeability with characterizations***by*Alzaid, Abdulhamid A. & Radhakrishna Rao, C. & Shanbhag, D. N.**17-30 Comparison of tests in the multiparameter case I. Second-order power***by*Mukerjee, Rahul**31-48 Comparison of tests in the multiparameter case II. A third-order optimality property of Rao's test***by*Mukerjee, Rahul**49-71 M-Convergence, et régularité des martingales multivoques: Epi-martingales***by*Choukairi-Dini, Ahmed**72-88 Consistent nonparametric multiple regression for dependent heterogeneous processes: The fixed design case***by*Fan, Y.**89-105 Sequential confidence sets with guaranteed coverage probability and beta-protection***by*Fakhre-Zakeri, Issa**106-124 Estimation of the reciprocal of the density quantile function at a point***by*Babu, Gutti Jogesh & Radhakrishna Rao, C.**125-142 Asymptotic inference for multiplicative counting processes based on one realization***by*Svensson, Åke**143-150 Stochastic regularization of linear equations and the realization of Gaussian fields***by*Piccioni, Mauro & Roma, Massimo

### February 1990, Volume 32, Issue 2

**171-176 An optimal property of the Gauss-Markoff estimator***by*Ali, Mir M & Ponnapalli, R**177-203 Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems***by*Hall, Peter**204-212 A generalized Cramér-Rao analogue for median-unbiased estimators***by*Sung, N.K**213-229 Bootstrap approximation of nearest neighbor regression function estimates***by*Dikta, Gerhard**230-255 Estimation of generalized additive models***by*Burman, Prabir**256-268 Some representations of the multivariate Bernoulli and binomial distributions***by*Teugels, Jozef L**269-281 Intensity-based inference for planar point processes***by*Ivanoff, B.Gail & Merzbach, Ely**282-289 On non-null distributions connected with testing that a real normal distribution is complex***by*Bertelsen, Aksel**290-295 Region of maximum probability content of fixed diameter***by*Rattihalli, R.N**296-312 Improved estimation under collinearity and squared error loss***by*Hill, R.Carter & Judge, George G**313-325 A class of tests for a general covariance structure***by*Wakaki, Hirofumi & Eguchi, Shinto & Fujikoshi, Yasunori

### January 1990, Volume 32, Issue 1

**1-16 On the best equivariant estimator of mean of a multivariate normal population***by*Perron, F. & Giri, N.**17-47 On ARX([infinity]) approximation***by*Guo, L. & Huang, D. W. & Hannan, E. J.**48-54 A characterization of random variables with minimum L2-distance***by*Rüschendorf, L. & Rachev, S. T.**55-69 An extension of Lai and Wei's law of the iterated logarithm with applications to time series analysis and regression***by*Chen, Zhao-Guo**70-83 Trigonometric series regression estimators with an application to partially linear models***by*Eubank, R. L. & Hart, J. D. & Speckman, Paul**84-94 Improved confidence sets for spherically symmetric distributions***by*Robert, Christian & Casella, George**95-102 The Dirichlet distributions and polynomial regression***by*Gupta, Rameshwar D. & Richards, Donald St. P.**103-119 Setwise independence for some dependence structures***by*Block, Henry W. & Fang, Zhaoben**120-149 On the prediction theory of two-parameter stationary random fields***by*Kallianpur, G. & Miamee, A. G. & Niemi, H.**150-160 Continuous dependence of ergodic limits***by*Goldstein, Jerome A. & Rieder, Gisèle Ruiz**161-170 Semi-parametric estimation of a stationary, non-necessary causal AR(p) process with infinite variance***by*Gassiat, Elisabeth

### November 1989, Volume 31, Issue 2

**178-186 Estimation of multivariate binary density using orthogonal functions***by*Chen, X. R. & Krishnaiah, P. R. & Liang, W. W.**187-200 Maximum likelihood estimators in multivariate linear normal models***by*von Rosen, Dietrich**201-219 Copulae of probability measures on product spaces***by*Scarsini, Marco**220-235 Strong approximation of continuous time stochastic processes***by*Eberlein, Ernst**236-243 Prophet inequalities for parallel processes***by*Hill, T. P. & Kennedy, D. P.**244-257 On the expectation of a ratio of quadratic forms in normal variables***by*Smith, Murray D.**258-265 Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models***by*Harel, Michel & Puri, Madan L.**266-288 Subset regression time series and its modeling procedures***by*Chen, Zhao-Guo & Ni, Jun-Yuan**289-310 A matricial extension of the Helson-Sarason theorem and a characterization of some multivariate linearly completely regular processes***by*Dominguez, Marisela**311-327 The fourier transform in white noise calculus***by*Kuo, Hui-Hsiung

### October 1989, Volume 31, Issue 1

**1-29 Stochastic differential equations on the plane: Smoothness of the solution***by*Nualart, D. & Sanz, M.**30-39 R-Estimators and confidence regions for treatment effects in multi-response experiments***by*Shiraishi, Taka-aki**40-58 Ito stochastic integral in the dual of a nuclear space***by*Bojdecki, Tomasz & Jakubowski, Jacek**59-68 Order of convergence of regression parameter estimates in models with infinite variance***by*Le Breton, A. & Musiela, M.**69-82 Distribution theory for some tests of independence of seemingly unrelated regressions***by*Davis, A. W.**83-89 Zero regression of linear statistic on another one and operator-semistable laws***by*Corný, V.**90-106 Admissible linear estimators in mixed linear models***by*Stepniak, Czeslaw**107-116 Improved estimation of a patterned covariance matrix***by*Dey, Dipak K. & Gelfand, Alan E.**117-126 Saddlepoint method for obtaining tail probability of Wilks' likelihood ratio test***by*Srivastava, M. S. & Yau, Wai Kwok**127-135 Convergence rates for inverse Toeplitz matrix forms***by*Hannan, E. J. & Wahlberg, B.**136-147 On improving the shortest length confidence interval for the generalized variance***by*Sarkar, Sanat K.**148-159 The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability***by*Horváth, Lajos**160-163 Tail fields of partially exchangeable arrays***by*Hoover, D. N.

### August 1989, Volume 30, Issue 2

**167-180 On the convergence of finite linear predictors of stationary processes***by*Pourahmadi, Mohsen**181-204 Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes***by*Harel, Michel & Puri, Madan L.**205-226 Estimation and testing in large binary contingency tables***by*Kallenberg, W. C. M.**227-240 A note on inequalities for probabilities of large deviations of estimators in nonlinear regression models***by*Jeganathan, P.**241-244 Convergence results for maximum likelihood type estimators in multivariable ARMA models II***by*Dahlhaus, R. & Pötscher, B. M.**245-254 Optimality of the least squares estimator***by*Berk, Robert & Hwang, Jiunn T.**255-278 Strong limit theorems for quasi-orthogonal random fields***by*Móricz, F.**279-291 Error bounds for asymptotic expansions of scale mixtures of univariate and multivariate distributions***by*Fujikoshi, Yasunori & Shimizu, Ryoichi**292-306 Abelian and Tauberian theorems for the Laplace transform of functions in several variables***by*Omey, E. & Willekens, E.**307-311 On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix***by*Silverstein, Jack W.**312-327 Estimation of matrix valued realized signal to noise ratio***by*Khattree, Ravindra & Gupta, Rameshward D.

### July 1989, Volume 30, Issue 1

**1-16 On the eigenvectors of large dimensional sample covariance matrices***by*Silverstein, Jack W.**17-26 A strong law of large numbers for nonparametric regression***by*Mukerjee, Hari**27-33 A note on Edgeworth expansions for the lattice case***by*Babu, Gutti Jogesh & Singh, Kesar**34-71 Asymptotically most powerful rank tests for multivariate randomness against serial dependence***by*Hallin, Marc & Ingenbleek, Jean-Francois & Puri, Madan L.**72-79 The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variance***by*Anderson, T. W.**80-97 Asymptotic approximations for multivariate integrals with an application to multinormal probabilities***by*Breitung, K. & Hohenbichler, M.**98-123 Stochastic integrals of point processes and the decomposition of two-parameter martingales***by*Imkeller, Peter**124-136 Nonparametric density and regression estimation for Markov sequences without mixing assumptions***by*Yakowitz, Sidney**137-154 On the representation theorem for exchangeable arrays***by*Kallenberg, Olav**155-166 The law of the iterated logarithm for empirical processes on Vapnik-Cervonenkis classes***by*Alexander, Kenneth S. & Talagrand, Michel

### May 1989, Volume 29, Issue 2

**163-179 Asymptotic maximal deviation of M-smoothers***by*Härdle, Wolfgang**180-198 Robust nonparametric regression estimation***by*Boente, Graciela & Fraiman, Ricardo**199-218 Limit theorems for the negative parts of weighted multivariate empirical processes with application***by*Einmahl, John H. J.**219-251 [alpha]-Stable limit theorems for sums of dependent random vectors***by*Jakubowski, Adam & Kobus, Maria**252-259 On weak convergence of measures on Hilbert spaces***by*Merkle, Milan J.**260-273 Exponential bounds of mean error for the kernel estimates of regression functions***by*Zhao, L. C.**274-291 Extreme value theory for multivariate stationary sequences***by*Hsing, Tailen**292-307 Asymptotic optimality of nonparametric tests for restricted alternatives in some multivariate mixed models***by*Tsai, Ming-Tan M. & Sen, Pranab Kumar**308-325 Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap***by*Dabrowska, Dorota M.**326-332 The central limit theorem on spaces of positive definite matrices***by*Richards, Donald St. P.

### April 1989, Volume 29, Issue 1

**1-14 Clipped Gaussian processes are never M-step Markov***by*Slud, Eric**15-29 On the predictor of non-full-rank bivariate stochastic processes***by*Miamee, A. G.**30-38 MANOVA in the multivariate components of variance model***by*Mathew, Thomas**39-52 Robust shrinkage estimators of the location parameter for elliptically symmetric distributions***by*Cellier, Dominique & Fourdrinier, Dominique & Robert, Christian**53-67 Representation of strongly harmonizable periodically correlated processes and their covariances***by*Hurd, H. L.