# Springer

# Annals of the Institute of Statistical Mathematics

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### 2000, Volume 52, Issue 2

### 2000, Volume 52, Issue 1

**1-14 Some Geometry of the Cone of Nonnegative Definite Matrices and Weights of Associated X 2 Distribution***by*Satoshi Kuriki & Akimichi Takemura**15-27 Uniformly More Powerful, Two-Sided Tests for Hypotheses about Linear Inequalities***by*Liu Huimei**28-42 Coverage Properties of One-Sided Intervals in the Discrete Case and Application to Matching Priors***by*Judith Rousseau**43-56 Comparing the Likelihood Functions of Phylogenetic Trees***by*A. Bar-Hen & H. Kishino**57-70 Model Selection Using the Estimative and the Approximate p* Predictive Densities***by*Paolo Vidoni**71-83 Testing for Unit Roots in a Nearly Nonstationary Spatial Autoregressive Process***by*B. Bhattacharyya & X. Li & M. Pensky & G. Richardson**84-107 A Stochastic Advection-Diffusion Model for the Rocky Flats Soil Plutonium Data***by*Jaroslav Mohapl**108-122 Time-Varying Parameters Prediction***by*Carlo Grillenzoni**123-138 Positron Emission Tomography and Random Coefficients Regression***by*Andrey Feuerverger & Yehuda Vardi**139-159 The Local Bootstrap for Kernel Estimators under General Dependence Conditions***by*Efstathios Paparoditis & Dimitris Politis**160-172 Consistency and Asymptotic Normality of Estimators in a Proportional Hazards Model with Interval Censoring and Left Truncation***by*Somnath Datta & Glen Satten & John Williamson**173-183 On the Optimality of Estimators Based on P-Sufficient Statistics***by*Vasant Bhapkar**184-196 Start-Up Demonstration Tests with Rejection of Units upon Observing d Failures***by*N. Balakrishnan & P. Chan

### 1999, Volume 51, Issue 4

**603-619 Nonconservative Estimating Functions and Approximate Quasi-Likelihoods***by*Jinpang Wang**621-636 On a Two-Stage Procedure Having Second-Order Properties with Applications***by*Nitis Mukhopadhyay & William Duggan**637-656 Existence of Bayesian Estimates for the Polychotomous Quantal Response Models***by*Ming-Hui Chen & Qi-Man Shao**657-678 Robustness for Inhomogeneous Poisson Point Processes***by*Renato Assunção & Peter Guttorp**679-689 On Adaptive Combination of Regression Estimators***by*Helge Blaker**691-706 Multivariate Local Polynomial Fitting for Martingale Nonlinear Regression Models***by*Zhan-Qian Lu**707-721 Growth Curve Model with Hierarchical Within-Individuals Design Matrices***by*Yasunori Fujikoshi & Takashi Kanda & Megu Ohtaki**723-730 Efficiency Bounds for Product Designs in Linear Models***by*Rainer Schwabe & Weng Wong**731-747 Error Bounds for Asymptotic Expansion of the Conditional Variance of the Scale Mixtures of the Multivariate Normal Distribution***by*Stergios Fotopoulos & Lijian He**749-753 On a Characterization of the Gamma Distribution: The Independence of the Sample Mean and the Sample Coefficient of Variation***by*Tea-Yuan Hwang & Chin-Yuan Hu**755-778 On Rates and Limit Distributions***by*J. Pfanzagl**779-802 Conserved Quantities and Symmetries Related to Stochastic Dynamical Systems***by*Tetsuya Misawa

### 1999, Volume 51, Issue 3

**399-417 Oil Price Shocks and Long Run Price and Import Demand Behavior***by*Frank Kleibergen & Herman van Dijk & Jean-Pierre Urbain**419-447 Joint Distributions of Runs in a Sequence of Multi-State Trials***by*Qing Han & Sigeo Aki**449-462 Certain Probabilistic Aspects of Semistable Laws***by*Makoto Maejima & Gennady Samorodnitsky**463-478 Some Properties and Improvements of the Saddlepoint Approximation in Nonlinear Regression***by*Andrej Pázman**479-497 Approximation of the Posterior Distribution in a Change-Point Problem***by*Subhashis Ghosal & Jayanta Ghosh & Tapas Samanta**499-513 Posterior Sensitivity to the Sampling Distribution and the Prior: More than One Observation***by*Sanjib Basu**515-530 Bootstrapping Pseudolikelihood Models for Clustered Binary Data***by*Marc Aerts & Gerda Claeskens**531-540 When is an Equally-Weighted Design D-optimal?***by*Ramón Ardanuy & J. López-Fidalgo & Patrick Laycock & Weng Wong**541-569 Counting Bumps***by*Ricardo Fraiman & Jean Meloche**571-584 Point and Interval Estimation of P(X > Y): The Normal Case with Common Coefficient of Variation***by*Ramesh Gupta & S. Ramakrishnan & Xingwang Zhou**585-602 A Method for Testing Nested Point Null Hypotheses Using Multiple Bayes Factor***by*Hea-Jung Kim

### 1999, Volume 51, Issue 2

**201-215 Linear Bayes and Optimal Estimation***by*V. Godambe**217-230 Conservatism of the z Confidence Interval Under Symmetric and Asymmetric Departures from Normality***by*Sanjib Basu**231-251 On the Estimation of Jump Points in Smooth Curves***by*Irene Gijbels & Peter Hall & Aloïs Kneip**253-264 Moment Estimation for Multivariate Extreme Value Distribution in a Nested Logistic Model***by*Daoji Shi & Shengsheng Zhou**265-280 On Estimation of Poisson Intensity Functions***by*Roelof Helmers & Ričardas Zitikis**281-299 Empirical Bayes Procedures for Selecting the Best Population with Multiple Criteria***by*Wen-Tao Huang & Yao-Tsung Lai**301-322 On the Distribution of the Extremes of Unequally Correlated Normal Variables with Applications to Antedependent Cluster Data***by*Krishna Saha & B. Sutradhar**323-330 On Waiting Time Problems Associated with Runs in Markov Dependent Trials***by*Demetrios Antzoulakos**331-344 Bivariate Distributions with Pearson Type VII Conditionals***by*Athanasios Kottas & Konstantinos Adamidis & Sotirios Loukas**345-349 Equality in Distribution in a Convex Ordering Family***by*J. Huang & G. Lin**351-358 On Moments of Bivariate Order Statistics***by*H. Barakat**359-367 On the First Entry Time of a ℤ +-valued AR(1) Process***by*Emad-Eldin Aly & Nadjib Bouzar**369-382 Limit Theorems for Stopped Functionals of Markov Renewal Processes***by*Gerold Alsmeyer & Allan Gut**383-398 Covariate Transformation Diagnostics for Generalized Linear Models***by*Andy Lee & John Yick

### 1999, Volume 51, Issue 1

**1-15 Distributions of Runs and Consecutive Systems on Directed Trees***by*Sigeo Aki**17-29 Sooner and Later Waiting Time Problems for Runs in Markov Dependent Bivariate Trials***by*Sigeo Aki & Katuomi Hirano**31-49 Strong Consistency of the Maximum Product of Spacings Estimates with Applications in Nonparametrics and in Estimation of Unimodal Densities***by*Yongzhao Shao & Marjorie Hahn**51-70 Bandwidth Selection in Density Estimation with Truncated and Censored Data***by*C. Sánchez-Sellero & W. González-Manteiga & R. Cao**71-97 Non-parametric Estimation for the M/G/∞ Queue***by*N. Bingham & Susan Pitts**99-110 Parametrization Invariance with Respect to Second Order Admissibility Under Mean Squared Error***by*Yoshiji Takagi**111-124 Linear Versus Nonlinear Rules for Mixture Normal Priors***by*Brani Vidakovic**125-148 Goodness of Fit Tests in Random Coefficient Regression Models***by*Pedro Delicado & Juan Romo**149-162 On Testing for the Number of Components in a Mixed Poisson Model***by*Dimitris Karlis & Evdokia Xekalaki**163-185 Asymptotics of the Expected Posterior***by*Bertrand Clarke & Dongchu Sun**187-200 Second Order Expansions for the Moments of Minimum Point of an Unbalanced Two-sided Normal Random Walk***by*Yanhong Wu

### 1998, Volume 50, Issue 4

**603-626 Parametric Statistical Uncertainty Relations and Parametric Statistical Fundamental Equations***by*T. Matsunawa**627-653 Asymptotic Properties of a Class of Mixture Models for Failure Data: The Interior and Boundary Cases***by*H. Vu & R. Maller & X. Zhou**655-671 On Generating Functions of Waiting Time Problems for Sequence Patterns of Discrete Random Variables***by*Masayuki Uchida**673-695 Large Deviation and Other Results for Minimum Contrast Estimators***by*Jens Jensen & Andrew Wood**697-714 Combined and Least Squares Empirical Likelihood***by*Bruce Brown & Song Chen**715-727 On Best Equivariance and Admissibility of Simultaneous MLE for Mean Direction Vectors of Several Langevin Distributions***by*Ashis Sengupta & Ranjan Maitra**729-754 Recursive Estimation of Regression Functions by Local Polynomial Fitting***by*J. Vilar-Fernández & J. Vilar-Fernández**755-772 Assessing Local Influence in Canonical Correlation Analysis***by*Hong Gu & Wing Fung**773-788 Estimation of the Coefficient of Multiple Determination***by*Nabendu Pal & Wooi Lim**789-799 A State Space Model for Software Reliability***by*Yen-Chang Chang & Lii-Yuh Leu

### 1998, Volume 50, Issue 3

**403-416 Use of Markov Chain Monte Carlo Methods in a Bayesian Analysis of the Block and Basu Bivariate Exponential Distribution***by*Jorge Achcar & Roseli Leandro**417-431 The Covariance Adjusted Location Linear Discriminant Function for Classifying Data with Unequal Dispersion Matrices in Different Locations***by*Chi-Ying Leung**433-450 A Characterization of Monotone and Regular Divergences***by*J. Corcuera & F. Giummolè**451-470 Asymptotic Comparisons of Several Variance Estimators and their Effects for Studentizations***by*Yoshihiko Maesono**471-491 On Tyler's M-Functional of Scatter in High Dimension***by*Lutz Dümbgen**493-502 On Minimum Distance Estimation in Recurrent Markov Step Processes II***by*R. Höpfner & Yu. Kutoyants**503-521 Minimum Disparity Estimation in Linear Regression Models: Distribution and Efficiency***by*Ro Pak & Ayanendranath Basu**523-530 Estimation of the Scale Matrix and its Eigenvalues in the Wishart and the Multivariate F Distributions***by*Pui Leung & Wai Chan**531-542 Some Simple Test Procedures for Normal Mean Vector with Incomplete Data***by*K. Krishnamoorthy & Maruthy Pannala**543-565 Distributional Properties of Exceedance Statistics***by*Jacek Wesołowski & Mohammad Ahsanullah**567-585 Weighted Poisson Distributions for Overdispersion and Underdispersion Situations***by*Joan Del Castillo & Marta Pérez-Casany**587-601 On Number of Occurrences of Success Runs of Specified Length in a Higher-Order Two-State Markov Chain***by*Masayuki Uchida

### 1998, Volume 50, Issue 2

**203-222 Joint Distributions of Numbers of Success-runs Until the First Consecutive k Successes in a Higher-Order Two-State Markov Chain***by*Masayuki Uchida**223-240 Data Sphering: Some Properties and Applications***by*Jian Zhang**241-252 The Decomposition of the Behrens-Fisher Statistic in q-Dimensional Common Principal Component Submodels***by*D.G. Nel & I. Pienaar**253-275 A Simple Goodness-of-fit Test for Linear Models Under a Random Design Assumption***by*Holger Dette & Axel Munk**277-294 Testing for Varying Dispersion in Exponential Family Nonlinear Models***by*Bo-Cheng Wei & Jian-Qing Shi & Wing-Kam Fung & Yue-Qing Hu**295-310 f-Dissimilarity of Several Distributions in Testing Statistical Hypotheses***by*K. Zografos**311-324 Simple-Tree Weighted Logrank Tests for Right-Censored Data***by*Yuh-Ing Chen**325-335 The Nonexistence of Procedures with Bounded Performance Characteristics in Certain Parametric Inference Problems***by*Yoshikazu Takada**337-359 Inference for the Tail Parameters of a Linear Process with Heavy Tail Innovations***by*Somnath Datta & William McCormick**361-377 Prediction of the Maximum Size in Wicksell's Corpuscle Problem***by*Rinya Takahashi & Masaaki Sibuya**379-402 Space-Time Point-Process Models for Earthquake Occurrences***by*Yosihiko Ogata

### 1998, Volume 50, Issue 1

**1-13 An Application of Multiple Comparison Techniques to Model Selection***by*Hidetoshi Shimodaira**15-27 Estimating the Finite Population Versions of Mean Residual Life-Time Function and Hazard Function Using Bayes Method***by*Nader Ebrahimi**29-48 The Order of the Error Term for Moments of the Log Likelihood Ratio Unit Root Test in an Autoregressive Process***by*Rolf Larsson**49-70 Dependence Between Order Statistics in Samples from Finite Population and its Application to Ranked Set Sampling***by*Koiti Takahasi & Masao Futatsuya**71-86 The Bahadur-Kiefer Representation of the Two Dimensional Spatial Medians***by*Miguel Arcones**87-117 Second Order Representations of the Least Absolute Deviation Regression Estimator***by*Miguel Arcones**119-145 Sequential Fixed-Width Confidence Interval for the Product of Two Means***by*Shen Zheng & T. Sriram & Andrew Seila**147-164 Analysis of Multi-Unit Variance Components Models with State Space Profiles***by*John Tsimikas & Johannes Ledolter**165-186 On Maximum Likelihood Estimation for Gaussian Spatial Autoregression Models***by*Jaroslav Mohapl**187-202 A Remark on a Fourier Bounding Method of Proof for Convergence of Sums of Periodograms***by*A. Benn & R. Kulperger

### 1997, Volume 49, Issue 4

**601-614 Fitting a Normal Distribution When the Model is Wrong***by*J.B. Copas & C.B. Stride**615-644 On Mad and Comedians***by*Michael Falk**645-666 Local Asymptotic Normality in Extreme Value Index Estimation***by*Frank Marohn**667-679 Estimating Diffusion Coefficients From Count Data: Einstein-Smoluchowski Theory Revisited***by*N.H. Bingham & Bruce Dunham**681-692 Controlling Type II Error While Constructing Triple Sampling Fixed Precision Confidence Intervals for the Normal Mean***by*M. Son & L. Haugh & H. Hamdy & M. Costanza**693-710 Testing Hypotheses About the Power Law Process Under Failure Truncation Using Intrinsic Bayes Factors***by*Rama Lingham & S. Sivaganesan**711-726 Relationships Between Post-Data Accuracy Measures***by*Constantinos Goutis & George Casella**727-736 Exact Bounds for the Expectations of Order Statistics from Non-Negative Populations***by*Nickos Papadatos**737-747 Moments of Limits of Lightly Trimmed Sums of Random Vectors in the Generalized Domain of Normal Attraction of Non-Gaussian Operator-Stable Laws***by*Makoto Maejima**749-760 Replenishment-Depletion Urn in Equilibrium***by*L.R. Shenton & K.O. Bowman**761-775 Choosing a Linear Model with a Random Number of Change-Points and Outliers***by*Henri Caussinus & Faouzi Lyazrhi**777-799 A Berry-Esséen Theorem for Serial Rank Statistics***by*Marc Hallin & Khalid Rifi

### 1997, Volume 49, Issue 3

**395-410 Assessing the Error Probability of the Model Selection Test***by*Hidetoshi Shimodaira**411-434 Bootstrapping Log Likelihood and EIC, an Extension of AIC***by*Makio Ishiguro & Yosiyuki Sakamoto & Genshiro Kitagawa**435-446 A Fenchel Duality Aspect of Iterative I-Projection Procedures***by*Bhaskar Bhattacharya & Richard Dykstra**447-466 Empirical Likelihood Type Confidence Intervals Under Random Censorship***by*Gianfranco Adimari**467-491 Estimation and Bootstrap with Censored Data in Fixed Design Nonparametric Regression***by*Ingrid Van Keilegom & Noël Veraverbeke**493-517 Statistical Inference in Single-Index and Partially Nonlinear Models***by*Jiti Gao & Hua Liang**519-529 Joint Distributions of Numbers of Success-Runs and Failures Until the First Consecutive k Successes in a Binary Sequence***by*N. Balakrishnan**531-539 Probability Distribution Functions of Succession Quotas in the Case of Markov Dependent Trials***by*Demetrios Antzoulakos & Andreas Philippou**541-554 Distributions Minimizing Fisher Information for Location in Kolmogorov Neighbourhoods***by*Eden Wu & P. Chan**555-567 On a Class of Characterization Problems for Random Convex Combinations***by*Ludwig Baringhaus & Rudolf Grübel**569-584 Comparison of Normal Linear Experiments by Quadratic Forms***by*Czesław Stępniak**585-599 On the Asymptotic Expectations of Some Unit Root Tests in a First Order Autoregressive Process in the Presence of Trend***by*Rolf Larsson

### 1997, Volume 49, Issue 2

**199-209 The Convergence Rate of Fixed-Width Sequential Confidence Intervals for a Parameter of an Exponential Distribution***by*Keiichi Hirose & Eiichi Isogai & Chikara Uno**211-229 Estimation in a Discrete Reliability Growth Model Under an Inverse Sampling Scheme***by*Ananda Sen & Arthur Fries**231-235 A Note on the Best Invariant Estimator of a Distribution Function Under the Kolmogorov-Smirnov Loss***by*Zhiqiang Chen & Eswar Phadia**237-254 On Tests of Symmetry Against One-Sided Alternatives***by*Bhaskar Bhattacharya**255-269 Testing Departures from Gamma, Rayleigh and Truncated Normal Distributions***by*Joan Del Castillo & Pedro Puig**271-283 Detection of Changes in Linear Sequences***by*Lajos Horváth**285-297 Sharp Error Bounds for Asymptotic Expansions of the Distribution Functions for Scale Mixtures***by*Ryoichi Shimizu & Yasunori Fujikoshi**299-313 On Geometric-Stable Laws, a Related Property of Stable Processes, and Stable Densities of Exponent One***by*B. Ramachandran**315-319 Regressional Characterization of the Generalized Inverse Gaussian Population***by*J. Pusz**321-340 Linear Model Selection Based on Risk Estimation***by*J. Venter & J. Snyman**341-354 Aliasing Effects and Sampling Theorems of Spherical Random Fields when Sampled on a Finite Grid***by*Ta-Hsin Li & Gerald North**355-370 Differentiable Functionals and Smoothed Bootstrap***by*Antonio Cuevas & Juan Romo**371-393 Convex Models of High Dimensional Discrete Data***by*Max Woodbury & Kenneth Manton & H. Tolley

### 1997, Volume 49, Issue 1

**1-24 Diagnosing Bootstrap Success***by*Rudolf Beran**25-34 Von Mises ω2-Statistic and the generalized Bayesian Bootstraps***by*Albert Lo & V. Sazonov**35-55 Quantile Processes in the Presence of Auxiliary Information***by*Biao Zhang**57-78 Bounding the L1 Distance in Nonparametric Density Estimation***by*Subrata Kundu & Adam Martinsek**79-99 Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency***by*Jianqing Fan & Theo Gasser & Irène Gijbels & Michael Brockmann & Joachim Engel**101-115 Some Methods for Estimation in a Negative-Binomial Model***by*Eiji Nakashima**117-121 A Note on Maximum Variance of Order Statistics from Symmetric Populations***by*Nickos Papadatos**123-139 Waiting Time Distributions Associated with Runs of Fixed Length in Two-State Markov Chains***by*M. Koutras**141-153 Formulae and Recursions for the Joint Distribution of Success Runs of Several Lengths***by*Anant Godbole & Stavros Papastavridis & Robert Weishaar**155-169 Start-Up Demonstration Tests Under Markov Dependence Model with Corrective Actions***by*N. Balakrishnan & S. Mohanty & S. Aki**171-180 Uniform Mixtures Via Posterior Means***by*Arjun Gupta & Jacek Wesolowski**181-197 Asymptotic Expansions of Posterior Distributions in Nonregular Cases***by*Subhashis Ghosal & Tapas Samanta

### 1996, Volume 48, Issue 4

**603-620 A proof of independent Bartlett correctability of nested likelihood ratio tests***by*Akimichi Takemura & Satoshi Kuriki**621-630 Quenouille-type theorem on autocorrelations***by*Simon Ku & Eugene Seneta**631-644 Local Linearization method for the numerical solution of stochastic differential equations***by*R. Biscay & J. Jimenez & J. Riera & P. Valdes**645-662 Stochastic comparisons and bounds for aging renewal process shock models and their applications***by*M. Bhattachariee**663-673 Bayesian nonparametric predictive inference and bootstrap techniques***by*P. Muliere & P. Secchi**675-686 Mass shifting roles of negative kernel mass in density estimation***by*Michael Sturgeon**687-709 Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function***by*Adolfo Quiroz & Miguel Nakamura & Francisco Pérez**711-730 Empirical Bayes sequential estimation for exponential families: The untruncated component***by*Rohana Karunamuni**731-755 Limit theorems for the maximum likelihood estimate under general multiply Type II censoring***by*Fanhui Kong & Heliang Fei**757-771 Recurrence relations for single and product moments of progressive Type-II right censored order statistics from exponential and truncated exponential distributions***by*Rita Aggarwala & N. Balakrishnan**773-787 Sooner and later waiting time problems for success and failure runs in higher order Markov dependent trials***by*S. Aki & N. Balakrishnan & S. Mohanty**789-806 On a waiting time distribution in a sequence of Bernoulli trials***by*M. Koutras

### 1996, Volume 48, Issue 3

**403-421 On bootstrap estimation of the distribution of the studentized mean***by*Peter Hall & Raoul LePage**423-428 The maximum likelihood estimators in a multivariate normal distribution with AR(1) covariance structure for monotone data***by*Hironori Fujisawa**429-449 Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation***by*Marc Hallin & Lanh Tran**451-467 Minimax kernels for density estimation with biased data***by*Colin Wu & Andrew Mao**469-495 Sensitivity analysis of M-estimates***by*Jan Víšek**497-507 On sequential fixed-width confidence intervals for the mean and second-order expansions of the associated coverage probabilities***by*Nitis Mukhopadhyay & Sujay Datta**509-518 Improved estimation under Pitman's measure of closeness***by*Stavros Kourouklis**519-534 Relationships for moments of order statistics from the right-truncated generalized half logistic distribution***by*N. Balakrishnan & Rita Aggarwala**535-549 Sequential order statistics and k-out-of-n systems with sequentially adjusted failure rates***by*Erhard Cramer & Udo Kamps**551-561 Derivation of the probability distribution functions for succession quota random variables***by*Demetrios Antzoulakos & Andreas Philippou**563-572 Characterizations based on conditional expectations of the doubled truncated distribution***by*J. Ruiz & J. Navarro**573-576 A characterization of certain discrete exponential families***by*T. Nguyen & A. Gupta & Y. Wang**577-602 Asymptotically efficient autoregressive model selection for multistep prediction***by*R. Bhansali

### 1996, Volume 48, Issue 2

**201-213 The threshold method for estimating total rainfall***by*Shigeru Mase**215-228 A state-space approach to polygonal line regression***by*Nobuhisa Kashiwagi**229-246 Empirical Bayes detection of a change in distribution***by*Rohana Karunamuni & Shunpu Zhang**247-255 Relationships between pure tail orderings of lifetime distributions and some concepts of residual life***by*Javier Rojo**257-265 A measure of discrimination between two residual life-time distributions and its applications***by*Nader Ebrahimi & S. Kirmani**267-281 Minimum distance regression-type estimates with rates under weak dependence***by*George Roussas & Yannis Yatracos**283-294 The quasi-likelihood estimation in regression***by*Jong-Wuu Wu**295-314 Bahadur efficiency and robustness of studentized score tests***by*Xuming He & Qi-man Shao**315-336 Nonparametric tests for bounds on the derivative of a regression function***by*Nancy Heckman & Bing Li**337-347 The limiting normality of the test statistic for the two-sample problem induced by a convex sum distance***by*Kaoru Fueda**349-364 Loss of information of a statistic for a family of non-regular distributions***by*Masafumi Akahira**365-380 Third order efficiency implies fourth order efficiency: A resolution of the conjecture of J. K. Ghosh***by*Masafumi Akahira**381-394 The exact distribution of indefinite quadratic forms in noncentral normal vectors***by*Serge Provost & Edmund Rudiuk**395-402 On optimal third order rotatable designs***by*Norman Draper & Berthold Heiligers & Friedrich Pukelsheim

### 1996, Volume 48, Issue 1

**1-15 Confidence sets centered at C p -estimators***by*Rudolf Beran**17-28 Bayesian calibration in the estimation of the age of rhinoceros***by*J. Plessis & A. Merwe**29-48 Estimation of second-order properties from jittered time series***by*Peter Thomson & Peter Robinson**49-59 Bartlett's formulae—Closed forms and recurrent equations***by*Georgi Boshnakov**61-74 Curved exponential families of stochastic processes and their envelope families***by*Uwe Küchler & Michael Sørensen**75-88 Asymptotics and bootstrap for inverse Gaussian regression***by*Gutti Babu & Yogendra Chaubey**89-95 r-k Class estimation in regression model with concomitant variables***by*Masayuki Jimichi & Nobuo Inagaki**97-110 Fuzzy weighted scaled coefficients in semi-parametric model***by*Jong-Wuu Wu & Jiahn-Bang Jang & Tzong-Ru Tsai