## Content

### June 1998, Volume 50, Issue 2

**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

### March 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

### December 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

### September 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

### June 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

### March 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

### December 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

### September 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

### June 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

### March 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**111-125 A note on the simple structural regression model***by*R. Arellano-Valle & H. Bolfarine**127-144 The maximum size of the planar sections of random spheres and its application to metallurgy***by*Rinya Takahashi & Masaaki Sibuya**145-155 Iterated probability distributions and extremes with random sample size***by*B. Rauhut**157-168 Towards a unification of certain characterizations by conditional expectations***by*Caterina Dimaki & Evdokia Xekalaki**169-184 Moment solution to an urn model***by*L. Shenton & K. Bowman**185-199 Lifetime distribution and estimation problems of consecutive-k-out-of-n:F systems***by*Sigeo Aki & Katuomi Hirano

### December 1995, Volume 47, Issue 4

**601-619 Area-interaction point processes***by*A. Baddeley & M. Lieshout**621-636 Finite population corrections for ranked set sampling***by*G. Patil & A. Sinha & C. Taillie**637-644 On estimating domain totals over a subpopulation***by*Kun He**645-663 Deconvolving a density from contaminated dependent observations***by*Christian Hesse**665-674 On construction of improved estimators in multiple-design multivariate linear models under general restriction***by*T. Shiraishi & Y. Konno**675-691 A two-stage rank test using density estimation***by*Willem Albers**693-717 LAN of extreme order statistics***by*Michael Falk**719-730 Likelihood ratio tests for symmetry against one-sided alternatives***by*Richard Dykstra & Subhash Kochar & Tim Robertson**731-742 GeneralizedF-tests for unbalanced nested designs under heteroscedasticity***by*Malwane Ananda**743-766 Runs, scans and URN model distributions: A unified Markov chain approach***by*M. Koutras & V. Alexandrou**767-783 Approximating by the Wishart distribution***by*Tönu Kollo & Dietrich Rosen**785-799 Craig-Sakamoto's theorem for the Wishart distributions on symmetric cones***by*G. Letac & H. Massam

### September 1995, Volume 47, Issue 3

**401-414 Real estate price prediction under asymmetric loss***by*Michael Cain & Christian Janssen**415-433 Sooner and later waiting time problems in a two-state Markov chain***by*Masayuki Uchida & Sigeo Aki**435-446 Exact and limiting distributions of the number of successions in a random permutation***by*James Fu**447-459 Identifiability of mixtures of power-series distributions and related characterizations***by*Theofanis Sapatinas**461-464 Quasi profile and directed likelihoods from estimating functions***by*O. Barndorff-Nielsen**465-482 Parametric ranked set sampling***by*Lynne Stokes**483-491 Change point estimation in non-monotonic aging models***by*Murari Mitra & Sujit Basu**493-503 Bayes estimation in a mixture inverse Gaussian model***by*Ramesh Gupta & H. Akman**505-523 Testing homogeneity with an ordered alternative in a two-factor layout by combiningp-values***by*Ramal Moonesinghe & F. Wright**525-549 Generalized Cramér-von Mises tests of goodness of fit for doubly censored data***by*Jian-Jian Ren**551-579 Local asymptotic normality of multivariate ARMA processes with a linear trend***by*Bernard Garel & Marc Hallin**581-600 Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators***by*Masanobu Taniguchi & Madan Puri

### June 1995, Volume 47, Issue 2

**195-209 Local asymptotic normality of a sequential model for marked point processes and its applications***by*Yoichi Nishiyama**211-224 Bayesian multiperiod forecasts for ARX models***by*Shu-Ing Liu**225-235 Joint distributions of numbers of success-runs and failures until the first consecutivek successes***by*Sigeo Aki & Katuomi Hirano**237-251 A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators***by*Xiaojing Xiang**253-266 Kernel-type density and failure rate estimation for associated sequences***by*Isha Bagai & B. Prakasa Rao**267-271 Estimating the asymptotic dispersion of theL 1 median***by*Arup Bose**273-286 Some modifications of improved estimators of a normal variance***by*Nobuo Shinozaki**287-307 Componentwise estimation of ordered parameters ofk (≥2) exponential populations***by*G. Vijayasree & Neeraj Misra & Harshinder Singh**309-320 LR test for random-effects covariance structure in a parallel profile model***by*Takahisa Yokoyama**321-350 Complete classes of tests for regularly varying distributions***by*Jacek Kowalski**351-369 Stochastic regression model with heteroscedastic disturbance***by*Der-Shin Chang & Guan-Chyun Lin**371-384 Relating quantiles and expectiles under weighted-symmetry***by*Belkacem Abdous & Bruno Remillard**385-399 Determinant formulas with applications to designing when the observations are correlated***by*Wolfgang Bischoff

### January 1995, Volume 47, Issue 1

**1-20 On the approximation of continuous time threshold ARMA processes***by*P. Brockwell & O. Stramer**21-29 Some properties of convex hulls generated by homogeneous Poisson point processes in an unbounded convex domain***by*A. Nagaev**31-48 Optimal order for two servers in tandem***by*Genji Yamazaki & Hiroshi Ito**49-64 Quasi-likelihood or extended quasi-likelihood? An information-geometric approach***by*Paul Vos**65-80 Optimizing the smoothed bootstrap***by*Suojin Wang**81-97 The convergence rates of empirical Bayes estimation in a multiple linear regression model***by*Laisheng Wei & Shunpu Zhang**99-104 A note on accelerated sequential estimation of the mean of NEF-PVF distributions***by*Arup Bose & Nitis Mukhopadhyay**105-117 Estimation of a quantile in some nonstandard cases***by*Xiaojing Xiang**119-128 Admissibility of prediction intervals***by*Yoshikazu Takada**129-136 Residuals in the growth curve model***by*Dietrich Rosen**137-153 Multiple outlier detection in growth curve model with unstructured covariance matrix***by*Jian-Xin Pan & Kai-Tai Fang**155-165 Minimax tests for convex cones***by*Lutz Dümbgen**167-170 An example of a two-sided Wilcoxon signed rank test which is not unbiased***by*Peter Amrhein**171-176 A characterization of the Pearson system of distributions and the associated orthogonal polynomials***by*V. Papathanasiou**177-183 Bivariate distributions via a Pareto conditional distribution and a regression function***by*Jacek Wesolowski**185-193 Maximum variance of order statistics***by*Nickos Papadatos

### December 1994, Volume 46, Issue 4

**605-623 The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother***by*Genshiro Kitagawa**625-631 Canonical correlation and reduction of multiple time series***by*Mohsen Pourahmadi**633-640 Asymptotic distribution of maximal autoregressive process with weight tending to 1***by*Nobuo Inagaki**641-648 Weibull renewal processes***by*Nikos Yannaros**649-666 The geometric structure of the expected/observed likelihood expansions***by*Luigi Pace & Alessandra Salvan**667-682 Edgeworth expansions for spectral mean estimates with applications to Whittle estimates***by*Daniel Janas**683-705 Minimum disparity estimation for continuous models: Efficiency, distributions and robustness***by*Ayanendranath Basu & Bruce Lindsay**707-722 Sampling designs for regression coefficient estimation with correlated errors***by*Yingcai Su & Stamatis Cambanis**723-736 Estimation of parameters in a two-parameter exponential distribution using ranked set sample***by*Kin Lam & Bimal Sinha & Zhong Wu**737-755 Adaptive choice of trimming proportions***by*Jana Jurečková & Roger Koenker & A. Welsh**757-768 Tukey's linear sensitivity and order statistics***by*H. Nagaraja**769-775 On the joint distribution of Grubbs' statistics***by*Tea-Yuan Hwang & Chin-Yuan Hu**777-796 Success runs of lengthk in Markov dependent trials***by*S. Mohanty**797-802 Necessary conditions for characterization of laws via mixed sums***by*Anthony Pakes

### September 1994, Volume 46, Issue 3

**405-428 Separation of spin synchronized signals***by*T. Higuchi & G. Crawford & R. Strangeway & C. Russell**429-452 Multiperiod Bayesian forecasts forAR models***by*Shu-Ing Liu**453-474 Estimating non-linear functions of the spectral density, using a data-taper***by*Rainer Sachs**475-486 On asymptotic normality of pseudo likelihood estimates for pairwise interaction processes***by*Jens Jensen & Hans Künsch**487-495 Bootstrapping a Bayes estimator of a survival function with censored data***by*Martin Wells & Ram Tiwari**497-507 Approximate Bayesian shrinkage estimation***by*Wang-Shu Lu**509-519 Improved sequential estimation of means of exponential distributions***by*N. Mukhopadhyay**521-535 Variable location and scale kernel density estimation***by*M. Jones & I. McKay & T. Hu**537-555 Nonparametric estimation of compound distributions with applications in insurance***by*S. Pitts**557-571 The exact density function of the ratio of two dependent linear combinations of chi-square variables***by*Serge Provost & Edmund Rudiuk**573-586 Decentered directional data***by*Bernard Boulerice & Gilles Ducharme**587-592 On equivalence of weak convergence and moment convergence of life distributions***by*Gwo Lin