## Content

### December 1992, Volume 39, Issue 1

**27-43 Minimax estimation under convex loss when the parameter interval is bounded***by*J. Eichenauer-Herrmann & W. Fieger**44-44 Book review***by*Nobuaki Obata**45-55 The bias of least squares polynomial interpolants***by*S. Morgenthaler**56-66 Book reviews***by*B. Arnold & W. Wertz & B. Pötscher & D. Voss & R. Shimizu & R. Dahlhaus & M. Leitner & O. Krafft & G. Pflug**67-74 Statistical estimation of model parameters of planar neyman-scott cluster processes***by*D. Stoyan**75-84 Locally minimax test of independence in elliptically symmetrical distributions with additional observations***by*N. Giri & M. Behara & P. Banerjee**85-93 Economic design of one-sided screening procedures based on a correlated variable with all parameters unknown***by*S. Kim & D. Bai**94-94 Book review***by*R. Lasser**95-105 Approximations and time-discretization in testing one-sided hypotheses for the mean of a gaussian process***by*H. Luschgy**106-106 Book review***by*N. Draper**107-112 Distributions determined by conditioning on a pair of order statistics***by*K. Balasubramanian & M. Beg**113-124 Rank tests for testing randomness of a regression coefficient in a linear regression model***by*T. Ramanathan & M. Rajarshi**125-130 Book reviews***by*W. Hazod & N. Giri & H. Bergström & H. Heyer & P. Sen & H. Heyer**131-138 Uniform minimum variance unbiased estimators for bivariate families***by*K. Selvavel**139-153 TypeA operating characteristic functions of defects sampling plans***by*R. Göb**154-154 Book review***by*P. Kloeden**155-164 On sequential comparisons of means of first-order autoregressive models***by*N. Mukhopadhyay & T. Sriram**165-175 Variance stabilizing and normalizing transformations for the compound poisson process***by*S. Bar-Lev & P. Enis**176-176 Book review***by*V. Kurotschka**177-183 Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments***by*M. Roters**184-184 Book review***by*Cl. Deniau**185-197 Minimax estimators andΓ-minimax estimators for a bounded normal mean under the lossl p (θ, d)=|θ-d| p***by*W. Bischoff & W. Fieger**198-198 Book reviews***by*K. Beran & U. Rösler**199-208 Gamma-admissibility of estimators in the one-parameter exponential family***by*J. Eichenauer-Herrmann**209-217 On invariant parametric covariance families***by*M. Riedel**218-218 Book review***by*H. Heyer**219-226 Using an approximate kiefer-weiss solution for testing insect population densities***by*M. Mulekar & L. Young & J. Young**227-237 Minimax estimators for a bounded location parameter***by*J. Eichenauer-Herrmann & K. Ickstadt**238-238 Book review***by*R. Dutter**239-251 Some applications of anderson’s inequality to some optimality criteria of the generalized least squares estimator***by*G. Datta**252-256 Book reviews***by*G. Barnard & R. Farrell & E. Siebert**257-267 Strong consistency of the MLE under random censoring***by*W. Stute**268-268 Book review***by*R. Wiegert**269-316 α-optimal sampling plans for lot-by-lot defects inspection***by*R. Göb**317-320 Book reviews***by*M. Wolff & R. Pincus & J. Mau**321-333 When product type experimental design is optimal? Brief survey and new results***by*E. Rafajłowicz & W. Myszka**334-334 Book review***by*M. Puri**335-340 Differences and derivatives in kernel estimation***by*M. Jones**341-357 Randomized response: Estimating mean square errors of linear estimators and finding optimal unbiased strategies***by*A. Chaudhuri**358-358 Book review***by*P. Hackl**359-364 E-optimal minimally connected block designs under mixed effects model***by*R. Mukerjee & K. Shah & B. Sinha**365-384 Performance of cumulative sum schemes for monitoring low count-level processes***by*P. Bourke**385-386 Book reviews***by*K. Weichselberger & H. Heyer

### December 1991, Volume 38, Issue 1

**1-10 On some noncentral distribution problems for the mixture of two normal populations***by*A. Gupta & D. Kabe**11-17 A general class of estimators for estimating population mean using auxiliary information***by*V. Naik & P. Gupta**18-18 Book review***by*H. Pruscha**19-36 A note on acceptance sampling for variables***by*E. Collani**37-60 On kalman filtering, posterior mode estimation and fisher scoring in dynamic exponential family regression***by*L. Fahrmeir & H. Kaufmann**61-66 Book reviews***by*Sanpei Kageyama & Olav Kallenberg & G. Watson & M. Deistler**67-70 The locally MIMSQE of nonnormal error variance in quadratically balanced models***by*S. Cheng & B. Chen**71-82 Admissible unbiased variance estimation in finite population sampling under randomized response***by*S. Sengupta & D. Kundu**83-97 Conditions for invariance of the multivariate versions of grubbs’ test and bartlett’s test under a general dependency structure***by*R. Pavur & D. Young**98-98 Book review***by*H. Heyer**99-115 Estimating survivor function using optimally selected order statistics***by*K. Hassanein & A. Saleh & E. Brown**116-116 Book review***by*P. Kloeden**117-124 On testing for lorenz ordering***by*Emad-Eldin Aly**125-128 Book reviews***by*M. Deistler & G. Koch & G. Pap**129-161 First and second order rotatability of experimental designs, moment matrices, and information surfaces***by*N. Draper & N. Gaffke & F. Pukelsheim**162-162 Book review***by*T. Kusama**163-178 Hypothesis testing and parameter estimation based onM-statistics ink samples with unequal variances***by*T. Shiraishi**179-194 Testing one-sided hypotheses for the mean of a gaussian process***by*H. Luschgy**195-202 TypeS designs with nested rows and columns***by*S. Gupta & S. Kageyama**203-214 A note on theE-optimality of block designs***by*M. Jacroux**215-225 A general recurrence relation for moments of order statistics in a class of probability distributions and characterizations***by*Udo Kamps**226-226 Book review***by*H. Lenz**227-238 Optimal variance- and efficiency-balanced designs for one- and two-way elimination of heterogeneity***by*A. Das & A. Dey**239-248 Characterization of the multivariate normal distribution by conditional normal distributions***by*W. Bischoff & W. Fieger**249-254 Book reviews***by*G. Barnard & N. Smiriga & J. Hüsler & E. Williams**255-258 On a recent characterization of the bivariate normal distribution***by*G. Hamedani**259-267 Nonparametric estimation of distribution functions***by*S. Wang**268-268 Book review***by*P. Gill**269-283 The Berry-esséen theorem for the subject-years method in mortality analysis with censored data***by*D. Tu**283-283 Book review***by*N. Gaffke**285-297 Estimation of the distribution function of noise in stationary processes***by*J. Kreiss**298-298 Book review***by*D. Lindley**299-315 Multivariate gamma distributions with one-factorial accompanying correlation matrices and applications to the distribution of the multivariate range***by*T. Royen**316-320 Book reviews***by*L. Weiss & D. Böhning & A. Janssen**321-333 A new sequential design based on the robbins-monro procedure***by*B. Moser & W. Fei**333-333 Book review***by*P. Nüesch**335-343 Some order relations between selection and inclusion probabilities for PPSWOR sampling scheme***by*T. Rao & S. Sengupta & B. Sinha**344-344 Book review***by*E. Schaich**345-355 Invariance of covariance structures under groups of transformations***by*M. Browne & A. Shapiro**356-356 Book review***by*D. Aldous**357-367 Moment inequalities for order statistics with applications to characterizations of distributions***by*L. Gajek & U. Gather**367-367 Book review***by*H. Heyer**369-376 Characterization of some types of completeness resp. Total completeness and their conservation under direct products***by*D. Plachky & A. Rukhin**377-381 A note on connectedness of block designs***by*B. Heiligers**382-386 Book reviews***by*H. Stenger & Jef Teugels

### December 1990, Volume 37, Issue 1

**1-6 Gamma-minimax estimation of a multivariate normal mean***by*L. Chen & J. Eichenauer-Herrmann & J. Lehn**7-18 An approximation to the limit distribution of the epps-pulley test statistic for normality***by*N. Henze**19-36 Sequential estimation of linear models in three stages***by*M. Al-Mahmeed & H. Hamdy**37-43 Distributions determined by conditioning on a single order statistic***by*M. Beg & K. Balasubramanian**44-44 Book review***by*J. Mau**45-58 Testing whetherF is more IFR thanG***by*I. Ahmad & S. Kochar**59-62 Book reviews***by*H. Heyer & J. Leeuw**63-69 Density estimation for randomly distributed circular objects***by*V. Prayag & A. Gore**70-70 Book review***by*H. Heyer**71-86 Kernel estimation of a smooth distribution function based on censored data***by*J. Ghorai & V. Susarla**87-96 The existence of sampling designs with preassigned inclusion probabilities***by*S. Gabler & R. Schweigkoffer**97-116 Quasi goodness of fit tests for lifetime distributions***by*K. Auinger**117-127 Book reviews***by*S. Gabler & J. Teugels & L. Afflerbach & J. Steinebach & P. Davies & H. Georgii & R. Trost & H. Heyer & H. Strasser**129-143 Exact bahadur efficiencies of tests for superadditivity of the mean function of a non-homogeneous poisson process***by*T. Ramallingam**144-144 Book review***by*Shun-ichi Amari**145-154 A probability inequality for ranges and its application to maximum range test procedures***by*T. Royen**155-161 A note on a mixing problem and the schützenberger inequality***by*M. Luisa Targhetta**162-162 Book review***by*Yuji Nakano**163-180 On the construction of trend free row-column 2-level factorial experiments***by*M. Jacroux & R. SahaRay**181-188 Optimality of balanced designs for minimum norm quadratic unbiased estimation of variance components***by*Rahul Mukerjee**189-197 M-tests in multivariate models***by*T. Shiraishi**198-198 Book review***by*J. Glover**199-205 Estimation in the pareto distribution***by*Badiollah Asrabadi**206-206 Book reviews***by*S. Holm & H. Heyer**207-215 A note on the estimation of total weight in chemical balance weighing designs***by*Bronisław Ceranka & Krystyna Katulska**216-216 Book review***by*P. Bickel**217-231 The effect of response scaling on the detection of linear dependencies among multiresponse data***by*A. Khuri**232-232 Book review***by*H. Papageorgiou**233-243 The relationship between moments of truncated and original distributions plus some other simple structural properties of weighted distributions***by*M. Jones**244-244 Book review***by*N. Weber**245-252 Admissibility of linear estimators in the fisheries census***by*Qiqing Yu**253-254 Book reviews***by*David Moore & H. Heyer**255-262 On the exact variance of an unbiased product type estimator and its comparison with the sample mean***by*Y. Chaubey & T. Dwivedi & M. Singh**263-280 Economic screening procedures based on correlated variables***by*Do Bai & Sang Kim & Moon Riew**281-290 A continuous-time sequential testing problem***by*W. Stadje**291-300 Multi-stage point and interval estimation of the largest mean ofK normal populations and the associated second-order properties***by*L. Kuo & N. Mukhopadhyay**301-307 Almost saturatedD-optimal main effect plans and allied results***by*Rahul Mukerjee & Bikas Sinha**308-308 Book review***by*H. Drygas**309-315 A note on generalized wald’s method***by*A. Hadi & M. Wells**316-320 Book reviews***by*T. Anderson & W. Meeker**321-343 Hermite series estimators for probability densities***by*E. Liebscher**344-344 Book review***by*J. Galambos**345-351 Retransformation bias: A look at the box-cox transformation to linear balanced mixed ANOVA models***by*R. Sakia**352-352 Book review***by*H. Walk**353-363 Shortest confidence interval estimation for families of distributions involving two truncation parameters***by*K. Ferentinos & S. Kourouklis**364-364 Book review***by*S. Yamada**365-381 On the choice of support of Re-descendingψ-Functions in linear models with asymmetric error distributions***by*M. Hlynka & J. Sheahan & D. Wiens**382-384 Book review***by*D. Ruppert

### December 1989, Volume 36, Issue 1

**1-6 Analysis of PBIB designs using association matrices***by*Sudhir Gupta & Murari Singh**7-13 Improving on two-stage estimators for scale families***by*Tatsuya Kubokawa**14-14 Book review***by*G. Turnwald**15-27 On testing the dimensionality of regression coefficients***by*A. Gupta & W. Javier**28-28 Book review***by*H. Schneeweiß**29-54 A cyclic projection algorithm via duality***by*Norbert Gaffke & Rudolf Mathar**55-59 On efficiency of the ratio estimator***by*Arijit Chaudhuri & Arun Adhikary**60-62 Book reviews***by*H. Strecker & F. Mosteller**63-90 Asymptotically optimal nonparametric one- and two-way analysis of variance tests for the log linear model under censoring***by*T. Terpstra**91-106 A nonparametric multiple comparison test for differences in scale parameters***by*Gary Stevens**107-116 Consistency of some tests for multivariate normality***by*Sándor Csörgő**117-125 Predicting the sample mean by extreme order statistics***by*Tuan Pham & Lanh Tran**126-128 Book reviews***by*G. Kirchgässner & M. Csörgő & L. Rüschendorf**129-147 A family of measures of uncertainty involving utilities: Definition, properties, applications and statistical inferences***by*Maria Gil & Rigoberto Perez & Pedro Gil**148-148 Book review***by*H. Bandemer**149-159 Monotonicity of the power function and unbiasedness of some likelihood ratio tests***by*Lanxiang Chen**160-160 Book review***by*M. Denker**161-166 On two properties of an unequal probability sampling scheme***by*Arun Adhikary & Arijit Chaudhuri**167-176 Sequential fixed-width confidence bands for distribution functions under random censoring***by*G. Dikta & B. Kurtz & W. Stute**177-194 On the strong uniform consistency of a new kernel density estimator***by*B. Abdous & R. Theodorescu**195-207 A small sample study of the moments and distribution of the log likelihood ratio statistic***by*N. Lyons & K. Hutcheson & M. Sugg**208-208 Book review***by*W. Wefelmeyer**209-214 Conditional distributions and the bivariate normal distribution***by*E. Castillo & J. Galambos**215-232 Economically optimalc- andnp-control charts***by*Elart Collani**233-247 On selecting the best ofk lognormal distributions***by*Shanti Gupta & Klaus Miescke**248-254 Book reviews***by*K. Gaede & M. Brick & M. Rao & H. Heyer & M. Falk**255-267 On testing exponentiality against IFRA alternatives***by*Emad-Eldin Aly**268-268 Shortest confidence intervals and UMVU estimators for families of distributions involving truncation parameters***by*K. Ferentinos**269-278 On someE-optimal block designs***by*Aloke Dey & Ashish Das**279-290 Simultaneous one-sided prediction intervals for a two-parameter exponential distribution using complete or type II censored data***by*Youn-Min Chou & D. Owen**291-298 Stochastic ordering and schur-convex functions in comparison of linear experiments***by*Czesław Stępniak**299-309 A characterization of the gamma process by conditional moments***by*Jacke Wesołowski**310-316 Book reviews***by*L. Arnold & K. Miescke & W. Oberhofer & H. Heyer & W. Härdle**317-325 Design considerations for neyman-pearson and wald hypothesis testing***by*Noel Cressie & Peter Morgan**326-326 Book review***by*H. Heyer**327-330 On a class of three dimensional radially symmetric positive definite functions***by*A. Jalali-Naini & A. Watkins**331-336 Boundedly complete families which are not complete***by*S. Bar-Lev & D. Plachky**337-345 The distribution function of a statistic for testing the equality of scale parameters in two gamma populations***by*Serge Provost**346-346 Book review***by*F. Anscombe**347-354 Bounds for the difference between median and mean of beta and negative binomial distributions***by*Mark Payton & Linda Young & J. Young**355-377 Asymptotic efficiencies of spacings tests for goodness of fit***by*S. Jammalamadaka & Xian Zhou & Ram Tiwari**378-384 Book reviews***by*F. Ferschl & E. Torgersen & D. Bartholomew & U. Krengel

### December 1988, Volume 35, Issue 1

**1-12 A class of non binary unequally replicatedE-optimal designs***by*S. Bagchi**13-28 Almost unbiased estimation in multiplicative models***by*Y. Chaubey & B. Singh**29-40 On the completeness of certain classes of two stage sampling strategies***by*V. Padmawar**41-47 On two recent characterizations of multivariate normal distribution***by*G. Hamedani**48-48 Book review***by*V. Kurotschka**49-52 A minimal characterization of the covariance matrix***by*R. Grübel**53-57 A comparison between PPSWR and chaudhuri’s IPPS procedures***by*S. Sengupta**58-62 Book reviews***by*W. Wertz & V. Barnett & Sándor Csörgő & K. Mardia**63-76 On a special application of the truncation problem***by*V. Horálek & V. Beneš**77-92 Asymptotic expansion of the minimax value in survey sampling***by*H. Stenger**93-97 A generalized maximum likelihood characterization of the normal distribution***by*W. Stadje**98-98 Book reviews***by*E. Collani & W. Stute**99-108 Conditional characterizations of multivariate distributions***by*B. Arnold & M. Pourahmadi**109-119 Distrubition-free test for homogeneity against stochastic ordering***by*A. Shanubhogue**120-125 Book reviews***by*L. Schmetterer & P. Ressel & H. Heyer & H. Basler**127-143 Empiric bayes estimation of hypergeometric probability***by*G. Walter & G. Hamedani**144-144 Book review***by*P. Meyer**145-159 A unified approach to optimal process control***by*E. Collani**160-160 Book review***by*C. Rao**161-175 The conditional maximum likelihood estimator of the shape parameter in the gamma distribution***by*T. Yanagimoto**176-176 Book review***by*B. Rao**177-189 Maximum likelihood estimators of the variance components based on theQ-reduced model***by*K. Lee & C. Kapadia