No.1 (1982)

Uniform \phi-equivalence of probability distributions based on information and related measures of discrepancy

T. Matsunawa (**34**, 1-17)

Unbiased estimators in the sense of Lehmann and their discrimination rates

Hisataka Kuboki (**34**, 19-37)

Nonparametric estimation of the location and scale parameters based on density estimation

Ibrahim A. Ahmad (**34**, 39-53)

The distribution and quantiles of a function of parameter estimates

C.S. Withers (**34**, 55-68)

Asymptotic optimality of estimators in non-regular cases

Masafumi Akahira (**34**, 69-82)

Parameter estimation of an autoregressive moving average model

Junji Nakano (**34**, 83-90)

Estimation in stratified random sampling : Adjustment for changes in strata composition

Aridaman K. Jain (**34**, 91-103)

An extension of some optimal properties of principal components

Raul Hudlet and Richard A. Johnson (**34**, 105-110)

Differential operators associated with zonal polynomials. I

Donald St. P. Richards (**34**, 111-117)

Differential operators associated with zonal polynomials. II

Donald St. P. Richards (**34**, 119-121)

Local asymptotic admissibility of a generalization of Akaike's model selection rule

Charles J. Stone (**34**, 123-133)

Sequential procedures for a class of distributions related to the uniform

P.J. Cooke and M.K. Vagholkar (**34**, 135-142)

Sensitivity of Bayes decisions for the success probability for samples from a nonbinomial population

Ashok K. Bansal (**34**, 143-149)

Partitions, sufficiency and undominated families of probability measures

G. Trenkler (**34**, 151-160)

An upper bound on the probability of misclassification in terms of Matusita's measure of affinity

Binay K. Bhattacharya and Godfried T. Toussaint (**34**, 161-165)

The exact distribution of Kolmogorov's statistic D_{n} for n \le 10

Harold Ruben and Jack Gambino (**34**, 167-173)

Optimal allocation of observations in one-way random normal model

C. Stepniak (**34**, 175-180)

Application of FPE based AR model for signal detection and digital data compression

F. Roy and Gurajada S. Murty (**34**, 181-188)

Some examples of statistical estimation applied to earthquake data I. Cyclic Poisson and self-exciting models

D. Vere-Jones and T. Ozaki (**34**, 189-207)

No.2 (1982)

Some strong \epsilon-equivalence of random variables

T. Matsunawa (**34**, 209-224)

Some asymptotic distributions in the location-scale model

Louis-Paul Rivest (**34**, 225-239)

A rate of convergence for the set compound estimation in a family of certain retracted distributions

Yoshiko Nogami (**34**, 241-257)

Asymptotic theory for estimating the parameters of a Levy process

Michael G. Akritas (**34**, 259-280)

A method for approximations to the pdf's and cdf's of GLSE's and its application to the seemingly unrelated regression model

Takeaki Kariya and Koichi Maekawa (**34**, 281-297)

Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem

Ted H. Szatrowski (**34**, 299-307)

Multi-auxiliary regression estimation based on conditional specification

Grace Esimai and Chien-Pai Han (**34**, 309-317)

On the use of loss functions in the changepoint problem

Irwin Guttman and Ulrich Menzefricke (**34**, 319-326)

Nonparametric tests for homogeneity of scale against ordered alternatives

K.S.Madhava Rao (**34**, 327-334)

The student distribution and the principle of maximum entropy

Vasile C. Preda (**34**, 335-338)

Integrated mean square properties of density estimation by orthogonal series methods for dependent variables

Ibrahim A. Ahmad (**34**, 339-350)

On the deviation between the distributions of sums and maximum sums of iid random vectors

Ibrahim A. Ahmad (**34**, 351-358)

A characterization of gamma, Meixner hypergeometric and negative binomial distributions based on canonical measures

C.D. Lai (**34**, 359-363)

Some third-order rotatable designs in three dimensions

S. Huda (**34**, 365-371)

The application of linear intensity models to the investigation of causal relations between a point process and another stochastic process

Y. Ogata, H. Akaike and K. Katsura (**34**, 373-387)

A quasi Bayesian approach to outlier detection

Genshiro Kitagawa and Hirotugu Akaike (**34**, 389-398)

No.3 (1982)

Unbiased estimators in the sense of Lehmann and their discrimination rates (II) : Multi-parameter cases

Hisataka Kuboki (**34**, 399-409)

A definition of estimator efficiency in k-parameter case

J. Tiago de Oliveira (**34**, 411-421)

Multiparametric estimating equations

Pedro E. Ferreira (**34**, 423-431)

Examples of estimation problems

Jiunn Tzon Hwang (**34**, 433-439)

Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function

Pi-Erh Lin and Amany Mousa (**34**, 441-456)

L_{p}-consistency of multivariate density estimates

Ibrahim A. Ahmad (**34**, 457-466)

A note on a quadratic measure of deviation of density estimates

J.K. Ghorai (**34**, 467-477)

On estimation of a density and its derivatives

K.F. Cheng (**34**, 479-489)

Application of an adequate statistic to the invariant prediction region

Yoshikazu Takada (**34**, 491-503)

Asymptotic properties of estimators of interclass correlation from familial data

Sadanori Konishi (**34**, 505-515)

On a result of Roy and Gnanadesikan concerning multivariate variance components

A.W. Davis (**34**, 517-521)

A test for additional information in canonical correlation analysis

Yasunori Fujikoshi (**34**, 523-530)

On a measure of multivariate skewness and a test for multivariate normality

Takafumi Isogai (**34**, 531-541)

Remarks on the non-identifiability of mixtures of distributions

Khalaf E. Ahmad and Essam K. Al-Hussaini (**34**, 543-544)

Locating the minimum of a function when the errors of observation have unknown density

Thomas E. Obremski (**34**, 545-558)

Hypothesis testing for the common mean of two normal distributions in the presence of an indifference zone

Steven W. Klein (**34**, 559-577)

Efficiencies of tests and estimators for p-order autoregressive processes when the error distribution is nonnormal

Michael G. Akritas and Richard A. Johnson (**34**, 579-589)

Storage capacity of a dam with gamma type inputs

A.M. Mathai (**34**, 591-597)

The GI/G/1 queue with last-come-first-served

Genji Yamazaki (**34**, 599-604)

Bayesian stratified random sampling using auxiliary information

RM. Sekkappan (**34**, 605-609)