No.1 (1986)

Some test statistics based on the martingale term of the empirical distribution function

Sigeo Aki (**38**, 1-21)

Moments of coverage of a random ellipsoid

Michael Evans (**38**, 23-33)

Bhattacharyya bound of variances of unbiased estimators in nonregular cases

Masafumi Akahira, Madan L.Puri and Kei Takeuchi (**38**, 35-44)

Multiparameter estimation for some multivariate discrete distributions with possibly dependent components

Kam-Wah Tsui (**38**, 45-56)

Consistency conditions on the least squares estimator in single common factor analysis model

Yutaka Kano (**38**, 57-68)

Asymptotic consistency of fixed-width sequential confidence intervals for a multiple regression function

Eiichi Isogai (**38**, 69-83)

Simultaneous estimation of location parameters of the distribution with finite support

Toyoaki Akai (**38**, 85-99)

Trimmed minimax estimator of a covariance matrix

Dipak K. Dey and C. Srinivasan (**38**, 101-108)

Some properties of invariant polynomials with matrix arguments and their applications in econometrics

Yasuko Chikuse and A.W. Davis (**38**, 109-122)

Clustering estimates for spatial point distributions with unstable potentials

David J. Gates and Mark Westcott (**38**, 123-135)

A characterization of limiting distributions of estimators in an autoregressive process

Wei-Min Huang (**38**, 137-144)

Block plan for a fractional 2^{m} factorial design derived from a 2^{r} factorial design

Teruhiro Shirakura (**38**, 145-159)

On the optimality of block designs

Gregory M. Constantine (**38**, 161-174)

No.2 (1986)

Time, space and incidence in general, with a consequent proof of the law of homeostasis

Edward W. Barankin (**38**, 175-194)

Inequalities for a distribution with monotone hazard rate

Ryoichi Shimizu (**38**, 195-204)

Modified information criteria for a uniform approximate equivalence of probability distributions

T. Matsunawa (**38**, 205-222)

On generalized binomial and multinomial distributions and their relation to generalized Poisson distributions

John Panaretos and Evdokia Xekalaki (**38**, 223-231)

A reinforcement-depletion urn model : A contiguity case

K.O. Bowman and L.R. Shenton (**38**, 233-243)

Rates of uniform convergence of extreme order statistics

M. Falk (**38**, 245-262)

Some estimation theory on the sphere

G.S. Watson (**38**, 263-275)

Likelihood ratio tests for comparing k populations - The tow-parameter nonregular models

Shaul K. Bar-Lev and Benzion Boukai (**38**, 277-283)

Some test statistics for the structural coefficients of the multivariate linear functional relationship model

Serge B. Provost (**38**, 285-296)

On an autoregressive model with time-dependent coefficients

Gea Hwa Kwoun and Yoshihiro Yajima (**38**, 297-309)

Inference on superimposed subcritical Galton-Watson processes with immigration

K. Suresh Chandra and P. Koteeswaran (**38**, 311-318)

Criteria for selection of response variables and the asymptotic properties in a multivariate calibration

Ryuei Nishii (**38**, 319-329)

Factorial orthogonality in the presence of covariates

Rahul Mukerjee and Haruo Yanai (**38**, 331-341)

Optimal partially balanced fractional 2^{m1+m2} factorial designs of resolution IV

Masahide Kuwada (**38**, 343-351)

Bayesian cohort models for general cohort table analyses

Takashi Nakamura (**38**, 353-370)

No.3 (1986)

Effects of transformations in higher order asymptotic expansions

Naoto Niki and Sadanori Konishi (**38**, 371-383)

A projection method of estimation for a subfamily of exponential families

Shinto Eguchi (**38**, 385-398)

Component risk in multiparameter estimation

Khursheed Alam and Amitava Mitra (**38**, 399-410)

On stable laws for estimating functions and derived estimators

Pranab Kumar Sen (**38**, 411-417)

On the inadmissibility of preliminary-test estimators when the loss involves a complexity cost

Malay Ghosh and Dipak K. Dey (**38**, 419-427)

Bootstrapped confidence bands for percentile lifetime

Bela Barabas, Miklos Csorgo, Lajos Horvath and Brian S. Yandell (**38**, 429-438)

A note on bootstrapping the variance of sample quantile

Gutti Jogesh Babu (**38**, 439-443)

\psi-correct decision for selection and elimination

Eve Bofinger (**38**, 445-450)

The application of the principle of minimum cross-entropy to the characterization of the exponential-type probability distributions

Monica E. Bad Dumitrescu (**38**, 451-457)

Selection of the number of regression variables ; A minimax choice of generalized FPE

Ritei Shibata (**38**, 459-474)

The weak convergence of least squares random fields and its application

B.L.S. Prakasa Rao (**38**, 475-483)

Relative efficiencies of goodness of fit procedures for assessing univariate normality

James A. Koziol (**38**, 485-493)

On the local minimaxity of a test of independence in incomplete samples

Rouh-jane Chou and Wen-da Lo (**38**, 495-502)

Asymptotic power comparison of the chi-square and likelihood ratio tests

Kenneth H. Sutrick (**38**, 503-511)

The asymptotic power of rank tests under scale-alternatives including contaminated distributions

Taka-aki Shiraishi (**38**, 513-522)

A construction method of certain matrices required in the multivariate heteroscedastic method

Hiroto Hyakutake (**38**, 523-528)

On the errors of misclassification based on dichotomous and normal variables

N. Balakrishnan, S. Kocherlakota and K. Kocherlakota (**38**, 529-538)

On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators

P.M. Robinson (**38**, 539-549)

Inequalities for ordered sums

H.A. David (**38**, 551-555)

On discrete distributions of order k

Ch.A. Charalambides (**38**, 557-568)

On the usage of refined linear models for determining n-way classification designs which are optimal for comparing test treatments with a standard treatment

Mike Jacroux (**38**, 569-581)

Golay code and random packing

Yoshiaki Itoh (**38**, 583-588)