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

Moments of coverage of a random ellipsoid

Bhattacharyya bound of variances of unbiased estimators in nonregular cases

Multiparameter estimation for some multivariate discrete distributions with possibly dependent components

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

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

Simultaneous estimation of location parameters of the distribution with finite support

Trimmed minimax estimator of a covariance matrix

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

Clustering estimates for spatial point distributions with unstable potentials

A characterization of limiting distributions of estimators in an autoregressive process

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

On the optimality of block designs

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

Inequalities for a distribution with monotone hazard rate

Modified information criteria for a uniform approximate equivalence of probability distributions

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

A reinforcement-depletion urn model : A contiguity case

Rates of uniform convergence of extreme order statistics

Some estimation theory on the sphere

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

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

On an autoregressive model with time-dependent coefficients

Inference on superimposed subcritical Galton-Watson processes with immigration

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

Factorial orthogonality in the presence of covariates

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

Bayesian cohort models for general cohort table analyses

Effects of transformations in higher order asymptotic expansions

A projection method of estimation for a subfamily of exponential families

Component risk in multiparameter estimation

On stable laws for estimating functions and derived estimators

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

Bootstrapped confidence bands for percentile lifetime

A note on bootstrapping the variance of sample quantile

\psi-correct decision for selection and elimination

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

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

The weak convergence of least squares random fields and its application

Relative efficiencies of goodness of fit procedures for assessing univariate normality

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

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

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

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

On the errors of misclassification based on dichotomous and normal variables

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

Inequalities for ordered sums

On discrete distributions of order k

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

Golay code and random packing