## Vol.39 Contents (1987)

No.1 (1987)

Analysis of marginal and conditional density functions for separate inference

Hisataka Kuboki (

**39**, 1-23)Second order asymptotic comparison of estimators of a common parameter in the double exponential case

Masafumi Akahira (

**39**, 25-36)Estimation of the extreme value and the extreme points

Chang C.Y. Dorea (

**39**, 37-48)Minimaxity and nonminimaxity of a preliminary test estimator for the multivariate normal mean

Taichi Inaba and Yasushi Nagata (

**39**, 49-54)Sequential point estimation of regression parameters in a linear model

Ajit Chaturvedi (

**39**, 55-67)Random sequential bisection and its associated binary tree

Masaaki Sibuya and Yoshiaki Itoh (

**39**, 69-84)On sum of 0-1 random variables I. Univariate case

Kei Takeuchi and Akimichi Takemura (

**39**, 85-102)A bivariate exponential distribution arising in random geometry

Richard Cowan (

**39**, 103-111)Positive dependence orderings

George Kimeldorf and Allan R. Sampson (

**39**, 113-128)Relationships between two extensions of Farlie-Gumbel-Morgenstern distribution

Gwo Dong Lin (

**39**, 129-140)Some distribution theory relating to confidence regions in multivariate calibration

A.W. Davis and T. Hayakawa (

**39**, 141-152)Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model

Yasunori Fujikoshi (

**39**, 153-161)Tests for sphericity under correlated multivariate regression equations model

Shakuntala Sarkar and P.R. Krishnaiah (

**39**, 163-175)The heteroscedastic method : Multivariate implementation

Edward J. Dudewicz and Vidya S. Taneja (

**39**, 177-190)Latent scale linear models for multivariate ordinal responses and analysis by the method of weighted least squares

Hiroyuki Uesaka and Chooichiro Asano (

**39**, 191-210)On the normality a posteriori for exponential distributions, using the Bayesian estimation

Monica E.Bad Dumitrescu (

**39**, 211-218)Bayesian analysis of hybrid life tests with exponential failure times

Norman Draper and Irwin Guttman (

**39**, 219-225)An approach to the nonstationary process analysis

Yoshiyasu-Hamada Tamura (

**39**, 227-241)Corrections to 'Some examples of statistical estimation applied to earthquake data' *

D. Vere-Jones and T. Ozaki (

**39**, 243)Corrections to 'Bayesian binary regression involving two explanatory variables' *

Yosiyuki Sakamoto and Makio Ishiguro (

**39**, 245)No.2 (1987)

A notion of an obstructive residual likelihood

Takemi Yanagimoto (

**39**, 247-261)On a characterization of monotone likelihood ratio experiments

Dieter Mussmann (

**39**, 263-274)Variance of sightings in the survey of patchily distributed objects

Hirohisa Kishino (

**39**, 275-287)Interval estimation of the critical value in a general linear model

Y.L. Tong (

**39**, 289-297)Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population

Takesi Hayakawa (

**39**, 299-306)On sum of 0-1 random variables II. Multivariate case

Kei Takeuchi and Akimichi Takemura (

**39**, 307-324)The k-in-a-row procedure in selection theory

Pinyuen Chen (

**39**, 325-330)Nonparametric inference on the difference of location parameters of correlated variables from fragmentary samples

K.F. Cheng (

**39**, 331-347)Asymptotic efficiency of the Spearman estimator and characterizations of distributions

Z. Govindarajulu and Bo. H. Lindqvist (

**39**, 349-361)Competitors of the Wilcoxon signed rank test

Yoshihiko Maesono (

**39**, 363-375)A note on testing for constant hazard against a change-point alternative

Yi-Ching Yao (

**39**, 377-383)Some sufficient conditions for the E- and MV-optimality of block designs having blocks of unequal size

K.Y. Lee and Mike Jacroux (

**39**, 385-397)Characterizing priors by posterior expectations in multiparameter exponential families

Theophilos Cacoullos (

**39**, 399-405)Modes and moments of unimodal distributions

Ken-iti Sato (

**39**, 407-415)Linear/nonlinear forms and the normal law : Characterization by high order correlations

Elias Masry and Bernard Picinbono (

**39**, 417-428)Characterization of a Marshall-Olkin type class of distributions

Pietro Muliere and Marco Scarsini (

**39**, 429-441)Pragmatic treatment of improper solutions in factor analysis

Manabu Sato (

**39**, 443-455)No.3 (1987)

On nonparametric tests for symmetry

Sigeo Aki (

**39**, 457-472)On Aki's nonparametric test for symmetry

Seiji Nabeya (

**39**, 473-482)A note on some test statistics against HNBUE

Bo Bergman and Bengt Klefsjo (

**39**, 483-488)A note on testing two-dimensional normal mean

Kentaro Nomakuchi and Toshio Sakata (

**39**, 489-495)Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes

Y.Rama Krishna Sarma (

**39**, 497-512)Analysis of ordered categorical data from repeated measurements assuming a quantitative latent variable

Hiroyuki Uesaka and Chooichiro Asano (

**39**, 513-531)An effective selection of regression variables when the error distribution is incorrectly specified

Wolfgang Hardle (

**39**, 533-548)Modified nonparametric kernel estimates of a regression function and their consistencies with rates

Radhey S. Singh and Manzoor Ahmad (

**39**, 549-562)A complete class for linear estimation in a general linear model

C. Stepniak (

**39**, 563-573)A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometrics

Naoto Kunitomo (

**39**, 575-591)The lower bound for the variance of unbiased estimators for one-directional family of distributions

Masafumi Akahira and Kei Takeuchi (

**39**, 593-610)Error bounds for asymptotic expansion of the scale mixtures of the normal distribution

Ryoichi Shimizu (

**39**, 611-622)Bayesian normal analysis with an inverse Gaussian prior

Samir K. Bhattacharya (

**39**, 623-626)On the logistic midrange

E. Olusegun George and Cecil C. Rousseau (

**39**, 627-635)Some properties of multivariate extreme value distributions and multivariate tail equivalence

Rinya Takahashi (

**39**, 637-647)On the robustness of balanced fractional 2

^{m}factorial designs of resolution 2l+1 in the presence of outliersMasahide Kuwada (

**39**, 649-659)Some characterization of locally resistant BIB designs of degree one

Sanpei Kageyama (

**39**, 661-669)Some constructions of tow-associate class PBIB designs

Snigdha Banerjee, Sanpei Kageyama and Bhagwandas (

**39**, 671-679)Correction to 'The likelihood ratio criterion and the asymptotic expansion of its distribution' *

Takesi Hayakawa (

**39**, 681)