Vol.30 Contents (1978)

No.1 (1978)

On level of significance of the preliminary test in pooling means
.......... Katuomi Hirano (30, 1-8)
A Bayesian analysis of the minimum AIC procedure
.......... Hirotugu Akaike (30, 9-14)
Detecting optimum time of control action for a manufacturing system
.......... Giitiro Suzuki (30, 15-26)
On the reduction to a complete class in multiple decision problems (2)
.......... Masakatsu Murakami (30, 27-34)
The set-compound one-stage estimation in the nonregular family of distributions over the interval (0, \theta)
.......... Yoshiko Nogami (30, 35-43)
Asymptotic properties of least squares estimators for discrete compound distributions
.......... Keewhan Choi (30, 45-50)
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The asymptotic expansion of the distribution of Anderson's statistic for testing a latent vector of a covariance matrix
.......... Takesi Hayakawa (30, 51-55)
Asymptotic distributions of the latent roots with multiple population roots in multiple discriminant analysis
.......... Yasuko Chikuse (30, 57-62)
Unique factorization of products of bivariate normal cumulative distribution functions
.......... T.W. Anderson and S.G. Ghurye (30, 63-69)
On the asymptotic distribution of Gower's m2 goodness-of-fit criterion in a particular case
.......... A.W. Davis (30, 71-79)
Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances
.......... Ted H. Szatrowski (30, 81-88)
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Large-sample approximations in seemingly unrelated regression equations
.......... V.K. Srivastava and Sushama Upadhyaya (30, 89-96)
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Constellation graphical method for representing multi-dimensional data
.......... Kazumasa Wakimoto and Masaaki Taguri (30, 97-104)
f-dissimilarity : A generalization of the affinity of several distributions
.......... L. Gyorfi and T. Nemetz (30, 105-113)
Reduction of the number of associate classes of hypercubic association schemes
.......... S. Kageyama, G.M. Saha and A.D. Das (30, 115-123)
Betweenness for real vectors and lines, I. Basic generalities
.......... Edward W. Barankin and Koiti Takahasi (30, 125-162)
On a characterization of the exponential distribution by spacings
.......... M. Ahsanullah (30, 163-166)
A note on Bernstein and Muntz-Szasz theorems with applications to the order statistics
.......... J.S. Hwang (30, 167-176)
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Note on K-point separation measurement
.......... Rinya Takahashi (30, 177-179)
A note on the Gauss-Markov theorem
.......... Morris L. Eaton (30, 181-184)
Analysis of cross classified data by AIC
.......... Yosiyuki Sakamoto and Hirotugu Akaike (30, 185-197)
Comparison of two types of multidimensional scaling methods - Minimum dimension analysis MDA-OR and MDA-UO -
.......... Chikio Hayashi and Fumi Hayashi (30, 199-209)

No.2 (1978)

On a generalization of Gaussian distribution
.......... Tokio Taguchi (30, 211-242)
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The asymptotic behaviour of maximum likelihood estimators for stationary point processes
.......... Yosihiko Ogata (30, 243-261)
Entropy maximization principle and selection of the order of an autoregressive Gaussian process
.......... Ryoichi Shimizu (30, 263-270)
On a generation of normal pseudo-random numbers
.......... Hirotaka Sakasegawa (30, 271-279)
A non-parametric test for composite hypotheses in survival analysis
.......... H. Dennis Tolley (30, 281-295)
Linear statistics and exponential families
.......... Laurie Davies and Ludwig Baringhaus (30, 297-314)
Regions of autocorrelation coefficients in AR(p) and EX(p) processes
.......... Toshinao Nakatsuka (30, 315-319)
Density estimation for Markov processes using delta-sequences
.......... B.L.S. Prakasa Rao (30, 321-328)
Some generalized methods of optimal scaling and their asymptotic theories : The case of multiple responses-multiple factors
.......... Yutaka Tanaka (30, 329-348)
Corrections to 'On a spectral estimate obtained by an autoregressive model fitting' ** Errata files are joined together with papers
.......... Mituaki Huzii (30, 349)
A procedure for the modeling of non-stationary time series
.......... Genshiro Kitagawa and Hirotugu Akaike (30, 351-363)

No.3 (1978)

Stepwise test procedures and approximate chi-square analysis
.......... Minoru Siotani, Dhanwant S. Gill and Christian Loschcke (30, 365-375)
An asymptotic expansion for the distribution of a function of latent roots of the noncentral Wishart matrix, when \Omega = O(n)
.......... Hisao Nagao (30, 377-383)
The asymptotic expansion of the Stein estimators for the vector case
.......... A.J. van der Merwe and D.J. de Waal (30, 385-395)
On the uniform complete convergence of density function estimates
.......... R.L. Taylor and K.F. Cheng (30, 397-406)
Yates type estimators of a common mean
.......... C.G. Bhattacharya (30, 407-414)
An extension of the Cramer-Rao inequality for a sequential procedure without assuming regularity conditions
.......... Antonio Dorival Campos (30, 415-419)
Testing for the equality of two binomial proportions
.......... Noel Cressie (30, 421-427)
Record values and the exponential distribution
.......... M. Ahsanullah (30, 429-433)
A finely tuned continuity correction
.......... Noel Cressie (30, 435-442)
Betweenness for real vectors and lines, II. Relatedness of betweennesses
.......... Edward W. Barankin and Koiti Takahasi (30, 443-464)
On homogeneous stochastic processes on compact Abelian groups
.......... P.A. Morettin (30, 465-472)
Some corrections and supplements 'On a generalization of Gaussian distribution' ** Errata files are joined together with papers
.......... Tokio Taguchi (30, 473-475)
Acknowledgement of priority ** Errata files are joined together with papers
.......... W.K. Chiu (30, 477)
A scheme of adaptive control
.......... Makio Ishiguro (30, 479-498)
Covariance matrix computation of the state variable of a stationary Gaussian process
.......... Hirotugu Akaike (30, 499-504)