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Vol.39 Contents (1987)

[ No1 | No2 | No3 ]

No.1 (1987)

Analysis of marginal and conditional density functions for separate inference
Hisataka Kuboki (39, 1-23)
PDF (1893KB)

Second order asymptotic comparison of estimators of a common parameter in the double exponential case
Masafumi Akahira (39, 25-36)
PDF (754KB)

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)
PDF (491KB)

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)
PDF (1218KB)

On sum of 0-1 random variables I. Univariate case
Kei Takeuchi and Akimichi Takemura (39, 85-102)
PDF (1391KB)

A bivariate exponential distribution arising in random geometry
Richard Cowan (39, 103-111)
PDF (559KB)

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)
PDF (882KB)

Some distribution theory relating to confidence regions in multivariate calibration
A.W. Davis and T. Hayakawa (39, 141-152)
PDF (871KB)

Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model
Yasunori Fujikoshi (39, 153-161)
PDF (545KB)

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)
PDF (1535KB)

On the normality a posteriori for exponential distributions, using the Bayesian estimation
Monica E.Bad Dumitrescu (39, 211-218)
PDF (545KB)

Bayesian analysis of hybrid life tests with exponential failure times
Norman Draper and Irwin Guttman (39, 219-225)
PDF (549KB)

An approach to the nonstationary process analysis
Yoshiyasu-Hamada Tamura (39, 227-241)
PDF (1142KB)

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)
PDF (1374KB)

On a characterization of monotone likelihood ratio experiments
Dieter Mussmann (39, 263-274)
PDF (1038KB)

Variance of sightings in the survey of patchily distributed objects
Hirohisa Kishino (39, 275-287)
PDF (866KB)

Interval estimation of the critical value in a general linear model
Y.L. Tong (39, 289-297)
PDF (720KB)

Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
Takesi Hayakawa (39, 299-306)
PDF (550KB)

On sum of 0-1 random variables II. Multivariate case
Kei Takeuchi and Akimichi Takemura (39, 307-324)
PDF (1291KB)

The k-in-a-row procedure in selection theory
Pinyuen Chen (39, 325-330)
PDF (489KB)

Nonparametric inference on the difference of location parameters of correlated variables from fragmentary samples
K.F. Cheng (39, 331-347)
PDF (1160KB)

Asymptotic efficiency of the Spearman estimator and characterizations of distributions
Z. Govindarajulu and Bo. H. Lindqvist (39, 349-361)
PDF (921KB)

Competitors of the Wilcoxon signed rank test
Yoshihiko Maesono (39, 363-375)
PDF (814KB)

A note on testing for constant hazard against a change-point alternative
Yi-Ching Yao (39, 377-383)
PDF (482KB)

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)
PDF (524KB)

Modes and moments of unimodal distributions
Ken-iti Sato (39, 407-415)
PDF (601KB)

Linear/nonlinear forms and the normal law : Characterization by high order correlations
Elias Masry and Bernard Picinbono (39, 417-428)
PDF (878KB)

Characterization of a Marshall-Olkin type class of distributions
Pietro Muliere and Marco Scarsini (39, 429-441)
PDF (889KB)

Pragmatic treatment of improper solutions in factor analysis
Manabu Sato (39, 443-455)
PDF (1072KB)

No.3 (1987)

On nonparametric tests for symmetry
Sigeo Aki (39, 457-472)
PDF (903KB)

On Aki's nonparametric test for symmetry
Seiji Nabeya (39, 473-482)
PDF (572KB)

A note on some test statistics against HNBUE
Bo Bergman and Bengt Klefsjo (39, 483-488)
PDF (448KB)

A note on testing two-dimensional normal mean
Kentaro Nomakuchi and Toshio Sakata (39, 489-495)
PDF (559KB)

Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes
Y.Rama Krishna Sarma (39, 497-512)
PDF (1289KB)

Analysis of ordered categorical data from repeated measurements assuming a quantitative latent variable
Hiroyuki Uesaka and Chooichiro Asano (39, 513-531)
PDF (1480KB)

An effective selection of regression variables when the error distribution is incorrectly specified
Wolfgang Hardle (39, 533-548)
PDF (1137KB)

Modified nonparametric kernel estimates of a regression function and their consistencies with rates
Radhey S. Singh and Manzoor Ahmad (39, 549-562)
PDF (1118KB)

A complete class for linear estimation in a general linear model
C. Stepniak (39, 563-573)
PDF (875KB)

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)
PDF (1476KB)

The lower bound for the variance of unbiased estimators for one-directional family of distributions
Masafumi Akahira and Kei Takeuchi (39, 593-610)
PDF (1148KB)

Error bounds for asymptotic expansion of the scale mixtures of the normal distribution
Ryoichi Shimizu (39, 611-622)
PDF (651KB)

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)
PDF (620KB)

Some properties of multivariate extreme value distributions and multivariate tail equivalence
Rinya Takahashi (39, 637-647)
PDF (680KB)

On the robustness of balanced fractional 2m factorial designs of resolution 2l+1 in the presence of outliers
Masahide Kuwada (39, 649-659)
PDF (800KB)

Some characterization of locally resistant BIB designs of degree one
Sanpei Kageyama (39, 661-669)
PDF (756KB)

Some constructions of tow-associate class PBIB designs
Snigdha Banerjee, Sanpei Kageyama and Bhagwandas (39, 671-679)
PDF (729KB)

Correction to 'The likelihood ratio criterion and the asymptotic expansion of its distribution' *
Takesi Hayakawa (39, 681)

* Errata files are joined together with papers