Almost unbiased estimation in multiplicative models Y. P. ChaubeyB. Singh Publications Pages: 13 - 28
On the completeness of certain classes of two stage sampling strategies V. R. Padmawar Publications Pages: 29 - 40
On two recent characterizations of multivariate normal distribution G. G. Hamedani Publications Pages: 41 - 47
A generalized maximum likelihood characterization of the normal distribution W. Stadje Publications Pages: 93 - 97
Conditional characterizations of multivariate distributions B. C. ArnoldM. Pourahmadi Publications Pages: 99 - 108
Distrubition-free test for homogeneity against stochastic ordering A. Shanubhogue Publications Pages: 109 - 119
Empiric bayes estimation of hypergeometric probability G. G. WalterG. G. Hamedani Publications Pages: 127 - 143
The conditional maximum likelihood estimator of the shape parameter in the gamma distribution T. Yanagimoto Publications Pages: 161 - 175
Maximum likelihood estimators of the variance components based on theQ-reduced model K. R. LeeC. H. Kapadia Publications Pages: 177 - 189
The exact density of a statistic related to the shape parameter of a gamma variate S. B. Provost Publications Pages: 191 - 196
Equivalence between Tie-corrected Spearman Test and a Chi-square Test in a Fourfold Contingency Table H. Basler Publications Pages: 203 - 209
A test of goodness-of-fit based on extreme spacings with some efficiency comparisons S. Rao JammalamadakaM. T. Wells Publications Pages: 223 - 232
Marsaglia’s lattice test and non-linear congruential pseudo random number generators J. EichenauerH. GrotheJ. Lehn Publications Pages: 241 - 250
Simultaneous estimation after selection and ranking and other procedures: The negative exponential case N. MukhopadhyayH. I. HamdyS. Darmanto Publications Pages: 275 - 286
Bemerkung zur Lösung der Yule-Walker-Gleichungen H. LütkepohlE. O. Maschke Publications Pages: 287 - 289
On existence and uniqueness of maximum likelihood estimates in quantal and ordinal response models H. Kaufmann Publications Pages: 291 - 313
Characterizations of distributions via two expected values of order statistics Jun Shung HwangGwo Dong Lin Publications Pages: 329 - 338
A consistent test for multivariate normality based on the empirical characteristic function L. BaringhausN. Henze Publications Pages: 339 - 348
The serial correlation structure for a random process with steps O. D. Anderson Publications Pages: 349 - 376