Citation: B. Garel et M. Hallin, LOCAL ASYMPTOTIC NORMALITY OF MULTIVARIATE ARMA PROCESSES WITH A, LINEAR TREND, Annals of the Institute of Statistical Mathematics, 47(3), 1995, pp. 551-579
Citation: M. Taniguchi et Ml. Puri, HIGHER-ORDER ASYMPTOTIC THEORY FOR NORMALIZING TRANSFORMATIONS OF MAXIMUM-LIKELIHOOD ESTIMATORS, Annals of the Institute of Statistical Mathematics, 47(3), 1995, pp. 581-600
Citation: Y. Nishiyama, LOCAL ASYMPTOTIC NORMALITY OF A SEQUENTIAL MODEL FOR MARKED POINT-PROCESSES AND ITS APPLICATIONS, Annals of the Institute of Statistical Mathematics, 47(2), 1995, pp. 195-209
Citation: S. Aki et K. Hirano, JOINT DISTRIBUTIONS OF NUMBERS OF SUCCESS-RUNS AND FAILURES UNTIL THEFIRST CONSECUTIVE K SUCCESSES, Annals of the Institute of Statistical Mathematics, 47(2), 1995, pp. 225-235
Citation: Xj. Xiang, A BERRY-ESSEEN THEOREM FOR THE KERNEL QUANTILE ESTIMATOR WITH APPLICATION TO STUDYING THE DEFICIENCY OF QUANTILE ESTIMATORS, Annals of the Institute of Statistical Mathematics, 47(2), 1995, pp. 237-251
Citation: I. Bagai et Blsp. Rao, KERNEL-TYPE DENSITY AND FAILURE RATE ESTIMATION FOR ASSOCIATED SEQUENCES, Annals of the Institute of Statistical Mathematics, 47(2), 1995, pp. 253-266
Citation: A. Bose, ESTIMATING THE ASYMPTOTIC DISPERSION OF THE L(1) MEDIAN, Annals of the Institute of Statistical Mathematics, 47(2), 1995, pp. 267-271
Citation: N. Shinozaki, SOME MODIFICATIONS OF IMPROVED ESTIMATORS OF A NORMAL VARIANCE, Annals of the Institute of Statistical Mathematics, 47(2), 1995, pp. 273-286
Citation: G. Vijayasree et al., COMPONENTWISE ESTIMATION OF ORDERED PARAMETERS OF K (GREATER-THAN-OR-EQUAL-TO-2) EXPONENTIAL POPULATIONS, Annals of the Institute of Statistical Mathematics, 47(2), 1995, pp. 287-307
Citation: T. Yokoyama, LR TEST FOR RANDOM-EFFECTS COVARIANCE STRUCTURE IN A PARALLEL PROFILEMODEL, Annals of the Institute of Statistical Mathematics, 47(2), 1995, pp. 309-320
Citation: Jp. Kowalski, COMPLETE CLASSES OF TESTS FOR REGULARLY VARYING DISTRIBUTIONS, Annals of the Institute of Statistical Mathematics, 47(2), 1995, pp. 321-350
Citation: Ds. Chang et Gc. Lin, STOCHASTIC REGRESSION-MODEL WITH HETEROSCEDASTIC DISTURBANCE, Annals of the Institute of Statistical Mathematics, 47(2), 1995, pp. 351-369
Citation: B. Abdous et B. Remillard, RELATING QUANTILES AND EXPECTILES UNDER WEIGHTED-SYMMETRY, Annals of the Institute of Statistical Mathematics, 47(2), 1995, pp. 371-384
Citation: W. Bischoff, DETERMINANT FORMULAS WITH APPLICATIONS TO DESIGNING WHEN THE OBSERVATIONS ARE CORRELATED, Annals of the Institute of Statistical Mathematics, 47(2), 1995, pp. 385-399
Citation: Pj. Brockwell et O. Stramer, ON THE APPROXIMATION OF CONTINUOUS-TIME THRESHOLD ARMA PROCESSES, Annals of the Institute of Statistical Mathematics, 47(1), 1995, pp. 1-20
Citation: Av. Nagaev, SOME PROPERTIES OF CONVEX HULLS GENERATED BY HOMOGENEOUS POISSON POINT-PROCESSES IN AN UNBOUNDED CONVEX DOMAIN, Annals of the Institute of Statistical Mathematics, 47(1), 1995, pp. 21-29
Citation: Pw. Vos, QUASI-LIKELIHOOD OR EXTENDED QUASI-LIKELIHOOD - AN INFORMATION-GEOMETRIC APPROACH, Annals of the Institute of Statistical Mathematics, 47(1), 1995, pp. 49-64
Citation: Ls. Wei et Sp. Zhang, THE CONVERGENCE-RATES OF EMPIRICAL BAYES ESTIMATION IN A MULTIPLE LINEAR-REGRESSION MODEL, Annals of the Institute of Statistical Mathematics, 47(1), 1995, pp. 81-97
Citation: A. Bose et N. Mukhopadhyay, A NOTE ON ACCELERATED SEQUENTIAL ESTIMATION OF THE MEAN OF NEF-PVF DISTRIBUTIONS, Annals of the Institute of Statistical Mathematics, 47(1), 1995, pp. 99-104