| Title | Author(s) | Page |
|---|
| Foreword |
| On the hewitt-savage zero one law in the strategic setup |
Sreela Gangopadhyay and B.V. Rao |
153 |
| Law of the iterated logarithm for moving maxima |
R. Vasudeva |
166 |
| Partial Hausdorff sequences and symmetric probabilities on finite products of {0,1} |
J.C. Gupta |
| Parametric estimation of hazard functions with stochastic covariate processes |
Simeon M. Berman and Halina Frydman |
174 |
| Estimation of the autocorrelation function of a stationary time series with missing observations |
Yoshihiro Yajima and Haruhisa Nishino |
189 |
| On consistency of the best-r-points-average estimator for the maximizer of a nonparametric regression function |
Z.D. Bai and Mong-Na Lo Huang |
208 |
| Uniform stochastic ordering on a system of components with dependent lifetimes induced by a common environment |
Chunsheng Ma |
218 |
| Upper bound for the covariance of extreme order statistics from a sample of size three |
Nickos Papadatos |
229 |
| Sequential estimation of the autoregressive parameters in general vector autoregressive model |
A.K. Basu and Indranil Mukhopadhyay |
241 |
| Higher than second-order approximations via two-stage sampling |
Nitis Mukhopadhyay |
254 |
| A note on the consistency of multidimensional exponential signals |
Z.D. Bai, Debasis Kundu and Amit Mitra |
270 |
| A note on kernel estimators for positive valued random variables |
A. Guillamon, J. Navarro and J.M. Ruiz |
276 |
| Characterisation of correlation matrices of spin variables |
J.C. Gupta |
282 |
| The moment problem for the standard k-dimensional simplex |
J.C. Gupta |
286 |
| Asymptotic properties of unbiased estimators in the natural exponential family with quadratic variance function |
F. Lopez-Blazquez and A. Castano-Martinez |
292 |
| Book Reviews |
| 298 |
