Number Title Author
1 Large Deviations of Goodness of Fit Statistics and Linear Combinations of Order Statistics Petrus Groeneboom, Galen Shorack
2 Limit Theorems and Inequalities for the Uniform Empirical Process Indexed by Intervals Galen Shorack, Jon A. Wellner
3 Metrics on Stochastic Processes and Qualitative Robustness Dennis D. Cox
4 Infant Mortality Rates as Estimates: Their Biases and Variances M. G. Sirken, Z. W. Birnbaum
5 Asymptotic Normality of Statistics based on the Convex Minorants of Empirical Distribution Functions Ronald Pyke , Petrus Groeneboom
6 The Concave Majorant of Brownian Motion Petrus Groeneboom
7 Distributions of Maximal Invariants using Quotient Measures Steen A. Andersson
8 Bootstrapping Robust Regression Galen Shorack
9 The Cramer-Rao Bound and Robust M-Estimates for Autoregressions R. Douglas Martin
10 Distribution of Eigenvalues in Multivariate Statistical Analysis H. K. Broens, Steen A. Andersson, S. T. Jensen
11 Combining Independent P-Values Fritz W. Scholz
12 Statistical Inference for some Volterra Population Processes in a Random Environment Peter Guttorp, R. Kulperger
13 A Simple Model for Acoustic Noise Peter Guttorp
14 On the Uniqueness of Roots of the Likelihood Equations Fritz W. Scholz
15 A Limit Theorem for Random Walks with Drift using a Coupling Technique Peter Guttorp, Richard Lockhart, R. Kulperger
16 A Comparison of Computed Sensed Flux with Robertson-Berger Meter Readings E. L. Scott, June G Morita
17 A Uniform Central Limit Theorem for Partial-Sum Processes Indexed by Sets Ronald Pyke
18 The Haar-Function Construction of Brownian Motion Indexed by Sets Ronald Pyke
19 Weak Convergence of Empirical Processes Ronald Pyke , T. G. Sun
20 Robust Methods for Time Series R. Douglas Martin