No. 1

[Articles]

1. ARMA and ARIMA Approaches to the Unit Root Analysis of Macro Economic Variables, 1 --- 18

   Kimio Morimune and Kenji Miyazaki

2. Higher Order Asymptotic Theory for Discriminant Analysis in Gaussian Stationary Process, 19 --- 35

   Yoshihide Kakizawa

3. Fixed-Size Confidence Region by Multivariate Two-Stage Procedure When the Covariance Matrix Has a Structure, 37 --- 44

   Yoshikazu Takada and Hiroto Hyakutake

4. The CUSUM Tests with Nonparametric Regression Residuals, 45 --- 63

   Toshio Honda

5. The Bhattacharyya Type Bound for the Variance of Sequential Estimation Procedures, 65 --- 75

   Ken-ichi Koike

6. Stability of Multidimensional Scaling with an Error Model, 77 --- 91

   Kanta Naito, Sinya Murata and Yasunori Fujikoshi

7. Statistical Inference in a Canonical Correlation Analysis with Linear Constraints, 93 --- 107

   Akio Suzukawa

8. The RC(M) Association Model and Canonical Correlation Analysis, 109 --- 120

   Nobuoki Eshima and Minoru Tabata

9. CORRECTION: Distance between Populations in a Mixture of Categorical and Continuous Variables, 121 --- 121

   Hiroko Nakanishi

No. 2

[Articles]

1. Sequential Fixed-Width Confidence Interval Estimation for the Percentiles of a Normal Distribution, 123

   Keiichi Hirose and Eiichi Isogai

2. AIC-Type Model Selection Criterion for Multivariate Linear-Regression with a Future Experiment, 135

   Kenichi Satoh

3. A Nonparametric Test for Nonlinearity by the Weighted Least Squares Method, 141

   Yasumasa Matsuda

4. Interpretation of the Quasi-Likelihood via the Titled Exponential Family, 157

   Yoshimitsu Hiejima

5. Asymptotic Comparison of Minimum Discrepancy Estimators in Berkson's Bioassay Model, 165

   Hidekazu Tanaka

6. Frequency Estimate Based on Wavelet Transform and Fourior Transform, 179

   Mutsumi Takagiwa

7. Estimations of Income Distribution Parameters for Individual Observations by Maximum Likelihood Method, 191

   Toshiaki Tachibanaki, Terukazu Suruga and Naosumi Atoda