No. 1

[articles]

1. Asymptotic Mean Square Errors of Variance Estimators for U-Statistics and Their Edgeworth Expansions, 1.

   Yoshihiko Maesono

2. Higher Order Relations Between Cornish-Fisher Expansions and Inversions of Saddlepoint Apprroximations, 21.

   Yoshihiko Maesono and Spiridon I. Penev

3. Characterization of Generalized Mixtures of Exponential Distribution Based on Conditional Expectation of Order Statistics, 39.

   Jong-Wuu Wu and Wen-Chuan Lee

4. A New Higher Order Approximation to a Percentage Point of the Distribution of the Sample Correlation Coefficient, 45.

   Masafumi Akahira and Norio Torigoe

5. A Two-Stage Procedure for Fixed-Size Confidence Region When Covariance Matrices Have Some Structures, 59.

   Makoto Aoshima

6. Robustness of Linear Discriminant Analysis, 69.

   Toshie Yamashita

7. On Some Partially Balanced Fractional $2^{m_1+m_2}$ Factorial Designs of Resolution IV, 89.

   Masahide Kuwada and Keiko Ikeda

8. A New Method to Estimate Stochastic Volatility Models: A Log-Garch Approach, 101.

   Manabu Asai

9. A Note on the Corrected Score Function Adjusting for Misclassification, 115.

   Kouhei Akazawa, Naoko Kinukawa and Tsuyoshi Nakamura

No. 2

[articles]

1. Relationship between Logarithmic Series Model and Other Superpopulation Models Useful for Microdata Disclosure Risk Assessment, 125.

   Nobuaki Hoshino and Akimichi Takemura

2. Asymptotic Expansion for Sampling Distribution and Sample Size in Statistical Inference II --- Probability of Misdiscrimination in the Discriminant Analysis ---, 135.

   M*?inoru Siotani, Toshiya Iwashita and Takashi Seo

3. Bounded Risk Point Estimation of a Linear Function of K Multinormal Mean Vectors, 153.

   Makoto Aoshima

4. Three Statistics for Hypothesis Testing of Intermediate Latent Vector of Covariance Matrix and their Bootstrap Tests, 163.

   Shin-ichi Tshukada

5. Fixed-Size Confidence Region of the Difference of Two Multinormal Means when the Covariance Matrices Have Structure, 175.

   Hiroto Hyakutake

6. Improved Bootstrap through Modified Resample Size, 181.

   Jinfang Wang and Masaki Taguri

7. On Reliability Estimation in the Weibull Case, 193.

   Hidekazu Tanaka

8. A Test for Symmetry Based on Density Estimates, 205.

   Takamasa Mizushima and Hisao Nagao

9. A Non-Parametric Method to Test Equality of Intermediate Latent Roots of Two Populations in a Principal Component Analysis, 227.

   Takakazu Sugiyama and Kenji Ushizawa