C O M M U N I C A T I O N S IN STATISTICS Theory and Methods
Volume 33, Number 4, 2004
CONTENTS DISTRIBUTION THEORY Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using
Symmetric Covariation 769 B. Gurel, L. d'Estampes, ami D. Tjestheim
Sharp Upper Bounds for Expectations of Differences of
Order Statistics in Various Scale Units 787 K. Danielak
Best-Possible Bounds on Sets of Multivariate Distribution
Functions 805 J. A. Rodriguez-Lailena and M. Ubeda-Flores
INFERENCE
Tests fur a Change Point in the Shape Parameter of
Gamma Random Variables 821 A. Ramanayake
A One Sided Test Based on Sample Quasi Ranges 835 P. Singh and A. N, Gill
REGRESSION
Data-Oliven Discontinuity Detection in Derivatives of a
Regression Function 851 /. Gijbels andA.-C. Goderniaux
DESIGN OF EXPERIMENTS Estimating the Intercept in an Orthogonally Blocked
Experiment When the Block Effects Are Random 873 P. Goos and M. I undebroek
(continued on inside back cover)
COMMUN. STATIST.—THEORY METH-, 33(4), 2004
Contents Continued
TIME SERIES
Testing Normality for Linear AR(/>) Models 891 W.-C. Ip, H. Wong, and M. Chen
QUALITY CONTROL
The Asymptotic Distributions of Unified Process Capability
Indices 909 H.-C- Lin
GOODNESS-OF-FIT TESTS
Transformations for Testing the Fit of the Inverse-Gaussian
Distribution 919 L Gracia-Medrano and F. O 'Reilly
A Class of Omnibus Tests for the Laplace Distribution
Based on the Empirical Characteristic Function 925 S. G. Meintanis
MODELS AND APPLICATIONS A General Model for Repeated Audit Controls Using
Monotone Subsampling 949 V. M. Raats, B. B. van der Genugten, and J. J. A. Moors
An Entropy Frailty Model for Dependent Variables 979 J. Rodrigues
Letter to the Editor 991
