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July 2006, Volume 24, Issue 1
- 1-25 Risk measurement with equivalent utility principles
by Denuit Michel & Dhaene Jan & Goovaerts Marc & Kaas Rob & Laeven Roger - 27-44 Dilatation monotone and comonotonic additive risk measures represented as Choquet integrals
by Grigoriev Pavel G. & Leitner Johannes - 45-60 On distortion functionals
by Pflug Georg Ch. - 61-96 Convex risk measures and the dynamics of their penalty functions
by Föllmer Hans & Penner Irina - 97-108 Law invariant convex risk measures for portfolio vectors
by Rüschendorf Ludger - 109-125 Robust utility maximization in a stochastic factor model
by Hernández-Hernández Daniel & Schied Alexander - 127-152 Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints
by Carlier Guillaume & Dana Rose-Anne - 153-171 On the optimal risk allocation problem
by Burgert Christian & Rüschendorf Ludger - 173-187 Monetary utility over coherent risk ratios
by Leitner Johannes - 189-207 Mean-risk optimization for index tracking
by Nakano Yumiharu
April 2005, Volume 23, Issue 4
- 249-279 Input-dependent estimation of generalization error under covariate shift
by Sugiyama Masashi & Müller Klaus-Robert - 281-299 Credit risk with infinite dimensional Lévy processes
by Özkan Fehmi & Schmidt Thorsten - 301-316 Quantile hedging and its application to life insurance
by Melnikov Alexander & Skornyakova Victoria - 317-329 The heat equation given a time series of initial data subject to error
by Hesse C. H.
March 2005, Volume 23, Issue 3
- 161-180 Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations
by Liang Han-Ying & Mammitzsch Volker & Steinebach Josef - 181-198 Empirical Bayes estimation by wavelet series
by Pensky Marianna & Alotaibi Mohammed - 199-217 Duality theory for optimal investments under model uncertainty
by Schied Alexander & Wu Ching-Tang - 219-248 Qualitative stability of stochastic programs with applications in asymptotic statistics
by Vogel Silvia
February 2005, Volume 23, Issue 2
- 81-100 Absolutely continuous optimal martingale measures
by Acciaio Beatrice - 101-115 Optimal choice of kn-records in the extreme value index estimation
by El Arrouchi Mohamed & Imlahi Abdelouahid - 117-129 On stationary multiplier methods for the rounding of probabilities and the limiting law of the Sainte-Laguë divergence
by Heinrich Lothar & Pukelsheim Friedrich & Schwingenschlögl Udo - 131-146 Recursive random variables with subgaussian distributions
by Neininger Ralph - 147-159 Change in non-parametric regression with long memory errors
by Wang Lihong
January 2005, Volume 23, Issue 1
- 1-14 Optimal consumption strategies under model uncertainty
by Burgert Christian & Rüschendorf Ludger - 15-31 Perpetual convertible bonds in jump-diffusion models
by Gapeev Pavel V. & Kühn Christoph - 33-48 On low dimensional case in the fundamental asset pricing theorem with transaction costs
by Grigoriev Pavel G. - 49-66 Optimal portfolios with expected loss constraints and shortfall risk optimal martingale measures
by Leitner Johannes - 67-80 Approximations of empirical probability generating processes
by Szűcs Gábor
April 2004, Volume 22, Issue 4
- 261-282 Quantization of probability distributions under norm-based distortion measures
by Delattre Sylvain & Graf Siegfried & Luschgy Harald & Pagès Gilles - 283-300 Confidence estimation of the covariance function of stationary and locally stationary processes
by Giurcanu Mihai & Spokoiny Vladimir - 301-318 Efficient estimation of a linear functional of a bivariate distribution with equal, but unknown, marginals: The minimum chi-square approach
by Peng Hanxiang & Schick Anton - 319-334 Locally asymptotically optimal tests in semiparametric generalized linear models in the 2-sample-problem
by Steinke Ingo - 335-349 Maximum likelihood estimator in a two-phase nonlinear random regression model
by Ciuperca Gabriela
March 2004, Volume 22, Issue 3
- 171-200 On Robins’ formula
by van der Vaart Aad - 201-223 Optimal influence curves for general loss functions
by Ruckdeschel Peter & Rieder Helmut - 225-233 A note on log-optimal portfolios in exponential Lévy markets
by Hurd T. R. - 235-243 On the asymptotic equivalence and rate of convergence of nonparametric regression and Gaussian white noise
by Rohde Angelika - 245-259 CWLS and ML estimates in a heteroscedastic RCA(1) model
by Janečková Hana & Prášková Zuzana
February 2004, Volume 22, Issue 2
- 83-108 Local maximin properties of tests in Gaussian shift experiments
by Dencker Peter & Liese Friedrich - 109-130 Markov chain algorithms for Eulerian orientations and 3-colourings of 2-dimensional Cartesian grids
by Fehrenbach Johannes & Rüschendorf Ludger - 131-151 A two-dimensional Cramér–von Mises test for the two-sample problem with dispersion alternatives
by Ferger Dietmar - 153-170 Necessary conditions for the existence of utility maximizing strategies under transaction costs
by Guasoni Paolo & Schachermayer Walter
January 2004, Volume 22, Issue 1
- 1-16 On asymptotic expansion of pseudovalues in nonparametric median regression
by Belitser Eduard - 17-42 On second order minimax estimation of invariant density for ergodic diffusion
by Dalalyan Arnak S. & Kutoyants Yury A. - 43-60 Sainte-Laguë’s chi-square divergence for the rounding of probabilities and its convergence to a stable law
by Heinrich Lothar & Pukelsheim Friedrich & Schwingenschlögl Udo - 61-78 Estimation of linear functionals of bivariate distributions with parametric marginals
by Peng Hanxiang & Schick Anton - 79-82 A remark on the quickest detection problems
by Shiryaev Albert
April 2003, Volume 21, Issue 4
- 301-326 Which power of goodness of fit tests can really be expected: intermediate versus contiguous alternatives
by Janssen Arnold - 327-342 Estimation of the multivariate normal covariance matrix under some restrictions
by Sheena Yo & Gupta Arjun K. - 343-366 Jump-preserving monitoring of dependent time series using pilot estimators
by Steland Ansgar - 367-380 Improved estimation of medians subject to order restrictions in unimodal symmetric families
by Garren Steven T.
March 2003, Volume 21, Issue 3
- 197-218 Asymptotic equivalence for a model of independent non identically distributed observations
by Jähnisch Michael & Nussbaum Michael - 219-260 Approximations and limit theorems for likelihood ratio processes in the binary case
by Gushchin A. A. & Valkeila Esko - 261-282 Optimal stopping and cluster point processes
by Kühne Robert & Rüschendorf Ludger - 283-300 Limit theorems in change-point problems with multivariate long-range dependent observations
by Wang Lihong
February 2003, Volume 21, Issue 2
- 93-108 On arbitrage and replication in the fractional Black–Scholes pricing model
by Sottinen Tommi & Valkeila Esko - 109-138 On the construction of efficient estimators in semiparametric models
by Forrester Jeffrey S. & Hooper William J. & Peng Hanxiang & Schick Anton - 139-148 The Bahadur risk in probability density estimation
by Korostelev Alexander - 149-170 On preferences of general two-sided tests with applications to Kolmogorov–Smirnov-type tests
by Rahnenführer Jörg - 171-184 Estimating the dimension of factors of diffusion processes
by Pötzelberger Klaus - 185-195 Ranking of populations in parameter′s modulus
by Revyakov Mikhail
January 2003, Volume 21, Issue 1
- 1-2 Editorial Note
by Strasser Helmut & Rüschendorf Ludger & Schachermayer Walter - 3-14 A note on Bayesian detection of change-points with an expected miss criterion
by Karatzas Ioannis - 15-28 The estimation problem of minimum mean squared error
by Devroye Luc & Schäfer Dominik & Györfi László & Walk Harro - 29-46 Parameter estimation for some non-recurrent solutions of SDE
by Dietz Hans M. & Kutoyants Yury A. - 47-68 Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
by Woerner Jeannette H. C. - 69-78 A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions
by Maruyama Yuzo - 79-92 Tail behaviour of a general family of control charts
by Schmid Wolfgang & Okhrin Yarema
April 2002, Volume 20, Issue 1-4
- 1-28 Comparison Of Statistical Experiments With Filtered Probability Spaces
by Norberg Espen - 29-52 Probability Matching Priors For One-Way Unbalanced Random Effect Models
by Sankar Datta Gauri & Ghosh Malay & Kim Yeong-Hwa - 53-66 Γ-Μινιμαχιτυ Of A Generalized Bayes Unbiased Estimator In A Multivariate Linear Model
by Noda Kazuo & Wu Qi-Guang & Shimizu Kunio - 67-80 Natural Estimators For The Larger Of Two Exponential Location Parameters With A Common Unknown Scale Parameter
by Misra Neeraj & Dhariyal Ishwari D. & Kundu Debasis - 81-94 Information Inequalities For The Risks In Simple Quadratic Exponential Families
by Pommeret Denys - 95-96 CORRECTION NOTE: Minimax estimation of a bounded scale parameter for scale-invariant squared-error loss
by Eeden Constance van & Zidek James V. - 111-136 Optimal Nonparametric Tests For Truncated Data
by Heck-Boldebuck D. & Liese F. & Neuhaus G. - 137-152 Asymptotic Tests For Gradual Changes
by Hušková M. & Steinebach J. - 153-176 Global Extrapolations For Power Functions Of One-Sided Nonparametric Tests
by Janssen Arnold & Kunz Michael - 177-190 Inadmissibility Of The Studentized Likelihood Ratio Test For Testing Order-Restricted Normal Means
by Manco Gregory V. & Cohen Arthur - 191-210 Optimized Timing Attacks Against Public Key Cryptosystems
by Schindler Werner - 225-240 A New Approach To Empirical Bayes Estimation With Errors In Variables
by Pensky Marianna - 241-256 Subsampling For Density Estimation
by Guillou Armelle - 257-268 Estimating A Covariance Matrix In Manova Model
by Hara H. - 269-278 On The Joint Completeness Of Independent Statistics
by Cramer Erhard & Kamps Udo & Schenk Normen - 279-296 Survey Sampling: A Linear Game
by Stenger Horst & Gabler Siegfried & Schmidt Jochen - 297-308 Some Simple Unconditional And Conditional Tests For Testing Tumour Onset Times
by Hušková M. & Neuhaus G. - 309-320 Characterizations Of Distributions Based On The Conditional Expectations Of Record Values
by Raqab Mohammad Z. - 331-354 Confidence Intervals On The Among Group Variance Component In An Unbalanced And Heteroscedastic One-Way Random Effects Model
by Härtung Joachim & Argaç Doğan - 355-378 Optimal Choice Of Nonparametric Estimates Of A Density And Of Its Derivatives
by Horová Ivana & Vieu Philippe & Zelinka Jiří - 379-398 On The Asymptotic Null-Distribution Of The Wald Statistic At Singular Parameter Points
by Gaffke Norbert - 399-414 On Size Increase For Goodness Of Fit Tests When Observations Are Positively Dependent
by Molina I. & Morales D. & Pardo L. & Vajda I. - 415-444 Two New Classes Of Subset Selection Procedures For Location Parameters
by Kumar Narinder & Mehta Gobind P. & Kumar Virender
April 2001, Volume 19, Issue 4
- 331-372 Clustering And Quantization By Msp-Partitions
by Pötzelberger Klaus & Strasser Helmut - 373-394 Optimal Unbiased Linear Integration Of Estimators
by Ruiz Espejo Mariano & Singh Housila P. & Singh Rajesh - 395-404 Simulated Annealing For Almost Sure Convergent Random Sequences
by Poppinga C. - 405-418 On The Unimodality Of Geometric Stable Laws
by Gawronski Wolfgang - 419-426 SHORT PROOFS ON Lr -DIFFERENTIABILITY
by Rieder H. & Ruckdeschel P.
March 2001, Volume 19, Issue 3
- 223-238 Monotone Empirical Bayes Tests With Optimal Rate Of Convergence For A Truncation Parameter
by Li Jianjun & Gupta Shanti S. - 239-252 A Class Of Modified Pearson And Neyman Statistics
by Györfi László & Vajda Igor - 253-276 Power Gain By Pre-Testing?
by Albers Willem & Boon Pieta C. & Kallenberg Wilbert C.M. - 277-288 Noninformative Priors for the Bivariate Fieller-Creasy Problem
by Ghosh M. & Rousseau J. & Kim D. - 289-314 On A Statistical Information Measure For A Generalized Samuelson-Black-Scholes Model
by Stummer W.
February 2001, Volume 19, Issue 2
- 101-120 A Stochastic Algorithm For Maximum Likelihood Estimation In Imaging
by Winkler Gerhard - 121-136 Asymptotic Minimax Estimation In Nonlinear Stochastic Differential Equations From Discrete Observations
by Mishra M.N. & Prakasa Rao B.L.S. - 137-154 Point Estimation Of The Coefficient Of Determination
by Marchand Éric - 155-172 A Two-Stage Point Estimation Procedure For The Mean Of An Exponential Distribution And Second-Order Results
by Mukhopadhyay N. & Duggan W.T. - 173-190 Exponential statistical experiments: their properties and convergence results
by Gushchin A. A. & Valkeila E. - 191-202 Simulating Level Crossing Probabilities By Importance Sampling For Non-Decreasing Compound Poisson Processes With Bounded Jumps And A Negative Drift
by Macci Claudio
January 2001, Volume 19, Issue 1
- 1-8 On Optimal Standard Kernels
by Mammitzsch Volker - 9-26 Estimation Of The Density And The Regression Function Under Mixing Conditions
by Liebscher E. - 27-40 Strong Uniform Convergence For The Estimator Of The Nonparametric Regression Function
by Qian Weimin - 41-50 Estimation In Spherically Symmetric Regression With Random Design
by He Kun & Strawderman William E. - 51-70 Simultaneous Best Equivariant Estimation In Location-Scale Families
by Kim Byung Hwee & Ryu Seong Kweon - 71-82 Regressional Identifiability And Identification For Beta Mixtures
by Gupta Arjun K. & Wesolowski Jacek - 83-88 Weak Asymptotics Of The Bayes Estimator Of The Reliability Function In The Koziol-Green Model
by Friesl Michal
April 2000, Volume 18, Issue 4
- 349-366 Inference Based On The Empirical Probability Generating Function For Mixtures Of Poisson Distributions
by Rémillard Bruno & Theodorescu Radu - 367-388 On Statistical Inference Under Asymmetric Loss Functions
by Baron Michael - 389-412 Exact Bahadur Efficiencies For Two-Sample Statistics In Functional Density Estimation
by LOUANI Djamal - 413-428 Strong Limiting Behavior Of Two Estimates Of The Mode : The Shorth And The Naive Estimator
by Leclerc J. - 429-442 Statistical Decision Problems And Linear Prediction Under Vague Prior Information
by Schmidt Klaus D.
March 2000, Volume 18, Issue 3
- 231-258 On the second-order asymptotic distribution of M-estimators
by Lachout Petr & Paulauskas Vygantas - 259-274 ESTIMATION OF THE MEAN OF A e1-EXPONENTIAL MULTIVARIATE DISTRIBUTION
by Fourdrinier Dominique & Lemaire Anne-Sophie - 275-290 On The Bootstrap Accuracy Of The Pareto Index
by EL-NOUTY Charles & GUILLOU Armelle - 291-310 Asymptotics And Bounds For The Modes Of Noncentral Distributions
by Aubel Andrea Van & Gawronski Wolfgang - 311-330 Probability Measures With Given Marginals And Conditionals: I-Projections And Conditional Iterative Proportional Fitting
by Gramer Erhard
February 2000, Volume 18, Issue 2
- 115-128 An Ergodicity Concept For Traffic Control
by Grycko E. & Moeschlin O. - 129-168 Minimax Estimation Of A Constrained Binomial Proportion
by Marchand Éric & MacGibbon Brenda - 169-184 Interval Estimation For The Ratio Of Scale Parameters And For Ordered Scale Parameters
by Iliopoulos G. & Kourouklis S. - 185-204 Estimation Of A Correlation Coefficient : Some Second Order Decision-Theoretic Results
by Pal Nabendu & Lim Wooi K. - 205-218 An Improved Class Of Chain Regression Estimators In Two Phase Sampling
by Singh Housila P. & Espejo M. Ruiz
January 2000, Volume 18, Issue 1
- 1-26 Testing Whether Treatment Is “Better“ Than Control With Ordered Categorical Data: Definitions And Complete Class Theorems
by Cohen Arthur & Sackrowitz Harold B. - 27-34 Complete Classes In Comparison Of Sequential Binomial Experiments
by Kusama T. & Koyama N. - 35-48 Inadmissibility And Admissibility Of Randomized Wilcoxon Tests In Discrete Two-Sample Problems
by Yu Qiqing - 49-78 Nonparametric bioequivalence tests for statistical functionals and their efficient power functions
by Janssen Arnold - 79-98 Weighted Tests For A Change In The Regression Slope
by Abd-Rabou Abd-Elnaser S & Aly Emad-Eldin A. A.
April 1999, Volume 17, Issue 4
- 315-338 New Bayesian Methods For Ill Posed Problems
by Gamboa F. - 339-358 On The Asymptotic Null-Distribution Of The Wald Statistic At Singular Parameter Points
by Gaffke Norbert & Steyer Rolf & Davier Alina A. von - 359-376 On A Statistical Information Measure Of Diffusion Processes
by Stummer W. - 377-402 Economic Inspection for the Lot Mean
by Göb Rainer - 403-412 The Concept Of Normalized Deficiency And Its Applications
by Akahira Masafumi - 413-420 Optimierung Mit Genetischen Und Selektiven Algorithmen
by Kinnebrock W.
March 1999, Volume 17, Issue 3
- 213-236 Estimation Of Linnik Law Parameters
by Theodorescu Radu & Remillard Bruno & Jacques Christiane - 237-254 Local Asymptotic Normality Of Truncation Models
by Marohn F. - 255-266 A New Class Of Minimax Estimators Of Multivariate Normal Mean Vectors Under Balanced Loss Function
by Dey Dipak K. & Kim Chansoo & Chung Younshik - 267-284 Q-VALUES FOR x 2 PROBLEMS
by Schaafsma Willem & Bruin Rob de & Salome Diemer - 285-292 An Optimum Property For Fiducial Inference
by Schaafsma W. & Salome D. & Kroese A.H. - 293-302 On the Choice of the Variable of Loss Function
by Takagi Yoshiji
February 1999, Volume 17, Issue 2
- 111-124 Estimation Of A Smooth Density Function Using Meyer-Type Wavelets
by Pensky Marianna - 125-136 A Comparison Of Maximum Likelihood And Best Unbiased Estimators In The Estimation Of Linear Combinations Of Positive Normal Means
by Shinozaki Nobuo & Chang Yuan-Tsung - 137-140 Improving On The James-Stein Estimator
by Maruyama Yuzo - 141-156 Some Further Results About Undominated Bayesian Experiments
by Macci Claudio - 157-184 Empirical Bayes Two-Tail Tests In A Discrete Exponential Family
by Liang TaChen - 185-204 Prophet Regions For Iid Random Variables With Simultaneous Costs And Discountings
by Saint-Mont U.
January 1999, Volume 17, Issue 1
- 1-30 Minimax Estimation Of A Bounded Scale Parameter For Scale-Invariant Squared-Error Loss
by Eeden Constance van & Zidek James V. - 31-48 Characterization Of Bayes Estimators Of The Uniform Scale Parameter
by Lillo R. E. & Martín M. - 49-62 Best Φ-Approximants For Bounded Weak Loss Functions
by Bischoff Wolfgang - 63-86 Optimal Rates Of Convergence Of Monotone Empirical Bayes Tests For Uniform Distributions
by Karunamuni Rohana J. - 87-100 Complete Families Of Invariant Distributions
by Luschgy Harald
April 1998, Volume 16, Issue 4
- 307-332 Conditional And Unconditional Two-Sample Rank Tests For Truncated Data
by Neuhaus Georg - 333-348 Bahadur-Type Risks And Optimal Designs In Regression Problems
by Korostelev A. & Leonov S. - 349-368 Asymptotic Expansions For Posterior Probability In Regression Model
by Yin Ming - 369-388 ASYMPTOTICALLY RISK EFFICIENT TWO STAGE PROCEDURE FOR ESTIMATING THE PRODUCT OF k(>= 2) MEANS
by Zheng Shen & Seila Andrew F. & Sriram Τ. N. - 389-408 Fixed Precision Estimation In The Koziol-Green Random Censorship Model
by Martinsek Adam T.
March 1998, Volume 16, Issue 3
- 215-228 Nonparametric Estimation Of A Changing Function
by Dupač Václav & Fabian Václav - 229-244 On A Class Of Plug-In Methods Of Bandwidth Selection For Kernel Density Estimators
by Liebscher E. - 245-258 Linear Estimators Of A Poisson Mean Under Balanced Loss Functions
by Chung Younshik & Kim Chansoo & Song Seongho - 259-272 Decision-Making with a No-Decision Option
by Rukhin Andrew L. - 273-288 Sequential Procedures For Estimating The Mean With Squared Relative Error Loss
by Isogai Eiichi & Uno Chikara - 289-298 Calculating The Minimax Estimator Of A Binomial Probability With Entropy Loss Function And Its Comparison With Other Estimators Of A Binomial Probability
by Wieczorkowski R.
February 1998, Volume 16, Issue 2
- 113-130 Differentiability of Statistical Experiments
by Strasser Helmut - 131-146 Universal Admissibility Of Maximum Likelihood Estimators In Constrained Spaces
by Cohen Arthur & Kushary Debashis - 147-162 Semi-Tail Upper Bounds On Admissible Estimators In Continuous Exponential Families With A Nuisance Parameter
by Fraisse Anne-Marie & Roy Madeleine & Robert Christian P. - 163-180 Estimating A Ratio Of The Variances In A Balanced One-Way Random Effects Model
by Ye Keying - 181-190 Statistical Classification Based On A-Rank Nearest Neighbor Rule
by Bagui Subhash C. & Vaughn Brandon K. - 191-206 Second-Order Asymptotics For Multistage Methodologies In Partitioning A Set Of Normal Populations Having A Common Unknown Variance
by Datta Sujay & Mukhopadhyay Nitis
January 1998, Volume 16, Issue 1
- 1-18 Weak And Strong Universal Consistency Of Semi-Recursive Kernel And Partitioning Regression Estimates
by Györfi L. & Kohler M. & Walk H. - 19-34 Prediction In Linear Regression Combining Crisp Data And Fuzzy Prior Information
by Arnold B. F. & Stahlecker P. - 35-46 The Exact Risk Of A Weighted Average Estimator Of The Ols And Stein-Rule Estimators In Regression Under Balanced Loss
by Ohtani Kazuhiro - 47-64 On Bayesian experiments related to a pair of Statistical observations independent conditionally on the parameter
by Macci Claudio - 65-88 A Bayesian Approach To Loss Robustness
by Dey Dipak K. & Lou Kuo-ren & Bose Sudip - 89-104 Bayesian Robustness In Small Area Estimation
by Kim Dal Ho
April 1997, Volume 15, Issue 4
- 319-348 On Sufficiency And Blackwell Sufficiency
by Hille J. - 349-356 On The Rates Of Convergence Of Consistent Estimators: An Extreme Phenomenon
by Sato Michikazu - 357-364 Minimax Classification Rule For Tail Contaminated Models
by Bagui Subhash C. & Kushary Debashis - 365-378 Integral Tests For Suprema Of Kiefer Processes With Application
by Csörgő Miklós & Horváth Lajos & Szyszkowicz Barbara - 379-396 Large Deviations For Signed Compound Poisson Approximations
by ČEKANAVIČIUS Vydas & VAITKUS Pranas - 397-416 Characterization Of Multivariate Geometric Stable Distributions
by Kozubowski Tomasz J.
March 1997, Volume 15, Issue 3
- 211-228 A Class Of Minimum - Distance Estimators For Diffusion Processes With Ergodic Properties
by Dietz Hans M. & Kutoyants Yury A. - 229-240 Efficient Estimation Of The Shape Parameter In Pareto Models With Partially Known Scale
by Falk M. & Marohn F. - 241-254 Asymptotic Approximation Of Bayes Risk Of Estimators Of Reliability For Exponentially Distributed Data
by Antoch J. & Brzezina M. & Linka A. - 255-260 Best Ø-Approximants For Bounded Loss Functions
by Landers D. & Rogge L. - 261-280 Empirical Bayes Estimation For The Continuous One-Parameter Exponential Family With Errors In Variables
by Zhang Shunpu & Karunamuni Rohana J. - 281-294 On The Rate Of Information Gain In Experiments With A Finite Parameter Set
by Krob J. & Weizsäcker H. v. - 295-300 A Note on Bootstrapping the Local Time of the Empirical Process
by Helmers R. - 301-306 Asymptotics Of Bootstrapping Mean On Some Smoothed Empirical Distribution
by Lin Yachen
February 1997, Volume 15, Issue 2
- 103-128 Estimating The Truth Indicator Function Of A Statistical Hypothesis Under A Class Of Proper Loss Functions
by Hwang J. T. Gene & Pemantle Robin - 129-140 Expansion Of Bayes Risk For Entropy Loss And Reference Prior In Nonregular Cases
by Ghosal Subhashis & Samanta Tapas - 141-164 Change-Point Estimation Under Asymmetric Loss
by Rukhin Andrew L. - 165-182 Simultaneous Confidence Bounds For The Ratios Of Scale Parameters
by Gill Amar Nath & Sharma Suresh kumar & Misra Neeraj