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February 1989, Volume 7, Issue 1-2
- 95-104 On The Equivalence Of Behavioural And Randomized Equivariant Rules
by Ramamoorthi R. V. - 105-126 Sampling With Varying Probabilities From Superpopulation Models With Tangent Vectors
by MILBRODT Hartmut - 127-152 Tangent Vectors For Models With Independent But Not Identically Distributed Observations
by Strasser Helmut - 153-166 The Bernstein-Von Mises Theorem For A Class Of Non-Homogeneous Diffusion Processes
by Mishra M. N. - 167-184 The Asymptotic Distribution Of The Likelihood Ratio For M.A. Processes With A Regression Trend
by Garel Β. B. - 185-192 A Note On The Elementary Theorems Of Decision Theory
by Chaganty Narasinga Rao - 193-198 A Note On Information And Censored Absolutely Continuous Random Variables
by Baxter L. A.
April 1988, Volume 6, Issue 4
- 311-342 Γ-Μινιμαχ And Restricted-Risk Bayes Estimation Of Multiple Poisson Means Under Ε-Contaminations Of The Subjective Prior
by DasGupta Anirban & Bose Arup - 343-348 Gamma-Minimax Estimators For A Bounded Normal Mean
by Eichenauer J. & Kirschgarth P. & Lehn J. - 349-360 Efficient Estimation Of Functionals With Censored Data
by Schick A. & Susarla V. & Koul H. - 361-378 Robust Asymptotic Slippage Tests For Special Capacities
by Kimura M. - 379-384 On The Behavior Of Type Ii Errors
by Hornik K. - 385-396 Weak Convergence Of The Bootstrap Process For Large Quantiles
by Falk M.
March 1988, Volume 6, Issue 3
- 203-208 Estimating Multivariate Normal Means Using A Class Of Bounded Loss Functions
by Weiss L. - 209-222 The Information Metric For Univariate Linear Elliptic Models
by Burbea J. & Oller J. M. - 223-244 Sequences Of Experiments Admitting Adaptive Estimation
by Grossmann W. & Pflug G. Ch. - 245-260 Asymptotical Behaviour Of A Test Of Discordancy For An Increasing Number Of Outliers
by Schmid W. - 261-274 A Unified Asymptotic Theory For Testing Exponentiality Against Nbu, Ifr Or Ifra Alternatives
by Aly E.-E. A. A. & Lu M. G. - 275-282 Maximizing Uncertainty Functions Under Constraints On Quantiles
by García-Carrasco P. & Horra J. de la - 283-292 Partitions And Pivotal Measures In Experiments
by Gooßen K.
February 1988, Volume 6, Issue 1-2
- 1-20 Quadhatic Measures Of Fit For Estimates Of The Partial Derivatives Of A Survival Function And The Hazard Gradient
by Burke M.D. - 21-32 Optimal Estimations Of Starshaped Distribution Functions
by Wang Jane-Ling - 33-48 Sensitivity And Asymptotic Properties Of Bayesian Reliability Estimates In The Exponential Case
by Harris B. & Soms A. P. - 49-62 On Minimax And Best Equivariant Estimation Functions In The Linear Model With A-Unimodal Density And Quasiconvex Loss
by Cremers Heinz & Fieger Werner - 63-68 Minimax Linear Estimation Of The Trend Parameter In Random Fields With Symmetric Parameter Restrictions
by Näther W. - 69-78 Nonparametric Estimation Of The Generalized Variance
by Sinha B. K. & Sen P. K. - 79-88 Histogram Maximum Likelihood Estimator Of A Periodic Function In The Multiplicative Intensity Model
by Leśkow J. - 89-108 An Almost-Sure Approximation Of A Multivariate Product-Limit Estimator Under Random Censorship
by Burke M.D. - 109-128 Limit Behaviour Of Stochastic Approximation Processes
by Walk H. - 129-136 Convergence Of The Empirical And Quantile Distributions To Poisson Measures
by Csőrgo M. & Horváth L. - 137-148 Adaptive Procedures For Detection Of Chance
by Hušková M. - 149-162 On Detection Of Contamination In A Normal Distribution
by Razzaghi M. - 163-174 M-Space Of Majorized Experiment And Pivotal Measure
by Yamada Sakutarō - 175-188 Types Of Continuous And Discontinuous Value Functions In A Parametric Family Of Games
by Kiener Stefan - 189-194 On The Strong Continuity Of Invariant Charges
by Stroetmann H. - 195-196 A Correction to LOCAL ASYMPTOTIC BEHAVIOR OF DENSITIES
by Fabian Václav & Hannan James
April 1987, Volume 5, Issue 3-4
- 201-228 Inadmissibility Of The Best Equivariant Estimators Of The Variance-Covariance Matrix, The Precision Matrix, And The Generalized Variance Under Entropy Loss
by Ghosh M. & Sinha B. K. - 229-250 Gamma-Minimax Estimation Of A Binomial Probability Under Squared Error Loss
by Rummel F. & Lehn J. - 251-262 Estimation Of Distribution Functions Under Order Restrictions
by Lo Shaw-Hwa - 263-270 Minimax Linear Estimation Of The Trend Parameter In Random Fields
by Prakasa Rao B. L. S. - 271-280 Minimax Sequential Estimation In Random Fields Application To The Ornstein-Uhlenbeck Case
by Różański R. - 281-296 A Bayesian Risk-Concept And Optimality Conditions For Confidence Regions
by Meister H. - 297-306 Further Paradoxes In Admissibility - Part Ii
by Sobel M. - 307-336 Robust Regression Estimators And Their Least Favorable Contamination Curves
by Rieder Helmut - 337-346 A Mixing Limit Theorem For Least Squares Estimates In Stochastic Regression Models
by Nolz R. - 347-352 Generalized Estimators: A Bayesian Decision-Theoretic View
by Horra J. de la - 353-366 Consistency Of The Bootstrap
by Lohse K. - 367-380 On The Distance Between Mixed Poisson And Poisson Distributions
by Pfeifer D. - 381-390 Goodness Of Fit Tests In Metric Spaces Based On Balls Around The Sample
by Szabados T.
February 1987, Volume 5, Issue 1-2
- 1-14 Locally Optimal Subset Selection Rules Based On Ranks Under Joint Type Ii Censoring
by Gupta Shanti S. & Liang TaChen - 15-32 Fixed Size Subset Selection Regarding The Indifference Zone And Preferred Component Formulation
by Giani G. - 33-46 Comparison Of Multinomial Cells With A Control
by Chen P. - 47-58 A Weak System Of Axioms For "Rational" Behavior And The Nonseparability Of Utility From Prior
by Rubin Herman - 59-76 On Adaptive Estimation In Autoregressive Models When There Are Nuisance Functions
by Kreiss Jens-Peter - 77-88 Bootstrapping Of L-Estimates
by Klenk A. & Stute W. - 89-104 Unbiased Estimation In Nonparametric Classes Of Distributions
by Rüschendorf L. - 105-138 Local Asymptotic Behavior Op Densities
by Fabian Vaclav & Hannan James - 139-158 On Local Inaccuracy Rates And Asymptotic Variances
by Jurečková Jana & Kallenberg C.M. - 159-176 The Power Of Neyman-Pearson Tests At Level Α+0 And The Decay Of Distributions At Infinity
by Janssen A. & Nobel S. - 177-188 Decision-Theoretic Estimation Of Optimum Inventory Levels With Natural Invariant Loss Functions
by Weerahandi S.
April 1986, Volume 4, Issue 4
- 301-320 On Marginal Sufficiency
by Kudō Hirokichi - 321-336 Products Of Majorized Statistical Experiments
by Luschgy H. & Mussmann D. - 337-352 Some Approximate Restricted Bayes Estimators Of A Normal Mean
by Spruill M. C. - 353-362 An Inequality Between Kernel Estimators With Global And Local Bandwidths
by Stadtmüller U. - 363-378 Weak Convergence Of The Least Squares Random Field In The Smooth Case
by Rao B. L. S. Prakasa - 379-388 A Note On A General Stopping Rule In Dynamic Programming With Finite Horizon
by Kolonko M. - 389-392 Least Favourable Two Point Priors In Estimating The Bounded Location Parameter Of A Noncentral Exponential Distribution
by Eichenauer J.
March 1986, Volume 4, Issue 2-3
- 101-205 Estimation In The Multiparameter Exponential Family: Admissibility And Inadmissibility Results
by DasGupta A. & Siriha Β. K. - 131-140 Estimation Correspondences Of Minimal Expected Distance
by Eberl W. & Moeschlin O. - 141-146 On The Theorem Of Rao-Blackwell In The Asymptotically Sufficient Case
by Matsuda Tadayuki - 147-174 Scale Invariant Exponential Families And One-Sided Test Problems
by Janssen Arnold - 175-204 Weighted Risk Of Test: Sensitivity To Contamination
by Višek Jan Ámos - 205-226 Confidence Bands For Quantile-Quantile Plots
by Aly Emad-Eldin A.A. & Bleuer Susana - 227-236 Predictable Criteria For Absolute Continuity And Singularity Of Two Probability Measures
by Pukelsheim F. - 237-250 Some Remarks On Strong Approximations And The Hanson-Russo Law Of Large Numbers
by Steinebach J. - 251-272 Asymptotic Expansions For Moments Of Functions Of Stochastic Processes And Their Applications
by Hurt Jan - 273-290 On Some Classes Of Extremal Problems With Constraints
by Keller H.-D.
January 1986, Volume 4, Issue 1
- 1-18 Multi-Βayesian Estimation Theory
by Waal D.J. de & Groenewald P.C.N. & Zyl J.M. van & Zidek J.V. - 19-36 Set-Compound Estimation For A Family Of Normal Distributions
by Ghorai J. & Susarla V. - 37-44 Improving Inadmissible Estimators Under Quadratic Loss
by Gleser Leon Jay - 45-60 Is The Empirical Strategy Optimal?
by Möri T. F. - 61-74 Local Asymptotic Admissibility Of Pitman Estimates
by Becker C. & Strasser H. - 75-84 Asymptotic Concentration Of Estimators And Dispersivity
by Droste Wolfgang & Wefelmeyer Wolfgang - 85-96 On Sufficiency, Conditional Completeness And The Theorems Of Basu
by Gooßen Klaus - 97-98 A Simple Example Of A Non-Borel Σ-Field
by Lang Robert
April 1985, Volume 3, Issue 3-4
- 193-204 Asymptotic Study Of The Maximum Likelihood Estimator For Non-Homogeneous Diffusion Processes
by Mishra Μ. N. & Prakasa Rao B. L. S. - 205-224 Minimax Sampling Strategies For Estimating A Finite Population Distribution Function
by Cohen M. P. & Kuo L. - 225-238 Estimation Of Linear Parametric Functions For Several Exponential Samples
by Rukhin A. L. & Zidek J. V. - 239-262 Rank Estimators Of Scores For Testing Independence
by Behnen Konrad & Hušková Marie & Neuhaus Georg - 263-276 Representation Of M-Estimators With The Second-Order Asymptotic Distribution
by Jurečková Jana - 277-296 On Constrained Minimization Of The Bayes Risk For The Linear Model
by Marazzi Alfio - 297-316 Parameter Estimation For Distributions With Regularly Varying Tails
by Gawronski W. & Stadtmüller U. - 317-336 A Note On M-Estimation In Stationary Arma Processes
by Kreiss Jens-Peter - 337-350 On Recursive Estimation Of The Mode
by Walk Η. - 351-356 A Note On An Inequality Of Exponential Rates
by Fu James C. - 357-362 A Strong Law For The Oscillation Modulus Of The Multivariate Empirical Process
by Einmahl J.H.J. & Ruymgaart F.H. - 363-378 Choquet Theorem For Compact Measures
by Bican L. & Štěpān J. - 379-388 Contributions To A General Asymptotic Statistical Theory
by Pfanzagl J. & Wefelmeyer W.
February 1985, Volume 3, Issue 1-2
- 1-48 On The Limiting Distribution Of And Critical Values For The Hoeffding, Blum, Kiefer, Rosenblatt Independence Criterion
by Cotterill Derek S. & Csörgö Miklós - 49-76 Some Contributions To Chernoff-Savage Theorems
by Denker Manfred & Rösler Uwe - 77-90 Asymptotic Normality Of The Estimators Of The Natural Median
by Landers D. & Rogge L. - 91-114 Estimation From A Length-Biased Distribution
by Horváth Lajos - 115-142 On Probabilities Of Large Deviations For Empirical Distributions
by Fu James C. - 143-166 THE OPTIMALITY EQUATIONS IN MULTICHAIN DENUMERABLE STATE MARKOV DECISION PROCESSES WITH THE AVERAGE COST CRITERION: THE BOUNDED COST CASE MULTISTAGE BAYESIAN ACCEPTANCE SAMPLING: OPTIMALITY OF A (z,c",c'^)-SAMPLING PLAN IN GASE OF A POLYA PRIOR DISTRIBUTION
by Zijm Henk - 167-186 MULTISTAGE BAYESIAN ACCEPTANCE SAMPLING: OPTIMALITY OF A (z, c-,c+)-SAMPLING PLAN IN CASE OF A POLYA PRIOR DISTRIBUTION
by Waldmann K.-H. - 187-190 E. L.Lehmann: Theory of Point Estimation
by Wertz Wolfgang - 191-192 H. Heyer: THEORY OF STATISTICAL EXPERIMENTS
by Mussmann D.
1984, Volume 2, Issue 3-4
- 389-392 Pranab Kumar Sen: SEQUENTIAL NONPARAMETRICS: INVARIANCE PRINCIPLES AND STATISTICAL INFERENCE
by Jurečková Jana - 393-396 Walther Eberl, jr. ; Otto Moeschlin: MATHEMATISCHE STATISTIK
by Wertz Wolfgang
April 1984, Volume 2, Issue 3-4
- 199-224 Some Properties Of Weighted Multivariate Empirical Processes
by Ruymgaart F.H. & Wellner J.A. - 225-246 The Asymptotic Efficiency Of Conditional Slippage Tests For Exponential Families
by Kimura Miyoshi - 247-256 On The Asymptotically Optimal Solution Within A Certain Class Of Kernel Type Estimators
by Mammitzsch V. - 257-280 Pivotal Quantities And Invariant Confidence Regions
by Arnold Steven F. - 281-292 On Minimax Testing Between Prohorov Neighbourhoods
by Bedriarski T. - 293-314 Invariant Least Favourable Distributions And Most Stringent Tests
by Luschgy Harald - 315-328 An Extension Of Lyapounov'S Convexity Theorem And (Non-)Randomization Of Tests
by Goller Hans - 329-338 On The Monotone Likelihood Ratio Order For Lipschitz-Continuous Densities
by Clausing A. - 339-350 On The Rate Of Convergence In Sampford-Durbin Sampling From A Finite Population
by Prášková Zuzana - 351-362 A Random Coefficient Moving Average Model
by Cipra Tomáš - 363-376 Determination Of The Basis Of A Convergent Non-Homogeneous Markov Chain
by Mukherjea A. & Nakassis A. & Isaacson D. - 377-388 On The Problem Of Generating Sigma-Algebras By Topologies
by Ascherl Albert
February 1984, Volume 2, Issue 1-2
- 1-22 On The Use Of Information In Markov Decision Processes
by Wal Jan van der & Wessels Jaap - 23-38 A Learning Approach To Sequential Design: Infinite Horizon
by Kalin Dieter & Theodorescu Radu - 39-62 Asymptotic Results For Sequential Markov Decision Models Under Uncertainty
by Schäl Manfred - 63-74 Selecting A Group Of Treatments Better Than A Standard In A Repeated Measurement’S Design
by Chen Hubert Jan-peing - 75-92 IMPROVING k-STAGE SAMPLING PLANS BY ATTRIBUTES WITH THE AID OF (k + 1)-STAGE SAMPLING PLANS AND AN APPLICATION TO THE CASE k = 1
by Arnold Bernhard - 93-110 Distinguishability And Invariance
by Milbrodt H. & Strasser H. - 111-130 Multihiτ Models For Bivariate Quantal Responses
by Rai K. & Van Ryzin J. - 131-144 On Hajek’S Convolution Theorem
by Droste Wolfgang & Wefelmeyer Wolfgang - 145-162 On A Result Of Glick In Sample-Based Multinomial Classification
by Steinebach Josef - 163-174 On The Existence Of Probability Measures With Given Marginals
by Gaffke Norbert & Rüschendorf Ludger - 175-194 On The Theory Of Rotationally Symmetric Random Vectors
by Stadje Wolfgang - 195-198 Statistical Decision Theory: Foundations, Concepts, And Methods
by Berger James O.
May 1983, Volume 1, Issue 4-5
- 323-340 Asymptotic Behavior Of M-Estimators Of Location In Nonregular Cases
by Jurečková Jana - 341-370 Continuity Properties Of Rank Procedures
by Rieder Helmut - 371-378 A Quantitative Slln For Linear Rank Statistics
by Müller-Funk U. - 379-400 Adaptive Estimation In Linear Regression
by Koul H. L. & Susarla V. - 401-426 Global Asymptotic Normality
by Milbrodt H. - 427-440 An Essentially Complete Class Of Two-Stage Selection Procedures With Screening At The First Stage
by Gupta Shanti S. & Miescke Klaus J. - 441-454 Decision Under Partial Knowledge
by Sanz Aguado Adela - 455-478 Asymptotic Properties Of Tests Of Hypothesis Following A Preliminary Test
by Ehsanes Saleh A.K.Md. & Sen Pranab K. - 479-484 Admissibility Of Tests Based On A Sample Of Size One
by Samuel-Cahn E. - 485-502 On Trimming And Winsorization
by Aly Emad-Eldin A. A. - 503-510 On The Essential Completeness Of Bayes Empirical Bayes Decision Rules
by Balder E.J. & Gilliland D.C. & Houwelingen J.C. van
March 1983, Volume 1, Issue 3
- 217-240 The Errors Of Risk Functions
by Pfanzagl J. - 241-256 A New-Method For Estimating Life Distributions From Incomplete Data
by Kitchin John & Langberg Naftali A. & Proschan Frank - 257-268 Weak Convergence Of A Bayesian Nonparametric Estimator Of The Survival Function Under Progressive Censoring
by Gardiner Joseph C. & Susarla V. - 269-284 Consistent Estimation Of The Natural Median
by Dieter Landers & Lothar Rogge - 285-304 A Look At A Bilinear Model For Multidimensional Stochastic Systems In Continuous Time
by Breton Alain Le & Musiela Marek - 305-322 Some Aspects Of Inference For Multivariate Infinitely Divisible Distributions
by Sclove Stanley L.
February 1983, Volume 1, Issue 2
- 105-130 A Class Of Minimax Estimators Of A Normal Mean Vector For Arbitrary Quadratic Loss And Unknown Covariance Matrix
by Haff L. R. & Berger James - 131-146 Entropy-Based Statistical Inference, Ii: Selection-Of-The-Best/Complete Ranking For Continuous Distributions On (0,1), With Applications To Random Number Generators
by Meulen Edward C. van der & Dudewicz Edward J. - 147-168 The Extended Two-Sample Problem: Progressively Truncated Estimation Of P{X > Y>}
by Sen P. K. & DeLong E. R. - 169-170 Acknowledgement. Thanks are due to the referee for his critical reading of the manuscript
by Sen P. K. & DeLong Ε. R. - 171-182 Selecting The Largest Normal Mean Through Likelihoods
by Mukhopadhyay Ν. - 183-196 Estimates Of Multiple Poisson Means: Bayes And Empirical Bayes
by Ghosh Malay - 197-204 Asymptotic Properties Of The Invariantly Optimal Estimator Of Reliability In The Exponential Case
by WERTZ Wolfgang & HURT Jan - 205-215 On The Influence Of Moments In Nonuniform Expansions Of Chebyshev-Cramer Type
by Michel R.
January 1982, Volume 1, Issue 1
- 1-16 Third Order Efficiency Of The Maximum Likelihood Estimator In The Multinomial Distribution
by Rao C. R. & Sinha Β. K. & Subramanyam K. - 17-38 On Asymptotic Deficiency Of Estimators In Pooled Samples In The Presence Of Nuisance Parameters
by Akahira Masafumi & Takeuchi Kei - 39-56 Remarks On Linear Parametric Inference For Stochastic Processes
by Prakasa Rao B.L.S. - 57-66 A Joint Study Of The Kolmogorov-Smirnov And The Eicker-Jaeschke Statistics
by Révész P. - 67-80 Consistency Of Maximum Penalized Likelihood Density Estimators Based On Initial Estimators
by Reiss R.-D. - 81-106 Asymptotic Properties Of Likelihood Ratio Tests Based On Conditional Specification
by Sen Pranab Kumar