Contact information of Elsevier
Serial Information
Order information: Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
Web:
https://shop.elsevier.com/order?id=505573&ref=505573_01_ooc_1&version=01
To be notified about new items in this series: Free volume/issue alert on ScienceDirect (see also
NEP)
Download restrictions: Full text for ScienceDirect subscribers only
The email address of this editor does not seem to be valid any more. Please ask Somnath Datta to have the entry updated or send us the correct address.
The email address of this editor does not seem to be valid any more. Please ask Somnath Datta to have the entry updated or send us the correct address.
Series handle: RePEc:eee:stapro
ISSN: 0167-7152
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Content
June 1986, Volume 4, Issue 4
- 167-171 On the renewal measure for Gaussian sequences
by Klebaner, Fima C.
- 173-178 On a fundamental optimality of the maximum likelihood estimator
by Cheng, Ping & Fu, James C.
- 179-182 The distribution of the 'finitely many times' in the strong law of large numbers
by Razanadrakoto, Dieudonné & Severo, Norman C.
- 183-186 The limit behavior of an interval splitting scheme
by Devroye, Luc & Letac, Gerard & Seshadri, Vanamamalai
- 187-190 A note on strong mixing of ARMA processes
by Athreya, Krishna B. & Pantula, Sastry G.
- 191-195 Central limit theorem and increment conditions
by Rhee, WanSoo T.
- 197-201 Dependence structures in which uncorrelatedness implies independence
by Chhetry, Devendra & Kimeldorf, George & Zahedi, Hassan
- 203-208 Convergence rates for partially splined models
by Rice, John
- 209-210 Another characterization of multivariate normal distribution
by Prakasa Rao, B. L. S. & Sreehari, M.
- 211-215 Successes, runs and longest runs
by Philippou, Andreas N. & Makri, Frosso S.
April 1986, Volume 4, Issue 3
March 1986, Volume 4, Issue 2
- 53-56 Another interpretation of the EM algorithm for mixture distributions
by Hathaway, Richard J.
- 57-59 An estimator for the mean of an exponential distribution with random right-censoring
by Stadje, Wolfgang
- 61-64 Another conjugate family for the normal distribution
by Athreya, K. B.
- 65-67 Implementing empirical characteristic function procedures
by Welsh, A. H.
- 69-73 On the estimation of the quantile density function
by Falk, Michael
- 75-79 Confidence intervals based on interpolated order statistics
by Hettmansperger, Thomas P. & Sheather, Simon J.
- 81-85 Estimation of influence functions
by Burke, Murray D. & Horváth, Lajos
- 87-93 The use of historical control information in modelling dose response relationships in carcinogenesis
by Smythe, Robert T. & Krewski, Daniel & Murdoch, Duncan
- 95-99 The log-likelihood ratio for sparse multinomial mixtures
by Zelterman, D.
- 101-105 Successes, runs and longest runs
by Philippou, Andreas N. & Makri, Frosso S.
January 1986, Volume 4, Issue 1
- 1-4 Modified Kent's statistics for testing goodness of fit for the Fisher distribution in small concentrated samples
by Rivest, Louis-Paul
- 5-6 Martingale inequalities and the Jackknife estimate of variance
by Rhee, WanSoo T. & Talagrand, Michel
- 7-8 A trivariate version of 'Lévy's equivalence'
by Simons, Gordon
- 9-15 A general solution for the epidemic with carriers
by Booth, J. & Gani, J. & Malice, M. -P. & Mansouri, H. & Maravankin, G.
- 17-19 On admissibility in various classes of quadratic estimators
by Stepniak, Czeslaw
- 21-23 Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds
by Cacoullos, T. & Papathanasiou, V.
- 25-28 A stochastic Gompertz birth-death process
by Tan, W. Y.
- 29-33 Proportionality of k covariance matrices
by Flury, Bernhard K.
- 35-37 A note on the missing value principle and the EM-Algorithm for estimation and prediction in sampling from finite populations with a multinormal superpopulation model
by Zacks, S. & Rodriguez, Josemar
- 39-41 A statistic for measuring the balance of a sample
by Andrews, Richard W.
- 43-45 Regular variation and domains of attraction in
by Meerschaert, Mark M.
- 47-49 Lorenz ordering of means and medians
by Arnold, Barry C. & Villaseñor, Jose A.
- 51-51 To: On the product of symmetric random variables
by Hamedani, G. G. & Walter, G. G.
October 1985, Volume 3, Issue 6
- 287-293 Experimental comparison of least-squares and maximum likelihood methods in factor analysis
by Ihara, Masamori & Okamoto, Masashi
- 295-297 Two suggestions of how to define a stochastic stress-strength system
by Ebrahimi, Nader
- 299-301 Selecting principal components in regression
by Mason, Robert L. & Gunst, Richard F.
- 303-306 The L2-optimal cell width for the histogram
by Lecoutre, Jean-Pierre
- 307-308 Minimum volume confidence regions
by Jeyaratnam, S.
- 309-313 Bayes empirical Bayes estimation of a poisson mean
by Tze Fen LI
- 315-316 Pointwise properties of convergence in probability
by Burton, Robert M.
- 317-324 Testing several nonnested regressions simultaneously. A nonparametric approach
by Aguirre-Torres, Victor
- 325-329 Positive definite symmetric functions on finite-dimensional spaces II
by Richards, Donald St. P.
- 331-336 On [chi]2-test of goodness-of-fit for a class of discrete multivariate models
by Svensson, Åke
- 337-342 Influence diagnostic for censored regression models
by Kao, Chihwa
September 1985, Volume 3, Issue 5
- 231-234 On the relationship between the proportional hazards and accelerated failure time models in survival analysis
by Gupta, Ramesh C. & Michalek, Joel E.
- 235-238 On a characterization of rectangular distributions
by Abdelhamid, Sami N.
- 239-243 Regression estimation with transformed auxiliary variates
by Hung, Hsien-Ming
- 245-249 The growth rate of partial maxima on subsequences
by Hüsler, Jürg
- 251-253 On the product of symmetric random variables
by Hamedani, G. G. & Walter, G. G.
- 255-260 Maximum variance unimodal distributions
by Seaman, John W. & Odell, Patrick S. & Young, Dean M.
- 261-268 Sampling distribution for a class of estimators for nonregular linear processes
by Chanda, Kamal C.
- 269-274 Testing for symmetry and independence in a bivariate exponential distribution
by O'Neill, Terence J.
- 275-279 Sufficiency and invariance
by Arnold, Steven F.
- 281-286 Rank tests for a class of semi-Markov models with censored matched pairs
by Tsai, Wei-Yann
July 1985, Volume 3, Issue 4
- 175-184 On upper bounds for the variance of functions of random variables
by Cacoullos, T. & Papathanasiou, V.
- 185-189 Asymptotic statistical inference for a stochastic heat flow problem
by Koski, Timo & Loges, Wilfried
- 191-194 A note on levene's tests for equality of variances
by Carroll, Raymond J. & Schneider, Helmut
- 195-199 A pairwise independent stationary stochastic process
by Robertson, James B. & Womack, James M.
- 201-203 On the joint characterization of the distributions of the true income and the proportion of the reported income to the true income through a model of under-reported incomes
by Korwar, R. M.
- 205-207 On the approximation of measurable linear functionals
by Smolenski, W.
- 209-212 A functional law of the iterated logarithm for associated sequences
by Dabrowski, AndréRobert
- 213-219 On sampling by index cases
by Berger, Agnes & Percus, Ora E.
- 221-225 Approximation for Abel sums of independent, identically distributed random variables
by Horváth, Lajos
- 227-230 A note on testing symmetry with estimated parameters
by Koziol, James A.
June 1985, Volume 3, Issue 3
- 111-115 On a Kolmogorov-Smirnov type aligned test in linear regression
by Koul, H. L. & Sen, P. K.
- 117-120 Maximum entropy histograms
by Rodriguez, Carlos C. & Van Ryzin, John
- 121-125 Iterating bonferroni bounds
by Hoppe, Fred M.
- 127-129 A linear negative multinomial model
by Bonett, Douglas G.
- 131-133 An application of rosenthal's moment inequality to the strong law of large numbers
by Wittmann, Rainer
- 135-141 A bayesian approach to inference for monotone failure rates
by Mazzuchi, Thomas A. & Singpurwalla, Nozer D.
- 143-145 On the range of recurrent Markov chains
by Athreya, K. B.
- 147-150 A regression model to combine results from 2 x 2 tables
by Wallenstein, Sylvan
- 151-159 Plane sampling
by Iachan, Ronaldo
- 161-166 Saddlepoint approximations for curved exponential families
by Hougaard, Philip
- 167-173 A bivariate histogram density estimator: Consistency and asymptotic normality
by Kim, B. K. & Van Ryzin, J.
April 1985, Volume 3, Issue 2
- 57-62 Lower bounds for the distribution function of a k-dimensionaln-extensible exchangeable process
by Scarsini, Marco
- 63-64 Sequential estimation of the minimum of a random variable
by Meczarski, Marek
- 65-69 Pointwise consistency of the hermite series density estimate
by Greblicki, Wlodzimierz & Pawlak, Miroslaw
- 71-73 On exponential scores statistics for testing against positive aging
by Kochar, Subhash C. & Deshpande, Jayant V.
- 75-79 When is the inverse regression estimator MSE-superior to the standard regression estimator in multivariate controlled calibration situations?
by Sundberg, Rolf
- 81-86 A concept of negative dependence using stochastic ordering
by Block, Henry W. & Savits, Thomas H. & Shaked, Moshe
- 87-88 A counterexample concerning monotone unimodality
by Wefelmeyer, Wolfgang
- 89-93 A model for line transect sampling clustered populations
by Rao, P. V. & Portier, K. M.
- 95-96 Eigenvalue-Eigenvector analysis for a class of patterned correlation matrices with an application: A comment
by Wansbeek, Tom
- 97-100 The bootstrap: Some large sample theory and connections with robustness
by Parr, William C.
- 101-105 On exponential rates of likelihood ratio estimators for location parameters
by Fu, James C.
- 107-109 An extremal property of rectangular distributions
by Székely, G. J. & Móri, T. F.
February 1985, Volume 3, Issue 1
- 1-8 Minimum distance estimation in linear regression with unknown error distributions
by Koul, Hira L.
- 9-13 On restricted linear estimation for regression in stochastic processes
by del Pino, Guido E.
- 15-18 Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
by Rao, B. L. S. Prakasa
- 19-20 Constructing balanced designs from triangular designs
by John, Peter W. M.
- 21-23 Robust model selection in regression
by Ronchetti, Elvezio
- 25-27 A structural classification of SR group divisible designs
by Kageyama, Sanpei
- 29-34 Closed form asymptotically efficient estimators based upon order statistics
by Kindermann, Ross P. & LaRiccia, Vincent N.
- 35-37 On a characterization question for symmetric random variables
by Feuerverger, Andrey & Steele, J. Michael
- 39-44 On the use of the directional derivative in obtaining multivariate extreme values
by Wiggins, Alvin D.
- 45-49 Testing for linearity
by Csörgo, Sándor
- 51-53 Estimators of covariances in time series models
by Chaubey, Yogendra P.
- 55-56 On the Poisson approximation of multinomial probabilities
by Ahmad, Ibrahim A.
December 1984, Volume 2, Issue 6
- 315-317 Connectedness of Kronecker sum and partial Kronecker row sum of designs
by Dandawate, P. N. & Patwardhan, G. A. & Vartak, M. N.
- 319-321 A class of estimators with estimated optimum values in sample surveys
by Singh, R. Karan & Singh, Gurdeep
- 323-325 A note on L-estimates for linear models
by Koenker, Roger
- 327-332 Incomplete split plot designs
by Mejza, Iwona & Mejza, Stanislaw
- 333-335 Characterizations and closure under convolution of two classes of multivariate life distributions
by El-Neweihi, Emad
- 337-343 Likelihood ratio testing on partial multinormal data
by Smith, W. B. & Riggs, M. W.
- 345-348 A note on scale estimates based on the empirical characteristic function and their application to test for normality
by Welsh, A. H.
- 349-351 Some remarks on the existence of optimal quantizers
by Abaya, Efren F. & Wise, Gary L.
- 353-355 On the limiting distribution of the number of 'near-matches'
by Rao Jammalamadaka, S. & Janson, Svante
- 357-361 On a test of equality of two-parameter exponential distributions
by Nagarsenker, B. N. & Nagarsenker, P. B.
- 363-369 On the modal resolution of kernel density estimators
by Hart, Jeffrey D.
October 1984, Volume 2, Issue 5
- 257-261 Methods for generating random variates with Polya characteristic functions
by Devroye, Luc
- 263-267 A measure of skewness and kurtosis and a graphical method for assessing multivariate normality
by Srivastava, M. S.
- 269-273 A note on the interpretation of the Bahadur bound and the rate of convergence of the maximum likelihood estimator
by Fu, James C. & Kass, Robert E.
- 275-278 On resampling techniques for regression models
by Weber, N. C.
- 279-283 Minimum information estimation of allocation models of different sizes
by Finke, Renate & Flood, Lennart R. & Theil, Henri
- 285-290 Optimal designs for nonparametric kernel regression
by Müller, Hans-Georg
- 291-293 Weak convergence of partial sums of absolutely regular sequences
by Eberlein, Ernst
- 295-297 Tests of significance using selected sample quantiles
by Saleh, A. K. MD. Ehsanes & Ali, M. Masoom & Umbach, Dale
- 299-304 Median based covariogram estimators reduce bias
by Cressie, Noel & Glonek, Gary
- 305-310 On a matching statistic
by Pesotchinsky, Leon
- 311-314 Determination of sample sizes for setting [beta]-content tolerance limits controlling both tails of the normal distribution
by Chou, Youn-Min & Mee, Robert W.
August 1984, Volume 2, Issue 4
- 187-191 Aggregation and the estimation of equation systems
by Flood, Lennart R. & Rosalsky, Mercedes C. & Theil, Henri
- 193-196 On a Kolmogorov-Smirnov type aligned test
by Sen, Pranab Kumar
- 197-201 An efficiency property of linear nonparametric tests on trend
by Rothe, Günter
- 203-205 Fluctuation behavior of Poisson triangular arrays
by Edler, Lutz
- 207-210 Hypothesis testing of the location and scale parameters using order statistics
by Cheng, Smiley W.
- 211-213 Calculating the variance of errors in population forecasting
by Jöckel, Karl-Heinz & Pflaumer, Peter
- 215-217 A family of dominating minimax estimators of a multivariate normal mean
by Li, Tze Fen
- 219-221 Attainable rates of convergence of maxima
by Rootzén, Holger
- 223-227 Optimal monitoring network designs
by Caselton, W. F. & Zidek, J. V.
- 229-239 On the waiting time in a generalized roulette game
by Gut, Allan & Holst, Lars
- 241-244 Construction of additional variables conforming to a common factor model
by Kano, Yutaka
- 245-248 Linear restrictions and two step least squares with applications
by del Pino, Guido E.
- 249-253 A computational procedure for the asymptotic analysis of homogeneous semi-Markov processes
by De Dominicis, R. & Manca, R.
May 1984, Volume 2, Issue 3
- 119-125 Eigenvalue-eigenvector analysis for a class of patterned correlation matrices with an application
by Kotz, Samuel & Pearn, W. L. & Wichern, Dean W.
- 127-132 Some improvements on the Birnbaum-McCarty bound for P(Y
by Yang, Mark C. K. & Mo, Tse Chin
- 133-138 Robustness of the ordering procedures based on binary-type questions and on pairwise comparisons
by Pesotchinsky, Leon
- 139-142 On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors
by Prakasa Rao, B. L. S.
- 143-146 A note on estimation of percentiles and reliability in the extreme-value distribution
by Keating, Jerome P.
- 147-157 Dynamics of Bayes estimates for the rate of poisson processes with gamma priors and convex loss
by Anderson, Robert F.
- 159-163 On the limiting set of nonnegative matrix products
by Seneta, E.
- 165-168 On the distribution of the product of independent beta random variables
by Tang, Jen & Gupta, A. K.
- 169-173 Optimal weights for general L2 distance estimators
by Lariccia, Vincent N.
- 175-180 A comparison of normal and discrete bootstraps for standard errors in equation systems
by Theil, Henri & Rosalsky, Mercedes C. & Finke, Renate
- 181-185 Strong approximation of certain stopped sums
by Horváth, Lajos
March 1984, Volume 2, Issue 2
- 59-62 On the rate of convergence in the central limit theorem and the type of the Banach space
by Rhee, WanSoo
- 63-65 A proof of the ineffectiveness of likelihood inference on singular measures
by Piccioni, Mauro
- 67-76 An approximate lower tolerance bound for the three-parameter Weibull applied to lumber property characterization
by Johnson, Richard A. & Haskell, James H.
- 77-81 A multivariate correlation ratio
by Sampson, Allan R.
- 83-89 Locally optimal rank tests for independence
by Rudnicki, Jerzy
- 91-94 On a sequential selection procedure of Bechhofer, Kiefer, and Sobel
by Levin, Bruce
- 95-103 Two-stage stochastic model for carcinogenesis with time-dependent parameters
by Serio, Gabriella
- 105-109 On the marginal distribution of a first order autoregressive process
by Hart, Jeffrey D.
- 111-115 The distribution of length of N random unit vectors for a von Mises population
by Papakonstantinou, Vasilios
- 117-117 Acknowledgement of priority to "A remark on the fluctuation behavior of i.i.d. poisson random variables"
by Rosalsky, Andrew
January 1984, Volume 2, Issue 1
- 1-4 Efficient estimation under privacy restrictions in the disclosure problem
by Albers, Willem
- 5-8 Asymptotic independence of 'pure head' stopping times
by Móri, Tamás F. & Székely, Gábor J.
- 9-14 The hat matrix for smoothing splines
by Eubank, R. L.
- 15-18 Remarks on the role of conditional probability in data exploration
by Barigelli, Bruno & Scozzafava, Romana
- 19-21 A note on optimum grouping and the relative discriminating power of qualitative to continuous normal variates
by Hung, Yung-tai & Kshirsagar, Anant M.
- 23-30 Some characterizations of discrete unimodality
by Bertin, Emile M. J. & Theodorescu, Radu
- 31-34 Use of covariates in randomized response settings
by Matloff, Norman S.
- 35-38 Inheriting independence and chi-squaredness under certain matrix orderings
by Baksalary, Jerzy K. & Hauke, Jan
- 39-44 A simple proof for the Chernoff-Savage theorem
by Akritas, Michael G.
- 45-50 Kernel estimates of functions and their derivatives with applications
by Georgiev, Alexander A.
- 51-57 Density estimation based on line transect samples
by Rao, P. V.
October 1983, Volume 1, Issue 6
- 279-284 On tests of independence in a trivariate exponential distribution
by Samanta, M.
- 285-289 The Spearman footrule and a Markov chain property
by Sen, Pranab Kumar & Salama, Ibrahim A.
- 291-293 On the invariance principle for differentiable statistical functionals
by Parr, William C.
- 295-300 Asymptotic normality of some kernel-type estimators of probability density
by Bradley, Richard C.
- 301-305 A simple Marquardt algorithm for the nonlinear least-squares problem
by Okamoto, Masashi & Ihara, Masamori
- 307-311 Estimation of the radius of a circle when the coordinates of a number of points on its circumference are observed: An example of bootstrapping
by Linssen, H. N. & Banens, P. J. A.
- 313-316 A simple diagonals-parameter symmetry and quasi-symmetry model
by Agresti, Alan
- 317-321 Admissible estimators of the population total using trimming and Winsorization
by Vardeman, Stephen & Meeden, Glen
- 323-326 On Kersting's proof of the central limit theorem
by Pflug, G. Ch.
- 327-332 Descriptive statistics for multivariate distributions
by Oja, Hannu
August 1983, Volume 1, Issue 5
- 217-221 A class of minimax estimators of a normal quantile
by Rukhin, Andrew L.
- 223-227 An algorithm to obtain the critical values of the t, [chi]2 and F distributions
by Cheng, Smiley W. & Fu, James C.
- 229-232 Simultaneous equation estimation from undersized samples
by Fiebig, Denzil G. & Kidwai, Sartaj A. & Theil, Henri
- 233-238 Random sequences of binary digits in which missing values can almost certainly be restored
by Howard, J. V.
- 239-242 A lower bound for the pitman efficiency of Friedman type tests
by Rothe, Günter
- 243-250 Asymptotic distribution of the discriminant function
by Krzysko, Miroslaw
- 251-257 On comparing survival probabilities from discrete observations under unequal censoring
by Berger, Agnes
- 259-263 On the correlation of a group of rankings with an external ordering relative to the internal concordance
by Palachek, Albert D. & Schucany, William R.
- 265-267 On the reliability of stochastic systems
by Basu, A. P. & Ebrahimi, Nader
- 269-272 Characterizations of mixtures of discrete distributions by a regression point
by Cacoullos, T.
- 273-277 Estimators of scale parameters in linear regression
by Koul, H. L. & Susarla, V.
June 1983, Volume 1, Issue 4
Printed from https://ideas.repec.org/s/eee/stapro47.html
