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Content
March 1996, Volume 48, Issue 1
- 61-74 Curved exponential families of stochastic processes and their envelope families
by Uwe Küchler & Michael Sørensen - 75-88 Asymptotics and bootstrap for inverse Gaussian regression
by Gutti Babu & Yogendra Chaubey - 89-95 r-k Class estimation in regression model with concomitant variables
by Masayuki Jimichi & Nobuo Inagaki - 97-110 Fuzzy weighted scaled coefficients in semi-parametric model
by Jong-Wuu Wu & Jiahn-Bang Jang & Tzong-Ru Tsai - 111-125 A note on the simple structural regression model
by R. Arellano-Valle & H. Bolfarine - 127-144 The maximum size of the planar sections of random spheres and its application to metallurgy
by Rinya Takahashi & Masaaki Sibuya - 145-155 Iterated probability distributions and extremes with random sample size
by B. Rauhut - 157-168 Towards a unification of certain characterizations by conditional expectations
by Caterina Dimaki & Evdokia Xekalaki - 169-184 Moment solution to an urn model
by L. Shenton & K. Bowman - 185-199 Lifetime distribution and estimation problems of consecutive-k-out-of-n:F systems
by Sigeo Aki & Katuomi Hirano
December 1995, Volume 47, Issue 4
- 601-619 Area-interaction point processes
by A. Baddeley & M. Lieshout - 621-636 Finite population corrections for ranked set sampling
by G. Patil & A. Sinha & C. Taillie - 637-644 On estimating domain totals over a subpopulation
by Kun He - 645-663 Deconvolving a density from contaminated dependent observations
by Christian Hesse - 665-674 On construction of improved estimators in multiple-design multivariate linear models under general restriction
by T. Shiraishi & Y. Konno - 675-691 A two-stage rank test using density estimation
by Willem Albers - 693-717 LAN of extreme order statistics
by Michael Falk - 719-730 Likelihood ratio tests for symmetry against one-sided alternatives
by Richard Dykstra & Subhash Kochar & Tim Robertson - 731-742 GeneralizedF-tests for unbalanced nested designs under heteroscedasticity
by Malwane Ananda - 743-766 Runs, scans and URN model distributions: A unified Markov chain approach
by M. Koutras & V. Alexandrou - 767-783 Approximating by the Wishart distribution
by Tönu Kollo & Dietrich Rosen - 785-799 Craig-Sakamoto's theorem for the Wishart distributions on symmetric cones
by G. Letac & H. Massam
September 1995, Volume 47, Issue 3
- 401-414 Real estate price prediction under asymmetric loss
by Michael Cain & Christian Janssen - 415-433 Sooner and later waiting time problems in a two-state Markov chain
by Masayuki Uchida & Sigeo Aki - 435-446 Exact and limiting distributions of the number of successions in a random permutation
by James Fu - 447-459 Identifiability of mixtures of power-series distributions and related characterizations
by Theofanis Sapatinas - 461-464 Quasi profile and directed likelihoods from estimating functions
by O. Barndorff-Nielsen - 465-482 Parametric ranked set sampling
by Lynne Stokes - 483-491 Change point estimation in non-monotonic aging models
by Murari Mitra & Sujit Basu - 493-503 Bayes estimation in a mixture inverse Gaussian model
by Ramesh Gupta & H. Akman - 505-523 Testing homogeneity with an ordered alternative in a two-factor layout by combiningp-values
by Ramal Moonesinghe & F. Wright - 525-549 Generalized Cramér-von Mises tests of goodness of fit for doubly censored data
by Jian-Jian Ren - 551-579 Local asymptotic normality of multivariate ARMA processes with a linear trend
by Bernard Garel & Marc Hallin - 581-600 Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators
by Masanobu Taniguchi & Madan Puri
June 1995, Volume 47, Issue 2
- 195-209 Local asymptotic normality of a sequential model for marked point processes and its applications
by Yoichi Nishiyama - 211-224 Bayesian multiperiod forecasts for ARX models
by Shu-Ing Liu - 225-235 Joint distributions of numbers of success-runs and failures until the first consecutivek successes
by Sigeo Aki & Katuomi Hirano - 237-251 A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators
by Xiaojing Xiang - 253-266 Kernel-type density and failure rate estimation for associated sequences
by Isha Bagai & B. Prakasa Rao - 267-271 Estimating the asymptotic dispersion of theL 1 median
by Arup Bose - 273-286 Some modifications of improved estimators of a normal variance
by Nobuo Shinozaki - 287-307 Componentwise estimation of ordered parameters ofk (≥2) exponential populations
by G. Vijayasree & Neeraj Misra & Harshinder Singh - 309-320 LR test for random-effects covariance structure in a parallel profile model
by Takahisa Yokoyama - 321-350 Complete classes of tests for regularly varying distributions
by Jacek Kowalski - 351-369 Stochastic regression model with heteroscedastic disturbance
by Der-Shin Chang & Guan-Chyun Lin - 371-384 Relating quantiles and expectiles under weighted-symmetry
by Belkacem Abdous & Bruno Remillard - 385-399 Determinant formulas with applications to designing when the observations are correlated
by Wolfgang Bischoff
January 1995, Volume 47, Issue 1
- 1-20 On the approximation of continuous time threshold ARMA processes
by P. Brockwell & O. Stramer - 21-29 Some properties of convex hulls generated by homogeneous Poisson point processes in an unbounded convex domain
by A. Nagaev - 31-48 Optimal order for two servers in tandem
by Genji Yamazaki & Hiroshi Ito - 49-64 Quasi-likelihood or extended quasi-likelihood? An information-geometric approach
by Paul Vos - 65-80 Optimizing the smoothed bootstrap
by Suojin Wang - 81-97 The convergence rates of empirical Bayes estimation in a multiple linear regression model
by Laisheng Wei & Shunpu Zhang - 99-104 A note on accelerated sequential estimation of the mean of NEF-PVF distributions
by Arup Bose & Nitis Mukhopadhyay - 105-117 Estimation of a quantile in some nonstandard cases
by Xiaojing Xiang - 119-128 Admissibility of prediction intervals
by Yoshikazu Takada - 129-136 Residuals in the growth curve model
by Dietrich Rosen - 137-153 Multiple outlier detection in growth curve model with unstructured covariance matrix
by Jian-Xin Pan & Kai-Tai Fang - 155-165 Minimax tests for convex cones
by Lutz Dümbgen - 167-170 An example of a two-sided Wilcoxon signed rank test which is not unbiased
by Peter Amrhein - 171-176 A characterization of the Pearson system of distributions and the associated orthogonal polynomials
by V. Papathanasiou - 177-183 Bivariate distributions via a Pareto conditional distribution and a regression function
by Jacek Wesolowski - 185-193 Maximum variance of order statistics
by Nickos Papadatos
December 1994, Volume 46, Issue 4
- 605-623 The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother
by Genshiro Kitagawa - 625-631 Canonical correlation and reduction of multiple time series
by Mohsen Pourahmadi - 633-640 Asymptotic distribution of maximal autoregressive process with weight tending to 1
by Nobuo Inagaki - 641-648 Weibull renewal processes
by Nikos Yannaros - 649-666 The geometric structure of the expected/observed likelihood expansions
by Luigi Pace & Alessandra Salvan - 667-682 Edgeworth expansions for spectral mean estimates with applications to Whittle estimates
by Daniel Janas - 683-705 Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
by Ayanendranath Basu & Bruce Lindsay - 707-722 Sampling designs for regression coefficient estimation with correlated errors
by Yingcai Su & Stamatis Cambanis - 723-736 Estimation of parameters in a two-parameter exponential distribution using ranked set sample
by Kin Lam & Bimal Sinha & Zhong Wu - 737-755 Adaptive choice of trimming proportions
by Jana Jurečková & Roger Koenker & A. Welsh - 757-768 Tukey's linear sensitivity and order statistics
by H. Nagaraja - 769-775 On the joint distribution of Grubbs' statistics
by Tea-Yuan Hwang & Chin-Yuan Hu - 777-796 Success runs of lengthk in Markov dependent trials
by S. Mohanty - 797-802 Necessary conditions for characterization of laws via mixed sums
by Anthony Pakes
September 1994, Volume 46, Issue 3
- 405-428 Separation of spin synchronized signals
by T. Higuchi & G. Crawford & R. Strangeway & C. Russell - 429-452 Multiperiod Bayesian forecasts forAR models
by Shu-Ing Liu - 453-474 Estimating non-linear functions of the spectral density, using a data-taper
by Rainer Sachs - 475-486 On asymptotic normality of pseudo likelihood estimates for pairwise interaction processes
by Jens Jensen & Hans Künsch - 487-495 Bootstrapping a Bayes estimator of a survival function with censored data
by Martin Wells & Ram Tiwari - 497-507 Approximate Bayesian shrinkage estimation
by Wang-Shu Lu - 509-519 Improved sequential estimation of means of exponential distributions
by N. Mukhopadhyay - 521-535 Variable location and scale kernel density estimation
by M. Jones & I. McKay & T. Hu - 537-555 Nonparametric estimation of compound distributions with applications in insurance
by S. Pitts - 557-571 The exact density function of the ratio of two dependent linear combinations of chi-square variables
by Serge Provost & Edmund Rudiuk - 573-586 Decentered directional data
by Bernard Boulerice & Gilles Ducharme - 587-592 On equivalence of weak convergence and moment convergence of life distributions
by Gwo Lin - 593-604 On Fisher information inequalities in the presence of nuisance parameters
by Vasant Bhapkar & Cidambi Srinivasan
June 1994, Volume 46, Issue 2
- 203-220 Bayesian and likelihood inference from equally weighted mixtures
by Tom Leonard & John Hsu & Kam-Wah Tsui & James Murray - 221-249 Bayesian sequential reliability for Weibull and related distributions
by Dongchu Sun & James Berger - 251-265 Testing for no effect in nonparametric regression via spline smoothing techniques
by Juei-Chao Chen - 267-278 On statistical models for regression diagnostics
by Bo-Cheng Wei & Jian-Qing Shih - 279-293 Nonparametric time series regression
by Young Truong - 295-308 Minimax estimation of a variance
by Thomas Ferguson & Lynn Kuo - 309-315 An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process
by W. Wefelmeyer - 317-331 Estimation of parameters in the beta binomial model
by Ram Tripathi & Ramesh Gupta & John Gurland - 333-342 Positive dependence orderings and stopping times
by Bruno Bassan & Marco Scarsini - 343-349 On the limit behaviour of the joint distribution function of order statistics
by H. Finner & M. Roters - 351-360 Characterizations of the Poisson process as a renewal process via two conditional moments
by Shun-Hwa Li & Wen-Jang Huang & Mong-Na Huang - 361-371 On some multivariate gamma-distributions connected with spanning trees
by T. Royen - 373-388 The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family
by Dankmar Böhning & Ekkehart Dietz & Rainer Schaub & Peter Schlattmann & Bruce Lindsay - 389-403 Optimal designs with respect to Elfving's partial minimax criterion in polynomial regression
by Holger Dette & William Studden
March 1994, Volume 46, Issue 1
- 1-19 Robust priors for smoothing and image restoration
by Hans Künsch - 21-28 Conditional properties of Bayesian interval estimates
by Anna Nicolaou - 29-41 The Kullback-Leibler risk of the Stein estimator and the conditional MLE
by Takemi Yanagimoto - 43-55 Maximum likelihood estimation in exponential orthogeodesic models
by Preben Blæsild - 57-66 The singly truncated normal distribution: A non-steep exponential family
by Joan Castillo - 67-75 Estimation of density functionals
by Rudolf Grübel - 77-82 Sequential estimation of a parameter of an exponential distribution
by Eiichi Isogal & Chikara Uno - 83-93 Robust estimation ofk-component univariate normal mixtures
by B. Clarke & C. Heathcote - 95-116 Double shrinkage estimation of ratio of scale parameters
by Tatsuya Kubokawa - 117-126 Semi-empirical likelihood ratio confidence intervals for the difference of two sample means
by Jing Qin - 127-136 LBI tests of independence in bivariate exponential distributions
by Martin Bilodeau & Takeaki Kariya - 137-145 Likelihood ratio tests for a class of non-oblique hypotheses
by Xiaomi Hu & F. Wright - 147-164 Onm-dependence and Edgeworth expansions
by Wei-Liem Loh - 165-177 On the joint distribution of studentized order statistics
by Tea-Yuan Hwang & Chin-Yuan Hu - 179-192 Poisson approximations for 2-dimensional patterns
by James Fu & Markos Koutras - 193-202 Distributions of numbers of failures and successes until the first consecutivek successes
by Sigeo Aki & Katuomi Hirano
December 1993, Volume 45, Issue 4
- 603-614 A characterization of discrete unimodality with applications to variance upper bounds
by Sharon Navard & John Seaman & Dean Young - 615-620 On rates of convergence of information theoretic criterion in rank determination of one-way random effects models
by Y. Wu - 621-637 On the accuracy of empirical likelihood confidence regions for linear regression model
by Song Chen - 639-654 Semiparametric random coefficient regression models
by Rudolf Beran - 655-664 A measure of rotatability for second order response surface designs
by Sung Park & Jun Lim & Yasumasa Baba - 665-686 Order statistics for nonstationary time series
by Lanh Tran & Berlin Wu - 687-701 Asymptotic behavior ofL-statistics for a large class of time series
by Madan Puri & Frits Ruymgaart - 703-719 On the consistency of conditional maximum likelihood estimators
by J. Pfanzagl - 721-729 A note on smoothed estimating functions
by A. Thavaneswaran & Jagbir Singh - 731-739 Orthogonally invariant estimation of the skew-symmetric normal mean matrix
by Satoshi Kuriki - 741-758 On the existence of minimum contrast estimates in binary response model
by Tadashi Nakamura & Chae-Shin Lee - 759-771 An extension of the conditional likelihood ratio test to the general multiparameter case
by Rahul Mukerjee - 773-786 Statistical tests involving several independent gamma distributions
by Ram Tripathi & Ramesh Gupta & Robert Pair - 787-800 On nonparametric tests for symmetry inR m
by Sigeo Aki
September 1993, Volume 45, Issue 3
- 401-418 Bayesian analysis of lymphatic spreading patterns in cancer of the thoracic esophagus
by Akifumi Yafune & Toshiki Matsubara & Makio Ishiguro - 419-432 Simulation of stochastic differential equations
by Yoshihiro Saito & Taketomo Mitsui - 433-444 Strong convergence of multivariate point processes of exceedances
by E. Kaufmann & R. Reiss - 445-452 On a singularity occurring in a self-correcting point process model
by Harald Luschgy - 453-458 A pólya urn model with a continuum of colors
by Hajime Yamato - 459-465 A random clustering process
by Masaaki Sibuya - 467-475 Asymptotic expansions of some matrix argument hypergeometric functions, with applications to macromolecules
by Gaoyuan Wei & B. Eichinger - 477-498 On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation
by J. Fu & Gang Li & D. Zhao - 499-510 Estimating function with asymptotic bias and its estimator
by Yoshiji Takagi & Nobuo Inagaki - 511-530 Maximum likelihood estimation in the multi-path change-point problem
by Lawrence Joseph & David Wolfson - 531-540 Estimation of a structural linear regression model with a known reliability ratio
by Heleno Bolfarine & Lisbeth Cordani - 541-550 On the dispersion of multivariate median
by Arup Bose & Probal Chaudhuri - 551-565 Shrinkage estimators of the location parameter for certain spherically symmetric distributions
by Ann Brandwein & Stefan Ralescu & William Strawderman - 567-578 Inferential distributions for non-Bayesian predictive fit
by Hisataka Kuboki - 579-597 On optimum invariant tests of equality of intraclass correlation coefficients
by Wen-Tao Huang & Bimal Sinha - 599-601 Corrections to “Admissibility of estimators of the probability of unobserved outcomes”
by Arthur Cohen & H. Sackrowitz - 602-602 Corrections to “Frequentist validity of highest posterior density regions in the multiparameter case”
by J. Ghosh & Rahul Mukerjee
June 1993, Volume 45, Issue 2
- 201-210 On a generalization of Morisita's model for estimating the habitat preference
by Ch. Charalambides & M. Koutras - 211-221 Estimation variances for estimators of product densities and pair correlation functions of planar point processes
by D. Stoyan & U. Bertram & H. Wendrock - 223-232 Some autoregressive moving average processes with generalized Poisson marginal distributions
by A. Alzaid & M. Al-Osh - 233-242 The asymptotic normality of an intermediate order statistic of the ranges of sub-samples
by J. Swanepoel - 243-247 Relationships between moments of two related sets of order statistics and some extensions
by N. Balakrishnan & Z. Govindarajulu & K. Balasubramanian - 249-264 Nonparametric estimation of hazard functions and their derivatives under truncation model
by Ülkü Gürler & Jane-Ling Wang - 265-278 Statistical procedures based on signed ranks ink samples with unequal variances
by Taka-aki Shiraishi - 279-292 The level probabilities for a simple loop ordering
by Bahadur Singh & F. Wright - 293-302 Frequentist validity of highest posterior density regions in the multiparameter case
by J. Ghosh & Rahul Mukerjee - 303-315 Unbiased Bayes estimates and improper priors
by Guido Consonni & Piero Veronese - 317-329 A smoothed bootstrap estimator for a studentized sample quantile
by Daniel Janas - 331-340 Bootstrapping the change-point of a hazard rate
by Tuan Pham & Hung Nguyen - 341-351 Interpretation and manipulation of Edgeworth expansions
by W. Kallenberg - 353-360 A note on asymptotic expansions for sums over a weakly dependent random field with application to the Poisson and Strauss processes
by J. Jensen - 361-365 A generalization of the results of Pillai
by Yasuhiro Fujita - 367-381 Generalized multivariate Hermite distributions and related point processes
by R. Milne & M. Westcott - 383-399 Relative difference in diversity between populations
by Khursheed Alam & Calvin Williams
March 1993, Volume 45, Issue 1
- 1-7 Heavy and light traffic in fluid models with burst arrivals
by Karl Sigman & Genji Yamazaki - 9-19 Estimation of system reliability in Brownian stress-strength models based on sample paths
by Nader Ebrahimi & T. Ramallingam - 21-34 On use of the Kalman filter for spatial smoothing
by Nobuhisa Kashiwagi - 35-54 Model selection and prediction: Normal regression
by T. Speed & Bin Yu - 55-67 Estimating functions for conditional inference: Many nuisance parameter case
by H. Mantel & V. Godambe - 69-88 On the estimation of entropy
by Peter Hall & Sally Morton - 89-104 Approximate maximum likelihood estimation in linear regression
by Michael Magdalinos - 105-111 On the estimation of prediction errors in linear regression models
by Ping Zhang - 113-127 A general ratio estimator and its application in model based inference
by Z. Ouyang & J. Srivastava & H. Schreuder - 129-136 A minimum discrimination information estimator of preliminary conjectured normal variance
by D. Gokhale & Koichi Inada & Hea-Jung Kim - 137-146 Optimal tests for no contamination in symmetric multivariate normal mixtures
by Ashis Sengupta & Chandranath Pal - 147-158 An approximate test for common principal component subspaces in two groups
by Teruo Fujioka - 159-171 Robust tests in group sequential analysis: One- and two-sided hypotheses in the linear model
by Mervyn Silvapulle & Pranab Sen - 173-186 Convergence of the Gram-Charier expansion after the normalizing Box-Cox transformation
by Ryuei Nishii - 187-199 Range of the posterior probability of an interval for priors with unimodality preserving contaminations
by S. Sivaganesan
December 1992, Volume 44, Issue 4
- 605-612 Consecutive k-out-of-n systems with maintenance
by Stavros Papastavridis & Markos Koutras - 613-622 Truncated selection procedures for the most probable event and the least probable event
by Pinyuen Chen - 623-639 Bayesian inference for the power law process
by Shaul Bar-Lev & Idit Lavi & Benjamin Reiser - 641-657 Assessing the performance of empirical bayes estimators
by J. Maritz & T. Lwin - 659-671 Treating bias as variance for experimental design purposes
by Norman Draper & Irwin Guttman - 673-686 Jackknifing in generalized linear models
by Jun Shao - 687-701 One-step jackknife for M-estimators computed using Newton's method
by Jun Shao - 703-720 Subsample and half-sample methods
by Gutti Babu - 721-727 Estimating densities, quantiles, quantile densities and density quantiles
by M. Jones - 729-735 Minimax invariant estimator of a continuous distribution function
by Qiqing Yu - 737-744 Upper bounds for the L 1 -risk of the minimum L 1 -distance regression estimator
by L. Gajek & M. Kaluszka - 745-753 Symmetrized approximate score rank tests for the two-sample case
by Michael Akritas & Richard Johnson - 755-768 A procedure for assessing vector correlations
by Jérôme Allaire & Yves Lepage - 769-779 On bilinear forms in normal variables
by A. Mathai - 781-798 Some exact expressions for the mean and higher moments of functions of sample moments
by K. Bowman & L. Shenton