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Content
September 1992, Volume 44, Issue 3
- 563-577 Optimum bandwidths and kernels for estimating certain discontinuous densities
by B. Ghosh & Wei-Min Huang - 579-591 Integrated squared error of kernel-type estimator of distribution function
by Shingo Shirahata & In-Sun Chu - 593-603 Efficiency of connected binary block designs when a single observation is unavailable
by Subir Ghosh & Sanpei Kageyama & Rahul Mukerjee
June 1992, Volume 44, Issue 2
- 201-211 Bayesian inferences on nonlinear functions of the parameters in linear regression
by A. Merwe & C. Merwe & P. Groenewald - 213-227 Optimal estimation in random coefficient regression models
by T. Ramanathan & M. Rajarshi - 229-238 On exact D-optimal designs for regression models with correlated observations
by Wolfgang Bischoff - 239-260 Identification of non-minimum phase transfer function using higher-order spectrum
by Masayuki Kumon - 261-279 Minimum f-divergence estimators and quasi-likelihood functions
by Paul Vos - 281-297 Some contributions to selection and estimation in the normal linear model
by J. Venter & S. Steel - 299-311 Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean
by Andrew Rukhin - 313-333 A rank estimator in the two-sample transformation model with randomly censored data
by Hideatsu Tsukahara - 335-356 Asymptotic expansions for two-stage rank tests
by Willem Albers - 357-362 On an optimum test of the equality of two covariance matrices
by N. Giri - 363-378 Waiting time problems for a sequence of discrete random variables
by Sigeo Aki - 379-385 Some characterizations of the uniform distribution with applications to random number generation
by Lih-Yuan Deng & E. George - 387-403 Expansions for statistics involving the mean absolute deviations
by Gutti Babu & C. Rao
March 1992, Volume 44, Issue 1
- 1-11 A space-time clustering model for historical earthquakes
by F. Musmeci & D. Vere-Jones - 13-25 Signal estimation using stochastic velocity models and irregular arrays
by P. Thomson - 27-43 Mean squared prediction error in the spatial linear model with estimated covariance parameters
by Dale Zimmerman & Noel Cressie - 45-61 Statistical morphisms and related invariance properties
by Dominique Picard - 63-83 Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator
by Marianne Mora - 85-95 Large sample properties of estimates of a discrete grade of membership model
by H. Tolley & Kenneth Manton - 97-106 A form of multivariate gamma distribution
by A. Mathal & P. Moschopoulos - 107-120 On laplace continued fraction for the normal integral
by Chu-In Lee - 121-131 Limit theorems for the minimum interpoint distance between any pair of i.i.d. random points in R d
by S. Kanagawa & Y. Mochizuki & H. Tanaka - 133-140 On a monotone empirical bayes test procedure in geometric model
by TaChen Liang & S. Panchapakesan - 141-145 A note on the uniformly most powerful tests in the presence of nuisance parameters
by Kentaro Nomakuchi - 147-156 Tests for a given linear structure of the mean direction of the langevin distribution
by Yoko Watamori - 157-167 Fixed-width confidence intervals for contrasts in the means
by Ajit Chaturvedi & N. Shukla & Pramod Shukla - 169-175 Inequalities concerning the expected selection differentials
by Brian English & Raphael Gillett & Michael Phillips - 177-183 General relations and identities for order statistics from non-independent non-identical variables
by N. Balakrishnan & S. Bendre & H. Malik - 185-196 A series of search designs for 2 m factorial designs of resolution V which permit search of one or two unknown extra three-factor interactions
by Teruhiro Shirakura & Shinsei Tazawa - 197-200 Multinomial logistic regression algorithm
by Dankmar Böhning
December 1991, Volume 43, Issue 4
- 607-619 A prediction of individual growth of height according to an empirical Bayesian approach
by Takao Shohoji & Kouji Kanefuji & Takahiro Sumiya & Tao Qin - 621-646 Differential geometrical structures related to forecasting error variance ratios
by Daming Xu - 647-656 Diagnostics and score statistics in regression
by P. Wang - 657-665 Admissibility of unbiased tests for a composite hypothesis with a restricted alternative
by Manabu Iwasa - 667-676 Local bootstrap
by Sheng Shi - 677-688 Robust estimation of common regression coefficients under spherical symmetry
by T. Kubokawa & C. Robert & A. Saleh - 689-705 Robust M-estimation of a dispersion matrix with a structure
by Madhusudan Bhandapy - 707-714 Jackknife variance estimators of the location estimator in the one-way random-effects model
by Youngjo Lee - 715-734 Statistical inference based on aligned ranks for two-way MANOVA with interaction
by Taka-aki Shiraishi - 735-746 Estimating a model through the conditional MLE
by Takemi Yanagimoto - 747-760 Estimation of a smooth quantile function under the proportional hazards model
by J. Ghorai - 761-771 Estimation of a common multivariate normal mean vector
by K. Krishnamoorthy - 773-791 On some joint laws in fluctuations of sums of random variables
by Jagdish Saran - 793-801 A note on characterizations of multivariate stable distributions
by Truc Nguyen & Allan Sampson
September 1991, Volume 43, Issue 3
- 407-433 Estimation of the arrival times of seismic waves by multivariate time series model
by Tetsuo Takanami & Genshiro Kitagawa - 435-453 Detection of heterogeneity and estimation of population characteristics from the field survey data: 1987/88 Japanese feasibility study of the southern hemisphere Minke whales
by Hirohisa Kishino & Hidehiro Kato & Fujio Kasamatsu & Yoshihiro Fujise - 455-468 Recent developments in the stereological analysis of particles
by Eva Vedel Jensen - 469-492 Frequency domain characteristics of linear operator to decompose a time series into the multi-components
by T. Higuchi - 493-504 A nonlinear time series model and estimation of missing observations
by Bovas Abraham & A. Thavaneswaran - 505-514 Counterexamples to parsimony and BIC
by David Findley - 515-537 Geometry of f-divergence
by Paul Vos - 539-550 Constructing elementary procedures for inference of the gamma distribution
by Takemi Yanagimoto & Eiji Yamamoto - 551-564 A class of consistent tests for exponentiality based on the empirical Laplace transform
by Ludwig Baringhaus & Norbert Henze - 565-578 Bounds for the sample size to justify normal approximation of the confidence level
by Thomas Höglund - 579-596 Minimaxity and admissibility of the product limit estimator
by E. Phadia & Qiqing Yu - 597-603 Analysis of error propagation in the ABS class for linear systems
by A. Galantai
June 1991, Volume 43, Issue 2
- 207-225 An application of Bayesian (ABIC) smoothing methods to estimating space and time variations in the magnitude distributions of earthquakes
by Masajiro Imoto - 227-243 Bayes estimation of number of signals
by N. Bansal & M. Bhandary - 245-260 A geometric look at nuisance parameter effect of local powers in testing hypothesis
by Shinto Eguchi - 261-285 Bonferroni-type inequalities; Chebyshev-type inequalities for the distributions on [0, n]
by Masaaki Sibuya - 287-295 On characterizations of distributions by mean absolute deviation and variance bounds
by R. Korwar - 297-310 Bootstrap method and empirical process
by Masafumi Akahira & Kei Takeuchi - 311-326 On the almost everywhere properties of the kernel regression estimate
by Miroslaw Pawlak - 327-346 Optimal convergence properties of kernel density estimators without differentiability conditions
by R. Karunamuni & K. Mehra - 347-356 On the estimation of ordered means of two exponential populations
by Amarjot Kaur & Harshinder Singh - 357-367 Estimation of a common mean of several univariate inverse Gaussian populations
by Manzoor Ahmad & Y. Chaubey & B. Sinha - 369-375 Stein-type improvements of confidence intervals for the generalized variance
by Sanat Sarkar - 377-390 On the determination and construction of optimal row-column designs having unequal row and column sizes
by Mike Jacroux & Rita Ray - 391-404 A modified steepest descent method with applications to maximizing likelihood functions
by Mohamed Habibullah & S. Katti
March 1991, Volume 43, Issue 1
- 1-20 Bayesian image restoration, with two applications in spatial statistics
by Julian Besag & Jeremy York & Annie Mollié - 45-59 Rejoinder
by Julian Besag - 61-75 A kernel approximation to the kriging predictor of a spatial process
by Michael Stein - 77-93 Bayesian detection of structural changes
by Nobuhisa Kashiwagi - 95-113 Yokes and tensors derived from yokes
by P. Blæsild - 115-129 Error inference for nonparametric regression
by B. Rutherford & S. Yakowitz - 131-146 An information-theoretic framework for robustness
by Stephan Morgenthaler & Clifford Hurvich - 147-156 A class of multiple shrinkage estimators
by C. Withers - 157-165 A note on estimating eigenvalues of scale matrix of the multivariate F-distribution
by Yoshihiko Konno - 167-179 Estimating means from a non-I.I.D. Mixture of Poisson samples
by Steven From - 181-195 The 3/2th and 2nd order asymptotic efficiency of maximum probability estimators in non-regular cases
by Masafumi Akahira - 197-206 On a generalized Eulerian distribution
by Ch. Charalambides
December 1990, Volume 42, Issue 4
- 603-621 Hitting straight lines by compound Poisson process paths
by Wolfgang Bühler & Prem Puri & Hans-J. Schuh - 623-636 Admissibility of estimators of the probability of unobserved outcomes
by Arthur Cohen & Harold Sackrowitz - 637-655 On the empirical Bayes approach to multiple decision problems with sequential components
by R. Karunamuni - 657-669 On the admissibility of an estimator of a normal mean vector under a linex loss function
by Ahmad Parsian - 671-698 Asymptotic relations betweenL- andM-estimators in the linear model
by Jana Jurečková & A. Welsh - 699-708 Nonparametric estimation of a regression function by delta sequences
by Eiichi Isogai - 709-735 Bootstrap choice of tuning parameters
by Christian Léger & Joseph Romano - 737-752 Bootstrap estimation of the asymptotic variances of statistical functionals
by Jun Shao - 753-768 Bootstrap in moving average models
by Arup Bose - 769-782 A study of redundancy of some variables in covariate discriminant analysis
by Yasunori Fujikoshi & Chinubal Khatri - 783-803 Search designs for searching for one among the two-and three-factor interaction effects in the general symmetric and asymmetric factorials
by Kashinath Chatterjee - 805-811 A necessary and sufficient convergence condition of orthomin(k) methods for least squares problem with weight
by Shao Zhang & Yoshio Oyanagi
September 1990, Volume 42, Issue 3
- 403-433 A Monte Carlo method for an objective Bayesian procedure
by Yosihiko Ogata - 435-444 Bayesian linear prediction in finite populations
by Heleno Bolfarine - 445-461 On the stereological estimation of reduced moment measures
by E. Jensen & K. Kiêu & H. Gundersen - 463-474 Some geometric applications of the beta distribution
by Peter Frankl & Hiroshi Maehara - 475-488 Invariance relations in single server queues with LCFS service discipline
by Genji Yamazaki - 489-507 On the robust estimation in poisson processes with periodic intensities
by Nakahiro Yoshida & Toshiharu Hayashi - 509-531 Parametric stochastic convexity and concavity of stochastic processes
by Moshe Shaked & J. Shanthikumar - 533-542 The growth curve model with an autoregressive covariance structure
by Y. Fujikoshi & T. Kanda & N. Tanimura - 543-559 Some new constructions of bivariate Weibull models
by Jye Lu & Gouri Bhattacharyya - 561-580 Inferences on interclass and intraclass correlations in multivariate familial data
by Sadanori Konishi & C. Khatri - 581-596 Testing linear hypotheses in errors in variables model
by Naveen Bansal - 597-602 E-optimality of some row and column designs
by Maria Kozlowska & Ryszard Walkowiak
June 1990, Volume 42, Issue 2
- 203-220 Mean characteristics of Gibbsian point processes
by Shigeru Mase - 221-251 Asymptotic behavior of M-estimator and related random field for diffusion process
by Nakahiro Yoshida - 253-268 Bootstrap in Markov-sequences based on estimates of transition density
by M. Rajarshi - 269-279 A classification of the main probability distributions by minimizing the weighted logarithmic measure of deviation
by Silviu Guiasu - 281-285 A moment's approach to some characterization problems
by Abdulhamid Alzaid - 287-303 Optimal kernel estimation of densities
by Daren Cline - 305-329 Recursive kernel density estimators under a weak dependence condition
by Lanh Tran - 331-343 Estimating the covariance matrix and the generalized variance under a symmetric loss
by Tatsuya Kubokawa & Yoshihiko Konno - 345-357 Effect of the initial estimator on the asymptotic behavior of one-step M-estimator
by Jana Jurečková & Pranab Sen - 359-373 On tests for the mean direction of the Langevin distribution
by T. Hayakawa - 375-385 Asymptotically efficient rank MANOVA tests for restricted alternatives in randomized block designs
by Ming-Tan Tsai & Pranas Sen - 387-401 On the convergence of Broyden-like methods for nonlinear equations with nondifferentiable terms
by X. Chen
March 1990, Volume 42, Issue 1
- 1-19 A Bayesian approach for quantile and response probability estimation with applications to reliability
by Moshe Shaked & Nozer Singpurwalla - 21-36 Confidence bands for quantile function under random censorship
by Chang-Jo Chung & Miklós Csörgő & Lajos Horváth - 37-49 Information amount and higher-order efficiency in estimation
by Yuzo Hosoya - 51-64 Estimation of two normal means which may be common
by J. Venter & S. Steel - 65-75 More comparisons of MLE with UMVUE for exponential families
by Tea-Yuan Hwang & Chin-Yuan Hu - 77-87 Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters
by Mohamed Madi & Kam-Wah Tsui - 89-98 Parameter estimation for the simple self-correcting point process
by Nobuo Inagaki & Toshihabu Hayashi - 99-114 Nonparametric test of restricted interchangeability
by George Jerdack & Pranab Sen - 115-131 Saddlepoint approximations in resampling analysis
by Soujin Wang - 133-147 Smoothing of likelihood ratio statistic for equiprobable multinomial goodness-of-fit
by Balakrishna Hosmane - 149-155 Null distribution of the sum of squared z-transforms in testing complete independence
by Shande Chen & Govind Mudholkar - 157-161 On Mittag-Leffler functions and related distributions
by R. Pillai - 163-171 Pairwise-balanced, variance-balanced and resistant incomplete block designs revisited
by Jerzy Baksalary & P. Puri - 173-185 Some optimal designs for comparing a set of test treatments with a set of controls
by Mike Jacroux - 187-201 A class of scaled direct methods for linear systems
by Jozsef Abaffy & Emilio Spedicato
December 1989, Volume 41, Issue 4
- 623-648 Fisher information under restriction of Shannon information in multi-terminal situations
by Shun-ichi Amari - 649-660 Contiguous alternatives which preserve Cramér-type large deviations for a general class of statistics
by Tiee-Jian Wu - 661-669 Some properties of record values coming from the geometric distribution
by A. Dallas - 671-676 On characterization of power series distributions by a marginal distribution and a regression function
by A. Kyriakoussis & H. Papageorgiou - 677-681 Symbolic computing the exact distributions of L-statistics from a uniform distribution
by T. Ramallingam - 683-697 Estimation of entropy and other functionals of a multivariate density
by Harry Joe - 699-716 Admissible estimators of binomial probability and the inverse bayes rule map
by Morris Skibinsky & Andrew Rukhin - 717-724 Comparisons among some estimators in misspecified linear models with multicollinearity
by Nityananda Sarkar - 725-752 Higher order asymptotics in estimation for two-sided Weibull type distributions
by Masafumi Akahira & Kei Takeuchi - 753-764 Asymptotic properties of some goodness-of-fit tests based on the L 1 -norm
by Sigeo Aki & Nobuhisa Kashiwagi - 765-779 A test for the presence of pure feedback in multivariate dynamic stochastic systems
by Junji Nakano & Shigemi Tagami - 781-807 A penalty method for nonparametric estimation of the intensity function of a counting process
by Anestis Antoniadis - 809-818 A limit theorem of certain repairable systems
by M. Chao & James Fu
September 1989, Volume 41, Issue 3
- 415-427 Asymptotic normality of double-indexed linear permutation statistics
by Dinh Pham & Joachim Möcks & Lothar Sroka - 429-450 Fundamental equations for statistical submanifolds with applications to the Bartlett correction
by Paul Vos - 451-460 Limiting properties of some measures of information
by K. Zografos & K. Ferentinos & T. Papaioannou - 461-475 Multivariate symmetry via projection pursuit
by David Blough - 477-484 Closer estimators of a common mean in the sense of Pitman
by Tatsuya Kubokawa - 485-502 Simultaneous estimation of means of classified normal observations
by Toyoaki Akai - 503-520 Methodology for the invariant estimation of a continuous distribution function
by Qiquing Yu - 521-540 Sequential estimation in regression models using analogues of trimmed means
by Adam Martinsek - 541-553 Bahadur efficiencies of spacings tests for goodness of fit
by Xian Zhou & S. Jammalamadaka - 555-563 On the bias of the least squares estimator for the first order autoregressive process
by Alain Breton & Dinh Pham - 565-581 On the rate of convergence of spatial birth-and-death processes
by Jesper Møller - 583-600 Likelihood estimation of soft-core interaction potentials for Gibbsian point patterns
by Yosihiko Ogata & Masaharu Tanemura - 601-616 On exhibiting inventory systems with Erlangian lifetimes under renewal demands
by S. Kalbakam & G. Abivarignan - 617-622 Failure rate of the inverse Gaussian-Weibull mixture model
by Essam Al-Hussaini & Nagi Abd-El-Hakim
June 1989, Volume 41, Issue 2
- 205-225 Statistical analysis of dyadic stationary processes
by M. Taniguchi & L. Zhao & P. Krishnaiah & Z. Bai - 227-245 On a class of Bayesian nonparametric estimates: II. Hazard rate estimates
by Albert Lo & Chung-Sing Weng - 247-267 Approximating exponential models
by O. Barndorff-Nielsen & P. Jupp - 269-278 Possible superiority of the conditional MLE over the unconditional MLE
by Takemi Yanagimoto & Kazuo Anraku - 279-287 Conditional information for an inverse Gaussian distribution with known coefficient of variation
by Katuomi Hirano & Kōsei Iwase - 289-304 The information matrix, skewness tensor and a-connections for the general multivariate elliptic distribution
by Ann Mitchell - 305-321 On a new system of discrete distributions and characterizations of several discrete distributions by equality of distributions
by R. Korwar - 323-329 Recurrence relations among moments of order statistics from two related sets of independent and non-identically distributed random variables
by N. Balakrishnan - 331-346 Improved confidence sets for the mean of a multivariate normal distribution
by Nobuo Shinozaki - 347-363 A minimum average risk approach to shrinkage estimators of the normal mean
by D. Hawkins & Chien-Pai Han - 365-382 Asymptotic distribution of the weighted least squares estimator
by Jun Shao - 383-400 A smoothing spline based test of model adequacy in polynomial regression
by Dennis Cox & Eunmee Koh - 401-408 On computation of integrals for selection from multivariate normal populations on the basis of distances
by Roy Milton & M. Rizvi - 409-414 Composite construction of group divisible designs
by Kishore Sinha & Sanpei Kageyama
March 1989, Volume 41, Issue 1
- 1-8 On a zero-crossing probability
by Colin Mallows & Vijayan Nair - 9-12 An application of the convolution inequality for the Fisher information
by Yoshiaki Itoh - 13-17 Characterization based on conditional distributions
by Norman Johnson & Samuel Kotz - 19-29 A note on uniform asymptotic normality of intermediate order statistics
by Michael Falk - 31-45 A framework for positive dependence
by George Kimeldorf & Allan Sampson - 47-61 Estimation of parameters in the discrete distributions of order k
by S. Aki & K. Hirano - 63-79 Rank estimates in a class of semiparametric two-sample models
by Dorota Dabrowska & Kjell Doksum & Ryozo Miura - 81-99 Empirical Bayes approach to multiparameter estimation: with special reference to multinomial distribution
by T. Lwin & J. Maritz - 101-119 Bayes empirical Bayes estimation for discrete exponential families
by G. Walter & G. Hamedani - 121-138 Stopping rules, permutation invariance and sufficiency principle
by Nitis Mukhopadhyay & Pranab Sen & Bikas Sinha - 139-148 Estimation of the scale parameter of a power law process using power law counts
by A. Dharmadhikari & U. Naik-Nimbalkar & S. Bhyri - 149-167 On the testing of marginal homogeneity with a one-sided alternative in the analysis of variance
by Chu-In Lee & Tim Robertson & F. Wright - 169-186 On using influence functions for testing multivariate normality
by Takafumi Isogai - 187-197 Normalizing transformations of some statistics of Gaussian ARMA processes
by M. Taniguchi & P. Krishnaiah & R. Chao - 199-204 On the connectedness of partially balanced block designs
by Henryk Brzeskwiniewicz
December 1988, Volume 40, Issue 4
- 627-639 On the loss of information due to fuzziness in experimental observations
by Maria Gil - 641-663 Monotonicity of quadratic-approximation algorithms
by Dankmar Böhning & Bruce Lindsay - 665-670 A threshold for the size of random caps to cover a sphere
by Hiroshi Maehara - 671-681 On a relationship between Uspensky's theorem and poisson approximations
by P. Deheuvels & D. Pfeifer - 683-691 The exponential rates of convergence of posterior distributions
by James Fu & Robert Kass - 693-714 Log-concavity of stirling numbers and unimodality of stirling distributions
by Masaaki Sibuya - 715-726 Sufficiency and Jensen's inequality for conditional expectations
by Dieter Mussmann