Content
December 1985, Volume 32, Issue 1
- 65-72 Some characterizations of distributions by regression models for ordinal response data
by J. Engel - 73-84 A remark on Lehmann-unbiased estimators for scale resp. Location parameters
by L. Gajek - 85-91 On three and five parameter bivariate beta distributions
by A. Gupta & C. Wong - 93-96 A remark on the recursive estimation of ARMA order
by E. Reschenhofer - 97-107 The occurrence of outliers in the explanatory variable considered in an errors-in-variables framework
by A. Ronner & A. Steerneman - 109-123 One-sided and multi-sided rank tests against trend in the case of concordant observers
by T. Terpstra - 124-128 Book reviews
by John Hey & W. Wetzel & M. Metivier & D. Chibisov & V. Malinovski - 129-150 The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model
by B. Pötscher - 165-179 Cramer type large deviations for studentized U-statistics
by M. Vandemaele & N. Veraverbeke - 181-196 On a criterion for the selection of models for stationary time series
by H. Linhart & P. Volkers - 197-214 A note on invariance principles for v. Mises' statistics
by M. Denker & C. Grillenberger & G. Keller - 215-218 Some characterizations of the bivariate normal distribution
by M. Ahsanullah - 265-274 Regular estimators for subclasses of linear estimators
by S. Prabhu-Ajgaonkar - 275-292 A dual approach for matrix-derivatives
by W. Polasek - 293-313 Approximately optimum two-stage sampling plans
by B. Arnold - 315-325 On the expectation of the maximum for sums of independent random variables
by A. Irle - 327-337 An application of the renewal theoretic selection principle: The first divisible sum
by R. Grübel - 339-349 Estimation under two stage random permutation models
by V. Padmawar & P. Mukhopadhyay - 351-362 Rate of convergence to normality forU-statistics with kernel of arbitrary degree
by M. Aerts - 363-374 Asymptotic considerations for selecting the best component of a multivariate normal population
by N. Mukhopadhyay - 375-381 On the convergence of the critical values of uniformly most powerful unbiased tests for two-sided hypotheses
by Ch. Schrage - 383-389 Moment inequalities for order statistics from ordered families of distributions
by J. Bartoszewicz - 391-394 Reproducibility in the one-parameter exponential family
by S. Bar-Lev & P. Enis - 395-407 On monotone optimal decision rules and the stay-on-a-winner rule for the two-armed bandit
by M. Kolonko & H. Benzing - 408-414 Book reviews
by H. Heyer & G. Neuhaus & R. Henn & G. Pflug & H. Rieder & W. Piesch & W. Bühler & K. Burdzy
December 1984, Volume 31, Issue 1
- 1-4 A note on necessary best estimator of order two
by S. Prabhu-Ajgaonkar - 24-24 Book reviews
by E. Schaich & D. Morgenstern - 25-32 Some aspects of random permutation models in finite population sampling theory
by T. Rao - 33-41 Are robust estimation methods useful in the structural errors-in-variables model?
by R. Ketellapper & A. Ronner - 42-42 Book reviews
by O. Krafft & H. Heyer - 43-50 The invertibility of sampled and aggregated ARMA models
by H. Niemi - 60-62 Book reviews
by H. Strasser & P. Gänssler - 63-76 Classical statistical analysis based on a certain hypercomplex multivariate normal distribution
by D. Kabe - 77-83 Best unbiased estimators for the parameters of a two-parameter Pareto distribution
by S. Saksena & A. Johnson - 85-88 On estimating the variance of a generalized Laplace distribution
by D. Sharma - 89-97 Estimation of symmetric functions of a finite population
by V. Padmawar & P. Mukhopadhyay - 98-98 Extremes and related properties of random sequences and processes
by J. Hüsler - 99-113 Natural α-quantiles and conditional α-quantiles
by D. Landers & L. Rogge - 114-114 Economic theory of natural resources
by F. Haslinger - 115-123 Minimum variance unbiased estimation for the zero class truncated bivariate poisson and logarithmic series distributions
by Ch. Charalambides - 124-126 Book reviews
by H. Georgii & F. Pukelsheim - 127-144 Minimal sufficient statistics for the group divisible partially balanced incomplete block design (GD-PBIBD) with interaction under an Eisenhart Model II
by C. Kapadia & D. Weeks - 157-181 The uniqueness of the transfer function of linear systems from input-output observations
by M. Deistler & B. Pötscher & J. Schrader - 182-182 Book reviews
by D. Oakes & R. Reiß - 183-194 Inferences about the parameters of a time series model with changing variance
by B. Abraham & W. Wei - 195-202 The large-sample power of the 195-1195-1195-1test for multidimensional contingency tables
by M. Haber - 214-214 Bayes theory
by D. Lindley - 215-226 Regression-type estimators using two auxiliary variables and the model of double sampling from finite populations
by B. Kiregyera - 227-231 The prison rule in roulette
by U. Dieter & J. Ahrens - 232-232 Book reviews
by K. Daniel - 233-243 Rank tests for the 2×2 split plot design
by E. Brunner & N. Neumann - 244-244 Branching processes
by G. Ivanoff - 245-252 A local limit theorem for attraction to the standard normal law: The case of infinite variance
by S. Basu - 253-258 Book reviews
by M. Bartlet & Tore Dalenius & P. Bickel & F. Papangelou & H. Heyer - 275-283 The Hausdorff α-dimensional measures of the level sets and the graph of theN-parameter Wiener process
by M. Puri & L. Tran - 284-284 Weak convergence of measures
by E. Siebert - 302-302 Book Reviews
by O. Krafft - 303-317 Wrapped distributions and measurement errors
by W. Stadje - 318-318 Dice, data and decisions: Introductory statistics Ellis Horwood Limited Publisher, Chichester Halsted Press: a division
by H. Heyer - 319-322 On Brewer's class of robust sampling designs for large-scale surveys
by T. Rao - 323-326 A characterization of the exponential distribution by higher order gap
by M. Ahsanullah - 327-332 On a Morgenstern-type bivariate gamma distribution
by A. Gupta & C. Wong - 333-347 Improvement of the predicted least-squares-estimates in multiple linear regression by means of an examination of residuals
by M. Huehn - 348-348 Book review
by L. Arnold - 349-360 Upper bound of the speed of convergence of moment density Estimators for stationary point processes
by E. Jolivet - 379-384 Differentiability properties of thes-Meanm s ats=1
by D. Landers & L. Rogge
December 1983, Volume 30, Issue 1
- 1-13 On the convolution of logistic random variables
by E. George & G. Mudholkar - 15-19 Minimum variance unbiased estimation in the Pareto distribution
by D. Kern - 21-29 Consistency of a nonparametric estimation of a density functional
by I. Ahmad & P. Lin - 37-47 Solidarity properties and a Doeblin decomposition for a class of non-Markovian stochastic processes
by R. Theodorescu & R. Tweedie - 49-54 On uniformly minimum variance unbiased estimation when no complete sufficient statistics exist
by L. Bondesson - 55-61 Solution of a statistical optimization problem by rearrangement methods
by L. Rüschendorf - 63-72 Book reviews
by D. Kalin & H. Witting & H. Seifert & H. Schneeberger & F. Eicker & G. Rothenberger & H. Schoch & O. Richter & H. Rost & P. Meyer & G. Leha & E. Dettweiler & H. Heyer & E. Siebert & H. Rieder & A. Mukherjea - 73-83 Block rank statistics
by G. Rothe - 84-84 Book reviews
by H. Heyer - 92-92 Book reviews
by F. Götze & D. Plachky - 93-99 Predictive estimation of finite population mean using product estimator
by S. Srivastava - 100-100 Statistics of random processes I: General theory
by H. Heyer - 101-107 Sequential estimation of the difference between the means of two normal populations
by L. Hayre - 108-108 Decision theory and incomplete knowledge
by M. Ryan - 109-115 Some best possible results for a discounted one armed bandit
by K. Glazebrook & D. Jones - 116-116 Book reviews
by W. Sendler & D. Morgenstern - 117-123 On a stopping rule for a class of sequential decision problems
by D. Kalin & R. Theodorescu - 124-124 Book reviews
by T. Louton & R. Schassberger - 125-138 Third-order optimum properties of estimator-sequences
by Th. Pfaff - 139-141 On atoms of measures on product spaces
by D. Mussmann - 142-144 Book reviews
by A. Rapoport & J. Pfanzagl & W. Wefelmeyer & W. Polasek - 145-158 Asymptotic distributions of smoothed histograms
by U. Stadtmüller - 159-163 Some remarks on the construction of independent identically distributed random variables, Markov chains and martingales
by D. Shanbhag & M. Rao - 164-164 Book reviews
by L. Rogge - 165-170 Unimodality of differences
by H. Vogt - 179-194 Departure of Bartlett's distribution for the homogeneity of variances for unequal sample sizes from that of equal sample sizes
by E. Manoukian - 195-210 TheN-armed bandit with unimodal structure
by U. Herkenrath - 211-216 Book reviews
by H. Schneeweiß & N. Becker & E. Sverdrup & B. Cutsem & H. Vogt & D. Morgenstern - 217-226 On some alternative sampling strategies using auxiliary information
by D. Adhvaryu & P. Gupta - 227-237 Some properties of the distribution of an operational ridge estimator
by V. Srivastava & A. Chaturvedi - 238-238 Book reviews
by H. Heyer & K. Jacobs - 239-243 The exact likelihood function for a space time model
by B. Abraham - 260-260 Book reviews
by H. Drygas & K. Jacobs - 282-282 Book reviews
by W. Schaafsma & J. Werff & R. Reiß
December 1982, Volume 29, Issue 1
- 1-17 The combined inverse binomial sampling procedure
by M. Subrahmanya - 19-54 On functionals of order statistics
by W. Sendler - 65-70 Book reviews
by H. Heyer & F. Ferschl & A. Harvey & P. Wilrich & W. Grossmann & G. Pflug & A. Linder & K. Schmidt - 71-78 Optimum allocation in multivariate stratified random sampling with overhead cost
by M. Ahsan & S. Khan - 79-86 Some remarks on the average sample number of sequential and non-sequential tests
by W. Stadje - 87-93 Secretary problems with inspection costs as a game
by P. Grant - 103-113 Optimal tests and estimators for truncated exponential families
by M. Beg - 129-133 Applications of an inequality involving conditional expectations
by S. Bhattacharya & G. Pandey - 141-142 Book reviews
by R. Dutter & Ch. Mandl & W. Polasek & J. Gordesch - 143-158 Optimum strategies for estimating the variance of a finite population under a superpopulation model
by P. Mukhopadhyay - 159-173 Local comparison of linear rank tests, in the Bahadur sense
by E. Kremer - 175-188 On interpenetrating samples of unequal sizes
by S. Sengupta - 189-194 An extension of the damage model
by J. Panaretos - 195-202 On the admissibility of estimators for the finite population variance
by I. Strauss - 203-209 A curtailed test for the shape parameter of the Weibull distribution
by P. Wong & S. Wong - 211-214 Book reviews
by G. Feichtinger & E. Hannan & K. Schmidt & P. Mandl & L. Moses - 215-225 Contributions to nonparametric generalized failure rate function estimation
by K. Cheng - 227-247 Nonparametric maximum likelihood estimation of a probability density via mathematical programming
by J. Fischer - 249-260 On two-state quality control under Markovian deterioration
by K. Waldmann - 271-282 An elementary method for the statistical analysis of growth curves
by S. Schach
December 1981, Volume 28, Issue 1
- 1-12 On non-negative variance-estimation
by A. Chaudhuri & R. Arnab - 13-21 On the statistical evaluation of hit patterns
by D. Gebhardt - 35-46 Rate of convergence in the central limit theorem and in the strong law of large numbers for von mises statistics
by P. Janssen - 53-61 Choice of a survival model for patients with a brain tumour
by B Pereira - 79-81 A special representation of a sufficient randomization kernel
by J. Pfanzagl - 83-92 On bivariate generalized binomial and negative binomial distributions
by Ch. Charalambides & H. Papageorgiou - 109-121 Biases, variances and covariances of raking ratio estimators for marginal and cell totals and averages of observed characteristics
by H. Konijn - 123-132 Subjective Bayesian multivariate stratified sampling from finite populations
by R. Sekkappan - 133-136 Sequential approach to simultaneous estimation of the mean and variance
by N. Mukhopadhyay - 137-137 Book reviews
by F. Ferschl & F. Eicker - 139-149 On generalizedBellman's functional equation
by P. Kardos - 151-153 A characterization using the conditional variance
by A. Dallas - 155-164 Smoothing histograms by means of lattice-and continuous distributions
by W. Gawronski & U. Stadtmüller - 165-177 An invariance principle for progressively truncated likelihood ratio statistics
by P. Sen & Y. Tsong - 179-189 The problem of optimum stratification and allocation withq=n/N>0
by H. Schneeberger - 191-196 Unbiased product estimators
by V. Srivastava & N. Shukla & S. Bhatnagar - 197-201 A note on a short table of the generalized hypergeometric distribution
by S. Conde & S. Kalla & R. Saxena - 207-209 Book reviews
by E. Dettweiler & E. Collani & H. Basler - 237-244 A characterization of entropies of degree α
by L. Losonczi - 245-256 Jack-knifing the ratio and the product estimators in double sampling
by S. Sengupta - 257-262 Estimation problems for rectangular distributions (or the taxi problem revisited)
by J. Rao - 263-271 Compound gamma bivariate distributions
by T. Hutchinson - 273-286 Estimating matrices
by A. Bachem & B. Korte
December 1980, Volume 27, Issue 1
- 15-28 Locally best tests for Gaussian processes
by A. Irle - 29-34 On the estimation ofPr{Y>X} for the two-parameter exponential distribution
by M. Beg - 35-41 Local identification of ARMAX structures subject to nonlinear constraints
by R. Kohn - 43-70 The minimum distance method of testing
by D. Pollard - 71-72 Book reviews
by E. Neuwirth & F. Ferschl & G. Pflug - 91-98 A mixed theory of information — IV: Inset-inaccuracy and directed divergence
by Pl. Kannappan - 99-102 A note on the estimation of mean in normal population
by V. Srivastava - 103-113 Multilinear estimation of skewness and kutosis in linear models
by F. Pukelshim - 115-119 On the property of dullness of Pareto distribution
by S. Talwalker - 121-125 Estimation of variance in multi-stage sampling
by K. Srinath & M. Hidiroglou - 127-132 Hierarchical analysis: Classification with ordinal object dissimilarities
by M. Schader - 133-138 Minimum variance unbiased estimation of the parameters of the Pareto distribution
by M. Baxter - 139-139 Acknowledgement
by Ag. Dallas - 140-143 Book reviews
by D. Morgenstern & W. Grossmann & W. Polasek & G. Feichtinger & G. Pflug & A. Kalliauer & J. Gordesch - 145-151 On the distribution of a distance function on the sphere
by M. Yaqub & A. Khan - 165-169 Distribution of product and quotient of Pareto variates
by G. Pederzoli & P. Rathie - 189-194 On testing the correlation coefficient of a bivariate normal distribution
by M. Goria - 195-202 A stability theorem for statistical experiments
by E. Siebert - 203-211 Limited deviation estimators of the Poisson parameter
by S. Shapiro - 213-216 Book reviews
by D. Morgenstern & P. Sint & F. Landler & A. Kalliauer & G. Pflug & F. Ferschl & G. Mayrhofer & W. Grossmann - 217-223 A chain ratio-type estimator in finite population double sampling using two auxiliary variables
by B. Kiregyera - 225-235 Efficiency and optimality properties of a class ofk-sample rank tests against trend
by T. Terpstra - 243-253 A new Bayesian approach to quality control charts
by W. Chiu & M. Leung - 255-262 Minimum norm quadratic estimators of variance components
by Y. Chaubey - 263-269 A characterization of exponential distributions based on order statistics
by C. Bell & Y. Rama Krishna Sarma - 271-275 An efficient estimator using auxiliary information
by A. Sahai & S. Ray - 277-279 A note on the comparison between simple random sampling with and without replacement
by M. Deshpande - 281-284 A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean
by N. Mukhopadhyay - 287-290 Book reviews
by P. Bauer & G. Mayrhofer & P. Sint & D. Köberl & M. Hudec & Chr Hipp & W. Vogel
December 1979, Volume 26, Issue 1
- 1-4 An extremal quotient test for exponential distributions
by P. Wong & S. Wong - 25-30 A note on the characterization of the multivariate normal distribution
by Sh. Talwalker - 43-56 Inference robustness of ARIMA models under non-normality —Special application to stock price data
by J. Ledolter - 57-61 The mean and variance of the likelihood ratio criterion for the multinomial distribution
by K. Hutcheson & N. Lyons - 65-70 A proof of a relationship between the generalized variances for associated autoregressive and moving average processes
by O. Anderson - 87-94 Minimum variance unbiased estimation of left truncated multivariate modified power series distribution
by S. Patel - 95-103 Use of a median test for a generalized Behrens-Fisher problem
by R. Schlittgen - 105-108 On the exponential law
by A. Dallas - 109-122 On statistical inference in concentration measurement
by W. Sendler - 183-193 Estimation of a regression coefficient after two preliminary tests of significance
by N. Shukla - 205-214 Loss functions and admissible estimators in survey sampling
by H. Stenger - 215-217 A note on the multiple indicator-multiple cause model with several latent variables
by B. Abraham & J. Ledolter - 237-241 Unbiasedness of confidence intervals based on Galton's statistic
by H. Vogt
December 1978, Volume 25, Issue 1
- 1-7 A strategy for up-dating continuous surveys
by R. Platek & M. Singh - 9-26 Approximate distribution of the maximum deviation of histograms
by R. Reiss - 27-35 Design and estimation problems when estimating a regression coefficient from survey data
by I. Thomsen - 59-63 On elementary functions of Pareto variables
by D. Lorah & R. Stark - 65-76 On estimating the variance of a finite population
by A. Chaudhuri - 77-93 Conditions for the optimality of exponential smoothing forecast procedures
by J. Ledolter & G. Box - 95-114 On nonuniform Gaussian approximation for random summation
by D. Landers & L. Rogge - 115-122 Estimating the variance of a finite population under a superpopulation model
by P. Mukhopadhyay - 129-142 Consistency of minimum contrast estimators in non-standard cases
by R. Reiss - 149-153 Comparison of sampling strategies
by A. Pedgaonkar & S. Prabhu-Ajgaonkar - 155-161 Minimum variance unbiased estimation of multivariate modified power series distribution
by S. Patel - 163-170 A generalisation of Gumbel's bivariate logistic distribution
by S. Satterthwaite & T. Hutchinson - 193-208 Cascaded channels and the equivocation inequality
by A. El-Sayed