Printed from https://ideas.repec.org/s/spr/metrik11.html
Content
December 1978, Volume 25, Issue 1
- 209-218 Minimum variance unbiased estimation of left truncated multivariate power series distributions
by S. Patel & S. Shah - 219-234 Empirical comparisons of some tests of separate families of hypotheses
by B. Pereira - 235-239 On the two armed bandit with one probability known
by P. Jones - 241-245 On the individual moving average inequality
by O. Anderson
December 1977, Volume 24, Issue 1
- 1-6 Estimation of the parameter of the inverse Gaussian distribution from generalised censored samples
by G. Nath - 23-34 On axiomatic characterization of some non-additive measures of information
by G. Patni & K. Jain - 35-43 Moving averages of ergodic processes
by A. Junco & J. Steele - 45-53 Statistical study of a stochastic model of two interacting species
by Prajneshu - 75-85 On approximating the distributions ofFriedman's 75-175-175-1and related statistics
by D. Jensen - 87-98 A note on the estimation of two ordered Poisson parameters
by G. Mudholkar & P. Subbaiah & S. George - 99-105 Statistical analysis of Fourier coefficients in a restricted harmonic dial
by D. Dyer - 107-112 A modified maximum likelihood test
by V. Fabian - 113-124 The generalized ridge estimator and improved adjustments for regression parameters
by H. Myoken & Y. Uchida - 129-136 A note on characterization by the conditional expectation
by S. Talwalker - 137-161 Exponential convergence properties of linear estimators under exponential and uniform distribution
by J. Steinebach - 163-168 Decision theory for continuous observations: Minimax solutions
by A. Irle - 169-173 Convergence inr-mean of normalized partial sums in a separable Banach space
by A. Dale - 187-194 An appraisal of the Box-Jenkins approach to univariate time series analysis
by O. Anderson - 197-201 Remarks on sequential estimation of a linear function of two means: The normal case
by N. Mukhopadhyay - 203-208 Estimating the variance of the ratio estimator for theMidzuno-Sen sampling scheme
by T. Rao - 209-213 A note on the maximum probability property of MLE's in multiparameter exponential families
by H. Kirschner - 215-227 Convergence in distribution of minimum-distance estimators
by E. Bolthausen
December 1976, Volume 23, Issue 1
- 1-6 A remark on robustness of linear best estimates
by W. Rehder - 7-14 On minimum distance estimators for unimodal densities
by R. Reiss - 15-25 A comparison of approximately optimal stratification given proportional allocation with other methods of stratification and allocation
by I. Thomsen - 27-30 Effect of outliers on the estimation of parameters
by G. Lingappaiah - 31-40 On continuous solutions of a functional equation
by D. Mittal - 41-63 The restricted regularity of admissible minimax criteria for many well known parametric statistical problems
by C. Brown - 65-76 Some new Time Sdries results
by O. Anderson - 83-89 A conventional statistical problem with irregular minimax behavior
by C. Brown - 91-100 A note on efficiency
by H. Strasser - 101-115 Consistent estimation of a regression with errors in the variables
by H. Schneeweiß - 127-133 Almost unbiased product-type estimator
by N. Shukla - 135-147 On the estimation of data parameters for economic optimum 135-1135-1135-1-Charts
by W. Chiu - 155-165 Sub additive measures of relative information and inaccuracy
by B. Sharma & H. Gupta - 201-205 A non-negativity criterion for a certain variance-estimator
by A. Chaudhuri - 207-210 A note on moment recurrence relations and limiting forms of binomial poisson distribution
by V. Varde - 211-219 Optimum allocation in Bayesian stratified two-phase sampling when there arem-attributes
by M. Khan - 221-230 Optimal regression designs for prediction when prior knowledge is available
by R. Brooks - 231-235 Inference ony>y o by using a correlated variable: A three decision approach
by P. Bauer - 237-248 Tendency towards normality of linear combinations of random variables
by C. Granger - 249-257 On information-improvement and its generalization
by I. Taneja
December 1975, Volume 22, Issue 1
- 13-25 z-Transform and identification of linear econometric models with autocorrelated errors
by M. Deistler - 27-34 On information-improvement
by B. Sharma & R. Autar - 35-45 On some functional equations concerning entropy, directed divergence and inaccuracy
by D. Mittal - 47-54 The Behrens-Fisher problem, an old solution revisited
by J. Davenport & J. Webster - 55-59 On unordering Horvitz and Thompson'sT 1 class of linear estimators
by S. Prabhu-Ajgaonkar - 65-75 Response bias and difference estimate in double sampling
by M. Talukder - 77-83 Berry-Esseen-type inequality for a special class of distributions
by M. Schaefer - 85-95 Finite moment formulare ofh-statistics and their estimates
by B. Gupta - 97-101 Moving shift averages for ergodic transformations
by E. Pfaffelhuber - 119-127 An optimum sampling design to base HT-method of estimating a finite population total
by P. Mukhopadhyay - 129-146 Maximum probability estimators in the case of exponential distribution
by U. Kuß - 147-152 A simple method of sampling without replacement with inclusion-probabilities exactly proportional to size
by A. Chaudhuri - 153-160 Imbedded Markov chains in queueing systems M/G/1 and GI/M/1 with limited waiting room
by U. Bhat - 161-175 Optimal stratification and grouping by dynamic programming
by W. Bühler & T. Deutler - 189-203 Consistency of a certain class of empirical density functions
by R Reiss - 205-215 Entropy of type (α, β) and other generalized measures in information theory
by B. Sharma & I. Taneja - 217-223 Some results concerningHorvitz-Thompson's T 1 -class of estimators
by A. Chaudhuri - 225-239 The Berry-Esséen bound for minimum contrast estimators in the independent not identically distributed case
by B. Prakasa Rao
December 1974, Volume 21, Issue 1
- 19-39 Notes for a unified theory of estimation for sample surveys taking into account response erros
by J. Koop - 41-50 Relative information functions and their type (α, β) generalizations
by B. Sharma & R. Autar - 127-132 Bayes estimation for the variance of a finite population
by T. Liu - 133-141 On the resolution of a mixture of observations from two gamma distributions by the method of maximum likelihood
by J. Dickinson - 197-199 A characterization of sufficiency by power functions
by J. Pfanzagl - 201-203 Two comments on a paper of Bahadur
by A. Padmanabhan - 205-211 Bounds for the efficiency of approximately median unbiased estimates
by R. Michel - 213-214 A note on Bennett's „test for marginal symmetry in contingency tables” Metrika 19, 1972, H. 1, 23–26
by H. Zimmermann - 215-221 On Bayesian optimum allocation in some two phase sampling problems
by U. Naik
December 1973, Volume 20, Issue 1
- 17-24 Stochastic duels with correlated fire
by N. Bhashyam - 25-35 A generalized upper bounded technique for a linear fractional program
by S. Chadhà - 36-40 Two machine scheduling problem when passing allowed
by P. Bagga - 51-53 Maximum likelihood estimate of the parameters of a truncated inverse gaussian distribution
by R. Gupta - 54-64 Recent advances on some aspects of stratified sample design. a review of the literature
by G. Kpedekpo - 65-69 On continuous solutions of a functional inequality
by Gy. Muszély - 81-92 A queueing problem with batch arrivals and correlated departures
by Sharda - 93-100 On a certain type of priority queueing problem
by Sharda - 101-102 Note on the Kolmogorov statistic for a general discontinuous variable
by Donald Wheeler - 103-105 Weak convergence and convergence in the mean of distribution functions
by G. Laube - 122-130 Some characterization theorems for generalized measures of uncertainty and information
by P. Rathie - 131-136 The determination of expected mean squares for anova in balanced designs
by P. Seeger - 148-155 The bound in the Berry-Esseen result for minimum contrast estimates
by R. Michel - 156-159 On the confidence region for the one-sample 156-1156-1156-1
by C. Brown - 160-169 On the linear combinations of stochastic variables
by A. Mathai & R. Saxena - 170-176 Role of experimental randomization in Bayesian statistics: An asymptotic theory for a single Bayesian
by M. Stone - 196-202 On UMV-EStimators in survey sampling
by J. Lanke - 203-208 Distribution of Chi-Square analogue for normal population with class intervals defined in therms of the sample quartiles
by R. Bhargava - 209-214 Relationship between generalizedh-Statistics and polykays
by B. Gupta - 215-218 On a generalised stirling distribution
by J. Medhi - 230-239 Interpenetrating sub-samples —with and without replacement
by A. Roy & M. Singh - 245-245 Distribution of the maximum of the number of impulses at any instant in a type II counter in a given interval of time
by G. Sankaranarayanan & C. Suyambulingom
December 1972, Volume 19, Issue 1
- 1-10 On amount of information of type-β and other measures
by B. Sharma - 11-17 General parametric linear fractional programming
by G. Varma - 18-22 A dual non-linear program
by S. Chadha & R. Kaul - 23-26 Tests for marginal symmetry in contingency tables
by B. Bennett - 27-35 A queueing problem with arrival and service in batches of variable size
by K. Murari - 36-38 On the non-null distribution of Wilcoxon's signed rank test
by B. Bennett - 39-47 Effect of the variable offset distance on the kill probability
by N. Singh & N. Bhashyam - 72-75 A note on the optimality ofk-stage tests
by N. Schmitz - 76-76 A note on the Pareto distribution
by M. Raghavachari - 77-77 On a test of homogeneity for samples from a negative binomial distribution
by B. Bennett - 89-97 Further results on asymptotic normality II
by J. Pfanzagl - 98-114 Sufficiency and unbiased estimation
by H. Strasser - 115-130 Note on minimum contrast estimates for Markov processes
by P. Gänssler - 140-149 On the equality of pay-off matrices
by J. Gordesch - 150-155 Principal components analysis in the complex case
by R. Gupta - 156-170 On the derivation of expected value and variance of ratios without the use of infinite series expansions
by J. Koop - 178-184 Expolynomial smoothing of autocorrelated time series
by M. Roubens - 185-192 On inaccuracy generating functions of probability distributions
by P. Arora & P. Nath - 193-200 On the entropy and inaccuracy of similarly and oppositely ordered discrete probability distributions (I)
by P. Arora & P. Nath - 201-208 Time dependent solution of a queueing problem with correlated batch arrivals and general service time distribution
by K. Murari - 209-215 Time dependent solution of a correlated queueing problem with variable capacity
by C. Mohan & K. Murari - 216-226 Reliability with preventive maintenance
by D. Kulshrestha
December 1972, Volume 18, Issue 1
- 15-20 On classes of estimators of the variance function of a linear estimator
by S. Prabhu Ajgaonkar - 21-30 Indefinite quadratic fractional functional programming
by C. Bector - 31-34 On a formulation of discrete, N-person non-cooperative games
by L. Edlefsen & C. Millham - 60-68 On the queueing problem of correlated arrivals with many servers in a finite waiting space
by R. Tuteja - 69-80 Queueing problems with arrivals in general stresm and phase type service
by R. Rana - 81-83 Note on sign tests for equality of means ofk bivariate populations
by B. Bennett - 110-119 A queueing problem with correlated arrivals and correlated phase-type service zur theorie des rangtests
by K. Murari - 120-132 Statistische Modelle und Bayessche Verfahren zur Bestimmung einer unbekannten Klassifikation normalverteilter zufälliger Vektoren
by Hans Bock - 133-136 A two warehouse inventory problem
by R. Hasija - 145-153 Application of discrete transforms in reliability of a parallel redundant system
by D. Kulshrestha - 154-173 On median unbiased estimates
by J. Pfanzagl - 174-198 Further results on asymptotic normality I
by J. Pfanzagl - 199-208 On the inequality Σp i f(p i )≥ p i f(q i )
by P. Fischer - 209-215 On the variance of the ratio estimator
by T. Rao - 216-219 Generalized entropies in coding theory
by P. Rathie - 220-226 Bayesian methods in the analysis of the general linear model
by C. Rohde - 227-233 Distribution of the maximum of the number of impulses at any instant in a type II counter in a given interval of time
by G. Sankaranarayanan & C. Suyambulingom - 234-237 A further note on the asymptotic efficiency of friedman’s x r 2 -test
by Pranab Sen
December 1971, Volume 17, Issue 1
- 82-91 The Berry-Esseen bound for minimum contrast estimates
by J. Pfanzagl - 116-128 A useful central limit theorem for m-dependent variables
by P. Schönfeld - 207-214 Solution of a transient state, limited space queueing problem with arrival and departure rates depending on queue length
by R. Tuteja
December 1970, Volume 16, Issue 1
- 1-8 On the uniqueness of scales derived from canonical representations
by J. Aczel & D. Djoković & J. Pfanzagl - 9-26 Analyses of the solution to a linear fractional functionals programming
by S. Aggarwal - 27-31 Compound gamma, beta and F distributions
by Satya Dubey - 32-42 Sampling from overlapping subpopulations
by Ove Frank - 58-73 On the estimation of location parameters in the multivariate one sample and two sample problems
by Madan Puri & Pranab Sen - 74-84 On a class of correlated queueing problems
by R. Rana - 85-106 Estimation by minimum-discrepancy methods
by W. Sahler - 107-114 A note on non-negative estimators of positive parameters
by M. Subrahmanya - 115-129 Some distribution-free small samples methods for interval estimation and hypothesis testing in linear shock models
by Klaus Winckler - 188-205 Asymptotic normality
by R. Michel & J. Pfanzagl
December 1970, Volume 15, Issue 1
- 1-5 Transportation technique for a particular convex programming problem
by S. Aggarwal - 6-8 On the power function of the exact test for ther×c contingency table
by B. Bennett - 9-14 On a noncentral chi-square distribution in the analysis of weapon systems effectiveness
by M. Delhi - 15-18 Testing outliers from an exponential population
by D. Kabe - 19-22 Distribution of product statistics from a Pareto population
by H. Malik - 23-29 A nonparametric test for relative spread ink unpaired samples
by H. Meyer-Bahlburg - 30-39 Median unbiased estimates for M.L.R.-families
by J. Pfanzagl - 40-47 A contribution to the theory of unique estimators for Horvitz and Thompson’s classes of linear estimators
by S. Ajgaonkar - 48-58 The asymptotic distribution of a class of nonparametric test statistics
by S. Schach - 59-70 On the active approach of stochastic linear programming
by J. Sengupta - 71-80 Modified integer-estimators
by M. Subrahmanya - 81-85 Upper bound problem in linear fractional functionals programming
by K. Swarup - 86-91 Some extensions of discriminant function analysis
by G. Tallis - 105-109 Estimation of correlation for a finite universe
by J. Koop - 110-125 The stepwise regression algorithm seen from the statistician’s point of view
by H. Lütjohann - 126-132 Estimation of the parameters of the Pareto distribution
by H. Malik - 133-140 On a linear stochastic differential equation
by S. Nasr - 141-148 Consistent estimation in the presence of incidental parameters
by J. Pfanzagl - 149-163 Spherical probable error (Spe) and its estimation
by N. Singh
December 1969, Volume 14, Issue 1
- 21-24 A short table of the generalized hypergeometric distribution
by A. Mathai & R. Saxena - 48-61 Optimal stopping rules for multinomial observations
by P. Randolph - 62-70 Asymptotic normality of the maximum likelihood estimate in Markov processes
by G. Roussas - 101-116 Balking and reneging in M/G/1 systems with post-ponable interruptions
by S. Rao - 164-182 A reexamination of the haavelmo-bias in the least squares estimation of the keynesian consumption function
by E. Streissler - 214-231 Efficient methods for obtaining the minres and maximum-likelihood solutions in factor analysis
by G. Derflinger - 249-272 On the measurability and consistency of minimum contrast estimates
by J. Pfanzagl - 293-301 Ecometrics: An ideal for economics and ecology
by J. Bennett
December 1968, Volume 13, Issue 1
- 1-2 On denoting arbitrary realizations
by E. Fels - 10-16 Distributions having the gamma properties
by A. Mathai & R. Saxena - 72-77 Note on linear fractional functionals programming
by Kanti Swarup - 81-85 Note on the relative efficiency of a bivariate sign test
by B. Bennett - 86-97 Some aspects of analysis of variance and covariance theory for a certain multivariate complex gaussian distribution
by D. Kabe - 98-103 A note on estimation of variance components in a multi-stage sampling design based on interpenetrating sub-samples
by M. Murthy - 104-122 Long-run availability of paralleled systems
by R. Natarajan - 123-135 Inaccuracy and coding theory
by Prem Nath - 136-148 Entropy, inaccuracy and information
by Prem Nath - 149-169 A survey on distribution-free statistics based on distances between distribution functions
by W. Sahler - 170-190 Some properties of the negative hypergeometric distribution and its limit distributions
by C. Särndal - 191-195 A note on distribution-free tests whether two distributions differ only by a parameter
by Z. Šidák - 196-205 On varying all the parameters in a linear fractional functionals programming problem
by K. Swarup
December 1967, Volume 12, Issue 1
- 1-15 On the identification of the significant independent variables in linear models
by Klaus Abt - 16-21 A note on Horvitz’s and Thompson’s T 3 class of linear estimators
by S. Prabhu Ajgaonkar - 22-28 On estimation of a ratio of multivariate means by non-parametric methods
by B. Bennett - 34-42 Ratio cum product method of estimation
by M. Singh - 43-47 On the positivity of a variance-estimator
by M. Subrahmanya - 81-96 On the identification of the significant independent variables in linear models
by Klaus Abt - 97-105 A note on quasi convex programming
by S. Aggarwal - 106-114 Parametric linear fractional functionals programming
by S. Aggarwal - 155-160 Minima of vector quadratic forms with applications to statistics
by D. Kabe - 161-172 Difference of two ordered observations divided by standard deviation in the case of negatively exponential distribution
by J. Likeš - 173-188 Queuing with balking and reneging in M|G|1 systems
by S. Subba Rao
December 1967, Volume 11, Issue 1
- 1-14 Hypothesis modification
by Thaddeus Dillon - 46-54 Distribution of Dixon’s statistics in the case of an exponential population
by J. Likeš - 85-90 A multi-dimensional stochastic process for the explanation of economic development
by G. Tintner & R. Narayanan