Content
November 2004, Volume 60, Issue 3
- 229-249 Sequential control of time series by functionals of kernal-weighted empirical processes under local alternatives
by Ansgar Steland - 251-254 A series of resolvable PBIB(3) designs with two replicates
by Cini Varghese & V.K. Sharma - 255-260 A note on randomized response models for quantitative data
by Shaul K. Bar-Lev & Elizabeta Bobovitch & Benzion Boukai - 261-277 The association between two random elements: A complete characterization and odds ratio models
by Gerhard Osius - 279-285 Projection justification of generalized minimum aberration for asymmetrical fractional factorial designs
by Ming-Yao Ai & Run-Chu Zhang - 287-294 On the finite sample behavior of testing whether new is better than used of a specified age
by Ibrahim A. Ahmad & Wei Liu & Ying Zhang - 295-303 Nonregular designs from Hadamard matrices and their estimation capacity
by Yingfu Li & Jiantian Wang - 305-311 Book Reviews
by H. Willie
September 2004, Volume 60, Issue 2
- 105-118 Estimation of variances in orthogonal finite discrete spectrum linear regression models
by František Štulajter & Viktor Witkovský - 119-136 The C” pk index for asymmetric tolerances: Implications and inference
by W. L. Pearn & P. C. Lin & K. S. Chen - 137-153 Minimal efficiency of designs under the class of orthogonally invariant information criteria
by Radoslav Harman - 155-166 Asymptotic normality of recursive density estimates under some dependence assumptions
by Han-Ying Liang & Jong-Il Baek - 167-189 Probability theory in fuzzy sample spaces
by Volker Krätschmer - 191-202 Seat allocation distributions and seat biases of stationary apportionment methods for proportional representation
by Udo Schwingenschlögl & Mathias Drton
July 2004, Volume 60, Issue 1
- 1-14 Nonparametric density estimates consistent of the order of n −1/2 in the L 1 –norm
by Václav Kůs - 15-24 Improved estimation of extreme quantiles in the multivariate Lomax (Pareto II) distribution
by Constantinos Petropoulos & Stavros Kourouklis - 25-32 The large-sample joint distribution of key circular statistics
by Arthur Pewsey - 33-57 Maximal asymptotic power and efficiency of two-sample tests based on generalized U-Statistics
by Dietmar Ferger - 59-72 Discrete discrepancy in factorial designs
by Hong Qin & Kai-Tai Fang - 73-91 Efficient rank tests for semiparametric competing risk models
by Jan Beyersmann & Arnold Janssen & Claus-Dieter Mayer - 93-104 A note on consistency and unbiasedness of point estimation with fuzzy data
by Dabuxilatu Wang
June 2004, Volume 59, Issue 3
- 207-234 Estimation in Shewhart control charts: effects and corrections
by Willem Albers & Wilbert C.M. Kallenberg - 235-244 Elfving’s method for m-dimensional models
by J. López-Fidalgo & J.M. Rodríguez-Díaz - 245-261 Strong uniform convergence of the recursive regression estimator under φ-mixing conditions
by Li Wang & Han-Ying Liang - 263-273 Generalized Bayes’ theorem for non-precise a-priori distribution
by Reinhard Viertl & Dietmar Hareter - 275-287 Asymptotic properties of random extremes under general normalization from nonidentical distributions
by H.M. Barakat & E.M. Nigm & M.E. El-Adll - 289-303 A statistical treatment of the problem of division
by C. Andy Tsao & Yu-Ling Tseng - 305-313 Bivariate semi-Pareto minification processes
by Alice Thomas & K.K. Jose
May 2004, Volume 59, Issue 2
- 105-124 Preliminary test ridge regression estimators with student’s t errors and conflicting test-statistics
by B. M. Golam Kibria & A. K. Md. E. Saleh - 125-136 On generalized maximum likelihood estimation in the proportional hazards model with partially informative censoring
by Haimeng Zhang & M. Bhaskara Rao - 137-146 A nonsymmetric sequential test
by A. Irle & V. I. Lotov - 147-161 Some results on residual entropy function
by Felix Belzunce & Jorge Navarro & José M. Ruiz & Yolanda del Aguila - 163-171 Shrinkage estimation of P(X>Y) in the exponential case with common location parameter
by Ayman Baklizi & Abed El Qader El-Masri - 173-191 Empirical Bayes analysis of log-linear models for a generalized finite stationary Markov chain
by Farzad Eskandari & Mohammad R. Meshkani - 193-203 A note on strategies for bandit problems with infinitely many arms
by Kung-Yu Chen & Chien-Tai Lin
February 2004, Volume 59, Issue 1
- 1-11 Mixed random systematic sampling designs
by Kuo-Chung Huang - 13-20 Nonparametric discrimination of time series data
by Rahim Chinipardaz & Trevor Cox - 21-29 Testing hypotheses with fuzzy data: The fuzzy p-value
by P. Filzmoser & R. Viertl - 31-49 Asymptotic and Bootstrap techniques for testing the expected value of a fuzzy random variable
by Manuel Montenegro & Ana Colubi & María Rosa Casals & María Ángeles Gil - 51-73 Evaluation of inequivalent projections of Hadamard matrices of order 24
by H. Evangelaras & S. Georgiou & C. Koukouvinos - 75-97 Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model AX=B
by Alexander Kukush & Sabine Van Huffel
December 2003, Volume 58, Issue 3
- 213-220 On the optimum number of levels in the one-way model with random effects
by Lennart Norell - 221-233 On truncated bivariate discrete distributions: A unified treatment
by Violetta Piperigou & H. Papageorgiou - 235-258 Goodness-of-fit test with nuisance regression and scale
by Jana Jurečková & Jan Picek & Pranab Sen - 259-271 Characterizations of distributions via linearity of regression of generalized order statistics
by Mariusz Bieniek & Dominik Szynal - 273-277 A note on the projection properties of Hadamard matrices obtained by the first Payley construction
by M. Jainz - 279-291 Optimal mixed-level supersaturated design
by Kai-Tai Fang & Dennis K. J. Lin & Min-Qian Liu - 293-310 Marginal distributions of sequential and generalized order statistics
by Erhard Cramer & Udo Kamps
September 2003, Volume 58, Issue 2
- 107-115 A note on the determination of A-optimal type block designs under fixed and mixed effects models
by Mike Jacroux - 117-147 Selection of the best population: an information theoretic approach
by M. L. Menéndez & L. Pardo & Ch. Tsairidis & K. Zografos - 149-157 Characterizations of normal distributions and EDF goodness-of-fit tests
by Truc Nguyen & Khoan Dinh - 159-171 Sharp exponential and entropy bounds on expectations of generalized order statistics
by M. Kaluszka & A. Okolewski - 173-183 On estimating the mean of the selected normal population under the LINEX loss function
by Neeraj Misra & Edward Meulen - 185-191 A heuristic analysis of highly fractionated 2 n factorial experiments
by Damaraju Raghavarao & Stan Altan - 193-208 Designs for estimating an extremal point of quadratic regression models in a hyperball
by Viatcheslav Melas & Andrey Pepelyshev & Russell Cheng - 209-212 Book Reviews
by C. Becker
February 2003, Volume 57, Issue 1
- 1-27 On efficiency of estimation and testing with data quantized to fixed number of cells
by A. Mayoral & D. Morales & J. Morales & I. Vajda - 29-35 Inequivalent projections of Hadamard matrices of orders 16 and 20
by H. Evangelaras & S. Georgiou & C. Koukouvinos - 37-50 Construction of minimum generalized aberration designs
by Kai-Tai Fang & Gen-Nian Ge & Min-Qian Liu & Hong Qin - 51-62 A note on monitoring time-varying parameters in an autoregression
by Frédéric Carsoule & Philip Franses - 63-70 On an admissibility problem involving the moment generating function of the lognormal distribution
by Leila Mohammadi - 71-80 On the asymptotic Fisher information in order statistics
by Sangun Park - 81-95 Testing fuzzy linear hypotheses in linear regression models
by Bernhard Arnold & Oke Gerke - 97-104 Book Reviews
by Katja Ickstadt & Uwe Jensen & Michael Kohler & Rolf-Dieter Reiss & G. Last & Jochen Mau & R. Fried
December 2002, Volume 56, Issue 3
- 189-204 Officers, playing cards, and sheep
by Peter Ullrich - 205-214 Construction of mixed-level supersaturated design
by Shu Yamada & Dennis Lin - 215-228 Statistical inference in simplicially contoured sample distributions
by Volkmar Henschel - 229-238 Optimal and efficient repeated measurements designs for comparing test treatments with a control
by Chao-Ping Ting - 239-245 On the E-optimality of truncated block designs
by Sudesh Srivastav & John Morgan - 247-258 Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors
by Dong Shin & Dai-Gyoung Kim & Han Kim - 259-273 Shape optimal design criterion in linear models
by Alexander Zaigraev
January 1997, Volume 46, Issue 1
- 1-19 Detecting changes in a multivariate renewal process
by Josef Steinebach & Vera Eastwood - 21-32 Estimation of the scale matrix of a multivariate t-model under entropy loss
by Anwar Joarder & Mir Ali - 33-40 Selecting the best regression equation via the P-value of F-test
by Jin Zhang & Xueren Wang - 41-57 The multiresolution histogram
by Joachim Engel - 59-69 On the natural selection rule in general linear models
by Naveen Bansal & Sudhir Gupta - 71-82 A note on the uniform distribution on the arcsin points
by Holger Dette - 83-92 Book reviews
by Bing-Yi Jing & G. Kallianpur & D. Müller & H. Strasser & H. Weidner & H. Roßberg & M. Akahira - 93-121 The UMVUE ofP(X>Y) based on type-II censored samples from Weinman multivariate exponential distributions
by Erhard Cramer & Udo Kamps - 123-145 Nonparametric maximum likelihood estimation in a non locally compact setting
by Jean-Claude Massé - 147-157 Another view on optimal design for estimating the point of extremum in quadratic regression
by Valery Fedorov & Werner Müller - 159-175 On decompositions of some random variables
by Marek Kaluszka & Wlodzimierz Krysicki - 177-186 Book reviews
by M. Schäl & E. Sonnemann & P. Gänßler & M. Falk & H. Riedwyl - 187-211 Convergence of a branching type recursion with non-stationary immigration
by Michael Cramer - 213-219 Estimation procedures for a family of density functions representing various life-testing models
by Ajit Chaturvedi & Uma Rani - 221-244 Estimating a distribution function in the presence of auxiliary information
by Biao Zhang - 245-251 A note on reliability properties of k-record statistics
by Mohammad Raqab & Wael Amin - 253-267 A bound on the expected overshoot for some concave boundaries
by Albrecht Irle & Vladimir Lotov - 269-278 Book reviews
by R. Dudley & H. Heyer & A. Greven & V. Schmidt & R. Getoor & W. Wertz
January 1997, Volume 45, Issue 1
- 1-30 Nonparametric curve estimation with bernstein estimates
by Axel Tenbusch - 31-37 A two-stage sampling by unequal size samples from two normal populations with unknown variances
by M. Targhetta - 39-51 A note on compact differentiability and theδ-method
by Daniel Rost - 53-66 Experiments with mixtures: Optimal allocations for becker’s models
by Shuangzhe Liu & Heinz Neudecker - 67-83 Optimal design for interacting blocks with OAVS incidence
by J. Morgan - 84-93 Book reviews
by G. Ronning & C. Heyde & O. Aalen & P. Huber & P. Loeb & D. Burkholder & Kh. Alam & O. Barndorff-Nielsen & P. Kloeden - 95-106 Estimation after sequential selection and ranking
by N. Mukhopadhyay & T. Solanky - 107-119 On characterizations of distributions by expected values of order statistics and record values with gap
by Manuel Franco & Jose Ruiz - 121-130 Do components of smooth tests of fit have diagnostic properties?
by Norbert Henze - 131-169 Tests of significance for the average square deviation from target in a finite lot
by Rainer Göb - 171-178 Variance estimation using auxiliary information: An almost unbiased multivariate ratio estimator
by A. Cebrián & M. García - 179-188 Book reviews
by N. Obata & L. Arnold & J. Buonaccorsi & H. Witting & L. Bloom & J. Stark & E. Collani - 189-196 Distributions characterized through conditional expectations
by K. Balasubramanian & Aloke Dey - 197-211 On Limits of Uniquely Best Linear Estimators
by Lynn LaMotte - 213-224 A new process capability index
by Arjun Gupta & S. Kotz - 225-234 Remarks on the strong law of large numbers for a triangular array of associated random variables
by Isha Dewan & B. Rao - 235-252 On estimating the reliability after sequentially estimating the mean: The exponential case
by Nitis Mukhopadhyay & A. Padmanabhan & T. Solanky - 253-257 A relationship between efficiencies of marginal designs and the product design
by Rainer Schwabe & Weng Wong - 259-269 Change point tests based on U-statistics with applications in reliability
by Emad-Eldin Aly & Subhash Kochar - 271-280 Book reviews
by H. Georgii & H. Prodinger & Y. Chikuse & H. Rost & St. Fienberg & P. Imkeller
December 1996, Volume 44, Issue 1
- 1-8 The sequential probability ratio test under random censorship
by W. Stute - 9-26 The density of the parameter estimators when the observations are distributed exponentially
by Andrej Pázman - 27-40 Estimation of the parameters of the Weibull distribution for censored samples
by Waltraud Kahle - 41-51 Estimation of error variance in one-way random model
by Paul Chiou & Chien-Pai Han - 53-69 Economic designs of two-sided single and double screening procedures
by Do Bai & Min Lee - 71-83 Multivariate survival functions characterized by constant product of mean remaining lives and hazard rates
by Chunsheng Ma - 84-93 Book-reviews
by H. Heyer & H. Rieder & F. Papangelou & A. Janssen & L. Rüschendorf & R. Hudson & A. Greven - 95-100 An identity for the product moments of order statistics
by M. Mohie El-Din & S. Abu-Youssef & K. Sultan - 101-117 Straight-line models in star-shaped mixtures
by D. Jensen - 119-126 An approach to fuzzy hypothesis testing
by Bernhard Arnold - 127-134 Quick consistency of quasi-maximum likelihood estimators in a multivariate poisson process
by Zbigniew Szkutnik - 135-163 An elementary model for statistical lot inspection and its application to sampling by variables
by Rainer Göb - 165-180 On a stochastic approximation procedure based on averaging
by Rainer Schwabe & Harro Walk - 181-187 Book reviews
by U. Gather & M. Schwaiger & W. Uhlmann & H. Heyer & N. Yacob & P. Embrechto & K. Dietz - 191-197 Joint confidence region for the parameters of pareto distribution
by Zhenmin Chen - 199-205 Equidistribution properties of inversive congruential pseudorandom numbers with power of two modulus
by Jürgen Eichenauer-Herrmann - 207-221 The average number of events per time unit and its estimation
by Herbert Vogt - 223-238 Tests of significance for the mean of a finite lot
by Rainer Göb - 239-258 On optimal allocations for estimating the surface of a random field
by Thomas Müller-Gronbach & Rainer Schwabe - 259-267 Estimation of the characteristic roots of the scale matrix
by Anwarul Joarder & S. Ahmed - 268-278 Book-reviews
by D. Plachky & H. Strasser & T. Lindstrøm & D. Pfeifer & T. Hida & A. Mukherjea
December 1996, Volume 43, Issue 1
- 1-16 Quasi-maximum likelihood estimation of parameters in a multivariate poisson process
by Zbigniew Szkutnik - 17-30 Shrinkage estimation of the proportion in randomized response
by S. Ahmed & V. Rohatgi - 31-42 An outlier test for linear processes — II. Large contamination
by Thomas Flak & Wolfgang Schmid - 43-55 A less sensitive linear detector for the change point based on kernel smoothing method
by Yanhong Wu - 57-67 Least squares estimator for regression models with some deterministic time varying parameters
by Mohamed Boutahar & Claude Deniau - 69-90 Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations
by Birgit Gaschler - 91-100 Book-reviews
by A. Sharif & S. Csörgö & S. Takenaka & D. Dacunha-Castelle & H. Basler - 101-105 Repeated substitution method: The ratio estimator for the population variance
by M. Garcia & A. Cebrian - 107-121 Generalized gauss-chebyshev inequalities for unimodal distributions
by Thomas Sellke - 123-133 Estimating regression coefficients from survey data by asymptotic design-cum-model based approach
by Arijit Chaudhuri & Tapabrata Maiti - 135-147 On characterizing distributions by conditional expectations of functions of order statistics
by Jong-Wuu Wu & L. Ouyang - 149-164 Modelling of repairable systems with various degrees of repair
by Falk Bathe & Jürgen Franz - 165-182 A simple and effective scanning rule for a multi-channel system
by Vladimir Dragalin - 183-187 Book-reviews
by P. Koeden & R. Viertl & R. Schassberger & G. Casella - 189-201 Run length distributions and economic design of % MathType!MTEF!2!1!+-% feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9qqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq-Jc9% vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0xfr-x% fr-xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmiwayaara% aaaa!36C2! $$\bar X$$ charts with unknown process variance
by Enrique Castillo - 203-211 Orthogonal main effect plans for two and three factors in small blocks
by J. Eccleston & J. John - 213-220 A minimax property of Lahiri-Midzuno-Sen’s sampling scheme
by H. Stenger & S. Gabler - 221-235 On a class of discrete distributions arising from the birth-death-with-immigration process
by S. Ong - 237-255 Minimum kolmogorov distance estimates of parameters and parametrized distributions
by L. Györfi & I. Vajda & E. Meulen - 257-263 Bartlett corrections for the weibull distribution
by Waltraud Kahle - 264-274 Book-reviews
by B. Anger & M. Voit & G. Pflug & G. Székely & H. Heyer & H. Georgii & H. Stenger & E. Dettweiler
December 1995, Volume 42, Issue 1
- 1-18 Economic design of a two-stage screening procedure with a prescribed outgoing quality
by Do Bai & Hyuck Kwon - 19-27 Exact and approximate D-optimal designs in polynomial regression
by Maximilian Happacher - 29-48 Optimal and robust invariant designs for cubic multiple regression
by Norbert Gaffke & Berthold Heiligers - 49-65 Parameter estimation for a bivariate lifetime distribution in reliability with multivariate extensions
by G. Heinrich & U. Jensen - 66-78 Book reviews
by B. Silverman & N. Laird & A. Wakolbinger & M. Fukushima & P. Consul & D. Titterington & W. Fieger & K. Jacobs & H. Drygas - 99-118 Screening properties of certain two-level designs
by Dennis Lin & Norman Draper - 119-125 Pyrrho's lemma, or have it your way
by Theo Dijkstra - 127-138 Bivariate generalized Poisson distribution with some applications
by Felix Famoye & P. Consul - 139-148 Book reviews
by H. Heyer & K. Elworthy & N. Cressie & R. Williams & H. Büning & R. Schassberger & H. Lütkepohl - 149-149 Editorial
by Friedrich Pukelsheim & Werner Uhlman & Herbert Heyer - 151-151 Preface
by Andrej Pázman - 153-171 Some results about averaging in stochastic approximation
by Alain Breton & Alexander Novikov - 173-190 Algorithms for optimal design with application to multiple polynomial regression
by Norbert Gaffke & Berthold Heiligers - 191-202 Nonlinear regression and curved exponential families. Improvement of the approximation to the asymptotic distribution
by Philip Hougaard - 203-213 Recent contributions to censored regression models
by C. Radhakrishna Rao & L. Zhao - 215-230 An overview of variance component estimation
by Shayle Searle - 231-232 The basic contrasts of a block design with special reference to the recovery of inter-block information
by Tadeusz Caliński - 232-233 Maximum estimation capacity and minimum aberration
by Ching-Shui Cheng & Don Sun - 234-235 Estimation of the location parameter of a Cauchy distribution using a ranked set sample
by Nóra Chuív & Bimal Sinha & Zhong Wu - 235-237 Improvement on the relative entropy risk of the MLE by gradient
by Shinto Eguchi - 237-238 Extremal problems in sequential testing homogeneity
by L. Galtchouk & Mikhail Maljutov - 239-239 Procedures for epidemic alternatives
by Marie Hušková - 240-241 The linear sufficiency and invariant linear sufficiency in a multivariate Gauss-Markov model
by Andrzej Kornacki - 241-242 Models with a low nonlinearity
by Lubomír Kubáček - 242-243 On linear restrictions in regression models
by Lynn LaMotte - 243-244 What can be done by bayesian kriging?
by R. Liebers - 244-245 Optimal breakdown point maximizing designs
by Christine Müller - 245-246 Asymptotically optimal designs for approximating the path of a stochastic process with respect to the 245-1245-1245-1
by Thomas Müller-Gronbach - 246-247 On modified information matrices in nonlinear regression
by Andrej Pázman - 247-250 Selection of the best by minimum distance testing
by Georg Pflug - 250-251 Some tests on exponential populations
by František Rublík - 252-253 Model robust experimental design in the presence of interactions
by Rainer Schwabe - 253-255 Robust and nonparametric methods in linear models with mixed-effects
by Pranab Sen - 255-257 Linear and quadratic growth curve models with intraclass covariance structure and related optimal designs
by Bikas Sinha & Markus Abt & Erkki Liski - 257-258 A comparison of some predictors in nonlinear regression models
by František Štulajter & Stanislav Stano - 258-260 On the heuristics of statistical results
by Jan Víšek - 260-260 The empirical linear predictor and its MSE
by Júlia Volaufová - 261-262 Methods of regression diagnostics for hazard-based models
by Pert Volf - 262-263 Estimation of variance components with constraints
by Viktor Witkovaký - 263-264 A simulation study in the growth curve model
by Ivan Žežula - 265-278 Book reviews
by W. Hazod & W. Härdle & G. Lindblad & M. Voit & J. Gani & A. Weron & N. Schmitz & J. Pfanzagl & H. Dette & G. Neuhaus & S. Taylor - 279-290 Sequential estimation of means of linear processes
by N. Mukhopadhyay - 291-324 Necessary and sufficient conditions for consistency of generalizedM-estimates
by Friedrich Liese & Igor Vajda - 325-329 Realization of closed, convex, and symmetric subsets of the unit square as regions of risk for testing simple hypotheses
by K. Obermeyer & D. Plachky - 331-339 A proof of asymptotic normality for some VARX models
by Mohamed Boutahar & Claude Deniau - 341-345 On recursive construction for balanced incomplete block designs with nested rows and columns
by Nizam Uddin - 347-359 Determining the parameters of statistical tests by fuzzy constraints
by Bernhard Arnold