Content
April 2008, Volume 49, Issue 2
- 303-313 Bivariate semi α-Laplace distribution and processes
by A. Kuttykrishnan & K. Jayakumar - 315-332 Homogeneity testing in a Weibull mixture model
by Karl Mosler & Christoph Scheicher - 333-341 Highest posterior density estimation from multiply censored Pareto data
by Arturo Fernández - 343-351 A generalized semi-Pareto minification process
by Miroslav Ristić - 353-361 Partial duplication in two-level fractional factorial designs
by Pen-Hwang Liau - 363-376 Two-way ANOVA for the Watson distribution defined on the hypersphere
by Adelaide Figueiredo - 377-386 A group sequential test for the inverse Gaussian mean
by Sevil Bacanli & Yaprak Demirhan - 387-389 Comment on the paper by A. H. Joarder
by Saralees Nadarajah - 391-392 Comment on the paper by Y.H. Abdelkader
by Saralees Nadarajah & Samuel Kotz - 393-394 Franco Taroni, Colin Aitken, Paolo Garbolino, Alex Biedermann: Bayesian networks and probabilistic inference in forensic science (Statistics in Practice)
by Wolfgang Polasek - 395-396 Phillip I. Good, James W. Hardin, Common errors in statistics
by Roland Fried - 397-398 Jean-Michel Marin, Christian P. Robert: Bayesian Core. A Practical Approach to Computational Bayesian Statistics
by Wolfgang Polasek
March 2008, Volume 49, Issue 1
- 1-13 Dodge-roming AOQL plans for inspection by variables from numerical point of view
by J. Klufa - 15-36 Minimum phi-divergence estimators for loglinear models with linear constraints and multinomial sampling
by N. Martín & L. Pardo - 37-58 A modified estimator of population mean using power transformation
by Housila Singh & Rajesh Tailor & Sarjinder Singh & Jong-Min Kim - 59-85 Posterior analysis of lognormal regression models using the Gibbs sampler
by S. Upadhyay & M. Peshwani - 87-99 Nonnegative definite solutions to matrix equations with applications to multivariate test statistics
by Akhil Vaish & N. Rao Chaganty - 101-108 Characterization of distributions by conditional expectation of generalized order statistics
by Philip Samuel - 109-119 Distribution of extremes ofr th concomitant from the Morgenstern family
by Johny Scaria & N. Unnikrishnan Nair - 121-131 Estimation of the exponential mean time to failure under a weighted balanced loss function
by A. Asgharzadeh & N. Sanjari Farsipour - 133-137 On inverse sampling without replacement
by M. Espejo & H. Singh & S. Saxena - 139-146 Recurrence relations for the moments of order statistics from a beta distribution
by P. Thomas & Philip Samuel - 147-149 Book reviews
by Shalabh & W. Polasek
October 2007, Volume 48, Issue 4
- 543-557 A vector valued bivariate gini index for truncated distributions
by E. Abdul-Sathar & R. Suresh & K. Nair - 559-580 Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth
by Kosei Fukuda - 581-594 Some preservation results of NBUC aging property with applications
by Xiaohu Li & Guoxin Qiu - 595-608 Additive risk model with case-cohort sampled current status data
by Shuangge Ma - 609-629 Estimating a positive normal mean
by Yogesh Tripathi & Somesh Kumar - 631-653 A practical sampling approach for a Bayesian mixture model with unknown number of components
by Liqun Wang & James Fu - 655-681 Simulated classical tests in multinomial probit models
by Andreas Ziegler - 683-693 Some remarks on classical and bayesian reliability estimation of binomial and poisson distributions
by Ajit Chaturvedi & Neeraj Tiwari & Sanjay Kumar - 695-695 Extremes of nonexchangeability
by Roger Nelsen - 697-701 Book reviews
by Wolfgang Polasek & Uwe Ligges & Karsten Luebke
September 2007, Volume 48, Issue 3
- 357-383 Maximal invariant likelihood based testing of semi-linear models
by Jahar Bhowmik & Maxwell King - 385-402 Effect of neglected deterministic seasonality on unit root tests
by Matei Demetrescu & Uwe Hassler - 403-418 Mean-variance portfolios using Bayesian vector-autoregressive forcasts
by Wolfgang Gohout & Katja Specht - 419-436 Influence diagnostics for the Grubbs's model
by Víctor Lachos & Filidor Vilca & Manuel Galea - 437-457 Empirical likelihood for the difference of quantiles under censorship
by Junshan Shen & Shuyuan He - 459-466 Probability generating function of GPED 2
by A. Bazargan-Lari - 467-477 A nonparametric test for diagnosis of the proportionality assumption
by Jong-Hoo Choi & Hyo-Il Park - 479-489 Some characterizations of discrete distributions based on weak records
by Katarzyna Danielak & Anna Dembińska - 491-502 A note on the connection between uniformity and generalized minimum aberration
by Hong Qin & Mingyao Ai - 503-508 Hypercubic designs and applications
by A. Thannippara & B. Kurian & D. Ghosh & S. Bagui & S. Mandal - 509-522 Likelihood ratio tests for fuzzy hypotheses testing
by Hamzeh Torabi & Javad Behboodian - 523-523 On Christensen's conjecture
by A. Gupta & T. Nguyen & L. Pardo - 535-538 Book reviews
by Wolfgang Polasek & W. Urfer & B. Golam Kibria
April 2007, Volume 48, Issue 2
- 179-195 Estimation of the means of the bivariate normal using moving extreme ranked set sampling with concomitant variable
by Mohammad Al-Saleh & Ahmad Al-Ananbeh - 197-213 Entropy properties of record statistics
by S. Baratpour & J. Ahmadi & N. Arghami - 215-233 A stratified unrelated question randomized response model
by Jong-Min Kim & Matthew Elam - 235-248 2 m 4 1 designs with minimum aberration or weak minimum aberration
by Peng-Fei Li & Min-Qian Liu & Run-Chu Zhang - 249-263 Characterization of stochastic orders by L-functionals
by Miguel Sordo & Héctor Ramos - 265-282 Perfect aggregation of Bayesian analysis on compositional data
by Tzu-Tsung Wong - 283-293 Reversed preservation of stochastic orders for random minima and maxima with applications
by Ibrahim Ahmad & Mohamed Kayid - 295-304 A multivariate version of Gini's rank association coefficient
by Javad Behboodian & Ali Dolati & Manuel Úbeda-Flores - 305-311 Admissibility intervals for linear correlation coefficients
by Luisa Canal & Rocco Micciolo - 313-319 On Christensen's conjecture
by K. Gupta & T. Nguyen & L. Pardo - 321-327 A direct derivation of the REML likelihood function
by Lynn LaMotte - 329-336 Extremes of nonexchangeability
by Roger Nelson - 337-345 Admissible estimation in an one parameter nonregular family of absolutely continuous distributions
by N. Sanjari Farsipour - 347-348 Letter to the Editor
by Saralees Nadarajah & Samuel Kotz - 349-349 Randomized response techniques for complex survey designs
by Raghunath Arnab - 351-352 Book reviews
by Rainer Schlittgen & Gero Szepannek
January 2007, Volume 48, Issue 1
- 1-21 Comparison of record data and random observations based on statistical evidence
by M. Emadi & J. Ahmadi & N. Arghami - 23-46 Chain ratio and regression type estimators for median estimation in survey sampling
by Sarjinder Singh & Housila Singh & Lakshmi Upadhyaya - 47-62 A new random permutation test in ANOVA models
by Byoung Jung & Myoungshic Jhun & Seuck Song - 63-79 The number of records within a random interval of the current record value
by A. Stepanov - 81-93 On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors
by Toni Stocker - 95-129 Statistical inference about the shape parameter of the Weibull distribution by upper record values
by Jong-Wuu Wu & Hsiao-Chiao Tseng - 131-141 Randomized response techniques for complex survey designs
by Raghunath Arnab & Georg Dorffner - 143-150 The existence of the strong combined-optimal design
by Pen-Hwang Liau - 151-162 Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion
by Akio Namba & Kazuhiro Ohtani - 163-170 Book reviews
by Ricardo Maronna & Matthias Fischer & Jürgen Groß & Andreas Karlsson
October 2006, Volume 47, Issue 4
- 493-523 Unbalanced panel data: A survey
by Badi Baltagi & Seuck Song - 525-549 A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models
by Tatiana Miazhynskaia & Georg Dorffner - 551-568 Exact and approximate distributions for the product of inverted Dirichlet components
by Saraless Nadarajah - 569-593 Hotelling’s T 2 control chart with double warning lines
by Alireza Faraz & Ahmad Parsian - 595-630 EWNA charts for monitoring the mean and the autocovariances of stationary processes
by M. Rosołowski & W. Schmid - 631-641 Statistical properties of distance estimators
by Dechang Chen & Michael Fries & Xiuzhen Cheng - 643-651 Bayesian estimation of P (Y>X) from Burr-type X model containing spurious observations
by Chansoo Kim & Younshik Chung - 653-658 Book reviews
by B. Golam Kibria & Matthias Arnold & Rainer Schlittgen
June 2006, Volume 47, Issue 3
- 331-372 Order relations for linear models: A survey on recent developments
by Herbert Heyer - 373-392 Bayesian estimation and prediction for some life distributions based on record values
by Jafar Ahmadi & M. Doostparast - 393-417 The choice of time interval in seasonal adjustment: A heuristic approach
by Giancarlo Bruno & Edoardo Otranto - 419-442 Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors
by Claudia Czado & Adrian Raftery - 443-459 Estimating the term structure of interest rates using penalized splines
by Tatyana Krivobokova & Göran Kauermann & Theofanis Archontakis - 461-470 Asymptotic relative efficiency of score tests in Weibull models with measurement errors
by Patricia Giménez & Enrico Colosimo & Heleno Bolfarine - 471-479 Improvement of the Liu estimator in linear regression model
by M. Hubert & P. Wijekoon - 481-485 Problem 4/SP06: Estimation of the Hadamard and cross products of two mean vectors in multivariate analysis
by Heinz Neudecker & Götz Trenkler - 487-488 Book reviews
by Karsten Webel & Rainer Schlittgen
March 2006, Volume 47, Issue 2
- 167-179 Introducing model uncertainty by moving blocks bootstrap
by Andrés Alonso & Daniel Peña & Juan Romo - 181-209 Modifications of the Bonferroni-Holm procedure for a multi-way ANOVA
by Vanessa Didelez & Iris Pigeot & Patricia Walter - 211-225 Utility functions that lead to the likelihood ratio as a relative model performance measure
by Craig Friedman & Sven Sandow - 227-247 Dispersive ordering—Some applications and examples
by Jongwoo Jeon & Subhash Kochar & Chul Park - 249-262 Noninformative priors for linear combinations of the normal means
by Dal Kim & Sang Kang & Woo Lee - 263-278 Robust estimating equation based on statistical depth
by Lu Lin & Minghua Chen - 279-298 Change-of-variance problem for linear processes with long memory
by Lihong Wang & Jinde Wang - 299-310 Higher order moments of order statistics from INID symmetric random variables
by Aaron Childs - 311-318 An alternative representation of noncentral beta and F distributions
by Than Pe & Hilmar Drygas - 319-326 Class of dual to ratio estimators for double sampling
by Manoj Kumar & Shashi Bahl
January 2006, Volume 47, Issue 1
- 1-15 Kernel smoothed prediction intervals for ARMA models
by Klaus Abberger - 17-29 Renyi's entropy for residual lifetime distribution
by B. Abraham & P. Sankaran - 31-48 Detection of a change-point in student-t linear regression models
by Felipe Osorio & Manuel Galea - 49-68 Pooling multivariate data under W, LR and LM tests
by B. Golam Kibria & A. Saleh - 69-90 Sums, products and ratios of generalized beta variables
by Saralees Nadarajah - 91-108 Minimum Φ-divergence estimator in logistic regression models
by Julio Pardo & Leandro Pardo & María Pardo - 109-124 On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods
by Hisashi Tanizaki & Shigeyuki Hamori & Yoichi Matsubayashi - 125-135 Interaction balance for symmetrical factorial designs with generalized minimum aberration
by Mingyao Ai & Shuyuan He - 137-147 Bivariate Weibull regression model based on censored samples
by David Hanagal - 149-156 Estimation of sensitive data from a dichotomous population
by Kuo-Chung Huang - 159-162 Book reviews
by Mathias Schaller & Ricardo Maronna & Uwe Ligges
October 2005, Volume 46, Issue 4
- 483-507 Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models
by T. Leo Alexander & B. Chandrasekar - 509-522 A note on replacement policy comparisons from NBUC lifetime of the unit
by Félix Belzunce & Eva-María Ortega & José Ruiz - 523-540 An application of a minimax Bayes rule and shrinkage estimators to the portofolio selection problem under the Bayesian approach
by Hiroyuki Kashima - 541-554 The failure of meta-analytic asymptotics for the seemingly efficient estimator of the common risk difference
by Ronny Kuhnert & Dankmar Böhning - 555-574 On Rao score and PearsonX 2 statistics in generalized linear models
by Gianfranco Lovison - 575-585 Bounds of moment generating functions of some life distributions
by Ibrahim Ahmad & A. Mugdadi - 587-597 A discrete distribution associated with a pure birth process
by Konanur Janardan - 599-599 Acknowledgement of priority
by Stefan Zontek & Konrad Neumann - 601-604 Book reviews
by Karsten Webel & W. Urfer
July 2005, Volume 46, Issue 3
- 321-338 Parametric estimation under a class of multivariate distributions
by Essam Al-Hussaini & Saieed Ateya - 339-358 Using multiparametric auxiliary information at the estimation stage
by A. Arcos & M. Rueda & M. Martínez-Miranda - 359-377 Optimum group limits for estimation in scaled log-logistic distribution from a grouped data
by R. Kantam & A. Roa & G. Roa - 379-395 Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information
by Shahjahan Khan & Zahirul Hoque & A. Saleh - 397-409 Divergence-based estimation and testing with misclassified data
by E. Landaburu & D. Morales & L. Pardo - 411-432 On binomial and circular binomial distributions of orderk forl-overlapping success runs of lengthk
by Frosso Makri & Andreas Philippou - 433-449 A method for consideration of conditional dependencies in the Fellegi and Sunter model of record linkage
by Josef Schürle - 451-458 A note on D-optimal designs for models with and without an intercept
by Kim-Hung Li & Tai-Shing Lau & Chongqi Zhang - 459-468 Stability of characterization of Weibull distribution
by Yanushkevichius Romanas & Yanushkevichiene Olga - 469-472 Problem section
by Heinz Neudecker & Michel Velden - 473-476 Book reviews
by Ricardo Maronna & Roland Schultze & Christian Kleiber
April 2005, Volume 46, Issue 2
- 157-171 Characterization of minimum aberration mixed factorials in terms of consulting designs
by Mingyao Ai & Runchu Zhang - 173-193 An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models
by Gemai Chen & Jinhong You - 195-224 Estimation in conditional first order autoregression with discrete support
by Robert Jung & Gerd Ronning & A. Tremayne - 225-246 Deriving a lower bound for the proportion of perceivers in replicated difference tests by means of multiple test theory
by Michael Meyners - 247-266 Bayesian decision criteria in the presence of noises under quadratic and absolute value loss functions
by T. Pham-Gia & N. Turkhan - 267-279 Softly shrunk and partially shrunk rank-reduced estimation of the regression coefficients
by Eshetu Wencheko - 281-292 A note on some characterizations of the hyperexponential distribution
by Manal Nassar - 293-301 On calculating the fisher information in order statistics
by Sangun Park - 303-307 On the first order regression procedure of estimation for incomplete regression models
by V. Srivastava & H. Toutenburg - 309-312 Problemsection
by Heinz Neudecker & Götz Trenkler - 313-317 Book reviews
by Ricardo Maronna & Christian Kleiber & Olaf Schoffer
January 2005, Volume 46, Issue 1
- 1-29 Exact tests based on the Baumgartner-Weiß-Schindler statistic—A survey
by Markus Neuhäuser - 31-45 A conditional variance characterization of some discrete probability distributions
by Samia El-Arishy - 47-64 Fast initial response features for EWMA control charts
by Seven Knoth - 65-78 Reversed preservation properties of some negative aging conceptions and stochastic orders
by Xiaohu Li & Richard Yam - 79-99 Optimal design in average for inference in generalized linear models
by Hans Pettersson - 101-115 Improved estimation of the mean in one-parameter exponential families with known coefficient of variation
by E. Wencheko & P. Wijekoon - 117-128 On the distribution and expectation of success runs in nonhomogeneous Markov dependent trials
by Serkan Eryilmaz - 129-140 A note on infinite-armed Bernoulli bandit problems with generalized beta prior distributions
by Kung-Yu Chen & Chien-Tai Lin - 141-142 Conditional estimation of average on the basis of weighting data— Errata
by Janusz Wywiał - 143-146 Problem Section
by Heinz Neudecker - 147-152 Book reviews
by Ricardo Maronna & Karsten Webel & Christian Kleiber
October 2004, Volume 45, Issue 4
- 465-515 Long memory versus structural breaks: An overview
by Philipp Sibbertsen - 517-528 Comparing the Fisher information in record data and random observations
by Glenn Hofmann - 529-544 Generalized quasi-likelihood
by Lu Lin - 545-561 Tail index estimation in small smaples Simulation results for independent and ARCH-type financial return models
by Niklas Wagner & Terry Marsh - 563-570 Computing the moments of order statistics from nonidentically distributed Erlang variables
by Yousry Abdelkader - 571-582 General class of estimators in multi-character surveys
by Sarjinder Singh & I. Grewal & Anwar Joarder - 583-590 Preservation properties for the Laplace transform ordering of residual lives
by Hadi Ahmed & Mohamed Kayid - 591-593 Book reviews
by Ricardo Maronna & Peter Hackl & Christian Kleiber
July 2004, Volume 45, Issue 3
- 311-336 The general Gauss-Markov model with possibly singular dispersion matrix
by Jürgen Groß - 337-350 An autoregressive process with geometric α-laplace marginals
by V. Lekshmi & K. Jose - 351-368 Three estimators for the poisson regression model with measurement errors
by Alexander Kukush & Hans Schneeweis & Roland Wolf - 369-392 On intra-class correlation coefficient estimation
by Nabendu Pal & Wooi Lim - 393-412 Conditions for the coincidence of the TFR, TRV and CE models
by Ronghua Wang & Heliang Fei - 413-431 Conditional estimation of average on the basis of weighting data
by Janusz Wywiał - 433-438 Distribution of the range when sample size has a GPED 1
by A. Bazargan-Lari - 439-450 Some results on optimality in models with heteroscedastic errors from partial optimum designs
by Carmelo Rodríguez & Isabel Ortiz & Ignacio Martínez - 451-456 Problemsection
by Heinz Neudecker & Götz Trenkler - 457-460 Book reviews
by Philipp Sibbertsen & Roland Schultze & Ricardo Maronna
April 2004, Volume 45, Issue 2
- 139-173 Frequentist and Bayesian approaches for interval-censored data
by Guadalupe Gómez & M. Calle & Ramon Oller - 175-190 New biased estimators under the LINEX loss function
by Fikri Akdeniz - 191-210 Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors
by Germán Aneiros-Pérez - 211-229 A bias analysis of Weibull models under heaped data
by Thomas Augustin & Joachim Wolff - 231-248 Improving ratio-type quantile estimates in a finite population
by M. Rueda & A. Arcos - 249-266 Implementing unit roost tests in ARMA models of unknow order
by Ismael Sánchez - 267-278 Simple detection of outlying short time series
by Vassiliki Karioti & Chrysseis Caroni - 279-286 Estimation of a normal mean relative to balanced loss functions
by N. Farsipour & A. Asgharzadeh - 287-295 Simple random sample equivalent survey designs reducing undesirable units from a finite population
by Horng-Jinh Chang & Chih-Li Wang & Kuo-Chung Huang - 297-301 Problemsection
by Heinz Neudecker - 303-307 Book reviews
by Ricardo Maronna & Christian Kleiber & Olaf Schoffer
January 2004, Volume 45, Issue 1
- 1-14 Global and multiple test procedures using ordered p-values—a review
by Gudrun Bernhard & Markus Klein & Gerhard Hommel - 15-31 Measuring robustness for weighted distributions: Bayesian perspective
by Younshik Chung & Chansoo Kim - 33-50 Bayesian methods for contingency tables using Gibbs sampling
by Paul Green & Taesung Park - 51-66 A cautionary note on the analysis of randomized block designs with a few missing values
by Devan Mehrotra - 67-80 On geometry of the set of admissible invariant quadratic estimators in balanced two variance components model
by Konrad Neumann & Stefan Zontek - 81-95 A triparametric discrete distribution with complex parameters
by José Rodríguez-Avi & Antonio Conde-Sánchez & Antonio Sáez-Castillo & María Olmo-Jiménez - 97-109 Identification of models using failure rate and mean residual life of doubly truncated random variables
by P. Sankaran & S. Sunoj - 111-122 The geometrical interpretation of statistical tests in multivariate linear regression
by Øyvind Langsrud - 123-131 Alternative boundaries for CUSUM tests
by Achim Zeileis - 133-135 Book reviews
by Sibylle Sturtz & Ricardo Maronna & Peter Hackl
October 2003, Volume 44, Issue 4
- 455-468 Nonparametric confidence and tolerance intervals from record values data
by J. Ahmadi & N. Arghami - 469-482 The finite-sample performance of robust unit root tests
by Kai Carstensen - 483-497 An approximation to the generalized hypergeometric distribution
by Eisuke Hida & Masafumi Akahira - 499-518 General affine transform families: why is the Pareto an exponential transform?
by Werner Hürlimann - 521-534 A test for uniformity based on informational energy
by M. Pardo - 535-554 R-charts for the exponential, Laplace and logistic processes
by C. Sim & W. Wong - 555-579 Imputation by power transformation
by Sarjinder Singh & Balbinder Deo