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January 1997, Volume 15, Issue 1
- 1-16 Empirical Bayes Estimation Of A Location Parameter
by Pensky Marianna - 17-36 Robust Bayes Competitors Of The Ratio Estimator
by Ghosh M. & Kim D. H. - 37-50 Shrinkage Estimators In A Mixed Manova And Gmanova Model
by Konno Υ. & Kubokawa T. & Saleh A.K.Md.E. - 51-74 Uniform Approximation Of Bayes Solutions And Posteriors: Frequentistly Valid Bayes Inference
by Mukhopadhyay Saurabh & DasGupta Anirban - 75-98 Estimation Of The Smaller And Larger Scale Parameters Of Two Exponential Distributions
by Misra Neeraj & Anand Rajesh & Singh Harshinder
April 1996, Volume 14, Issue 4
- 323-342 A Minimum Distance Estimator For Partially Observed Linear Stochastic Systems
by Bertrand Pierre & Kutoyants Yury A. - 343-352 Optimal Unbiased Means, Polynomial Moment Relations, And Natural Exponential Families
by Mattner L. - 353-372 On Least Squares Estimates Of An Exponential Tail Coefficient
by Schultze J. & Steinebach J. - 373-382 Rounding Probabilities: Unbiased Multipliers
by Happacher Max & Pukelsheim Friedrich - 383-404 Some Analogs Of The Berry-Esséen Bound For First-Order Chebyshev-Edgeworth Expansions
by Dobrić V. & Ghosh B. K. - 405-418 Local Sensitivity, Functional Derivatives And Nonlinear Posterior Quantities
by Bsau Sanjib
March 1996, Volume 14, Issue 3
- 209-222 Testing Whether One Risk Progresses Faster Than The Other In A Competing Risks Problem
by Dykstra Richard & Kochar Subhash & Robertson Tim - 223-240 On Some Aspects Of Ranked Set Sampling For Estimation Of Normal And Exponential Parameters
by Sinha Bimal K. & Sinha Bikas K. & Purkayastha Sumitra - 241-252 Deficiency Of Minimum Discrepancy Estimators Of Multinomial Parameters
by Tanaka Hidekazu & Akahira Masafumi - 253-274 On the Pitman Closeness Criterion from the Decision-Theoretic Point of View
by Rukhin Andrew L. - 275-294 Bayesian Signal Estimation
by Majumdar S. & Mukherjee K. - 295-306 On The Consistency Of Hierarchical Bayes Estimators
by Huang Su-Yun
February 1996, Volume 14, Issue 2
- 103-114 Change-Point Analysis as a Multiple Decision Problem
by Rukhin Andrew L. - 115-136 Tests And Estimators For The Change Point Problem Based On M - Statistics
by Hušková Marie - 137-144 On The Asymptotic Behavior Of Change-Point Estimators In Case Of No Change With Applications To Testing
by Ferger Dietmar - 145-160 Estimators And Tests For Change In Variances
by Gombay Edit & Horváth Lajos & Husková Marie - 161-176 Decision Theoretic Estimation Of The Variance Ratio
by Ghosh M. & Kundu S. - 177-198 On Some Inequalities For L-Unbiased Estimators
by Gajek Leslaw & Kaluszka Marek
January 1996, Volume 14, Issue 1
- 1-22 On Smooth Estimation Of Survival And Density Functions
by Chaubey Yogendra P. & Sen Pranab K. - 23-34 On The Estimation Of A Normal Variance
by Csörgö Sándor & Faraway Julian J. - 35-52 Detecting A Univariate Normal Mixture With Two Components
by Berdaï A. & Garel B. - 53-72 Asymptotic Results For Weighted Partial Sums Of Sequential Ranks
by Szyszkowicz Barbara - 73-96 On Minimax Estimation Of A Survival Function Under The Right Censorship Model
by Yu Qiqing & Phadia Eswar G.
April 1995, Volume 13, Issue 4
- 301-306 Admissibility Of Conjugate Bayes Estimators For The Mean Of A Negative Binomial Distribution
by Chou Jine-phone - 307-314 Asymmetric Unbiased Estimation in Location Families
by K. Shafie & S. Noorbaloochi - 315-332 Some Results On Posterior Regret Γ-Μινιμαχ Estimation
by Insua David Ríos & Ruggeri Fabrizio & Vidakovic Brani - 333-350 Robust Bayesian Analysis With Distribution Bands
by Basu Sanjib & DasGupta Anirban - 351-362 Sequential Estimation Of The Mean Of An Exponential Distribution Via Replicated Piecewise Stopping Number
by Boee Arup & Mukhopadhyay Nitis - 363-378 Estimating A Slope Parameter In Regression With Prescribed Proportional Accuracy
by Martinsek Adam T. - 379-398 ASYMPTOTIC BEHAVIOUR of RECORD TIMES for RENEWAL PACED RECORDS
by Ennadifi G.
March 1995, Volume 13, Issue 3
- 201-220 An Application Of The ’Martingale Methods’ To Non Parametric Regression Based On Censored Data
by Rao B.L.S. Prakasa & Sen Arusharka - 221-242 Efficient High-Breakdown-Point Estimators In Robust Regression: Which Function To Choose ?
by Henning Christian - 243-252 On The Asymptotic Efficiency Of The Sample Circular Median
by Purkayastha Sumitra - 253-272 Asymptotic Sufficiency Of Posterior Densities With Respect To Kullback Information Under Marginal Probabilities
by Kato Takeshi - 273-286 Asymptotic Behavior of Estimators of Cyclic Functional Parameters for some Nonstationary Processes
by DEHAY Dominique - 287-298 Minimax- And Γ-Minimax Estimation Of A Bounded Normal Mean Under Linex Loss
by Bischoff Wolfgang & Fieger Werner & Wulfert Stefanie
February 1995, Volume 13, Issue 2
- 101-116 Some Remarks On Optimal Kernel Functions
by Granovsky B.L. & Müller H.G. & Pfeifer C. - 117-130 Some Adaptive Estimators In Simple Regression Models
by Viet Tran Quoc - 131-140 Frequentist Validity Of Highest Posterior Density Regions In The Presence Of Nuisance Parameters
by Ghosh Jayanta K. & Mukerjee Rahul - 141-166 Rates of Convergence for Best Entropy Estimates
by Noll Dominikus - 167-180 Complete Classes Of Tests For Some Nonparametric Hypotheses
by Kowalski Jacek P. - 181-192 On Convergence Rates Of Monotone Empirical Bayes Tests For The Continuous One-Parameter Exponential Family
by Karunamuni Rohana J. & Yang Hailiang - 193-198 Invariantly Optimal Look On Reliability Estimation In The Exponential Case
by Hurt Jan & Novak Bretislav & Wertz Wolfgang
January 1995, Volume 13, Issue 1
- 1-20 On Selecting The Smoothing Parameter Of Least Squares Regression Estimates Using The Minimax Regret Approach
by Droge Bernd & Georg Thomas - 21-38 Partitioning-Estimates Of A Regression Function Under Random Censoring
by Carbonez A. & Györfi L. & Meulen E.C. van der - 39-52 On The Lfc Of The Natural Classification Rule Under A New Loss Function
by Stoimenova Eugenia - 53-70 Selecting Best Negative Binomial Population Using Two Distance Measures
by Mulekar Madhuri S. - 71-82 Nonparametric Truncated Sequential Change-Point Detection
by Gombay E. - 83-92 Neglecting Observations In Gaussian Sequences Of Statistical Experiments
by Marohn F.
April 1994, Volume 12, Issue 4
- 331-342 One-Step-M-Estimators In Conditionally Contaminated Linear Models
by Müller Christine H. - 343-352 Estimating Quantiles Of Exponential Populations
by Sharma Divakar & Kumar Somesh - 353-366 Upper And Lower Class Functions For The Maximum Likelihood Estimator For Nonlinear Stationary Homogeneous Diffusion Processes
by Acharya S. K. & Mishra M. N. - 367-384 Statistical Analysis Of Gibbs-Markov Binary Random Sequences
by Janžura M. - 385-394 Asymptotic Sufficiency Of Order Statistics For Almost Regular Weibull Type Densities
by Marohn F. - 395-428 Outlier Resistant Prediction For Stationary Processes
by Birmiwal Kailash & Papantoni-Kazakos P.
March 1994, Volume 12, Issue 3
- 221-230 Robust Bayesian Estimation In The One-Dimensional Normal Model
by Boratyńska Agata & Męczarski Marek - 231-244 Power-Robustness Of Likelihood Ratio (Union-Intersection Score) Tests For Some Restricted Alternative Problems
by Tsai Ming-Tien & Sen Pranab K. & Yang Yi-Hsin - 245-256 Improved Estimators Of The Smallest Variance
by Ghosh Kalyanbrata & Sarkar Sanat K. - 257-266 INADMISSIBILITY FOR SQUARED ERROR LOSS WHEN THE PARAMETER TO BE ESTIMATED IS RESTRICTED TO THE INTERVAL [α, oo)
by Charras Alec & Eeden Constance van - 267-280 Second Order Asymptotic Sufficiency Of Posterior Densities With Respect To Kullback Information
by Kato Takeshi - 281-292 Sequential Estimation By Accelerated Stopping Times In A Two-Parameter Exponential Family Of Distributions
by Bose Arup & Mukhopadhyay Nitis - 293-306 On The Conditional Probabilities Of Correctly Selecting The Best
by Liu W. - 307-322 The Inner Characterization Of Geometric Stable Laws
by Kozubowski Tomasz J.
February 1994, Volume 12, Issue 2
- 113-124 Optimal Robust Estimates For Semiparametric Symmetric Location Models
by Shen Larry Zaiqian - 125-148 Empirical Bayes Rules For Selecting The Best Normal Population Compared With A Control
by Gupta Shanti S. & Liang TaChen & Rau Re-Bin - 149-160 Estimating A Parameter In A Birth-And-Death Process Model
by Höpfner Reinhard - 161-172 Asymptotic Parametric Tests Of Nonlinear Hypotheses
by Pruscha Helmut - 173-194 On Acceptance Sampling By Variables In Superpopulation Models
by Seidel Wilfried - 195-202 On Minimax Allocation Of Stratified Random Sampling When Only The Order Of Stratum Variances Is Known
by Pal Manoranjan & Maiti Pulakesh - 203-212 Analysis Of Logistic Regression For Ergodic Predictor Vectors
by Selukar Rajesh & Kulkarni Pandu
January 1994, Volume 12, Issue 1
- 1-22 On Hadamard Differentiability And Its Application To R-Estimation In Linear Models
by Ren Jian-Jian - 23-40 Admissibility Of The Natural Procedures In Two-Stage Estimation For Certain Finite Sample Problems
by Lee Albert Fu-Yuan & Marden John I. - 41-52 On Sequential Estimation Of The Difference Of Means
by Mukhopadhyay Nitis & Purkayastha Sumitra - 53-66 An estimating function for a scalar parameter in a covariance operator
by Antoniadis A. & Lavergne C. - 67-78 On A Semiparametric Model For Randomly Truncated Data
by Herbst Tomáš - 79-90 Non-Minimaxity Of Natural Decision Rules Under Heteroscedasticity
by Misra Neeraj & Dhariyal Ishwari D. - 91-104 A Search Procedure Using Polychotomies For Search Linear Models With Positive Error Variance
by Mukerjee Rahul & Chatterjee Kashinath
April 1993, Volume 11, Issue 4
- 307-316 Minimax Estimation Of A Restricted Exponential Location Parameter
by Berry J. Calvin - 317-342 Empirical Bayes Minimax Estimators Of Matrix Normal Means For Arbitrary Quadratic Loss And Unknown Covariance Matrix
by Shieh Gwowen - 343-356 A Solution To The Set Compound Estimation Problem With Certain Nonregular Components
by Datta Somnath - 357-376 Simultaneous Estimation Of Poisson Means Under Relative Squared Error Loss
by Yang Ming-Chung & Liu Ying-Hsing - 377-390 Measuring Local Influence Of Posterior Features Under Contaminated Classes Of Priors
by Birmiwal Lea R. & Dey Dipak K. - 391-406 Estimating Normal Distribution Function And Normal Density
by Peszek Iza & Rukhin Andrew L.
March 1993, Volume 11, Issue 3
- 201-220 Assessing Weights of Evidence for Discussing Classical Statistical Hypotheses
by Meulen E.A. van der & Schaafsma W. - 221-236 Characterizations Of Asymptotic Bayes Risk Sufficiency For Testing Hypothesis Problems
by Matsuda T. & Suzuki T. - 237-250 On The Behaviour Of Expectations And Power Functions In One-Parameter Exponential Families
by Finner H. & Roters M. - 251-272 Selecting Populations Better Than The Control: Scale Parameter Case
by Gill Amar Nath & Mehta Gobind P. - 273-278 A Note On Variance Bounds For A Function Of A Pearson Variate
by Johnson Roger W. - 279-288 Rate Of Convergence For Maxima Of Random Arrays With Applications To Stock Returns
by Rachev S. T. - 289-300 Simplicial Measures And Sets Of Uniqueness In The Marginal Problem
by Štēpán J.
February 1993, Volume 11, Issue 2
- 101-120 Optimal Robust Filtering
by Birmiwal Kailash & Shen Jun - 121-132 Some Characterizations By. Constant Regression With Respect To Residuals
by Wesolowski Jacek - 133-150 Second Order Behavior Of Neyman-Pearson Tests For Stochastic Processes
by Luschgy Harald - 151-166 POWER CONSIDERATIONS AND LFC-RESULTS WITH RESPECT TO Φt -RESTRICTIONS IN k-VARIATE LOCATION MODELS
by Finner H. & Roters M. - 167-174 On Maximal Regions Of Sufficiency
by Hille J. - 175-180 A saddle point characterization for classes of priors with shape-restricted densities
by Eichenauer-Herrmann Jürgen & Ickstadt Katja - 181-194 Essential independence and the limit theorem of the randomly indexed sequence
by Sugiman I.
January 1993, Volume 11, Issue 1
- 1-24 Ranking, Estimation And Hypothesis Testing In Unbalanced Two-Way Additive Models - A Bayesian Approach
by Fong Duncan Κ. H. & Berger James O. - 25-36 Second Order Asymptotic Representation Of Stochastic Approximation Type Estimators
by Hušková Marie - 37-60 Estimating A Binomial Parameter: Is Robust Bayes Real Bayes?
by Zen Mei-Mei & DasGupta A. - 61-68 A Note On Smoothing Splines As Bayesian Estimates
by Linde Angelika van der - 69-84 Convergence Of Minima Of Integral Functionals, With Applications To Optimal Control And Stochastic Optimization
by Lucchetti Roberto & Wets R. J-B
April 1992, Volume 10, Issue 4
- 309-322 Inadmissibility Of Loss Estimators
by Lele Chitra - 323-336 Statistical Analysis Of Dependent Competing Risks
by Aras Girish & Deshpande Jayant V. - 337-366 A Unified Bayesian Prediction Theory For Mixed Linear Models With Application
by Sankar Datta Gauri - 367-388 Pitman Representations Of The Best Equivariant Predictors For Regression Models With Location-Scale Family Of Distributions
by Datta G. S. & Sriram T. N. - 389-404 Detecting A Change In Distribution : A New Asymptotic Approach Using Averaging Methods
by Cambry Olivier de & Genon-Catalot Valentine
March 1992, Volume 10, Issue 3
- 201-226 Strongly Consistent And Asymptotically Normal Estimation Of The Covariance For Almost Periodically Correlated Processes
by Hurd Harry L. & Leskow Jacek - 227-238 Improved Estimation Of Error Variance In General Balanced Mixed Models
by Mathew Thomas & Sinha Bimal Kumar & Sutradhar Brajendra C. - 239-250 On Testing Exponentiality Against Hnbue Alternatives
by Aly Emad-Eldin A. A. - 251-272 Geometric Stable Distributions And Laplace-Weibull Mixtures
by Rachev S. T. & SenGupta A. - 273-280 Restricted Risk Bayes Estimation When The Parameter Interval Is Bounded
by Eichenauer-Herrmann J. - 281-290 The Central Limit Problem For Composed Arrays Of Martingale Differences
by Volný Dalibor - 291-306 Limit Laws of Erdös-Rényi-Type Indexed By Sets
by Louani D.
February 1992, Volume 10, Issue 1-2
- 1-24 Ridge Estimation Of Independent Poisson Means Under Entropy Loss
by Yang Ming-Chung - 25-38 Minimaxity Of The Empirical Distribution Function In Discrete Invariant Estimation Of A Distribution Function
by Yu Qiqing - 39-44 Minimax Estimation Of Binomial Probability With Entropy Loss Function
by Wieczorkowski Robert & Zieliński Ryszard - 45-62 MINIMAX AND T-MINIMAX ESTIMATION FOR FUNCTIONS OF THE BOUNDED PARAMETER OF A SCALE PARAMETER FAMILY UNDER “Lp-LOSS“
by Bischoff Wolfgang - 63-66 Minimax Linear Estimation In A Convex Linear Model -A Paradoxon In Decision Theory ?
by Drygas Hilmar - 67-80 Bayes And Empirical Bayes Estimation Of The Finite Population Mean Using Auxiliary Information
by Lahiri P. & Peddada S. D. - 81-86 Bayes Properties Of Estimators Of Location Parameters In Truncated Parameter Spaces
by Charras A. & Eeden C. van - 87-98 An Inadmissibility Result For Affine Equivariant Estimators
by Kumar S. & Sharma D. - 99-120 BEHAVIOUR OF THE POSTERIOR DISTRIBUTION AND INFERENCES FOR A NORMAL MEAN WITH t PRIOR DISTRIBUTIONS
by Fan Tsai-Hung & Berger James O. - 121-132 Parametric Empirical Bayes Confidence Intervals Based On James-Stein Estimator
by He Kun - 133-152 On Order Restricted Location Parameters Of Two Exponential Distributions
by Pal N. & Kushary D. - 153-162 Selecting The Better Component Of A Bivariate Exponential Distribution
by Hyakutake Hiroto - 163-172 Test Of Fit With The Koziol-Green Model For Random Censorship
by Herbst Thomáš - 173-182 Conditions For Local Asymptotic Normality Of Exponential Families
by Janssen Amald - 183-198 Asymptotics And Inequalities For The Mode Of Stable Laws
by Gawronski WoLfgang & Wießner Martin
April 1991, Volume 9, Issue 4
- 301-318 Efficient estimation in multiplicative counting process models
by Wefelmeyer W. - 319-326 Gamma-Minim Ax Estimation In Exponential Families With Quadratic Variance Functions
by Eichenauer-Herrmann J. - 327-374 Recent Results In The Theory Of Probability Metrics
by Rachev S. T. & Rüschendorf L. - 375-392 Second Order Approximation To The Risk Of A Sequential Procedure Measured Under Squared Relative Error Loss
by Sriram Τ. N. - 393-400 Partitions of Sample Space and Smallest Pairwise Sufficient Subfields
by Fujii J.
March 1991, Volume 9, Issue 3
- 201-212 A Dynamic Kiefer-Wolfowitz Stochastic Approximation Procedure
by Sorour El Sayed - 213-234 Empirical Bayes Selection For The Highest Success Probability In Bernoulli Processes With Negative Binomial Sampling
by Liang TaChen - 235-262 Weak Convergence Of A Weighted Residual Empirical Process In Autoregression
by Koul H. L. & Sen P. K. - 263-284 On The Asymptotic 0ptimality Of Certain Empirical Bayes Simultaneous Testing Procedures For Poisson Populations
by Gupta Shanti S. & Liang TaChen - 285-296 Admissible Estimators Of Discriminant Coefficients
by Rukhin Andrew L.
February 1991, Volume 9, Issue 1-2
- 1-20 Adaptive Tests And Optimal Exponential Rates Of Error Probabilities
by Mak Kok-Sun & Rukhin Andrew L. - 21-44 Tests Of Fit For Composite Hypotheses With Censored Data
by Horváth Lajos & Johnson Richard A. - 63-80 On Bayesian Robustness Of Contaminated Classes Of Priors
by Gelfand A. E. & Dey D. K. - 81-106 On Shrinkage Towards An Arbitrary Estimator
by Sengupta D. - 107-118 Admissible Sequential Estimators Of Ratios Between Two Linear Combinations Of Parameters Of Exponential-Type Processes
by MAGIERA Ryszard - 119-138 An Explicit Solution Of Information Geodesic Equations For The Multivariate Normal Model
by Calvo M. & Oller J. M. - 139-150 Identifiability Of Transformed Observations
by Rüschendorf L. - 151-176 Admissibility Of Monte Carlo Procedures
by Granovsky B.L. - 177-180 Ε- Solutions Of Minimization Problems In Statistics
by Wells Martin T. - 181-196 Empirical Process Of U-Statistic Structure
by Shi Z.
April 1990, Volume 8, Issue 4
- 299-330 Empirical And Hierarchical Bayes Estimation Of The Response Function
by Ghosh M. & Lee Li Chu & Littell R. C. - 331-356 Comparing Several Populations By Means Of Accelerated Sequential Procedures
by Mukhopadhyay N. & Moreno M. - 357-392 Single Decision Approximation In Empirical Bayes Sequential Rules
by Lalppala Pekka
March 1990, Volume 8, Issue 3
- 201-210 On The Admissibility Of The Linear Estimators Of The Poisson Mean Using Linex Loss Functions
by Kuo L. & Dey D. K. - 211-230 The Minimax Estimation Of Poisson Means With The Variational Form Of A Restricted Bayes Estimator
by Alcaraz J. E. - 231-246 Empirical Bayes Rank Order Estimation With The Dirichlet Prior
by Lahiri P. & Tiwari R. C. - 247-264 Improved Estimators Of Eigenvalues Of Σ1σ2
by Gupta A. K. & Krishnamoorthy K. - 265-270 Testing Exponentiality Against Ifra Or Nbu Alternatives With Type Ii Censored Data
by Aly Emad-Eldin A. A. - 271-294 Discussion Of A Lr Test For Detecting Outliers In Time Series Data
by Schmid W.
February 1990, Volume 8, Issue 2
- 101-114 Exponential Rate Optimal Estimation of the Generator of a Finite Markov Process
by Hornik K. - 115-130 Maximum Likelihood Estimation Of A Drift Parameter From A Partially Observed Diffusion In The Case Of Small Measurement Noise
by Konecny Franz - 131-140 On The Choice Of The Loss Function In Covariance Estimation
by Bilodeau M. - 141-152 A New Class Of Improved Estimators Of A Multinormal Precision Matrix
by Dey D. K. & Ghosh M. & Srinivasan C. - 153-166 Asymptotic Independence Of Marginal Point Processes Of Exceedances
by Reiss R.-D. - 167-182 The Power Of Edf Tests Of Fit Under Non-Robust Estimation Of Nuisance Parameters
by Drost F. C. & Kallenberg W. C. M. & Oosterhoff J. - 183-198 Conditionalization And Likelihood Dominance In Group Belief Formation
by Genest C. & Weerahandi S. & Zidek J. V.
January 1990, Volume 8, Issue 1
- 1-10 Admissible Contour Credible Sets
by Meeden Glen - 11-26 Global Extrapolation Of Local Efficiency
by Strasser Helmut - 27-36 Estimation Of A Common Location Of Several Exponentials
by Pal N. & Sinha Β. K. - 37-46 Minimax Estimation Of A Binomial Probability Under Weighted Absolute Error Loss
by Eichenauer-Herrmann J. & Gohout W. & Lehn J. - 47-60 Minimax Linear Estimation For Fitting Biased Response Surfaces
by Pilz J. - 61-70 Robust Bayesian Type Estimators And Their Asymptotic Representation
by Hanousek J. - 71-84 Nonparametric Loss Functions For Partitioning Problems
by Sobel Marc - 85-100 Limiting Behavior Of Monte Carlo Approximation To Bayesian Action
by Shao Jun
April 1989, Volume 7, Issue 4
- 301-312 On The Optimality Of A Class Of Polynomial Kernel Functions
by Granovsky B. L. & Müller H.-G. - 313-332 On The Strong Consistency Of A New Kernel Probability Density Estimator
by Abdous B. & Theodorescu R. - 333-362 Frequentist Behavior Of Robust Bayes Estimates Of Normal Means
by DasGupta A. & Studden W. J. - 363-376 Minimax Estimation In Scale Parameter Families When The Parameter Interval Is Bounded
by Eichenauer-Herrmann Jürgen & Fieger Werner - 377-382 A Note On Simultaneous Estimation Of Pearson Modes
by Haff L. R. & Johnson R. W. - 383-398 Admissibility Of The Empirical Distribution Function In The Invariant Problem
by Yu Qiqing
March 1989, Volume 7, Issue 3
- 201-214 Estimating Ordered Location And Scale Parameters
by Kushary D. & Cohen A. - 215-228 On Sensitivity Of Cox’S Estimator
by Bednarski T. - 229-242 Non Parametric Estimation Of A Non Linear Filter Using A Density Estimator With A Zero-One “Explosive” Behaviour In R
by Bosq D. - 243-262 Maximum Likelihood Estimator Of The Drift Function For A Diffusion Process
by Leśkow Jacek & Różański Roman - 263-276 Uniform Second Order Asymptotic Linearity Of M-Statistics In Linear Models
by Jurečková J. & Sen P. K. - 277-296 Estimating Exponential Reliability Function And Exponential Density
by Rukhin Andrew L. & Ananda Malwane M. A.
February 1989, Volume 7, Issue 1-2
- 1-14 Admissibility Of The Best Invariant Estimator Of A Distribution Function
by Yu Qiqing - 15-36 Empirical Bayes Subset Estimation In Regression Models
by Ghosh M. & Saleh A.K.Md.E. & Sen P.K. - 37-62 Computation Of Gamma-Minimax Estimators For A Bounded Normal Mean Under Squared Error Loss
by Eichenauer J. & Lehn J. - 63-76 Asymptotic Results On The Durbin-Wats0n Test
by Mukerjee R. & Sutradhar B. C. - 77-94 Sensitivity Of Posterior Mean To Unimodality Preserving Contaminations
by Sivaganesan S. - 95-104 On The Equivalence Of Behavioural And Randomized Equivariant Rules
by Ramamoorthi R. V. - 105-126 Sampling With Varying Probabilities From Superpopulation Models With Tangent Vectors
by MILBRODT Hartmut - 127-152 Tangent Vectors For Models With Independent But Not Identically Distributed Observations
by Strasser Helmut