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Content
January 1984, Volume 2, Issue 1
- 5-8 Asymptotic independence of 'pure head' stopping times
by Móri, Tamás F. & Székely, Gábor J.
- 9-14 The hat matrix for smoothing splines
by Eubank, R. L.
- 15-18 Remarks on the role of conditional probability in data exploration
by Barigelli, Bruno & Scozzafava, Romana
- 19-21 A note on optimum grouping and the relative discriminating power of qualitative to continuous normal variates
by Hung, Yung-tai & Kshirsagar, Anant M.
- 23-30 Some characterizations of discrete unimodality
by Bertin, Emile M. J. & Theodorescu, Radu
- 31-34 Use of covariates in randomized response settings
by Matloff, Norman S.
- 35-38 Inheriting independence and chi-squaredness under certain matrix orderings
by Baksalary, Jerzy K. & Hauke, Jan
- 39-44 A simple proof for the Chernoff-Savage theorem
by Akritas, Michael G.
- 45-50 Kernel estimates of functions and their derivatives with applications
by Georgiev, Alexander A.
- 51-57 Density estimation based on line transect samples
by Rao, P. V.
October 1983, Volume 1, Issue 6
- 279-284 On tests of independence in a trivariate exponential distribution
by Samanta, M.
- 285-289 The Spearman footrule and a Markov chain property
by Sen, Pranab Kumar & Salama, Ibrahim A.
- 291-293 On the invariance principle for differentiable statistical functionals
by Parr, William C.
- 295-300 Asymptotic normality of some kernel-type estimators of probability density
by Bradley, Richard C.
- 301-305 A simple Marquardt algorithm for the nonlinear least-squares problem
by Okamoto, Masashi & Ihara, Masamori
- 307-311 Estimation of the radius of a circle when the coordinates of a number of points on its circumference are observed: An example of bootstrapping
by Linssen, H. N. & Banens, P. J. A.
- 313-316 A simple diagonals-parameter symmetry and quasi-symmetry model
by Agresti, Alan
- 317-321 Admissible estimators of the population total using trimming and Winsorization
by Vardeman, Stephen & Meeden, Glen
- 323-326 On Kersting's proof of the central limit theorem
by Pflug, G. Ch.
- 327-332 Descriptive statistics for multivariate distributions
by Oja, Hannu
August 1983, Volume 1, Issue 5
- 217-221 A class of minimax estimators of a normal quantile
by Rukhin, Andrew L.
- 223-227 An algorithm to obtain the critical values of the t, [chi]2 and F distributions
by Cheng, Smiley W. & Fu, James C.
- 229-232 Simultaneous equation estimation from undersized samples
by Fiebig, Denzil G. & Kidwai, Sartaj A. & Theil, Henri
- 233-238 Random sequences of binary digits in which missing values can almost certainly be restored
by Howard, J. V.
- 239-242 A lower bound for the pitman efficiency of Friedman type tests
by Rothe, Günter
- 243-250 Asymptotic distribution of the discriminant function
by Krzysko, Miroslaw
- 251-257 On comparing survival probabilities from discrete observations under unequal censoring
by Berger, Agnes
- 259-263 On the correlation of a group of rankings with an external ordering relative to the internal concordance
by Palachek, Albert D. & Schucany, William R.
- 265-267 On the reliability of stochastic systems
by Basu, A. P. & Ebrahimi, Nader
- 269-272 Characterizations of mixtures of discrete distributions by a regression point
by Cacoullos, T.
- 273-277 Estimators of scale parameters in linear regression
by Koul, H. L. & Susarla, V.
June 1983, Volume 1, Issue 4
- 161-166 Nearest neighbours to nearest neighbours
by Cox, Trevor F.
- 167-170 Asymptotic exponentiality of exit times
by Marchetti, Federico
- 171-175 A generalized geometric distribution and some of its properties
by Philippou, Andreas N. & Georghiou, Costas & Philippou, George N.
- 177-179 A note on Hájek projections and the influence curve
by Parr, William C.
- 181-182 A remark on the fluctuation behavior of I.I.D. Poisson random variables
by Rosalsky, Andrew
- 183-188 A statistical test of unidimensionality of a parameter underlying Bernoulli trails with applications
by Stout, William
- 189-195 Nonstationary Yule-Walker equations
by Hallin, Marc & Ingenbleek, Jean-François
- 197-202 Convergence rates of large deviations probabilities for point estimators
by Rubin, Herman & Rukhin, Andrew L.
- 203-206 A discrete analogue and elementary derivation of 'Lévy's equivalence' for Brownian motion
by Simons, Gordon
- 207-211 Multicollinear effects of weighted least squares regression
by Dorsett, Dovalee & Gunst, Richard F. & Gartland, Eugene C.
- 213-215 A note on spectral decomposition and maximum likelihood estimation in models with balanced data
by Wansbeek, Tom & Kapteyn, Arie
March 1983, Volume 1, Issue 3
- 107-113 On an upper bound of Sanov's inequality for the probability of a large deviation
by Fu, James C.
- 115-119 Independent scale-free spacings for the exponential and uniform distributions
by Sweeting, Trevor J.
- 121-124 Unbiased estimation of finite population variance using auxiliary information
by Gupta, R. P.
- 125-128 A family of minimax estimators of a multivariate normal mean
by Li, Tze Fen
- 129-135 One- and two-sample match statistics
by Rao, J. S. & Tiwari, Ram C.
- 137-139 A note on the 'underadjustment phenomenon'
by Robbins, Herbert & Levin, Bruce
- 141-145 Representations for eigenfunctions of expected value operators in the Wishart distribution
by Richards, Donald
- 147-150 Strong law for the bootstrap
by Athreya, K. B.
- 151-154 Simple estimators for the mean life in destructive attribute life tests
by Azor, Meir & Kubat, Peter
- 155-160 On the convergence of sequences of stationary jump Markov processes
by Costantini, C. & Gerardi, A. & Nappo, G.
November 1982, Volume 1, Issue 2
- 53-55 A note on a theorem of Berkes and Philipp for dependent sequences
by Dabrowski, AndréRobert
- 57-59 Determining classes and independence
by O'Brien, G. L.
- 61-67 Hierarchical classification of mathematical structures
by Perruchet, Christophe
- 69-73 A quantile domain perspective on the relationships between optimal grouping, spacing and stratification problems
by Eubank, R. L.
- 75-78 On the fallacy of the likelihood principle
by Akaike, Hirotugu
- 79-83 Simplicity and credibility: A counterstrategy
by Bross, Irwin D. J.
- 85-88 Extremes in autoregressive processes with uniform marginal distributions
by Chernick, Michael R. & Davis, Richard A.
- 89-96 Estimation of a mean in the presence of an extreme observation
by Feuerverger, A. & Guttman, I. & Sinha, S. K.
- 97-101 The use of prediction analysis to develop groupings of survey questions
by Lusk, E. & Cassileth, B.
- 103-106 The conditioning of the maximum entropy covariance matrix and its inverse
by Conway, Delores & Theil, Henri
July 1982, Volume 1, Issue 1
- 1-1 Preface
by Johnson, Richard A.
- 2-6 Non-Gaussian series and series with non-zero means: Practical implications for time series analysis
by Lusk, Eward J. & Wright, Haviland
- 7-11 Maximum entropy interpretation of autoregressive spectral densities
by Parzen, Emanuel
- 12-16 Backward and forward recurrence times, and their interrelationships in Bellman-Harris branching processes
by Taylor, James R.
- 17-22 Some recent and new results on the maximum entropy distribution
by Theil, Henri
- 23-25 A note on contiguity and L1-norm
by Akritas, Michael G.
- 26-30 A multiple divergence criterion for testing between separate hypotheses
by Sawyer, K. R.
- 31-32 A characteristic property of the exponential distribution
by Kaminsky, Kenneth S.
- 33-35 Poisson on the poisson distribution
by Stigler, Stephen M.
- 36-40 Holdings of financial assets: A Markov chain analysis
by Anderson, John S. & Clements, Kenneth W.
- 41-45 Expected cost bounds for the selection and ordering procedures based on binary-type questions
by Pesotchinsky, Leon
- 46-50 Tests for simultaneously determining numbers of clusters and their shape with multivariate data
by Sen Gupta, Ashis