# Springer

# Metrika

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### 2011, Volume 73, Issue 1

**61-76 Almost sure central limit theorem for the products of U-statistics***by*Zuoxiang Peng & Zhongquan Tan & Saralees Nadarajah**77-92 Another look at the Tail Area Influence Function***by*A. García-Pérez**93-120 Sequential estimation in generalized linear models when covariates are subject to errors***by*Yuan-chin Chang**121-138 Efficient estimation for error component seemingly unrelated nonparametric regression models***by*Bin Zhou & Qinfeng Xu & Jinhong You

### 2010, Volume 72, Issue 3

**295-311 Investigating design for survival models***by*J. McGree & J. Eccleston**313-330 On equalities of estimations of parametric functions under a general linear model and its restricted models***by*Yongge Tian**331-349 Multivariate copulas with quadratic sections in one variable***by*José Rodríguez-Lallena & Manuel Úbeda-Flores**351-367 Percentile estimators in location-scale parameter families under absolute loss***by*J. Keating & R. Mason & N. Balakrishnan**369-383 Durbin’s random substitution and conditional Monte Carlo***by*José González-Barrios & Federico O’Reilly & Raúl Rueda**385-414 Some approximations of n-copulas***by*Piotr Mikusiński & Michael Taylor**415-432 Moment consistency of estimators in partially linear models under NA samples***by*Xingcai Zhou & Xinsheng Liu & Shuhe Hu**433-464 The GMLE based Buckley–James estimator with modified case–cohort data***by*Qiqing Yu & Cuixian Chen & G. Wong

### 2010, Volume 72, Issue 2

**151-161 A view on Bhattacharyya bounds for inverse Gaussian distributions***by*G. Mohtashami Borzadaran & A. Rezaei Roknabadi & M. Khorashadizadeh**163-187 Estimation of Fisher information using model selection***by*Jan Mielniczuk & Małgorzata Wojtyś**189-198 On the properties of a multiple sequential test***by*Albrecht Irle & Vladimir Lotov**199-217 Semiparametric maximum likelihood estimation in Cox proportional hazards model with covariate measurement errors***by*Chi-Chung Wen**219-231 Bayesian U-type design for nonparametric response surface prediction***by*Rong-Xian Yue & Kashinath Chatterjee**233-250 The misclassification error of the maximum likelihood procedure when deciding among a finite choice of distributions***by*Christopher Withers & Saralees Nadarajah**251-264 The mean residual of record values at the level of previous records***by*Majid Asadi & Mohammad Raqab**265-280 Zero truncated Poisson integer-valued AR(1) model***by*Hassan Bakouch & Miroslav Ristić**281-294 Optimal prediction designs in finite discrete spectrum linear regression models***by*Radoslav Harman & František Štulajter

### 2010, Volume 72, Issue 1

**1-19 Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations***by*Han-Ying Liang & Jacobo Uña-Álvarez**21-35 Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model***by*Etsuo Miyaoka & Kazuo Noda**37-49 Minimax invariant estimator of a continuous distribution function under a general loss function***by*Agnieszka Stępień-Baran**51-57 Estimation of the location parameter under LINEX loss function: multivariate case***by*M. Arashi & S. Tabatabaey**59-73 A study on the mean past lifetime of the components of (n − k + 1)-out-of-n system at the system level***by*Mahdi Tavangar & Majid Asadi**75-88 Bayesian estimation of proportion and sensitivity level in randomized response procedures***by*Lucio Barabesi & Marzia Marcheselli**89-109 Stochastic monotonicity of the MLEs of parameters in exponential simple step-stress models under Type-I and Type-II censoring***by*N. Balakrishnan & G. Iliopoulos**111-138 On kernel nonparametric regression designed for complex survey data***by*Torsten Harms & Pierre Duchesne**139-150 On direction of dependence***by*Yadolah Dodge & Iraj Yadegari

### 2010, Volume 71, Issue 3

**253-279 On bootstrapping periodic random arrays with increasing period***by*Jacek Leśkow & Rafał Synowiecki**281-294 Breakdown concepts for contingency tables***by*Sonja Kuhnt**295-311 Partially replicated fractional factorial designs***by*Nairanjana Dasgupta & Mike Jacroux & Rita SahaRay**313-317 Some properties of the minimum and the maximum of random variables with joint logconcave distributions***by*Jorge Navarro & Moshe Shaked**319-340 Local linear M-estimation for spatial processes in fixed-design models***by*Jia Chen & Li-Xin Zhang**341-352 Unbiased estimators of mean, variance and sensitivity level for quantitative characteristics in finite population sampling***by*Kuo-Chung Huang**353-359 Estimation of quantities determined as implicit functions of unknown parameters***by*Jie Mi**361-372 Optimal block designs for diallel crosses***by*M. Sharma & Sileshi Fanta

### 2010, Volume 71, Issue 2

**125-138 Optimal hypothesis testing: from semi to fully Bayes factors***by*Albert Vexler & Chengqing Wu & Kai Yu**139-149 Non-exchangeability of negatively dependent random variables***by*Fabrizio Durante & Pier Papini**151-164 Assessment of cell number for a multinomial distribution with application to genomic data***by*Qizhai Li & Guoying Li & Shifeng Xiong**165-183 Computation of limiting distributions in stationarity testing with a generic trend***by*María Presno & Manuel Landajo**185-202 One-sample tests for a generalized Fréchet variance of a fuzzy random variable***by*Ana Ramos-Guajardo & Ana Colubi & Gil González-Rodríguez & María Gil**203-217 A new family of dispersive orderings***by*Carlos Carleos & Miguel López-Díaz**219-238 One-step ahead adaptive D-optimal design on a finite design space is asymptotically optimal***by*Luc Pronzato**239-251 A measure of mutual complete dependence***by*Karl Siburg & Pavel Stoimenov

### 2010, Volume 71, Issue 1

**1-15 Bayesian robust designs for linear models with possible bias and correlated errors***by*Rong-Xian Yue & Xiao-Dong Zhou**17-31 Asymptotics of likelihood ratio statistic for non-inferiority testing under exponential distribution with fixed censoring times***by*Y. Takagi**33-44 Model-calibration estimation of the distribution function using nonparametric regression***by*M. Rueda & I. Sánchez-Borrego & A. Arcos & S. Martínez**45-58 Bias-corrected smoothed score function for single-index models***by*Qiang Chen & Lu Lin & Lixing Zhu**59-77 A generalized correlated binomial distribution with application in multiple testing problems***by*Ramesh Gupta & Hui Tao**79-100 Estimation of parameters of parallelism model with elliptically distributed errors***by*M. Arashi & A. Saleh & S. Tabatabaey**101-115 Robust likelihood inferences about regression parameters for general bivariate continuous data***by*Tsung-Shan Tsou**117-123 On extremes of mixtures of distributions***by*M. Sreehari & S. Ravi

### 2009, Volume 70, Issue 3

**257-265 A general construction of E(s 2 )-optimal supersaturated designs via supplementary difference sets***by*C. Koukouvinos & K. Mylona**267-277 Ranked set sampling and randomized response procedures for estimating the mean of a sensitive quantitative character***by*Carlos Bouza**279-295 Joint behavior of point process of exceedances and partial sum from a Gaussian sequence***by*Aiping Hu & Zuoxiang Peng & Yongcheng Qi**297-314 Separating a mixture of two normals with proportional covariances***by*Salem Reyen & John Miller & Edward Wegman**315-338 Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman’s rho***by*Jean-François Quessy**339-354 D-optimal designs for polynomial regression with exponential weight function***by*Fu-Chuen Chang & Hsiu-Ching Chang & Sheng-Shian Wang**355-367 Criterion-robust optimal product designs for discrimination between nested response surface models***by*Min-Hsiao Tsai**369-381 Bounds on expectations of small order statistics from decreasing density populations***by*Tomasz Rychlik

### 2009, Volume 70, Issue 2

**131-140 Existence of balanced sampling plans avoiding cyclic distances***by*Peter Dukes & Alan Ling**141-163 Comparisons of control schemes for monitoring the means of processes subject to drifts***by*Changliang Zou & Yukun Liu & Zhaojun Wang**165-176 Comparing means of several treatments with a control when one observation exists per treatment***by*Mahmood Kharrati-Kopaei**177-204 The minimum weighted covariance determinant estimator***by*Ella Roelant & Stefan Aelst & Gert Willems**205-224 Monitoring risk in a ruin model perturbed by diffusion***by*Josef Steinebach**225-237 Optimal designs for generalized linear models with biased response***by*I. Ortiz & I. Martínez & C. Rodríguez & Y. Águila**239-256 $${\phi_p}$$ -optimal designs for a linear log contrast model for experiments with mixtures***by*Mong-Na Lo Huang & Miao-Kuan Huang

### 2009, Volume 70, Issue 1

**1-17 A new extension of bivariate FGM copulas***by*Cécile Amblard & Stéphane Girard**19-33 Prediction of k-records from a general class of distributions under balanced type loss functions***by*Jafar Ahmadi & Mohammad Jafari Jozani & Éric Marchand & Ahmad Parsian**35-57 Partial quantile regression***by*Yadolah Dodge & Joe Whittaker**59-77 Heteroscedasticity diagnostics for t linear regression models***by*Jin-Guan Lin & Li-Xing Zhu & Feng-Chang Xie**79-88 Connection between uniformity and minimum moment aberration***by*Hong Qin & Na Zou & Kashinath Chatterjee**89-109 Reconstruction of past records***by*N. Balakrishnan & M. Doostparast & J. Ahmadi**111-130 CUMIN charts***by*Willem Albers & Wilbert Kallenberg

### 2009, Volume 69, Issue 1

**1-15 Drop-the-loser design in the presence of covariates***by*Uttam Bandyopadhyay & Atanu Biswas & Rahul Bhattacharya**17-29 A unified approach to nonparametric trend tests for dependent and independent samples***by*Arne Bathke**31-44 Estimation of the precision matrix of multivariate Pearson type II model***by*Amadou Sarr & Arjun Gupta & Anwar Joarder**45-54 Minimax robust designs for field experiments***by*Beiyan Ou & Julie Zhou**55-67 Asymptotic normality of M-estimators in a semiparametric model with longitudinal data***by*Tang Qingguo**69-80 A note on estimation based on record data***by*Mahdi Doostparast

### 2008, Volume 68, Issue 3

**257-270 A local maximum likelihood estimator for Poisson regression***by*José Santos & M. Neves**271-288 Estimating a restricted normal mean***by*Somesh Kumar & Yogesh Tripathi**289-304 A new family of bivariate max-infinitely divisible distributions***by*Enkelejd Hashorva**305-322 Berry–Esseen bounds for density estimates under NA assumption***by*Han-Ying Liang & Jong-Il Baek**323-331 Strong laws for weighted sums of NA random variables***by*Guang-hui Cai**333-342 Proportional reversed hazard and frailty models***by*P. Sankaran & V. Gleeja**343-350 Optimality and efficiency of small chessboard designs for correlated errors***by*Nizam Uddin**351-363 An empirical likelihood method for spatial regression***by*Daniel Nordman**365-390 Robust estimation for the order of finite mixture models***by*Sangyeol Lee & Taewook Lee

### 2008, Volume 68, Issue 2

**129-146 Goodness-of-fit testing for varying-coefficient models***by*Wang-Li Xu & Li-Xing Zhu**147-156 Estimating sensitive proportions from Warner’s randomized responses in alternative ways restricting to only distinct units sampled***by*Arijit Chaudhuri & Sanghamitra Pal**157-172 A characterization of admissible linear estimators of fixed and random effects in linear models***by*Ewa Synówka-Bejenka & Stefan Zontek**173-187 Some general results for moments in bivariate distributions***by*Ramesh Gupta & Mohammad Tajdari & Henrik Bresinsky**189-198 On the construction of E(s 2 )-optimal supersaturated designs***by*Stelios Georgiou**199-208 A product Pareto distribution***by*Saralees Nadarajah & Arjun Gupta**209-217 On the discrete mean past lifetime***by*S. Goliforushani & M. Asadi**219-232 More on connections between Wishart and matrix GIG distributions***by*V. Seshadri & J. Wesołowski**233-255 Precedence-type tests based on record values***by*N. Balakrishnan & Anna Dembińska & Alexei Stepanov

### 2008, Volume 68, Issue 1

**1-15 Data driven rank test for the change point problem***by*Jaromír Antoch & Marie Hušková & Alicja Janic & Teresa Ledwina**17-29 Multivariate likelihood ratio orderings between spacings of heterogeneous exponential random variables***by*Huaihou Chen & Taizhong Hu**31-49 A new class of inverse Gaussian type distributions***by*Antonio Sanhueza & Víctor Leiva & N. Balakrishnan**51-64 Characterizations of probability distributions via bivariate regression of record values***by*George Yanev & M. Ahsanullah & M. Beg**65-82 Generalized confidence intervals for the process capability index C pm***by*Bi-Min Hsu & Chien-Wei Wu & Ming-Hung Shu**83-98 A method for generating uniformly scattered points on the L p -norm unit sphere and its applications***by*Jiajuan Liang & Kai Ng**99-110 A general construction of E(s 2 )-optimal large supersaturated designs***by*C. Koukouvinos & P. Mantas & K. Mylona**111-127 Influence measures on profile analysis with elliptical data through Frèchet’s metric***by*J. Muñoz-Pichardo & J. Moreno-Rebollo & A. Enguix-González & A. Pascual-Acosta

### 2008, Volume 67, Issue 3

**251-263 Two new models for survey sampling with sensitive characteristic: design and analysis***by*Jun-Wu Yu & Guo-Liang Tian & Man-Lai Tang**265-276 Natural estimation of variances in a general finite discrete spectrum linear regression model***by*Martina Hančová**277-298 Mean residual life functions of finite mixtures, order statistics and coherent systems***by*Jorge Navarro & Pedro Hernandez**299-313 Runs in an ordered sequence of random variables***by*Serkan Eryılmaz & Alexei Stepanov**315-326 Unit root tests for panel MTAR model with cross-sectionally dependent error***by*Dong Shin & Oesook Lee**327-347 Fisher information in order statistics and their concomitants in bivariate censored samples***by*H. Nagaraja & Z. Abo-Eleneen**349-370 A new approach to inter-rater agreement through stochastic orderings: the discrete case***by*Alessandra Giovagnoli & Johnny Marzialetti & Henry Wynn**371-383 Bayesian inference and prediction in the single server Markovian queue***by*Amit Choudhury & Arun Borthakur

### 2008, Volume 67, Issue 2

**125-125 Editorial***by*Holger Dette & Udo Kamps & Jürgen Lehn**127-143 A test for the weights of the global minimum variance portfolio in an elliptical model***by*Taras Bodnar & Wolfgang Schmid**145-169 Growing and reproducing particles evolving through space and time***by*C. Comas & J. Mateu**171-187 Model-based variance estimation under unequal probability sampling***by*P. Patel & R. Chaudhari**189-218 Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study***by*Graciela Boente & Ana Pires & Isabel Rodrigues**219-239 Analytical quasi maximum likelihood inference in multivariate volatility models***by*Christian Hafner & Helmut Herwartz**241-242 Survey sampling: theory and methods***by*Andreas Karlsson**243-244 H. Rue, L. Held: Gaussian Markov random fields. Theory and applications***by*Sibylle Sturtz**245-246 Gentle, J., Härdle, W., Mori, Y.: Handbook of Computational Statistics: Concepts and Methods***by*Antony Unwin**247-249 H. Föllmer, A. Schied: Stochastic finance: an introduction in discrete time. de Gruyter Studies in Mathematics 27***by*Reinhold Kainhofer

### 2008, Volume 67, Issue 1

**1-10 An application of Stein’s method to limit theorems for pairwise negative quadrant dependent random variables***by*Yun-Xia Li & Jian-Feng Wang**11-29 Spatial local M-estimation under association***by*Chen Jia & Zhang Lixin & Li Degui**31-48 Blockwise bootstrap wavelet in nonparametric regression model with weakly dependent processes***by*Lu Lin & Yunzheng Fan & Lin Tan**49-62 Influence analysis for Poisson inverse Gaussian regression models based on the EM algorithm***by*Feng-Chang Xie & Bo-Cheng Wei**63-81 Parametric bootstrap tests for continuous and discrete distributions***by*Gábor Szűcs**83-92 Generalized confidence intervals for process capability indices in the one-way random model***by*K. Kurian & Thomas Mathew & G. Sebastian**93-112 Empirical likelihood for average derivatives of hazard regression functions***by*Xuewen Lu & Jie Sun & Yongcheng Qi**113-123 A unified approach to bivariate discrete distributions***by*C. Satheesh Kumar

### 2007, Volume 66, Issue 3

**259-268 On model selection in Bayesian regression***by*Amin Mostofi & Javad Behboodian**269-287 On the inclusion of bivariate marked point processes in graphical models***by*Anna Gottard**289-303 Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors***by*Lin Zhengyan & Li Degui & Chen Jia**305-313 Games of chance with multiple objectives***by*Paul Campbell**315-322 Characterizations of negative multinomial distributions based on conditional distributions***by*Truc Nguyen & Arjun Gupta & Diem Nguyen & Yining Wang**323-354 Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence***by*Friedrich Schmid & Rafael Schmidt**355-371 Calibration methods for estimating quantiles***by*M. Rueda & S. Martínez-Puertas & H. Martínez-Puertas & A. Arcos**373-388 On the monitoring of multi-attributes high-quality production processes***by*Seyed Akhavan Niaki & Babak Abbasi

### 2007, Volume 66, Issue 2

**129-138 On characterizing discrete distributions via conditional expectations of weak record values***by*Katarzyna Danielak & Anna Dembińska**139-149 An effective step-down algorithm for the construction and the identification of nonisomorphic orthogonal arrays***by*P. Angelopoulos & H. Evangelaras & C. Koukouvinos & E. Lappas**151-160 Minimax estimation of constrained parametric functions for discrete families of distributions***by*Mohammad Jozani & Éric Marchand**161-172 Locally D- and c-optimal designs for Poisson and negative binomial regression models***by*C. Rodríguez-Torreblanca & J. Rodríguez-Díaz**173-196 Polar sets of fractional Brownian sheets***by*Zhenlong Chen**197-212 On rankings and top choices in random utility models with dependent utilities***by*Félix Belzunce & Eva-María Ortega & Franco Pellerey & José Ruiz**213-231 Progressive stress accelerated life tests under finite mixture models***by*Alaa Abdel-Hamid & Essam AL-Hussaini**233-242 On characterizations of distributions by regression of adjacent generalized order statistics***by*Mariusz Bieniek**243-257 Forced quantitative randomized response model: a new device***by*Christopher Gjestvang & Sarjinder Singh

### 2007, Volume 66, Issue 1

**1-18 Generalized linear mixed models with informative dropouts and missing covariates***by*Kunling Wu & Lang Wu**19-30 Analyzing an extension of the isotonic regression problem***by*J. Domínguez-Menchero & Gil González-Rodríguez**31-37 18-run nonisomorphic three level orthogonal arrays***by*H. Evangelaras & C. Koukouvinos & E. Lappas**39-59 Weighted least squares estimators in possibly misspecified nonlinear regression***by*Ursula Müller**61-73 Minimax estimation of a cumulative distribution function by converting to a parametric problem***by*Alicja Jokiel-Rokita & Ryszard Magiera**75-87 Asymptotic distribution for products of sums under dependence***by*Yun-Xia Li & Jian-Feng Wang**89-104 Slow convergence of the number of near-maxima for Burr XII distributions***by*Yun Li & Quanxi Shao**105-114 A note on multinomial maximum likelihood estimation under ordered restrictions and the EM algorithm***by*Yuling Li & Wei Gao & Ning-Zhong Shi**115-127 Estimation of the parameters of log-gamma distribution using order statistics***by*N. Sreekumar & P. Thomas

### 2007, Volume 65, Issue 3

**261-273 Inference on Reliability in Two-parameter Exponential Stress–strength Model***by*K. Krishnamoorthy & Shubhabrata Mukherjee & Huizhen Guo**275-295 Quasi Score is more Efficient than Corrected Score in a Polynomial Measurement Error Model***by*Sergiy Shklyar & Hans Schneeweiss & Alexander Kukush**297-309 Variation diminishing property of densities of uniform generalized order statistics***by*Mariusz Bieniek**311-324 Estimation and optimal designs for linear Haar-wavelet models***by*Yongge Tian & Agnes Herzberg**325-330 Increasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densities***by*Taizhong Hu & Ying Li**331-348 Mean squared error of the empirical best linear unbiased predictor in an orthogonal finite discrete spectrum linear regression model***by*František Štulajter**349-367 Pseudo empirical likelihood method in the presence of missing data***by*M. Rueda & J. Muñoz & Y. Berger & A. Arcos & S. Martínez**369-386 Optimal designs for a mixed interference model***by*K. Filipiak & A. Markiewicz

### 2007, Volume 65, Issue 2

**133-157 A Frequency-domain Based Test for Non-correlation between Stationary Time Series***by*Michael Eichler**159-170 Analysis of Hybrid Life-tests in Presence of Competing Risks***by*Debasis Kundu & Rameshwar Gupta**171-182 Information Matrices for Non Full Rank Subsystems***by*Pierre Druilhet & Augustyn Markiewicz**183-193 The Optimality of Single-group Designs for Certain Mixed Models***by*Thomas Schmelter**195-206 The Limit Distribution of the Bootstrap for the Unit Root Test Statistic when the Residuals are Dependent***by*Li-Xin Zhang & Xiao-Rong Yang**207-225 Efficient parameter estimation for independent and INAR(1) negative binomial samples***by*V. Savani & A. Zhigljavsky**227-233 On Minimally-supported D-optimal Designs for Polynomial Regression with Log-concave Weight Function***by*Fu-Chuen Chang & Hung-Ming Lin**235-242 Maximal Rank Minimum Aberration Foldover Plans for 2 m-k Fractional Factorial Designs***by*Mike Jacroux**243-260 Constructing Generalized FGM Copulas by Means of Certain Univariate Distributions***by*Matthias Fischer & Ingo Klein

### 2007, Volume 65, Issue 1

**1-1 Editorial***by*Udo Kamps & Friedrich Pukelsheim & Jürgen Lehn**3-28 The Asymptotic Efficacies and Relative Efficiencies of Various Linear Rank Tests for Independence***by*Wolfgang Kössler & Egmar Rödel**29-42 Optimal Strategies in 2-Stage Sampling***by*Horst Stenger & Siegfried Gabler**43-52 Characterization of Normal Distribution Related to Two Samples Based on Regression***by*Dhanuja Kasturiratna & Truc Nguyen & Arjun Gupta**53-68 $$\mathcal{D}$$ -optimal Minimum Support Mixture Designs in Blocks***by*Peter Goos & Alexander Donev**69-82 Top-k-lists***by*Fernando López-Blázquez & Jacek Wesołowski**83-92 Optimal Allocation for Comparing k Test Treatments to Positive and Negative Control with Unequal Weighting Under A-optimality and MV-optimality***by*Nairanjana Dasgupta & Rita SahaRay**93-108 Likelihood Ratio Test for and Against Nonlinear Inequality Constraints***by*Xinsheng Liu**109-122 On the Conditional Variance of Fuzzy Random Variables***by*Wolfgang Näther & Andreas Wünsche**123-131 Asymmetrical Factorial Designs Containing Clear Effects***by*Xue-Min Zi & Min-Qian Liu & Run-Chu Zhang

### 2006, Volume 64, Issue 3

**259-269 Gamma-Minimax Prediction for the Multinomial Distribution***by*Alicja Jokiel-Rokita**271-288 Estimation in Varying-coefficient Proportional Hazard Regression Model***by*Qihua Wang & Lili Yao**289-304 Neyman–Pearson Lemma for Fuzzy Hypotheses Testing with Vague Data***by*Hamzeh Torabi & Javad Behboodian & S. Taheri**305-316 Analysis of Instantaneous and Early Failures in Weibull Distribution***by*K. Muralidharan & P. Lathika**317-331 Concomitants of Record Values Arising from Morgenstern Type Bivariate Logistic Distribution and Some of their Applications in Parameter Estimation***by*Manoj Chacko & P. Thomas**333-349 Parametric Robust Test for Several Variances with Unknown Underlying Distributions***by*Tsung-Shan Tsou**351-359 Projection Properties of Hadamard Matrices of Order 36 Obtained from Paley’s Constructions***by*H. Evangelaras & C. Koukouvinos & K. Mylona**361-378 A Nonclassical Law of the Iterated Logarithm for Functions of Positively Associated Random Variables***by*Jian-Feng Wang & Li-Xin Zhang**379-387 Locally Most Powerful and Other Rank Tests for Independence – with a Contaminated Weighted Alternative***by*Parameshwar Pandit

### 2006, Volume 64, Issue 2

**131-138 Heuristic Approximation to Cramér-von Mises Type Statistics***by*Antonia Castaño-Martínez & Fernando López-Blázquez**139-150 On Estimators of the Nearest Neighbour Distance Distribution Function for Stationary Point Processes***by*Dietrich Stoyan**151-165 Iterative Density Estimation from Contaminated Observations***by*Christian Hesse**167-180 Characterizations and Modelling of Multivariate Lack of Memory Property***by*H. Kulkarni

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