# Springer

# Metrika

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### 1996, Volume 44, Issue 1

### 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

### 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**360-363 Book reviews***by*J. Casteren & J. Marion**365-377 Subdifferentiability and lipschitz continuity in experimental design problems***by*Adalbert Wilhelm**379-394 Minimax estimation for the bounded mean of a bivariate normal distribution***by*Wolfgang Bischoff & Werner Fieger & Sabine Ochtrop**395-410 Bootstrap of a linear model with AR-error structure***by*Winfried Stute**411-419 Nested balancedN-ary designs***by*Sudhir Gupta & Woo-Sun Lee & Sanpei Kageyama**421-439 On distances and goodness-of-fit tests for detecting multimodal distributions***by*Zinoviy Landsman & Meir Rom**441-448 Book reviews***by*T. Mikosch & D. Mussmann & D. Stoffer & B. Prakasa Rao & D. Bartholomew

### 1994, Volume 41, Issue 1

**1-19 Characterization of the exponential distribution function by Properties of the differenceX k+s∶n −X k∶n of order statistics***by*Manfred Riedel & Hans-Joachim Rossberg**20-20 Analysis of random walks, studies in probability, optimization and statistics***by*E. Csáki**21-27 Stratification, midzuno-sen strategy and nonnegative unbiased variance estimation***by*Vidyasagar Ramchandra & R. Padmawar**29-41 Optimality and construction of some rectangular designs***by*Sunanda Bagchi**42-42 Design and inference in finite population sampling***by*P. Rao**43-54 Bounds for median and 50 percetage point of binomial and negative binomial distribution***by*Rainer Göb**55-64 Another look at the naive estimator in a regression model***by*Erkii Liski & Song-Gui Wang**65-70 Book reviews***by*G. Högnäs & H. Heyer & M. Falk**71-81 Optimality of block designs with variable block sizes and random block effects***by*Joachim Kunert**82-82 Optimum experimental designs***by*W. Näther**83-98 Berry-Esséen rate in asymptotic normality for perturbed sample quantiles***by*Munsup Seoh & Madan Puri**99-108 Admissibility of generalized Bayes estimators in an one parameter nonregular family***by*Byung Kim**109-119 An information theoretic argument for the validity of the exponential model***by*Konstantinos Zografos & Kosmas Ferentinos**120-126 Book reviews***by*W. Woess & W. Weil & W. Wertz & N. Jacob & P. Laan**127-136 Bayesian approach to prediction in the presence of outliers for Weibull distribution***by*Ulhas Dixit**137-161 On third order rotatability***by*Norman Draper & Friedrich Pukelsheim**162-162 Analogy and structure***by*F. Ferschl**163-181 Setting test limits under prescribed consumer loss***by*W. Albers & W. Kallenberg & G. Otten**182-182 Some aspects of Brownian motion. Part I: Some special functionals***by*K. Burdzy**183-199 Directional analysis of fibre processes related to Boolean models***by*I. Molchanov & D. Stoyan**201-209 Comparison of experiments via a group majorization ordering***by*Jan Hauke & Augustyn Markiewicz**211-225 On testing for independence against right tail increasing in bivariate models***by*Emad-Eldin Aly & Subhash Kochar**227-232 A minimal complete class theorem for decision problems where the parameter space contains only finitely many points***by*Seung-Chun Li & Glen Meeden**233-253 Two-dimensional Bernstein polynomial density estimators***by*Axel Tenbusch**254-261 Book reviews***by*G. Lawler & E. Born & H. Georgii & H. Rost & C. Clogg**263-275 Robustness to the unavailability of data in block designs***by*W. Notz & D. Whittinghill & Y. Zhu**277-292 On the power of nonparametric changepoint-tests***by*Dietmar Ferger**293-306 Two-stage point estimation with a shrinkage stopping rule***by*T. Kubokawa & A. Saleh**307-323 Book reviews***by*A. Saleh & E. Schaich & F. Pukelsheim & R. Martin & A. Janssen & K. Itô & A. Sharif & H. Weizsäcker & R. Cook & M. Yor**325-353 A geometric approach to finite sample and large deviation properties in two-way ANOVA with spherically distributed error vectors***by*W. Richter & J. Steinebach**355-362 Model assisted survey sampling strategy in two phases***by*Arijit Chaudhuri & Debesh Roy**363-374 Locally minimax tests for a multinormal data problem***by*S. Dahel & N. Giri & Y. Lepage**375-386 Book reviews***by*N. Obata & E. Collani & S. Csörgö & H. Pruscha & D. Burkholder & W. Weil & R. Schaßberger & C. Deniau & P. Meyer

### 1993, Volume 40, Issue 1

**1-23 Construction of minimax-tests for bounded families of probability-densities***by*Robert Hafner**24-24 Book review***by*P. Bickel**25-35 A fixed sample size selection procedure for negative binomial populations***by*Madhuri Mulekar & Linda Young**36-36 Book review***by*B. Arnold**37-50 A new interpretation of optimality forE-optimal designs in linear regression models***by*Holger Dette**51-61 Uniformly most accurate equivariant prediction limit***by*Yoshikazu Takada**62-66 Book reviews***by*L. Birgé & H. Bock**67-94 Asymptotic properties of minimum contrast estimators for parameters of boolean models***by*Lothar Heinrich**95-113 Economic designs of single and double screening procedures***by*Do Bai & Min Lee**114-114 Book review***by*E. Eberle**115-120 The lattice structure of nonlinear congruential pseudorandom numbers***by*Jürgen Eichenauer-Herrmann**121-128 A note on three-stage confidence intervals for the difference of locations: The exponential case***by*N. Mukhopadhyay & A. Padmanabhan**129-136 Book reviews***by*M. Bartlett & S. Rachev & E. Dettweiler & D. Berry & E. Mammen**137-147 Combined unbiased estimators based onQ-reduced model***by*Kwan Lee & C. Kapadia**148-148 Book review***by*M. Arató**149-172 Two-sample rank tests with truncated populations***by*C. Lin & Shashikala Sukhatme**173-183 Further developments in estimation of the largest mean ofK normal populations***by*N. Mukhopadhyay & S. Chattopadhyay & S. Sahu**184-184 Book review***by*B. Anger**185-189 Bounds for the median of the negative binomial distribution***by*R. Ven & N. Weber**190-190 Book review***by*D. Pfeifer**191-201 Bounds on the efficiency of the residual design of extended BIB designs***by*Sanpei Kageyama & Hiroshi Setoya**202-202 Book review***by*A. Barbour**203-210 Maximum likelihood methods for fitting the burr type XII distribution to multiply (progressively) censored life test data***by*Dallas Wingo**211-221 Some statistical problems in the presence of an outlier when sampling from truncation parameter densities***by*Vijay Rohatgi & Kandasamy Selvavel**222-222 Book review***by*K. Schmidt-Koenig**223-235 Theϕ-divergence statistic in bivariate multinomial populations including stratification***by*L. Pardo & D. Morales & M. Salicrú & M. Menéndez**236-236 Book review***by*H. Riedwyl**237-242 A characterization of the binomial and negative binomial distribution by regression of products***by*Jerzy Pusz**243-256 Bootstrap based goodness-of-fit-tests***by*Winfried Stute & Wenceslao Manteiga & Manuel Quindimil**257-262 Book reviews***by*M. Denker & E. Siebert & E. Dettweiler**263-269 MSE-improvement of the least squares estimator by dropping variables***by*Erkki Liski & Götz Trenkler**270-270 Book review***by*H. Heyer**271-281 Testing homogeneity of ordered variances***by*Govind Mudholkar & Michael McDermott & Johanne Aumont**282-282 Book review***by*A. Prekopa**283-298 On least favourable two point priors and minimax estimators under absolute error loss***by*Wolfgang Bischoff & Werner Fieger**299-318 An outlier test for linear processes***by*Thomas Flak & Wolfgang Schmid**319-324 Book review***by*Th. Santner & J. Mecke & D. Mussmann & U. Krengel**325-332 Accuracy of proportion estimators: a simple rule***by*Eugene Schuster**333-338 Equidistribution properties of nonlinear congruential pseudorandom numbers***by*Jürgen Eichenauer-Herrmann**339-348 A semiparametric technique to estimate survival probabilities***by*Nader Ebrahimi**349-359 Optimal designs for models with block-block resp. treatment-treatment correlations***by*Konrad Engel & Sylke Gierer**360-360 Book review***by*W. Uhlmann**361-365 An identity for expectations of functions of order statistics***by*Udo Kamps & Lutz Mattner**366-366 Book review***by*L. Györfi**367-379 Testing a linear regression model against nonparametric alternatives***by*Gerhard Weihrather**380-387 Book review***by*G. Pflug & L. Broemeling & S. Watanabe & K. Hinderer & H. Heyer

### 1992, Volume 39, Issue 1

**1-20 Bayes sequential estimation for an exponential family of processes: A discrete time approach***by*R. Magiera**21-26 Mean squared error efficient estimators of the variance components***by*K. Lee & C. Kapadia**27-43 Minimax estimation under convex loss when the parameter interval is bounded***by*J. Eichenauer-Herrmann & W. Fieger**44-44 Book review***by*Nobuaki Obata**45-55 The bias of least squares polynomial interpolants***by*S. Morgenthaler**56-66 Book reviews***by*B. Arnold & W. Wertz & B. Pötscher & D. Voss & R. Shimizu & R. Dahlhaus & M. Leitner & O. Krafft & G. Pflug**67-74 Statistical estimation of model parameters of planar neyman-scott cluster processes***by*D. Stoyan**75-84 Locally minimax test of independence in elliptically symmetrical distributions with additional observations***by*N. Giri & M. Behara & P. Banerjee**85-93 Economic design of one-sided screening procedures based on a correlated variable with all parameters unknown***by*S. Kim & D. Bai**94-94 Book review***by*R. Lasser**95-105 Approximations and time-discretization in testing one-sided hypotheses for the mean of a gaussian process***by*H. Luschgy**106-106 Book review***by*N. Draper**107-112 Distributions determined by conditioning on a pair of order statistics***by*K. Balasubramanian & M. Beg**113-124 Rank tests for testing randomness of a regression coefficient in a linear regression model***by*T. Ramanathan & M. Rajarshi**125-130 Book reviews***by*W. Hazod & N. Giri & H. Bergström & H. Heyer & P. Sen & H. Heyer**131-138 Uniform minimum variance unbiased estimators for bivariate families***by*K. Selvavel**139-153 TypeA operating characteristic functions of defects sampling plans***by*R. Göb**154-154 Book review***by*P. Kloeden**155-164 On sequential comparisons of means of first-order autoregressive models***by*N. Mukhopadhyay & T. Sriram**165-175 Variance stabilizing and normalizing transformations for the compound poisson process***by*S. Bar-Lev & P. Enis**176-176 Book review***by*V. Kurotschka**177-183 Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments***by*M. Roters**184-184 Book review***by*Cl. Deniau**185-197 Minimax estimators andΓ-minimax estimators for a bounded normal mean under the lossl p (θ, d)=|θ-d| p***by*W. Bischoff & W. Fieger**198-198 Book reviews***by*K. Beran & U. Rösler**199-208 Gamma-admissibility of estimators in the one-parameter exponential family***by*J. Eichenauer-Herrmann**209-217 On invariant parametric covariance families***by*M. Riedel**218-218 Book review***by*H. Heyer**219-226 Using an approximate kiefer-weiss solution for testing insect population densities***by*M. Mulekar & L. Young & J. Young**227-237 Minimax estimators for a bounded location parameter***by*J. Eichenauer-Herrmann & K. Ickstadt**238-238 Book review***by*R. Dutter**239-251 Some applications of anderson’s inequality to some optimality criteria of the generalized least squares estimator***by*G. Datta**252-256 Book reviews***by*G. Barnard & R. Farrell & E. Siebert**257-267 Strong consistency of the MLE under random censoring***by*W. Stute**268-268 Book review***by*R. Wiegert**269-316 α-optimal sampling plans for lot-by-lot defects inspection***by*R. Göb**317-320 Book reviews***by*M. Wolff & R. Pincus & J. Mau**321-333 When product type experimental design is optimal? Brief survey and new results***by*E. Rafajłowicz & W. Myszka**334-334 Book review***by*M. Puri**335-340 Differences and derivatives in kernel estimation***by*M. Jones**341-357 Randomized response: Estimating mean square errors of linear estimators and finding optimal unbiased strategies***by*A. Chaudhuri**358-358 Book review***by*P. Hackl**359-364 E-optimal minimally connected block designs under mixed effects model***by*R. Mukerjee & K. Shah & B. Sinha**365-384 Performance of cumulative sum schemes for monitoring low count-level processes***by*P. Bourke**385-386 Book reviews***by*K. Weichselberger & H. Heyer

### 1991, Volume 38, Issue 1

**1-10 On some noncentral distribution problems for the mixture of two normal populations***by*A. Gupta & D. Kabe

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