# Springer

# Metrika

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### 1988, Volume 35, Issue 1

**321-328 Remarks on nonlinear congruential pseudorandom numbers***by*H. Niederreiter**329-338 Characterizations of distributions via two expected values of order statistics***by*Jun Hwang & Gwo Lin**339-348 A consistent test for multivariate normality based on the empirical characteristic function***by*L. Baringhaus & N. Henze**349-376 The serial correlation structure for a random process with steps***by*O. Anderson**377-384 Book reviews***by*N. Singpurwalla & K. Krickeberg & W. Krüger & H. Weizsäcker & R. Miles & P. Embrechts & N. Draper

### 1987, Volume 34, Issue 1

**1-15 Locally minimum variance unbiased estimator in a discontinuous density function***by*M. Akahira & K. Takeuchi**16-16 Book review***by*R. Wiegert**17-24 An alternative formulation of Neyman’s smooth goodness of fit tests under composite alternatives***by*J. Koziol**25-30 Risk-efficient nonparametric sequential estimators***by*Werner Goldmann**31-44 Asymptotic expansion of the power function of the two-sample binomial test with and without randomization***by*L. Knüsel & J. Michalk**45-60 Optimal extrapolation of derivatives***by*M. Spruill**61-64 Book reviews***by*F. Götze & H. Stenger & U. Dieter & J. Thompson**65-82 Estimates of relative risk***by*J. Begun**83-93 Three-stage estimation procedures for the negative exponential distributions***by*N. Mukhopadhyay & A. Mauromoustakos**94-94 Book review***by*R. Borges**95-105 On theE-optimality of certain asymmetrical designs under mixed effects model***by*S. Bagchi**106-106 Book review***by*F. Ledrappier**107-115 Largest excess of boundary crossings for martingales***by*A. Irle**116-116 Book review***by*J. Jacod**117-123 Quasi-isotonic regression and stochastic approximation***by*V. Dupač**124-127 Book reviews***by*R. Beran & S. Schach & A. Dress**129-142 Asymptotic normality of linear functions of concomitants of order statistics***by*Arne Sandström**143-155 The asymptotic properties of maximum likelihood estimators for marked poisson processes with a cyclic intensity measure***by*Franz Konecny**156-156 Book review***by*L. Takács**157-166 Estimation of multiple poisson means: A compromise between maximum likelihood and empirical bayes estimators***by*F. Zamudio & Malay Ghosh**167-175 On a theory of scale types***by*I. Klein**176-176 Book review***by*W. Sendler**177-183 Robust estimation of the structural errors-in-variables model***by*H. Nyquist**184-184 Book review***by*I. Barrodale**185-194 On the information criterion for selecting regressors***by*A. Young**195-200 An invariance principle forU-statistics in simple random sampling without replacement***by*Hartmut Milbrodt**201-210 On the construction of approximate multi-factor designs from given marginals using the iterative proportional fitting procedure***by*Friedrich Pukelsheim & D. Titterington**211-216 Reduction problems in comparison of linear models***by*C. Stępniak**217-223 An example of universal optimality in a full-rank model***by*J. Kunert**224-224 Book review***by*E. Collani**225-236 Some notes on the non-central negative binomial distribution***by*S. Ong**252-258 Book reviews***by*Miklós Csörö & A. Atkinson & M. Rosenblatt & D. Kendall & C. Rao & O. Krafft**259-273 A characterization of the normal distribution by sufficiency of the least squares estimation***by*W. Bischoff & H. Cremers & W. Fieger**274-274 Book review***by*P. Davies**275-281 A note on Hájek’s theory of rejective sampling***by*H. Milbrodt**282-282 Book review***by*H. Heyer**283-286 A note on component-wise kronecker designs***by*S. Gupta**323-324 Book reviews***by*H. Heyer & W. Stute**325-339 On a bayesian criterion for choosing predictive sub-models in linear regression***by*A. Young**340-340 Book review***by*R. Viertl**341-359 Shortest confidence intervals and UMVU estimators for families of distributions involving truncation parameters***by*K. Ferentinos**360-360 Book review***by*A. Cohen**361-381 SomeE andMV-optimal row-column designs having equal numbers of rows and columns***by*M. Jacroux**382-384 Book reviews***by*H. Heyer & D. Titterington

### 1986, Volume 33, Issue 1

**1-28 The bivariate non-central negative binomial distributions***by*P. Lee & S. Ong**29-46 Bivariate non-central negative binomial distribution: Another generalisation***by*S. Ong & P. Lee**47-63 Robust selection procedures based on vector ranks***by*Y. Lee & E. Dudewicz**64-64 Book reviews***by*N. Schmitz & D. Stroock**65-68 An identity concerning a Wishart matrix***by*D. Sharma & K. Krishnamoorthy**69-77 Optimal estimates and optimal predictors of finite population characteristics in the presence of nonresponse***by*P. Laake**78-78 An introduction to the theory of large deviations***by*P. Priouret**79-84 Optimal prediction for a finite population total with connected designs and related model-based results***by*R. Arnab**85-91 A note on minimum variance***by*K. Takeuchi & M. Akahira**92-92 Sampling with unequal probabilities***by*M. Singh**93-109 Procedures to determine optimum two-stage sampling plans by attributes***by*B. Arnold**100-100 Statistical extremes and applications***by*R. Loynes**111-119 Characterizations of normality in translation classes by properties of Bayes estimators***by*W. Eberl**120-120 Computational methods for parsimonious data fitting***by*P. Hackl**121-127 Multiple testing of pairs of one-sided hypotheses***by*P. Bauer & P. Hackl & G. Hommel & E. Sonnemann**128-128 Book reviews***by*H. Föllmer & K. Wittkowski**129-134 Estimation under linear regression models***by*P. Mukhopadhyay**135-142 On the reliability of the chi-square test***by*A. Viollaz**164-164 Book reviews***by*P. Hackl & W. Hansen**165-177 Moment (in-)equalities for differences of order statistics with different sample sizes***by*D. Landers & L. Rogge**178-178 Book reviews***by*A. Linder & O. Krafft**179-188 An invariance principle for reduced U-statistics***by*N. Herrndorf**189-195 Sequential allocation to two treatments that converges to an α-superior treatment***by*B. Eichhorn**196-196 Teaching and applying mathematical modelling***by*H. Dinges**197-202 Rates of convergence for the distance between distribution function estimators***by*D. Boos**203-216 On some properties of the linear function Poisson binomial and negative binomial distributions***by*Ch. Charalambides**217-222 A note on optimum spacing of observations from a continuous time simple Markov process***by*K. Takeuchi & M. Akahira**223-245 An axiomatic theory of heterogeneity and homogeneity***by*J. Lubbe**246-246 Stochastic differential equation***by*M. Kohlmann**247-251 A note on some Wishart expectations***by*R. Muirhead**252-256 Book reviews***by*M. Denker & H. Heyer & R. Ahlswede & W. Fieger & N. Draper & C. Klaassen**257-273 α-Optimal sampling plans for large acceptance numbers***by*E. Collani**274-274 Classical potential theory and its probabilistic counterpart***by*M. Brelot**275-289 Exact critical values of Bartlett's test of homogeneity of variances for unequal sample sizes for two populations and power of the test***by*E. Manoukian & J. Maurais & R. Ouimet**290-290 Generalized linear models***by*F. Pukelsheim**291-297 Sequential simultaneous estimation of the mean and variance: The rate of convergence***by*N. Mukhopadhyay & G. Vik**298-298 Stochastic models of air pollutant concentration***by*J. Hüsler**299-305 Non-exponential families of distributions***by*K. Klauer**306-306 Teaching of statistics in the computer age***by*D. Müller**307-314 On the generalization of Rao, Hartley and Cochran's scheme***by*M. Bansal & Ravindra Singh**315-320 Book Review***by*R. Wijsman & T. Rao & J. Bernardo & H. Zeuner & S. Schach**321-336 Multiple test procedures for arbitrary dependence structures***by*G. Hommel**337-347 A vertex-exchange-method in D-optimal design theory***by*D. Böhning**348-348 Infinitely divisible statistical experiments***by*E. Siebert**349-362 Complete sufficiency and maximum likelihood estimation for the two-parameter negative binomial distribution***by*L. Willson & J. Folks & J. Young**363-375 Admissible and minimax estimators of 363-1363-1363-1in the gamma distribution with truncated parameter space***by*M. Kaŀuszka**376-384 Book reviews***by*H. Drygas & A. Rukhin & G. Pflug & G. Lienert & S. Sporer & R. Wiegert & O. Diekmann & S. Schach & M. Akahira & D. Mason

### 1985, Volume 32, Issue 1

**15-33 On the optimality of differentiated SPR tests of composite hypotheses***by*S. Holm**34-34 Frontiers in statistical quality control 2***by*W. Uhlmann**35-47 On the nonnegativity ofXX + and its relevance in econometrics***by*Gerd Ronning**48-48 Amarts and set function processes***by*G. Edgar**49-56 Large sample estimation of Pareto quantiles using selected order statistics***by*A. Saleh & M. Ali & D. Umbach**57-63 U-Optimum row-columns designs for the comparison of two treatments***by*E. Sonnemann**64-64 A note on necessary best estimator of order two***by*S. Prabhu-Ajgaonkar**65-72 Some characterizations of distributions by regression models for ordinal response data***by*J. Engel**73-84 A remark on Lehmann-unbiased estimators for scale resp. Location parameters***by*L. Gajek**85-91 On three and five parameter bivariate beta distributions***by*A. Gupta & C. Wong**93-96 A remark on the recursive estimation of ARMA order***by*E. Reschenhofer**97-107 The occurrence of outliers in the explanatory variable considered in an errors-in-variables framework***by*A. Ronner & A. Steerneman**109-123 One-sided and multi-sided rank tests against trend in the case of concordant observers***by*T. Terpstra**124-128 Book reviews***by*John Hey & W. Wetzel & M. Metivier & D. Chibisov & V. Malinovski**129-150 The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model***by*B. Pötscher**165-179 Cramer type large deviations for studentized U-statistics***by*M. Vandemaele & N. Veraverbeke**181-196 On a criterion for the selection of models for stationary time series***by*H. Linhart & P. Volkers**197-214 A note on invariance principles for v. Mises' statistics***by*M. Denker & C. Grillenberger & G. Keller**215-218 Some characterizations of the bivariate normal distribution***by*M. Ahsanullah**265-274 Regular estimators for subclasses of linear estimators***by*S. Prabhu-Ajgaonkar**275-292 A dual approach for matrix-derivatives***by*W. Polasek**293-313 Approximately optimum two-stage sampling plans***by*B. Arnold**315-325 On the expectation of the maximum for sums of independent random variables***by*A. Irle**327-337 An application of the renewal theoretic selection principle: The first divisible sum***by*R. Grübel**339-349 Estimation under two stage random permutation models***by*V. Padmawar & P. Mukhopadhyay**351-362 Rate of convergence to normality forU-statistics with kernel of arbitrary degree***by*M. Aerts**363-374 Asymptotic considerations for selecting the best component of a multivariate normal population***by*N. Mukhopadhyay**375-381 On the convergence of the critical values of uniformly most powerful unbiased tests for two-sided hypotheses***by*Ch. Schrage**383-389 Moment inequalities for order statistics from ordered families of distributions***by*J. Bartoszewicz**391-394 Reproducibility in the one-parameter exponential family***by*S. Bar-Lev & P. Enis**395-407 On monotone optimal decision rules and the stay-on-a-winner rule for the two-armed bandit***by*M. Kolonko & H. Benzing**408-414 Book reviews***by*H. Heyer & G. Neuhaus & R. Henn & G. Pflug & H. Rieder & W. Piesch & W. Bühler & K. Burdzy

### 1984, Volume 31, Issue 1

**1-4 A note on necessary best estimator of order two***by*S. Prabhu-Ajgaonkar**24-24 Book reviews***by*E. Schaich & D. Morgenstern**25-32 Some aspects of random permutation models in finite population sampling theory***by*T. Rao**33-41 Are robust estimation methods useful in the structural errors-in-variables model?***by*R. Ketellapper & A. Ronner**42-42 Book reviews***by*O. Krafft & H. Heyer**43-50 The invertibility of sampled and aggregated ARMA models***by*H. Niemi**60-62 Book reviews***by*H. Strasser & P. Gänssler**63-76 Classical statistical analysis based on a certain hypercomplex multivariate normal distribution***by*D. Kabe**77-83 Best unbiased estimators for the parameters of a two-parameter Pareto distribution***by*S. Saksena & A. Johnson**85-88 On estimating the variance of a generalized Laplace distribution***by*D. Sharma**89-97 Estimation of symmetric functions of a finite population***by*V. Padmawar & P. Mukhopadhyay**98-98 Extremes and related properties of random sequences and processes***by*J. Hüsler**99-113 Natural α-quantiles and conditional α-quantiles***by*D. Landers & L. Rogge**114-114 Economic theory of natural resources***by*F. Haslinger**115-123 Minimum variance unbiased estimation for the zero class truncated bivariate poisson and logarithmic series distributions***by*Ch. Charalambides**124-126 Book reviews***by*H. Georgii & F. Pukelsheim**127-144 Minimal sufficient statistics for the group divisible partially balanced incomplete block design (GD-PBIBD) with interaction under an Eisenhart Model II***by*C. Kapadia & D. Weeks**157-181 The uniqueness of the transfer function of linear systems from input-output observations***by*M. Deistler & B. Pötscher & J. Schrader**182-182 Book reviews***by*D. Oakes & R. Reiß**183-194 Inferences about the parameters of a time series model with changing variance***by*B. Abraham & W. Wei**195-202 The large-sample power of the 195-1195-1195-1test for multidimensional contingency tables***by*M. Haber**214-214 Bayes theory***by*D. Lindley**215-226 Regression-type estimators using two auxiliary variables and the model of double sampling from finite populations***by*B. Kiregyera**227-231 The prison rule in roulette***by*U. Dieter & J. Ahrens**232-232 Book reviews***by*K. Daniel**233-243 Rank tests for the 2×2 split plot design***by*E. Brunner & N. Neumann**244-244 Branching processes***by*G. Ivanoff**245-252 A local limit theorem for attraction to the standard normal law: The case of infinite variance***by*S. Basu**253-258 Book reviews***by*M. Bartlet & Tore Dalenius & P. Bickel & F. Papangelou & H. Heyer**275-283 The Hausdorff α-dimensional measures of the level sets and the graph of theN-parameter Wiener process***by*M. Puri & L. Tran**284-284 Weak convergence of measures***by*E. Siebert**302-302 Book Reviews***by*O. Krafft**303-317 Wrapped distributions and measurement errors***by*W. Stadje**318-318 Dice, data and decisions: Introductory statistics Ellis Horwood Limited Publisher, Chichester Halsted Press: a division***by*H. Heyer**319-322 On Brewer's class of robust sampling designs for large-scale surveys***by*T. Rao**323-326 A characterization of the exponential distribution by higher order gap***by*M. Ahsanullah**327-332 On a Morgenstern-type bivariate gamma distribution***by*A. Gupta & C. Wong**333-347 Improvement of the predicted least-squares-estimates in multiple linear regression by means of an examination of residuals***by*M. Huehn**348-348 Book review***by*L. Arnold**349-360 Upper bound of the speed of convergence of moment density Estimators for stationary point processes***by*E. Jolivet**379-384 Differentiability properties of thes-Meanm s ats=1***by*D. Landers & L. Rogge

### 1983, Volume 30, Issue 1

**1-13 On the convolution of logistic random variables***by*E. George & G. Mudholkar**15-19 Minimum variance unbiased estimation in the Pareto distribution***by*D. Kern**21-29 Consistency of a nonparametric estimation of a density functional***by*I. Ahmad & P. Lin**37-47 Solidarity properties and a Doeblin decomposition for a class of non-Markovian stochastic processes***by*R. Theodorescu & R. Tweedie**49-54 On uniformly minimum variance unbiased estimation when no complete sufficient statistics exist***by*L. Bondesson**55-61 Solution of a statistical optimization problem by rearrangement methods***by*L. Rüschendorf**63-72 Book reviews***by*D. Kalin & H. Witting & H. Seifert & H. Schneeberger & F. Eicker & G. Rothenberger & H. Schoch & O. Richter & H. Rost & P. Meyer & G. Leha & E. Dettweiler & H. Heyer & E. Siebert & H. Rieder & A. Mukherjea**73-83 Block rank statistics***by*G. Rothe**84-84 Book reviews***by*H. Heyer**92-92 Book reviews***by*F. Götze & D. Plachky**93-99 Predictive estimation of finite population mean using product estimator***by*S. Srivastava**100-100 Statistics of random processes I: General theory***by*H. Heyer**101-107 Sequential estimation of the difference between the means of two normal populations***by*L. Hayre**108-108 Decision theory and incomplete knowledge***by*M. Ryan**109-115 Some best possible results for a discounted one armed bandit***by*K. Glazebrook & D. Jones**116-116 Book reviews***by*W. Sendler & D. Morgenstern**117-123 On a stopping rule for a class of sequential decision problems***by*D. Kalin & R. Theodorescu**124-124 Book reviews***by*T. Louton & R. Schassberger**125-138 Third-order optimum properties of estimator-sequences***by*Th. Pfaff**139-141 On atoms of measures on product spaces***by*D. Mussmann**142-144 Book reviews***by*A. Rapoport & J. Pfanzagl & W. Wefelmeyer & W. Polasek**145-158 Asymptotic distributions of smoothed histograms***by*U. Stadtmüller**159-163 Some remarks on the construction of independent identically distributed random variables, Markov chains and martingales***by*D. Shanbhag & M. Rao**164-164 Book reviews***by*L. Rogge**165-170 Unimodality of differences***by*H. Vogt**179-194 Departure of Bartlett's distribution for the homogeneity of variances for unequal sample sizes from that of equal sample sizes***by*E. Manoukian**195-210 TheN-armed bandit with unimodal structure***by*U. Herkenrath**211-216 Book reviews***by*H. Schneeweiß & N. Becker & E. Sverdrup & B. Cutsem & H. Vogt & D. Morgenstern**217-226 On some alternative sampling strategies using auxiliary information***by*D. Adhvaryu & P. Gupta**227-237 Some properties of the distribution of an operational ridge estimator***by*V. Srivastava & A. Chaturvedi**238-238 Book reviews***by*H. Heyer & K. Jacobs

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