# Springer

# Metrika

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### 1983, Volume 30, Issue 1

**239-243 The exact likelihood function for a space time model***by*B. Abraham**260-260 Book reviews***by*H. Drygas & K. Jacobs**282-282 Book reviews***by*W. Schaafsma & J. Werff & R. Reiß

### 1982, Volume 29, Issue 1

**1-17 The combined inverse binomial sampling procedure***by*M. Subrahmanya**19-54 On functionals of order statistics***by*W. Sendler**65-70 Book reviews***by*H. Heyer & F. Ferschl & A. Harvey & P. Wilrich & W. Grossmann & G. Pflug & A. Linder & K. Schmidt**71-78 Optimum allocation in multivariate stratified random sampling with overhead cost***by*M. Ahsan & S. Khan**79-86 Some remarks on the average sample number of sequential and non-sequential tests***by*W. Stadje**87-93 Secretary problems with inspection costs as a game***by*P. Grant**103-113 Optimal tests and estimators for truncated exponential families***by*M. Beg**129-133 Applications of an inequality involving conditional expectations***by*S. Bhattacharya & G. Pandey**141-142 Book reviews***by*R. Dutter & Ch. Mandl & W. Polasek & J. Gordesch**143-158 Optimum strategies for estimating the variance of a finite population under a superpopulation model***by*P. Mukhopadhyay**159-173 Local comparison of linear rank tests, in the Bahadur sense***by*E. Kremer**175-188 On interpenetrating samples of unequal sizes***by*S. Sengupta**189-194 An extension of the damage model***by*J. Panaretos**195-202 On the admissibility of estimators for the finite population variance***by*I. Strauss**203-209 A curtailed test for the shape parameter of the Weibull distribution***by*P. Wong & S. Wong**211-214 Book reviews***by*G. Feichtinger & E. Hannan & K. Schmidt & P. Mandl & L. Moses**215-225 Contributions to nonparametric generalized failure rate function estimation***by*K. Cheng**227-247 Nonparametric maximum likelihood estimation of a probability density via mathematical programming***by*J. Fischer**249-260 On two-state quality control under Markovian deterioration***by*K. Waldmann**271-282 An elementary method for the statistical analysis of growth curves***by*S. Schach

### 1981, Volume 28, Issue 1

**1-12 On non-negative variance-estimation***by*A. Chaudhuri & R. Arnab**13-21 On the statistical evaluation of hit patterns***by*D. Gebhardt**35-46 Rate of convergence in the central limit theorem and in the strong law of large numbers for von mises statistics***by*P. Janssen**53-61 Choice of a survival model for patients with a brain tumour***by*B Pereira**79-81 A special representation of a sufficient randomization kernel***by*J. Pfanzagl**83-92 On bivariate generalized binomial and negative binomial distributions***by*Ch. Charalambides & H. Papageorgiou**109-121 Biases, variances and covariances of raking ratio estimators for marginal and cell totals and averages of observed characteristics***by*H. Konijn**123-132 Subjective Bayesian multivariate stratified sampling from finite populations***by*R. Sekkappan**133-136 Sequential approach to simultaneous estimation of the mean and variance***by*N. Mukhopadhyay**137-137 Book reviews***by*F. Ferschl & F. Eicker**139-149 On generalizedBellman's functional equation***by*P. Kardos**151-153 A characterization using the conditional variance***by*A. Dallas**155-164 Smoothing histograms by means of lattice-and continuous distributions***by*W. Gawronski & U. Stadtmüller**165-177 An invariance principle for progressively truncated likelihood ratio statistics***by*P. Sen & Y. Tsong**179-189 The problem of optimum stratification and allocation withq=n/N>0***by*H. Schneeberger**191-196 Unbiased product estimators***by*V. Srivastava & N. Shukla & S. Bhatnagar**197-201 A note on a short table of the generalized hypergeometric distribution***by*S. Conde & S. Kalla & R. Saxena**207-209 Book reviews***by*E. Dettweiler & E. Collani & H. Basler**237-244 A characterization of entropies of degree α***by*L. Losonczi**245-256 Jack-knifing the ratio and the product estimators in double sampling***by*S. Sengupta**257-262 Estimation problems for rectangular distributions (or the taxi problem revisited)***by*J. Rao**263-271 Compound gamma bivariate distributions***by*T. Hutchinson**273-286 Estimating matrices***by*A. Bachem & B. Korte

### 1980, Volume 27, Issue 1

**15-28 Locally best tests for Gaussian processes***by*A. Irle**29-34 On the estimation ofPr{Y>X} for the two-parameter exponential distribution***by*M. Beg**35-41 Local identification of ARMAX structures subject to nonlinear constraints***by*R. Kohn**43-70 The minimum distance method of testing***by*D. Pollard**71-72 Book reviews***by*E. Neuwirth & F. Ferschl & G. Pflug**91-98 A mixed theory of information — IV: Inset-inaccuracy and directed divergence***by*Pl. Kannappan**99-102 A note on the estimation of mean in normal population***by*V. Srivastava**103-113 Multilinear estimation of skewness and kutosis in linear models***by*F. Pukelshim**115-119 On the property of dullness of Pareto distribution***by*S. Talwalker**121-125 Estimation of variance in multi-stage sampling***by*K. Srinath & M. Hidiroglou**127-132 Hierarchical analysis: Classification with ordinal object dissimilarities***by*M. Schader**133-138 Minimum variance unbiased estimation of the parameters of the Pareto distribution***by*M. Baxter**139-139 Acknowledgement***by*Ag. Dallas**140-143 Book reviews***by*D. Morgenstern & W. Grossmann & W. Polasek & G. Feichtinger & G. Pflug & A. Kalliauer & J. Gordesch**145-151 On the distribution of a distance function on the sphere***by*M. Yaqub & A. Khan**165-169 Distribution of product and quotient of Pareto variates***by*G. Pederzoli & P. Rathie**189-194 On testing the correlation coefficient of a bivariate normal distribution***by*M. Goria**195-202 A stability theorem for statistical experiments***by*E. Siebert**203-211 Limited deviation estimators of the Poisson parameter***by*S. Shapiro**213-216 Book reviews***by*D. Morgenstern & P. Sint & F. Landler & A. Kalliauer & G. Pflug & F. Ferschl & G. Mayrhofer & W. Grossmann**217-223 A chain ratio-type estimator in finite population double sampling using two auxiliary variables***by*B. Kiregyera**225-235 Efficiency and optimality properties of a class ofk-sample rank tests against trend***by*T. Terpstra**243-253 A new Bayesian approach to quality control charts***by*W. Chiu & M. Leung**255-262 Minimum norm quadratic estimators of variance components***by*Y. Chaubey**263-269 A characterization of exponential distributions based on order statistics***by*C. Bell & Y. Rama Krishna Sarma**271-275 An efficient estimator using auxiliary information***by*A. Sahai & S. Ray**277-279 A note on the comparison between simple random sampling with and without replacement***by*M. Deshpande**281-284 A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean***by*N. Mukhopadhyay**287-290 Book reviews***by*P. Bauer & G. Mayrhofer & P. Sint & D. Köberl & M. Hudec & Chr Hipp & W. Vogel

### 1979, Volume 26, Issue 1

**1-4 An extremal quotient test for exponential distributions***by*P. Wong & S. Wong**25-30 A note on the characterization of the multivariate normal distribution***by*Sh. Talwalker**43-56 Inference robustness of ARIMA models under non-normality —Special application to stock price data***by*J. Ledolter**57-61 The mean and variance of the likelihood ratio criterion for the multinomial distribution***by*K. Hutcheson & N. Lyons**65-70 A proof of a relationship between the generalized variances for associated autoregressive and moving average processes***by*O. Anderson**87-94 Minimum variance unbiased estimation of left truncated multivariate modified power series distribution***by*S. Patel**95-103 Use of a median test for a generalized Behrens-Fisher problem***by*R. Schlittgen**105-108 On the exponential law***by*A. Dallas**109-122 On statistical inference in concentration measurement***by*W. Sendler**183-193 Estimation of a regression coefficient after two preliminary tests of significance***by*N. Shukla**205-214 Loss functions and admissible estimators in survey sampling***by*H. Stenger**215-217 A note on the multiple indicator-multiple cause model with several latent variables***by*B. Abraham & J. Ledolter**237-241 Unbiasedness of confidence intervals based on Galton's statistic***by*H. Vogt

### 1978, Volume 25, Issue 1

**1-7 A strategy for up-dating continuous surveys***by*R. Platek & M. Singh**9-26 Approximate distribution of the maximum deviation of histograms***by*R. Reiss**27-35 Design and estimation problems when estimating a regression coefficient from survey data***by*I. Thomsen**59-63 On elementary functions of Pareto variables***by*D. Lorah & R. Stark**65-76 On estimating the variance of a finite population***by*A. Chaudhuri**77-93 Conditions for the optimality of exponential smoothing forecast procedures***by*J. Ledolter & G. Box**95-114 On nonuniform Gaussian approximation for random summation***by*D. Landers & L. Rogge**115-122 Estimating the variance of a finite population under a superpopulation model***by*P. Mukhopadhyay**129-142 Consistency of minimum contrast estimators in non-standard cases***by*R. Reiss**149-153 Comparison of sampling strategies***by*A. Pedgaonkar & S. Prabhu-Ajgaonkar**155-161 Minimum variance unbiased estimation of multivariate modified power series distribution***by*S. Patel**163-170 A generalisation of Gumbel's bivariate logistic distribution***by*S. Satterthwaite & T. Hutchinson**193-208 Cascaded channels and the equivocation inequality***by*A. El-Sayed**209-218 Minimum variance unbiased estimation of left truncated multivariate power series distributions***by*S. Patel & S. Shah**219-234 Empirical comparisons of some tests of separate families of hypotheses***by*B. Pereira**235-239 On the two armed bandit with one probability known***by*P. Jones**241-245 On the individual moving average inequality***by*O. Anderson

### 1977, Volume 24, Issue 1

**1-6 Estimation of the parameter of the inverse Gaussian distribution from generalised censored samples***by*G. Nath**23-34 On axiomatic characterization of some non-additive measures of information***by*G. Patni & K. Jain**35-43 Moving averages of ergodic processes***by*A. Junco & J. Steele**45-53 Statistical study of a stochastic model of two interacting species***by*Prajneshu**75-85 On approximating the distributions ofFriedman's 75-175-175-1and related statistics***by*D. Jensen**87-98 A note on the estimation of two ordered Poisson parameters***by*G. Mudholkar & P. Subbaiah & S. George**99-105 Statistical analysis of Fourier coefficients in a restricted harmonic dial***by*D. Dyer**107-112 A modified maximum likelihood test***by*V. Fabian**113-124 The generalized ridge estimator and improved adjustments for regression parameters***by*H. Myoken & Y. Uchida**129-136 A note on characterization by the conditional expectation***by*S. Talwalker**137-161 Exponential convergence properties of linear estimators under exponential and uniform distribution***by*J. Steinebach**163-168 Decision theory for continuous observations: Minimax solutions***by*A. Irle**169-173 Convergence inr-mean of normalized partial sums in a separable Banach space***by*A. Dale**187-194 An appraisal of the Box-Jenkins approach to univariate time series analysis***by*O. Anderson**197-201 Remarks on sequential estimation of a linear function of two means: The normal case***by*N. Mukhopadhyay**203-208 Estimating the variance of the ratio estimator for theMidzuno-Sen sampling scheme***by*T. Rao**209-213 A note on the maximum probability property of MLE's in multiparameter exponential families***by*H. Kirschner**215-227 Convergence in distribution of minimum-distance estimators***by*E. Bolthausen

### 1976, Volume 23, Issue 1

**1-6 A remark on robustness of linear best estimates***by*W. Rehder**7-14 On minimum distance estimators for unimodal densities***by*R. Reiss**15-25 A comparison of approximately optimal stratification given proportional allocation with other methods of stratification and allocation***by*I. Thomsen**27-30 Effect of outliers on the estimation of parameters***by*G. Lingappaiah**31-40 On continuous solutions of a functional equation***by*D. Mittal**41-63 The restricted regularity of admissible minimax criteria for many well known parametric statistical problems***by*C. Brown**65-76 Some new Time Sdries results***by*O. Anderson**83-89 A conventional statistical problem with irregular minimax behavior***by*C. Brown**91-100 A note on efficiency***by*H. Strasser**101-115 Consistent estimation of a regression with errors in the variables***by*H. Schneeweiß**127-133 Almost unbiased product-type estimator***by*N. Shukla**135-147 On the estimation of data parameters for economic optimum 135-1135-1135-1-Charts***by*W. Chiu**155-165 Sub additive measures of relative information and inaccuracy***by*B. Sharma & H. Gupta**201-205 A non-negativity criterion for a certain variance-estimator***by*A. Chaudhuri**207-210 A note on moment recurrence relations and limiting forms of binomial poisson distribution***by*V. Varde**211-219 Optimum allocation in Bayesian stratified two-phase sampling when there arem-attributes***by*M. Khan**221-230 Optimal regression designs for prediction when prior knowledge is available***by*R. Brooks**231-235 Inference ony>y o by using a correlated variable: A three decision approach***by*P. Bauer**237-248 Tendency towards normality of linear combinations of random variables***by*C. Granger**249-257 On information-improvement and its generalization***by*I. Taneja

### 1975, Volume 22, Issue 1

**13-25 z-Transform and identification of linear econometric models with autocorrelated errors***by*M. Deistler**27-34 On information-improvement***by*B. Sharma & R. Autar**35-45 On some functional equations concerning entropy, directed divergence and inaccuracy***by*D. Mittal**47-54 The Behrens-Fisher problem, an old solution revisited***by*J. Davenport & J. Webster**55-59 On unordering Horvitz and Thompson'sT 1 class of linear estimators***by*S. Prabhu-Ajgaonkar**65-75 Response bias and difference estimate in double sampling***by*M. Talukder**77-83 Berry-Esseen-type inequality for a special class of distributions***by*M. Schaefer**85-95 Finite moment formulare ofh-statistics and their estimates***by*B. Gupta**97-101 Moving shift averages for ergodic transformations***by*E. Pfaffelhuber**119-127 An optimum sampling design to base HT-method of estimating a finite population total***by*P. Mukhopadhyay**129-146 Maximum probability estimators in the case of exponential distribution***by*U. Kuß**147-152 A simple method of sampling without replacement with inclusion-probabilities exactly proportional to size***by*A. Chaudhuri**153-160 Imbedded Markov chains in queueing systems M/G/1 and GI/M/1 with limited waiting room***by*U. Bhat**161-175 Optimal stratification and grouping by dynamic programming***by*W. Bühler & T. Deutler**189-203 Consistency of a certain class of empirical density functions***by*R Reiss**205-215 Entropy of type (α, β) and other generalized measures in information theory***by*B. Sharma & I. Taneja**217-223 Some results concerningHorvitz-Thompson's T 1 -class of estimators***by*A. Chaudhuri**225-239 The Berry-Esséen bound for minimum contrast estimators in the independent not identically distributed case***by*B. Prakasa Rao

### 1974, Volume 21, Issue 1

**19-39 Notes for a unified theory of estimation for sample surveys taking into account response erros***by*J. Koop**41-50 Relative information functions and their type (α, β) generalizations***by*B. Sharma & R. Autar**127-132 Bayes estimation for the variance of a finite population***by*T. Liu**133-141 On the resolution of a mixture of observations from two gamma distributions by the method of maximum likelihood***by*J. Dickinson**197-199 A characterization of sufficiency by power functions***by*J. Pfanzagl**201-203 Two comments on a paper of Bahadur***by*A. Padmanabhan**205-211 Bounds for the efficiency of approximately median unbiased estimates***by*R. Michel**213-214 A note on Bennett's „test for marginal symmetry in contingency tables” Metrika 19, 1972, H. 1, 23–26***by*H. Zimmermann**215-221 On Bayesian optimum allocation in some two phase sampling problems***by*U. Naik

### 1973, Volume 20, Issue 1

**17-24 Stochastic duels with correlated fire***by*N. Bhashyam**25-35 A generalized upper bounded technique for a linear fractional program***by*S. Chadhà**36-40 Two machine scheduling problem when passing allowed***by*P. Bagga**51-53 Maximum likelihood estimate of the parameters of a truncated inverse gaussian distribution***by*R. Gupta**54-64 Recent advances on some aspects of stratified sample design. a review of the literature***by*G. Kpedekpo**65-69 On continuous solutions of a functional inequality***by*Gy. Muszély**81-92 A queueing problem with batch arrivals and correlated departures***by*Sharda**93-100 On a certain type of priority queueing problem***by*Sharda**101-102 Note on the Kolmogorov statistic for a general discontinuous variable***by*Donald Wheeler**103-105 Weak convergence and convergence in the mean of distribution functions***by*G. Laube**122-130 Some characterization theorems for generalized measures of uncertainty and information***by*P. Rathie**131-136 The determination of expected mean squares for anova in balanced designs***by*P. Seeger**148-155 The bound in the Berry-Esseen result for minimum contrast estimates***by*R. Michel**156-159 On the confidence region for the one-sample 156-1156-1156-1***by*C. Brown**160-169 On the linear combinations of stochastic variables***by*A. Mathai & R. Saxena**170-176 Role of experimental randomization in Bayesian statistics: An asymptotic theory for a single Bayesian***by*M. Stone**196-202 On UMV-EStimators in survey sampling***by*J. Lanke**203-208 Distribution of Chi-Square analogue for normal population with class intervals defined in therms of the sample quartiles***by*R. Bhargava**209-214 Relationship between generalizedh-Statistics and polykays***by*B. Gupta**215-218 On a generalised stirling distribution***by*J. Medhi**230-239 Interpenetrating sub-samples —with and without replacement***by*A. Roy & M. Singh**245-245 Distribution of the maximum of the number of impulses at any instant in a type II counter in a given interval of time***by*G. Sankaranarayanan & C. Suyambulingom

### 1972, Volume 19, Issue 1

**1-10 On amount of information of type-β and other measures***by*B. Sharma**11-17 General parametric linear fractional programming***by*G. Varma**18-22 A dual non-linear program***by*S. Chadha & R. Kaul**23-26 Tests for marginal symmetry in contingency tables***by*B. Bennett**27-35 A queueing problem with arrival and service in batches of variable size***by*K. Murari**36-38 On the non-null distribution of Wilcoxon's signed rank test***by*B. Bennett**39-47 Effect of the variable offset distance on the kill probability***by*N. Singh & N. Bhashyam**72-75 A note on the optimality ofk-stage tests***by*N. Schmitz

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