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Content
December 1999, Volume 26, Issue 4
- 579-592 The Loss of Efficiency Estimating Linear Functions under Restrictions
by Miguel A. Fernandez & Cristina Rueda & Bonifacio Salvador - 593-609 Properties and Applications of the Generalized Likelihood as a Summary Function for Prediction Problems
by Edward J. Bedrick & Joe R. Hill - 611-620 On Statistical Models for d‐Dimensional Stable Processes, and Some Generalizations
by Reinhard Hopfner - 621-633 Analogues of Khintchine, Marcinkiewicz–Zygmund and Rosenthal Inequalities for Symmetric Statistics
by R. Ibragimov & Sh. Sharakhmetov
September 1999, Volume 26, Issue 3
- 319-343 Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review
by Hannu Oja - 345-361 Semiparametric Additive Accelerated Life Models
by Laurent Bordes - 363-372 Semiparametric Likelihood Estimation in the Clayton–Oakes Failure Time Model
by D. V. Glidden & S. G. Self - 373-393 Random Bernstein Polynomials
by Sonia Petrone - 395-411 On Exact Simulation of Markov Random Fields Using Coupling from the Past
by Olle Haggstrom & Karin Nelander - 413-431 On the Validity of the Markov Interpretation of Path Diagrams of Gaussian Structural Equations Systems with Correlated Errors
by Jan T. A. Koster - 433-450 The Whittle Estimator for Strongly Dependent Stationary Gaussian Fields
by Carenne Ludena & Marc Lavielle - 451-464 On a Bivariate Distribution with Exponential Marginals
by Samuel Kotz & Nozer D. Singpurwalla - 465-473 Asymptotic Minimax Risk for the White Noise Model on the Sphere
by Jussi Klemela - 475-476 Generalized L‐statistics: Correction to the Form of the Asymptotic Variance Presented by Helmers et al. (1990)
by Mary Putt & Vernon M. Chinchilli - 477-477 Correction Note to “Exact and Approximate Distributions of the Maximum Likelihood Estimate in a Simple Factor Analysis Model”
by T. W. Anderson & Petter Laake
June 1999, Volume 26, Issue 2
- 161-207 Multivariate Calibration — Direct and Indirect Regression Methodology
by Rolf Sundberg - 209-220 Likelihood Factorizations for Mixed Discrete and Continuous Variables
by D. R. Cox & Nanny Wermuth - 221-238 Testing a Regression Model When We Have Smooth Alternatives in Mind
by Wolfgang Härdle & Alois Kneip - 239-252 Smoothing Splines and Shape Restrictions
by E. Mammen & C. Thomas‐Agnan - 253-264 Tail Exactness of Multivariate Saddlepoint Approximations
by O. E. Barndorff‐Nielsen & C. Kluppelberg - 265-279 A Generalized Bayes Rule for Prediction
by José Manuel Corcuera & Federica Giummolè - 281-295 Weighted Approximations to Continuous Time Martingales with Applications
by Erich Haeusler & David M. Mason - 297-318 Asymptotic Properties of M‐estimators Based on Estimating Equations and Censored Data
by Jane‐Ling Wang
March 1999, Volume 26, Issue 1
- 1-15 Shrinkage and Orthogonal Decomposition
by Helge Blaker - 17-30 A Generalized View on Continuum Regression
by Anders Björkström & Rolf Sundberg - 31-46 Estimated Generalized Least Squares for Random Coefficient Regression Models
by V. V. Anh & T. Chelliah - 47-59 Beta‐Bernstein Smoothing for Regression Curves with Compact Support
by Bruce M. Brown & Song Xi Chen - 61-72 Multiple Kernel Procedure: an Asymptotic Support
by Philippe Vieu - 73-86 Logspline Deconvolution in Besov Space
by Ja‐Yong Koo - 87-105 Logspline Density Estimation under Censoring and Truncation
by Ja‐Yong Koo & Charles Kooperberg & Jinho Park - 107-128 Statistical Models for Birth and Death on a Flow: Local Absolute Continuity and Likelihood Ratio Processes
by R. Höpfner & E. Löcherbach - 129-144 Conditional Prior Proposals in Dynamic Models
by Leonhard Knorr‐Held - 145-157 Flowgraph Models for Generalized Phase Type Distributions Having Non‐Exponential Waiting Times
by Aparna V. Huzurbazar - 159-159 Expected Survival in the Cox Model: an Addendum
by Brent Nielsen
March 1998, Volume 25, Issue 1
- 1-1 Editorial
by Steffen L. Lauritzen - 3-15 A Population Approach to Analysis of Variance Models
by Inge S. Helland - 17-24 Partial Least Squares: A First‐order Analysis
by Petre Stoica & Torsten Söderström - 25-37 Generalized Leverage and its Applications
by Bo‐Cheng Wei & Yue‐Qing Hu & Wing‐Kam Fung - 39-51 Exact and Approximate Distributions of the Maximum Likelihood Estimate in a Simple Factor Analysis Model
by T. W. Anderson & Petter Laake - 53-67 A Multivariate Model for Repeated Failure Time Measurements
by Martin Crowder - 69-75 Generalized Inverse Gaussian Distributions and their Wishart Connections
by Ronald W. Butler - 77-92 Laplace Approximations for Natural Exponential Families with Cuts
by M. Efstathiou & E. Gutiérrez‐Peña & A. F. M. Smith - 93-109 A Unified Approach to the Approximation of Multivariate Densities
by Tõnu Kollo & Dietrich Von Rosen - 111-126 Estimation for Continuous Branching Processes
by Ludger Overbeck - 127-141 A Class of Efficient Non‐parametric K‐sample Tests for Multivariate Counting Processes with Frailties
by I‐Shou Chang & Li‐Ru Chen & Chao Hsiung - 143-150 A Class of Non‐parametric Tests in the Competing Risks Model for Comparing Two Samples
by Håkan Lindkvist & Yuri Belyaev - 151-161 Isotonic Window Estimators of the Baseline Hazard Function in Cox's Regression Model Under Order Restriction
by Myron N. Chang & Daehyun Chung - 163-186 The Two‐interval Line‐segment Problem
by Mark J. Van Der Laan - 187-210 On Smooth Statistical Tail Functionals
by Holger Drees - 211-224 Efficient Estimation of a Distribution Function under Quadrant Dependence
by Zongwu Cai & George G. Roussas - 225-234 Non‐parametric Variance Estimation from Ergodic Samples
by Mounir Arfi - 235-242 A Limit Theorem for Solutions of Inequalities
by Ilya S. Molchanov - 243-253 Large Deviations Limit Theorems for the Kernel Density Estimator
by Djamal Louani