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Content
March 1998, Volume 25, Issue 1
- 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