Printed from https://ideas.repec.org/s/eee/stapro47.html
Content
August 1987, Volume 5, Issue 5
- 323-324 On mutually orthogonal Knut Vik designs
by Afsarinejad, Kasra - 325-327 Modified Bessel function asymptotics via probability
by Athreya, Krishna B. - 329-331 Algebraic bounds on standardized sample moments
by Dalén, Jörgen - 333-337 A remark concerning strong uniform consistency of the conditional Kaplan-Meier estimator
by Mielniczuk, Jan - 339-341 A relation between BIB designs and chemical balance weighing designs
by Ceranka, B. & Katulska, K. - 343-346 A note on extended least squares methods for cluster sampling
by Hung, Hsien-Ming - 347-351 Some shrunken predictors in finite populations with a multinormal superpopulation model
by Rodrigues, Josemar - 353-360 An analysis of five simulation methods for determining the number of replications in a complex Monte Carlo study
by Finster, Mark P. - 361-365 An improved chi-squared test for a principal component
by Schott, James R. - 367-370 A note on products of random matrices
by Högnäs, Göran - 371-374 Rates of convergence in the strong law of large numbers for degenerate U-statistics
by Kokic, P. N. - 375-378 On the identifiability of mixtures of infinitely divisible power series distributions
by Lüxmann-Ellinghaus, U.
June 1987, Volume 5, Issue 4
- 239-239 Resolution of godambe's paradox
by Godambe, V. P. - 241-241 A note on resolution of Godambe's paradox
by Joshi, V. M. - 243-246 Godambe's paradox and the ancillarity principle
by Bhave, S. V. - 247-248 An expansion of the index of large deviations for linear rank statistics
by Ledwina, Teresa - 249-254 Almost sure convergence of recursive density estimators for stationary mixing processes
by Masry, Elias - 255-262 Local bahadur optimality of some rank tests of independence
by Bajorski, Piotr - 263-266 Bivariate distributions with pareto conditionals
by Arnold, Barry C. - 267-272 On the integrability of sup Sn/n1/r for 1
by Choi, Bong Dae & Sung, Soo Hak - 273-277 Existence of moments and an asymptotic result based on a mixture of exponential distributions
by Bar-Lev, Shaul K. & Enis, Peter - 279-285 Note on the uniform convergence of density estimates for mixing random variables
by Ioannides, D. & Roussas, G. G. - 287-292 Unbiased estimation of von Mises functionals
by Rüschendorf, Ludger - 293-294 Characterization of a family of discrete distributions via a chernoff type inequality
by Deo Kumar, Srivastava & Sreehari, M. - 295-298 Spectral representations for random densities
by Lenk, Peter J. - 299-303 A kalman filter model for single and two-stage repeated surveys
by Rodrigues, Josemar & Bolfarine, Heleno - 305-311 An exact test for the nesting effects variance component in an unbalanced random two-fold nested model
by Khuri, A. I.
April 1987, Volume 5, Issue 3
- 163-167 A screening method for a nonparametric model
by Kowalczyk, Teresa & Mielniczuk, Jan - 169-173 An approximation of F distribution by binomial probabilities
by George, E. Olusegun & Singh, Karan P. - 175-180 A kernel-type estimator for generalized quantiles
by Veraverbeke, Noël - 181-185 A general form of the law of the iterated logarithm for the weighted multivariate empirical process
by Einmahl, John H. J. - 187-190 Characterization of normality within the class of elliptical contoured distributions
by Khatri, C. G. & Mukerjee, Rahul - 191-192 On a statistical optimality of magic squares
by Hedayat, A. - 193-195 On the type hypothesis for the strong law of large numbers
by Hernández, Victor & Romo, Juan J. - 197-200 Normalizing constants of a distribution which belongs to the domain of attraction of the Gumbel distribution
by Takahashi, Rinya - 201-207 Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis
by Berkane, Maria & Bentler, P. M. - 209-211 The exponential integral distribution
by Meijer, J. W. & Baken, N. H. G. - 213-215 On improving distribution function estimators which are not monotonic functions
by Gajek, Les[left ceiling]aw - 217-218 A note on a Kolmogorov inequality
by Young, Dean M. & Seaman, John W. & Marco, Virgil R. - 219-224 Nonparametric orthogonal series estimators of regression: A class attaining the optimal convergence rate in L2
by Rafaj[left ceiling]owicz, Ewaryst - 225-230 On unbiased multinomial estimation
by Kim, Seong-in & Bai, D. S. - 231-234 Some remarks on a linear stochastic differential equation
by Nualart, David - 235-237 On Klass' series criterion for the minimal growth rate of partial maxima
by Godbole, Anant P.
March 1987, Volume 5, Issue 2
- 83-85 Another characterization of the type I extreme value distribution
by Ballerini, Rocco - 87-93 A decomposition of the Brownian path
by Karatzas, Ioannis & Shreve, Steven E. - 95-98 What do the arithmetic, geometric and harmonic means tell us in length-biased sampling?
by Sen, Pranab Kumar - 99-103 An unbiased likelihood ratio test for equality of the covariance matrices in several multivariate normal populations with partially known means
by Holmquist, Björn - 105-111 Occupation probability of a correlated random walk and a correlated ruin problem
by Mukherjea, Arunava & Steele, David A. - 113-118 A new definition of the predictive likelihood
by Chib, Siddhartha & Jammalamadaka, S. Rao & Tiwari, Ram C. - 119-124 Nonparametric estimation of a bivariate survivorship function with doubly censored data
by Korwar, Ramesh M. - 125-128 Asymptotic confidence bands for densities based on nearest neighbor estimators under censoring
by Mielniczuk, Jan - 129-134 Partial collapsibility in multidimensional contingency tables
by Davis, Linda June - 135-142 Bayesian analysis in random coefficient m-group regression
by Fortney, William G. & Miller, Robert B. - 143-147 The central limit theorem for summability methods of some weakly dependent sequences
by Yoshihara, Ken-ichi & Takahata, Hiroshi - 149-151 A note on estimation and information topologies
by Whitney, Paul - 153-159 Mise of kernel estimates of a density and its derivatives
by Singh, Radhey S.
January 1987, Volume 5, Issue 1
- 1-3 Admissibility of goodness of fit tests for discrete exponential families
by Cohen, Arthur & Sackrowitz, Harold B. - 5-14 Some convergence results for kernel-type quantile estimators under censoring
by Lio, Y. L. & Padgett, W. J. - 15-18 On assessing multivariate normality based on shapiro-wilk W statistic
by Srivastava, M. S. & Hui, T. K. - 19-22 On exact and asymptotic tests of non-nested models
by Bera, Anil K. & McAleer, Michael - 23-27 On the strong consistency of a solution to the likelihood equation
by Kourouklis, Stavros - 29-34 On unbiased multinomial estimation
by Kim, Seong-in & Bai, D. S. - 35-37 The structure of improper solutions in maximum likelihood factor analysis
by Ihara, Masamori - 39-42 Characterizations of generalized multivariate discrete distributions by a regression point
by Cacoullos, T. - 43-48 Easily determining which urns are 'favorable'
by Simons, Gordon - 49-54 Coefficients of determination for least absolute deviation analysis
by McKean, Joseph W. & Sievers, Gerald L. - 55-63 Probability estimation via smoothing in sparse contingency tables with ordered categories
by Simonoff, Jeffrey S. - 65-69 Methodologies for the estimation of missing observations in time series
by Ferreiro, Osvaldo - 71-73 A strong law of large numbers for vector gaussian martingales and a statistical application in linear regression
by Le Breton, A. & Musiela, M. - 75-80 Maximum likelihood estimation of a survival function under the koziol-green proportional hazards model
by Cheng, Philip E. & Lin, Gwo Dong
October 1986, Volume 4, Issue 6
- 273-274 A note on improved variance bounds for certain bounded unimodal distributions
by Seaman, John W. & Young, Dean M. & Marco, Virgil R. - 275-280 Approximations of weighted empirical and quantile processes
by Csörgóo, Miklós & Horváth, Lajos - 281-283 Bounds for the difference between median and mean of gamma and poisson distributions
by Chen, Jeesen & Rubin, Herman - 285-288 Dispersive ordering and the total time on test transformation
by Bartoszewicz, Jaroslaw - 289-289 Self orthogonal Knut Vik designs
by Afsarinejad, K. - 291-294 Optimal design for an inverse Gaussian regression model
by Fries, Arthur & Bhattacharyya, Gouri K. - 295-301 Multivariate new better than used in expectation distributions
by Basu, A. P. & Ebrahimi, Nader - 303-308 On robust estimation of location for arbitrarily right-censored data
by Green, Stephanie J. & Crowley, John J. - 309-311 Asymptotic properties of maximum likelihood estimators from dependent observations
by Ranakrishna Sarma, Y. - 313-318 The stuttering generalized waring distribution
by Panaretos, John & Xekalaki, Evdokia - 319-323 Bayesian estimation of the reliability function of the inverse gaussian distribution
by Sinha, S. K. - 325-332 The log-linear model with a generalized gamma distribution for the error: A Bayesian approach
by Achcar, Jorge Alberto & Bolfarine, Heleno - 333-335 Moments of elliptically distributed random variates
by Berkane, Maia & Bentler, P. M. - 337-342 A finite sample estimate of the variance of the sample median
by Sheather, Simon J. - 343-348 Some remarks on stochastic differential equations in the plane with local lipschitz coefficients
by Sanz-Solé, Marta
August 1986, Volume 4, Issue 5
- 219-222 Inconsistency of the misspecified proportional hazards model
by O'neill, Terence J. - 223-225 Clusure of the NBUE and DMRL classes under formation of parallel systems
by Abouammoh, A. & El-Neweihi, E. - 227-230 A note on some model selection criteria
by Peterson, John J. - 231-232 A note on De Moivre's limit theorems: Easy proofs
by Jensen, Ernst Lykke & Rootzén, Holger - 233-235 A new proof of the approximate sufficiency of sparse order statistics
by Reiss, Rolf-Dieter - 237-243 Conditional expected durations of play given the ultimate outcome for a correlated random walk
by Mukherjea, A. & Steele, D. - 245-251 Estimates for the score function under random censoring
by Liu, Regina Y. - 253-258 On minimizing chi-square distances under the hypothesis of homogeneity or independence for a two-way contingency table
by Böhning, D. & Holling, H. - 259-259 A quasi-random number generator with infinite period
by Zielinski, Ryszard - 261-264 Improving multi-way block designs at the cost of nuisance parameters
by Pukelsheim, Friedrich & Titterington, D. Michael - 265-272 Diagnostics for penalized least-squares estimators
by Eubank, R. L. & Gunst, R. F.
June 1986, Volume 4, Issue 4
- 157-159 Mixed estimation in covariance structure models
by Bonett, Douglas G. - 161-166 How large must be the difference between local time and mesure du voisinage of Brownian motion?
by Csörgo, Miklós & Horváth, Lajos & Révész, Pál - 167-171 On the renewal measure for Gaussian sequences
by Klebaner, Fima C. - 173-178 On a fundamental optimality of the maximum likelihood estimator
by Cheng, Ping & Fu, James C. - 179-182 The distribution of the 'finitely many times' in the strong law of large numbers
by Razanadrakoto, Dieudonné & Severo, Norman C. - 183-186 The limit behavior of an interval splitting scheme
by Devroye, Luc & Letac, Gerard & Seshadri, Vanamamalai - 187-190 A note on strong mixing of ARMA processes
by Athreya, Krishna B. & Pantula, Sastry G. - 191-195 Central limit theorem and increment conditions
by Rhee, WanSoo T. - 197-201 Dependence structures in which uncorrelatedness implies independence
by Chhetry, Devendra & Kimeldorf, George & Zahedi, Hassan - 203-208 Convergence rates for partially splined models
by Rice, John - 209-210 Another characterization of multivariate normal distribution
by Prakasa Rao, B. L. S. & Sreehari, M. - 211-215 Successes, runs and longest runs
by Philippou, Andreas N. & Makri, Frosso S.
April 1986, Volume 4, Issue 3
- 109-111 A note on small-sample maximum probability estimation
by Weiss, Lionel - 113-118 On the prediction of means in a finite population
by Hung, Hsien-Ming - 119-122 Relationship between strictly collapsible and perfect contingency tables
by Davis, Linda June - 123-126 An asymptotic test for redundancy of variables in the comparison of two covariance matrices
by Flury, Bernhard N. - 127-131 On M and P estimators that have breakdown point equal to
by Chao, Min-Te - 133-139 Efficient estimation of the reciprocal of the density quantile function at a point
by Babu, Gutti Jogesh - 141-144 On the optimality of balanced sampling
by Tallis, G. M. - 145-150 A note on Bayes empirical Bayes estimation by means of Dirichlet processes
by Kuo, Lynn - 151-155 On a class of asymptotic distributions in redundancy with renewals
by Khalil, Z.
March 1986, Volume 4, Issue 2
- 53-56 Another interpretation of the EM algorithm for mixture distributions
by Hathaway, Richard J. - 57-59 An estimator for the mean of an exponential distribution with random right-censoring
by Stadje, Wolfgang - 61-64 Another conjugate family for the normal distribution
by Athreya, K. B. - 65-67 Implementing empirical characteristic function procedures
by Welsh, A. H. - 69-73 On the estimation of the quantile density function
by Falk, Michael - 75-79 Confidence intervals based on interpolated order statistics
by Hettmansperger, Thomas P. & Sheather, Simon J. - 81-85 Estimation of influence functions
by Burke, Murray D. & Horváth, Lajos - 87-93 The use of historical control information in modelling dose response relationships in carcinogenesis
by Smythe, Robert T. & Krewski, Daniel & Murdoch, Duncan - 95-99 The log-likelihood ratio for sparse multinomial mixtures
by Zelterman, D. - 101-105 Successes, runs and longest runs
by Philippou, Andreas N. & Makri, Frosso S.
January 1986, Volume 4, Issue 1
- 1-4 Modified Kent's statistics for testing goodness of fit for the Fisher distribution in small concentrated samples
by Rivest, Louis-Paul - 5-6 Martingale inequalities and the Jackknife estimate of variance
by Rhee, WanSoo T. & Talagrand, Michel - 7-8 A trivariate version of 'Lévy's equivalence'
by Simons, Gordon - 9-15 A general solution for the epidemic with carriers
by Booth, J. & Gani, J. & Malice, M. -P. & Mansouri, H. & Maravankin, G. - 17-19 On admissibility in various classes of quadratic estimators
by Stepniak, Czeslaw - 21-23 Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds
by Cacoullos, T. & Papathanasiou, V. - 25-28 A stochastic Gompertz birth-death process
by Tan, W. Y. - 29-33 Proportionality of k covariance matrices
by Flury, Bernhard K. - 35-37 A note on the missing value principle and the EM-Algorithm for estimation and prediction in sampling from finite populations with a multinormal superpopulation model
by Zacks, S. & Rodriguez, Josemar - 39-41 A statistic for measuring the balance of a sample
by Andrews, Richard W. - 43-45 Regular variation and domains of attraction in
by Meerschaert, Mark M. - 47-49 Lorenz ordering of means and medians
by Arnold, Barry C. & Villaseñor, Jose A. - 51-51 To: On the product of symmetric random variables
by Hamedani, G. G. & Walter, G. G.
October 1985, Volume 3, Issue 6
- 287-293 Experimental comparison of least-squares and maximum likelihood methods in factor analysis
by Ihara, Masamori & Okamoto, Masashi - 295-297 Two suggestions of how to define a stochastic stress-strength system
by Ebrahimi, Nader - 299-301 Selecting principal components in regression
by Mason, Robert L. & Gunst, Richard F. - 303-306 The L2-optimal cell width for the histogram
by Lecoutre, Jean-Pierre - 307-308 Minimum volume confidence regions
by Jeyaratnam, S. - 309-313 Bayes empirical Bayes estimation of a poisson mean
by Tze Fen LI - 315-316 Pointwise properties of convergence in probability
by Burton, Robert M. - 317-324 Testing several nonnested regressions simultaneously. A nonparametric approach
by Aguirre-Torres, Victor - 325-329 Positive definite symmetric functions on finite-dimensional spaces II
by Richards, Donald St. P. - 331-336 On [chi]2-test of goodness-of-fit for a class of discrete multivariate models
by Svensson, Åke - 337-342 Influence diagnostic for censored regression models
by Kao, Chihwa
September 1985, Volume 3, Issue 5
- 231-234 On the relationship between the proportional hazards and accelerated failure time models in survival analysis
by Gupta, Ramesh C. & Michalek, Joel E. - 235-238 On a characterization of rectangular distributions
by Abdelhamid, Sami N. - 239-243 Regression estimation with transformed auxiliary variates
by Hung, Hsien-Ming - 245-249 The growth rate of partial maxima on subsequences
by Hüsler, Jürg - 251-253 On the product of symmetric random variables
by Hamedani, G. G. & Walter, G. G. - 255-260 Maximum variance unimodal distributions
by Seaman, John W. & Odell, Patrick S. & Young, Dean M. - 261-268 Sampling distribution for a class of estimators for nonregular linear processes
by Chanda, Kamal C. - 269-274 Testing for symmetry and independence in a bivariate exponential distribution
by O'Neill, Terence J. - 275-279 Sufficiency and invariance
by Arnold, Steven F. - 281-286 Rank tests for a class of semi-Markov models with censored matched pairs
by Tsai, Wei-Yann
July 1985, Volume 3, Issue 4
- 175-184 On upper bounds for the variance of functions of random variables
by Cacoullos, T. & Papathanasiou, V. - 185-189 Asymptotic statistical inference for a stochastic heat flow problem
by Koski, Timo & Loges, Wilfried - 191-194 A note on levene's tests for equality of variances
by Carroll, Raymond J. & Schneider, Helmut - 195-199 A pairwise independent stationary stochastic process
by Robertson, James B. & Womack, James M. - 201-203 On the joint characterization of the distributions of the true income and the proportion of the reported income to the true income through a model of under-reported incomes
by Korwar, R. M. - 205-207 On the approximation of measurable linear functionals
by Smolenski, W. - 209-212 A functional law of the iterated logarithm for associated sequences
by Dabrowski, AndréRobert - 213-219 On sampling by index cases
by Berger, Agnes & Percus, Ora E. - 221-225 Approximation for Abel sums of independent, identically distributed random variables
by Horváth, Lajos - 227-230 A note on testing symmetry with estimated parameters
by Koziol, James A.
June 1985, Volume 3, Issue 3
- 111-115 On a Kolmogorov-Smirnov type aligned test in linear regression
by Koul, H. L. & Sen, P. K. - 117-120 Maximum entropy histograms
by Rodriguez, Carlos C. & Van Ryzin, John - 121-125 Iterating bonferroni bounds
by Hoppe, Fred M. - 127-129 A linear negative multinomial model
by Bonett, Douglas G. - 131-133 An application of rosenthal's moment inequality to the strong law of large numbers
by Wittmann, Rainer - 135-141 A bayesian approach to inference for monotone failure rates
by Mazzuchi, Thomas A. & Singpurwalla, Nozer D. - 143-145 On the range of recurrent Markov chains
by Athreya, K. B. - 147-150 A regression model to combine results from 2 x 2 tables
by Wallenstein, Sylvan - 151-159 Plane sampling
by Iachan, Ronaldo - 161-166 Saddlepoint approximations for curved exponential families
by Hougaard, Philip - 167-173 A bivariate histogram density estimator: Consistency and asymptotic normality
by Kim, B. K. & Van Ryzin, J.
April 1985, Volume 3, Issue 2
- 57-62 Lower bounds for the distribution function of a k-dimensionaln-extensible exchangeable process
by Scarsini, Marco - 63-64 Sequential estimation of the minimum of a random variable
by Meczarski, Marek - 65-69 Pointwise consistency of the hermite series density estimate
by Greblicki, Wlodzimierz & Pawlak, Miroslaw - 71-73 On exponential scores statistics for testing against positive aging
by Kochar, Subhash C. & Deshpande, Jayant V. - 75-79 When is the inverse regression estimator MSE-superior to the standard regression estimator in multivariate controlled calibration situations?
by Sundberg, Rolf - 81-86 A concept of negative dependence using stochastic ordering
by Block, Henry W. & Savits, Thomas H. & Shaked, Moshe - 87-88 A counterexample concerning monotone unimodality
by Wefelmeyer, Wolfgang - 89-93 A model for line transect sampling clustered populations
by Rao, P. V. & Portier, K. M. - 95-96 Eigenvalue-Eigenvector analysis for a class of patterned correlation matrices with an application: A comment
by Wansbeek, Tom - 97-100 The bootstrap: Some large sample theory and connections with robustness
by Parr, William C. - 101-105 On exponential rates of likelihood ratio estimators for location parameters
by Fu, James C. - 107-109 An extremal property of rectangular distributions
by Székely, G. J. & Móri, T. F.
February 1985, Volume 3, Issue 1
- 1-8 Minimum distance estimation in linear regression with unknown error distributions
by Koul, Hira L. - 9-13 On restricted linear estimation for regression in stochastic processes
by del Pino, Guido E. - 15-18 Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
by Rao, B. L. S. Prakasa - 19-20 Constructing balanced designs from triangular designs
by John, Peter W. M.